ENTROPY PRODUCTION RATE OF THE MINIMAL DIFFUSION PROCESS

The entropy production rate of stationary minimal diffusion processes with smooth coefficients is calculated. As a byproduct, the continuity of paths of the minimal diffusion processes is discussed, and that the point at infinity is absorbing is proved.     

A time delay model for the diffusion of a new technology

In this paper, we propose a mathematical model with time delay to describe the process of diffusion of a new technology. This model is suitable for modeling diffusion processes of all those technologies that require great initial investments and public subsidies, such as technologies used for producing renewable energy. We consider external factors, such as the government policy and the production costs, that influence the decision of adoption of the new technology. We also consider the internal influence from adopters. The adoption process is described by a delay differential equation. The time delay represents the evaluation stage at which the potential consumers decide whether to adopt the new technology or not. A qualitative analysis is carried out in order to assess the stability of the equilibrium for certain parameters and to find the final level of adopters.     

A free energy based mathematical study for molecular motors

We present a Parrondo’s paradox for free energy in a classical flashing ratchet model and use it as an alternative way to interpret the working mechanism of molecular motors. We also study the efficiency of molecular motors measured by their free energies. Our example demonstrates that a molecular motor can gain up to 20% in its free energy during the process. In addition, we report a noise induced free energy increasing phenomenon, which is similar to the stochastic resonance, in flashing ratchet models.     

Modeling of drift-diffusion systems

We derive drift-diffusion systems describing transport processes starting from free energy and equilibrium solutions by a unique method. We include several statistics, heterostructures and cross diffusion. The resulting systems of nonlinear partial differential equations conserve mass and positivity, and have a Lyapunov function (free energy). Using the inverse Hessian as mobility, non-degenerate diffusivity matrices turn out to be diagonal, or – in the case of cross diffusion – even constant.     

Modeling of drift-diffusion systems

We derive drift-diffusion systems describing transport processes starting from free energy and equilibrium solutions by a unique method. We include several statistics, heterostructures and cross diffusion. The resulting systems of nonlinear partial differential equations conserve mass and positivity, and have a Lyapunov function (free energy). Using the inverse Hessian as mobility, non-degenerate diffusivity matrices turn out to be diagonal, or – in the case of cross diffusion – even constant.      

带有能源的随机动态柯布—道格拉斯生产函数

在考虑能源作为投入要素和经济环境随机动态变化的情况下,将经典的柯布-道格拉斯生产函数推广到随机动态的形式.首先给出了随机动态C-D生产函数的随机微分方程形式,证明了该生产函数解的存在性和唯一性;其次,进一步分析了解的Markov性质和扩散性质,并分别利用漂移系数和扩散系数给出了产出弹性的计算公式.最后,还给出了经济增长...     

Circuit processes and the corresponding one-parameter semigroup of weight operators

The relationship between the weight functions representing Markov processes arising as models of diffusion of energy through circuit networks and the corresponding emigroup of contractions is studied. Using the circuit processes approach, a spectral representation is given for the transition matrix function and for the weight functions in term of the directed circuits occurring along the sample paths. Finally, the self-adjointness of any semigroup of weight operators is expressed in terms of the corresponding weight functions.     

A second-order numerical method for two-dimensional two-sided space fractional convection diffusion equation

Space fractional convection diffusion equation describes physical phenomena where particles or energy (or other physical quantities) are transferred inside a physical system due to two processes: convection and superdiffusion. In this paper, we discuss the practical alternating directions implicit method to solve the two-dimensional two-sided space fractional convection diffusion equation on a finite domain. We theoretically prove and numerically verify that the presented finite difference scheme is unconditionally von Neumann stable and second order convergent in both space and time directions.     

Entropy production of stationary diffusions on non-compact Riemannian manifolds

The closed form of the entropy production of stationary diffusion processes with bounded Nelson’s current velocity is given. The limit of the entropy productions of a sequence of reflecting diffusions is also discussed. Project supported by Doctoral Programm Foundation of Institution of Higher Education, the National Natural Science Foundation of China and 863 Programm.     

Thermodynamics and Hydrodynamics (Statistical Foundations): 4. Kinetic Processes in Multicomponent Systems

We use the BBGKY hierarchy and the mass, momentum, and intrinsic energy conservation laws, which are consequences of this hierarchy, to obtain the hydrodynamic equations for multicomponent systems and the diffusion equations. We formulate several restrictions on the thermodynamic equations for irreversible processes.     

Variational formula for the stability of regime-switching diffusion processes

The asymptotical stability in probability is studied for diffusion processes and regime-switching diffusion processes in this work. For diffusion processes, some criteria based on the integrability of the functionals of the coeffcients are given, which yield a useful comparison theorem on stability with respect to some nonlinear systems. For regime-switching diffusion processes, some criteria based on the idea of a variational formula are given. Both state-independent and state-dependent regime-switching diffusion processes are investigated in this work. These conditions are easily verified and are shown to be sharp by examples.     

Convergence of Time Changed Skew Product Diffusion Processes

A limit theorem for the time changed skew product diffusion processes is investigated. Skew product diffusion processes are given by one dimensional diffusion processes and the spherical Brownian motion, and the time change is based on a positive continuous additive functional. It is shown that the limit process is corresponding to Dirichlet form of non-local type according to degeneracy of the limit measure of underlying ones. Some examples of limit processes are given which lead us to Dirichlet forms with diffusion term, jump term and killing term.     

PMSM系统的参数稳定性分析和自适应控制

针对含未知参数的永磁同步电机(PMSM)系统,研究其参数稳定性和自适应控制问题.首先,分析了参数变化对PMSM系统平衡点的影响.然后,通过设计自适应控制器使得闭环系统具有耗散Hamiltonian结构,使闭环系统的能量分布随着未知参数的漂移而自动的改变,且能量函数总在未知参数对应的平衡点处取得极小值,从而实现自适应参数...     

The Manifold-Valued Dirichlet Problem for Symmetric Diffusions

Harmonic maps between two Riemannian manifolds M and N are often constructed as energy minimizing maps. This construction is extended for the Dirichlet problem to the case where the Riemannian energy functional on M is replaced by a more general Dirichlet form. We obtain weakly harmonic maps and prove that these maps send the diffusion to N-valued martingales. The basic tools are the reflected Dirichlet space and the stochastic calculus for Dirichlet processes.     

Numerical method and analytical technique of the modified anomalous subdiffusion equation with a nonlinear source term

In this paper, we consider a modified anomalous subdiffusion equation with a nonlinear source term for describing processes that become less anomalous as time progresses by the inclusion of a second fractional time derivative acting on the diffusion term. A new implicit difference method is constructed. The stability and convergence are discussed using a new energy method. Finally, some numerical examples are given. The numerical results demonstrate the effectiveness of theoretical analysis.     

二维扩散过程保序耦合的存在性

本文研究扩散过程轨道的保序时，对二维非退化扩散过程，我们证明其保序耦合存在，同时构造出一类保序算子。     

Large deviations for perturbed reflected diffusion processes

In this article, we establish a large deviation principle for the solutions of perturbed reflected diffusion processes. The key is to prove a uniform Freidlin–Ventzell estimate of perturbed diffusion processes.     

能源供需随机系统的稳定性研究

研究了江苏省西部能源供需随机系统的稳定性.主要是基于一维扩散过程的奇异边界理论,应用摄动方法研究系统的随机分岔行为.研究结果表明随机因素以及参数的选择会使系统发生分岔行为,从而使系统的稳定性发生质的变化.于是,可以通过调节参数降低发生分岔的概率,使系统处于稳定的发展中.     

Noise can create periodic behavior and stabilize nonlinear diffusions

It is shown that unlike nondegenerate (linear) diffusion processes, nonlinear diffusion processes can have a periodic law. We provide an example of a nonlinear diffusion for which periodic behavior is even created by the noise, i.e. no periodicity occurs when the noise is turned off. In the second part of the paper we give an example of a one-dimensional nonlinear diffusion which can be stabilized by noise. Finally we show also that the N-dimensional (N ≥ 2) ‘linear’ diffusion approximations of that system are stabilized by noise.