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COMPLETE MONOTONICITY OF THE PROBABILITY OF RUIN AND DE FINETTI'S DIVIDEND PROBLEM

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Journal of Systems Science & Complexity 2012年第1期25卷 178-185页

作者： hua dong Chuancun YIN School of Mathematical Sciences Qufu Normal University School of Mathematical Science and Computing Technology Central South University

This paper studies the complete monotonicity of the probability of ruin in the the classical risk model and the classical risk model that is perturbed by a diffusion. As a byproduct, the authors give an alternative p... 详细信息

关键词： Barrier strategy classical risk model complete monotonicity log-convexity optimaldividend problem perturbed classical risk model.

Phase-space tailoring for deterministic and in-situ regulation of photon transport

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Science China(Physics,Mechanics & Astronomy) 2022年第5期65卷 141-142页

作者： Chun-hua dong CAS Key Laboratory of Quantum Information University of Science and Technology of ChinaHefei 230026China CAS Center For Excellence in Quantum Information and Quantum Physics University of Science and Technology of ChinaHefei 230026China

Manipulating optical fields in microcavities is of great significance in fundamental optical physics and the development of advanced optical technology[1-7].In previous work,manipulating light dynamics in optical microcavities was carried out in real or momentum *** it has been successfully applied in many fields such as quantum optics and precision measurement.

关键词： space measurement momentum

Preparation and Characterization of Thermoresponsive Hyperbranched Polyethylenimine with Plenty of Reactive Primary Amine Groups

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Chinese Journal of Polymer Science 2014年第7期32卷 961-968页

作者： hua-ji Liu Run-hua dong 陈宇 Department of Chemistry School of SciencesTianjin UniversityCollaborative Innovation Center of Chemical Science and Engineering

Certain amount of primary amine （NH2） groups of hyperbranched polyethylenimine （HPEI） was first protected by Boc groups. Subsequently, the residual reactive amine groups were reacted with isobutyric anhydride to introduce isobutyramide （IBAm） groups to HPEI. Finally, Boc groups were deprotected to result in HPEI-IBAm-NH2 with 18% of primary amine terminals on the periphery and 80% of IBAm terminal groups （abbreviated as HPEI-IBAm0.80-NH2）. 1H-NMR characterization proved the successful preparation of the product in each step. Compared with its spatial isomer HPEI- IBAm0.8o without primary amine groups, IH-NMR spectra verified that more IBAm groups were located in the interior of HPEI-IBAm0.80-NH2. The further modification of ***-NH2 and HPEI-IBAmo.8o with p-nitrobenzaldehyde demonstrated that ***-NH2 was more reactive than HPEI-IBAm0.80 due to its possession of primary amines. Turbidimetry measurements showed that HPEI-IBAm0.80-NH2 was thermoresponsive in water. In the pH range of 9.5-10 its cloud point temperature （Top） was constant, and it increased obviously upon decreasing the pH below 9.5. The thermoresponsive HPEI-IBAmo.8 exhibited the similar trend, but the pH threshold to achieve the constant Top was around 8.5. Moreover, HPEI-IBAm0.8-NH2 showed higher Top and broader phase transition than HPEI-IBAm0.8. The mechanism leading to the different thermoresponsive properties between HPEI-IBAm0.8-NH2 and its spatial isomer HPEI-IBAm0.8 was discussed.

关键词： Hyperbranched Phase transition Polyethylenimine Spatial isomer Thermoresponsive polymers.

Total duration of negative surplus for a MAP risk model

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Applied Mathematics(A Journal of Chinese Universities) 2015年第4期30卷 397-406页

作者： dong hua ZHAO Xiang-hua School of Statistics Qufu Normal University

In this paper, we study the risk model with Markovian arrivals where we allow the surplus process to continue if the surplus falls below zero. We first derive expressions for the severity of ruin. Then by using the strong Markovian property of a two-dimensional Markov process and the expression for the severity of ruin, we obtain the Laplace transform of the total duration of negative surplus.

关键词： total duration of negative surplus Markovian arrival process deficit.

Phase-controlled quantum optomechanics

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Science China(Physics,Mechanics & Astronomy) 2023年第3期66卷 189-190页

Quantum entanglement,featuring nonclassical correlations between distinct and usually spatially separated systems,is one of the key traits of quantum *** creating and sharing entangled states between different nodes in a quantum network,a variety of novel quantum technologies well beyond the abilities of clas sical devices can be realized,ranging from quantum sensing to quantum information processing or communication.

关键词： quantum spatially separated

A matrix operator approach to a risk model with two classes of claims

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Frontiers of Mathematics in China 2012年第3期7卷 437-448页

作者： hua dong Zaiming LIU School of Mathematics Qufu Normal UniversityQufu 273165China School of Mathematics Central South UniversityChangsha 410075China

In this paper, we study a risk model with two independent classes of risks, in which both claim number processes are renewal processes with phasetype inter-arrival times. Using a generalized matrix Dickson-Hipp operator, a matrix Volterra integral equation for the Gerber-Shiu function is derived. And the analytical solution to the Gerber-Shiu function is also provided.

关键词： Gerber-Shiu function phase-type distribution Dickson-Hippoperator

A K-Means Clustering-Based Multiple Importance Sampling Algorithm for Integral Global Optimization

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Journal of the Operations Research Society of China 2023年第1期11卷 157-175页

作者： Chen Wang dong-hua Wu Department of Mathematics Shanghai UniversityShanghai200444China

In this paper, we propose a K-means clustering-based integral level-value estimation algorithm to solve a kind of box-constrained global optimization problem. For this purpose, we introduce the generalized variance function associated with the level-value of the objective function to be minimized. The variance function has a good property when Newton’s method is used to solve a variance equation resulting by setting the variance function to zero. We prove that the largest root of the variance equation is equal to the global minimum value of the corresponding optimization problem. Based on the K-means clustering algorithm, the multiple importance sampling technique is proposed in the implementable algorithm. The main idea of the cross-entropy method is used to update the parameters of sampling density function. The asymptotic convergence of the algorithm is proved, and the validity of the algorithm is verified by numerical experiments.

关键词： Global optimization Generalized variance function Multiple importance sampling K-means clustering algorithm

Wear and corrosion resistance of laser-cladded Fe-based composite coatings on AISI 4130 steel

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International Journal of Minerals,Metallurgy and Materials 2018年第6期25卷 716-728页

作者： Li Fan Hai-yan Chen Yao-hua dong Li-hua dong Yan-sheng Yin College of Ocean Science and Engineering Shanghai Maritime University Department of Marine Engineering Nantong Shipping College School of Mechanical Engineering Shanghai Jiaotong University

The wear and corrosion resistance of Fe_（72.2）Cr_（16.8）Ni_（7.3）Mo_（1.6）Mn_（0.7）C_（0.2）Si_（1.2） and Fe_（77.3）Cr_（15.8）Ni_（3.9）Mo_（1.1）Mn_（0.5）C_（0.2）Si_（1.2） coatings laser-cladded on AISI 4130 steel were *** coatings possess excellent wear and corrosion resistance despite the absence of expensive yttrium,tungsten,and cobalt and very little *** microstructure mainly consists of dendrites and eutectic phases,such as duplex（γ＋α）-Fe and the Fe–Cr（Ni）solid solution,confirmed via energy dispersive spectrometry and X-ray *** cladded Fe-based coatings have lower coefficients of friction,and narrower and shallower wear tracks than the substrate without the cladding,and the main wear mechanism is mild abrasive *** test results suggest that the soft Fe_（72.2）Cr_（16.8）Ni_（7.3）Mo_（1.6）Mn_（0.7）C_（0.2）Si_（1.2） coating with high Cr and Ni concentrations has high passivation resistance,low corrosion current,and positive corrosion potential,providing a better protective barrier layer to the AISI 4130 steel against corrosion.

关键词： Fe-based coating laser cladding AISI 4130 steel wear resistance corrosion resistance

NUMERICAL SIMULATION FOR SHALLOW FLOW AND POLLUTANT DISPERSION BASED ON QUAD-TREE MESHES

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Journal of Hydrodynamics 2006年第2期18卷 161-169页

作者： LIU Xiao-dong hua Zu-lin State Key Laboratory of Hydrology-Water Resources and Hydraulic Engineering Ministry of Education Key Laboratory of Integrated Regulation and Resource Development on Shallow LakesCollege of Environmental Science and Engineering Hohai UniversityNanjing 210098 China

A 2D depth-averaged flow-pollutant coupled model based on quad-tree meshes was established to accurately simulate flows in water areas with irregular natural boundaries in this paper. The grids were generated by recursive subdivision about seeding points. A new neighbor-finding algorithm was presented. The governing equations were discrctized in collocated conservative variables by using the finite volume method, and the normal flux of mass, momentum and pollutants across the interlace between cells were computed by a Godunov-type Flux Difference Splitting （FDS） scheme. The model was applied to simulate flow fields around a groin. The computed values are in agreement with observed data. The results indicate that quad-tree meshes have fine local resolution, high efficiency and easy local refinement. It is clear that the quad-tree grid model can offer gains in efficiency when applied to complex flow domains or strong shear flows. Finally the model is applied to flow fields and concentration fields simulation in Jiangsu Haizhou Bay. The simulated polluted area is matched well with observations. Therefore, this model can be used to predict flow and concentration fields of actual water area with irregular natural land boundaries.

关键词： quad-tree grid shallow flow numerical simulation dispersion Godunov-type