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Association Journal of CSIAM
Supervised by Ministry of Education of PRC
Sponsored by Xi'an Jiaotong University
ISSN 1005-3085  CN 61-1269/O1

Table of Content

    15 December 2015, Volume 32 Issue 6 Previous Issue    Next Issue
    Application of Artificial Immune Network in Turbo-generator Set Condition Assessment and Forecasting
    DONG Xiao-ni, WEN Guang-rui, ZHANG Xiao-dong
    2015, 32 (6):  791-800.  doi: 10.3969/j.issn.1005-3085.2015.06.001
    Abstract ( 22 )   PDF (650KB) ( 5 )   Save
    By analyzing and comparing the common models and methods of state forecasting, a novel neural network technique, artificial immune network (AIN) in state forecasting of dyna-mical system is proposed to deal with the prediction problem. This paper is mainly focused on the AIN immune adjustment and immune planning, the network system structure designing, and the final model building. In order to examine the feasibility of AIN in state forecasting, the practical vibration data measured from some turbo-generator set are used to validate the performance of the AIN model by comparing it with a traditional BP neural network and RBF network model. The experiment results show that the proposed AIN model outperforms the BP neural network and RBF neural network based on the criteria of normalized mean square error, and it can capture the system dynamic behavior quickly, and track system responses accurately.
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    Efficient InSAR Phase Noise Filtering Based on Adaptive Dictionary Learning in Gradient Vector Domain
    LUO Xiao-mei, SUO Zhi-yong, LIU Qie-gen
    2015, 32 (6):  801-811.  doi: 10.3969/j.issn.1005-3085.2015.06.002
    Abstract ( 22 )   PDF (5557KB) ( 6 )   Save
    A novel phase noise filtering algorithm for InSAR using dictionary learning in the gradient vector domain is proposed. With this technique, the original optimization problem for the InSAR noise reduction is first established. However, due to the non-convexity of the optimization problem, it is difficult to solve. Then, by using the splitting technique and employing the augmented Lagrangian framework, we obtain a relaxed nonlinear constraint optimization problem with $l_1$-norm regularization which can be solved efficiently by the alternating direction method of multipliers. Specifically, we first train dictionaries from the horizontal and vertical gradients of the InSAR complex phase image sequentially, and then reconstruct the desired image from the sparse representations of both gradients. Numerical experiments on simulated and measured data show that the new InSAR phase noise reduction method has a better performance than several standard phase filtering methods in terms of residual counts, mean square error and maintenance of the fringe completeness.
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    An $M/M/2/K$ Queuing System with Threshold Policy and Multiple Vacations
    LI Hui, YUE De-quan
    2015, 32 (6):  812-822.  doi: 10.3969/j.issn.1005-3085.2015.06.003
    Abstract ( 21 )   PDF (165KB) ( 4 )   Save
    This paper studies an $M/M/2/K$ queuing system with a threshold policy and asynchronous multiple vacations, where the service rates of two servers are not identical. At the completion instant of a service, the first server will take a vacation if there is no waiting customer, while the other server starts a vacation when the number of customers in the waiting line is less than the threshold value. The main purpose of this paper is to provide guidence for decision makers through detailed research on the performance of this system. Using the matrix analysis method, we obtain the stationary probability vectors and analytical expressions of the queue indexes. Finally, we establish a cost model which analyzes the influence of defferent parameters on the minimum cost and optimal threshold value of the system.
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    Optimal Portfolio of Hedge Funds with High Water Marks under Knightian Uncertainty
    FEI Wei-yin, ZHU Tao-tao, FEI Chen
    2015, 32 (6):  823-834.  doi: 10.3969/j.issn.1005-3085.2015.06.004
    Abstract ( 21 )   PDF (246KB) ( 2 )   Save
    The hedge fund manager is often faced with the uncertainty of asset prices, where uncertainty includes both the classical probabilistic uncertainty and the Knightian uncertainty. We know that asset prices can be addressed by stochastic differential equations disturbed by a Brownian motion in the classical sense. However, due to the complexity of financial markets, it might be more reasonable that the interference sources of asset prices are characterized through Peng's G-Brownian motion. This paper investigates the optimal strategy of the fund manager's portfolio as the volatility of the asset price has Knightian uncertainty. First, we establish a dynamic model in which a fund manager invests in a riskless asset and a risky asset under the framework of G-Brownian motion. On the other hand, for the hedge fund with the contract of high water marks, the fund manager wants to maximize the expected net present value of the cumulative incentive fees. Then we deduce the corresponding G-Hamilton-Jacobi-Bellman equation of the value function with specific boundary conditions through the stochastic calculus and the stochastic dynamic programming method  under nonlinear expectations, and the corresponding optimal portfolio strategy of the fund manager is obtained. Finally, we give the static economic analyses for our results.
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    The Boundary Collocation Method for Anti-plane Problems with Central Cracks in the Finite Plate of One-dimensional Hexagonal Quasicrystals
    FANG Dan, LI Xing
    2015, 32 (6):  835-844.  doi: 10.3969/j.issn.1005-3085.2015.06.005
    Abstract ( 26 )   PDF (319KB) ( 4 )   Save
    The anti-plane problems of one-dimensional hexagonal quasicrystals with the central straight cracks in the finite plate are investigated by using the boundary collocation method.The stress functions can be expressed by selecting an appropriate displacement function under the boundary conditions and by using the properties of analytic functions. Then, the related stress intensity factor in the phonon and quantum fields can be obtained from the stress functions.It is shown that only the plate boundary conditions on the half rectangle are needed to be satisfied approximatively when employing the boundary collocation method due to the geometric symmetry. The influence of the stress intensity factor is investigated through numerical examples. The proposed method can be extended to other fracture problems in the one-dimensional hexagonal quasicrystals.
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    Steady-state Solutions of an SIR Epidemic Model with Spatial Heterogeneity
    JIANG Dan-hua, NIE Hua
    2015, 32 (6):  845-860.  doi: 10.3969/j.issn.1005-3085.2015.06.006
    Abstract ( 21 )   PDF (594KB) ( 3 )   Save
    To study the impact of spatial heterogeneity of environment and the movement of individuals on the persistence and extinction of a disease, we propose a spatial SIR reaction diffusion model. First, the basic reproduction number $R_{0}$ is defined and the effects of the diffusion of infected individuals on $R_{0}$ are analyzed. It is shown that if $R_{0}<1$, the disease-free equilibrium is globally asymptotically stable. If $R_{0}>1$, the disease-free equilibrium is unstable. Second, the existence and stability of endemic equilibrium are studied by the bifurcation theory for low risk domains. The results show that reducing the diffusion of the infected individuals is not the optimal strategy of eradicating diseases. But the instability of the endemic equilibrium implies that the disease can be controlled eventually.
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    Analysis of Animal Disease Transmission Model with Migration of Nearby Meadows
    FAN Jie-ru, JIN Zhen
    2015, 32 (6):  861-875.  doi: 10.3969/j.issn.1005-3085.2015.06.007
    Abstract ( 24 )   PDF (285KB) ( 2 )   Save
    The paper mainly examines the influemce of cross-infection among meadows and animal migration on the spread of animal diseases. Firstly, based on mechanism of epidemic transition, an animal disease spreading model with animal migration among adjacent meadows is established. Then, applying the qualitative stability theory of differential equations, we discuss the existence of disease-free equilibrium and endemic equilibrium, proving that the disease-free equilibrium is globally asymptotically stable. Finally, numerical simulations are performed to verify the theoretical analysis results and the sensitivity of the basic reproduction number with respect to different parameters. The results indicate that the transmission coefficient of individuals contacting the bacteria around environment and the coefficient of individuals immigration from nonadjacent farms have signifiant influence on the basic reproduction number.
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    A Compact Difference Scheme for the KdV Equation
    ZHAO Xiu-cheng, HUANG Lang-yang
    2015, 32 (6):  876-882.  doi: 10.3969/j.issn.1005-3085.2015.06.008
    Abstract ( 27 )   PDF (265KB) ( 3 )   Save
    Based on the classical finite difference method, the paper discusses the construction of a high accuracy difference scheme for the KdV equation with periodic boundary conditions. By introducing an intermediate function and a compact method to discretize the space area, a two-layer implicit compact difference scheme for the KdV equation is proposed. Using the Taylor expansion method, we show that the proposed scheme has second order accuracy in time direction, but can reach sixth order accuracy in spatial direction. The linear stability analysis method proves the scheme is stable. Numerical results show that the compact difference scheme proposed in this paper is effective, it has high accuracy in the spatial direction, and can also keep the conservations of momentum and energy well.
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    Conditional Lie-B$\ddot{\rm a}$cklund Symmetry and Invariant Subspace for Black-Scholes Equation
    ZUO Su-li, GOU Ming, LI Ji-na, HUANG Qing
    2015, 32 (6):  883-892.  doi: 10.3969/j.issn.1005-3085.2015.06.009
    Abstract ( 25 )   PDF (135KB) ( 3 )   Save
    The exact solution of partial differential equations, which contains rich information for the equations, is very important for describing the development of various phenomena and thus becomes a research focus of scientific fields such as mathematics, physics, economy and so on. In this paper, the generalized separable solutions for Black-Scholes equation, which is one of most important models arising in financial mathematics, are discussed. By using the conditional Lie-B$\ddot{\rm a}$cklund symmetry and invariant subspace theory, we obtain the conditional Lie-B$\ddot{\rm a}$cklund symmetries, which are similar to Euler equation. The conditional Lie-B$\ddot{\rm a}$cklund symmetries, which are admitted by Black-Scholes, are corresponding to high-order variable coefficient ordinary differential equations. At the same time, all of exact solutions associated to the conditional Lie-B$\ddot{\rm a}$cklund symmetries are performed.
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    The Dynamical Behavior and Numerical Simulation of a Nine-modes Lorenz Equations of Navier-Stokes Equations
    WANG He-yuan, CUI Jin
    2015, 32 (6):  893-897.  doi: 10.3969/j.issn.1005-3085.2015.06.010
    Abstract ( 20 )   PDF (1891KB) ( 4 )   Save
    In order to explore the stability of the flow, we study the nonlinear dynamical behavior and simulation problem of nine-modes Lorenz system for a two-dimensional incompressible Navier-Stokes equations. A new nine-modes truncation of Fourier series of Navier-Stokes equations for a two-dimensional incompressible fluid on a torus is obtained. The symmetry, dissipation and existence of attractors of the system are studied, and the stationary solution and their stability properties are discussed. Based on numerical simulation results of bifurcation diagram, the Lyapunov exponent spectrum, Poincare section and power spectrum of the system, some basic dynamical behavior of the new system are investigated briefly, the physics process and evolution of the dynamical behavior from fixed point to periodic and chaotic behaviors are presented simultaneously.
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    On the Growth of Solutions of a Class of Second Order Linear Differential Equations
    WU Xin, XIAO Li-peng
    2015, 32 (6):  898-908.  doi: 10.3969/j.issn.1005-3085.2015.06.011
    Abstract ( 23 )   PDF (148KB) ( 2 )   Save
    The aim of this paper is to consider the growth of solutions of certain second-order linear differential equation. The coefficients of the equation are polynomials in the complex exponential function, while the coefficients of the polynomials are transcendental integral functions. The value distribution theory is mainly used to show that the hyper-order of every nontrivial solution of the equation equals one when the coefficients of the equation satisfy certain conditions. The proof can be divided into two steps: firstly, it is shown that the growth order of every nontrivial solution of the considered equation equals infinity by contradiction and the properties of transcendental meromorphic functions; secondly, it is shown that the hyper-order of every nontrivial solution of the equation equals one by contradiction and the Wiman-Valiron theory. The obtained results generalize some previous results.
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    The Monotone Iterative Method for the Initial Value Problems for Impulsive Evolution Equations in Banach Space and Its Applications
    LI Ying, LI Jian
    2015, 32 (6):  909-919.  doi: 10.3969/j.issn.1005-3085.2015.06.012
    Abstract ( 22 )   PDF (164KB) ( 3 )   Save
    This paper investigates the solution of the initial value problem for first-order impulsive evolution equations in Banach space. Firstly, by using the monotone iterative method, we obtain the existence and uniqueness of the positive mild solution to the non-impulsive evolution equations on a finite interval without assuming the existence of upper and lower solutions and the equicontinuity of semigroup. Secondly, without the continuity and monotonicity of the impulsive function, we establish the existence and uniqueness of the positive mild solution to the impulsive evolution equations on an infinite interval by extending the finite interval, which improve the existing results. Finally, the gained abstract results are applied to the parabolic partial differential equations, which illustrates the validity of the obtained theorem in the application.
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    Asymptotic Solutions of Singularly Perturbed Equations for Large Parameter with Turning Point of $n$-th Order
    SHI Juan-rong
    2015, 32 (6):  920-926.  doi: 10.3969/j.issn.1005-3085.2015.06.013
    Abstract ( 22 )   PDF (118KB) ( 2 )   Save
    This paper considers the asymptotic solutions of a class of singularly perturbed equations for larger parameter with turning point of $n$-th order. Firstly, the outer solution when $n$ is odd or even, respectively, is obtained by using the Liouville-Green transformation. Then, the interior layer solution near the $x=0$ when $n$ is odd or even is constructed by introducing the stretching transformation and using the Bessel function. Finally, the arbitrary constants for the outer solution and interior layer solution are determined by using the matching principle. Thus, we obtain the uniformly valid asymptotic expression of the equation.
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    Adaptive Defect Correction for Linearized Viscoelastic Flow
    ZHANG Yun-zhang, WEI Hong-bo, HOU Yan-ren
    2015, 32 (6):  927-940.  doi: 10.3969/j.issn.1005-3085.2015.06.014
    Abstract ( 23 )   PDF (190KB) ( 3 )   Save
    This paper is concerned with some numerical computation on viscoelastic non-Newtonian fluids. Viscoelastic non-Newtonian fluids can be viewed as the intermediate states between the fluids and the solids. As viscoelastic non-Newtonian fluids is complex, it is very difficult to numerically solve the problem. In this paper, we combine the defect correction method and the adaptive method to study linearized viscoelastic fluid flow. A reliable a posteriori error estimate is derived for the adaptive defect correction method. Numerical experiments are provided which ill-ustrate the utility of the resulting adaptive defect correction method for linearized viscoelastic fluid flow. The obtained results can be viewed as the basis for further research on more complex viscoelastic non-Newtonian fluids.
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    A Couple Cox Risk Model about Proportional Reinsurance
    HE Li-juan, WANG Cheng-yong, ZHANG Kai
    2015, 32 (6):  941-948.  doi: 10.3969/j.issn.1005-3085.2015.06.015
    Abstract ( 23 )   PDF (115KB) ( 2 )   Save
    With the expansion and development of insurance business, insurance companies must purchase reinsurance of certain types of insurance to avoid the risk. To study the ruin probability of the insurance company after purchasing the reinsurance, this paper examines the effect of the proportional reinsurance in a couple Cox risk model. The new risk model assumes that both the occurrence of claims and the receiving of premiums follow the Cox processes. We get an upper bound for the ruin probability by using the martingale method and the stopping time criterion, and derive the Lundberg inequality for the ruin probability when the claim sizes follow an exponent distribution and the intensities of couple Cox processes satisfy a linear relation.
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