Investigation and reduction of variance of a weighted estimate in numerical statistical simulation

The efficiency of the “value” and “partial value” modeling related to the construction of a modeling distribution for an auxiliary random variable by multiplying the initial density by a value function is investigated. The value function usually corresponds to a solution of the adjoint equation. Conditions under which the value modeling of the initial distribution reduces the variance compared to the direct simulation are obtained. It is proved that the variance of the weighted estimate is bounded in the case of the partial value modeling. This proposition provides a basis for a method for determining whether or not the variance of the weighted estimate is bounded. This method uses the majorizing adjoint equation. Using a practically important problem in transport theory as an example, the asymptotic optimization of the distribution of the mean free path is presented. The application of the proposed method of the investigation of the variance boundedness for the analysis of the classical exponential transformation method of simulating the mean free path of a particle in the one-dimensional and the spherical variants is discussed.     

沿直线的垂直方向匀速直线运动的带电直线的电场

本文利用相对论变换关系计算了沿直线的垂直方向匀速运动的带电直线的电场.     

通过幺正操作传送未知两个三能级粒子纠缠态

我们提出一个把未知的两个三能级粒子纠缠态传送给两个接收者的方案,该方案使用一个未知的五个三能级粒子纠缠态作为量子通道。必须指出该方案能够推广到传送未知的N个三能级粒子纠缠态给M个接收者的情况,使用的是未知(N.M 1)个三能级粒子纠缠态作为量子通道。在传送过程中,需要执行适当的幺正操作和(N.M 1)次独立测量,而且该方案不涉及Bell态测量。     

Pro-torus actions on Poincaré duality spaces

In this paper, it is shown that some of the results of torus actions on Poincaré duality spaces, Borel’s dimension formula and topological splitting principle to local weights, hold if ‘torus’ is replaced by ‘pro-torus’.     

Convergence Rate of The Trust Region Method for Nonlinear Equations Under Local Error Bound Condition

In this paper, we present the new trust region method for nonlinear equations with the trust region converging to zero. The new method preserves the global convergence of the traditional trust region methods in which the trust region radius will be larger than a positive constant. We study the convergence rate of the new method under the local error bound condition which is weaker than the nonsingularity. An example given by Y.X. Yuan shows that the convergence rate can not be quadratic. Finally, some numerical results are given. This work is supported by Chinese NSFC grants 10401023 and 10371076, Research Grants for Young Teachers of Shanghai Jiao Tong University, and E-Institute of Computational Sciences of Shanghai Universities. An erratum to this article is available at .     

一种基于功率谱对数变换的联合变换相关器

联合功率谱的高频成份对相关峰识别具有重要作用,实验中记录的联合功率谱随着频率的增加其强度迅速降低。为增强联合功率谱的高频成分,改善其调制程度,可对功率谱进行对数变换,从而有效保留更多的高频成份,压低零级衍射光斑,提高联合变换相关器的识别能力。     

Nonlinear Time Series Analysis Since 1990:Some Personal Reflections

Abstract I reflect upon the development of nonlinear time series analysis since 1990 by focusing on five majorareas of development. These areas include the interface between nonlinear time series analysis and chaos,thenonparametric/semiparametric approach,nonlinear state space modelling,financial time series and nonlinearmodelling of panels of time series.     

超声波波型转换与表面波的检测

分析了超声波纵波、横波、表面波3种波型的产生条件和声速关系,检测了超声波在固体表面的波型转换,并测量了声表面波的速度,讨论了声表面波在超声延迟线方面的应用.     

Characterisations of function spaces of generalised smoothness

We investigate function spaces of generalised smoothness of Besov and Triebel–Lizorkin type. Equivalent quasi-norms in terms of maximal functions and local means are given. An atomic decomposition theorem for this type of spaces is proved. Mathematics Subject Classification (2000) 46E35