Approximate solution for some stochastic differential equations involving both Gaussian and Poissonian white noises

By combining the Kramers-Moyal expansion with fractional Brownian motion of order n, in a formal symbolic calculus, one can obtain an approximation for the solution of some stochastic differential equations involving both Gaussian and Poissonian white noises, in terms of rotating Gaussian white noises on the grid defined by the complex roots of the unity. Illustrative examples are outlined.     

EXPLICIT EXPRESSIONS FOR SOME DISTRIBUTIONS RELATED TO RUIN PROBLEMS

The classical risk process that is perturbed by diffusion is studied .The explicit expressions for the runi probability and the surplus distribution of the risk process at the time of runi are obtained when the claim amount distribution is a finite mixture of exponential distributions of a Gamma (2,α） distribution.     

马尔可夫链及其在股市分析中的应用

本文运用马尔可夫链理论预测股票价格分析股市,提出了股价运行周期和投资收益的最大化理论,并建立其随机过程模型,使决策的长期效益趋于最优,通过实例检验,证明了此模型的可行性和实用性.     

Efficient implementation of the proper outlet flow conditions in blood flow simulations through asymmetric arterial bifurcations

We present an efficient implementation of the proper (in vivo) outlet boundary conditions in detailed, three‐dimensional (3D) and time‐periodic simulations of blood flow through arteries. This is achieved through the intermediate use of an approximate ‘simulant’ model of the outlet pressure/flow relationship corresponding to the full 3D and time‐dependent numerical simulation. This model allows us to efficiently couple the 3D outlet pressure/flow conditions to the equivalent relations due to the downstream arterial network, as obtained from a one‐dimensional approximate model in the form of Fourier frequency impedance coefficients. An adjustable time‐periodic function correction term in the simulant model requires input from the full 3D model that has to run iteratively until convergence. The advantage of the proposed numerical scheme is that it decouples the upstream detailed simulation from the downstream approximate network model offering exceptional versatility. This approach is demonstrated here in a series of detailed 3D simulations of blood flow, performed using the commercial software FLUENT?, through an asymmetric arterial bifurcation. Two cases are considered: first a healthy system patterned after the left main coronary arterial bifurcation, and second a diseased case where an occlusion has developed in one of the daughter vessels, resulting in strengthening the asymmetry of the bifurcation. Rapid convergence of the iterative process was achieved in both cases. Subtle changes occur in the shear patterns of the daughter vessels, whereas the flow distribution is quite different. In the presence of a stenosis additional regions of low shear develop due to inertial effects. Copyright © 2010 John Wiley & Sons, Ltd.     

山岭复杂条件下一级公路建设技术标准的选定方法研究

根据国道108线砂河-神堂堡段工程可研报告的设计,针对山岭重丘地形条件复杂的情况,就设计主要技术参数的选定和计算方法、路线布设与地形条件的合理结合、路基、路面的设计、主要技术指标如平曲线、竖曲线半径、最大纵坡及坡长采用等进行了分析和比较,较为合理的利用了地形,对环保、水保等进行了综合考虑,既使设计可满足使用条件,又最大限度节省了投资,具有好的使用价值,为山岭重丘区一级路设计提供了可借鉴经验。     

ATM Open—Loop shuffleout网络丢失率新的计算方法

文献[1]提出了Open-Loop Shuffleout的ATM交换结构，它是基于多级自路由，输出排队的Banyan结构，文献[9]在文献[]1的基础上构造了多递ATM Shuffleout交换结构，这种Open-Loop Shuffleout的ATM交换结构的信元丢失率包括三部分，其中之一就是网络支失率ζn，文献[1]计算网络丢失率是在亿任意一级交换单元中每一输出端口的负载相同的前提下进行的，本文考虑了更一般的情况，给出了精确计算网络丢失率的分析模型，不仅能够处理随机业务，而且还能处理热点业务，模型分析和仿真的数字结果显示了在热 业务下一些有益的结论。     

Global Parametric Sufficient Efficiency Conditions for Semiinfinite Multiobjective Fractional Programming Problems Containing Generalized （a,n,p）-V-Invex Functions

In this paper, we discuss numerous sets of global parametric sufficient efficiency conditions under various generalized (α, η, ρ)-V-invexity assumptions for a semiinfinite multiobjective fractional programming problem.     

A lagrange multiplier theorem for control problems with state constraints

We prove an existence theorem of Lagrange multipliers for an abstract control problem in Banach spaces. This theorem may be applied to obtain optimality conditions for control problems governed by partial differential equations in the presence of pointwise state constraints.     

索赔额服从卡方分布的破产概率及其渐近估计

通过建立合适的数学模型，运用古典概率论的有关知识，针对索赔额服从卡方分布的模型导出了保险公司最终破产概率的显式表达式，并得到了相应的渐近估计，所得结果推广包含了文献[1]和文献[8]的相关结论。     

电路的互易性条件研究

互易性不只局限于仅由线性R、L、C元件组成的电路。对于含有线性受控源、或独立电源的电路，当电路结构和元件参数满足一定条件时，也同样具有互易性。