NCD系统的数学理论

无索赔折扣系统(No Claim Discount system,简记为NCD系统)是世界各国机动车辆险中广泛采用的一种经验费率厘定机制.本文尝试建立了NCD系统严谨的数学理论, 重点讨论了NCD系统的数学建模和稳态分析.此外,作为本文必要的数学前提,首先在第2节着重探讨了随机矩阵间的随机优序关系,并将所得结论运用至齐次不可约且遍历的马尔科夫链的研究中,这些内容也有其独立的数学上的兴趣.     

Inhomogeneous Voter Models in One Dimension

We establish conditions for survival and extinction of types of one-dimensional voter models, and show that increasing the flip rates at a finite number of sites typically does not affect survival, unless the flipping mechanism is altered. We provide an example of a modified voter model that does not survive but can be made to survive simply by altering the flip mechanism at one site. We also show that a rather general class of such models have clustering behavior.     

The Sample Average Approximation Method Applied to Stochastic Routing Problems: A Computational Study

The sample average approximation (SAA) method is an approach for solving stochastic optimization problems by using Monte Carlo simulation. In this technique the expected objective function of the stochastic problem is approximated by a sample average estimate derived from a random sample. The resulting sample average approximating problem is then solved by deterministic optimization techniques. The process is repeated with different samples to obtain candidate solutions along with statistical estimates of their optimality gaps.We present a detailed computational study of the application of the SAA method to solve three classes of stochastic routing problems. These stochastic problems involve an extremely large number of scenarios and first-stage integer variables. For each of the three problem classes, we use decomposition and branch-and-cut to solve the approximating problem within the SAA scheme. Our computational results indicate that the proposed method is successful in solving problems with up to 2¹⁶⁹⁴ scenarios to within an estimated 1.0% of optimality. Furthermore, a surprising observation is that the number of optimality cuts required to solve the approximating problem to optimality does not significantly increase with the size of the sample. Therefore, the observed computation times needed to find optimal solutions to the approximating problems grow only linearly with the sample size. As a result, we are able to find provably near-optimal solutions to these difficult stochastic programs using only a moderate amount of computation time.     

Assessment of two‐equation turbulence modelling for high Reynolds number hydrofoil flows

This paper presents an evaluation of the capability of turbulence models available in the commercial CFD code FLUENT 6.0 for their application to hydrofoil turbulent boundary layer separation flow at high Reynolds numbers. Four widely applied two‐equation RANS turbulence models were assessed through comparison with experimental data at Reynolds numbers of 8.284×106 and 1.657×107. They were the standard k–εmodel, the realizable k–εmodel, the standard k–ωmodel and the shear‐stress‐transport (SST) k–ωmodel. It has found that the realizable k–εturbulence model used with enhanced wall functions and near‐wall modelling techniques, consistently provides superior performance in predicting the flow characteristics around the hydrofoil. Copyright © 2004 John Wiley & Sons, Ltd.     

Statistical thermodynamics evaluation of polymer–polymer miscibility

The Simha and Somcynsky (S–S) statistical thermodynamics theory was used to compute the solubility parameters as a function of temperature and pressure [δ = δ(T, P)], for a series of polymer melts. The characteristic scaling parameters required for this task, P*, T*, and V*, were extracted from the pressure–temperature–volume (PVT) data. To determine the potential polymer–polymer miscibility, the dependence of δ versus T (at ambient pressure) was computed for 17 polymers. Close proximity of the δ versus T curves for four miscible polymer pairs: PPE/PS, PS/PVME, and PC/PMMA signaled the usefulness of this approach. It is noteworthy, that the tabulated solubility parameters (derived from the solution data under ambient conditions) propounded the immiscibility of the PVC/PVAc pair. The computed values of δ also suggested miscibility for polymer pairs of unknown miscibility, namely PPE/PVC, PPE/PVAc, and PET/PSF. In recognizing the limitations of the solubility parameter approach (the omission of several thermodynamic contributions), these preliminary results are auspicious because they indicate a new route for estimating the miscibility of any polymeric material at a given temperature and pressure. © 2004 Wiley Periodicals, Inc. J Polym Sci Part B: Polym Phys 42: 2909–2915, 2004     

Demand variability and incentives in inventory-based contracts

We present some results on the impact of demand variability on stocking policies and incentives to forecast, in the context of single period inventory-based contracts in a manufacturer-retailer channel.     

On Weak Solutions of an Integral Equation Driven by a p-Semimartingale of Special Type

We consider the integral equation driven by a standard Brownian motion and by a fractional Brownian motion. Sufficient conditions under which the equation has a weak solution are obtained.     

Hausdorff dimension of a random invariant set

The notion of random attractor for a dissipative stochastic dynamical system has recently been introduced. It generalizes the concept of global attractor in the deterministic theory. It has been shown that many stochastic dynamical systems associated to a dissipative partial differential equation perturbed by noise do possess a random attractor. In this paper, we prove that, as in the case of the deterministic attractor, the Hausdorff dimension of the random attractor can be estimated by using global Lyapunov exponents. The result is obtained under very natural assumptions. As an application, we consider a stochastic reaction-diffusion equation and show that its random attractor has finite Hausdorff dimension.     

RSOS Models and Jantzen–Seitz Representations of Hecke Algebras at Roots of Unity

A special family of partitions occurs in two apparently unrelated contexts: the evaluation of one-dimensional configuration sums of certain RSOS models, and the modular representation theory of symmetric groups or their Hecke algebras H_m. We provide an explanation of this coincidence by showing how the irreducible H_m-modules which remain irreducible under restriction to H_{m_1} (Jantzen–Seitz modules) can be determined from the decomposition of a tensor product of representations sl_n.