Two-Sided First Exit Problem for Jump Diffusion Distribution Processes Having Jumps with a Mixture of Erlang

In this paper, we consider the two-sided first exit problem for jump diffusion processes having jumps with rational Laplace transforms. We investigate the probabilistic property of conditional memorylessness, and drive the joint distribution of the first exit time from an interval and the overshoot over the boundary at the exit time.

My Jump 2应用程序测量大学生下肢垂直刚度的信度和效度

背景:证实My Jump 2应用程序测量下肢垂直刚度的信效度水平,可为其作为Kistler三维测力台测量下肢垂直刚度的替代方法提供可能性。目的:验证My Jump 2应用程序测量大学生下肢垂直刚度的信效度。方法:通过Kistler三维测力台和My Jump 2应用程序采集受试者的跳深数据并计算受试者的下肢垂直刚度。采用组内相关系数分析My Jump 2应用程序与Kistler三维测力台测得的数据,以验证My Jump 2应用程序的信度。将2个设备之间的偏倚值和平均值绘制成Bland-Altman图,验证2种测试方法之间的一致性。最后,使用克朗巴哈系数(α)和变异系数分析My Jump 2应用程序在30,40 cm高度的重测信度,使用皮尔逊积矩相关系数分析My Jump 2应用程序的相关性。结果与结论:①My Jump 2应用程序在测量下肢垂直刚度时具有较高的信效度;②同时由于其具有低成本、携带便捷和可用于大样本的场地测试的优势,可作为测力台的替代工具在大学生以及类似人群中对下肢垂直刚度进行测试。

The Characteristics of Climate Change over the Tibetan Plateau in the Last 40 Years and the Detection of Climatic Jumps

Through analyzing the yearly average data obtained from 123 regular meteorological observatories located in the Tibetan Plateau (T-P), this article studies the characteristics of climate change in T-P in the last 40 years. Prom the distribution of the linear trend, it can be concluded that the southeastern part of T-P becomes warmer and wetter, with an obvious increase of rainfall. The same characteristics are found in the southwestern part of T-P, but the shift is smaller. In the middle of T-P, temperature and humidity obviously increase with the center of the increase in Bangoin-Amdo. The south of the Tarim Basin also exhibits the same tendency. The reason for this area being humid is that it gets less sunshine and milder wind. The northeastern part of T-P turns warmer and drier. Qaidam Basin and its western and southern areas are the center of this shift, in which the living environment is deteriorating. Analyzing the characteristics of the regional average time series, it can be found that in the mid-1970s, a significant sudden change occurred to annual rainfall, yearly average snow-accumulation days and surface pressure in the eastern part of T-P. In the mid-1980s, another evident climatic jump happened to yearly average temperature, total cloud amount, surface pressure, relative humidity, and sunshine duration in the same area. That is, in the mid 1980s, the plateau experienced a climatic jump that is featured by the increase of temperature, snow-accumulation days, relative humidity, surface pressure, and by the decrease of sunshine duration and total cloud amount. The sudden climatic change of temperature in T-P is later than that of the global-mean temperature. Prom this paper it can be seen that in the middle of the 1980s, a climatic jump from warm-dry to warm-wet occurred in T-P.

The two annual northward jumps of the West Pacific Subtropical High and their relationship with summer rainfall in Eastern China under global warming

The two northward jumps of summer West Pacific Subtropical High （WPSH） are defined based on the pentad-scale ridge data of the WPSH ridge in 1951 to 2012. The times of the northward jumps are found to have obvious inter-annual and decadal characteristics, i.e., the occurrence of the first northward jump of WPSH shows a ＂consistently early-consistently late＂ decadal pattern, with the transition around 1980; the occurrence of the second northward jump of WPSH shows a ＂consistently late-consistently early-consistently late＂ decadal pattern, with the transitions about 1955 and 1978, respec- tively, which is consistent with global warming. In the meantime, the times of the two northward jumps not only have a good correspondence to the beginning and ending dates of the rainy season, but also greatly influence the position of the main rain belt in Eastern China. When the first northward jump occurs early, the main rain belt is located from just north of 30~ N to the south of North China, while the opposite situation appears when the first jump occurs late. When the second jump occurs early, more rain falls over North China and South China, but less falls in the Yangtze River region, while the opposite situation appears when the second jump occurs late. In the four cases when abnormalities occur in the same year as early or late northward jumps, the position of the main rain belt can be considered as a superposition of isolated abnormal effects of the two northward jumps. Moreover, the prophase and synchronous forces of the sea surface temperature in the Pacific has great influence on the times of the northward jumps, and the driving forces of the two jumps differ.

Spontaneous magnetization and resistivity jumps in bilayered manganite (La_(0.8)Eu_(0.2))_(4/3)Sr_(5/3)Mn_2O_7 single crystals

Owing to the inhomogeneous state resulting from the doping of a small number of Eu ions into Laa/3Sr5/3Mn2O7, from the resulting single crystal （La0.8Eu0.2）a/3Sr5/3Mn2O7 we have observed the magnetization jump, the resistivity jump, as well as the relaxation phenomena. For （Lao.sEuo.2）a/3Sr5/3Mn2O7, it has a very delicate ground state due to the interplays among spin, charge, orbital, lattice degrees of freedom. Consequently, the magnetization state is sensitive to temperature, magnetic field, as well as time. Meanwhile, the evolution of the magnetization with time shows a spontaneous jump when both the temperature and the magnetic field are constant. Similar step-like behaviours are also observed in resistivity. All these results suggest that Eu doping can greatly modulate the physical properties of Laa/3Sr5/3Mn2O7 and cause such interesting behaviours.

WAVELET ESTIMATION FOR JUMPS IN A HETEROSCEDASTIC REGRESSION MODEL

Wavelets are applied to detect the jumps in a heteroscedastic regression model. It is shown that the wavelet coefficients of the data have significantly large absolute values across fine scale levels near the jump points. Then a procedure is developed to estimate the jumps and jump heights. All estimators are proved to be consistent.

Novel high torque bearingless two-sided rotary ultrasonic motor

Applications are limited at present because the currently available ultrasonic motors (USMs) do not provide suffi-ciently high torque and power. The conventional travelling-wave USM needs the bearing to support, which required lubricant. To solve the above problem, a bearingless travelling-wave USM is designed. First, a novel structure of the two-sided USM consisting of a two-sided teeth stator and two disk-type rotors is designed. And the excitation principle of the two-sided travelling-wave USM is analyzed. Then, using ANSYS software, we set up the model of the stator to predict the excitation frequency and modal response of the stator. The shape of the vibration mode was obtained. Last, the load characteristics of the USM are measured using ex-perimental method. The maximum stall torque and the no-load speed were obtained. The results showed that the characteristics of the two-sided USM are better than those of the conventional one-sided USM.

Approximate Controllability of Second-Order Neutral Stochastic Differential Equations with Infinite Delay and Poisson Jumps

The modelling of risky asset by stochastic processes with continuous paths, based on Brow- nian motions, suffers from several defects. First, the path continuity assumption does not seem reason- able in view of the possibility of sudden price variations （jumps） resulting of market crashes. A solution is to use stochastic processes with jumps, that will account for sudden variations of the asset prices. On the other hand, such jump models are generally based on the Poisson random measure. Many popular economic and financial models described by stochastic differential equations with Poisson jumps. This paper deals with the approximate controllability of a class of second-order neutral stochastic differential equations with infinite delay and Poisson jumps. By using the cosine family of operators, stochastic analysis techniques, a new set of sufficient conditions are derived for the approximate controllability of the above control system. An example is provided to illustrate the obtained theory.

Nonlinear vibration analysis of a circular micro-plate in two-sided NEMS/MEMS capacitive system by using harmonic balance method

In this study, forced nonlinear vibration of a circular micro-plate under two-sided electrostatic, two-sided Casimir and external harmonic forces is investigated analytically. For this purpose, at first, von Karman plate theory including geometrical nonlinearity is used to obtain the deflection of the micro-plate. Galerkin decomposition method is then employed, and nonlinear ordinary differential equations (ODEs) of motion are determined. A harmonic balance method (HBM) is applied to equations and analytical relation for nonlineaT frequency response (F-R) curves are derived for two categories (including and neglecting Casimir force) separately. The analytical results for three cases:(1) semi-linear vibration;(2) weakly nonlinear vibration;(3) highly non linear vibration, are validated by comparing with the numerical solutio ns. After validation, the effects of the voltage and Casimir force on the natural frequency of two-sided capacitor system are investigated. It is shown that by assuming Casimir force in small gap distances, reduction of the natural frequency is considerable. The influences of the applied voltage, damping, micro-plate thickness and Casimir force on the frequency response curves have been presented too. The results of this study can be useful for modeling circular parallel-plates in nano /microelectromechanical transducers such as microphones and pressure sensors.

Effective Hybrid Teaching-learning-based Optimization Algorithm for Balancing Two-sided Assembly Lines with Multiple Constraints

Due to the NP-hardness of the two-sided assembly line balancing （TALB） problem, multiple constraints existing in real applications are less studied, especially when one task is involved with several constraints. In this paper, an effective hybrid algorithm is proposed to address the TALB problem with multiple constraints （TALB-MC）. Considering the discrete attribute of TALB-MC and the continuous attribute of the standard teaching-learning-based optimization （TLBO） algorithm, the random-keys method is hired in task permutation representation, for the purpose of bridging the gap between them. Subsequently, a special mechanism for handling multiple constraints is developed. In the mechanism, the directions constraint of each task is ensured by the direction check and adjustment. The zoning constraints and the synchronism constraints are satisfied by teasing out the hidden correlations among constraints. The positional constraint is allowed to be violated to some extent in decoding and punished in cost fimction. Finally, with the TLBO seeking for the global optimum, the variable neighborhood search （VNS） is further hybridized to extend the local search space. The experimental results show that the proposed hybrid algorithm outperforms the late acceptance hill-climbing algorithm （LAHC） for TALB-MC in most cases, especially for large-size problems with multiple constraints, and demonstrates well balance between the exploration and the exploitation. This research proposes an effective and efficient algorithm for solving TALB-MC problem by hybridizing the TLBO and VNS.

Infinite Horizon LQ Zero-Sum Stochastic Differential Games with Markovian Jumps

This paper studies a class of continuous-time two person zero-sum stochastic differential games characterized by linear It?’s differential equation with state-dependent noise and Markovian parameter jumps. Under the assumption of stochastic stabilizability, necessary and sufficient condition for the existence of the optimal control strategies is presented by means of a system of coupled algebraic Riccati equations via using the stochastic optimal control theory. Furthermore, the stochastic H∞ control problem for stochastic systems with Markovian jumps is discussed as an immediate application, and meanwhile, an illustrative example is presented.

Exponential stability for uncertain neutral systems with Markov jumps

This paper deals with the global exponential stability problems for stochastic neutral Markov jump systems （MJSs） with uncertain parameters and multiple time-delays. The delays are respectively considered as constant and time varying cases, and the uncertainties are assumed to be norm bounded. By selecting appropriate Lyapunov-Krasovskii functions, it gives the sufficient condition such that the uncertain neutral MJSs are globally exponentially stochastically stable for all admissible uncertainties. The stability criteria are formulated in the form of linear matrix inequalities （LMIs）, which can be easily checked in practice. Finally, two numerical examples are exploited to illustrate the effectiveness of the developed techniques.

Impacts of Two Types of Northward Jumps of the East Asian Upper-tropospheric Jet Stream in Midsummer on Rainfall in Eastern China

The East Asian upper-tropospheric jet stream （EAJS） typically jumps north of 45~N in midsummer. These annual northward jumps are mostly classified into two dominant types： the first type corresponds to the enhanced westerly to the north of the EAJS＇s axis （type A）, while the second type is related to the weakened westerly within the EAJS＇s axis （type B）. In this study, the impacts of these two types of northward jumps on rainfall in eastern China are investigated. Our results show that rainfall significantly increases in northern Northeast China and decreases in the Yellow River-Huaihe River valleys, as well as in North China, during the type A jump. As a result of the type B jump, rainfall is enhanced in North China and suppressed in the Yangtze River valley. The changes in rainfall in eastern China during these two types of northward jumps are mainly caused by the northward shifts of the ascending air flow that is directly related to the EAJS. Concurrent with the type A （B） jump, the EAJS-related ascending branch moves from the Yangtze-Huai River valley to northern Northeast （North） China when the EAJS＇s axis jumps from 40~N to 55~N （50~N）. Meanwhile, the type A jump also strengthens the Northeast Asian low in the lower troposphere, leading to more moisture transport to northern Northeast China. The type B jump, however, induces a northwestward extension of the lower-tropospheric western North Pacific subtropical high and more moisture transport to North China.

A Heuristic Method for Two-sided Assembly Line Balancing Problem

A two-sided assembly line is typically found in plants producing large-sized products. Its advantages over a one-sided line and the difficulties faced in two-sided line balancing problems were discussed. A mathematical model for two-ALB problem was suggested. A modification of the “ranked positional weight” method, namely two-ALB RPW for two-ALB problems was developed. Experiments were carried out to verify the performance of the proposed method and the results show that it is effective in solving two-sided assembly line balancing problems.

On necessity proof of strict bounded real lemma for generalized linear systems with finite discrete jumps

Some preliminary results on strict bounded real lemma for time-varying continuous linear systems are proposed, where uncertainty in initial conditions, terminal cost and extreme of the cost function are dealt with explicitly. Based on these results, a new recursive approach is proposed in the necessity proof of strict bounded real lemma for generalized linear system with finite discrete jumps.

ON SOLUTIONS OF BACKWARD STOCHASTIC DIFFERENTIAL EQUATIONS WITH JUMPS,WITH UNBOUNDED STOPPING TIMES AS TERMINAL AND WITH NON-LIPSCHITZ COEFFICIENTS,AND PROBABILISTIC INTERPRETATION OF QUASI-LINEAR ELLIPTIC TYPE INTEGRO-DIFFERENTIAL EQUATIO

The existence and uniqueness of solutions to backward stochastic differential equations with jumps and with unbounded stopping time as terminal under the non_Lipschitz condition are obtained. The convergence of solutions and the continuous dependence of solutions on parameters are also derived. Then the probabilistic interpretation of solutions to some kinds of quasi_linear elliptic type integro_differential equations is obtained.

An Energy-Efficient Protocol Using an Objective Function & Random Search with Jumps forWSN

Wireless Sensor Networks(WSNs)have hardware and software limitations and are deployed in hostile environments.The problem of energy consumption in WSNs has become a very important axis of research.To obtain good performance in terms of the network lifetime,several routing protocols have been proposed in the literature.Hierarchical routing is considered to be the most favorable approach in terms of energy efficiency.It is based on the concept parent-child hierarchy where the child nodes forward their messages to their parent,and then the parent node forwards them,directly or via other parent nodes,to the base station(sink).In this paper,we present a new Energy-Efficient clustering protocol for WSNs using an Objective Function and Random Search with Jumps(EEOFRSJ)in order to reduce sensor energy consumption.First,the objective function is used to find an optimal cluster formation taking into account the ratio of the mean Euclidean distance of the nodes to their associated cluster heads(CH)and their residual energy.Then,we find the best path to transmit data from the CHs nodes to the base station(BS)using a random search with jumps.We simulated our proposed approach compared with the Energy-Efficient in WSNs using Fuzzy C-Means clustering(EEFCM)protocol using Matlab Simulink.Simulation results have shown that our proposed protocol excels regarding energy consumption,resulting in network lifetime extension.

Laboratory Research on Effective Test Area of Short-Crested Waves Generated by Two-Sided Segmented Wavemakers

The size and shape of the effective test area are crucial to consider when short-crested waves are created by segmented wavemakers. The range of the effective test area of short-crested waves simulated by two-sided segmented wavemakers is analyzed in this paper. The experimental investigation on the wave field distribution of short-crested waves generated by two-sided segmented wavemakers is conducted by using an array of wave gauges. Wave spectra and directional spreading function are analyzed and the results show that when the main direction is at a certain angle with the normal line of wave generators, the wave field of 3D short-crested waves generated by two-sided segmented wavemakers has good spatial uniformity within the model test area. The effective test area can provide good wave environments for seakeeping model tests of various ocean engineering structures in the deep ocean engineering basin.

A Mean-Field Stochastic Maximum Principle for Optimal Control of Forward-Backward Stochastic Differential Equations with Jumps via Malliavin Calculus

This paper considers a mean-field type stochastic control problem where the dynamics is governed by a forward and backward stochastic differential equation (SDE) driven by Lévy processes and the information available to the controller is possibly less than the overall information. All the system coefficients and the objective performance functional are allowed to be random, possibly non-Markovian. Malliavin calculus is employed to derive a maximum principle for the optimal control of such a system where the adjoint process is explicitly expressed.

Bubble entrainment, spray and splashing at hydraulic jumps

The sudden transition from a high-velocity, supercritical open channel flow into a slow-moving sub-critical flow is a hydraulic jump. Such a flow is characterised by a sudden rise of the free-surface, with some strong energy dissipation and air entrainment, waves and spray. New two-phase flow measurements were performed in the developing flow region using a large-size facility operating at large Reynolds numbers. The experimental results demonstrated the complexity of the flow with a developing mixing layer in which entrained bubbles are advected in a high shear stress flow. The relationship between bubble count rates and void fractions was non-unique in the shear zone, supporting earlier observations of some form of double diffusion process between momentum and air bubbles. In the upper region, the flow consisted primarily of water drops and packets sur-rounded by air. Visually significant pray and splashing were significant above the jump roller. The present study is the first com-prehensive study detailing the two-phase flow properties of both the bubbly and spray regions of hydraulic jumps, a first step towards understanding the interactions between bubble entrainment and droplet ejection processes.