Ruin Probability with Variable Premium Rate and Disturbed by Diffusion in a Markovian Environment

We consider a risk model with a premium rate which varies with the level of free reserves. In this model, the occurrence of claims is described by a Cox process with Markov intensity process, and the influence of stochastic factors is considered by adding a diffusion process. The integro-differential equation for the ruin probability is derived by a infinitesimal method.     

Newton's Easy Quadratures ``Omitted for the Sake of Brevity'

In the 1687 Principia, Newton gave a solution to the direct problem (given the orbit and center of force, find the central force) for a conic-section with a focal center of force (answer: a reciprocal square force) and for a spiral orbit with a polar center of force (answer: a reciprocal cube force). He did not, however, give solutions for the two corresponding inverse problems (given the force and center of force, find the orbit). He gave a cryptic solution to the inverse problem of a reciprocal cube force, but offered no solution for the reciprocal square force. Some take this omission as an indication that Newton could not solve the reciprocal square, for, they ask, why else would he not select this important problem? Others claim that ``it is child's play' for him, as evidenced by his 1671 catalogue of quadratures (tables of integrals). The answer to that question is obscured for all who attempt to work through Newton's published solution of the reciprocal cube force because it is done in the synthetic geometric style of the 1687 Principia rather than in the analytic algebraic style that Newton employed until 1671. In response to a request from David Gregory in 1694, however, Newton produced an analytic version of the body of the proof, but one which still had a geometric conclusion. Newton's charge is to find both ``the orbit' and ``the time in orbit.' In the determination of the dependence of the time on orbital position, t(r), Newton evaluated an integral of the form ∫dx/x <sup>n</sup> to calculate a finite algebraic equation for the area swept out as a function of the radius, but he did not write out the analytic expression for time t = t(r), even though he knew that the time t is proportional to that area. In the determination of the orbit, θ (r), Newton obtained an integral of the form ∫dx/√(1−x<sup>2</sup>) for the area that is proportional to the angle θ, an integral he had shown in his 1669 On Analysis by Infinite Equations to be equal to the arcsin(x). Since the solution must therefore contain a transcendental function, he knew that a finite algebraic solution for θ=θ(r) did not exist for ``the orbit' as it had for ``the time in orbit.' In contrast to these two solutions for the inverse cube force, however, it is not possible in the inverse square solution to generate a finite algebraic expression for either ``the orbit' or ``the time in orbit.' In fact, in Lemma 28, Newton offers a demonstration that the area of an ellipse cannot be given by a finite equation. I claim that the limitation of Lemma 28 forces Newton to reject the inverse square force as an example and to choose instead the reciprocal cube force as his example in Proposition 41. (Received August 14, 2002) Published online March 26, 2003 Communicated by G. Smith     

英汉交际语差异及其原因初探

文章就日常生活中一些较为典型的交际情景，对英汉交际语的差异及其潜在原因作了探讨。     

植物药超氧物歧化酶活性与某些性质的研究

应用NBT光还原法对23种植物药材SOD粗提液活性研究表明。供试材料全部达到200units·g~(-1)F·W的水平,13种超过300units·g~(-1)F·W,野山楂高达812.5units。酶的比活,玄参、何首乌位列前茅,超过300units·mg~(-1)protein~-,野山楂、枸杞等都在150units·mg~(-1)protein~(-1)以上。综合分析,何首乌、野山楂、玄参与枸杞等酶活性与比活都高,有开发利用的价值。植物药普遍具有Mn-SOD与Cu·Zn-SOD,本研究首先发现枸杞、宁夏枸杞、沙参和合子草具有Fe-SOD。酶粗提液的热稳定性明显优于纯化酶。     

LOGISTICS SCHEDULING： ANALYSIS OFTWO-STAGE PROBLEMS

This paper studies the coordination effects between stages for scheduling problems where decision-making is a two-stage process. Two stages are considered as one system. The system can be a supply chain that links two stages, one stage representing a manufacturer; and the other, a distributor It also can represent a single manufacturer, while each stage represents a different department responsible for a part of operations. A problem that jointly considers both stages in order to achieve ideal overall system performance is defined as a system problem. In practice, at times, it might not be feasible for the two stages to make coordinated decisions due to (i) the lack of channels that allow decision makers at the two stages to cooperate, and/or (ii) the optimal solution to the system problem is too difficult (or costly) to achieve.Two practical approaches are applied to solve a variant of two-stage logistic scheduling problems. The Forward Approach is defined as a solution procedure by which the first sta     

STABILITY CRITERIA FOR A CLASS OF UNCERTAINSYSTEMS WITH TIME—DELAY

Some stability criteria are obtained for a class of uncertain systems with time-delay usingLyapunov functional and analytic techniques. It is easy to check the criteria by making use of theboundedness of the uncertainties.     

域外奇点法分析薄板的平面应力问题

本文推导了两边简支无限长薄板平面应力问题的基本解，该基本解为级数解，为了便于应用和提高计算精度，还求出了这些级数的和函数。把该基本解应用在域外奇点法中可分析一对边简支另一对边为任意的矩形薄板的平面应力问题。本文给出的算例表明该法有计算量少、精度高的优点。     

Technical Notes ：STUDIES ON THE VALUE OF SECONDARY MARKET TO THE SUPPLY CHAIN

This paper investigates the impact of a secondary market, where retailers can buy and sell excessinventories, on the supply chain. We develop a two-period model with a single manufacturer and tworetailers. At the beginning of the first period the retailers order and receive products from themanufacturer, but at the beginning of the second period, they can trade surplus products betweenthemselves in the secondary market. We investigate the impact of the correlated dependence ofretailers' demand on both the quantity effect and the allocation effect under the secondary market.Lastly,we study potential strategies for the manufacturer to increase sales with the existence of thesecondary market.     

一类用内积表达的函数凸性

本文研究用内积表达的某些函数,分析它们的凸性,其主要的结论如下:由一个实的半正定矩阵 An×n 及属于 n 维欧氏空间的向量 a,x 构成[x,Ax]+[a,x]+b(b 为常量)型关于向量 x 的一类内积函数,则此类函数为n 维欧氏空间上的凸函数。A,B 均为 n×n 阶实矩阵、a,x 均属于 n 维欧氏空间向量,那么由 Bx+a,A(Bx+a)构成关于 x 的内积函数,该函数在 n 维欧氏空间上凸的充分条件是 B为任意,A 为半正定的。     

FROM MANUFACTURING SCHEDULING TO SUPPLY CHAIN COORDINATION：THE CONTROL OF COMPLEXITY AND UNCERTAINTY

With time-based competition and rapid technology advancements, effective manufacturingscheduling and supply chain coordination are critical to quickly respond to changing marketconditions. These problems, however, are difficult in view of inherent complexity and variousuncertainties involved. Based on a series of results by the authors, decomposition and coordination byusing Lagrangian relaxation is identified in this paper as an effective way to control complexity anduncertainty.A manufacturing scheduling problem is first formulated within the job shop context withuncertain order arrivals, processing times, due dates, and part priorities as a separable optimizationproblem. A solution methodology that combines Lagrangian relaxation, stochastic dynamicprogramming, and heuristics is developed. Method improvements to effectively solve large problemsare also highlighted. To extend manufacturing scheduling within a factory to coordinate autonomicmembers across chains of suppliers, a decentralized supply chai