Reliability Analysis of Supply Chain System with the Multi-Suppliers and Single Demander

The time-dependent solution of a kind of supply chain system with the multi-suppliers and single demander is investigated in this paper. By choosing state space and defining operator of system, we transfer model into an abstract Cauchy problem. We are devoted to studying the unique existence of the system solution and its exponential stability by using the theory of C_0-semigroup. We prove that the system operator generates C_0-semigroup by the theory of cofinal operator and resolvent positive operator. We derive that the system has a unique nonnegative dynamic solution exponentially converging to its steady-state one which is the eigenfunction corresponding eigenvalue 0 of the system operator.     

Further research of a new kind of series repairable system

This paper is devoted to studying the uniqueness and existence of the system dynamic solution by using Co-semigroup theory and discussing its exponential stability by analyzing the spectral distribution of system operator and its quasi-compactness.Some primary reliability indices are discussed with the eigenfunction of system operator and the optimal vacation time to get the maximum system profit is analyzed at the end of paper.     

电站两辅助设备冷贮备系统的可靠性分析

研究了由两个同型部件、一个转换开关和一个修理工组成的电站单元机组辅助设备的冷贮备系统.通过选取空间和定义算子, 将模型方程转化成了抽象Cauchy问题. 利用预解正算子和C₀半群理论, 讨论了系统动态解的存在唯一性及其表达式. 通过分析系统算子的谱分布,利用预解正算子和共尾理论得到系统的指数稳定性. 在此基础上,用一个新的方法讨论了系统的稳态指标.     

两部件并联维修系统解的渐近稳定性

研究了两部件并联维修系统,在系统非负解存在惟一的基础上,利用系统算子生成的Banach空间中的正压缩C0半群,证明了系统的非负稳定解恰是系统算子0本征值对应的非负本征向量.同时通过研究系统算子的谱特征,证明了系统算子的谱点均位于复平面的左半平面且虚轴上除0外无谱,进而得到系统的渐近稳定性.     

Semigroup Method for a Mathematical Model in Reliability Analysis

1　 IntroductionAn important class of systems is one where objects move squentially from one station toanother,and where they rest between stations in buffers.A transferline with a reliablemachine,an unreliable machine and a storage buffer is a typical example of such systems.This transfer line consists of two machines that separated by a storage buffer. In thistransfer line,it is assumed that workpieces( or parts) enter machine 1 from outside. Eachworkpiece isoperated firstupon in machine 1 …     

Periodic Solution and Ergodic Stationary Distribution of Stochastic SIRI Epidemic Systems with Nonlinear Perturbations

This paper formulates two stochastic nonautonomous SIRI epidemic systems with nonlinear perturbations. The main aim of this study is to investigate stochastic dynamics of the two SIRI epidemic systems and obtain their thresholds. For the nonautonomous stochastic SIRI epidemic system with white noise, the authors provide analytic results regarding the stochastic boundedness, stochastic permanence and persistence in mean. Moreover, the authors prove that the system has at least one nontrivial positive T-periodic solution by using Lyapunov function and Hasminskii's theory. For the system with Markov conversion, the authors establish sufficient conditions for positive recurrence and existence of ergodic stationary distribution. In addition, sufficient conditions for the extinction of disease are obtained. Finally, numerical simulations are introduced to illustrate the main results.     

具有有限等待空间的成批服务系统

应用有界线性算子半群理论证明一类成批服务系统的解的存在唯一性和非负性.     

ASYMPTOTIC BEHAVIOR OF THE SOLUTION FOR THE NEUTRON TRANSPORT EQUATION IN A SLAB WITH GENERALIZED REFLECTING BOUNDARY CONDITIONS

This paper discusses the neutron transport equation in a slab with generalized reflectingboundary conditions.By means of the positive C_0-semigroup theory,we have proved that this problemhas a unique nonnegative solution and found the spectral property of the corresponding transportoperator.Finally we give the asymptotic behavior of the solution for this equation.     

具有模糊联盟值n人对策的模糊Shapley值

研究了一类联盟收益值是模糊数的n人对策的模糊Shapley值。利用模糊数运算有关理论,通过建立公理化体系,对具有模糊联盟收益值n人对策的模糊Shapley值进行深入研究,证明了这类n人对策模糊Shapley值存在性与唯一性,并给出了此Shapley值的具体表达式。最后,将此模糊Shapley值作为收益分配方案应用到企业协作收益分配的实例中。     

Four step scheme for general Markovian forward-backward SDES

<正> This paper studies a class of forward-backward stochastic differential equations (FBSDE)in a general Markovian framework.The forward SDE represents a large class of strong Markov semimartingales,and the backward generator requires only mild regularity assumptions.The authors showthat the Four Step Scheme introduced by Ma,et al.(1994) is still effective in this case.Namely,the authors show that the adapted solution of the FBSDE exists and is unique over any prescribedtime duration;and the backward components can be determined explicitly by the forward componentvia the classical solution to a system of parabolic integro-partial differential equations.An importantconsequence the authors would like to draw from this fact is that,contrary to the general belief,in aMarkovian set-up the martingale representation theorem is no longer the reason for the well-posednessof the FBSDE,but rather a consequence of the existence of the solution of the decoupling integralpartialdifferential equation.Finally,the authors briefly discuss the possibility of reducing the regularityrequirements of the coefficients by using a scheme proposed by F.Delarue (2002) to the current case.     

An integro-differential parabolic variational inequality arising from the valuation of double barrier American option

This paper studies the nonlinear variational inequality with integro-differential term arising from valuation of American style double barrier option. First, the authors use the penalty method to transform the variational inequality into a nonlinear parabolic initial boundary problem (i.e., penalty problem). Second, the existence and uniqueness of solution to the penalty problem are proved by using the Scheafer fixed point theory. Third, the authors prove the existence of variational inequality’ solution by showing the fact that the penalized PDE converges to the variational inequality. The uniqueness of solution to the variational inequality is also proved by contradiction.     

M/M /1 模型的非负解的存在唯一性

本文应用正Ｃ０－半群理论证明Ｍ／Ｍ／１模型的非负解的存在唯一性     

WELL-POSEDNESS OF THE MODEL DESCRIBING A REPAIRABLE,STANDBY,HUMAN & MACHINE SYSTEM

By using the strong continuous semigroup theory of linear operators we provethe existence of a unique positive time-dependent solution of the model describing a re-pairable, standby, human & machine system.     

Long-Time Behavior and Density Function of a Stochastic Chemostat Model with Degenerate Diffusion

This paper considers a stochastic chemostat model with degenerate diffusion. Firstly, the Markov semigroup theory is used to establish sufficient criteria for the existence of a unique stable stationary distribution. The authors show that the densities of the distributions of the solutions can converge in L¹ to an invariant density. Then, conditions are obtained to guarantee the washout of the microorganism. Furthermore, through solving the corresponding Fokker-Planck equation, the authors give the exact expression of density function around the positive equilibrium of deterministic system. Finally, numerical simulations are performed to illustrate the theoretical results.

     

Periodic solution and persistence for a three-species ratio-dependent predator-prey model with time delays in two-patch environments*

The author considers a three-species ratio-dependent predator-prey model with time delay in a two-patch environments. This model is of periodic coefficients, which incorporates the periodicity of the environment. By means of the coincidence degree theory, sufficient conditions for the existence of at least one positive periodic solution of this model are established. Moreover, The author shows that the system is uniformly persistent under the conditions.     

带有缓冲库的串联CIMS渐近稳定性分析

讨论了一个可靠机器,一个不可靠机器和一个缓冲库构成的计算机集成系统(CIMS),利用由该系统所决定的算子A+E生成的Banach空间中的正压缩C0半群,证明了此系统的非负稳定解恰是算子A+E的0本征值所对应的规范化后的本征向量;同时通过对算子A+E的谱点分布的分析,证明了算子A+E的谱点均位于左半平面且在虚轴上除0点外无谱,作为线性算子半群稳定性的一个直接结果,得出了该系统解的渐近稳定性.     

EXPONENTIAL STABILITY OF A REPARABLE MULTI-STATE DEVICE

The exponential stability of a multi-state device is discussed in this paper. We present that the Co-semigroup generated by the system operator is quasi-compact and irreducible. It is known that 0 is a simple eigenvalue of the system operator. In combination with this, we obtain that the time-dependent solution exponentially converges to the steady-state solution, which is the positive eigenfuction corresponding to the simple eigenvalue O.     

Pricing barrier options under stochastic volatility framework

Option pricing problem plays an extremely important role in quantitative finance. In complete market, Black-Scholes-Merton theory has been central to the development of financial engineering as both discipline and profession. However, in incomplete market, there are not any replicating portfolios for those options, and thus, the market traders cannot apply the law of one price for obtaining a unique solution. Fortunately, the authors can get a fair price via local-equilibrium principle. In this paper, the authors apply the stochastic control theory to price the exotic option-barrier options, and analyze the relationship between the price and the current positions. The authors get the explicit expression for the market price of the risk. The position effect plays a significant role in option pricing, because it can tell the trader how many and which direction to trade with the market in order to reach the local equilibrium with the market.     

Stabilization of an Euler-Bernoulli beam with a tip mass under the unknown boundary external disturbances

This paper studies the stabilization problem of an Euler-Bernoulli beam with a tip mass, which undergoes unknown but uniform bounded disturbance at tip mass. Here the nonlinear feedback control law is used to cancel the effects of the external disturbances. For the controlled nonlinear system, the authors prove the well-posedness by the maximal monotone operator theory and the variational principle. Further the authors prove that the controlled nonlinear system is exponential stable by constructing a suitable Lyapunov function. Finally, some numerical simulations are given to support these results.     

冷贮备离散时间状态聚合可修系统的可靠性

对一个离散时间可修系统的可靠性进行了研究,系统由两个部件和一个修理工组成,一个部件在线工作,另一个冷贮备,修理工具有多重休假策略,故障部件修复如新;假设部件正常工作时间、修理时间、修理工的休假时间服从不同参数的离散位相型分布。通过运用kronecker算子和聚合随机过程理论,分别推导出系统在瞬态和稳态情况下的一些可靠性指标:可用度、故障的条件概率以及可靠度。所得结果表明离散时间情形并不是连续时间情形的一个特殊情况。最后用一个数值算例对所得结论进行了验证。