Distribution dependent stochastic differential equations

Due to their intrinsic link with nonlinear Fokker-Planck equations and many other applications, distribution dependent stochastic differential equations (DDSDEs) have been intensively investigated. In this paper, we summarize some recent progresses in the study of DDSDEs, which include the correspondence of weak solutions and nonlinear Fokker-Planck equations, the well-posedness, regularity estimates, exponential ergodicity, long time large deviations, and comparison theorems.     

Hyperparameter on-line learning of stochastic resonance based threshold networks

Aiming at training the feed-forward threshold neural network consisting of nondifferentiable activation functions, the approach of noise injection forms a stochastic resonance based threshold network that can be optimized by various gradient-based optimizers. The introduction of injected noise extends the noise level into the parameter space of the designed threshold network, but leads to a highly non-convex optimization landscape of the loss function. Thus, the hyperparameter on-line learning procedure with respective to network weights and noise levels becomes of challenge. It is shown that the Adam optimizer, as an adaptive variant of stochastic gradient descent, manifests its superior learning ability in training the stochastic resonance based threshold network effectively. Experimental results demonstrate the significant improvement of performance of the designed threshold network trained by the Adam optimizer for function approximation and image classification.     

Shedding vortex simulation method based on viscous compensation technology research

Owing to the influence of the viscosity of the flow field, the strength of the shedding vortex decreases gradually in the process of backward propagation. Large-scale vortexes constantly break up, forming smaller vortexes. In engineering, when numerical simulation of vortex evolution process is carried out, a large grid is needed to be arranged in the area of outflow field far from the boundary layer in order to ensure the calculation efficiency. As a result, small scale vortexes at the far end of the flow field cannot be captured by the sparse grid in this region, resulting in the dissipation or even disappearance of vortexes. In this paper, the effect of grid scale is quantified and compared with the viscous effect through theoretical derivation. The theoretical relationship between the mesh viscosity and the original viscosity of the flow field is established, and the viscosity term in the turbulence model is modified. This method proves to be able to effectively improve the intensity of small-scale shedding vortexes at the far end of the flow field under the condition of sparse grid. The error between the simulation results and the results obtained by using fine mesh is greatly reduced, the calculation time is shortened, and the high-precision and efficient simulation of the flow field is realized.     

Discussion of “Virtual age,is it real?”

In this note, some point of views on virtual ages are presented in terms of the discussion paper written by Finkelstein and Cha, which include generalized stochastic order‐based virtual ages, system‐level virtual ages, virtual ages in Weibull distribution and repair degrees with virtual ages. Finally, some possible future researches on virtual ages are described.     

Analysis of a micro–macro acceleration method with minimum relative entropy moment matching

We analyse convergence of a micro–macro acceleration method for the simulation of stochastic differential equations with time-scale separation. The method alternates short bursts of path simulations with the extrapolation of macroscopic state variables forward in time. After extrapolation, a new microscopic state is constructed, consistent with the extrapolated macroscopic state, that minimises the perturbation caused by the extrapolation in a relative entropy sense. We study local errors and numerical stability of the method to prove its convergence to the full microscopic dynamics when the extrapolation time step tends to zero and the number of macroscopic state variables tends to infinity.     

水下对转螺旋桨流致辐射噪声机理与预报方法*

水下对转螺旋桨流致辐射噪声的预报对于水下目标的特征提取和分类识别具有重要意义。由桨叶的旋转引起的湍流场是水下对转螺旋桨流致辐射噪声的源场。分述了水下对转螺旋桨湍流边界层脉动、旋转干涉效应和空化效应引发的水动力噪声机制和研究进展,比较了目前工程应用中的3种对转螺旋桨流致辐射噪声预报方法的特点。在分析对转螺旋桨流致辐射噪声数值预报难点的基础上,综述了对转螺旋桨流致辐射噪声计算方法的研究进展,指出间接数值模拟方法是工程中进行对转螺旋桨流致辐射噪声预报的有效方法。     

Periodic solutions of a periodic stochastic human immunodeficiency virus model with distributed delay and cytotoxic T lymphocytes immune response

In this paper, a periodic stochastic human immunodeficiency virus (HIV) model with distributed delay and cytotoxic T lymphocytes (CTL) immune response is investigated. First, by It $ô$'s formula, we show that the solution with any positive initial value is global and positive. Then, by the stochastic comparison theorem, we obtain the sufficient conditions guaranteeing the existence and global attractivity of infection-free periodic solution. Furthermore, we discuss the existence of the infective periodic solution by Has'minskii theory. Finally, numerical examples are given to illustrate the results.     

Measuring fluorescence to track a quantum emitter's state: a theory review

We review the continuous monitoring of a qubit through its spontaneous emission, at an introductory level. Contemporary experiments have been able to collect the fluorescence of an artificial atom in a cavity and transmission line, and then make measurements of that emission to obtain diffusive quantum trajectories in the qubit's state. We give a straightforward theoretical overview of such scenarios, using a framework based on Kraus operators derived from a Bayesian update concept; we apply this flexible framework across common types of measurements including photodetection, homodyne, and heterodyne monitoring and illustrate its equivalence to the stochastic master equation formalism throughout. Special emphasis is given to homodyne (phase-sensitive) monitoring of fluorescence. The examples we develop are used to illustrate basic methods in quantum trajectories, but also to introduce some more advanced topics of contemporary interest, including the arrow of time in quantum measurement, and trajectories following optimal measurement records derived from a variational principle. The derivations we perform lead directly from the development of a simple model to an understanding of recent experimental results.