一类离散双险种风险模型的破产概率

研究了一类离散双险种风险模型,对此模型得到了最终破产概率的一般表达式,Lundberg不等式,及当险种Ⅱ的保费收取随机序列与两险种的个体索赔额均服从指数分布时的有限时间破产概率的上界估计.     

基于修正的威布尔分布的最小风险投资组合的理论研究

投资组合的风险和收益变量完全由它们收益的多元分布的信息所决定,传统的投资组合理论都是假定资产收益服从正态分布,而实证表明它具有明显的尖峰厚尾性.为了解决这个问题Sornette提出了一种修正的威布尔分布,文中基于修正的威布尔分布计算出了独立资产和共单调资产情形下投资的组合,并推导出最小风险投资组合的组成.     

Opportunistic preventive maintenance optimization for multi-unit series systems with combing multi-preventive maintenance techniques

This paper proposes a dynamic opportunistic preventive maintenance (PM) optimization policy for multi-unit series systems by integrating multi PM techniques. Two PM techniques, periodic PM and sequential PM, are considered. Whenever one of the units reaches its reliability threshold, a PM action has to be performed on that unit. At that time the whole system has to be stopped and PM opportunities arise for the other units of the system. An optimal PM practice is determined by maximizing the short-term cumulative opportunistic maintenance (OM) cost savings for the whole system. Numerical examples are given to show how this approach works. Finally, a comparison between the proposed PM policy and the other policies is given.     

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基于一类变时滞大系统全局指数稳定性的研究结果，提出了一种大系统指数收敛率的估计方法．利用此方法对该系统的指数收敛率进行了估计，得到了系统指数收敛率的估计式．该方法以大系统的系数矩阵以及与大系统关联的李雅普诺夫矩阵方程的解构造判定矩阵。利用M一矩阵理论，来确定系统的指数收敛率，计算简便，且与时间滞后量无关，便于在实践中应用．     

赋权独立系统

本文提出了赋权独立系统的概念，并且给出了一个独立系统成为赋权独立系统的三个充分必要条件。     

一类时间滞后关联大系统的全局指数稳定性

利用M-矩阵理论，通过构造适当的向量李雅普诺夫函数，研究一类具有时变时间滞后的线性关联大系统的全局指数稳定性．在时间滞后连续且有界的条件下，通过分析具有时间滞后的微分不等式的稳定性，得到了该类大系统全局指数稳定的一个判据．该判据利用大系统的系数矩阵以及与大系统关联的李雅普诺夫矩阵方程的解构造判定矩阵，根据判定矩阵是否为M-矩阵判定大系统的全局指数稳定性．该判据计算简便，且与时间滞后量无关，便于应用．     

Low cost and reliable anonymity protocols in P2P reputation systems

In peer-to-peer (P2P) reputation systems,each peer's trustworthiness is evaluated based on its pseudonym's rating values given by other peers. Since it is assumed that each peer has a long lived pseudonym,all the transactions conducted by the same peer may be linked by its pseudonym. Therefore,one of the fundamental challenges in P2P reputation systems is to protect peers' identity privacy. In this paper,we present two independent anonymity protocols to achieve all the peers' anonymity by changing pseudonym...     

解不定方程组的新方法

本文讨论了求解一类不定方程组的新方法,其系数矩阵形如其中K和(-H)为正定对称矩阵,应用平方根法分解K=UU~T以及S=UW~T,容易证明R=WW~T-H为正定对称的,进而分解R=VV~T,于是该方法具有平方根法的一切特点.最后对该方法进行了数值误差分析.     

一个新的二元copula类

建立了一个新的二元copula类,并证明了它所包含的二元函数是正二次相依的;同时给出了新的copula类的应用和相依性的讨论.     

Research on Nonlinear Dynamic Simulation and Fatigue Reliability Life Prediction for Synthesis Transmission System of Self-Propelled Gun

Aiming to the puzzle that the inner load of nonlinear synthesis transmission system is difficult to obtain, a new kind of virtual prototype establishment and simulation method is put forward. The influence on nonlinear vibration with flexible rotor, bearing backlash is analyzed based on a virtual prototype. To validate the virtual prototype of nonlinear gear transmission system, the corresponding test platform is established. The consistency between simulation results and test results proves that the simulation results of the virtual prototype can be used to calculate the fatigue reliability life of key components. A new kind of fatigue reliability life prediction method of gear system considering multi-random parameter distribution is put forward based on the fatiguestatistic theory. Considering the periodicity of gear meshing, linear interpolation method is adopted to obtain the stress-time course of random load spectrum based on the gear’s complicated torque provided by virtual prototype. The gear’s P-S_a-S_m-N curved cluster can be simulated based on material’s P-S-N curve. The simulation process considers the parameter distributions of stress concentration coefficients, dimension coefficients and surface quality treatment coefficients, and settles the puzzle that traditional test methods cannot acquire the gear’s fatigue life of all reliability levels. This method can provide the distribution function and the interval of fatigue reliability life of gear’s danger region, and has a guide meaning for the gear maintenance periods determination and reliability evaluation.     

新《公司法》与独立董事制度完善

2005年修改后的新《公司法》提出上市公司设立独立董事,标志着独立董事行使权力有法可依。本文研究了我国独立董事制度的产生和发展过程,阐述了我国股份公司中建立独立董事制度的必要性,并认为独立董事制度的完善不仅包括法律上的承认,还需要通过完善股东选举董事制度、强化独立董事职责、逐步完善董事会专门委员会制度以及建立独立董事协会,为独立董事制度的进一步发展创造条件。     

Classification of Stably Dissipative 3D Lotka-Volterra Systems and Their Necessary and Sufficient Condition for Being Stably Dissipative

By introducing the concepts of stably dissipative matrix and graph, some criteria conditions for stably dissipative matrix were given. On this basis, the method of graph theory was used to classify all stably dissipative 3D Lotka-Volterra systems and five classes of maximal stably dissipative graphs were obtained for these systems. Finally, the necessary and sufficient condition of being stably dissipative for every class was studied, under which the matrix associated with the graph is stably dissipative.     

Discussion on the design value of environmental condition in offshore structure design

Return period is generally adopted to calculate the design value of environmental condition in offshore structure design. However, it can not make relevant adjustment according to structure's, especially the mobile unit's, life time or its operation areas and usually make the design either insufficiently safe or rather uneconomical.A formula is developed to solve this problem in the case of the design wave height, where the risk, the design life, the distributions of wave heights in operation areas and the operating durations in each area are regarded as parameters. The applications of this method and the comparisons with the general method are presented. The result of this method is considered to be proper.     

不确定系统的鲁棒D控制

针对一类范数有界参数不确定线性连续系统,研究了使得闭环系统的所有极点均配置在给定部分扇形区域中的状态反馈控制器设计问题.基于线性矩阵不等式(LMI)处理方法,给出了不确定线性系统存在鲁棒D控制的充分条件,并利用使两个LMIs同时成立的可行解给出了状态反馈控制器的设计算法和设计步骤.最后,通过一算例验证了结果的正确性和有效性.     

基于无记忆非线性变换的相关非高斯雷达杂波的仿真

大量的实测数据表明,雷达杂波的分布特性明显偏离高斯分布。相关非高斯杂波的仿真主要包括对数正态、韦伯尔、K分布杂波的仿真。在杂波信号模拟中,需同时考虑杂波幅度概率分布和其相关特性。文中利用广义维纳过程的无记忆非线性变换法（ZMNL）来建模仿真,产生相关非高斯杂波。该仿真系统不仅可以实时动态地模拟实际采集的雷达杂波,而且可按给定的功率谱模型来产生满足非高斯分布的随机数据序列。仿真结果证明了此方法的有效性。     

时变移动通信系统的二进制反馈功率控制算法

蜂窝系统功率控制算法，主要集中于固定信道情形，并且大多数算法都需要两个或多个比特功率控制命令．考虑信道增益是时变的蜂窝系统功率控制问题，提出了一个新的二进制反馈功率控制算法，此算法仅需要一个比特功率控制命令．在一定假设条件下，证明了每一用户的信干比收敛于一个由信干比的目标值与功率控制步长所决定的特定范围之内．仿真结果表明提出的算法是可行的，可以应用于实际的移动通信系统．     

共因失效修理工多重休假的两相同部件串联系统的可靠性分析

研究了共因失效修理工多重休假的两相同部件串联系统的可靠性,在假定部件的失效分布服从指数分布,修理工修理时间和休假时间均服从一般连续型分布的条件下,利用补充变量法,得到了该系统的瞬时可用度和稳态可用度、系统的可靠度、系统的瞬时和稳态故障频度等重要可靠性指标。     

基于人工神经网络的FGM数据库设计

采用数据库管理技术和人工神经网络技术建立了FGM数据库,开发了管理和操纵该数据库的应用程序.利用该数据库可以查询编辑已知FGM材料组分、分布和性能之间的关系,预测未知FGM在给定材料组分和分布条件下的材料性能.作为应用实例,预测了SiC/C FGM的弯曲强度,并计算了预测误差,分析结果表明预测值与实验值较为吻合.     

逆变器驱动电机系统中共模耦合电流的研究

在电机驱动系统中，共模电压将会在电机内部的共模耦合回路中产生共模耦合电流，共模耦合电流将对系统构成共模干扰，并影响电机的使用寿命，因此对共模耦合电流的研究显得非常重要．文中分析了三相逆变器驱动电机系统中的共模激励源，发现共模响应只与系统的零序阻抗和共模阻抗有关，可以用等效的集总参数模型来模拟系统的共模耦合．在对电机内部的共模回路进行分析计算的基础上，得出了地电流及电机轴承电流的集总参数电路模型和参数确定方法，仿真和实验结果显示，该模型能对逆变器驱动电机系统中的地电流和轴承电流进行有效的预测。