<span style="font-family:Verdana;">The present study deals with the unsteady dynamics of cavitation around the NACA 0015 hydrofoil in a channel. A finite element model is proposed to solve the governin...<span style="font-family:Verdana;">The present study deals with the unsteady dynamics of cavitation around the NACA 0015 hydrofoil in a channel. A finite element model is proposed to solve the governing equations of momentum and mass conservation. Turbulent flows around the hydrofoil are described by the Prandtl-Kolmogorov model. The cavitation phenomenon is modeled through a mixture model involving liquid and vapor flows and the Zwart-Gerber-Belamri (ZGB) model is considered to evaluate the transport of the water vapor fraction. The variational finite element model formulation includes the mixing of the characteristic method and the finite element. Also, at the open sides of the channel flow, an open boundary condition is imposed. Numerical experiments are performed for cavitation numbers 0.8 and 0.4. The presented model predicts the essential features of unsteady cavitating flows, the generation of vapor cavities, the time-dependent oscillations of the variables and the presence of vortical flow structures associated to vapor volume concentrations during the shedding process.</span>展开更多
In this paper, a hybrid dividend strategy in the compound Poisson risk model is considered. In the absence of dividends, the surplus of an insurance company is modelled by a compound Poisson process. Dividends are pai...In this paper, a hybrid dividend strategy in the compound Poisson risk model is considered. In the absence of dividends, the surplus of an insurance company is modelled by a compound Poisson process. Dividends are paid at a constant rate whenever the modified surplus is in a interval;the premium income no longer goes into the surplus but is paid out as dividends whenever the modified surplus exceeds the upper bound of the interval, otherwise no dividends are paid. Integro-differential equations with boundary conditions satisfied by the expected total discounted dividends until ruin are derived;for example, closed-form solutions are given when claims are exponentially distributed. Accordingly, the moments and moment-generating functions of total discounted dividends until ruin are considered. Finally, the Gerber-Shiu function and Laplace transform of the ruin time are discussed.展开更多
基金The Philosophy and Social Science Fund of Hunan Province(17YBA290)the Scientific Research Fund of Hunan Provincial Department of Education(17K05717C1001)~~
文摘<span style="font-family:Verdana;">The present study deals with the unsteady dynamics of cavitation around the NACA 0015 hydrofoil in a channel. A finite element model is proposed to solve the governing equations of momentum and mass conservation. Turbulent flows around the hydrofoil are described by the Prandtl-Kolmogorov model. The cavitation phenomenon is modeled through a mixture model involving liquid and vapor flows and the Zwart-Gerber-Belamri (ZGB) model is considered to evaluate the transport of the water vapor fraction. The variational finite element model formulation includes the mixing of the characteristic method and the finite element. Also, at the open sides of the channel flow, an open boundary condition is imposed. Numerical experiments are performed for cavitation numbers 0.8 and 0.4. The presented model predicts the essential features of unsteady cavitating flows, the generation of vapor cavities, the time-dependent oscillations of the variables and the presence of vortical flow structures associated to vapor volume concentrations during the shedding process.</span>
文摘In this paper, a hybrid dividend strategy in the compound Poisson risk model is considered. In the absence of dividends, the surplus of an insurance company is modelled by a compound Poisson process. Dividends are paid at a constant rate whenever the modified surplus is in a interval;the premium income no longer goes into the surplus but is paid out as dividends whenever the modified surplus exceeds the upper bound of the interval, otherwise no dividends are paid. Integro-differential equations with boundary conditions satisfied by the expected total discounted dividends until ruin are derived;for example, closed-form solutions are given when claims are exponentially distributed. Accordingly, the moments and moment-generating functions of total discounted dividends until ruin are considered. Finally, the Gerber-Shiu function and Laplace transform of the ruin time are discussed.
基金supported by the Social Science Foundation of Jiangsu University of Technology(KYY14523)the Natural Science Foundation of Zhejiang Province(LY14A010025)
