Slowdown estimates and central limit theorem for random walks in random environment

This work is concerned with asymptotic properties of multi-dimensional random walks in random environment. Under Kalikow’s condition, we show a central limit theorem for random walks in random environment on ℤ ^d , when d≥2. We also derive tail estimates on the probability of slowdowns. These latter estimates are of special interest due to the natural interplay between slowdowns and the presence of traps in the medium. The tail behavior of the renewal time constructed in [25] plays an important role in the investigation of both problems. This article also improves the previous work of the author [24], concerning estimates of probabilities of slowdowns for walks which are neutral or biased to the right. Received May 31, 1999 / final version received January 18, 2000?Published online April 19, 2000     

Vibrations of Pipes with Internal Flow and Rigid Body Degrees of Freedom

In the present paper the nonlinear dynamics of elastic pipes conveying fluid at arbitrary flow rates are investigated. The nonlinear equations of motion are derived using a unified form of the Lagrange Equations for non-material volumes formulated by Irschik and Holl [1], see also Chapter 3 of [2]. In a first step cantilevered pipes are considered using elastic degrees of freedom combined with a Ritz-Galerkin Ansatz of arbitrary order for modelling the deformations of the pipes. The Lagrange Equations for non-material volumes include a nonzero surface integral of the kinetic energy due to the moving outlet surface at the end of the pipe. The linear equations of motion obtained from this model are then analytically investigated utilizing the corresponding Eigenvalue problem. The results are visualized in an Argand representation of the corresponding Eigenvalues of the system matrix and compared to existing results obtained by using different formulations, such as the Hamilton Principle for Open-Systems, formulated by Benjamin [4], as demonstrated by Païdoussis [5], see also chapter 3.5 of [6]. In a next step an elastic pipe with a rigid body degree of freedom combined with a Ritz-Galerkin Ansatz is modelled with one supported and one free end. The derivation of the equations of motion is performed by using a floating-frame of reference formulation which leads to a system of nonlinear second order differential equations describing the motion of the pipe. Finally, the stability of the solutions of the equations of motion for varying flow rate is studied numerically. (© 2005 WILEY-VCH Verlag GmbH & Co. KGaA, Weinheim)     

Estimation of intrinsic processes affected by additive fractal noise

Fractal Gaussian models have been widely used to represent the singular behavior of phenomena arising in different applied fields; for example, fractional Brownian motion and fractional Gaussian noise are considered as monofractal models in subsurface hydrology and geophysical studies Mandelbrot [The Fractal Geometry of Nature, Freeman Press, San Francisco, 1982 [13]]. In this paper, we address the problem of least-squares linear estimation of an intrinsic fractal input random field from the observation of an output random field affected by fractal noise (see Angulo et al. [Estimation and filtering of fractional generalised random fields, J. Austral. Math. Soc. A 69 (2000) 1-26 [2]], Ruiz-Medina et al. [Fractional generalized random fields on bounded domains, Stochastic Anal. Appl. 21 (2003a) 465-492], Ruiz-Medina et al. [Fractional-order regularization and wavelet approximation to the inverse estimation problem for random fields, J. Multivariate Anal. 85 (2003b) 192-216]. Conditions on the fractality order of the additive noise are studied to obtain a bounded inversion of the associated Wiener-Hopf equation. A stable solution is then obtained in terms of orthogonal bases of the reproducing kernel Hilbert spaces associated with the random fields involved. Such bases are constructed from orthonormal wavelet bases (see Angulo and Ruiz-Medina [Multiresolution approximation to the stochastic inverse problem, Adv. in Appl. Probab. 31 (1999) 1039-1057], Angulo et al. [Wavelet-based orthogonal expansions of fractional generalized random fields on bounded domains, Theoret. Probab. Math. Stat. (2004), in press]). A simulation study is carried out to illustrate the influence of the fractality orders of the output random field and the fractal additive noise on the stability of the solution derived.     

带干扰的常利率超额再保险Poisson风险模型的最优自留额

本文推广了Centeno[1],何树红[2],张茂军[3]的模型,研究带干扰的常利率超额再保险风险模型。首先用鞅方法求得其调节函数,进而证明Lundberg不等式,给出有限时间破产概率上界,并讨论最优自留额的确定。     

On chaotic graphs and applications in physics and biology

El Naschie’s ε^∞ theory in Quantum space time is given and discussed geometrically and topologically as a category of fuzzy spaces, these fuzzy categories in which lines are fuzzy fractal lines. In this paper, we represent the chaotic graphs as many fuzzy fractal lines up to ∞. We will describe them by chaotic matrices. Many fuzzy systems (chaotic systems) are described and applied in [8], [9], [10], [11], [12]. This article introduces some operations on the chaotic graphs such as the union and the intersection; also both of the chaotic incidence matrices and the chaotic adjacency matrices representing the chaotic graphs induced from these operations will be studied. Theorems governing these studies are obtained. Some applications on chaotic graphs are given [18], [19], [20], [21].     

Reduced-order model predictive control of a fish schooling model

We study the problem of model predictive control (MPC) for the fish schooling model proposed by Gautrais et al. (2008). The high nonlinearity of the model attributed to its attraction/alignment/repulsion law suggests the need to use MPC for controlling the fish schooling’s motion. However, for large schools, the hybrid nature of the law can make it numerically demanding to perform finite-horizon optimizations in MPC. Therefore, this paper proposes reducing the fish schooling model for numerically efficient MPC; the reduction is based on using the weighted average of the directions of individual fish in the school. We analytically show how using the normalized eigenvector centrality of the alignment-interaction network can yield a better reduction by comparing reduction errors. We confirm this finding on the weight and numerical efficiency of the MPC with the reduced-order model by numerical simulations. The proposed reduction allows us to control a school with up to 500 individuals. Further, we confirm that reduction with the normalized eigenvector centrality allows us to improve the control accuracy by factor of five when compared to that using constant weights.     

一个布朗运动最佳时机的选择

本文进一步讨论了文献所给出的布朗运动模型的最佳时机的选择问题，并用随机游动模型作为有趋势布朗运动的近似，给出了对应随机模型的最佳时机，其思想方法是有实际意义的．     

Towards thermomechanics of fractal media

Hans Ziegler’s thermomechanics [1,2,3], established half a century ago, is extended to fractal media on the basis of a recently introduced continuum mechanics due to Tarasov [14,15]. Employing the concept of internal (kinematic) variables and internal stresses, as well as the quasiconservative and dissipative stresses, a field form of the second law of thermodynamics is derived. In contradistinction to the conventional Clausius–Duhem inequality, it involves generalized rates of strain and internal variables. Upon introducing a dissipation function and postulating the thermodynamic orthogonality on any lengthscale, constitutive laws of elastic-dissipative fractal media naturally involving generalized derivatives of strain and stress can then be derived. This is illustrated on a model viscoelastic material. Also generalized to fractal bodies is the Hill condition necessary for homogenization of their constitutive responses.     

Towards thermomechanics of fractal media

Hans Ziegler’s thermomechanics [1,2,3], established half a century ago, is extended to fractal media on the basis of a recently introduced continuum mechanics due to Tarasov [14,15]. Employing the concept of internal (kinematic) variables and internal stresses, as well as the quasiconservative and dissipative stresses, a field form of the second law of thermodynamics is derived. In contradistinction to the conventional Clausius–Duhem inequality, it involves generalized rates of strain and internal variables. Upon introducing a dissipation function and postulating the thermodynamic orthogonality on any lengthscale, constitutive laws of elastic-dissipative fractal media naturally involving generalized derivatives of strain and stress can then be derived. This is illustrated on a model viscoelastic material. Also generalized to fractal bodies is the Hill condition necessary for homogenization of their constitutive responses.     

Probabilistic Models of Vortex Filaments

A model of vortex filaments based on stochastic processes is presented. In contrast to previous models based on semimartingales, here processes with fractal properties between 1/2 and 1 are used, which include fractional Brownian motion and similar non-Gaussian examples. Stochastic integration for these processes is employed to give a meaning to the kinetic energy.     

Mathematical models of tumour angiogenesis

We first study a parabolic–ODE system modelling tumour growth proposed by Othmer and Stevens [Aggregation, blowup, and collapse: the ABC's of taxis in reinforced random walks, SIAM J. Appl. Math. 57 (4) (1997) 1044–1081]. According to Levine and Sleeman [A system of reaction and diffusion equations arising in the theory of reinforced random walks, SIAM J. Appl. Math. 57 (3) (1997) 683–730], we reduced it to a hyperbolic equation and showed the existence of collapse in [A. Kubo, T. Suzuki, Asymptotic behavior of the solution to a parabolic ODE system modeling tumour growth, Differential Integral Equations 17 (2004) 721–736]. We also deal with the system in case the reduced equation is elliptic and show the existence of collapse analogously. Next we apply the above result to another model proposed by Anderson and Chaplain arising from tumour angiogenesis and show the existence of collapse. Further we investigate a contact point between these two models and a common property to them.     

Isometric motions of a relativistic simple fluid

Some properties characterising the isometric motion of a relativistic simple fluid are pointed out. Corresponding to several state equations, the barometric formulas of the fluid are obtained. Finally the particular case of an incopressible fluid, from the relativistic point of view [3], is considered.     

广义伪分形网络上随机游走的平均首达时间的精确幂律

研究具有一个吸收点的广义伪分形网络上随机游走的平均首达时间.广义伪分形网络的显著特点是在每一次迭代中,每条现有的边会产生有限个节点.根据网络的演化算法,得到了平均首达时间的精确表达式.当网络的阶数足够大时,平均首达时间是按照网络节点数的幂律在增长.此外,可以通过改变网络参数来改善此类网络的随机游走的效率.这些研究结果是对伪分形网络相应结果的推广,将为深入研究各类分形网络的随机游走提供帮助.     

Asymptotic behavior of quantum walks on the line

This paper gives various asymptotic formulae for the transition probability associated with discrete time quantum walks on the real line. The formulae depend heavily on the ‘normalized’ position of the walk. When the position is in the support of the weak-limit distribution obtained by Konno (2005) [5], one observes, in addition to the limit distribution itself, an oscillating phenomenon in the leading term of the asymptotic formula. When the position lies outside of the support, one can establish an asymptotic formula of large deviation type. The rate function, which expresses the exponential decay rate, is explicitly given. Around the boundary of the support of the limit distribution (called the ‘wall’), the asymptotic formula is described in terms of the Airy function.     

A numerical method for the servo constraint problem of underactuated mechanical systems

Servo constraints are used in inverse dynamics simulations of discrete mechanical systems, especially for trajectory tracking control problems [1], whose desired outputs are represented by state variables and treated as servo constraints [2]. Servo constraint problems can be classified into fully actuated and underactuated multibody systems, and the equations of motion take the form of differential algebraic equations (DAEs) including holonomic and servo constraints. For fully actuated systems, control inputs can be solved from the equations by model inversion, as the input distribution matrix is nonsingular and invertible. However, underactuated systems have more degrees of freedom than control inputs. The input distribution matrix is not invertible, and in contrast to passive constraints, the realization of servo constraints with the use of control forces can range from orthogonal to tangential [3]. Therefore, it is challenging for the determination of control inputs which force the underactuated system to realize the partly specified motion. For differentially flat underactuated systems, the differentiation index of DAEs may exceed three. Hence we need to apply specific index reduction techniques, such as the projection approach applied in [3], [4], and [6]. The present work applies index reduction by minimal extension [5] to differentially flat underactuated crane systems and shows that the index can be reduced from five to three and even to one. (© 2015 Wiley-VCH Verlag GmbH & Co. KGaA, Weinheim)     

Reconstructibility of a general DNA evolution model

In this paper, we analyze the tree reconstruction problem, to identify whether there is non-vanishing information of the root, as the level of the tree goes to infinity. Although it has been studied in numerous contexts, the existing literature with rigorous reconstruction thresholds established are very limited, and it becomes extremely challenging when the model under investigation has 4 states, one of whose interpretations is the four main bases found in Deoxyribonucleic acid (DNA) and Ribonucleic acid (RNA): guanine [G], cytosine [C], adenine [A], and thymine [T]. In this paper, we study a general DNA evolution model, which distinguishes between transitions and transversions, and allow transversions to occur at the same rate but that rate can be different from the rates for transitions. The sufficient condition for reconstruction is rigorously established.     

Balanced biorthogonal scaling vectors using fractal function macroelements on

Geronimo, Hardin et al. have previously constructed orthogonal and biorthogonal scaling vectors by extending a spline scaling vector with functions supported on [0,1]. Many of these constructions occurred before the concept of balanced scaling vectors was introduced. This paper will show that adding functions on [0,1] is insufficient for extending spline scaling vectors to scaling vectors that are both orthogonal and balanced. We are able, however, to use this technique to extend spline scaling vectors to balanced, biorthogonal scaling vectors, and we provide two large classes of this type of scaling vector, with approximation order two and three, respectively, with two specific constructions with desirable properties in each case. The constructions will use macroelements supported on [0,1], some of which will be fractal functions.