简介:文章研究了退保因素下保费收取过程及索赔总额均为复合Poisson过程的风险模型,运用鞅方法得出了破产概率满足的Lundberg不等式和一般公式,并给出了生存概率满足的积分—微分方程。
简介:WhenthePoissonmatrixofPoissonsystemisnon-constant,classicalsymplecticmethods,suchassymplecticRunge-Kuttamethod,generatingfunctionmethod,cannotpreservethePoissonstructure.Thenon-constantPoissonstructurewastransformedintothesymplecticstructurebythenonlineartransform.ArbitraryordersymplecticmethodwasappliedtothetransformedPoissonsystem.TheEulerequationofthefreerigidbodyproblemwastransformedintothesymplecticstructureandcomputedbythemid-pointscheme.Numericalresultsshowtheeffectivenessofthenonlineartransform.
简介:Wecompare13differentaposteriorierrorestimatorsforthePoissonproblemwithlowest-orderfiniteelementdiscretization.Residual-basederrorestimatorscompetewithawiderangeofaveragingestimatorsandestimatorsbasedonlocalproblems.Amongourfivebenchmarkproblemswealsolookontwoexampleswithdiscontinuousisotropicdiffusionandtheirimpactontheperformanceoftheestimators.(SupportedbyDFGResearchCenterMATHEON.)
简介:构建了带干扰的复合Poisson模型下阂红利策略模型,求出了此模型下期望折扣罚金(Gerber—Shiu)函数满足的积分一微分方程,并通过无分红模型下的Gerber—Shiu函数得到它的解析表达式.
简介:VariationalmethodsareusedtostudythenonlinearSchrdinger-Poissontypeequationswhichmodeltheelectromagneticwavepropagatingintheplasmainphysics.ByanalyzingtheHamiltonianpropertytoconstructaconstrainedvariationalproblem,theexistenceofthegroundstateofthesystemisobtained.Furthermore,itisshownthatthegroundstateisorbitallystable.
简介:ThispaperstudiestheoperatingcharacteristicsofanM/G/1queuingsystemwitharandomizedcontrolpolicyandatmostJvacations.Afterallthecustomersareservedinthequeueexhaustively,theserverimmediatelytakesatmostJvacationsrepeatedlyuntilatleastNcustomersarewaitingforserviceinthequeueuponreturningfromavacation.IfthenumberofarrivalsdoesnotreachNbytheendoftheJ~(th)vacation,theserverremainsidleinthesystemuntilthenumberofarrivalsinthequeuereachesN.IfthenumberofcustomersinthequeueisexactlyaccumulatedNsincetheserverremainsidleorreturnsfromvacation,theserverisactivatedforserviceswithprobabilitypanddeactivatedwithprobability(1-p).Forsuchvariantvacationmodel,otherimportantsystemcharacteristicsarederived,suchastheexpectednumberofcustomers,theexpectedlengthofthebusyandidleperiod,andetc.Followingtheconstructionoftheexpectedcostfunctionperunittime,anefficientandfastprocedureisdevelopedforsearchingthejointoptimumthresholds(N~*,J~*)thatminimizethecostfunction.Somenumericalexamplesarealsopresented.
简介:Theprobabilityofearthquakeoccurrenceintheforthcoming50yearsintheareaconfinedbyLinfen,Taiyuan,andDaixianbasins,ShanxiProvinceiscomputedbyusingadualPoissonmodelandthefutureseismicriskisalsocomputedbyusingaprobabilitydistributionintegratedwiththeattenuationlaw.
简介:ThispaperfocusesonstudyingthePoissontheoryandtheintegrationmethodofdynamicsofrelativemotion.Equationsofadynamicalsystemofrelativemotioninphasespacearegiven.Poissontheoryofthesystemisestablished.TheJacobilastmultiplierofthesystemisdefined,andtherelationbetweentheJacobilastmultiplierandthefirstintegralsofthesystemisstudied.Ourresearchshowsthatforadynamicalsystemofrelativemotion,whoseconfigurationisdeterminedbyngeneralizedcoordinates,thesolutionofthesystemcanbefoundbyusingtheJacobilastmultiplierif(2n1)firstintegralsofthesystemareknown.Attheendofthepaper,anexampleisgiventoillustratetheapplicationoftheresults.
简介:Inthispaper,theuniquenessofstationarysolutionswithvacuumofEulerPoissonequationsisconsidered.Throughanonlineartransformationwhichisafunctionofdensityandentropy,thecorrespondingproblemcanbereducedtoasemilinearellipticequationwithanonlinearsourcetermconsistingofapowerfunction,forwhichtheclassicaltheory[4]'[9]oftheellipticequationsleadstheauthorstotheuniquenessresultundersomeassumptionsontheentropyfunctionS(x).Asanexample,theauthorsgettheuniquenessofstationarysolutionswithvacuumofEuler-PoissonequationsforS(x)=|x|θandθ∈{0}∪[2(N-2),+∞).
简介:这份报纸基于方向性的差别为有限的点方法使一些成为数学分析。由用仅仅为一阶的计算和秒顺序的五个附近的点的数字公式的明确的表达式的优点方向性的differentials,新方法论被介绍给拉普拉斯算符操作符在2D上定义的discretize散布的点分布。有很弱的限制的一些足够的条件被获得,在哪个下面结果的计划是积极计划。作为后果,分离最大的原则被证明,并且第一命令O(h)的会聚的结果为在散布的点分布上定义的节的答案被完成,它能在一致的点分布上被提起直到O(h2)。