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     

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.     

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.     

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     

统计分析在血铅检测中的应用

该文针对河海大学幼儿园接受血铅调测的337名幼儿,以对家长问卷调查的方式,运用方差分析、假设检验及区间估计的方法对这些幼儿的血铅超标情况进行了统计分析.结果表明,虽然各年级幼儿血铅浓度无显著差异,但是大、中班幼儿(4～6岁)由于受环境铅污染机会多于小班幼儿和托班幼儿,故血铅超标率稍高;幼儿经常挑食、外出方式以助力车或摩托车为主、家长经常吸烟、家长职业性接触铅及其化合物等是血铅浓度超标的主要因素.     

浅谈新时期辅导员工作的创新

高等教育的改革，素质教育的提出，高校后勤的社会化，市场经济的发展，使辅导员思想政治工作面临新挑战，章分析了面对这些挑战，辅导员应创新思想观念，创新工作方式方法，创新工作载体，创造性地开展工作。     

PDE-Based Medial Axis Extraction and Shape Manipulation of Arbitrary Meshes

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.     

Systemic Intervention in a University Department: Reflections on Arrested Action Research

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.     

PEAK COVARIANCE STABILITY OF A RANDOM RICCATI EQUATION ARISING FROM KALMAN FILTERING WITH OBSERVATION LOSSES

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.