简介:theAlternatingSegmentCrank-Nicolsonschemeforone-dimensionaldiffusionequationhasbeendevelopedin[1],andtheAlternatingBlockCrank-Nicolsonmethodfortwo-dimensionalproblemin[2].Themethodshavetheadvantagesofparallelcomputing,stabilityandgoodaccuracy.Inthispaperforthetwo-dimensionaldiffusionequation,thenetregionisdividedintobands,aspecialkindofblock.ThismethodiscalledthealternatingBandCrank-Nicolsonmethod.
简介:Thecoordinationproblemofasupplychaincomprisingonesupplierandoneretailerundermarketdemanddisruptionisstudiedinthisarticle.Anovelexponentialdemandfunctionisadopted,andthepenaltycostisintroducedexplicitlytocapturethedeviationproductioncostcausedbythemarketdemanddisruption.Theoptimalstrategiesareobtainedfordifferentdisruptionscaleunderthecentralizedmode.Forthedecentralizedmode,itisprovedthatthesupplychaincanbefullycoordinatedbyadjustingthepricediscountpolicyappropriatelywhendisruptionoccurs.Furthermore,theauthorspointoutthatsimilarresultscanbeestablishedformoregeneraldemandfunctionsthatrepresentdifferentmarketcircumstancesifcertainassumptionsaresatisfied.
简介:Thispaperisconcernedwiththestatisticalmodelingofthedependencestructureofmultivariatefinancialdatausingthecopula,andtheapplicationofcopulafunctionsinVaRvaluation.Aftertheintroductionofthepurecopulamethodandthemaximumandminimummixturecopulamethod,authorspresentanewalgorithmbasedonthemoregeneralizedmixturecopulafunctionsandthedependencemeasure,andapplythemethodtotheportfolioofShanghaistockcompositeindexandShenzhenstockcomponentindex.Comparingwiththeresultsfromvariousmethods,onecanfindthatthemixturecopulamethodisbetterthanthepureGaussiancopulamethodandthemaximumandminimummixturecopulamethodondifierentVaRlevel.
简介:Modelinglog-mortalityratesonO-UtypeprocessesandforecastinglifeexpectanciesareexploredusingU.S.data.IntheclassicLee-Cartermodelofmortality,thetimetrendandtheage-specificpatternofmortalityoveragegrouparelinear,thisisnotthefeatureofmortalitmodel.Toavoidthisdisadvantage,O-Utypeprocesseswillbeusedtomodelthelog-mortalityinthispaper.Infact,thismodelisanAR(1)process,butwithanonlineartimedriftterm.BasedonthemortalitydataofAmericafromHumanMortalitydatabase(HMD),mortalityprojectionconsistentlyindicatesapreferenceformortalitywithO-UtypeprocessesoverthosewiththeclassicalLee-Cartermodel.Bymeansofthismodel,thelowboundsofmortalityratesateveryagearegiven.Therefore,lengtheningofmaximumlifeexpectanciesspanisestimatedinthispaper.
简介:Amathematicalmodelofapredator-preymodelwithIvlev'sfunctionalresponseconcerningintegratedpestmanagement(IPM)isproposedandanalyzed.Weshowthatthereexistsastablepest-eradicationperiodicsolutionwhentheimpulsiveperiodislessthansomecriticalvalues,Furthermore,theconditionsforthepermanenceofthesystemaregiverl.Byusingbifurcationtheory,weshowtheexistenceandstabilityofapositiveperiodicsolution.Theseresultsarequitedifferentfromthoseofthecorrespondingsystemwithoutimpulses.Numericalsimulationshowsthatthesystemweconsiderhasmorecomplexdynamicalbehaviors.Finally,itisprovedthatIPMstrageyismoreeffectivethantheclassicalone.