Estimates of the tail of the stationary density function of certain nonlinear autoregressive processes

We consider the Markov chainX _n+1=T(X _n )+ _n , where { _n ;n1} is a ^d -valued random sequence of independent identically distributed random variables, and the functionT: ^{d d} is measurable and satisfies a suitable growth condition. Under certain conditions involvingT and the probability distribution of _n , we show that this Markov chain is ergodic. Moreover, we obtain sharp upper bounds for the tail of the corresponding stationary probability density function. In our proofs, we make use of the Leray-Schauder fixed-point theorem.     

Novel perturbation expansion for the Langevin equation

We discuss the randomly driven systemdx/dt= -W(x) +f(t), wheref(t) is a Gaussian random function or stirring force withf(t)f(t)=2(t–t), andW(x) is of the formgx ¹⁺². The parameter is a measure of the nonlinearity of the equation. We show how to obtain the correlation functionsx(t)f(t)···x(t( n)) _f as a power series in. We obtain three terms in the expansion and show how to use Padé approximants to analytically continue the answer in the variable. By using scaling relations, we show how to get a uniform approximation to the equal-time correlation functions valid for allg and.     

On the Interaction of Two Finite-Dimensional Quantum Systems

Interaction of quantum system S ^a described by the generalised × eigenvalue equation A| _s =E _s S ^a | _s (s=1,...,) with quantum system S ^b described by the generalised n×n eigenvalue equation B| _i = _i S ^b | _i (i=1,...,n) is considered. With the system S ^a is associated -dimensional space X ^a and with the system S ^b is associated an n-dimensional space X _n ^b that is orthogonal to X ^a . Combined system S is described by the generalised (+n)×(+n) eigenvalue equation [A+B+V]| _k = _k [S ^a +S ^b +P]| _k (k=1,...,n+) where operators V and P represent interaction between those two systems. All operators are Hermitian, while operators S ^a ,S ^b and S=S ^a +S ^b +P are, in addition, positive definite. It is shown that each eigenvalue _{k i} of the combined system is the eigenvalue of the × eigenvalue equation . Operator in this equation is expressed in terms of the eigenvalues _i of the system S ^b and in terms of matrix elements _s |V| _i and _s |P| _i where vectors | _s form a base in X ^a . Eigenstate | _k ^a of this equation is the projection of the eigenstate | _k of the combined system on the space X ^a . Projection | _k ^b of | _k on the space X _n ^b is given by | _k ^b =( _k S ^b –B)^–1(V– _k P})| _k ^a where ( _k S ^b –B)^–1 is inverse of ( _k S ^b –B) in X _n ^b . Hence, if the solution to the system S ^b is known, one can obtain all eigenvalues _{k i} } and all the corresponding eigenstates | _k of the combined system as a solution of the above × eigenvalue equation that refers to the system S ^a alone. Slightly more complicated expressions are obtained for the eigenvalues _{k i} } and the corresponding eigenstates, provided such eigenvalues and eigenstates exist.     

Perturbational approach to the electron correlation cusp applied to helium‐like atoms

A recently proposed perturbational approach to the electron correlation cusp problem 1 is tested in the context of three spherically symmetrical two‐electron systems: helium atom, hydride anion, and a solvable model system. The interelectronic interaction is partitioned into long‐ and short‐range components. The long‐range interaction, lacking the singularities responsible for the electron correlation cusp, is included in the reference Hamiltonian. Accelerated convergence of orbital‐based methods for this smooth reference Hamiltonian is shown by a detailed partial wave analysis. Contracted orbital basis sets constructed from atomic natural orbitals are shown to be significantly better for the new Hamiltonian than standard basis sets of the same size. The short‐range component becomes the perturbation. The low‐order perturbation equations are solved variationally using basis sets of correlated Gaussian geminals. Variational energies and low‐order perturbation wave functions for the model system are shown to be in excellent agreement with highly accurate numerical solutions for that system. Approximations of the reference wave functions, described by fewer basis functions, are tested for use in the perturbation equations and shown to provide significant computational advantages with tolerable loss of accuracy. Lower bounds for the radius of convergence of the resulting perturbation expansions are estimated. The proposed method is capable of achieving sub‐μHartree accuracy for all systems considered here. © 2003 Wiley Periodicals, Inc. Int J Quantum Chem, 2003     

Multi‐state multi‐reference Møller–Plesset second‐order perturbation theory for molecular calculations

This work presents multi‐state multi‐reference Møller–Plesset second‐order perturbation theory as a variant of multi‐reference perturbation theory to treat electron correlation in molecules. An effective Hamiltonian is constructed from the first‐order wave operator to treat several strongly interacting electronic states simultaneously. The wave operator is obtained by solving the generalized Bloch equation within the first‐order interaction space using a multi‐partitioning of the Hamiltonian based on multi‐reference Møller–Plesset second‐order perturbation theory. The corresponding zeroth‐order Hamiltonians are nondiagonal. To reduce the computational effort that arises from the nondiagonal generalized Fock operator, a selection procedure is used that divides the configurations of the first‐order interaction space into two sets based on the strength of the interaction with the reference space. In the weaker interacting set, only the projected diagonal part of the zeroth‐order Hamiltonian is taken into account. The justification of the approach is demonstrated in two examples: the mixing of valence Rydberg states in ethylene, and the avoided crossing of neutral and ionic potential curves in LiF. © 2005 Wiley Periodicals, Inc. Int J Quantum Chem, 2006     

Relativistic perturbation theory of molecular structure

Summary The recently developed relativistic double perturbation theory is extended to handle relativistic changes of molecular structure more easily. This is achieved by simple coordinate scalings. Accurate higher order mixed perturbation energies for H ₂ ⁺ are calculated. The relativistic changes of bond energy,DE, of bond length,R _e , and especially of force constant,k, and of anharmonicity,a, are large, up to 100%·(Z/c)². The dominant contributions tok anda are due to the indirect change of the nonrelativistick anda connected with the relativistic change of bond length. Accordingly the relativistic changes obey Badger's and Gordy's rules (–RDEk).Dedicated to Prof. Klaus Ruedenberg in appreciation of his fundamental contributions to both formal theory and physical explanations in quantum chemistry     

非线性Black-Scholes模型下算术平均亚式期权定价问题

在非线性Black-Scholes模型下,研究了算术平均亚式期权定价问题.首先利用单参数摄动方法,将亚式期权适合的偏微分方程分解成一系列常系数抛物方程.其次通过计算这些常系数抛物型方程的解,给出了算术平均亚式期权的近似定价公式.最后分析了近似结论的误差估计,并通过数值算例验证了所得近似结论的合理性.     

A comparative study on low‐order,amplitude‐equation and perturbation approaches in thermal convection

A comparison among three weakly nonlinear approaches for thermo‐gravitational instability in a Newtonian fluid layer heated from below is presented. First, the dynamical systems describing the time evolution of the problem from different weakly nonlinear approaches, namely, the Lorenz model, the amplitude equations and the perturbation expansion approaches are obtained. Next, the steady states and their stability, as well as the transient behaviour are obtained from each dynamical system. The similarity and difference among the three models are emphasized. The role of each of the nondimensional groups, the Rayleigh number and the Prandtl number is compared for the three models. The different approaches lead to similar behaviours when the Rayleigh number is just above its critical value and Prandtl number is high. However, only the dynamical system obtained from the amplitude equations is able to reflect the role of the Prandtl number. On the other hand, the amplitude equations and perturbation expansion techniques are not suitable for predicting the uniform oscillatory behaviour observed frequently in Rayleigh–Bénard convection. The novelty of the current work lies in studying the critical differences in the findings of the three popular approaches to investigate weakly nonlinear thermal convection for the first time. Copyright © 2011 John Wiley & Sons, Ltd.     

Numerical simulation and convergence analysis for a system of nonlinear singularly perturbed differential equations arising in population dynamics

In this article, we consider a system of nonlinear singularly perturbed differential equations with two different parameters. To solve this system, we develop a weighted monotone hybrid scheme on a nonuniform mesh. The proposed scheme is a combination of the midpoint scheme and the upwind scheme involving the weight parameters. The weight parameters enable the method to switch automatically from the midpoint scheme to the upwind scheme as the nodal points start moving from the inner region to the outer region. The nonuniform mesh in particular the adaptive grid is constructed using the idea of equidistributing a positive monitor function involving the solution gradient. The method is shown to be second order convergent with respect to the small parameters. Numerical experiments are presented to show the robustness of the proposed scheme and indicate that the estimate is optimal.     

Equilibrium analysis for a mass-conserving model in presence of cavitation

We study the existence of equilibrium positions for the load problem in Lubrication Theory. The problem consists of two surfaces in relative motion separated by a small distance filled by a lubricant. The system is described by the modified Reynolds equation (Elrod–Adams model) which describes the behavior of the lubricant and an extra integral equation given the balance of forces. The balance of forces allows to obtain the unknown position of the surfaces, defined with one degree of freedom.