In this paper,a class of new immersed interface finite element methods (IIFEM) is developed to solve elasticity interface problems with homogeneous and non-homogeneous jump conditions in two dimensions.Simple non-body...In this paper,a class of new immersed interface finite element methods (IIFEM) is developed to solve elasticity interface problems with homogeneous and non-homogeneous jump conditions in two dimensions.Simple non-body-fitted meshes are used.For homogeneous jump conditions,both non-conforming and conforming basis functions are constructed in such a way that they satisfy the natural jump conditions. For non-homogeneous jump conditions,a pair of functions that satisfy the same non-homogeneous jump conditions are constructed using a level-set representation of the interface.With such a pair of functions,the discontinuities across the interface in the solution and flux are removed;and an equivalent elasticity interface problem with homogeneous jump conditions is formulated.Numerical examples are presented to demonstrate that such methods have second order convergence.展开更多
A Caccioppoli type estimate is established for a class of second order PDEs of divergence type, and its removable singularities of Hausdorff dimension greater than zero is obtained.
In this paper we first consider a risk process in which claim inter-arrival times and the time until the first claim have an Erlang (2) distribution. An explicit solution is derived for the probability of ultimate rui...In this paper we first consider a risk process in which claim inter-arrival times and the time until the first claim have an Erlang (2) distribution. An explicit solution is derived for the probability of ultimate ruin, given an initial reserve of u when the claim size follows a Pareto distribution. Follow Ramsay[8], Laplace transforms and exponential integrals are used to derive the solution, which involves a single integral of real valued functions along the positive real line, and the integrand is not of an oscillating kind. Then we show that the ultimate ruin probability can be expressed as the sum of expected values of functions of two different Gamma random variables. Finally, the results are extended to the Erlang(n) case. Numerical examples are given to illustrate the main results.展开更多
基金supported by the US ARO grants 49308-MA and 56349-MAthe US AFSOR grant FA9550-06-1-024+1 种基金he US NSF grant DMS-0911434the State Key Laboratory of Scientific and Engineering Computing of Chinese Academy of Sciences during a visit by Z.Li between July-August,2008.
文摘In this paper,a class of new immersed interface finite element methods (IIFEM) is developed to solve elasticity interface problems with homogeneous and non-homogeneous jump conditions in two dimensions.Simple non-body-fitted meshes are used.For homogeneous jump conditions,both non-conforming and conforming basis functions are constructed in such a way that they satisfy the natural jump conditions. For non-homogeneous jump conditions,a pair of functions that satisfy the same non-homogeneous jump conditions are constructed using a level-set representation of the interface.With such a pair of functions,the discontinuities across the interface in the solution and flux are removed;and an equivalent elasticity interface problem with homogeneous jump conditions is formulated.Numerical examples are presented to demonstrate that such methods have second order convergence.
基金Supported by National Natural Science Foundation (No.49805005)partially by Research Foundation of Northern Jiaotong University (2002SM061)
文摘A Caccioppoli type estimate is established for a class of second order PDEs of divergence type, and its removable singularities of Hausdorff dimension greater than zero is obtained.
基金Supported by Postdoctoral Scientific Foundation of China,a CRGC grant from the University of Hong Kong and a grant from the Research Grants Council of the Hong Kong Special Administrative Region,China (Project No.HKU 7139/01H).
文摘In this paper we first consider a risk process in which claim inter-arrival times and the time until the first claim have an Erlang (2) distribution. An explicit solution is derived for the probability of ultimate ruin, given an initial reserve of u when the claim size follows a Pareto distribution. Follow Ramsay[8], Laplace transforms and exponential integrals are used to derive the solution, which involves a single integral of real valued functions along the positive real line, and the integrand is not of an oscillating kind. Then we show that the ultimate ruin probability can be expressed as the sum of expected values of functions of two different Gamma random variables. Finally, the results are extended to the Erlang(n) case. Numerical examples are given to illustrate the main results.
