海杂波的分段分数布朗运动模型

主要研究了分段分数布朗运动(PFBM)模型在雷达海杂波分形建模中的应用.由于自然界和人造系统中研究对象不具有数学上完美的分形特性, 从而研究对象的分形特性无法在整个尺度区间上成立, 传统上, 海杂波的单一分形模型仅利用无标度区间内海杂波的自相似信息进行参数估计, 并没有考虑海杂波在无标度区间以外的尺度下所包含的信息.分段分数布朗运动从频域角度对海杂波频谱进行分段描述, 对应到时域即从粗略尺度和精细尺度两方面描述海杂波时间序列.结合海杂波产生的物理背景, 该模型可以为海杂波时间序列在粗略尺度和精细尺度下表现出的不同粗糙度提供机理性解释.在此基础上, 还研究了具有不同多普勒频率的运动目标对海杂波的影响, 结果表明运动目标对粗略尺度和精细尺度下海杂波的影响程度是不同的.     

反常输运现象中的分数阶扩散方程

 根据连续性方程,可以得到分形上的标准扩散方程。然而这个标准扩散方程并不能真正描述分形介质中的反常扩散,其根源在于分形介质中的扩散具有记忆效应,为了得到更普遍的扩散方程,通过讨论早期提出的扩散方程的缺陷,可以得到分数阶扩散方程,并且更具有普遍性。     

少体硬球系统的动力学与统计研究

研究了少数几个封闭于箱子中的硬球组成的系统的动力学与统计行为.着重研究单粒子位形 空间的碰撞分布.计算表明，硬球的半径较小时，单粒子统计分布函数在空间主要是均匀分 布；随着半径的增大，均匀分布部分逐渐减小.当硬球半径与箱子尺寸比值超过临界值时， 单粒子分布函数呈现双峰形式.还利用少体硬球系统模拟布朗运动.研究表明，当硬球系统作 为介质时，系统不存在扩散过程；发现大粒子的平均平方位移与时间是平方关系，说明大粒 子在硬球介质中的输运是弹道输运过程. 关键词： 硬球 动力学 布朗运动 遍历     

量子布朗运动和原子核裂变

本文研究了在谐振子位势中量子布朗运动与体系粘滞性、温度等参量的关系,观察了体系运动由显示量子行为到完全经典行为的过渡.对由位阱和位垒组成的裂变位势和一般位势情况,通过局域谐振子近似和推广在谐振子位势中的传播子来计算布朗粒子跨越位垒的速率,与经典Fokker-Planck方程(F-P方程)的解相比,它包括了量子效应,因而对量子输运理论的发展具有意义.     

基于多尺度量纲统一原则的油藏孔隙分形输运特性研究

油藏孔隙分布具有分形特征,如何将分形描述方法应用到油藏多孔介质内流体的输运特性研究过程中,目前的研究方法存在一定局限,主要是没有考虑量纲统一原则和尺度效应等。本文基于量纲统一原则,利用分形描述方法,对油藏多孔介质内输运过程渗透率和渗流流量进行了推导,得到了输运特性参数的单位尺度转换系数,据此可以实现基于微观分形特征描述来分析宏观输运过程。本文建立的分形输运描述方程能够实现不同尺度层级间的转换,得到的宏观特性参数结果更接近实测值。基于本文所建模型,利用某油藏数据进行了分析验证,得到了输运流量及渗透率变化规律与实际油藏的分布规律吻合。     

分形多孔介质的粒子扩散特点(Ⅱ)

本文进一步讨论了粒子在分形结构中的扩散,首先计算测定了各分形结构的谱维数,然后对其布朗运动特点进 行了分析讨论,最后模拟得到了粒子扩散概率分布,它们表现出很多有趣的特征:不均匀性,内含空洞和标度性等.这些 结果可以更好地了解气体在分形结构中的扩散。     

一类多标度分形介质膜系的反射率

应用鲁阳德（Ｒｏｕａｒｄ）递推方法计算光在垂直入射时二标度和三标度分形介质膜系的反射率。结果表明,多标分形介质膜系的反射率具有分形的自相似特征。     

国外物理科普杂志精文提要

 H.谢尔等《输运和弛豫出的时标不变性》1月号在许多无序材料中看到标度不变动力学现象.分散运动可定量解释非晶半导体和绝缘体、聚合物薄膜、分子固溶体和玻璃等材料输运和迁移的测量中的普遍特性.文章讨论无序半导体中的电荷输运,论及它的实验和机制、弛豫规律.最后讨论玻璃材料中的弛豫.由上可见,无序系统中的输运和弛豫特性可归因于事例间时间的长尾分布,而这一分布限制了运动.     

多孔介质中的分形与输运

介绍了多孔介质里隙空间和孔隙界面的分形结构，描述了多孔介质中的输运特性及其实验与计算机模拟方法，最后介绍了自相似多介质中输运特性的一种递推计算方法。     

任意阶标度分形格分抗与非正则格型标度方程

Carlson分形格电路是分抗的理想逼近情形,但仅具有负半阶运算性能,逼近效益随着电路节次数的增加逐渐降低.虽然可嵌套得到-1/2~n阶(n为大于或等于2的整数)分抗逼近电路,但结构复杂,无法实现任意分数阶运算.通过类比拓展Carlson分形格电路,获得具有高逼近效益的任意实数阶微积算子的分抗逼近电路——标度分形格分抗,并用非正则格型标度方程进行数学描述.分别探讨非正则格型标度方程的近似求解和真实解.通过调节电阻递进比α与电容递进比β的取值,可构造出具有任意运算阶的标度分形格分抗逼近电路.标度拓展极大地提高了标度分形格分抗电路的逼近效益.随着标度因子的增加,负半阶标度分形格分抗的逼近效益逐渐增大并明显高于Carlson分形格分抗.设计了基于五节Carlson分形格分抗与负半阶标度分形格分抗的半阶微分运算电路,并对周期三角波和周期方波信号进行半阶微分运算,实验测试结果与理论分析一致.     

Fractional motions

Brownian motion is the archetypal model for random transport processes in science and engineering. Brownian motion displays neither wild fluctuations (the “Noah effect”), nor long-range correlations (the “Joseph effect”). The quintessential model for processes displaying the Noah effect is Lévy motion, the quintessential model for processes displaying the Joseph effect is fractional Brownian motion, and the prototypical model for processes displaying both the Noah and Joseph effects is fractional Lévy motion. In this paper we review these four random-motion models–henceforth termed “fractional motions” –via a unified physical setting that is based on Langevin’s equation, the Einstein–Smoluchowski paradigm, and stochastic scaling limits. The unified setting explains the universal macroscopic emergence of fractional motions, and predicts–according to microscopic-level details–which of the four fractional motions will emerge on the macroscopic level. The statistical properties of fractional motions are classified and parametrized by two exponents—a “Noah exponent” governing their fluctuations, and a “Joseph exponent” governing their dispersions and correlations. This self-contained review provides a concise and cohesive introduction to fractional motions.     

Quantization of Brownian Motion

Following our work on the quantization of nonconservative systems using fractional calculus, the canonical quantization of a system with Brownian motion is carried out according to the Dirac method. A suitable Lagrangian corresponding to the Langevin equation is set up. Further, a Hamiltonian is constructed and is transformed to Schrödinger's equation which is solved.     

Burgers equation with self-similar gaussian initial data: Tail probabilities

The statistical properties of solutions of the one-dimensional Burgers equation in the limit of vanishing viscosity are considered when the initial velocity potential is fractional Brownian motion (FBM). We establish the asymptotic power-law order for log-probability of large values, both velocity and shock (amplitude of velocity discontinuity). This confirms the conjecture of U. Frisch and his collaborators. Rigorous results for this problem were previously derived for the case of Brownian motion using Markov techniques. Our approach is based on the intrinsic properties of FBM and the theory of extreme values for Gaussian processes.     

Stieltjes Integrals of Hölder Continuous Functions with Applications to Fractional Brownian Motion

We give a new estimate on Stieltjes integrals of Hölder continuous functions and use it to prove an existence-uniqueness theorem for solutions of ordinary differential equations with Hölder continuous forcing. We construct stochastic integrals with respect to fractional Brownian motion, and establish sufficient conditions for its existence. We prove that stochastic differential equations with fractional Brownian motion have a unique solution with probability 1 in certain classes of Hölder-continuous functions. We give tail estimates of the maximum of stochastic integrals from tail estimates of the Hölder coefficient of fractional Brownian motion. In addition we apply the techniques used for ordinary Brownian motion to construct stochastic integrals of deterministic functions with respect to fractional Brownian motion and give tail estimates of its maximum.     

长时相干效应与分形布朗运动

 我们研究了阻尼布朗粒子，在具有幂律长时相干C(t)~t^-β（0<β<1，1<β<2）的无规涨落力作用下的运动情况。我们发现它是作分形布朗运动，而不是作普通的布朗运动，而且，找出了分形布朗运动的有效Fokker-Planck方程，以及相应的精确解。于是第一次把长时相干效应和分形布朗运动建立了定量的联系。     

分形理论在分子动力学模拟中的应用

本文基于分形理论提出了一个假说,认为实际流体分子的无规运动可以用分数布朗函数作为概率密度函数来描写,而其分数维数可根据分子运动的图像确定。本文以流体Ar作为对象进行了分子动力学模拟,根据分子动力学模拟的结果提取了运动的分数维数,构造了描述分子无规运动的分数布朗函数,并对所提出的假说进行了验证。     

Generalized Einstein relation and the Metzler-Klafter conjecture in a composite-subdiffusive regime

In this paper, a generalized diffusion model driven by the composite-subdiffusive fractional Brownian motion (FBM) is employed. Based on this stochastic process, we derive a fractional Fokker-Planck equation (FFPE) and obtain its solution. It is proved that the Generalized Einstein Relation (GER) and the Metzler and Klafter conjecture on the asymptotic behavior of stretched Gaussian hold the FFPE in a composite-subdiffusive regime.     

Exact solutions of stochastic fractional Korteweg de–Vries equation with conformable derivatives

We deal with the Wick-type stochastic fractional Korteweg de–Vries(KdV) equation with conformable derivatives.With the aid of the Exp-function method, white noise theory, and Hermite transform, we produce a novel set of exact soliton and periodic wave solutions to the fractional KdV equation with conformable derivatives. With the help of inverse Hermite transform, we get stochastic soliton and periodic wave solutions of the Wick-type stochastic fractional KdV equation with conformable derivatives. Eventually, by an application example, we show how the stochastic solutions can be given as Brownian motion functional solutions.     

带反馈的分数阶耦合布朗马达的定向输运

研究具有幂律记忆性的带反馈耦合布朗马达的定向输运现象, 引入分数阶理论, 建立了带反馈的分数阶耦合布朗马达模型, 利用分数阶差分法求得模型数值解并分析了模型参数对合作定向输运性质的影响. 仿真结果表明, 系统的记忆性通过影响带反馈的棘齿势的打开和闭合而影响粒子的定向输运, 即当系统的阶数在较小的范围内, 系统的记忆性会使带反馈的棘齿势的开关频率增加, 从而增大定向流速; 当系统其他参数(势垒高度、噪声强度等)固定时, 输运速度随着阶数的变化出现广义随机共振现象.     

Modified diffusion with memory for cyclone track fluctuations

Fluctuations in a time series for tropical cyclone tracks are investigated based on an exponentially modified Brownian motion. The mean square displacement (MSD) is evaluated and compared to a recent work on cyclone tracks based on fractional Brownian motion (fBm). Unlike the work based on fBm, the present approach is found to capture the behavior of MSD versus time graphs for cyclones even for large values of time.