We provide a concise review of the exponentially convergent multiscale finite element method(ExpMsFEM)for efficient model reduction of PDEs in heterogeneous media without scale separation and in high-frequency wave pr...We provide a concise review of the exponentially convergent multiscale finite element method(ExpMsFEM)for efficient model reduction of PDEs in heterogeneous media without scale separation and in high-frequency wave propagation.The ExpMsFEM is built on the non-overlapped domain decomposition in the classical MsFEM while enriching the approximation space systematically to achieve a nearly exponential convergence rate regarding the number of basis functions.Unlike most generalizations of the MsFEM in the literature,the ExpMsFEM does not rely on any partition of unity functions.In general,it is necessary to use function representations dependent on the right-hand side to break the algebraic Kolmogorov n-width barrier to achieve exponential convergence.Indeed,there are online and offline parts in the function representation provided by the ExpMsFEM.The online part depends on the right-hand side locally and can be computed in parallel efficiently.The offline part contains basis functions that are used in the Galerkin method to assemble the stiffness matrix;they are all independent of the right-hand side,so the stiffness matrix can be used repeatedly in multi-query scenarios.展开更多
In this work,the exponential approximation is used for the numerical simulation of a nonlinear SITR model as a system of differential equations that shows the dynamics of the new coronavirus(COVID-19).The SITR mathema...In this work,the exponential approximation is used for the numerical simulation of a nonlinear SITR model as a system of differential equations that shows the dynamics of the new coronavirus(COVID-19).The SITR mathematical model is divided into four classes using fractal parameters for COVID-19 dynamics,namely,susceptible(S),infected(I),treatment(T),and recovered(R).The main idea of the presented method is based on the matrix representations of the exponential functions and their derivatives using collocation points.To indicate the usefulness of this method,we employ it in some cases.For error analysis of the method,the residual of the solutions is reviewed.The reported examples show that the method is reasonably efficient and accurate.展开更多
This paper deals with the numerical implementation of the exponential Drucker-Parger plasticitymodel in the commercial finite element software,ABAQUS,via user subroutine UMAT for adhesive joint simulations.The influen...This paper deals with the numerical implementation of the exponential Drucker-Parger plasticitymodel in the commercial finite element software,ABAQUS,via user subroutine UMAT for adhesive joint simulations.The influence of hydrostatic pressure on adhesive strength was investigated by a modified Arcan fixture designed particularly to induce a different state of hydrostatic pressure within an adhesive layer.The developed user subroutine UMAT,which utilizes an associated plastic flow during a plastic deformation,can provide a good agreement between the simulations and the experimental data.Better numerical stability at highly positive hydrostatic pressure loads for a very high order of exponential function can also be achieved compared to when a non-associated flow is used.展开更多
This paper aims to study a new grey prediction approach and its solution for forecasting the main system variable whose accurate value could not be collected while the potential value set could be defined. Based on th...This paper aims to study a new grey prediction approach and its solution for forecasting the main system variable whose accurate value could not be collected while the potential value set could be defined. Based on the traditional nonhomogenous discrete grey forecasting model(NDGM), the interval grey number and its algebra operations are redefined and combined with the NDGM model to construct a new interval grey number sequence prediction approach. The solving principle of the model is analyzed, the new accuracy evaluation indices, i.e. mean absolute percentage error of mean value sequence(MAPEM) and mean percent of interval sequence simulating value set covered(MPSVSC), are defined and, the procedure of the interval grey number sequence based the NDGM(IG-NDGM) is given out. Finally, a numerical case is used to test the modelling accuracy of the proposed model. Results show that the proposed approach could solve the interval grey number sequence prediction problem and it is much better than the traditional DGM(1,1) model and GM(1,1) model.展开更多
With the passage of time, it has become important to investigate new methods for updating data to better fit the trends of the grey prediction model. The traditional GM(1,1) usually sets the grey action quantity as ...With the passage of time, it has become important to investigate new methods for updating data to better fit the trends of the grey prediction model. The traditional GM(1,1) usually sets the grey action quantity as a constant. Therefore, it cannot effectively fit the dynamic characteristics of the sequence, which results in the grey model having a low precision. The linear grey action quantity model cannot represent the index change law. This paper presents a grey action quantity model, the exponential optimization grey model(EOGM(1,1)), based on the exponential type of grey action quantity; it is constructed based on the exponential characteristics of the grey prediction model. The model can fully reflect the exponential characteristics of the simulation series with time. The exponential sequence has a higher fitting accuracy. The optimized result is verified using a numerical example for the fluctuating sequence and a case study for the index of the tertiary industry's GDP. The results show that the model improves the precision of the grey forecasting model and reduces the prediction error.展开更多
Using Fourier inversion transform, P.D.E. and Feynman-Kac formula, the closedform solution for price on European call option is given in a double exponential jump-diffusion model with two different market structure ri...Using Fourier inversion transform, P.D.E. and Feynman-Kac formula, the closedform solution for price on European call option is given in a double exponential jump-diffusion model with two different market structure risks that there exist CIR stochastic volatility of stock return and Vasicek or CIR stochastic interest rate in the market. In the end, the result of the model in the paper is compared with those in other models, including BS model with numerical experiment. These results show that the double exponential jump-diffusion model with CIR-market structure risks is suitable for modelling the real-market changes and very useful.展开更多
The dynamics of soil organic carbon (SOC) was analyzed by using laboratory incubation and double exponential model that mineralizable SOC was separated into active carbon pools and slow carbon pools in forest soils ...The dynamics of soil organic carbon (SOC) was analyzed by using laboratory incubation and double exponential model that mineralizable SOC was separated into active carbon pools and slow carbon pools in forest soils derived from Changbai and Qilian Mountain areas. By analyzing and fitting the CO2 evolved rates with SOC mineralization, the results showed that active carbon pools accounted tor 1.0% to 8.5% of SOC with an average of mean resistant times (MRTs) for 24 days, and slow carbon pools accounted for 91% to 99% of SOC with an average of MRTs for 179 years. The sizes and MRTs of slow carbon pools showed that SOC in Qilian Mountain sites was more difficult to decompose than that in Changbai Mountain sites. By analyzing the effects of temperature, soil clay content and elevation on SOC mineralization, results indicated that mineralization of SOC was directly related to temperature and that content of accumulated SOC and size of slow carbon pools from Changbai Mountain and Qilian Mountain sites increased linearly with increasing clay content, respectively, which showed temperature and clay content could make greater effect on mineralization of SOC.展开更多
As commercial memristors are still unavailable in the market, mathematic models and emulators which can imitate the features of the mernristor are meaningful for further research. In this paper, based on the analyses ...As commercial memristors are still unavailable in the market, mathematic models and emulators which can imitate the features of the mernristor are meaningful for further research. In this paper, based on the analyses of characteristics of the q-φ curve, an exponential flux-controlled model, which has the quality that its memductance (memristance) will keep monotonically increasing or decreasing unless the voltage's polarity reverses (if not approach the boundaries), is constructed. A new approach to designing the floating emulator of the memristor is also proposed. This floating structure can flexibly meet various demands for the current through the memristor (especially the demand for a larger current). The simulations and experiments are presented to confirm the effectiveness of this model and its floating emulator.展开更多
This paper presents a unified diagnostic method for exponential nonlinear models with random effects based upon the joint likelihood given by Robinson in 1991. The authors show that the case deletion model is equivale...This paper presents a unified diagnostic method for exponential nonlinear models with random effects based upon the joint likelihood given by Robinson in 1991. The authors show that the case deletion model is equivalent to mean shift outlier model. From this point of view, several diagnostic measures, such as Cook distance, score statistics are derived. The local influence measure of Cook is also presented. Numerical example illustrates that our method is available.展开更多
This paper discusses the valuation of the Credit Default Swap based on a jump market, in which the asset price of a firm follows a double exponential jump diffusion process, the value of the debt is driven by a geomet...This paper discusses the valuation of the Credit Default Swap based on a jump market, in which the asset price of a firm follows a double exponential jump diffusion process, the value of the debt is driven by a geometric Brownian motion, and the default barrier follows a continuous stochastic process. Using the Gaver-Stehfest algorithm and the non-arbitrage asset pricing theory, we give the default probability of the first passage time, and more, derive the price of the Credit Default Swap.展开更多
The memristor, as the fourth basic circuit element, has drawn worldwide attention since its physical implementation was released by HP Labs in 2008. However, at the nano-scale, there are many difficulties for memristo...The memristor, as the fourth basic circuit element, has drawn worldwide attention since its physical implementation was released by HP Labs in 2008. However, at the nano-scale, there are many difficulties for memristor physical realization. So a better understanding and analysis of a good model will help us to study the characteristics of a memristor. In this paper, we analyze a possible mechanism for the switching behavior of a memristor with a Pt/TiO2/Pt structure, and explain the changes of electronic barrier at the interface of Pt/TiO2. Then, a quantitative analysis about each parameter in the exponential model of memristor is conducted based on the calculation results. The analysis results are validated by simulation results. The efforts made in this paper will provide researchers with theoretical guidance on choosing appropriate values for(α, β, χ, γ) in this exponential model.展开更多
In this paper, a delayed SIR model with exponential demographic structure and the saturated incidence rate is formulated. The stability of the equilibria is analyzed with delay: the endemic equilibrium is locally stab...In this paper, a delayed SIR model with exponential demographic structure and the saturated incidence rate is formulated. The stability of the equilibria is analyzed with delay: the endemic equilibrium is locally stable without delay;and the endemic equilibrium is stable if the delay is under some condition. Moreover the dynamical behaviors from stability to instability will change with an appropriate?critical value. At last, some numerical simulations of the model are given to illustrate the main theoretical results.展开更多
In this paper we consider the initial Neumann boundary value problem for a degenerate Keller-Segel model which features a signal-dependent non-increasing motility function.The main obstacle of analysis comes from the ...In this paper we consider the initial Neumann boundary value problem for a degenerate Keller-Segel model which features a signal-dependent non-increasing motility function.The main obstacle of analysis comes from the possible degeneracy when the signal concentration becomes unbounded.In the current work,we are interested in the boundedness and exponential stability of the classical solution in higher dimensions.With the aid of a Lyapunov functional and a delicate Alikakos-Moser type iteration,we are able to establish a time-independent upper bound of the concentration provided that the motility function decreases algebraically.Then we further prove the uniform-in-time boundedness of the solution by constructing an estimation involving a weighted energy.Finally,thanks to the Lyapunov functional again,we prove the exponential stabilization toward the spatially homogeneous steady states.Our boundedness result improves those in[1]and the exponential stabilization is obtained for the first time.展开更多
In this paper, exponential type regression models are considered from geometric point of view. The stochastic expansions relating to the estimate are derived and are used to study several asymptotic inference problems...In this paper, exponential type regression models are considered from geometric point of view. The stochastic expansions relating to the estimate are derived and are used to study several asymptotic inference problems. The biases and the covariances relating to the estimate may be calculated based on the expansions. The information loss of the estimate and a limit theorem connected with the observed and expected Fisher informations are obtained in terms of the curvatures.展开更多
It is necessary to test for varying dispersion in generalized nonlinear models.Wei,et al(1998) developed a likelihood ratio test,a score test and their adjustments to test for varying dispersion in continuous exponent...It is necessary to test for varying dispersion in generalized nonlinear models.Wei,et al(1998) developed a likelihood ratio test,a score test and their adjustments to test for varying dispersion in continuous exponential family nonlinear models.This type of problem in the framework of general discrete exponential family nonlinear models is discussed.Two types of varying dispersion,which are random coefficients model and random effects model,are proposed,and corresponding score test statistics are constructed and expressed in simple,easy to use,matrix formulas.展开更多
A standard part of the calculus curriculum is learning exponential growth models. This paper, designed to serve as a teaching aid, extends the standard modeling by showing that simple exponential models, relying on tw...A standard part of the calculus curriculum is learning exponential growth models. This paper, designed to serve as a teaching aid, extends the standard modeling by showing that simple exponential models, relying on two points to fit parameters do not do a good job in modeling population data of the distant past. Moreover, they provide a constant doubling time. Therefore, the student is introduced to hyperbolic modeling, and it is demonstrated that with only two population data points, an amazing amount of information can be obtained, such as reasonably accurate doubling times that are a function of t, as well as accurate estimates of such entertaining topics as the total number of people that have ever lived on earth.展开更多
The TFR(Tampered Failure Rate) model was proposed by Bhattacharyya and Soejoeti(1989) for step-stress accelerated life tests, On step-stress completely accelerated test occasions, the paper gives a method of estim...The TFR(Tampered Failure Rate) model was proposed by Bhattacharyya and Soejoeti(1989) for step-stress accelerated life tests, On step-stress completely accelerated test occasions, the paper gives a method of estimating parameters under a normal stress.展开更多
To study the approximation of foreign currency option prices when the underlying assets' price dynamics are described by exponential Lévy processes, the convolution representations for option pricing formulas we...To study the approximation of foreign currency option prices when the underlying assets' price dynamics are described by exponential Lévy processes, the convolution representations for option pricing formulas were given, and then the fast Fourier transform (FFT) algorithm was used to get the approximate values of option prices. Finally, a numerical example was given to demonstrate the calculate steps to the option price by FFT.展开更多
This study presents an order exponential model for estimating road traffic safety in city clusters.The proposed model introduces the traffic flow intrinsic properties and uses the characteristics and regular patterns ...This study presents an order exponential model for estimating road traffic safety in city clusters.The proposed model introduces the traffic flow intrinsic properties and uses the characteristics and regular patterns of traffic development to identify road traffic safety levels in city clusters.Additionally,an evaluation index system of city cluster road traffic safety was constructed based on the spatial and temporal distribution.Then Order Exponential Evaluation Model(OEEM),a comprehensive model using order exponent function for road traffic safety evaluation,was put forward,which considers the main characteristics and the generation process of traffic accidents.The model effectively controlled the unsafe behavior of the traffic system.It could define the levels of city cluster road traffic safety and dynamically detect road safety risk.The proposed model was verified with statistical data from three Chinese city clusters by comparing the common model for road traffic safety with an ideal model.The results indicate that the order exponent approach undertaken in this study can be extended and applied to other research topics and fields.展开更多
The current study investigates the predator-prey problem with assumptions that interaction of predation has a little or no effect on prey population growth and the prey’s grow rate is time dependent. The prey is assu...The current study investigates the predator-prey problem with assumptions that interaction of predation has a little or no effect on prey population growth and the prey’s grow rate is time dependent. The prey is assumed to follow the Gompertz growth model and the respective predator growth function is constructed by solving ordinary differential equations. The results show that the predator population model is found to be a function of the well known exponential integral function. The solution is also given in Taylor’s series. Simulation study shows that the predator population size eventually converges either to a finite positive limit or zero or diverges to positive infinity. Under certain conditions, the predator population converges to the asymptotic limit of the prey model. More results are included in the paper.展开更多
基金part supported by the NSF Grants DMS-1912654 and DMS 2205590。
文摘We provide a concise review of the exponentially convergent multiscale finite element method(ExpMsFEM)for efficient model reduction of PDEs in heterogeneous media without scale separation and in high-frequency wave propagation.The ExpMsFEM is built on the non-overlapped domain decomposition in the classical MsFEM while enriching the approximation space systematically to achieve a nearly exponential convergence rate regarding the number of basis functions.Unlike most generalizations of the MsFEM in the literature,the ExpMsFEM does not rely on any partition of unity functions.In general,it is necessary to use function representations dependent on the right-hand side to break the algebraic Kolmogorov n-width barrier to achieve exponential convergence.Indeed,there are online and offline parts in the function representation provided by the ExpMsFEM.The online part depends on the right-hand side locally and can be computed in parallel efficiently.The offline part contains basis functions that are used in the Galerkin method to assemble the stiffness matrix;they are all independent of the right-hand side,so the stiffness matrix can be used repeatedly in multi-query scenarios.
文摘In this work,the exponential approximation is used for the numerical simulation of a nonlinear SITR model as a system of differential equations that shows the dynamics of the new coronavirus(COVID-19).The SITR mathematical model is divided into four classes using fractal parameters for COVID-19 dynamics,namely,susceptible(S),infected(I),treatment(T),and recovered(R).The main idea of the presented method is based on the matrix representations of the exponential functions and their derivatives using collocation points.To indicate the usefulness of this method,we employ it in some cases.For error analysis of the method,the residual of the solutions is reviewed.The reported examples show that the method is reasonably efficient and accurate.
基金funded by King Mongkut’s University of Technology North Bangkok.Contract No.KMUTNB-PHD-62-07.
文摘This paper deals with the numerical implementation of the exponential Drucker-Parger plasticitymodel in the commercial finite element software,ABAQUS,via user subroutine UMAT for adhesive joint simulations.The influence of hydrostatic pressure on adhesive strength was investigated by a modified Arcan fixture designed particularly to induce a different state of hydrostatic pressure within an adhesive layer.The developed user subroutine UMAT,which utilizes an associated plastic flow during a plastic deformation,can provide a good agreement between the simulations and the experimental data.Better numerical stability at highly positive hydrostatic pressure loads for a very high order of exponential function can also be achieved compared to when a non-associated flow is used.
基金supported by the National Natural Science Foundation of China(7090104171171113)the Aeronautical Science Foundation of China(2014ZG52077)
文摘This paper aims to study a new grey prediction approach and its solution for forecasting the main system variable whose accurate value could not be collected while the potential value set could be defined. Based on the traditional nonhomogenous discrete grey forecasting model(NDGM), the interval grey number and its algebra operations are redefined and combined with the NDGM model to construct a new interval grey number sequence prediction approach. The solving principle of the model is analyzed, the new accuracy evaluation indices, i.e. mean absolute percentage error of mean value sequence(MAPEM) and mean percent of interval sequence simulating value set covered(MPSVSC), are defined and, the procedure of the interval grey number sequence based the NDGM(IG-NDGM) is given out. Finally, a numerical case is used to test the modelling accuracy of the proposed model. Results show that the proposed approach could solve the interval grey number sequence prediction problem and it is much better than the traditional DGM(1,1) model and GM(1,1) model.
基金supported by the National Key Research and Development Program of China(2016YFC1402000)the National Science Foundation of China(41701593+2 种基金7137109871571157)the National Social Science Fund Major Project(14ZDB151)
文摘With the passage of time, it has become important to investigate new methods for updating data to better fit the trends of the grey prediction model. The traditional GM(1,1) usually sets the grey action quantity as a constant. Therefore, it cannot effectively fit the dynamic characteristics of the sequence, which results in the grey model having a low precision. The linear grey action quantity model cannot represent the index change law. This paper presents a grey action quantity model, the exponential optimization grey model(EOGM(1,1)), based on the exponential type of grey action quantity; it is constructed based on the exponential characteristics of the grey prediction model. The model can fully reflect the exponential characteristics of the simulation series with time. The exponential sequence has a higher fitting accuracy. The optimized result is verified using a numerical example for the fluctuating sequence and a case study for the index of the tertiary industry's GDP. The results show that the model improves the precision of the grey forecasting model and reduces the prediction error.
基金Supported by the NNSF of China(40675023)the PHD Foundation of Guangxi Normal University.
文摘Using Fourier inversion transform, P.D.E. and Feynman-Kac formula, the closedform solution for price on European call option is given in a double exponential jump-diffusion model with two different market structure risks that there exist CIR stochastic volatility of stock return and Vasicek or CIR stochastic interest rate in the market. In the end, the result of the model in the paper is compared with those in other models, including BS model with numerical experiment. These results show that the double exponential jump-diffusion model with CIR-market structure risks is suitable for modelling the real-market changes and very useful.
基金The research was funded by National Natural Science Foundation (40231016) and Canadian International Development Agency (CIDA).
文摘The dynamics of soil organic carbon (SOC) was analyzed by using laboratory incubation and double exponential model that mineralizable SOC was separated into active carbon pools and slow carbon pools in forest soils derived from Changbai and Qilian Mountain areas. By analyzing and fitting the CO2 evolved rates with SOC mineralization, the results showed that active carbon pools accounted tor 1.0% to 8.5% of SOC with an average of mean resistant times (MRTs) for 24 days, and slow carbon pools accounted for 91% to 99% of SOC with an average of MRTs for 179 years. The sizes and MRTs of slow carbon pools showed that SOC in Qilian Mountain sites was more difficult to decompose than that in Changbai Mountain sites. By analyzing the effects of temperature, soil clay content and elevation on SOC mineralization, results indicated that mineralization of SOC was directly related to temperature and that content of accumulated SOC and size of slow carbon pools from Changbai Mountain and Qilian Mountain sites increased linearly with increasing clay content, respectively, which showed temperature and clay content could make greater effect on mineralization of SOC.
基金supported by the National Natural Science Foundation of China(Grant Nos.51377124 and 51221005)the Foundation for the Author of National Excellent Doctoral Dissertation of China(Grant No.201337)+1 种基金the Program for New Century Excellent Talents in University of China(Grant No.NCET-13-0457)the Natural Science Basic Research Plan in Shaanxi Province of China(Grant No.2012JQ7026)
文摘As commercial memristors are still unavailable in the market, mathematic models and emulators which can imitate the features of the mernristor are meaningful for further research. In this paper, based on the analyses of characteristics of the q-φ curve, an exponential flux-controlled model, which has the quality that its memductance (memristance) will keep monotonically increasing or decreasing unless the voltage's polarity reverses (if not approach the boundaries), is constructed. A new approach to designing the floating emulator of the memristor is also proposed. This floating structure can flexibly meet various demands for the current through the memristor (especially the demand for a larger current). The simulations and experiments are presented to confirm the effectiveness of this model and its floating emulator.
文摘This paper presents a unified diagnostic method for exponential nonlinear models with random effects based upon the joint likelihood given by Robinson in 1991. The authors show that the case deletion model is equivalent to mean shift outlier model. From this point of view, several diagnostic measures, such as Cook distance, score statistics are derived. The local influence measure of Cook is also presented. Numerical example illustrates that our method is available.
基金Supported by The National Natural Science Foundation of China(71261015)Humanity and Social Science Youth Foundation of Education Ministry in China(10YJC630334)Program for Innovative Research Team in Universities of Inner Mongolia Autonomous Region
文摘This paper discusses the valuation of the Credit Default Swap based on a jump market, in which the asset price of a firm follows a double exponential jump diffusion process, the value of the debt is driven by a geometric Brownian motion, and the default barrier follows a continuous stochastic process. Using the Gaver-Stehfest algorithm and the non-arbitrage asset pricing theory, we give the default probability of the first passage time, and more, derive the price of the Credit Default Swap.
基金supported by the National Natural Science Foundation of China(Grant Nos.61374150 and 61374171)the State Key Program of the National Natural Science Foundation of China(Grant No.61134012)+1 种基金the National Basic Research Program of China(Grant No.2011CB710606)the Fundamental Research Funds for the Central Universities,China(Grant No.2013TS126)
文摘The memristor, as the fourth basic circuit element, has drawn worldwide attention since its physical implementation was released by HP Labs in 2008. However, at the nano-scale, there are many difficulties for memristor physical realization. So a better understanding and analysis of a good model will help us to study the characteristics of a memristor. In this paper, we analyze a possible mechanism for the switching behavior of a memristor with a Pt/TiO2/Pt structure, and explain the changes of electronic barrier at the interface of Pt/TiO2. Then, a quantitative analysis about each parameter in the exponential model of memristor is conducted based on the calculation results. The analysis results are validated by simulation results. The efforts made in this paper will provide researchers with theoretical guidance on choosing appropriate values for(α, β, χ, γ) in this exponential model.
文摘In this paper, a delayed SIR model with exponential demographic structure and the saturated incidence rate is formulated. The stability of the equilibria is analyzed with delay: the endemic equilibrium is locally stable without delay;and the endemic equilibrium is stable if the delay is under some condition. Moreover the dynamical behaviors from stability to instability will change with an appropriate?critical value. At last, some numerical simulations of the model are given to illustrate the main theoretical results.
基金supported by Hubei Provincial Natural Science Foundation(2020CFB602).
文摘In this paper we consider the initial Neumann boundary value problem for a degenerate Keller-Segel model which features a signal-dependent non-increasing motility function.The main obstacle of analysis comes from the possible degeneracy when the signal concentration becomes unbounded.In the current work,we are interested in the boundedness and exponential stability of the classical solution in higher dimensions.With the aid of a Lyapunov functional and a delicate Alikakos-Moser type iteration,we are able to establish a time-independent upper bound of the concentration provided that the motility function decreases algebraically.Then we further prove the uniform-in-time boundedness of the solution by constructing an estimation involving a weighted energy.Finally,thanks to the Lyapunov functional again,we prove the exponential stabilization toward the spatially homogeneous steady states.Our boundedness result improves those in[1]and the exponential stabilization is obtained for the first time.
基金The project was supported by National Natural Science Foundation of China
文摘In this paper, exponential type regression models are considered from geometric point of view. The stochastic expansions relating to the estimate are derived and are used to study several asymptotic inference problems. The biases and the covariances relating to the estimate may be calculated based on the expansions. The information loss of the estimate and a limit theorem connected with the observed and expected Fisher informations are obtained in terms of the curvatures.
基金Supported by the National Natural Science Foundations of China( 1 9631 0 4 0 ) and SSFC( o2 BTJ0 0 1 ) .
文摘It is necessary to test for varying dispersion in generalized nonlinear models.Wei,et al(1998) developed a likelihood ratio test,a score test and their adjustments to test for varying dispersion in continuous exponential family nonlinear models.This type of problem in the framework of general discrete exponential family nonlinear models is discussed.Two types of varying dispersion,which are random coefficients model and random effects model,are proposed,and corresponding score test statistics are constructed and expressed in simple,easy to use,matrix formulas.
文摘A standard part of the calculus curriculum is learning exponential growth models. This paper, designed to serve as a teaching aid, extends the standard modeling by showing that simple exponential models, relying on two points to fit parameters do not do a good job in modeling population data of the distant past. Moreover, they provide a constant doubling time. Therefore, the student is introduced to hyperbolic modeling, and it is demonstrated that with only two population data points, an amazing amount of information can be obtained, such as reasonably accurate doubling times that are a function of t, as well as accurate estimates of such entertaining topics as the total number of people that have ever lived on earth.
文摘The TFR(Tampered Failure Rate) model was proposed by Bhattacharyya and Soejoeti(1989) for step-stress accelerated life tests, On step-stress completely accelerated test occasions, the paper gives a method of estimating parameters under a normal stress.
基金Foundation item The National Natural Science Foundationof China (No10571065)
文摘To study the approximation of foreign currency option prices when the underlying assets' price dynamics are described by exponential Lévy processes, the convolution representations for option pricing formulas were given, and then the fast Fourier transform (FFT) algorithm was used to get the approximate values of option prices. Finally, a numerical example was given to demonstrate the calculate steps to the option price by FFT.
基金Sponsored by the National Natural Science Foundation of China(Grant No.51178157)the High-level Project of the Top Six Talents in Jiangsu Province(Grant No.JXQC-021)+1 种基金the Key Science and Technology Program in Henan Province(Grant No.182102310004)the Humanities and Social Science Research Programs Foundation of Ministry of Education of China(Grant No.18YJAZH028).
文摘This study presents an order exponential model for estimating road traffic safety in city clusters.The proposed model introduces the traffic flow intrinsic properties and uses the characteristics and regular patterns of traffic development to identify road traffic safety levels in city clusters.Additionally,an evaluation index system of city cluster road traffic safety was constructed based on the spatial and temporal distribution.Then Order Exponential Evaluation Model(OEEM),a comprehensive model using order exponent function for road traffic safety evaluation,was put forward,which considers the main characteristics and the generation process of traffic accidents.The model effectively controlled the unsafe behavior of the traffic system.It could define the levels of city cluster road traffic safety and dynamically detect road safety risk.The proposed model was verified with statistical data from three Chinese city clusters by comparing the common model for road traffic safety with an ideal model.The results indicate that the order exponent approach undertaken in this study can be extended and applied to other research topics and fields.
文摘The current study investigates the predator-prey problem with assumptions that interaction of predation has a little or no effect on prey population growth and the prey’s grow rate is time dependent. The prey is assumed to follow the Gompertz growth model and the respective predator growth function is constructed by solving ordinary differential equations. The results show that the predator population model is found to be a function of the well known exponential integral function. The solution is also given in Taylor’s series. Simulation study shows that the predator population size eventually converges either to a finite positive limit or zero or diverges to positive infinity. Under certain conditions, the predator population converges to the asymptotic limit of the prey model. More results are included in the paper.