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21.
LIUYan HUYi-jun 《武汉大学学报:自然科学英文版》2004,9(4):399-403
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. 相似文献
22.
J. Bruce Brackenridge 《Archive for History of Exact Sciences》2003,57(4):313-336
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
n
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−x2) 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 相似文献
23.
24.
Zhongsheng WANG Zhigang ZENG Xiaoxin LIAODepartment of Control Science Engineering Huazhong University of Science Technology Wuhan Hubei P. R. China 《系统科学与系统工程学报(英文版)》2003,12(2):204-209
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. 相似文献
25.
Ju-liang ZHANG Jian CHENDepartment of Management Science EngineeringSchool of Economics Management Tsinghua University Beijing China. 《系统科学与系统工程学报(英文版)》2003,12(3):360-371
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. 相似文献
26.
FROM MANUFACTURING SCHEDULING TO SUPPLY CHAIN COORDINATION:THE CONTROL OF COMPLEXITY AND UNCERTAINTY
Peter B.LUH 《系统科学与系统工程学报(英文版)》2003,12(3):279-297
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 相似文献
27.
Shape skeletonization (i.e., medial axis extraction) is powerful in many visual computing applications, such as pattern recognition, object segmentation, registration, and animation. In this paper, the authors expand the use of diffusion equations combined with distance field information to approximate medial axes of arbitrary 3D differential properties. It offers an alternative solids represented by polygonal meshes based on their but natural way for medial axis extraction for commonly used 3D polygonal models. By solving the PDE along time axis, this system can not only quickly extract diffusion-based medial axes of input meshes, but also allow users to visualize the extraction process at each time step. In addition, the proposed model provides users a set of manipulation toolkits to sculpt extracted medial axes, then use diffusion-based techniques to recover corresponding deformed shapes according to the original input datasets. This skeleton-based shape manipulation offers a fast and easy way for animation and deformation of complicated mesh objects. 相似文献
28.
Systemic Intervention in a University Department: Reflections on Arrested Action Research 总被引:1,自引:1,他引:0
Don Houston 《Systemic Practice and Action Research》2008,21(2):133-152
This paper reflects on my experience as an insider researcher attempting to use critical systems ideas and practices to promote
quality improvement in a university engineering department. Reflection is a key part of learning. This paper is intended to
contribute to critically, self-reflective learning for the community of systems practitioners. These reflections on my questions
about participation, ethics, politics of process, and the choices and actions resulting from them may help others to formulate
their own. The complexity of systems practice places substantial demands on the researcher, particularly in the case of insider,
practitioner research. Nevertheless, the exploration of critical systems approaches to critique boundaries and structure ‘problems’
in the core aspects of higher education in locally meaningful ways should continue. While demanding, it still can work to
promote learning about authentic quality. 相似文献
29.
Li XIE Lihua XIE 《系统科学与复杂性》2007,20(2):262-272
We consider the stability of a random Riccati equation with a Markovian binary jump coefficient. More specifically, we are concerned with the boundedness of the solution of a random Riccati difference equation arising from Kalman filtering with measurement losses. A sufficient condition for the peak covariance stability is obtained which has a simpler form and is shown to be less conservative in some cases than a very recent result in existing literature. Furthermore, we show that a known sufficient condition is also necessary when the observability index equals one. 相似文献
30.
Lanju XU 《系统科学与复杂性》2007,20(1):30-40
In the present paper, we focus on constructive spherical codes. By employing algebraic geometry codes, we give an explicit construction of spherical code sequences. By making use of the idea involved in the proof of the Gilbert-Varshamov bound in coding theory, we construct a spherical code sequence in exponential time which meets the best-known asymptotic bound by Shamsiev and Wyner. 相似文献