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101.
Asymptotic expansions for the exponential growth rate, known as the Lyapunov exponent, and rotation numbers for two coupled oscillators driven by real noise are constructed. Such systems arise naturally in the investigation of the stability of steady-state motions of nonlinear dynamical systems and in parametrically excited linear mechanical systems. Almost-sure stability or instability of dynamical systems depends on the sign of the maximal Lyapunov exponent. Stability conditions are obtained under various assumptions on the infinitesimal generator associated with real noise provided that the natural frequencies are noncommensurable. The results presented here for the case of the infinitesimal generator having a simple zero eigenvalue agree with recent results obtained by stochastic averaging, where approximate ItÔ equations in amplitudes and phases are obtained in the sense of weak convergence.Dedicated to Thomas K. Caughey on the occasion of his 65th birthday. 相似文献
102.
Designing a majorization scheme for the recourse function in two-stage stochastic linear programming
José H. Dulá 《Computational Optimization and Applications》1993,1(4):399-414
We discuss issues pertaining to the domination from above of the second-stage recourse function of a stochastic linear program and we present a scheme to majorize this function using a simpler sublinear function. This majorization is constructed using special geometrical attributes of the recourse function. The result is a proper, simplicial function with a simple characterization which is well-suited for calculations of its expectation as required in the computation of stochastic programs. Experiments indicate that the majorizing function is well-behaved and stable. 相似文献
103.
Consider discrete storage processes that are modulated by environmental processes. Environmental processes cause interruptions in the input and/or output processes of the discrete storage processes. Due to the difficulties encountered in the exact analysis of such discrete storage systems, often Poisson flow and/or fluid flow models with the same modulating environmental processes are proposed as approximations for these systems. The analysis of Poisson flow and fluid flow models is much easier than that of the discrete storage processes. In this paper we give sufficient conditions under which the content of the discrete storage processes can be bounded by the Poisson flow and the fluid flow models. For example, we show that Poisson flow models and the fluid flow models developed by Kosten (and by Anick, Mitra and Sondhi) can be used to bound the performance of infinite (finite) source packetized voice/data communication systems. We also show that a Poisson flow model and the fluid flow model developed by Mitra can be used to bound the buffer content of a two stage automatic transfer line. The potential use of the bounding techniques presented in this paper, of course, transcends well beyond these examples.Supported in part by NSF grant DMS-9308149. 相似文献
104.
A. M. Chebotarev 《Mathematical Notes》1996,60(5):544-561
We prove that the Hudson-Parthasarathy equation corresponds, up to unitary equivalence, to the strong resolvent limit of Schrödinger Hamiltonians in Fock space and that the symmetric form of this equation corresponds to the weak limit of the Schrödinger Hamiltonians.Translated fromMatematicheskie Zametki, Vol. 60, No. 5, pp. 726–750, November, 1996. 相似文献
105.
In a general measure-theoretic context, it is proved that the action of a stochastic map on a pair of probability distributions can be characterized by the criterion of decreasing mixing distance. 相似文献
106.
A class of circuit-switching open queueing networks is discussed. The main result of the paper is that if extra message flows are not too intensive and the path distribution is mainly concentrated on the paths of (graph) distance 1 (nearest neighbour connections), then the network has a unique stationary working regime, no matter how large the configuration graph of the network is. Standard properties of this regime are established such as decay of correlation and continuity. 相似文献
107.
108.
We consider the relaxation dynamics of two quantum levels coupled to a stochastic bath. We emphasize that even if the matrix elements of the fluctuating Hamiltonian are Gaussian, a second-order cumulant truncation is not exact. For various stochastic models, including the case of a spin-1/2 particle in a fluctuating magnetic field, we calculate 1/T
1, the population relaxation rate, and 1/T
2, the phase relaxation rate, up to fourth order in perturbation theory. We show that unlike the commonly accepted second-order result that 1/T
21/2T
1, when fourth-order terms are included, in some instances 1/T
2<1/2T
1. 相似文献
109.
The relation between the aperiodic solution of the Lorenz model and that of a stochastic anharmonic oscillator is explored. The stochastic oscillator is constructed by replacing (t) in the Lorenz model by a stochastic variable(t) of specified statistics. The resulting system is of course not isomorphic to the Lorenz model, but does share with it a number of statistical properties. Thus, within the confines of these measures the two systems are physically very similar. 相似文献
110.
Darian E Hnizdo V Fedorowicz A Singh H Demchuk E 《Journal of computational chemistry》2005,26(7):651-660
A method of statistical estimation is applied to the problem of evaluating the absolute entropy of internal rotation in a molecule with two torsional degrees of freedom. The configurational part of the entropy is obtained as that of the joint probability density of an arbitrary form represented by a two-dimensional Fourier series, the coefficients of which are statistically estimated using a sample of the torsional angles of the molecule obtained by a stochastic simulation. The internal rotors in the molecule are assumed to be attached to a common frame, and their reduced moments of inertia are initially calculated as functions of the two torsional angles, but averaged over all the remaining internal degrees of freedom using the stochastic-simulation sample of the atomic configurations of the molecule. The torsional-angle dependence of the reduced moments of inertia can be also averaged out, and the absolute internal-rotation entropy of the molecule is obtained in a good approximation as the sum of the configurational entropy and a kinetic contribution fully determined by the averaged reduced moments of inertia. The method is illustrated using Monte Carlo simulations of isomers of stilbene and halogenated derivatives of propane. The two torsional angles in cis-stilbene are found to be much more strongly correlated than those in trans-stilbene, while the degree of the angular correlation in propane increases strongly on substitution of hydrogen atoms with chlorine. 相似文献