带利息力和干扰的批量索赔一般到达风险模型

本文在经典风险模型的基础上,将索赔到达过程推广为更新过程,索赔可以批量到达,且带有常数利息力和Brown运动干扰项,得到一个新的风险模型,运用Markov骨架过程的方法,得出盈余过程的瞬时分布和生存概率.     

Applications of density functional theory methods in millimeter‐wave spectroscopy

Density functional theory (DFT), using the most common functionals, and ab initio quantum chemistry methods are used to calculate the rotational constants and dipole moments of the astrophysically important molecules HCN, CH₃CN, CH₃CNH⁺, HCCCN, and HCCNC. As far as millimeter‐wave spectroscopy is of interest the DFT methods performed well with most functionals, giving results within ±1% of experiments for rotational constants and ±3% for dipole moments. Analyzing the results obtained with all theoretical models, it may be concluded that the Becke's three‐parameter exchange functional and the gradient‐corrected functional of Lee, Yang, and Paar (B3LYP) and Becke's three‐parameter functional with Perdew–Wang correlational functional [B3PW91/6‐31G(d, p)] give the best performances. A detailed analysis of the electron correlation effects shows that HCCCN is more stable than is HCCNC, by 1.16 eV, with important contribution arising from triple excitations. This result is also compared with those obtained with DFT methods. Despite occasional difficulties, DFT with the currently available functionals are of great utility in quickly assessing spectroscopic parameters of astrophysical interest. © 2002 Wiley Periodicals, Inc. Int J Quantum Chem, 2003     

关于非线性Pochhammer-Chree方程的解

本文研究了弹性杆纵向形变方程:u_(tt)—u_(ttxx)—u_(xx)—(1/3)(u~3)xx=0的椭圆余弦波解,并用Adomian分解法,求出了其初边值问题解.     

Laser pulse heating of steel surface and flexural wave analysis

Laser gas-assisted material processing finds wide application in industry. The modelling of heating, elastic response of the substrate material, and the wave analysis gives insight into the laser workpiece interaction. In the present study, laser gas-assisted heating of steel is considered. The normal component of the thermal stress is taken as the source of load for the flexural wave generation in the material. The flexural wave generated is simulated and the wave characteristics are analyzed at four locations at the workpiece surface. The numerical scheme employing a control volume approach is introduced when solving the governing equations of flow and heat transfer while finite element and spectran element methods are used when solving the stress and wave equations. It is found that the normal component of the stress is tensile. The dispersion effect of the workpiece material, interference of the reflected beam, and partial overlapping of second mode of the travelling wave enable to identify a unique pattern in the travelling wave in the substrate.     

热辐射驱动烧蚀平面金靶的数值定标定律

利用一维辐射流体力学编码数值研究了辐射烧蚀波在平面金靶中的传播情况,并在常温边界条件下得到了辐射流、烧蚀压、质量烧蚀率和特征等离子体密度的定标定律。     

高压陡脉冲信号测量系统的补偿

本文针对高压陡脉冲测量过程中由于对地电容引起的波形畸变,介绍了一种电感补偿方法,这种补偿回路简便、可靠,可使测量系统的方波响应得到明显的改善。     

Efficiency Enhancement of Coaxial-Cavity Electron Cyclotron Resonance Maser by Tapering Guide Magnetic Field

A coaxial-cavity cyclotron resonance maser (CRM) oscillator with tapered guide magnetic field is proposed. It is shown that the transmission quality can be improved by tapering the guide magnetic field. Simulation indicates that the efficiency of a millimeter-wave gyrotron oscillator may be reached up to 38.7% by optimizing the tapered magnetic field.     

Solution of the hyperbolic mild‐slope equation using the finite volume method

A finite volume solver for the 2D depth‐integrated harmonic hyperbolic formulation of the mild‐slope equation for wave propagation is presented and discussed. The solver is implemented on unstructured triangular meshes and the solution methodology is based upon a Godunov‐type second‐order finite volume scheme, whereby the numerical fluxes are computed using Roe's flux function. The eigensystem of the mild‐slope equations is derived and used for the construction of Roe's matrix. A formulation that updates the unknown variables in time implicitly is presented, which produces a more accurate and reliable scheme than hitherto available. Boundary conditions for different types of boundaries are also derived. The agreement of the computed results with analytical results for a range of wave propagation/transformation problems is very good, and the model is found to be virtually paraxiality‐free. Copyright © 2003 John Wiley & Sons, Ltd.     

Solitary wave solutions of nonlinear financial markets :data-modeling-concept-practicing

This paper seeks to solve the difficult nonlinear problem in financial markets on the complex system theory and the nonlinear dynamics principle, with the data-model-concept-practice issue-oriented reconstruction of the phase space by the high frequency trade data. In theory, we have achieved the differentiable manifold geometry configuration, discovered the Yang-Mills functional in financial markets, obtained a meaningful conserved quantity through corresponding space-time non-Abel localization gauge symmetry transformation, and derived the financial solitons, which shows that there is a strict symmetry between manifold fiber bundle and guage field in financial markets. In practical applications of financial markets, we have repeatedly carried out experimental tests in a fluctuant evolvement, directly simulating and validating the existence of solitons by researching the price fluctuations (society phenomena) using the same methods and criterion as in natural science and in actual trade to test the stock Guangzhou Proprietary and the futures Fuel Oil in China. The results demonstrate that the financial solitons discovered indicates that there is a kind of new substance and form of energy existing in financial trade markets, which likely indicates a new science paradigm in the economy and society domains beyond physics.