Optimal proportional reinsurance and investment with minimum probability of ruin

The paper concerns a problem of optimal reinsurance and investment in order to minimizing the probability of ruin. In the whole paper, the cedent’s surplus is allowed to invest in a risk-free asset and a risky asset and the company’s risk is reduced through proportional reinsurance, while in addition the claim process is assumed to follow a Brownian motion with drift. By solving the corresponding Hamilton-Jacobi-Bellman equations, the optimal reinsurance-investment strategy is derived. The presented results generalize those by Taksar [1].     

Control Strategy of True Time Delay Lines

This article presents the control of adjustable true time delays applied to an optical beamforming system. First is introduced the response of ring resonators of two and four ports and the cascade and lattice structures. The coupling factor and the phase modulation are employed as the control parameters for the adjustable group delay. The strategy of control is proposed and applied to a cascade of five ring resonators for producing wideband true time delays in the picosecond–nanosecond range with 2-GHz bandwidth and extremely low ripple. Ripples lower than 0.1% were obtained for the adjusted group delays. The proposed strategy can be simply extended if more resonators are added to increase the bandwidth of the system.     

5G无线网络CU/DU部署策略探讨

5G网络将满足三大类业务：eMBB、uRLLC、mMTC，不同业务对时延、可靠性、移动速度要求不相同。为了适应这些需求，3GPP标准化组织将BBU重构成CU和DU两个功能实体，在实际部署时的形态可以映射到不同物理设备上，也可以映射到同一物理实体。具体采用哪种方式要结合业务需求，应用场景，及网络要求综合分析，根据不同情况采用合适的部署策略。     

A forwarding strategy of counteracting redundancy data in named data networking

In named data networking, a router forwards Interests to all available contents including copies under the original design of forwarding strategy. All of these redundant copies of requested contents are returned to the user, which leads to unnecessary waste of network resources. In this paper, we propose a new forwarding strategy named counteracting redundant data (CRD) to reduce the transmission of redundant Data. The CRD strategy introduces a new packet called Data Acknowledgement (DACK) to stop forwarding redundant data. When a router receives a DACK, it will delete the matched Pending Interest Table (PIT) entry with the same name prefix and same incoming interface as the DACK. Thus, subsequent Data will be discarded when the corresponding PIT entry in the router no longer exists. According to the transmission model with tree structure, forwarding number that indicates the number of DACK being forwarded is a very important factor affecting the transmission overhead of CRD strategy. In our simulation, the results show the CRD strategy can improve transmission efficiency, reduce transmission overhead while ensuring a certain reliability, and also decrease the storage of content store at the same time. Copyright © 2015 John Wiley & Sons, Ltd.     

长江上游集装箱码头泊位——锚地系统配置策略

针对内河集装箱运输增长与内河航道制约所导致的集装箱运输系统运作效率与航运安全问题,讨论长江上游集装箱码头泊位-锚地系统最优配置策略.通过构建码头泊位-锚地系统的船舶候泊排队服务模型,推导出队长水平状态的稳态概率分布,计算出平均等待队长,并建立泊位-锚地系统配置模型,采用数值算例考察相应的最优配置策略和锚泊溢出概率.     

Unidimensional Two-Way Continuous-Variable Quantum Key Distribution Using Coherent States

We propose a unidimensional two-way continuous-variable quantum key distribution protocol with coherent states, where the sender modulates a single quadrature of the coherent states rather than both quadratures to simplify the structure of a two-way system. Security analysis is performed with a general attack strategy, known as two-mode attack, which helps to reduce limitations in the analysis. The performance of the protocol under all accessible two-mode attacks at fixed distance is illustrated. Further, two typical two-mode attack strategies are obtained from it, which are one-mode attack strategy and optimal two-mode attack strategy. Between them, the one-mode attack is the simplest form of the two-mode attack, while the optimal two-mode attack is the most complicated one. Simulations show that though the system is simplified, the performance of the two-way protocol with unidimensional modulation is still comparable to that of the counterpart with Gaussian modulation even against the optimal two-mode attack when Eve’s ability is maximized. Thus, the proposed protocol simplifies the two-way system while guaranteeing its performance to a certain extent. Especially in a practical system with short transmission distance and high excess noise, the protocol has a good application prospect.     

A global best artificial bee colony algorithm for global optimization

The artificial bee colony (ABC) algorithm is a relatively new optimization technique which has been shown to be competitive to other population-based algorithms. However, there is still an insufficiency in the ABC algorithm regarding its solution search equation, which is good at exploration but poor at exploitation. Inspired by differential evolution (DE), we propose a modified ABC algorithm (denoted as ABC/best), which is based on that each bee searches only around the best solution of the previous iteration in order to improve the exploitation. In addition, to enhance the global convergence, when producing the initial population and scout bees, both chaotic systems and opposition-based learning method are employed. Experiments are conducted on a set of 26 benchmark functions. The results demonstrate good performance of ABC/best in solving complex numerical optimization problems when compared with two ABC based algorithms.     

有限元程序的一种并行化算法

传统的以串行计算机为物质基础的有限元算法分析未能满足科学研究和工程技术发展的需要．并行处理技术的发展为解决此类问题提供了新的契机．机群式并行计算机是当今较为流行的一种并行处理方式．根据有限元法的特点，提出了一种并行有限元算法，并在多处理机分布式内存并行计算机环境下完成了面向对象并行有限元程序的编制．算例表明该算法能大大提高其分析速度，而且算法简单，实现方便．     

On the fiber orientation in steady recirculating flows involving short fibers suspensions

In this work we present a new numerical strategy to treat the 3D Fokker–Planck equation in steady recirculating flows. This strategy combines some ideas of the method of particles, with a more original treatment of the periodicity condition, which characterizes the steady solution of the FP equation in steady recirculating flows, as usually encountered in some rheometric devices. Using this numerical technique the fiber orientation distribution can be computed accurately in any steady recirculating flow. The simulation results can be used to identify some rheological parameters of the suspension, using an inverse technique, as well as to analyze the validity of some simplified models widely used, which require a closure relation. Thus, in this paper several closure relations of the fourth-order orientation tensor will be discussed in the context of a numerical example involving a steady recirculating flow.     

Evolutionary solutions to the brachistochrone problem with Coulomb friction

The classical brachistochrone problem was originally proposed by Johann Bernoulli more than 300 years ago, and is still one of the most elegant problems in modern mathematics. This paper examines a generalisation of the original brachistochrone problem by the inclusion of a non-conservative force in the form of Coulomb friction. Solutions to this problem are found using an evolutionary computational technique based on Darwinian natural selection and survival of the fittest. These evolutionary solutions tend to indicate that as friction is introduced the optimum curves develop from cycloidal (the analytical solution for the conservative problem) toward straight lines. The flexibility of the evolutionary method to optimise for other objectives is then discussed.