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41.
ABSTRACTA class of semilinear parabolic reaction diffusion equations with multiple time delays is considered. These time delays and corresponding weights are to be optimized such that the associated solution of the delay equation is the best approximation of a desired state function. The differentiability of the mapping is proved that associates the solution of the delay equation to the vector of weights and delays. Based on an adjoint calculus, first-order necessary optimality conditions are derived. Numerical test examples show the applicability of the concept of optimizing time delays. 相似文献
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We present a short review of the experimental observations and mechanisms related to the generation of quasipatterns and superlattices by the Faraday instability with two-frequency forcing. We show how two-frequency forcing makes possible triad interactions that generate hexagonal patterns, twelvefold quasipatterns or superlattices that consist of two hexagonal patterns rotated by an angle α relative to each other. We then consider which patterns could be observed when α does not belong to the set of prescribed values that give rise to periodic superlattices. Using the Swift–Hohenberg equation as a model, we find that quasipattern solutions exist for nearly all values of α. However, these quasipatterns have not been observed in experiments with the Faraday instability for . We discuss possible reasons and mention a simpler framework that could give some hint about this problem. 相似文献
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We explore the relationship between the () inventory model and three well-known queueing models: the Erlang loss system, the machine-repair model and a two-node Jackson network. Exploiting this relationship allows us to obtain key performance measures of the () model, like the so-called virtual outdating time, the number of items on the shelf in steady state, the long-run rate of unsatisfied demands and the distribution of the empty shelf period. 相似文献
46.
Suppose that is a one-dimensional Brownian motion with negative drift . It is possible to make sense of conditioning this process to be in the state 0 at an independent exponential random time and if we kill the conditioned process at the exponential time the resulting process is Markov. If we let the rate parameter of the random time go to 0, then the limit of the killed Markov process evolves like conditioned to hit 0, after which time it behaves as killed at the last time visits 0. Equivalently, the limit process has the dynamics of the killed “bang–bang” Brownian motion that evolves like Brownian motion with positive drift when it is negative, like Brownian motion with negative drift when it is positive, and is killed according to the local time spent at 0.An extension of this result holds in great generality for a Borel right process conditioned to be in some state at an exponential random time, at which time it is killed. Our proofs involve understanding the Campbell measures associated with local times, the use of excursion theory, and the development of a suitable analogue of the “bang–bang” construction for a general Markov process.As examples, we consider the special case when the transient Borel right process is a one-dimensional diffusion. Characterizing the limiting conditioned and killed process via its infinitesimal generator leads to an investigation of the -transforms of transient one-dimensional diffusion processes that goes beyond what is known and is of independent interest. 相似文献
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Ivor Cribben 《商业与工业应用随机模型》2019,35(2):299-320
We propose two robust data‐driven techniques for detecting network structure change points between heavy‐tailed multivariate time series for situations where both the placement and number of change points are unknown. The first technique utilizes the graphical lasso method to estimate the change points, whereas the second technique utilizes the tlasso method. The techniques not only locate the change points but also estimate an undirected graph (or precision matrix) representing the relationship between the time series within each interval created by pairs of adjacent change points. An inference procedure on the edges is used in the graphs to effectively remove false‐positive edges, which are caused by the data deviating from normality. The techniques are compared using simulated multivariate t‐distributed (heavy‐tailed) time series data and the best method is applied to two financial returns data sets of stocks and indices. The results illustrate the method's ability to determine how the dependence structure of the returns changes over time. This information could potentially be used as a tool for portfolio optimization. 相似文献
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本文讨论了在实轴上具有紧支集的势的薛定谔算子的极点散射问题. 本文旨在将狄利克雷级数理论与散射理论相结合, 文中运用了Littlewood的经典方法得到关于极点个数的新的估计. 本文首次将狄利克雷级数方法用于极点估计, 由此得到了极点个数的上界与下界, 这些结果改进和推广了该论题的一些相关结论. 相似文献
50.
A linear optical unambiguous discrimination of hyperentangled Bell states is proposed for two‐photon systems entangled in both the polarization and momentum degrees of freedom (DOFs) assisted by time bin. This unambiguous discrimination scheme can completely identify 16 orthogonal hyperentangled Bell states using only linear optical elements, where the function of the auxiliary entangled Bell state is replaced by time bin. Moreover, the possibility of extending this scheme for distinguishing hyperentangled Bell states in n DOFs is discussed, and it shows that hyperentangled Bell states in n ( ) DOFs can be distinguished with k ( ) auxiliary entangled states of additional DOFs by introducing a time delay, which decreases the auxiliary entanglement resource required for unambiguous discrimination of hyperentangled Bell state. Therefore, this scheme provides a new way for distinguishing hyperentangled states with current technology, which will extend the application of discrimination of hyperentangled states via linear optics to other quantum information protocols besides hyperdense coding schemes in the future. 相似文献