Research about the auto commuter's pre-trip route choice behavior ignores the combined influence of the real-time information and all respondents' historical information in the existing documents.To overcome this sh...Research about the auto commuter's pre-trip route choice behavior ignores the combined influence of the real-time information and all respondents' historical information in the existing documents.To overcome this shortcoming,an approach to describing the pre-trip route choice behavior with the incorporation of the real-time and historical information is proposed.Two types of real-time information are investigated,which are quantitative information and prescriptive information.By using the bounded rationality theory,the influence of historical information on the real-time information reference process is examined first.Estimation results show that the historical information has a significant influence on the quantitative information reference process,but not on the prescriptive information reference process.Then the route choice behavior is modeled.A comparison is also made among three route choice models,one of which does not incorporate the real-time information reference process,while the others do.Estimation results show that the route choice behavior is better described with the consideration of the reference process of both quantitative and prescriptive information.展开更多
Consider two dependent renewal risk models with constant interest rate. By using some methods in the risk theory, uniform asymptotics for finite-time ruin probability is derived in a non-compound risk model, where cla...Consider two dependent renewal risk models with constant interest rate. By using some methods in the risk theory, uniform asymptotics for finite-time ruin probability is derived in a non-compound risk model, where claim sizes are upper tail asymptotically independent random variables with dominatedly varying tails, claim inter-arrival times follow the widely lower orthant dependent structure, and the total amount of premiums is a nonnegative stochastic process. Based on the obtained result, using the method of analysis for the tail probability of random sums, a similar result in a more complex and reasonable compound risk model is also obtained, where individual claim sizes are specialized to be extended negatively dependent and accident inter-arrival times are still widely lower orthant dependent, and both the claim sizes and the claim number have dominatedly varying tails.展开更多
A model suitable for describing the mechanical response of thin elastic objects is proposed to simulate the deformation of guide wires in minimally invasive interventions. The main objective of this simulation is to p...A model suitable for describing the mechanical response of thin elastic objects is proposed to simulate the deformation of guide wires in minimally invasive interventions. The main objective of this simulation is to provide doctors an opportunity to rehearse the surgery and select an optimal operation plan before the real surgery. In this model the guide wire is discretized with the multi-body representation and its elastic energy derivate from elastic theory is a polynomial function of the nodal displacements. The vascular structure is represented by a tetrahedron mesh extended from the triangular mesh of the artery, which can be extracted from the patient's CT image data. The model applies the energy decline process of the conjugate gradient method to the deformation simulation of the guide wire. Experimental results show that the polynomial relationship between elastic energy and nodal displacements tremendously simplifies the evaluation of the conjugate gradient method and significantly improves the model's efficiency. Compared with models depending on an explicit scheme for evaluation, the new model is not only non-conditionally stable but also more efficient. The model can be applied to the real-time simulation of guide wire in a vascular structure.展开更多
Beipanjiang Bridge is a long-span concrete arch bridges with stiffened skeleton(CABSS)in China.It has a fixed end arch with the span of 445 m and the rise of 100 m.To evaluate the rationality of the construction seque...Beipanjiang Bridge is a long-span concrete arch bridges with stiffened skeleton(CABSS)in China.It has a fixed end arch with the span of 445 m and the rise of 100 m.To evaluate the rationality of the construction sequence and the time-dependent behavior of CABSS,an experimental study of a model bridge was explored.But the measured displacement and stress ratios of arch rib between prototype and model bridge did not subject to linear similarity relation when the time-dependent behavior was considered.So,the three-dimensional finite element models were established,and verified by the measured data.Then,the displacements and stresses of the prototype and model were compared with each other,when the elastic analysis or coupling of temperature and shrinkage,creep effect was considered.Furthermore,a parametric study was studied.The results showed that when the temperature,shrinkage and creep effect of concrete are considered,the finite element analysis results of prototype and model agree well with the measured results.The displacement and stress ratios of prototype and model bridge in construction and bridge completed stage do not present the geometric similarity ratio 7.5 and 1.0,respectively.They are also much influenced by concrete predicting model and variation of temperature.展开更多
The radiative properties of a gold surface with one-dimensional Gaussian random roughness distribution were obtained with the finite-difference time-domain (FDTD) method and the recursive convolution treatment of th...The radiative properties of a gold surface with one-dimensional Gaussian random roughness distribution were obtained with the finite-difference time-domain (FDTD) method and the recursive convolution treatment of the Drude Model. The bi-directional reflection distribution function (BRDF) for both TM mode and TE mode were obtained and compared with the highly accurate experimental data from the earlier work. The incident wavelength varies from 1.152 μm to 3.392 μm and incident angle is at 300-70°, respectively. The results show that, the predicted values and experimental results are in good agreement. The highly specular peak in the BRDF is reproduced in the numerical simulations, and the increase of the TM mode BRDF is found to be attributed to the effect of a variation in the optical constant at the incident wavelength period.展开更多
The objective of this paper is to design a microstrip patch antenna for the miniature electro-capsule communicating with external recorder at 915MHz located in Industry, Science, and Medical (ISM) bands. Microstrip an...The objective of this paper is to design a microstrip patch antenna for the miniature electro-capsule communicating with external recorder at 915MHz located in Industry, Science, and Medical (ISM) bands. Microstrip antenna design parameters, resonance characteristics and radiation patterns are evaluated using the finite-difference time-domain (FDTD) method. The effects of location of feed point and human body are analyzed, and the radiation performances of the proposed antenna are estimated in terms of radiation patterns. Finally, specific absorption rate (SAR) computations are also performed, and the peak 1-g and 10-g SAR values are calculated. According to peak SAR values, the maximum delivered power for the designed antenna was found so that the SAR values of the antennas satisfy ANSI limitations.展开更多
According to the characteristics of thin-layer rolling and pouting construction technology and the complicated mechanical behavior of the roller compacted concrete dam (RCCD) construction interface, a constitutive m...According to the characteristics of thin-layer rolling and pouting construction technology and the complicated mechanical behavior of the roller compacted concrete dam (RCCD) construction interface, a constitutive model of endochronic damage was established based on the endochronic theory and damage mechanics. The proposed model abandons the traditional concept of elastic-plastic yield surface and can better reflect the real behavior of rolled control concrete. Basic equations were proposed for the fluid-solid coupling analysis, and the relationships among the corresponding key physical parameters were also put forward. One three-dimensional finite element method (FEM) program was obtained by studying the FEM type of the seepage-stress coupling intersection of the RCCD. The method was applied to an actual project, and the results show that the fluid-solid interaction influences dam deformation and dam abutment stability, which is in accordance with practice. Therefore, this model provides a new method for revealing the mechanical behavior of RCCD under the coupling field.展开更多
The radiative properties of three different materials surfaces with one-dimensional microscale random roughness were obtained with the finite difference time domain method(FDTD) and near-to-far-field transformation.Th...The radiative properties of three different materials surfaces with one-dimensional microscale random roughness were obtained with the finite difference time domain method(FDTD) and near-to-far-field transformation.The surface height conforms to the Gaussian probability density function distribution.Various computational modeling issues that affect the accuracy of the predicted properties were discussed.The results show that,for perfect electric conductor(PEC) surfaces,as the surface roughness increases,the magnitude of the spike reduces and eventually the spike disappears,and also as the ratio of root mean square roughness to the surface correlation distance increases,the retroreflection becomes evident.The predicted values of FDTD solutions are in good agreement with the ray tracing and integral equation solutions.The overall trend of bidirectional reflection distribution function(BRDF) of PEC surfaces and silicon surfaces is the same,but the silicon's is much less than the former's.The BRDF difference from two polarization modes for the gold surfaces is little for smaller wavelength,but it is much larger for the longer wavelength and the FDTD simulation results agree well with the measured data.In terms of PEC surfaces,as the incident angle increases,the reflectivity becomes more specular.展开更多
This study utilizes a time-precedence network technique to construct two models of multi-mode resource constrained project scheduling problem with discounted cash flows (MRCPSPDCF), individually including the progre...This study utilizes a time-precedence network technique to construct two models of multi-mode resource constrained project scheduling problem with discounted cash flows (MRCPSPDCF), individually including the progress payment (PP) and the payment at an equal time interval (ETI). The objective of each model is to maximize the net present value (NPV) for all cash flows in the project, subject to the related operational constraints. The models are characterized as NP-hard. A heuristic algorithm, coupled with two upper bound solutions, is proposed to efficiently solve the models and evaluate the heuristic algorithm performance which was not performed in past studies. The results show that the performance of proposed models and heuristic algorithm is good.展开更多
The satisfactory performance of electrical equipments depends on their operating temperature. In order to maintain these devices within the safe temperature limits, an effective cooling is needed. High heat transfer r...The satisfactory performance of electrical equipments depends on their operating temperature. In order to maintain these devices within the safe temperature limits, an effective cooling is needed. High heat transfer rate of compact in size and reliable operation are the challenges of a thermal design engineer of electronic equipment. Then, it has been simulated the transient a three-dimensional model to study the heating phenomenon with two assumption values of heat generation. To control for the working of this equipment, cooling process was modeled by choosing one from different cooling technique. Constant low speed fan at one direction of air flow was used for cooling to predict the reducing of heating temperature through working of this equipment. Numerical Solution of finite difference time domain method (FDTD) has been utilized to simulate the temporal and spatial temperature profiles through two processes, which would minimize the solution errors.展开更多
The Cauchy problem to the Oldroyd-B model is studied.In particular,it is shown that if the smooth solution (u,τ) to this system blows up at a finite time T~*,then 0~T~*u(t) L∞dt = ∞.Furthermore,the global ...The Cauchy problem to the Oldroyd-B model is studied.In particular,it is shown that if the smooth solution (u,τ) to this system blows up at a finite time T~*,then 0~T~*u(t) L∞dt = ∞.Furthermore,the global existence of smooth solution to this system is given with small initial data.展开更多
This paper discusses the calculation of the trapping forces in optical tweezers using a combination of the finite differences time domain (FDTD) method and the Lorentz force on electric dipoles. The results of 2D si...This paper discusses the calculation of the trapping forces in optical tweezers using a combination of the finite differences time domain (FDTD) method and the Lorentz force on electric dipoles. The results of 2D simulations of the trapping of a circular particle by a waveguide with a circular tip are presented and discussed.展开更多
Elastic-plastic steel damper(EPSD) is a new device controlling seismic responses.The mechanical principle of EPSD was presented and a comparison was conducted between the theoretical formulas and finite element(FE) si...Elastic-plastic steel damper(EPSD) is a new device controlling seismic responses.The mechanical principle of EPSD was presented and a comparison was conducted between the theoretical formulas and finite element(FE) simulation of damper units.The verified force-displacement hysteretic curve of the damper system was obtained with reference to tests.The Nanjing Jiangxinzhou Bridge(NJB) was subsequently taken as the case to investigate the seismic response control effect of EPSDs on single-tower self-anchored suspension bridges.A 3-dimensional FE model of the bridge was established in ANSYS and the dynamic and static analyses of the bridge were conducted,the control effect of EPSDs under different seismic waves was further investigated through nonlinear time-history analysis based on the validated model.Results showed that both the simplified theoretical and FE simulation methods can preferable reflect the mechanical performance of EPSD,and that seismic responses of NJB with EPSDs are better than those with elastic connection device or fluid viscous damper.However,the control effect of EPSDs is influenced by seismic wave characteristics.展开更多
This paper considers the nonstandard renewal risk model in which a part of surplus is invested into a Black-Scholes market whose price process is modelled by a geometric Brownian motion, claim sizes form a sequence of...This paper considers the nonstandard renewal risk model in which a part of surplus is invested into a Black-Scholes market whose price process is modelled by a geometric Brownian motion, claim sizes form a sequence of not necessarily identically distributed and pairwise quasi-asymptotically independent random variables with dominatedly-varying tails.The authors obtain a weakly asymptotic formula for the finite-time and infinite-time ruin probabilities.In particular,if the claims are identically distributed and consistently-varying tailed,then an asymptotic formula is presented.展开更多
We model wireless local area network channel utilization over a finite interval through a finite time-horizon Markov(FTHM) model.By accurately capturing time-varying utilization,the FTHM model allows for generally dis...We model wireless local area network channel utilization over a finite interval through a finite time-horizon Markov(FTHM) model.By accurately capturing time-varying utilization,the FTHM model allows for generally distributed transmis-sion-opportunity(TXOP) duration,which most existing models do not account for.An absorbing state is introduced to limit the lifetime of the counting process,resulting in a non-ergodic Markov chain that is solved via transient analysis.The model predic-tions for time-varying utilization are validated by simulation with errors of no more than 0.1% after eight beacon intervals.Moreover,we show that the FTHM model prediction error is below 4% for Poisson distributed and uniformly distributed TXOP durations.展开更多
Resonance may occur when the periods of incoming waves are close to the eigen-periods of harbor basin.The amplified waves by resonance in harbor will induce serious wave hazards to harbor structures and vehicles in it...Resonance may occur when the periods of incoming waves are close to the eigen-periods of harbor basin.The amplified waves by resonance in harbor will induce serious wave hazards to harbor structures and vehicles in it.Through traditional theoretical approaches,the eigen-periods of harbor basin with regular shapes can be obtained.In our study,we proposed a numerical model to simulate the behavior characteristics of the harbor waves.A finite difference numerical model based on the shallow water equations(SWE) is developed to simulate incoming tsunami and tidal waves.By analyzing the time series data of water surface wave amplitude variations at selected synthetic observation locations,we estimate the wave height and arrival time in coastal area.Furthermore,we use frequency spectrum analysis to investigate the natural frequencies from the data recorded at the synthetic observation stations.展开更多
Considering an insurer who is allowed to make risk-free and risky investments, as in Tang et al.(2010), the price process of the investment portfolio is described as a geometric L′evy process. We study the tail proba...Considering an insurer who is allowed to make risk-free and risky investments, as in Tang et al.(2010), the price process of the investment portfolio is described as a geometric L′evy process. We study the tail probability of the stochastic present value of future aggregate claims. When the claim-size distribution is of extended regular variation, we obtain an asymptotically equivalent formula which holds uniformly for all time horizons, and furthermore, the same asymptotic formula holds for the finite-time ruin probabilities. The results extend the works of Tang et al.(2010).展开更多
基金The Scientific Research Innovation Project for College Graduates in Jiangsu Province(No.CX10B_071Z)the National High Technology Research and Development Program of China(863 Program)(No.2011AA110304)
文摘Research about the auto commuter's pre-trip route choice behavior ignores the combined influence of the real-time information and all respondents' historical information in the existing documents.To overcome this shortcoming,an approach to describing the pre-trip route choice behavior with the incorporation of the real-time and historical information is proposed.Two types of real-time information are investigated,which are quantitative information and prescriptive information.By using the bounded rationality theory,the influence of historical information on the real-time information reference process is examined first.Estimation results show that the historical information has a significant influence on the quantitative information reference process,but not on the prescriptive information reference process.Then the route choice behavior is modeled.A comparison is also made among three route choice models,one of which does not incorporate the real-time information reference process,while the others do.Estimation results show that the route choice behavior is better described with the consideration of the reference process of both quantitative and prescriptive information.
基金The National Natural Science Foundation of China(No.11001052,11171065,71171046)China Postdoctoral Science Foundation(No.2012M520964)+1 种基金the Natural Science Foundation of Jiangsu Province(No.BK20131339)the Qing Lan Project of Jiangsu Province
文摘Consider two dependent renewal risk models with constant interest rate. By using some methods in the risk theory, uniform asymptotics for finite-time ruin probability is derived in a non-compound risk model, where claim sizes are upper tail asymptotically independent random variables with dominatedly varying tails, claim inter-arrival times follow the widely lower orthant dependent structure, and the total amount of premiums is a nonnegative stochastic process. Based on the obtained result, using the method of analysis for the tail probability of random sums, a similar result in a more complex and reasonable compound risk model is also obtained, where individual claim sizes are specialized to be extended negatively dependent and accident inter-arrival times are still widely lower orthant dependent, and both the claim sizes and the claim number have dominatedly varying tails.
文摘A model suitable for describing the mechanical response of thin elastic objects is proposed to simulate the deformation of guide wires in minimally invasive interventions. The main objective of this simulation is to provide doctors an opportunity to rehearse the surgery and select an optimal operation plan before the real surgery. In this model the guide wire is discretized with the multi-body representation and its elastic energy derivate from elastic theory is a polynomial function of the nodal displacements. The vascular structure is represented by a tetrahedron mesh extended from the triangular mesh of the artery, which can be extracted from the patient's CT image data. The model applies the energy decline process of the conjugate gradient method to the deformation simulation of the guide wire. Experimental results show that the polynomial relationship between elastic energy and nodal displacements tremendously simplifies the evaluation of the conjugate gradient method and significantly improves the model's efficiency. Compared with models depending on an explicit scheme for evaluation, the new model is not only non-conditionally stable but also more efficient. The model can be applied to the real-time simulation of guide wire in a vascular structure.
基金Projects(20-JKKJ-17,18-JKKJ-05)supported by the Shanxi Communications Holding Group Co.,Ltd.,ChinaProject(41907239)supported by the National Natural Science Foundation of China+1 种基金Project(2020M670698)supported by the China Postdoctoral Science FoundationProject(2019L0295)supported by the Scientific and Technological Innovation Programs of Higher Education Institutions in Shanxi,China。
文摘Beipanjiang Bridge is a long-span concrete arch bridges with stiffened skeleton(CABSS)in China.It has a fixed end arch with the span of 445 m and the rise of 100 m.To evaluate the rationality of the construction sequence and the time-dependent behavior of CABSS,an experimental study of a model bridge was explored.But the measured displacement and stress ratios of arch rib between prototype and model bridge did not subject to linear similarity relation when the time-dependent behavior was considered.So,the three-dimensional finite element models were established,and verified by the measured data.Then,the displacements and stresses of the prototype and model were compared with each other,when the elastic analysis or coupling of temperature and shrinkage,creep effect was considered.Furthermore,a parametric study was studied.The results showed that when the temperature,shrinkage and creep effect of concrete are considered,the finite element analysis results of prototype and model agree well with the measured results.The displacement and stress ratios of prototype and model bridge in construction and bridge completed stage do not present the geometric similarity ratio 7.5 and 1.0,respectively.They are also much influenced by concrete predicting model and variation of temperature.
基金Project(N110204015) supported by the Fundamental Research Funds for the Central Universities
文摘The radiative properties of a gold surface with one-dimensional Gaussian random roughness distribution were obtained with the finite-difference time-domain (FDTD) method and the recursive convolution treatment of the Drude Model. The bi-directional reflection distribution function (BRDF) for both TM mode and TE mode were obtained and compared with the highly accurate experimental data from the earlier work. The incident wavelength varies from 1.152 μm to 3.392 μm and incident angle is at 300-70°, respectively. The results show that, the predicted values and experimental results are in good agreement. The highly specular peak in the BRDF is reproduced in the numerical simulations, and the increase of the TM mode BRDF is found to be attributed to the effect of a variation in the optical constant at the incident wavelength period.
文摘The objective of this paper is to design a microstrip patch antenna for the miniature electro-capsule communicating with external recorder at 915MHz located in Industry, Science, and Medical (ISM) bands. Microstrip antenna design parameters, resonance characteristics and radiation patterns are evaluated using the finite-difference time-domain (FDTD) method. The effects of location of feed point and human body are analyzed, and the radiation performances of the proposed antenna are estimated in terms of radiation patterns. Finally, specific absorption rate (SAR) computations are also performed, and the peak 1-g and 10-g SAR values are calculated. According to peak SAR values, the maximum delivered power for the designed antenna was found so that the SAR values of the antennas satisfy ANSI limitations.
基金Projects(51139001,51179066,51079046,50909041) supported by the National Natural Science Foundation of ChinaProject(NCET-10-0359) supported by the Program for New Century Excellent Talents in UniversityProjects(2009586012,2009586912,2010585212)supported by the Special Fund of State Key Laboratory of China
文摘According to the characteristics of thin-layer rolling and pouting construction technology and the complicated mechanical behavior of the roller compacted concrete dam (RCCD) construction interface, a constitutive model of endochronic damage was established based on the endochronic theory and damage mechanics. The proposed model abandons the traditional concept of elastic-plastic yield surface and can better reflect the real behavior of rolled control concrete. Basic equations were proposed for the fluid-solid coupling analysis, and the relationships among the corresponding key physical parameters were also put forward. One three-dimensional finite element method (FEM) program was obtained by studying the FEM type of the seepage-stress coupling intersection of the RCCD. The method was applied to an actual project, and the results show that the fluid-solid interaction influences dam deformation and dam abutment stability, which is in accordance with practice. Therefore, this model provides a new method for revealing the mechanical behavior of RCCD under the coupling field.
基金Project(2009AA05Z215) supported by the National High-Tech Research and Development Program of China
文摘The radiative properties of three different materials surfaces with one-dimensional microscale random roughness were obtained with the finite difference time domain method(FDTD) and near-to-far-field transformation.The surface height conforms to the Gaussian probability density function distribution.Various computational modeling issues that affect the accuracy of the predicted properties were discussed.The results show that,for perfect electric conductor(PEC) surfaces,as the surface roughness increases,the magnitude of the spike reduces and eventually the spike disappears,and also as the ratio of root mean square roughness to the surface correlation distance increases,the retroreflection becomes evident.The predicted values of FDTD solutions are in good agreement with the ray tracing and integral equation solutions.The overall trend of bidirectional reflection distribution function(BRDF) of PEC surfaces and silicon surfaces is the same,but the silicon's is much less than the former's.The BRDF difference from two polarization modes for the gold surfaces is little for smaller wavelength,but it is much larger for the longer wavelength and the FDTD simulation results agree well with the measured data.In terms of PEC surfaces,as the incident angle increases,the reflectivity becomes more specular.
文摘This study utilizes a time-precedence network technique to construct two models of multi-mode resource constrained project scheduling problem with discounted cash flows (MRCPSPDCF), individually including the progress payment (PP) and the payment at an equal time interval (ETI). The objective of each model is to maximize the net present value (NPV) for all cash flows in the project, subject to the related operational constraints. The models are characterized as NP-hard. A heuristic algorithm, coupled with two upper bound solutions, is proposed to efficiently solve the models and evaluate the heuristic algorithm performance which was not performed in past studies. The results show that the performance of proposed models and heuristic algorithm is good.
文摘The satisfactory performance of electrical equipments depends on their operating temperature. In order to maintain these devices within the safe temperature limits, an effective cooling is needed. High heat transfer rate of compact in size and reliable operation are the challenges of a thermal design engineer of electronic equipment. Then, it has been simulated the transient a three-dimensional model to study the heating phenomenon with two assumption values of heat generation. To control for the working of this equipment, cooling process was modeled by choosing one from different cooling technique. Constant low speed fan at one direction of air flow was used for cooling to predict the reducing of heating temperature through working of this equipment. Numerical Solution of finite difference time domain method (FDTD) has been utilized to simulate the temporal and spatial temperature profiles through two processes, which would minimize the solution errors.
文摘The Cauchy problem to the Oldroyd-B model is studied.In particular,it is shown that if the smooth solution (u,τ) to this system blows up at a finite time T~*,then 0~T~*u(t) L∞dt = ∞.Furthermore,the global existence of smooth solution to this system is given with small initial data.
文摘This paper discusses the calculation of the trapping forces in optical tweezers using a combination of the finite differences time domain (FDTD) method and the Lorentz force on electric dipoles. The results of 2D simulations of the trapping of a circular particle by a waveguide with a circular tip are presented and discussed.
基金supported by the National Natural Science Foundation of China (Grant No. 50908046)the Teaching & Scientific Research Fund for Excellent Young Teachers of Southeast University,the Basic Scientific &Research Fund of Southeast University (Grant Nos. 3205001101,Seucx201106)the Priority Academic Program Development Foundation of Jiangsu Higher Education Institutions are gratefully acknowledged
文摘Elastic-plastic steel damper(EPSD) is a new device controlling seismic responses.The mechanical principle of EPSD was presented and a comparison was conducted between the theoretical formulas and finite element(FE) simulation of damper units.The verified force-displacement hysteretic curve of the damper system was obtained with reference to tests.The Nanjing Jiangxinzhou Bridge(NJB) was subsequently taken as the case to investigate the seismic response control effect of EPSDs on single-tower self-anchored suspension bridges.A 3-dimensional FE model of the bridge was established in ANSYS and the dynamic and static analyses of the bridge were conducted,the control effect of EPSDs under different seismic waves was further investigated through nonlinear time-history analysis based on the validated model.Results showed that both the simplified theoretical and FE simulation methods can preferable reflect the mechanical performance of EPSD,and that seismic responses of NJB with EPSDs are better than those with elastic connection device or fluid viscous damper.However,the control effect of EPSDs is influenced by seismic wave characteristics.
基金supported by the National Science Foundation of China under Grant No.11071182the fund of Nanjing University of Information Science and Technology under Grant No.Y627
文摘This paper considers the nonstandard renewal risk model in which a part of surplus is invested into a Black-Scholes market whose price process is modelled by a geometric Brownian motion, claim sizes form a sequence of not necessarily identically distributed and pairwise quasi-asymptotically independent random variables with dominatedly-varying tails.The authors obtain a weakly asymptotic formula for the finite-time and infinite-time ruin probabilities.In particular,if the claims are identically distributed and consistently-varying tailed,then an asymptotic formula is presented.
文摘We model wireless local area network channel utilization over a finite interval through a finite time-horizon Markov(FTHM) model.By accurately capturing time-varying utilization,the FTHM model allows for generally distributed transmis-sion-opportunity(TXOP) duration,which most existing models do not account for.An absorbing state is introduced to limit the lifetime of the counting process,resulting in a non-ergodic Markov chain that is solved via transient analysis.The model predic-tions for time-varying utilization are validated by simulation with errors of no more than 0.1% after eight beacon intervals.Moreover,we show that the FTHM model prediction error is below 4% for Poisson distributed and uniformly distributed TXOP durations.
基金supported by the National Natural Science Foundation of China (Grant Nos.40574012 and 40676039)National Basic Research Program of China(Grant No. 2008CB425701)+1 种基金National High-tech R& D Program of China(Grant No. 2010AA012402)K. C. Wong Magna Fund in Ningbo University
文摘Resonance may occur when the periods of incoming waves are close to the eigen-periods of harbor basin.The amplified waves by resonance in harbor will induce serious wave hazards to harbor structures and vehicles in it.Through traditional theoretical approaches,the eigen-periods of harbor basin with regular shapes can be obtained.In our study,we proposed a numerical model to simulate the behavior characteristics of the harbor waves.A finite difference numerical model based on the shallow water equations(SWE) is developed to simulate incoming tsunami and tidal waves.By analyzing the time series data of water surface wave amplitude variations at selected synthetic observation locations,we estimate the wave height and arrival time in coastal area.Furthermore,we use frequency spectrum analysis to investigate the natural frequencies from the data recorded at the synthetic observation stations.
基金supported by National Natural Science Foundation of China(Grant Nos.11171001,11271193 and 11171065)Planning Foundation of Humanities and Social Sciences of Chinese Ministry of Education(Grant Nos.11YJA910004 and 12YJCZH128)Natural Science Foundation of the Jiangsu Higher Education Institutions of China(Grant No.13KJD110004)
文摘Considering an insurer who is allowed to make risk-free and risky investments, as in Tang et al.(2010), the price process of the investment portfolio is described as a geometric L′evy process. We study the tail probability of the stochastic present value of future aggregate claims. When the claim-size distribution is of extended regular variation, we obtain an asymptotically equivalent formula which holds uniformly for all time horizons, and furthermore, the same asymptotic formula holds for the finite-time ruin probabilities. The results extend the works of Tang et al.(2010).