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     

不对称D—A反应区域选择性及其理论解析

本文以教学研究为基础,系统研究不对称D—A反应区域选译性规律,并运用前线分子轨道理论,采用图解量子化学方法予以理论解析。     

Fe_3Al的抗高温氧化和耐热腐蚀性能

在７００℃与８５０℃的高温下，Ｆｅ＿３Ａｌ金属间化合物表面形成了Ａｌ＿２Ｏ＿３保护膜，使其抗氧化性能远优于不妨钢，２％Ｃｒ（原子百分比）加入Ｆｅ＿３Ａｌ会导致氧化过程初期氧化速率的增高，在熔融的硫酸盐和高压锅炉的烟气中，Ｆｅ＿３Ａｌ的耐热腐蚀性能优于高温合金ＧＨ１３２．     

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.     

系统仿真动态数学模型的算法研究

研究了系统仿真中具有代表性的既可描述微分环节又可描述惯性环节的动态数学模型的计算方法，通过理论分析，给出了隐式欧拉法和梯形法的误差计算公式、误差符号及首次误差关系判断准则，找到影响计算精度的动态因子，给出动态因子的计算公式及计算方法，从而提高了此类模型的计算精度。     

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.     

对交通隧道防排水原则的探讨

从保护地下水环境和隧道防排水的技术经济效果两个方面，阐述了隧道工程控制型防排水的必然性和必要性，并建议了两种模型。     

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