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On Optimal Sparse-Control Problems Governed by Jump-Diffusion Processes 被引量:1
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作者 Beatrice Gaviraghi Andreas Schindele +1 位作者 Mario Annunziato Alfio Borzì 《Applied Mathematics》 2016年第16期1978-2004,共27页
A framework for the optimal sparse-control of the probability density function of a jump-diffusion process is presented. This framework is based on the partial integro-differential Fokker-Planck (FP) equation that gov... A framework for the optimal sparse-control of the probability density function of a jump-diffusion process is presented. This framework is based on the partial integro-differential Fokker-Planck (FP) equation that governs the time evolution of the probability density function of this process. In the stochastic process and, correspondingly, in the FP model the control function enters as a time-dependent coefficient. The objectives of the control are to minimize a discrete-in-time, resp. continuous-in-time, tracking functionals and its L2- and L1-costs, where the latter is considered to promote control sparsity. An efficient proximal scheme for solving these optimal control problems is considered. Results of numerical experiments are presented to validate the theoretical results and the computational effectiveness of the proposed control framework. 展开更多
关键词 jump-diffusion processes Partial Integro-Differential Fokker-Planck Equation Optimal Control Theory Nonsmooth Optimization Proximal Methods
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Dividend Maximization when Cash Reserves Follow a Jump-diffusion Process
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作者 LI LI-LI FENG JING-HAI SONG LI-XIN 《Communications in Mathematical Research》 CSCD 2009年第2期143-158,共16页
This paper deals with the dividend optimization problem for an insurance company, whose surplus follows a jump-diffusion process. The objective of the company is to maximize the expected total discounted dividends pai... This paper deals with the dividend optimization problem for an insurance company, whose surplus follows a jump-diffusion process. The objective of the company is to maximize the expected total discounted dividends paid out until the time of ruin. Under concavity assumption on the optimal value function, the paper states some general properties and, in particular, smoothness results on the optimal value function, whose analysis mainly relies on viscosity solutions of the associated Hamilton-Jacobi-Bellman (HJB) equations. Based on these properties, the explicit expression of the optimal value function is obtained. And some numerical calculations are presented as the application of the results. 展开更多
关键词 jump-diffusion model dividend payment Hamilton-Jacobi-Bellmanequation viscosity solution
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An Actuarial Approach to Reload Option Valuation for a Non-tradable Risk Assets under Jump-diffusion Process and Stochastic Interest Rate 被引量:5
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作者 Cong-cong XU Zuo-liang XU 《Acta Mathematicae Applicatae Sinica》 SCIE CSCD 2018年第3期451-468,共18页
We use an actuarial approach to estimate the valuation of the reload option for a non-tradable risk asset under the jump-diffusion processes and Hull-White interest rate. We verify the validity of the actuarial approa... We use an actuarial approach to estimate the valuation of the reload option for a non-tradable risk asset under the jump-diffusion processes and Hull-White interest rate. We verify the validity of the actuarial approach to the European vanilla option for non-tradable assets. The formulas of the actuarial approach to the reload option are derived from the fair premium principle and the obtained results are arbitrage. Numerical experiments are conducted to analyze the effects of different parameters on the results of valuation as well as their differences from those obtained by the no-arbitrage approach. Finally, we give the valuations of the reload options under different parameters. 展开更多
关键词 Non-tradable assets reload option actuarial approach jump-diffusion processes stochastic inter-est rate
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A Hyper-Erlang Jump-Diffusion Process and Applications in Finance
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作者 DONG Yinghui HAN Min 《Journal of Systems Science & Complexity》 SCIE EI CSCD 2016年第2期557-572,共16页
This paper studies the first passage time problem for a reflected two-sided jump-diffusion risk model with the jumps having a hyper-Erlang distribution.The authors give the explicit closed-form expression for the join... This paper studies the first passage time problem for a reflected two-sided jump-diffusion risk model with the jumps having a hyper-Erlang distribution.The authors give the explicit closed-form expression for the joint Laplace transform of the first passage time and the overshoot for the reflected process.Finally,the formula is applied to the ruin problem under the barrier dividend strategy and the pricing of the Russian option. 展开更多
关键词 Barrier strategy first passage time hyper-Erlang distribution reflected jump-diffusion process Russian option.
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Optimal Control for Insurers with a Jump-diffusion Risk Process
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作者 吴锟 肖建武 罗荣华 《Chinese Quarterly Journal of Mathematics》 2015年第4期562-569,共8页
In this paper, the optimal XL-reinsurance of an insurer with jump-diffusion risk process is studied. With the assumptions that the risk process is a compound Possion process perturbed by a standard Brownian motion and... In this paper, the optimal XL-reinsurance of an insurer with jump-diffusion risk process is studied. With the assumptions that the risk process is a compound Possion process perturbed by a standard Brownian motion and the reinsurance premium is calculated according to the variance principle, the implicit expression of the priority and corresponding value function when the utility function is exponential are obtained. At last, the value function is argued, the properties of the priority about parameters are discussed and numerical results of the priority for various claim-size distributions are shown. 展开更多
关键词 HJB equation variance principle jump-diffusion process
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郭为与他的AI for Process
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作者 姜奇平 端利涛 《互联网周刊》 2026年第2期8-12,共5页
一、作为哲学的AI for Process(一)郭为的哲学思想1.郭为是谁郭为是谁?他是一位哲学家。顺便说,他同时还领导着神州数码。为什么说郭为是哲学家呢?因为他在著作中谈到高深的哲学,如“数据如水,奔流不息,无界融合”。他引述古希腊哲学家... 一、作为哲学的AI for Process(一)郭为的哲学思想1.郭为是谁郭为是谁?他是一位哲学家。顺便说,他同时还领导着神州数码。为什么说郭为是哲学家呢?因为他在著作中谈到高深的哲学,如“数据如水,奔流不息,无界融合”。他引述古希腊哲学家赫拉克利特所说的“万物流转”,又说“你不能两次踏进同一条河流,因为新的水不断地流过你的身旁”,他所表达的意思是“世界上唯一不变的就是变化”。 展开更多
关键词 AI for process 郭为
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Pricing Vulnerable Options with Correlated Credit Risk Under Jump-diffusion Processes When Corporate Liabilities Are Random 被引量:1
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作者 Qing ZHOU Jiao-jiao YANG Wei-xing WU 《Acta Mathematicae Applicatae Sinica》 SCIE CSCD 2019年第2期305-318,共14页
In this paper, we consider an improved model of pricing vulnerable options with credit risk. We assume that the vulnerable European options not only face default risk, but also face the rare shocks of the underlying a... In this paper, we consider an improved model of pricing vulnerable options with credit risk. We assume that the vulnerable European options not only face default risk, but also face the rare shocks of the underlying assets and the counterparty assets. The dynamics of two correlated assets are modeled as a class of jump diffusion processes. Furthermore, we assume that the dynamic of the corporate liability is a geometric Brownian motion that is related to the underlying asset and the counterparty asset. Under this new framework,we give an explicit pricing formula of the vulnerable European options. 展开更多
关键词 VULNERABLE option DEFAULT credit risk PRICING jump-diffusion
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THE JOINT DISTRIBUTIONS OF SOME ACTUARIAL DIAGNOSTICS FOR THE JUMP-DIFFUSION RISK PROCESS
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作者 吕玉华 吴荣 徐润 《Acta Mathematica Scientia》 SCIE CSCD 2010年第3期664-676,共13页
In this article, the joint distributions of several actuarial diagnostics which are important to insurers' running for the jump-diffusion risk process are examined. They include the ruin time, the time of the surplus... In this article, the joint distributions of several actuarial diagnostics which are important to insurers' running for the jump-diffusion risk process are examined. They include the ruin time, the time of the surplus process leaving zero ultimately (simply, the ultimately leaving-time), the surplus immediately prior to ruin, the supreme profits before ruin, the supreme profits and deficit until it leaves zero ultimately and so on. The explicit expressions for their distributions are obtained mainly by the various properties of Levy process, such as the homogeneous strong Markov property and the spatial homogeneity property etc, moveover, the many properties for Brownian motion. 展开更多
关键词 jump-diffusion risk process Brownian motion time of ruin ultimately leaving-time homogeneous strong Markov property
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Integro-Differential Equations for a Jump-Diffusion Risk Process with Dependence between Claim Sizes and Claim Intervals
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作者 Heli Gao 《Journal of Applied Mathematics and Physics》 2016年第11期2061-2068,共8页
The classical Poisson risk model in ruin theory assumed that the interarrival times between two successive claims are mutually independent, and the claim sizes and claim intervals are also mutually independent. In thi... The classical Poisson risk model in ruin theory assumed that the interarrival times between two successive claims are mutually independent, and the claim sizes and claim intervals are also mutually independent. In this paper, we modify the classical Poisson risk model to describe the surplus process of an insurance portfolio. We consider a jump-diffusion risk process compounded by a geometric Brownian motion, and assume that the claim sizes and claim intervals are dependent. Using the properties of conditional expectation, we establish integro-differential equations for the Gerber-Shiu function and the ultimate ruin probability. 展开更多
关键词 jump-diffusion Risk process Diffusion Geometric Brownian Motion Gerber-Shiu Function
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Linear-quadratic generalized Stackelberg games with jump-diffusion processes and related forward-backward stochastic differential equations 被引量:1
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作者 Na Li Jie Xiong Zhiyong Yu 《Science China Mathematics》 SCIE CSCD 2021年第9期2091-2116,共26页
A kind of linear-quadratic Stackelberg games with the multilevel hierarchy driven by both Brownian motion and Poisson processes is considered.The Stackelberg equilibrium is presented by linear forward-backward stochas... A kind of linear-quadratic Stackelberg games with the multilevel hierarchy driven by both Brownian motion and Poisson processes is considered.The Stackelberg equilibrium is presented by linear forward-backward stochastic differential equations(FBSDEs)with Poisson processes(FBSDEPs)in a closed form.By the continuity method,the unique solvability of FBSDEPs with a multilevel self-similar domination-monotonicity structure is obtained. 展开更多
关键词 Stackelberg game forward-backward stochastic differential equation stochastic optimal control linear-quadratic problem Poisson process
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Call for Papers from Agricultural Products Processing and Storage
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《肉类研究》 北大核心 2026年第1期I0017-I0017,共1页
Agricultural Products Processing and Storage(ISSN 3059-4510,Owner:Hunan Academy of Agricultural Sciences,China.Production and hosting:Springer Nature)is an international,peer-reviewed open access journal with the aim ... Agricultural Products Processing and Storage(ISSN 3059-4510,Owner:Hunan Academy of Agricultural Sciences,China.Production and hosting:Springer Nature)is an international,peer-reviewed open access journal with the aim to offer a platform for the rapid dissemination of signifi cant,novel,and high-impact research in the fi elds of agricultural product processing science,technology,engineering,and nutrition.Additionally,supplemental issues are curated and published to facilitate in-depth discussions on special topics. 展开更多
关键词 NUTRITION SCIENCE open access journal agricultural products processing STORAGE technology ENGINEERING agricultural product
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Numerical Simulation on Thermomechanical Coupling Process in Friction Stir-Assisted Wire Arc Additive Manufacturing
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作者 Li Long Xiao Yichen +2 位作者 Shi Lei Chen Ji Wu Chuansong 《稀有金属材料与工程》 北大核心 2026年第1期1-8,共8页
Wire arc additive manufacturing(WAAM)has emerged as a promising approach for fabricating large-scale components.However,conventional WAAM still faces challenges in optimizing microstructural evolution,minimizing addit... Wire arc additive manufacturing(WAAM)has emerged as a promising approach for fabricating large-scale components.However,conventional WAAM still faces challenges in optimizing microstructural evolution,minimizing additive-induced defects,and alleviating residual stress and deformation,all of which are critical for enhancing the mechanical performance of the manufactured parts.Integrating interlayer friction stir processing(FSP)into WAAM significantly enhances the quality of deposited materials.However,numerical simulation research focusing on elucidating the associated thermomechanical coupling mechanisms remains insufficient.A comprehensive numerical model was developed to simulate the thermomechanical coupling behavior in friction stir-assisted WAAM.The influence of post-deposition FSP on the coupled thermomechanical response of the WAAM process was analyzed quantitatively.Moreover,the residual stress distribution and deformation behavior under both single-layer and multilayer deposition conditions were investigated.Thermal analysis of different deposition layers in WAAM and friction stir-assisted WAAM was conducted.Results show that subsequent layer deposition induces partial remelting of the previously solidified layer,whereas FSP does not cause such remelting.Furthermore,thermal stress and deformation analysis confirm that interlayer FSP effectively mitigates residual stresses and distortion in WAAM components,thereby improving their structural integrity and mechanical properties. 展开更多
关键词 friction stir processing wire arc additive manufacturing numerical simulation thermomechanical coupling temperature field DEFORMATION
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DriftXMiner: A Resilient Process Intelligence Approach for Safe and Transparent Detection of Incremental Concept Drift in Process Mining
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作者 Puneetha B.H Manoj Kumar M.V +1 位作者 Prashanth B.S. Piyush Kumar Pareek 《Computers, Materials & Continua》 2026年第1期1086-1118,共33页
Processes supported by process-aware information systems are subject to continuous and often subtle changes due to evolving operational,organizational,or regulatory factors.These changes,referred to as incremental con... Processes supported by process-aware information systems are subject to continuous and often subtle changes due to evolving operational,organizational,or regulatory factors.These changes,referred to as incremental concept drift,gradually alter the behavior or structure of processes,making their detection and localization a challenging task.Traditional process mining techniques frequently assume process stationarity and are limited in their ability to detect such drift,particularly from a control-flow perspective.The objective of this research is to develop an interpretable and robust framework capable of detecting and localizing incremental concept drift in event logs,with a specific emphasis on the structural evolution of control-flow semantics in processes.We propose DriftXMiner,a control-flow-aware hybrid framework that combines statistical,machine learning,and process model analysis techniques.The approach comprises three key components:(1)Cumulative Drift Scanner that tracks directional statistical deviations to detect early drift signals;(2)a Temporal Clustering and Drift-Aware Forest Ensemble(DAFE)to capture distributional and classification-level changes in process behavior;and(3)Petri net-based process model reconstruction,which enables the precise localization of structural drift using transition deviation metrics and replay fitness scores.Experimental validation on the BPI Challenge 2017 event log demonstrates that DriftXMiner effectively identifies and localizes gradual and incremental process drift over time.The framework achieves a detection accuracy of 92.5%,a localization precision of 90.3%,and an F1-score of 0.91,outperforming competitive baselines such as CUSUM+Histograms and ADWIN+Alpha Miner.Visual analyses further confirm that identified drift points align with transitions in control-flow models and behavioral cluster structures.DriftXMiner offers a novel and interpretable solution for incremental concept drift detection and localization in dynamic,process-aware systems.By integrating statistical signal accumulation,temporal behavior profiling,and structural process mining,the framework enables finegrained drift explanation and supports adaptive process intelligence in evolving environments.Its modular architecture supports extension to streaming data and real-time monitoring contexts. 展开更多
关键词 process mining concept drift gradual drift incremental drift clustering ensemble techniques process model event log
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Neurodegenerative processes of aging: A perspective of restoration through insulin-like growth factor-1
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作者 Rosana Crespo Claudia Herenu 《Neural Regeneration Research》 2026年第4期1562-1563,共2页
The aging process is an inexorable fact throughout our lives and is considered a major factor in develo ping neurological dysfunctions associated with cognitive,emotional,and motor impairments.Aging-associated neurode... The aging process is an inexorable fact throughout our lives and is considered a major factor in develo ping neurological dysfunctions associated with cognitive,emotional,and motor impairments.Aging-associated neurodegenerative diseases are characterized by the progressive loss of neuronal structure and function. 展开更多
关键词 neurodegenerative diseases neurodegenerative processes cognitive impairments progressive loss neuronal structure function develo ping neurological dysfunctions insulin growth factor RESTORATION aging process
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Source process of the 2021 M_(W)6.6 outer rise earthquake off the west coast of northern Sumatra
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作者 Bagus Adi Wibowo Hongru Li +5 位作者 Anisa Nurbaeti Rahayu Ling Bai Supriyanto Rohadi Putu Hendra Widyadharma Abraham Arimuko Suko Prayitno Adi 《地球与行星物理论评(中英文)》 2026年第1期51-61,共11页
The complexity of the seismicity pattern for the subduction zone along the oceanic plate triggered the outer rise events and revealed cyclic tectonic deformation conditions along the plate subduction zones.The outer r... The complexity of the seismicity pattern for the subduction zone along the oceanic plate triggered the outer rise events and revealed cyclic tectonic deformation conditions along the plate subduction zones.The outer rise earthquakes have been observed along the Sunda arc,following the estimated rupture area of the 2005 M_(W)8.6 Nias earthquakes.Here,we used kinematic waveform inversion(KIWI)to obtain the source parameters of the 14 May 2021 M_(W)6.6 event off the west coast of northern Sumatra and to define the fault plane that triggered this outer rise event.The KIWI algorithm allows two types of seismic source to be configured:the moment tensor model to describe the type of shear with six moment tensor components and the Eikonal model for the rupture of pure double-couple sources.This method was chosen for its flexibility to be applied for different sources of seismicity and also for the automated full-moment tensor solution with real-time monitoring.We used full waveform traces from 8 broadband seismic stations within 1000 km epicentral distances sourced from the Incorporated Research Institutions for Seismology(IRIS-IDA)and Geofon GFZ seismic record databases.The initial origin time and hypocenter values are obtained from the IRIS-IDA.The synthetic seismograms used in the inversion process are based on the existing regional green function database model and were accessed from the KIWI Tools Green's Function Database.The obtained scalar seismic moment value is 1.18×10^(19)N·m,equivalent to a moment magnitude M_(W)6.6.The source parameters are 140°,44°,and−99°for the strike,dip,and rake values at a centroid depth of 10.2 km,indicating that this event is a normal fault earthquake that occurred in the outer rise area.The outer rise events with normal faults typically occur at the shallow part of the plate,with nodal-plane dips predominantly in the range of 30°-60°on the weak oceanic lithosphere due to hydrothermal alteration.The stress regime around the plate subduction zone varies both temporally and spatially due to the cyclic influences of megathrust earthquakes.Tensional outer rise earthquakes tend to occur after the megathrust events.The relative timing of these events is not known due to the viscous relaxation of the down going slab and poroelastic response in the trench slope region.The occurrence of the 14 May 2021 earthquake shows the seismicity in the outer rise region in the strongly coupled Sunda arc subduction zone due to elastic bending stress within the duration of the seismic cycle. 展开更多
关键词 outer rise earthquake kinematic waveform inversion source process
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Processing map for oxide dispersion strengthening Cu alloys based on experimental results and machine learning modelling
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作者 Le Zong Lingxin Li +8 位作者 Lantian Zhang Xuecheng Jin Yong Zhang Wenfeng Yang Pengfei Liu Bin Gan Liujie Xu Yuanshen Qi Wenwen Sun 《International Journal of Minerals,Metallurgy and Materials》 2026年第1期292-305,共14页
Oxide dispersion strengthened(ODS)alloys are extensively used owing to high thermostability and creep strength contributed from uniformly dispersed fine oxides particles.However,the existence of these strengthening pa... Oxide dispersion strengthened(ODS)alloys are extensively used owing to high thermostability and creep strength contributed from uniformly dispersed fine oxides particles.However,the existence of these strengthening particles also deteriorates the processability and it is of great importance to establish accurate processing maps to guide the thermomechanical processes to enhance the formability.In this study,we performed particle swarm optimization-based back propagation artificial neural network model to predict the high temperature flow behavior of 0.25wt%Al2O3 particle-reinforced Cu alloys,and compared the accuracy with that of derived by Arrhenius-type constitutive model and back propagation artificial neural network model.To train these models,we obtained the raw data by fabricating ODS Cu alloys using the internal oxidation and reduction method,and conducting systematic hot compression tests between 400 and800℃with strain rates of 10^(-2)-10 S^(-1).At last,processing maps for ODS Cu alloys were proposed by combining processing parameters,mechanical behavior,microstructure characterization,and the modeling results achieved a coefficient of determination higher than>99%. 展开更多
关键词 oxide dispersion strengthened Cu alloys constitutive model machine learning hot deformation processing maps
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A Multi-Stage Pipeline for Date Fruit Processing: Integrating YOLOv11 Detection, Classification, and Automated Counting
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作者 Ali S.Alzaharani Abid Iqbal 《Computers, Materials & Continua》 2026年第1期1327-1353,共27页
In this study,an automated multimodal system for detecting,classifying,and dating fruit was developed using a two-stage YOLOv11 pipeline.In the first stage,the YOLOv11 detection model locates individual date fruits in... In this study,an automated multimodal system for detecting,classifying,and dating fruit was developed using a two-stage YOLOv11 pipeline.In the first stage,the YOLOv11 detection model locates individual date fruits in real time by drawing bounding boxes around them.These bounding boxes are subsequently passed to a YOLOv11 classification model,which analyzes cropped images and assigns class labels.An additional counting module automatically tallies the detected fruits,offering a near-instantaneous estimation of quantity.The experimental results suggest high precision and recall for detection,high classification accuracy(across 15 classes),and near-perfect counting in real time.This paper presents a multi-stage pipeline for date fruit detection,classification,and automated counting,employing YOLOv11-based models to achieve high accuracy while maintaining real-time throughput.The results demonstrated that the detection precision exceeded 90%,the classification accuracy approached 92%,and the counting module correlated closely with the manual tallies.These findings confirm the potential of reducing manual labour and enhancing operational efficiency in post-harvesting processes.Future studies will include dataset expansion,user-centric interfaces,and integration with harvesting robotics. 展开更多
关键词 Date fruit cultivation YOLOv11 precision agriculture real-time processing automated fruit counting deep learning agricultural productivity
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LinguTimeX a Framework for Multilingual CTC Detection Using Explainable AI and Natural Language Processing
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作者 Omar Darwish Shorouq Al-Eidi +4 位作者 Abdallah Al-Shorman Majdi Maabreh Anas Alsobeh Plamen Zahariev Yahya Tashtoush 《Computers, Materials & Continua》 2026年第1期2231-2251,共21页
Covert timing channels(CTC)exploit network resources to establish hidden communication pathways,posing signi cant risks to data security and policy compliance.erefore,detecting such hidden and dangerous threats remain... Covert timing channels(CTC)exploit network resources to establish hidden communication pathways,posing signi cant risks to data security and policy compliance.erefore,detecting such hidden and dangerous threats remains one of the security challenges. is paper proposes LinguTimeX,a new framework that combines natural language processing with arti cial intelligence,along with explainable Arti cial Intelligence(AI)not only to detect CTC but also to provide insights into the decision process.LinguTimeX performs multidimensional feature extraction by fusing linguistic attributes with temporal network patterns to identify covert channels precisely.LinguTimeX demonstrates strong e ectiveness in detecting CTC across multiple languages;namely English,Arabic,and Chinese.Speci cally,the LSTM and RNN models achieved F1 scores of 90%on the English dataset,89%on the Arabic dataset,and 88%on the Chinese dataset,showcasing their superior performance and ability to generalize across multiple languages. is highlights their robustness in detecting CTCs within security systems,regardless of the language or cultural context of the data.In contrast,the DeepForest model produced F1-scores ranging from 86%to 87%across the same datasets,further con rming its e ectiveness in CTC detection.Although other algorithms also showed reasonable accuracy,the LSTM and RNN models consistently outperformed them in multilingual settings,suggesting that deep learning models might be better suited for this particular problem. 展开更多
关键词 Arabic language Chinese language covert timing channel CYBERSECURITY deep learning English language language processing machine learning
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An Integrated Approach to Condition-Based Maintenance Decision-Making of Planetary Gearboxes: Combining Temporal Convolutional Network Auto Encoders with Wiener Process
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作者 Bo Zhu Enzhi Dong +3 位作者 Zhonghua Cheng Xianbiao Zhan Kexin Jiang Rongcai Wang 《Computers, Materials & Continua》 2026年第1期661-686,共26页
With the increasing complexity of industrial automation,planetary gearboxes play a vital role in largescale equipment transmission systems,directly impacting operational efficiency and safety.Traditional maintenance s... With the increasing complexity of industrial automation,planetary gearboxes play a vital role in largescale equipment transmission systems,directly impacting operational efficiency and safety.Traditional maintenance strategies often struggle to accurately predict the degradation process of equipment,leading to excessive maintenance costs or potential failure risks.However,existing prediction methods based on statistical models are difficult to adapt to nonlinear degradation processes.To address these challenges,this study proposes a novel condition-based maintenance framework for planetary gearboxes.A comprehensive full-lifecycle degradation experiment was conducted to collect raw vibration signals,which were then processed using a temporal convolutional network autoencoder with multi-scale perception capability to extract deep temporal degradation features,enabling the collaborative extraction of longperiod meshing frequencies and short-term impact features from the vibration signals.Kernel principal component analysis was employed to fuse and normalize these features,enhancing the characterization of degradation progression.A nonlinear Wiener process was used to model the degradation trajectory,with a threshold decay function introduced to dynamically adjust maintenance strategies,and model parameters optimized through maximum likelihood estimation.Meanwhile,the maintenance strategy was optimized to minimize costs per unit time,determining the optimal maintenance timing and preventive maintenance threshold.The comprehensive indicator of degradation trends extracted by this method reaches 0.756,which is 41.2%higher than that of traditional time-domain features;the dynamic threshold strategy reduces the maintenance cost per unit time to 55.56,which is 8.9%better than that of the static threshold optimization.Experimental results demonstrate significant reductions in maintenance costs while enhancing system reliability and safety.This study realizes the organic integration of deep learning and reliability theory in the maintenance of planetary gearboxes,provides an interpretable solution for the predictive maintenance of complex mechanical systems,and promotes the development of condition-based maintenance strategies for planetary gearboxes. 展开更多
关键词 Temporal convolutional network autoencoder full lifecycle degradation experiment nonlinear Wiener process condition-based maintenance decision-making fault monitoring
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Hyper-exponential jump-diffusion model under the barrier dividend strategy 被引量:1
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作者 DONG Ying-hui CHEN Yao ZHU Hai-fei 《Applied Mathematics(A Journal of Chinese Universities)》 SCIE CSCD 2015年第1期17-26,共10页
In this paper, we consider a hyper-exponential jump-diffusion model with a constant dividend barrier. Explicit solutions for the Laplace transform of the ruin time, and the Gerber- Shiu function are obtained via marti... In this paper, we consider a hyper-exponential jump-diffusion model with a constant dividend barrier. Explicit solutions for the Laplace transform of the ruin time, and the Gerber- Shiu function are obtained via martingale stopping. 展开更多
关键词 reflected jump-diffusion process barrier strategy ruin time Gerber-Shiu function hyper-exponential distribution.
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