Finite Time Ruin Probability with Variable Interest Rate and Extended Regular Variation

Consider an insurance risk model, in which the surplus process satisfies a recursive equationU n =U n?1(1+r n )?X n forn≥1, whereU 0=x≥0 is the initial surplus, {r n ;n≥1} the interest rate sequence, {X n ;n≥1} the sequence of i. i. d. real-valued random variables with common distribution functionF, which denotes the gross loss during thenth year. We investigate the ruin probability within a finite time horizon and give the asymptotic result asx→∞. Key words variable interest rate - extend regular variation - finite time ruin probability CLC number O 211.9 Foundation item: Supported by the National Natural Science Foundation of China (10071058, 70273029)Biography: WEI Xiao (1979-), female, Ph. D candidate, research direction: large deviations and its applications, insurance mathematics.

Influence of variable viscosity and double diffusion on the convective stability of a nanofluid flow in an inclined porous channel

The influence of variable viscosity and double diffusion on the convective stability of a nanofluid flow in an inclined porous channel is investigated.The DarcyBrinkman model is used to characterize the fluid flow dynamics in porous materials.The analytical solutions are obtained for the unidirectional and completely developed flow.Based on a normal mode analysis,the generalized eigenvalue problem under a perturbed state is solved.The eigenvalue problem is then solved by the spectral method.Finally,the critical Rayleigh number with the corresponding wavenumber is evaluated at the assigned values of the other flow-governing parameters.The results show that increasing the Darcy number,the Lewis number,the Dufour parameter,or the Soret parameter increases the stability of the system,whereas increasing the inclination angle of the channel destabilizes the flow.Besides,the flow is the most unstable when the channel is vertically oriented.

Incorporating empirical knowledge into data-driven variable selection for quantitative analysis of coal ash content by laser-induced breakdown spectroscopy

Laser-induced breakdown spectroscopy(LIBS)has become a widely used atomic spectroscopic technique for rapid coal analysis.However,the vast amount of spectral information in LIBS contains signal uncertainty,which can affect its quantification performance.In this work,we propose a hybrid variable selection method to improve the performance of LIBS quantification.Important variables are first identified using Pearson's correlation coefficient,mutual information,least absolute shrinkage and selection operator(LASSO)and random forest,and then filtered and combined with empirical variables related to fingerprint elements of coal ash content.Subsequently,these variables are fed into a partial least squares regression(PLSR).Additionally,in some models,certain variables unrelated to ash content are removed manually to study the impact of variable deselection on model performance.The proposed hybrid strategy was tested on three LIBS datasets for quantitative analysis of coal ash content and compared with the corresponding data-driven baseline method.It is significantly better than the variable selection only method based on empirical knowledge and in most cases outperforms the baseline method.The results showed that on all three datasets the hybrid strategy for variable selection combining empirical knowledge and data-driven algorithms achieved the lowest root mean square error of prediction(RMSEP)values of 1.605,3.478 and 1.647,respectively,which were significantly lower than those obtained from multiple linear regression using only 12 empirical variables,which are 1.959,3.718 and 2.181,respectively.The LASSO-PLSR model with empirical support and 20 selected variables exhibited a significantly improved performance after variable deselection,with RMSEP values dropping from 1.635,3.962 and 1.647 to 1.483,3.086 and 1.567,respectively.Such results demonstrate that using empirical knowledge as a support for datadriven variable selection can be a viable approach to improve the accuracy and reliability of LIBS quantification.

The influence of resistance exercise training prescription variables on skeletal muscle mass,strength,and physical function in healthy adults:An umbrella review

Purpose:The aim of this umbrella review was to determine the impact of resistance training(RT)and individual RT prescription variables on muscle mass,strength,and physical function in healthy adults.Methods:Following Preferred Reporting Items for Systematic Reviews and Meta-Analyses(PRISMA)guidelines,we systematically searched and screened eligible systematic reviews reporting the effects of differing RT prescription variables on muscle mass(or its proxies),strength,and/or physical function in healthy adults aged>18 years.Results:We identified 44 systematic reviews that met our inclusion criteria.The methodological quality of these reviews was assessed using A Measurement Tool to Assess Systematic Reviews;standardized effectiveness statements were generated.We found that RT was consistently a potent stimulus for increasing skeletal muscle mass(4/4 reviews provide some or sufficient evidence),strength(4/6 reviews provided some or sufficient evidence),and physical function(1/1 review provided some evidence).RT load(6/8 reviews provided some or sufficient evidence),weekly frequency(2/4 reviews provided some or sufficient evidence),volume(3/7 reviews provided some or sufficient evidence),and exercise order(1/1 review provided some evidence)impacted RT-induced increases in muscular strength.We discovered that 2/3 reviews provided some or sufficient evidence that RT volume and contraction velocity influenced skeletal muscle mass,while 4/7 reviews provided insufficient evidence in favor of RT load impacting skeletal muscle mass.There was insufficient evidence to conclude that time of day,periodization,inter-set rest,set configuration,set end point,contraction velocity/time under tension,or exercise order(only pertaining to hypertrophy)influenced skeletal muscle adaptations.A paucity of data limited insights into the impact of RT prescription variables on physical function.Conclusion:Overall,RT increased muscle mass,strength,and physical function compared to no exercise.RT intensity(load)and weekly frequency impacted RT-induced increases in muscular strength but not muscle hypertrophy.RT volume(number of sets)influenced muscular strength and hypertrophy.

Hybrid Dynamic Variables-Dependent Event-Triggered Fuzzy Model Predictive Control

This article focuses on dynamic event-triggered mechanism(DETM)-based model predictive control(MPC) for T-S fuzzy systems.A hybrid dynamic variables-dependent DETM is carefully devised,which includes a multiplicative dynamic variable and an additive dynamic variable.The addressed DETM-based fuzzy MPC issue is described as a “min-max” optimization problem(OP).To facilitate the co-design of the MPC controller and the weighting matrix of the DETM,an auxiliary OP is proposed based on a new Lyapunov function and a new robust positive invariant(RPI) set that contain the membership functions and the hybrid dynamic variables.A dynamic event-triggered fuzzy MPC algorithm is developed accordingly,whose recursive feasibility is analysed by employing the RPI set.With the designed controller,the involved fuzzy system is ensured to be asymptotically stable.Two examples show that the new DETM and DETM-based MPC algorithm have the advantages of reducing resource consumption while yielding the anticipated performance.

A novel variable-order fractional chaotic map and its dynamics

In recent years,fractional-order chaotic maps have been paid more attention in publications because of the memory effect.This paper presents a novel variable-order fractional sine map(VFSM)based on the discrete fractional calculus.Specially,the order is defined as an iterative function that incorporates the current state of the system.By analyzing phase diagrams,time sequences,bifurcations,Lyapunov exponents and fuzzy entropy complexity,the dynamics of the proposed map are investigated comparing with the constant-order fractional sine map.The results reveal that the variable order has a good effect on improving the chaotic performance,and it enlarges the range of available parameter values as well as reduces non-chaotic windows.Multiple coexisting attractors also enrich the dynamics of VFSM and prove its sensitivity to initial values.Moreover,the sequence generated by the proposed map passes the statistical test for pseudorandom number and shows strong robustness to parameter estimation,which proves the potential applications in the field of information security.

A Stroke-Limitation AMD Control System with Variable Gain and Limited Area for High-Rise Buildings

Collisions between a moving mass and an anti-collision device increase structural responses and threaten structural safety.An active mass damper(AMD)with stroke limitations is often used to avoid collisions.However,a strokelimited AMD control system with a fixed limited area shortens the available AMD stroke and leads to significant control power.To solve this problem,the design approach with variable gain and limited area(VGLA)is proposed in this study.First,the boundary of variable-limited areas is calculated based on the real-time status of the moving mass.The variable gain(VG)expression at the variable limited area is deduced by considering the saturation of AMD stroke.Then,numerical simulations of a stroke-limited AMD control system with VGLA are conducted on a high-rise building structure.These numerical simulations show that the proposed approach has superior strokelimitation performance compared with a stroke-limited AMD control system with a fixed limited area.Finally,the proposed approach is validated through experiments on a four-story steel frame.

An approximate analytical model for unconventional reservoir considering variable matrix blocks and simultaneous matrix depletion

In regard to unconventional oil reservoirs,the transient dual-porosity and triple-porosity models have been adopted to describe the fluid flow in the complex fracture network.It has been proven to cause inaccurate production evaluations because of the absence of matrix-macrofracture communication.In addition,most of the existing models are solved analytically based on Laplace transform and numerical inversion.Hence,an approximate analytical solution is derived directly in real-time space considering variable matrix blocks and simultaneous matrix depletion.To simplify the derivation,the simultaneous matrix depletion is divided into two parts:one part feeding the macrofractures and the other part feeding the microfractures.Then,a series of partial differential equations(PDEs)describing the transient flow and boundary conditions are constructed and solved analytically by integration.Finally,a relationship between oil rate and production time in real-time space is obtained.The new model is verified against classical analytical models.When the microfracture system and matrix-macrofracture communication is neglected,the result of the new model agrees with those obtained with the dual-porosity and triple-porosity model,respectively.Certainly,the new model also has an excellent agreement with the numerical model.The model is then applied to two actual tight oil wells completed in western Canada sedimentary basin.After identifying the flow regime,the solution suitably matches the field production data,and the model parameters are determined.Through these output parameters,we can accurately forecast the production and even estimate the petrophysical properties.

Theoretical and experimental investigations on an X-shaped vibration isolator with active controlled variable stiffness

A novel X-shaped variable stiffness vibration isolator(X-VSVI)is proposed.The Runge-Kutta method,harmonic balance method,and wavelet transform spectra are introduced to evaluate the performance of the X-VSVI under various excitations.The layer number,the installation angle of the X-shaped structure,the stiffness,and the active control parameters are systematically analyzed.In addition,a prototype of the X-VSVI is manufactured,and vibration tests are carried out.The results show that the proposed X-VSVI has a superior adaptability to that of a traditional X-shaped mechanism,and shows excellent vibration isolation performance in response to different amplitudes and forms of excitations.Moreover,the vibration isolation efficiency of the device can be improved by appropriate adjustment of parameters.

Improved Variable Forgetting Factor Proportionate RLS Algorithm with Sparse Penalty and Fast Implementation Using DCD Iterations

The proportionate recursive least squares(PRLS)algorithm has shown faster convergence and better performance than both proportionate updating(PU)mechanism based least mean squares(LMS)algorithms and RLS algorithms with a sparse regularization term.In this paper,we propose a variable forgetting factor(VFF)PRLS algorithm with a sparse penalty,e.g.,l_(1)-norm,for sparse identification.To reduce the computation complexity of the proposed algorithm,a fast implementation method based on dichotomous coordinate descent(DCD)algorithm is also derived.Simulation results indicate superior performance of the proposed algorithm.

Sufficient variable selection of high dimensional nonparametric nonlinear systems based on Fourier spectrum of density-weighted derivative

The variable selection of high dimensional nonparametric nonlinear systems aims to select the contributing variables or to eliminate the redundant variables.For a high dimensional nonparametric nonlinear system,however,identifying whether a variable contributes or not is not easy.Therefore,based on the Fourier spectrum of densityweighted derivative,one novel variable selection approach is developed,which does not suffer from the dimensionality curse and improves the identification accuracy.Furthermore,a necessary and sufficient condition for testing a variable whether it contributes or not is provided.The proposed approach does not require strong assumptions on the distribution,such as elliptical distribution.The simulation study verifies the effectiveness of the novel variable selection algorithm.

Large-scale particle trapping by acoustic vortices with a continuously variable topological charge

Strengthened directivity with higher-order side lobes can be generated by the transducer with a larger radius at a higher frequency. The multi-annular pressure distributions are displayed in the cross-section of the acoustic vortices(AVs)which are formed by side lobes. In the near field, particles can be trapped in the valley region between the two annuli of the pressure peak, and cannot be moved to the vortex center. In this paper, a trapping method based on a sector transducer array is proposed, which is characterized by the continuously variable topological charge(CVTC). This acoustic field can not only enlarge the range of particle trapping but also improve the aggregation degree of the trapped particles. In the experiments, polyethylene particles with a diameter of 0.2 mm are trapped into the multi-annular valleys by the AV with a fixed topological charge. Nevertheless, by applying the CVTC, particles outside the radius of the AV can cross the pressure peak successfully and move to the vortex center. Theoretical studies are also verified by the experimental particles trapping using the AV with the continuous variation of three topological charges, and suggest the potential application of large-scale particle trapping in biomedical engineering.

Discovering Latent Variables for the Tasks With Confounders in Multi-Agent Reinforcement Learning

Efficient exploration in complex coordination tasks has been considered a challenging problem in multi-agent reinforcement learning(MARL). It is significantly more difficult for those tasks with latent variables that agents cannot directly observe. However, most of the existing latent variable discovery methods lack a clear representation of latent variables and an effective evaluation of the influence of latent variables on the agent. In this paper, we propose a new MARL algorithm based on the soft actor-critic method for complex continuous control tasks with confounders. It is called the multi-agent soft actor-critic with latent variable(MASAC-LV) algorithm, which uses variational inference theory to infer the compact latent variables representation space from a large amount of offline experience.Besides, we derive the counterfactual policy whose input has no latent variables and quantify the difference between the actual policy and the counterfactual policy via a distance function. This quantified difference is considered an intrinsic motivation that gives additional rewards based on how much the latent variable affects each agent. The proposed algorithm is evaluated on two collaboration tasks with confounders, and the experimental results demonstrate the effectiveness of MASAC-LV compared to other baseline algorithms.

A GENERALIZED SCALAR AUXILIARY VARIABLE METHOD FOR THE TIME-DEPENDENT GINZBURG-LANDAU EQUATIONS

This paper develops a generalized scalar auxiliary variable(SAV)method for the time-dependent Ginzburg-Landau equations.The backward Euler method is used for discretizing the temporal derivative of the time-dependent Ginzburg-Landau equations.In this method,the system is decoupled and linearized to avoid solving the non-linear equation at each step.The theoretical analysis proves that the generalized SAV method can preserve the maximum bound principle and energy stability,and this is confirmed by the numerical result,and also shows that the numerical algorithm is stable.

Fuzzy Control Optimization of Loading Paths for Hydroforming of Variable Diameter Tubes

The design of the loading path is one of the important research contents of the tube hydroforming process.Optimization of loading paths using optimization algorithms has received attention due to the inefficiency of only finite element optimization.In this paper,the hydroforming process of 5A02 aluminum alloy variable diameter tube was as the research object.Fuzzy control was used to optimize the loading path,and the fuzzy rule base was established based on FEM.The minimum wall thickness and wall thickness reduction rate were determined as input membership functions,and the axial feeds variable value of the next step was used as output membership functions.The results show that the optimized loading path greatly improves the uniformity of wall thickness and the forming effect compared with the linear loading path.The round corner lamination rate of the tube is 91.2%under the fuzzy control optimized loading path,which was increased by 47.1%and 22.6%compared with linear loading Path 1 and Path 2,respectively.Based on the optimized loading path in the experiment,the minimum wall thickness of the variable diameter tube was 1.32 mm and the maximum thinning rate was 12.4%.The experimental results were consistent with the simulation results,which verified the accuracy of fuzzy control.The research results provide a reference for improving the forming quality of thin-walled tubes and plates.

Protective benefits of HDPE board sand fences in an environment with variable wind directions on Gobi surfaces:wind tunnel study

The Golmud-Korla Railway in the Gobi area faces operational challenges due to sand hazards,caused by strong and variable winds.This study addresses these challenges by conducting wind tunnel tests to evaluate the protective benefits of High Density Polyethylene(HDPE)board sand fences,focusing on their orientation relative to various wind directions(referred to as'wind angle').This study found that the size of the low-velocity zone on the leeward side of the sand fences(LSF)expanded with an increase in the wind angle(WA).At 1H(the height of the sand fence)and 2H positions on the LSF,the wind speed profiles(WSP)exhibited a segmented logarithmic growth,constrained by Z=H at varying WAs.The efficacy of the sand fence in obstructing airflow escalated as WA increased.The size of the WA has a significant impact on the protective efficiency of HDPE board sand fences.Furthermore,compared to typical sandy surfaces,the rate of sand transport across the Gobi surface diminishes more slowly with height,attributed to the gravel's rebound effect.This phenomenon allows some sand particles to bypass the fences,rendering them less effective at blocking wind and trapping sand than in sandy environments.This paper offers scientific evidence supporting the practical use and enhancement of HDPE board sand fences in varied wind conditions.

Oscillatory Dynamics of a Spherical Solid in a Liquid in an Axisymmetric Variable Cross Section Channel

The dynamics of a solid spherical body in an oscillating liquid flow in a vertical axisymmetric channel of variable cross section is experimentally studied.It is shown that the oscillating liquid leads to the generation of intense averaged flows in each of the channel segments.The intensity and direction of these flows depend on the dimensionless oscillating frequency.In the region of studied frequencies,the dynamics of the considered body is examined when the primary vortices emerging in the flow occupy the whole region in each segment.For a fixed frequency,an increase in the oscillation amplitude leads to a phase-inclusion holding effect,i.e.,the body occupies a quasi-stationary position in one of the cells of the vertical channel,while oscillating around its average position.It is also shown that the oscillating motion of a liquid column generates an averaged force acting on the body,the magnitude of which depends on the properties of the body and its position in the channel.The quasi-stationary position is determined by the relative density and size of the body,as well as the dimensionless frequency.The behavior of the body as a function of the amplitude and frequency of fluid oscillation and relative size is discussed in detail.Such findings may be used in the future to control the position of a phase inclusion and/or to strengthen mass transfer effects in a channel of variable cross section by means of fluid oscillations.

Improvement and security analysis of multi-ring discrete modulation continuous variable quantum secret sharing scheme

In order to avoid the complexity of Gaussian modulation and the problem that the traditional point-to-point communication DM-CVQKD protocol cannot meet the demand for multi-user key sharing at the same time, we propose a multi-ring discrete modulation continuous variable quantum key sharing scheme(MR-DM-CVQSS). In this paper, we primarily compare single-ring and multi-ring M-symbol amplitude and phase-shift keying modulations. We analyze their asymptotic key rates against collective attacks and consider the security key rates under finite-size effects. Leveraging the characteristics of discrete modulation, we improve the quantum secret sharing scheme. Non-dealer participants only require simple phase shifters to complete quantum secret sharing. We also provide the general design of the MR-DM-CVQSS protocol.We conduct a comprehensive analysis of the improved protocol's performance, confirming that the enhancement through multi-ring M-PSK allows for longer-distance quantum key distribution. Additionally, it reduces the deployment complexity of the system, thereby increasing the practical value.

Large-Scale Multi-Objective Optimization Algorithm Based on Weighted Overlapping Grouping of Decision Variables

The large-scale multi-objective optimization algorithm(LSMOA),based on the grouping of decision variables,is an advanced method for handling high-dimensional decision variables.However,in practical problems,the interaction among decision variables is intricate,leading to large group sizes and suboptimal optimization effects;hence a large-scale multi-objective optimization algorithm based on weighted overlapping grouping of decision variables(MOEAWOD)is proposed in this paper.Initially,the decision variables are perturbed and categorized into convergence and diversity variables;subsequently,the convergence variables are subdivided into groups based on the interactions among different decision variables.If the size of a group surpasses the set threshold,that group undergoes a process of weighting and overlapping grouping.Specifically,the interaction strength is evaluated based on the interaction frequency and number of objectives among various decision variables.The decision variable with the highest interaction in the group is identified and disregarded,and the remaining variables are then reclassified into subgroups.Finally,the decision variable with the strongest interaction is added to each subgroup.MOEAWOD minimizes the interactivity between different groups and maximizes the interactivity of decision variables within groups,which contributed to the optimized direction of convergence and diversity exploration with different groups.MOEAWOD was subjected to testing on 18 benchmark large-scale optimization problems,and the experimental results demonstrate the effectiveness of our methods.Compared with the other algorithms,our method is still at an advantage.

Electromagnetic Performance Analysis of Variable Flux Memory Machines with Series-magnetic-circuit and Different Rotor Topologies

In this paper,the electromagnetic performance of variable flux memory(VFM)machines with series-magnetic-circuit is investigated and compared for different rotor topologies.Based on a V-type VFM machine,five topologies with different interior permanent magnet(IPM)arrangements are evolved and optimized under same constrains.Based on two-dimensional(2-D)finite element(FE)method,their electromagnetic performance at magnetization and demagnetization states is evaluated.It reveals that the iron bridge and rotor lamination region between constant PM(CPM)and variable PM(VPM)play an important role in torque density and flux regulation(FR)capabilities.Besides,the global efficiency can be improved in VFM machines by adjusting magnetization state(MS)under different operating conditions.