查看更多>>摘要：Ruin problems of continuous-time models with various dependence structures under risky investment are extensively studied in the literature. Those studies focus on dependence structures arising from insurance businesses themselves and pay few attentions to dependence between insurance risk and investment risk. This study considers a continuous-time Poisson risk model with insurance claims and investment return jumps shocked by common systematic risk factors. Systematic risk factors cause immediate jumps of investment returns but there are often random delays for insurers to settle incurred claims. The study further assumes that the arrival times of claims are delayed by a common random time to the ones of their corresponding investment return jumps. When claim sizes are heavy-tailed distributed, a uniform asymptotic estimate for ruin probabilities of the model is established and a numerical study is given to show the accuracy of the result. The result captures the effect of the dependence structures caused by systematic risk factors on the asymptotic behaviors of ruin probabilities and allows arbitrary dependence structures between claim sizes and their corresponding investment return jumps. (C) 2021 Elsevier Inc. All rights reserved.
查看更多>>摘要：The main purpose of this paper is to study the traveling wave solutions of the diffusive Lotka-Volterra systems with boundary conditions. With the help of Grobner bases elimination method, a series of new traveling wave solutions have been obtained through symbolic computation. In particular, it is worth noting that these traveling wave solutions may inspire us to explore new phenomena in this system. The obtained results in this paper substantially improve the corresponding results in the known literatures. Finally, we summarize the current study and give the future work. (C) 2021 Elsevier Inc. All rights reserved.
查看更多>>摘要：This manuscript brings some qualitative features of steepened wave in isentropic Chaplygin two-phase flows with a non-constant source term via Lie group transformation. The transport equation for steepened wave is determined. The behaviour of amplitude of steepened wave is investigated using the numerical solution of the system. The effects of inclination of the flow on the amplitude of singular surface are also shown. (C) 2021 Published by Elsevier Inc.
查看更多>>摘要：In this paper, a new identification method for discrete-time Hammerstein systems is proposed. The method is a joint use of discrete Fourier transform, backward shift method, and the least squares method. The frequency responses are obtained with sampled input and output data in the time domain through discrete Fourier transform. It is followed by the backward shift algorithm that was originally developed for estimating poles of linear time-invariant systems. After poles of linear subsystem are estimated, coefficients of linear and nonlinear subsystems are respectively determined by using the least squares (LS) method. The robustness of the backward shift algorithm guarantees the effectiveness of the proposed algorithm. Simulation results show that the poles of linear subsystem are well located. Thus, it is practical to identify discrete Hammerstein systems. (C) 2021 Published by Elsevier Inc.
查看更多>>摘要：In this study we consider the application of a Kansa-radial basis function (RBF) collocation method for solving two- and three-dimensional nonlinear boundary value problems (BVPs) of second and fourth order. In this variable shape parameter approach, a distinct shape parameter is linked with each RBF in the approximation of the solution and the total set of unknowns in the resulting discretized nonlinear problem comprises the RBF coefficients in the approximation and the set of (distinct) shape parameters. The solution of the system of nonlinear equations is achieved using the MATLAB (c) optimization toolbox functions fsolve or lsqnonlin. Unlike previous applications of these routines to nonlinear BVPs, we exploit the option offered in these functions to provide the analytical expression of the Jacobian of the nonlinear systems in question and show, in several numerical applications, how this leads to spectacular savings in computational time. (C) 2021 Elsevier Inc. All rights reserved.
查看更多>>摘要：Present paper deals with the investigation of stability under thermo-mechanical inplane loadings of a multilayered angle-ply rectangular plate utilizing Meshless method. A new Higher-order hypothesis is used in displacement fields to acquire the differential equations of the plate. These equtations are descritized with radial basis function (RBF) based meshless method. A MATLAB code is created to acquire the solutions and mode shapes. Convergence study has been led to check the current problem adequacy. Parametric examination is directed for buckling behaviour under the span to-thickness proportion, cover plot, impact of the number of layers and impact of length to width proportion. New results for rectangular plates made up of angle-ply overlay is presented. (C) 2021 Elsevier Inc. All rights reserved.
查看更多>>摘要：In this paper, an observer based dissipativity analysis for dynamical systems governed by partial differential equations (PDEs) of parabolic type is investigated. A second order PDEs with time-varying delays and external disturbances is considered. By constructing an appropriate Lyapunov-Krasovskii functional (LKF), a new set of sufficient conditions are obtained to guarantee the considered system is finite-time bounded (FTB) and finite-time extended dissipative (FTED). The observer based feedback controller design and dissipativity results are derived using the singular value decomposition (SVD) and linear matrix inequalities (LMIs). Finally, the results are verified with numerical example. (C) 2021 Elsevier Inc. All rights reserved.
查看更多>>摘要：In modern power systems, the connection between cyber part and physical part is more and more close and deeply coupled, while cyber-physical power systems (CPPS) can exactly describe the dynamic process of modern power grids. The problem of secure state estimation and attack reconstruction of cyber-attacks corrupting states of CPPS is addressed. First, the classical small signal model of CPPS under disturbance and cyber-attacks is established. Then, an intermediate observer is proposed to realize the security state estimation and state attack reconstruction of CPPS under cyber-attacks, meanwhile, the linear matrix inequality (LMI) is used to solve the parameters of the intermediate observer. Finally, an attack defense strategy satisfying optimal economic dispatch is proposed. Case studies are presented to assess the effectiveness of intermediate observer reconstruction and the effectiveness of defense strategy. (C) 2021 Elsevier Inc. All rights reserved.
查看更多>>摘要：It is a challenge to understand why cooperation is prevalent in human society, especially without a mechanism that benefits cooperators such as direct, indirect and strong reciprocity. We study an evolutionary process of public goods game among individuals in multiple groups in a population. We find that the existence of an independent cooperator group is beneficial to the rise of cooperation in the population, which is applicable to both Moran process and a so-called disaster update process proposed in this paper. However, the introduction of mutation can completely overturn the emerging trend of cooperation, and even let the defectors occupy the whole population for a short period of time, by continuously reducing the number of cooperator groups. In addition, the migration of individuals between groups can also inhibit cooperation. More specifically, a higher frequency of migration can reduce the probability of cooperators occupying the population, and extend the time it takes for the population to reach the stationary state. Furthermore, we find that a special kind of multi-individual migration, namely group division, can resist the anti-cooperation effect of mutation to some extent, mainly by maintaining a certain number of cooperator groups in the population. The aforementioned results suggest that cooperation can rise without strengthening the ability of cooperators to directly confront the defectors in a population composed of multiple groups. (C) 2021 Elsevier Inc. All rights reserved.
查看更多>>摘要：More often than not it is assumed a-priori that first-order, time-dependent systems of non-linear partial differential equations will be hyperbolic; such assumption may be incorrect and could produce misleading results, or no results at all, due to instabilities of the system itself. The present paper is concerned with the detailed theoretical and numerical study of a 4 x 4 non-linear, time-dependent first-order system that has been proposed for modelling the dynamics of cerebrospinal fluid in the spinal subarachnoid space [14,15,53]. The system has also been proposed as a model for the dynamics of the cerebrospinal fluid surrounding the optic nerve [45]; see also [39]; in this case however, there are physiological aspects that require clarification, before a realistic application of the present model to optic nerve physiology is considered. Here we address mathematical aspects and prove a well-posedness theorem that identifies necessary and sufficient conditions for the system to be strictly hyperbolic and conditions under which the system is of mixed elliptic-hyperbolic type. This result was anticipated in [53] and full details are given in [45]. We then address more generally the numerical implications for such type of systems. Solving numerically systems that contain a mixed elliptic-hyperbolic region is challenging. First, the use of upwind methods, so popular for hyperbolic first-order systems, is ruled out automatically here. One is then left with having to choose centred-type methods with great care. Moreover, the non-conservative character of the present system adds another challenge. Results for various representative examples are shown and analysed and the potential of the proposed model for simulating CSF dynamics in physiological and pathophysiological settings is discussed. (C) 2021 Elsevier Inc. All rights reserved.
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