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31.
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
32.
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
33.
裘卓明 《山东大学学报(理学版)》1991,(1)
本文的主要结果为:设μ(n)是M?bius函数,x>0为实数,若M(x)=■,则M(x)=o(x),x→∞.完成了该定理的初等证明. 相似文献
34.
偏置双镜天线,由于其结构不对称,交叉极化较难控制。成形时,涉及到一个非线性偏微分方程组,其精确解对任何预先给定的主镜口径场分布和馈源场分布不都存在。为此,本文提出了一个处理这一问题的近似方法,不仅提高了精度,还消除了天线的交叉极化分量。按此方法所设计的一个3米天线在12GHz 时的效率(计算值)为82%。 相似文献
35.
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
36.
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
37.
建立限于在支付日提前支付或违约的固定支付利率抵押贷款的定价问题的数学模型,通过沿着利率特征线方向差分偏微分方程,建立模型的离散计算方法,同时根据一些计算实例所得的数字结果,分析和讨论它的风险特性与风险管理方法. 相似文献
38.
采用异硫氰酸荧光素(FITC)标记的核糖核酸酶(FITC-RNase)作为探针,结合半薄切片技术,观察了慢性萎缩性胃炎与正常胃活检组织中RNA的分布变化,结果表明:慢性萎缩性胃啖腺体细胞内RNA明显减少,分布部位与正常胃腺体细胞差异较大,这些结果于慢性萎缩性胃炎的病理诊断提供了一些依据,对进一步从分子水平上研究慢性萎缩性胃炎的病理变化及其与胃癌的关系具有一定的意义。 相似文献
39.
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
40.