Kinds Of Jumps Research Articles

An investment risk model with bilateral jumps

<abstract><p>In this paper, an investment risk model with bilateral jumps was considered, assuming the insurer invested the surplus in two types of assets, namely, risk-free and risky ones, in a certain proportion. First, the integral-differential equations of the Gerber-Shiu function related to ruin and penalty were obtained, then, the sinc approximation method was used to obtain a numerical solution. Furthermore, we presented a special example for finding the explicit solutions (ES). By calculating the relative errors of the approximate solution (SA) and ES, we verified the superiority of the sinc method. Finally, several examples under different kinds of jumps were provided to show the impact of parameters such as investment ratio, discount factor or intensity of Poisson process on the ruin probability.</p></abstract>

Определение развития силовых и анаэробных способностей в прыжковых тестах: классификация, методология измерений и нормативы оценки прыжков вверх с места

Purpose : to define the methodology of carrying out the tests: standing high jump and to systematize the general notion about measuring of strength and anaerobic human abilities. Material and Methods : methods of theoretic analysis and generalization, method of search and study of scientific information were used. Results : the standing high jump classification which helps to differentiate jumps according to the way of fulfillment and estimation of the development of motor abilities ware founded. Conclusion : the methodology of doing different kinds of jumps is described.

Anticipated Default Stopping Time with Jump Diffusion Process

This study extends the framework of Merton (1976) by examining the corporate defaultable debt, the equity and the firm values with jump diffusion processes. We look at the correlation effect of cascade falls in firm values on the value of the debt and its credit spreads. Two kinds of jumps have been chosen, including the double exponential jumps and the normal jumps, to model the distribution of the jump sizes. The described method has closed-form results in both models for equity, debt and firm values. The results of this study have the same forms as those of Merton. However, in both models, the credit spreads are modified significantly in comparison with those of Merton due to correlation jumps’ assumptions that have been used in this model.

USEFULNESS AND METABOLIC IMPLI-CATIONS OF A 60-SECOND REPEATED JUMPS TEST AS A PREDICTOR OF ACROBATIC JUMPING PERFORMANCE IN GYMNASTS

Gymnastics floor exercises are composed of a set of four to five successive acrobatic jumps usually called a “series”. The aims of the study were: 1) to relate the acrobatic gymnastics performance of these series with a repeated jumps test of similar duration (R60), 2) to study the relation between R60 and physiological parameters (heart rate and blood lactate), and the performance obtained in different kinds of jumps, 3) to confirm whether R60, executed without a damped jumping technique, can be considered an anaerobic lactic power test. Twenty male and twenty-four female gymnasts performed three repeated jumps tests for 5 s (R5), 10 s (R10) and 60 s (R60) and vertical jumps, such as drop jumps (DJ), squat jumps (SJ) and countermovement jumps (CMJ). We assessed heart rate (HR) and blood lactate during R10 and R60. The average values of the maximal blood lactate concentration (Lmax) after R10 (males = 2.5±0.6 mmol · l−1; females = 2.1±0.8 mmol · l−1) confirm that anaerobic glycolysis is not activated to a high level. In R60, the Lmax (males = 7.5±1.7 mmol · l−1 females = 5.9±2.1 mmol · l−1) that was recorded does not validate R60 as an anaerobic lactic power test. We confirmed the relation between the average power obtained in R60 (R60Wm) and the acrobatic performance on the floor. The inclusion in the multiple regression equation of the best power in DJ and the best flight-contact ratio (FC) in R5 confirms the influence of other non-metabolic components on the variability in R60 performance, at least in gymnasts.

Diffusion under a Stress in Metals and Interstitial Alloys

Elastic fields, generating by precipitates, cracks, dislocations and other defects of the structure, influence the diffusion processes. It leads to the alteration of the phase transformation kinetic, segregation formation and changes of the alloy properties. However, understanding the effects of strain on diffusion in solids is now limited. One of the chief aims of our approach is to obtain the general equations for the diffusion fluxes under strain that give the possibility of using these equations at low temperatures, as in this case, the strain influence on the diffusion fluxes is manifested in maximal degree. Recently some important generalization of our approach was done and equations for the vacancy fluxes in cubic metals were obtained. Now we have made the next step in the development of approach: general equations for the fluxes in interstitial alloys are obtained for different kinds of jumps in bcc and fcc structures. We are going to discuss the main features of the theory of diffusion under stress, to compare the equations for the fluxes and to present results of theory applications that are obtained with the help of computer simulations.

Diffusion coefficient of hydrogen in the Pd 3Mn compound as deduced from absorption measurements at high temperature

The hydrogen absorption rate has been investigated by the gas–solid reaction method in the disordered and ordered (L1 2) Pd 3Mn compound. With the disordered material the measurements were carried out from 825 K up to 1038 K, with the ordered one from 485 K to 666 K. The H absorption data, analyzed according to the second Fick's equation, provided the H chemical diffusion coefficient D c which exhibited an exponential temperature dependence. In the disordered state D c was higher than in the ordered one in agreement with previous lower temperature data from Gorsky relaxation. This finding could be accounted for in terms of the different kinds of jumps between adjacent interstitial (I) octahedral sites that H is able to make in the two different states of order. In the disordered state H diffusion takes place through sequences of I 6–I 6, I 6 ↔ I 5 and I 5–I 5 jumps (sub-index indicates the number of Pd atoms in the first atomic shell of an octahedral interstitial site), while in the state of order L1 2 the involved jumps are I 6 ↔ I 4 and I 4–I 4.

Single particle jumps in a binary Lennard-Jones system below the glass transition.

We study a binary Lennard-Jones system below the glass transition with molecular dynamics simulations. To investigate the dynamics we focus on events (jumps) where a particle escapes the cage formed by its neighbors. Using single particle trajectories we define a jump by comparing for each particle its fluctuations with its changes in average position. We find two kinds of jumps: "reversible jumps," where a particle jumps back and forth between two or more average positions, and "irreversible jumps," where a particle does not return to any of its former average positions, i.e., successfully escapes its cage. For all investigated temperatures both kinds of particles jump and both irreversible and reversible jumps occur. With increasing temperature, relaxation is enhanced by an increasing number of jumps and growing jump lengths in position and potential energy. However, the waiting time between two successive jumps is independent of temperature. This temperature independence might be due to aging, which is present in our system. We therefore also present a comparison of simulation data with three different histories. The ratio of irreversible to reversible jumps is also increasing with increasing temperature, which we interpret as a consequence of the increased likelihood of changes in the cages, i.e., a blocking of the "entrance" back into the previous cage. In accordance with this interpretation, the fluctuations both in position and energy are increasing with increasing temperature. A comparison of the fluctuations of jumping particles and nonjumping particles indicates that jumping particles are more mobile even when not jumping. The jumps in energy normalized by their fluctuations are decreasing with increasing temperature, which is consistent with relaxation being increasingly driven by thermal fluctuations. In accordance with subdiffusive behavior are the distributions of waiting times and jump lengths in position.

Single Particle Jumps in a Binary Lennard-Jones Glass

ABSTRACTWe study a binary Lennard-Jones mixture below the glass transition with molecular dynamics (MD) simulations. To investigate the dynamics of the system we define single particle jumps via their single particle trajectories. We find two kinds of jumps: metastable jumps, where a particle jumps back and forth between two or more states, and real jumps, where a particle does not return to any of its former states. For both the real and metastable jumps we present as a function of temperature the number of jumps, jump size, time between jumps, and energy.

A new model for the diffusion behavior of hydrogen in metallic glasses

Both experimental and simulation results have indicated the deviation from Arrhenius law of the diffusion coefficient of hydrogen in metallic glasses. This deviation was traditionally explained by the existence of various kinds of jumps or in terms of continuous distributions of activation energies due to different kinds of disorder. A new model is suggested, which relates this deviation to the temperature dependence of the short-range order (SRO). The suggested model is applied to simulate the diffusion behavior of hydrogen in dilute amorphous Fe–H, Fe–Si–H and Fe–B–H alloys. The effect of the alloying elements on the activation energy of hydrogen diffusion in amorphous iron is discussed in terms of their electronic structure and mean volume.

Stochastic integrals of point processes and the decomposition of two-parameter martingales

Let M be a square integrable martingale indexed by [0, 1] 2 with respect to a filtration which possesses the property of conditional independence. Assume that M has trajectories which are continuous for approach from the right upper quadrant and possess limits for the remaining three. M can have three kinds of jumps. A point t is a 0-jump if Δ t M = lim s↑ t [ M t − M ( t 1, s 2) − M ( s 1, t 2) + M s ] ≠ 0, a 1-jump if Δ t M = 0 and lim s 1↑ t 1 [ M t − M ( s 1, t 2) ] ≠ 0. Analogously, 2-jumps are defined. With the 0-jumps associate the two-parameter point process μ M which assigns unit point mass to nontrivial ( t, Δ t M), with the 1-jumps the one-parameter point process μ 1 M which puts unit mass to nontrivial ( t 1, Δ t 1 M (+, 1)), and with the 2-jumps a corresponding μ 2 M . We define stochastic integrals with respect to the compensated μ M , μ i M , i = 1, 2, with the help of which we can describe the jump components associated with the respective jumps in the orthogonal decomposition of M by discontinuous and continuous parts.

Modèle atomique de diffusion de l'oxygène dans le titane α

Calculations of the diffusion coefficients D ∥ c and D ⊥ c for interstitial oxygen in α-titanium were made on the basis of a rigorous analysis of the mechanisms of atomic jumping. This analysis is based on the possibility that an oxygen atom might jump from an octahedral site to a neighbouring octahedral site either directly through a common face or by way of one or two intermediate tetrahedral sites. Statistical counts of different kinds of jumps were made. If the jump energy through all the faces of the octahedrons and the tetrahedrons is the same, then D ∥c $ ̃ D ⊥c . However, in an actual lattice in wich ( c a ) 2 ≠ 8 3 , two distinct jump energies might be involved: one through the faces perpendicular to the c axis, the other through the other faces. The ratio of the diffusion cofficents D ∥c D ƒ ≤ 1,53 is then about the same as that of the jump frequencies. An estimate of the activation energies leads to values 1,32 ≤ D ∥c D ƒ ≤ 1,53 when the temperature changes from 1100 to 700 K.

Mechanical characteristics and fiber composition of human leg extensor muscles.

To investigate the influence of skeletal muscle fiber composition on the mechanical performance of human skeletal muscle under dynamic conditions, 34 physical education students with differing muscle fiber composition (M. vastus lateralis) were used as subjects to perform maximal vertical jumps on the force-platform. Two kinds of jumps were performed: one from a static starting position (SJ), the other with a preliminary counter-movement (CMJ). The calculated mechanical parameters included height of rise of center of gravity (h), average force (F), net impulse (NI) and average mechanical power (W). It was observed that the percentage of fast twitch fibers was significantly related (p less than 0.05--0.01) to these variables in SJ condition and also to h and NI of the positive work phase in CMJ. It is concluded that skeletal muscle fiber composition also determines performance in a multijoint movement. The result is explainable through the differences in the mechanical characteristics of the motor units and their respective muscle fibers.

Hydraulic jumps in an incompressible stratified fluid

A multi-layer model is used to describe a ‘two-dimensional’ continuously stratified fluid. We use a momentum theorem in each layer to derive an ordinary differential equation describing the vertical structure behind a jump. This equation is compared with the corresponding equation for continuous flow. As one would expect from the classical one-layer theory, they are identical up to second order for weak disturbances. The energy change across a jump is also derived. By requiring that energy be lost through a jump, we calculate when a weak jump is possible in general. Algorithms for computing jumps of arbitrary strength are given. To ensure that the flow after the jump is stable and also for a numerical reason to be stated in § 8, we require that the Richardson number after the jump be equal to or greater than S¼S. Numerical examples are given to show the range of parameters within which jumps are possible; the velocity profiles related to different kinds of jumps also appear. Since hydraulic jumps in a continuously stratified fluid have not yet been observed in any laboratory, it should be of interest to verify these calculations experimentally.