A note on some joint distribution functions involving the time of ruin

In a recent paper, Willmot (2015) derived an expression for the joint distribution function of the time of ruin and the deficit at ruin in the classical risk model. We show how his approach can be applied to obtain a simpler expression, and by interpreting this expression by probabilistic reasoning we obtain solutions for more general risk models. We also discuss how some of Willmot’s results relate to existing literature on the probability and severity of ruin.     

A spline smoothing homotopy method for nonconvex nonlinear programming

Homotopy methods are globally convergent under weak conditions and robust; however, the efficiency of a homotopy method is closely related with the construction of the homotopy map and the path tracing algorithm. Different homotopies may behave very different in performance even though they are all theoretically convergent. In this paper, a spline smoothing homotopy method for nonconvex nonlinear programming is developed using cubic spline to smooth the max function of the constraints of nonlinear programming. Some properties of spline smoothing function are discussed and the global convergence of spline smoothing homotopy under the weak normal cone condition is proven. The spline smoothing technique uses a smooth constraint instead of m constraints and acts also as an active set technique. So the spline smoothing homotopy method is more efficient than previous homotopy methods like combined homotopy interior point method, aggregate constraint homotopy method and other probability one homotopy methods. Numerical tests with the comparisons to some other methods show that the new method is very efficient for nonlinear programming with large number of complicated constraints.     

Adaptive function projective synchronization of uncertain complex dynamical networks with disturbance

We investigate the problem of function projective synchronization (FPS) in drive-response dynamical networks with non-identical nodes. An adaptive controller is proposed for the FPS of complex dynamical networks with uncertain parameters and disturbance. Not only are the unknown parameters of the networks estimated by the adaptive laws obtained from the Lyapunov stability theory and Taylor expansions, but the unknown bounded disturbances are also simultaneously conquered by the proposed control. Finally, a numerical simulation is provided to illustrate the feasibility and effectiveness of the obtained result.     

Extraction and verification of coherent structures in near-wall turbulence

According to the characteristics of coherent structures in near-wall turbulence, an accurate extraction and verification method is developed based on wavelet transform (WT) and correlation analysis in this paper. At first, the fluid field of a turbulent boundary layer is measured precisely in a gravitational low-speed water tunnel. On the basis of the distribution of the coherent structures, velocity data of three test points are selected and analyzed, whose dimensionless heights are 20.8, 33.5, and 42.6. According to the frequency range of power spectrum density (PSD), coherent and incoherent structures are both extracted from the original signals using continuous and orthogonal wavelet transforms. To confirm the validity of the extracted signals, the probability density function (PDF) of each extracted signal is calculated. The result demonstrates that the incoherent structures obey the Gaussian distribution, while the coherent structures deviate from the Gaussian distribution. The PDFs of the coherent structures and the original signals are similar, which shows that the coherent structures make most contributions to the turbulence. For further verification, a correlation parameter between coherent and incoherent structures is defined, which evidently proves the validity of the extraction method in this paper.     

有界F-支撑函数和类空Wulff形

给定H_+~n上适合凸条件的正函数F,对L~(n+1)中具有非退化Gauss映射的类空超曲面引入了Θ_F曲率.对适当的F,本文证得:具有常Θ_F曲率,且F-支撑函数介于两个负常数之间的类空超曲面必是类空Wulff形.在F=1的情况下,对H_i/H_n为常数的类空超曲面也建立了类似的唯一性结果.     

A note on Riemann problems for single‐periodic polyanalytic functions

In this article, a new canonical function has been established to deal with Riemann boundary‐value problem of periodic analytic functions discussed in 16 . In comparison with the corresponding result in 16 , the expression of solution obtained here is much simpler. Then, we demonstrate the equivalence of solutions for the homogeneous Riemann problem. What's more, we obtain the precise rank of matrix of coefficients for the system of linear algebraic equations (4.35) in 16 . Those results can simplify the discussion of Riemann problem of single‐periodic polyanalytic functions in 16 .     

Spectrality of certain self‐affine measures on the generalized spatial Sierpinski gasket

The self‐affine measure corresponding to a upper or lower triangle expanding matrix M and the digit set in the space is supported on the generalized spatial Sierpinski gasket, where are the standard basis of unit column vectors in . We consider in this paper the existence of orthogonal exponentials on the Hilbert space , i.e., the spectrality of . Such a property is directly connected with the entries of M and is not completely determined. For this generalized spatial Sierpinski gasket, we present a method to deal with the spectrality or non‐spectrality of . As an application, the spectral property of a class of such self‐affine measures are clarified. The results here generalize the corresponding results in a simple manner.     

Spectral meshless radial point interpolation (SMRPI) method to two‐dimensional fractional telegraph equation

H. Ammari In this article, an innovative technique so‐called spectral meshless radial point interpolation (SMRPI) method is proposed and, as a test problem, is applied to a classical type of two‐dimensional time‐fractional telegraph equation defined by Caputo sense for (1 < α≤2). This new methods is based on meshless methods and benefits from spectral collocation ideas, but it does not belong to traditional meshless collocation methods. The point interpolation method with the help of radial basis functions is used to construct shape functions, which play as basis functions in the frame of SMRPI method. These basis functions have Kronecker delta function property. Evaluation of high‐order derivatives is not difficult by constructing operational matrices. In SMRPI method, it does not require any kind of integration locally or globally over small quadrature domains, which is essential of the finite element method (FEM) and those meshless methods based on Galerkin weak form. Also, it is not needed to determine strict value for the shape parameter, which plays an important role in collocation method based on the radial basis functions (Kansa's method). Therefore, computational costs of SMRPI method are less expensive. Two numerical examples are presented to show that SMRPI method has reliable rates of convergence. Copyright © 2015 John Wiley & Sons, Ltd.     

Monogenic functions in the biharmonic boundary value problem

We consider a commutative algebra over the field of complex numbers with a basis {e₁,e₂} satisfying the conditions , . Let D be a bounded domain in the Cartesian plane xOy and D_ζ={xe₁+ye₂:(x,y)∈D}. Components of every monogenic function Φ(xe₁+ye₂) = U₁(x,y)e₁+U₂(x,y)ie₁+U₃(x,y)e₂+U₄(x,y)ie₂ having the classic derivative in D_ζ are biharmonic functions in D, that is, Δ²U_j(x,y) = 0 for j = 1,2,3,4. We consider a Schwarz‐type boundary value problem for monogenic functions in a simply connected domain D_ζ. This problem is associated with the following biharmonic problem: to find a biharmonic function V(x,y) in the domain D when boundary values of its partial derivatives ?V/?x, ?V/?y are given on the boundary ?D. Using a hypercomplex analog of the Cauchy‐type integral, we reduce the mentioned Schwarz‐type boundary value problem to a system of integral equations on the real axes and establish sufficient conditions under which this system has the Fredholm property. Copyright © 2015 John Wiley & Sons, Ltd.