In this paper, we consider the higher dimensional nonlinear beam equation:utt+△2u+σu + f(u)=0 with periodic boundary conditions, where the nonlinearity f(u) is a real-analytic function of the form f(u)=u3+ h.o.t nea...In this paper, we consider the higher dimensional nonlinear beam equation:utt+△2u+σu + f(u)=0 with periodic boundary conditions, where the nonlinearity f(u) is a real-analytic function of the form f(u)=u3+ h.o.t near u=0 and σ is a positive constant. It is proved that for any fixed σ>0, the above equation admits a family of small-amplitude, linearly stable quasi-periodic solutions corresponding to finite dimensional invariant tori of an associated infinite dimensional dynamical system.展开更多
The ruin probability of the renewal risk model with investment strategy for a capital market index is investigated in this paper.For claim sizes with common distribution of extended regular variation,we study the asym...The ruin probability of the renewal risk model with investment strategy for a capital market index is investigated in this paper.For claim sizes with common distribution of extended regular variation,we study the asymptotic behaviour of the ruin probability.As a corollary,we establish a simple asymptotic formula for the ruin probability for the case of Pareto-like claims.展开更多
This article addresses the problem of scheduling n jobs with a common due date on a machine subject to stochastic breakdowns to minimize absolute early-tardy penalties.We investigate the problem under the conditions t...This article addresses the problem of scheduling n jobs with a common due date on a machine subject to stochastic breakdowns to minimize absolute early-tardy penalties.We investigate the problem under the conditions that the uptimes follow an exponential distribution,and the objective measure in detail is to minimize the expected sum of the absolute deviations of completion times from the common due date.We proceed to study in two versions (the downtime follows an exponential distribution or is a constant entailed for the repeat model job),one of which is the so-called preempt- resume version,the other of which is the preempt-repeat version.Three terms of work have been done.(i)Formulations and Preliminaries.A few of necessary definitions,relations and basic facts are established.In particular,the conclusion that the expectation of the absolute deviation of the completion time about a job with deterministic processing time t from a due date is a semi-V-shape function in t has been proved.(ii) Properties of Optimal Solutions.A few characteristics of optimal solutions are established.Most importantly,the conclusion that optimal solutions possess semi-V- shape property has been proved.(iii) Algorithm.Some computing problems on searching for optimal solutions are discussed.展开更多
We consider an age-dependent branching process in random environments. The environments are represented by a stationary and ergodic sequence ξ = (ξ 0, ξ 1,…) of random variables. Given an environment ξ, the proce...We consider an age-dependent branching process in random environments. The environments are represented by a stationary and ergodic sequence ξ = (ξ 0, ξ 1,…) of random variables. Given an environment ξ, the process is a non-homogenous Galton-Watson process, whose particles in n-th generation have a life length distribution G(ξ n ) on ?+, and reproduce independently new particles according to a probability law p(ξ n ) on ?. Let Z(t) be the number of particles alive at time t. We first find a characterization of the conditional probability generating function of Z(t) (given the environment ξ) via a functional equation, and obtain a criterion for almost certain extinction of the process by comparing it with an embedded Galton-Watson process. We then get expressions of the conditional mean E ξ Z(t) and the global mean EZ(t), and show their exponential growth rates by studying a renewal equation in random environments.展开更多
基金supported by National Natural Science Foundation of China (Grant Nos.10531050,10771098)the Major State Basic Research Development of China and the Natural Science Foundation of Jiangsu Province(Grant No.BK2007134)
文摘In this paper, we consider the higher dimensional nonlinear beam equation:utt+△2u+σu + f(u)=0 with periodic boundary conditions, where the nonlinearity f(u) is a real-analytic function of the form f(u)=u3+ h.o.t near u=0 and σ is a positive constant. It is proved that for any fixed σ>0, the above equation admits a family of small-amplitude, linearly stable quasi-periodic solutions corresponding to finite dimensional invariant tori of an associated infinite dimensional dynamical system.
基金supported by National Natural Science Foundation of China (Grant Nos.10571167,70501028)the Beijing Sustentation Fund for Elitist (Grant No.20071D1600800421)+1 种基金the National Social Science Foundation of China (Grant No.05&ZD008)the Research Grant of Renmin University of China (Grant No.08XNA001)
文摘The ruin probability of the renewal risk model with investment strategy for a capital market index is investigated in this paper.For claim sizes with common distribution of extended regular variation,we study the asymptotic behaviour of the ruin probability.As a corollary,we establish a simple asymptotic formula for the ruin probability for the case of Pareto-like claims.
基金the National Natural Science Foundation of China (Grant No.10471096)
文摘This article addresses the problem of scheduling n jobs with a common due date on a machine subject to stochastic breakdowns to minimize absolute early-tardy penalties.We investigate the problem under the conditions that the uptimes follow an exponential distribution,and the objective measure in detail is to minimize the expected sum of the absolute deviations of completion times from the common due date.We proceed to study in two versions (the downtime follows an exponential distribution or is a constant entailed for the repeat model job),one of which is the so-called preempt- resume version,the other of which is the preempt-repeat version.Three terms of work have been done.(i)Formulations and Preliminaries.A few of necessary definitions,relations and basic facts are established.In particular,the conclusion that the expectation of the absolute deviation of the completion time about a job with deterministic processing time t from a due date is a semi-V-shape function in t has been proved.(ii) Properties of Optimal Solutions.A few characteristics of optimal solutions are established.Most importantly,the conclusion that optimal solutions possess semi-V- shape property has been proved.(iii) Algorithm.Some computing problems on searching for optimal solutions are discussed.
基金the National Natural Sciente Foundation of China (Grant Nos. 10771021, 10471012)Scientific Research Foundation for Returned Scholars, Ministry of Education of China (Grant No. [2005]564)
文摘We consider an age-dependent branching process in random environments. The environments are represented by a stationary and ergodic sequence ξ = (ξ 0, ξ 1,…) of random variables. Given an environment ξ, the process is a non-homogenous Galton-Watson process, whose particles in n-th generation have a life length distribution G(ξ n ) on ?+, and reproduce independently new particles according to a probability law p(ξ n ) on ?. Let Z(t) be the number of particles alive at time t. We first find a characterization of the conditional probability generating function of Z(t) (given the environment ξ) via a functional equation, and obtain a criterion for almost certain extinction of the process by comparing it with an embedded Galton-Watson process. We then get expressions of the conditional mean E ξ Z(t) and the global mean EZ(t), and show their exponential growth rates by studying a renewal equation in random environments.