Exact Tail Asymptotics for a Queueing System with a Retrial Orbit and Batch Service

This paper discusses a queueing system with a retrial orbit and batch service, in which the quantity of customers’ rooms in the queue is finite and the space of retrial orbit is infinite. When the server starts serving, it serves all customers in the queue in a single batch, which is the so-called batch service. If a new customer or a retrial customer finds all the customers’ rooms are occupied, he will decide whether or not to join the retrial orbit. By using the censoring technique and the matrix analysis method, we first obtain the decay function of the stationary distribution for the quantity of customers in the retrial orbit and the quantity of customers in the queue. Then based on the form of decay rate function and the Karamata Tauberian theorem, we finally get the exact tail asymptotics of the stationary distribution.

Locally and globally uniform approximations for ruin probabilities of a nonstandard bidimensional risk model with subexponential claims

Consider a nonstandard continuous-time bidimensional risk model with constant force of interest,in which the two classes of claims with subexponential distributions satisfy a general dependence structure and each pair of the claim-inter-arrival times is arbitrarily dependent.Under some mild conditions,we achieve a locally uniform approximation of the finite-time ruin probability for all time horizon within a finite interval.If we further assume that each pair of the claim-inter-arrival times is negative quadrant dependent and the two classes of claims are consistently-varying-tailed,it shows that the above obtained approximation is also globally uniform for all time horizon within an infinite interval.

多孔介质中单相气体局部流动的均质化建模

该文研究了渐近均质法在单相气体渗流理论中的应用,开发了气体在孔隙尺度下流动的数学模型和数值方法.基于渐近均质法,建立了周期单元上描述周期性多孔结构孔隙尺度下单相气体流动的局部问题.讨论了局部问题的特殊数学性质和物理意义.利用一种基于对称性和反对称性扩展的简化方法,提出了求解局部问题的最小二乘有限元方法,克服了由于平均算子和周期性边界条件引起的数值困难.局部问题的求解能够获得单孔内速度和压力的精确分布,并且在仅知道孔隙几何形状的情况下评估多孔介质的渗透性.在局部问题的基础上,通过理论分析获得了微管中Poiseuille流动的解析解,验证了所提出的数学模型和数值算法.最后,考虑了一种三维周期性多孔结构,获得了单孔中气体局部流动的数值结果和多孔介质的渗透系数.

一类密度抑制菌群效应模型局部分支研究

针对一类反应扩散模型,将物质分解速度β视为分支参数,通过微分方程线性理论找到空间均匀解不稳定的条件,即不稳定模态存在的条件;然后利用局部分支理论证明了系统局部分支的存在性;再利用渐近分析法和Fredholm原理,在常数解附近展开,得到模型在某一时刻非常数近似解;最后利用仿真分析,将得到的近似解与模型的真实解进行比较,验证理论的正确性。

基于一种半解析闭合模型的二维水翼局部背空泡特性研究

[目的]为了探究空泡的形成与水翼参数之间的关系,通过对比不同参数的水翼在不同来流攻角下的空泡形成情况,探索各种因素对空泡形成的影响。[方法]基于势流理论,采用边界元法和迭代法,对二维水翼的局部空泡进行系统性分析。[结果]结果表明,最大厚度不同的水翼在来流攻角较小时,产生的空泡较小;在来流攻角较大时,产生的空泡更大。水翼的最大厚度位置位于40%弦长处的水翼对来流攻角的改变更为敏感,受到的影响更大。水翼的相对拱度对空泡形成的大小随着来流攻角的增大,先增大后减小。[结论]在气泡尾部封闭点,通过半解析模型求解气泡尾部交点的法向速度,可以提高气泡数值模拟的稳定性,进而可以得到水翼参数对空泡形成更为准确的影响。

Asymptotics for the joint tail probability of bidimensional randomly weighted sums with applications to insurance

This paper studies the joint tail behavior of two randomly weighted sums∑_(i=1)^(m)Θ_(i)X_(i)and∑_(j=1)^(n)θ_(j)Y_(j)for some m,n∈N∪{∞},in which the primary random variables{X_(i);i∈N}and{Y_(i);i∈N},respectively,are real-valued,dependent and heavy-tailed,while the random weights{Θi,θi;i∈N}are nonnegative and arbitrarily dependent,but the three sequences{X_(i);i∈N},{Y_(i);i∈N}and{Θ_(i),θ_(i);i∈N}are mutually independent.Under two types of weak dependence assumptions on the heavy-tailed primary random variables and some mild moment conditions on the random weights,we establish some(uniformly)asymptotic formulas for the joint tail probability of the two randomly weighted sums,expressing the insensitivity with respect to the underlying weak dependence structures.As applications,we consider both discrete-time and continuous-time insurance risk models,and obtain some asymptotic results for ruin probabilities.

软弱局部透水地层注浆止水盾尾刷更换技术

在城市轨道交通建设中,由于长距离、小半径盾构掘进情况越来越多,导致盾尾刷因长时间受力或受力不均而磨损,降低或失去密封性,需对其及时进行更换。本研究以苏州轨道交通8号线虎殿路站—虎丘湿地公园站出入场线区间更换盾尾刷为背景,基于盾尾刷更换各种止水方式比选分析,结合该工程位于软弱局部透水地层特点,提出并实施了一种多方式注浆止水的盾尾刷更换方法。即在软弱局部透水地层中,通过在盾尾注入聚氨酯、惰性浆液、双浆液,以及通过盾体径向注入惰性浆液,对盾尾前后地下水进行有效封堵,再通过拆卸一环管片进行第一道盾尾刷的拆卸与更换,更换期间实测表明地表累积沉降与日沉降均满足控制要求,注浆加固后打开观测孔止水效果良好,仅耗时14 d便恢复掘进。本研究提出的软弱局部透水地层注浆止水的盾尾刷更换成套工艺与方法取得很好的实施效果,可为今后类似工程提供参考。

一类非线性差分系统的动力学性质

使用差分系统的动力学理论、Jacobian矩阵以及数值模拟研究了一类非线性差分系统■的解的动力学性质,即有界性、局部渐近稳定性、全局吸引子、全局渐近稳定性等.

LOCAL C-SEMIGROUPS AND LOCAL C-COSINE FUNCTIONS

This paper is concerned with the local C-semigroups and local C-cosine functions without the assumption that the image of C is dense in a Banach space X, First, the sufficient and necessary conditions for a local C-semigroup and a C-cosine function to be the restriction of a global C-semigroup and a global C-cosine function to an interval are given, respectively, Secondly, it is characterized for a closed operator to be the generator of a local C-semigroup and a local C-cosine function, respectively.

GLOBAL BLOW-UP FOR A HEAT SYSTEM WITH LOCALIZED SOURCES AND ABSORPTIONS

In this paper there are established the global existence and finite time blow-up results of nonnegative solution for the following parabolic system ut = △u ＋ v^P（x0, t） - au^τ, x ∈ Ω, t 〉 0, △u ＋ v^P（x0, t） - bu^τ, x ∈ Ω, t 〉 0 subject to homogeneous Dirichlet conditions and nonnegative initial data, where x0 ∈ Ω is a fixed point, p, q, r, s ≥ 1 and a, b 〉 0 are constants. In the situation when nonnegative solution （u, v） of the above problem blows up in finite time, it is showed that the blow-up is global and this differs from the local sources case. Moreover, for the special case r = s = 1, lim t→T＊（T＊-t）^p＋1/pq-1u（x,t）=（p＋1）^1/pq-1（q＋1）^p/pq-1（pq-1）^-p＋1/pq-1, lim t→T＊（T＊-t）^q＋1/pq-1u（x,t）=（p＋1）^1/pq-1（q＋1）^p/pq-1（pq-1）^-p＋1/pq-1 are obtained uniformly on compact subsets of/2, where T＊ is the blow-up time.

RUIN PROBABILITY IN A SEMI-MARKOV RISK MODEL WITH CONSTANT INTEREST FORCE AND HEAVY-TAILED CLAIMS

In the present paper, we consider a kind of semi-Markov risk model （SMRM） with constant interest force and heavy-tailed claims~ in which the claim rates and sizes are conditionally independent, both fluctuating according to the state of the risk business. First, we derive a matrix integro-differential equation satisfied by the survival probabilities. Second, we analyze the asymptotic behaviors of ruin probabilities in a two-state SMRM with special claim amounts. It is shown that the asymptotic behaviors of ruin probabilities depend only on the state 2 with heavy-tailed claim amounts, not on the state 1 with exponential claim sizes.

Locally Asymptotic-norming Property and Kadec Property

In this paper we study the three new asymptotic-norming properties which are called locally asymptotic-norming property k,k=Ⅰ, Ⅱ,Ⅲ, and discuss the relationship between the locally asymptotic-norming property and the Kadec Property.

Topological Tail Pressure for Asymptotically Sub-additive Continuous Potentials

We define the topological tail pressure and the conditional pressure for asymptotically sub-additive continuous potentials on topological dynamical systems and obtain a variational principle for the topological tail pressure without any additional assumptions.

SOME LIMIT PROPERTIES OF LOCAL TIME FOR RANDOM WALK

Let X,X1,X2 be i. i. d. random variables with EX^2＋δ〈∞ （for some δ〉0）. Consider a one dimensional random walk S={Sn}n≥0, starting from S0 =0. Let ζ＊ （n）=supx∈zζ（x,n）,ζ（x,n） =#{0≤k≤n：[Sk]=x}. A strong approximation of ζ（n） by the local time for Wiener process is presented and the limsup type and liminf-type laws of iterated logarithm of the maximum local time ζ＊（n） are obtained. Furthermore,the precise asymptoties in the law of iterated logarithm of ζ＊（n） is proved.

Locally Optimum Detection of Weak Pulse Signals in Non-Gaussian Noise

In this paper, the problem of locally optimum detection of weak pulse signals in narrow-band non-Gaussian noise is discussed. A generalized model is proposed for locally optimum detectors (LOD) and the corresponding physical meaning is explained. On the basis of this generalized model, the LOD structures are derived for detecting both coherent- and incoherent-pulse signals in narrow-band non-Gaussian noise. The asymptotic relative efficiency (ARE) due to Pitman is used to evaluate the performance of these LODs. Finally, numerical calculations are carried out for the AREs of these LODs and some valuable results are obtained.

Higher Order Collocation Methods for Nonlocal Problems and Their Asymptotic Compatibility

We study the convergence and asymptotic compatibility of higher order collocation methods for nonlocal operators inspired by peridynamics,a nonlocal formulation of continuum mechanics.We prove that the methods are optimally convergent with respect to the polynomial degree of the approximation.A numerical method is said to be asymptotically compatible if the sequence of approximate solutions of the nonlocal problem converges to the solution of the corresponding local problem as the horizon and the grid sizes simultaneously approach zero.We carry out a calibration process via Taylor series expansions and a scaling of the nonlocal operator via a strain energy density argument to ensure that the resulting collocation methods are asymptotically compatible.We fnd that,for polynomial degrees greater than or equal to two,there exists a calibration constant independent of the horizon size and the grid size such that the resulting collocation methods for the nonlocal difusion are asymptotically compatible.We verify these fndings through extensive numerical experiments.

Asymptotic-norming and Locally Asymptotic-norming Property of Banach Spaces

The relationship between some smoothness and weak asymptotic-norming properties of dual Banach space X is studied. The main results are the following. Suppose that X is weakly sequential complete Banach space, then X is Frechét differentiable if and only if X has B(X)-ANP-I, X is quasi-Frechét differentiable if and only if X has B(X)-ANP-II and X is very smooth if and only if X has B(X)-ANP-II′. A new local asymptotic-norming property is also introduced, and the relationship among this one and other local asymptotic-norming properties and some topological properties is discussed. In addition, this paper gives a negative answer to the open question raised by Hu and Lin in Bull. Austral. Math. Soc,45,1992.

考虑媒体影响的一类时滞传染病模型的分岔周期解

为了研究媒体报道和时滞对传染病的影响,提出了一类考虑媒体影响的时滞传染病模型.首先,以媒体对疾病进行宣传报道的滞后时间为分岔参数,利用特征值法讨论了模型的局部渐近稳定性和Hopf分岔的存在性.其次,利用中心流形法研究了模型分岔周期解的稳定性.最后,通过数值模拟验证了所得结果的正确性.

一类具有线性捕获和其他食物来源的捕食-食饵模型的稳定性研究

研究了一类具有线性捕获和其他食物来源的捕食-食饵模型平衡点的局部和全局稳定性,并用实例验证了所得结果的正确性.研究结果显示:当捕食者的其他食物来源较多时,会导致食饵种群绝灭;当捕食者的其他食物来源较少时,少量的捕获会保持食饵种群和捕食者种群共存,而过度捕获则会导致食饵种群的绝灭.