Banach空间一阶脉冲微分方程与HL积分

利用Mǒnch不动点定理,非紧型测度和无穷区间上HL积分性质,讨论了Banach空间无穷区间上一阶脉冲微分方程解的存在性.     

带息力和分红上界的风险模型红利折现期望

在经典复合泊松模型的基础上，研究常利率下风险模型的红利期望现值函数所满足的积分-微分方程，通过积分变换，化为第二类Volterra方程，利用第二类Volterra方程解的表达式，得到红利期望现值函数的级数形式解．     

在索赔额相依的风险模型中的阈值分红策略

介绍了带有阈值分红的索赔额相依风险模型,给出了Gerber-Shiu罚金折现函数满足的非齐次积分微分方程及其解的分析,并给出了红利折现期望满足的齐次积分微分方程。     

一类风险模型的红利问题研究

研究了一类有界带干扰的Erlang（2）风险模型边界红利策略下的红利分布问题，得到了总红利贴现值的矩母函数及任意阶矩所满足的积分-微分方程，并在索赔额分布函数存在有理Laplace变换条件下对总红利贴现值的任意阶矩进行了分析求解．     

无穷区间上分数阶耦合微分系统积分边值问题正解的存在性

分数阶微积分被广泛应用于流体力学、电化学分析、生物系统的电传导等领域,分数阶微分方程的边值问题已成为研究热点,无限区间上的边值问题是其中比较困难的部分,针对这种边值问题,提出了一类无穷区间上具有积分边界条件的分数阶耦合微分方程;应用格林函数及分数阶微积分的有关结论,将这类无穷区间上具积分边界条件的分数阶耦合微分方程边值问题转化为等价的积分系统;引入函数乘积空间和二维积分算子,借助锥上Krasnoselskii不动点定理,并利用一些分析技巧,得到此边值问题至少存在一个正解的充分条件,建立了无限区间上分数阶耦合边值问题正解存在性的新结果。     

Banach空间中积分微分方程周期边值问题

给出了Banach空间中非线性一阶积分微分方程周期边值问题在一序区间上的最大解与最小解的存在性。     

Banach空间中积分微分方程周期边值问题

给出了Banach空间中非线性一阶积分微分方程周期边值问题在一序区间上的最大解与最小解的存在性．     

带双界限的马氏风险模型红利折现的矩

主要研究了一类马氏环境下双界限分红模型.不仅考虑了随机环境对保险公司的影响,而且考虑了保险公司为吸引新的顾客,采用分红策略.首先针对破产前红利折现的期望与红利折现的高阶矩得出它们分别满足的积分-微分方程组及其边界条件.其次采用Laplace-变换的方法,得到了此积分-微分方程组的解.     

常利率环境下带扰动的广义Erlang(n)风险过程中红利问题

在常利率环境条件下研究带扰动的广义Erlang(n)风险过程中保险公司的红利问题.在障碍策略下,得出其矩母函数所满足的积分-微分方程及方程的边界条件和红利所满足的积分-微分方程及方程的边界条件.最后,给出V1(u,b)的表达式并进行数值分析.     

降线问题的阿贝尔积分方程的求解

考虑给定下降时间函数的降线问题的求解,将降线问题转化为阿贝尔积分方程求解问题.对于无限区间上的积分方程,介绍了阿贝尔运用拉普拉斯变换求解积分方程的过程,给出了求解公式;对于有限区间上的积分方程,采用阿贝尔积分变换法进行求解,运用累次积分交换积分次序,由一个定积分的恒等式得出求解公式,并将积分方程的求解公式应用于等时降线问题的求解,通过求解等时降线问题的微分方程,证明了等时降线是一条倒摆线.     

绝对值方程的初始含解区间的求解算法

对于求解绝对值方程的区间算法,提出了绝对值方程的初始含解区间的一个求解算法。该算法通过分析一类特殊的区间线性方程组的解集性质,得到了绝对值方程的含解区间。理论分析和数值算例都说明算法是正确且有效的。     

一类矩阵算子方程解的可信验证算法

利用区间算法理论,讨论了一类矩阵算子方程解的可信验证.提出了一种算法,该算法输出算子方程的一个近似解及其相应的误差界,使得在近似解的误差范围内必定存在一个精确解.     

常微分方程解的折线逼近法

通过对区间的特殊分解法,构造图象是折线的分段线性函数列{xm(·)},使它的极限函数是一个给定常微分方程柯西问题的解,并不要求方程右边的函数满足Lipschitz条件.     

基于同伦方法构造绝对值方程解存在的条件

对绝对值方程的等价形式广义线性互补问题, 构造组合同伦方程, 并基于该同伦方程得到了广义线性互补问题解存在的一个条件, 该条件与目前常用的区间矩阵的正则性不同. 实例分析表明, 该条件不比区间的正则性条件强, 从而获得了绝对值方程问题解存在的一个新条件.     

Analytical Solution to the Density-Gradient Equation for MOS Quantum Tunneling

Engineering-oriented simulations of quantum mechanical tunneling are often based on density-gradient(DG) theory.This paper presents an analytical solution to the DG equation for quantum tunneling through an ultra-thin oxide in a MOS capacitor with an n+ poly-silicon gate obtained using the method of matched asymptotic expansions.Tunneling boundary conditions extend the approximation into the entire region of the poly-silicon gate,oxide barrier,and substrate.An analytical solution in the form of an asymptotic series is obtained in each region by treating each part of the domain as a separate singular perturbation problem.The solutions are then combined through ’matching’ to obtain an approximate solution for the whole domain.Analytical formulae are given for the electrostatic potential and the electron density profiles.The results capture the features of the quantum effects which are quite different from classical physics predictions.The analytical results compare well with exact numerical solutions over a broad range of voltages and different oxide thicknesses.The analytical results predict the enhancement of the quantum tunneling effect as the oxide thickness is reduced.     

Research of optimization to solve nonlinear equation based on granular computing

In this article, a real number is defined as a granulation and the real space is transformed into real granu-lar space[1]. In the entironment, solution of nonlinear equation is denoted by granulation in real granular space. Hence,the research of whole optimization to solve nonlinear equation based on granular computing is proposed[2]. In classicalcase, we solve usually accurate solution of problems. If can't get accurate solution, also finding out an approximate solutionto close to accurate solution. But in real space, approximate solution to close to accurate solution is very vague concept. Inreal granular space, all of the approximate solutions to close to accurate solution are constructed a set, it is a granulation inreal granular space. Hence, this granulation is an accurate solution to solve problem in some sense, such, we avoid to sayvaguely "approximate solution to close to accurate solution". We introduce the concept of granulation in one dimension real space. Any positive real number a together with movinginfinite small distance ε will be constructed an interval [a-ε,a ε], we call it as granulation in real granular space, denotedby ε(a) or [a]. We will discuss related properties and operations[3] of the granulations. Let one dimension real space be R, where each real number a will be generated a granulation, hence we get a granularspace R* based on real space R. Obviously, R∈R*. Infinite small number in real space R is only O, and there are three in-finite small granulations in real number granular space R* : [0], [ε] and [-ε]. As the graph in Fig. 1 shows. In Fig. 1,[-ε] is a negative infinite small granulation,[ε] is a positive infinite small granulation,[0] is a infinite small granulation.[a] is a granulation of real number a generating, it could be denoted by interval [a-ε,a ε] in real space [3-5].Letf(x)=0 be a nonliner equation,its graph in interval[-3,10]id showed in Fig.2.Where -3≤x≤10 Relation ρ(f‖,ε)is defied is follows:(x1,x2)∈ p(f‖,ε)iff |f(x1)- f(x2)|<εWhere ε is any given small real number.We have five appoximate solution sets on the nonliner equation f(x)=0 by ρ(f‖,ε)∧|f(x)|[a,b]max,to denote by granulations[xi1 xi2/2],[xi3 xi4/2],[xi5 xi6/2],[xi7 xi8/2]and[xi9 xi10/2]respectively,where |f(x)|[a,b]max denotes local maximum on x ∈[a,b].This is whole optimum on nonliear equation in interval [-3,10].We will get best opmension solution on nonliner equation via computing f(x)to use the five solutions dented by grandlation in one dimension real granlar space[2,5].     

矩阵方程AX+XB=C对称解的可信算法

利用区间运算的相关理论,给出了计算矩阵方程AX+XB=C近似对称解及其可信误差界的算法,由此算法得到的误差界范围内必定存在一个精确对称解.     

动态VaR约束下带有界分红的最优再保策略

考虑受动态VaR约束时保险公司最优再保险与分红策略问题,假定保险公司盈余服从扩散过程,在分红总量现值的期望最大化准则下,使用动态规划原理建立了动态VaR约束下保险公司分红的数学模型,通过求解HJB方程并使用库恩-塔克条件得到动态VaR约束下的最优再保策略显示解,推广了值函数表达式.     

定常Burgers方程的两点边值问题

本文证明了定常Ｂｕｒｇｅｒｓ方程两点边值问题满足特定性质的解的存在唯一性,该解与Ｂｕｒｇｅｒｓ方程在有界区域上解的渐进形态密切相关。     

Blow-up of the Solutions of the Initial Boundary Value Problem of Camassa-Holm Equation

0IntroductionThe Cauchy problemof Camassa-Hol mequationut-uxxt 3uux=2uxuxx uuxxx,t >0,x∈Ru(0,x) =u0(x) ,x∈R(1)was derived in Ref .[1] to describe the motion of solitarywaves of shallow water ,whereurepresents thefree surface ofthe water above a flat bot…