带干扰的Erlang(2)风险模型的不破产概率

本文讨论了带干扰的Erlang(2)风险模型,通过构造一个延迟更新过程,我们得到了不破产概率满足的积分-微分方程,进而得到了不破产概率的明确表达式．     

200MW非再热双抽供热机组变工况计算及工况图的绘制

工况图在热电厂的设计和运行中具有广泛的用途。本文根据引进型双抽非再热200MW供热机组的技术特点，通过编程在纯凝汽工况、单抽工业抽汽工况、单抽采暖抽汽工况和双抽供热等典型变工况计算的基础上，完成了当新蒸汽负荷、工业抽汽负荷和采暖抽汽负荷发生改变时的变工况计算，并绘制了该机组的运行工况图．     

On the persistence of elliptic lower-dimensional tori in Hamiltonian systems under the first Melnikov condition and Rüssmann’s non-degeneracy condition

In this paper we formulate a theorem on the persistence of elliptic lower-dimensional invariant tori for nearly integrable analytic Hamiltonian systems under the first Melnikov condition and Rüssmann’s non-degeneracy condition, and give the measure estimates of parameters for the non-resonance conditions under Rüssmann’s non-degeneracy condition, which is essential for the proof of our result.     

On regularity of a weak solution to the Navier–Stokes equation with generalized impermeability boundary conditions

We consider the 3D Navier–Stokes equation with generalized impermeability boundary conditions. As auxiliary results, we prove the local in time existence of a strong solution (‘strong’ in a limited sense) and a theorem on structure. Then, taking advantage of the boundary conditions, we formulate sufficient conditions for regularity up to the boundary of a weak solution by means of requirements on one of the eigenvalues of the rate of deformation tensor. Finally, we apply these general results to the case of an axially symmetric flow with zero angular velocity.     

Further generalization of the Dubovicki-Milutin theorem

Combining the results of Walczak (Ref. 1) and Lasiecka (Refs. 2 and 3), we extend the well-known Dubovicki-Milutin theorem in two directions: (i) We allow for treatment of several equality constraints in optimization problems; and (ii) We assume less regularity of optimization problems by requiring the existence of external cones instead of tangent cones. An example of an optimization problem is also considered.     

Two-sided bounds for the distribution of the deficit at ruin in the renewal risk model

We obtain lower and upper bounds for the severity of ruin in the renewal (Sparre Andersen) model of risk theory. We present two types of bounds: (i) bounds applicable generally; and (ii) exponential bounds for the case where the adjustment coefficient of the risk process exists. Many of these bounds are obtained using existing bounds and the integral equation for the severity of ruin.     

Lower bounds for transition probabilities on graphs

The paper presents two results. The first one provides separate conditions for the upper and lower estimates of the distribution of the time of exit from balls of a random walk on a weighted graph. The main result of the paper is that the lower estimate follows from the elliptic Harnack inequality. The second result is an off-diagonal lower bound for the transition probability of the random walk.     

On the convergence rate and optimization of a numerical method with splitting of boundary conditions for the stokes system in a spherical layer in the axisymmetric case: Modification for thick layers

The convergence rate of a fast-converging second-order accurate iterative method with splitting of boundary conditions constructed by the authors for solving an axisymmetric Dirichlet boundary value problem for the Stokes system in a spherical gap is studied numerically. For R/r exceeding about 30, where r and R are the radii of the inner and outer boundary spheres, it is established that the convergence rate of the method is lower (and considerably lower for large R/r) than the convergence rate of its differential version. For this reason, a really simpler, more slowly converging modification of the original method is constructed on the differential level and a finite-element implementation of this modification is built. Numerical experiments have revealed that this modification has the same convergence rate as its differential counterpart for R/r of up to 5 × 10³. When the multigrid method is used to solve the split and auxiliary boundary value problems arising at iterations, the modification is more efficient than the original method starting from R/r ～ 30 and is considerably more efficient for large values of R/r. It is also established that the convergence rates of both methods depend little on the stretching coefficient η of circularly rectangular mesh cells in a range of η that is well sufficient for effective use of the multigrid method for arbitrary values of R/r smaller than ～ 5 × 10³.