Applying reproducing kernels to the evaluation and approximation of the simple and time-dependent imaginary time harmonic oscillator path integrals

Reproduction of kernel Hilbert spaces offers an attractive setting for imaginary time path integrals, since they allow to naturally define a probability on the space of paths, which is equal to the probability associated with the paths in Feynman's path integral formulation. This study shows that if the propagator is Gaussian, its variance equals the squared norm of a linear functional on the space of paths. This can be used to rederive the harmonic oscillator propagator, as well as to offer a finite-dimensional perturbative approximation scheme for the time-dependent oscillator wave function and its ground state energy, and its bound error. The error is related to the rate of decay of the Fourier coefficients of the time-dependent part of the potential. When the rate of decay increases beyond a certain threshold, the error in the approximation over a subspace of dimension n is of order (1/n ³).     

OU models based on positive and negative subordinate processes applying in SHIBOR time series analysis and derivative pricing – through discrete differential method

ABSTRACT

On account of that the OU models based on Gaussian process cannot describe the characteristics of peak, bias and asymmetric thick tail in SHIBOR time series, this paper replaces the Gaussian process in OU model with Levy process which can be decomposed into positive and negative subordinate processes, constructs OU model based on positive and negative subordinate processes. Methods parameter estimation and stochastic simulation were carried out by making discrete the stochastic differential equations into stochastic difference equations. The result shows that non-Gaussian OU process based on positive and negative subordinate processes not only fits the time series but also has better economic interpretation. The innovation of our research is to build a model of Non-Gaussian OU process based on positive and negative subordinate processes with less stochastic terms, and it provides an efficient tool for forecasting SHIBOR time series.     

Asymptotics of the scattering phase for the Dirac operator: High energy, semi-classical and non-relativistic limits

In this paper we prove several results for the scattering phase (spectral shift function) related with perturbations of the electromagnetic field for the Dirac operator in the Euclidean space. Many accurate results are now available for perturbations of the Schrödinger operator, in the high energy regime or in the semi-classical regime. Here we extend these results to the Dirac operator. There are several technical problems to overcome because the Dirac operator is a system, its symbol is a 4×4 matrix, and its continuous spectrum has positive and negative values. We show that we can separate positive and negative energies to prove high energy asymptotic expansion and we construct a semi-classical Foldy-Wouthuysen transformation in the semi-classical case. We also prove an asymptotic expansion for the scattering phase when the speed of light tends to infinity (non-relativistic limit).     

初等变换的关系及可逆矩阵的分解

给出三种初等变换之间的关系 ,指出可逆矩阵可以分解为两种类型的初等矩阵的乘积 .对于行列式为 1的可逆阵 ,我们得出有趣的结果 ,所有这些 ,对于学习线性代数的同学们来说 ,都是很有益的     

Null space correction and adaptive model order reduction in multi-frequency Maxwell’s problem

A model order reduction method is developed for an operator with a non-empty null-space and applied to numerical solution of a forward multi-frequency eddy current problem using a rational interpolation of the transfer function in the complex plane. The equation is decomposed into the part in the null space of the operator, calculated exactly, and the part orthogonal to it which is approximated on a low-dimensional rational Krylov subspace. For the Maxwell’s equations the null space is related to the null space of the curl. The proposed null space correction is related to divergence correction and uses the Helmholtz decomposition. In the case of the finite element discretization with the edge elements, it is accomplished by solving the Poisson equation on the nodal elements of the same grid. To construct the low-dimensional approximation we adaptively choose the interpolating frequencies, defining the rational Krylov subspace, to reduce the maximal approximation error. We prove that in the case of an adaptive choice of shifts, the matrix spanning the approximation subspace can never become rank deficient. The efficiency of the developed approach is demonstrated by applying it to the magnetotelluric problem, which is a geophysical electromagnetic remote sensing method used in mineral, geothermal, and groundwater exploration. Numerical tests show an excellent performance of the proposed methods characterized by a significant reduction of the computational time without a loss of accuracy. The null space correction regularizes the otherwise ill-posed interpolation problem.     

Maximum principle for the finite element solution of time‐dependent anisotropic diffusion problems

Preservation of the maximum principle is studied for the combination of the linear finite element method in space and the θ ‐method in time for solving time‐dependent anisotropic diffusion problems. It is shown that the numerical solution satisfies a discrete maximum principle when all element angles of the mesh measured in the metric specified by the inverse of the diffusion matrix are nonobtuse, and the time step size is bounded below and above by bounds proportional essentially to the square of the maximal element diameter. The lower bound requirement can be removed when a lumped mass matrix is used. In two dimensions, the mesh and time step conditions can be replaced by weaker Delaunay‐type conditions. Numerical results are presented to verify the theoretical findings. © 2013 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq, 2013     

Use of geometry in finite element thermal radiation combined with ray tracing

In heat transfer for space applications, the exchanges of energy by radiation play a significant role. In this paper, we present a method which combines the geometrical definition of the model with a finite element mesh. The geometrical representation is advantageous for the radiative component of the thermal problem while the finite element mesh is more adapted to the conductive part. Our method naturally combines these two representations of the model. The geometrical primitives are decomposed into cells. The finite element mesh is then projected onto these cells. This results in a ray tracing acceleration technique. Moreover, the ray tracing can be performed on the exact geometry, which is necessary if specular reflectors are present in the model. We explain how the geometrical method can be used with a finite element formulation in order to solve thermal situation including conduction and radiation. We illustrate the method with the model of a satellite.     

On the decompositions of T-quasi-martingales on Riesz spaces

The concept of a quasi-martingale is generalised to the Riesz space setting. Here we show that a quasi-martingale can be decomposed into the sum of a martingale and a quasi-potential. If, in addition, the quasi-martingale and its filtration are right continuous we show that the quasi-martingale can decomposed into the sum of a right continuous martingale and the difference of two positive right continuous potentials. The approach is measure-free and relies entirely on the order structure of Riesz spaces.     

线性定常系统规范结构分解问题的研究

单输入单输出线性定常系统的状态空间按能控性和能观测性进行结构分解,能全面、完整的反映系统的各个子系统特性,理论上揭示状态空间的本质特征.通过规范性分解,不完全能控和不完全能观测的连续时间线性时不变系统可分解为"能控能观测","能控不能观测","不能控能观测","不能控不能观测"四个子空间,但是其分解后子空间的维度受非奇异变换矩阵P_c的影响.提出了一种约束变量的方法,用来选取P_c中列向量的规则,以控制原系统分解后子空间的表现形式.经实例验算,方法简单有效,具有一定的教学和理论意义.     

样条状态变量法分析弹性矩形板的动力响应

应用样条元与状态空间法分析矩形板的动力响应问题.对空间域采用样条元法,对时间域采用现代控制论中的状态空间法.建立了状态变量递推格式,可直接计算结构的动力响应量.文末给出了若干数值算例,计算结果表明,该方法的计算精度与效率是令人满意的.     

The basic attractor and the remainder of homo- and heteroclinic orbits

In this paper, we discuss some issues in the dynamical systems theory of dissipative nonlinear partial differential equations (PDEs), on a bounded domain. A decomposition theorem says that attractors of PDEs can be decomposed into a basic attractor (a core) that attracts sets of positive measure, it attracts a prevalent set in phase space, and a remainder whose basin, up to sets that are attracted to the basic attractor, is shy, or of zero (infinite-dimensional) measure. If the basic attractor is low-dimensional and the remainder high-dimensional, then the dynamics can still be analyzed up to transients that are exponentially decaying toward the attractor in time. We focus on (ODE) examples of homo- and heteroclinic connections and show that generically these connections lie in the remainder but there exist exceptional cases where they lie in the basic attractor.     

Explicit construction of a time superoperator for quantum unstable systems

A time superoperator T conjugate to the Liouville superoperator L_H=[H,] is constructed for a quantum system with one excited state or unstable particle. While there is no time operator conjugate to the Hamiltonian in the wave function space due to the positivity of energy, T may exist in the density matrix space as the spectrum of L_H covers all the real axis. This is the first example of an observable that can only be formulated in the Liouville–von Neumann space of density matrices. In our example the expectation value of T gives the lifetime of the unstable particle. Once the time superoperator is obtained it is easy to define an entropy superoperator.     

Building a completely positive factorization

A symmetric matrix of order n is called completely positive if it has a symmetric factorization by means of a rectangular matrix with n columns and no negative entries (a so-called cp factorization), i.e., if it can be interpreted as a Gram matrix of n directions in the positive orthant of another Euclidean space of possibly different dimension. Finding this factor therefore amounts to angle packing and finding an appropriate embedding dimension. Neither the embedding dimension nor the directions may be unique, and so many cp factorizations of the same given matrix may coexist. Using a bordering approach, and building upon an already known cp factorization of a principal block, we establish sufficient conditions under which we can extend this cp factorization to the full matrix. Simulations show that the approach is promising also in higher dimensions.

     

Derivative superconvergent points in finite element solutions of Poisson's equation for the serendipity and intermediate families - a theoretical justification

Finite element derivative superconvergent points for the Poisson equation under local rectangular mesh (in the two dimensional case) and local brick mesh (in the three dimensional situation) are investigated. All superconvergent points for the finite element space of any order that is contained in the tensor-product space and contains the intermediate family can be predicted. In case of the serendipity family, the results are given for finite element spaces of order below 7. Any finite element space that contains the complete polynomial space will have at least all superconvergent points of the related serendipity family.

     

人类胚胎期小脑组织基因表达的小波多尺度分析

对人类胚胎期小脑组织基因基于时空的表达强度进行小波多尺度5层分解与重构,在常用小波函数中,db2的去噪效果最好,可以用于小脑组织基因表达强度的去噪处理.     

Steady spatial asymptotics for the Vlasov–Poisson system

A collisionless plasma is modelled by the Vlasov–Poisson system in three space dimensions. A fixed background of positive charge, which is independent of time and space, is assumed. The situation in which mobile negative ions balance the positive charge as ∣x∣ tends to infinity is considered. Hence, the total positive charge and the total negative charge are infinite. Smooth solutions with appropriate asymptotic behaviour were shown to exist locally in time in a previous work. This paper studies the time behaviour of the net charge and a natural quantity related to energy, and shows that neither is constant in time in general. Also, neither quantity is positive definite. When the background density is a decreasing function of ∣v∣, a positive definite quantity is constructed which remains bounded. A priori bounds are obtained from this. Copyright © 2003 John Wiley & Sons, Ltd.     

具有对角线化的一致质量矩阵的动力有限元和弹塑性撞击计算

在EPIC[1、2]、NONSAP[3]等弹塑性撞击计算的有限元程序中,都有一些共同的弱点.所有这些程序,都采用静力学问题中常用的简单线性形状函数来描写各位移分量.在这样的有限元法中,应变和应力分量在每一有限元中都是常量.但在运动方程中,应力分量都是以它们的空间导数的形式出现的.于是,在采用了线性形状函数来表达的位移分量以后,应力分量对运动方程的贡献必恒等于零.克服这种困难的一般方法是通过虚位移原理,把运动方程化为能量关系的变分形式,从而建立既作用在结点上而又在每一有限元内自相平衡的人为内力平衡系统.把施加在某一结点上的所有相邻有限元的人为内力的作用叠加在一起,就能计算这一结点的加速度.但是从虚位移原理化为能量关系的变分形式时,要求位移和应力在积分域内处处连续.也就是说,要求位移和应力有限元都是协调的.我们很易看到,线性形状函数所描述的位移有限元是连续协调的,但其有关的应力分量在有限元界面上,则并不连续.所以,这样的有限元处理,是否收敛并无把握,即使从近似角度看,也是难以令人满意的.而且,为了计算结点的加速度,我们还应该有建立质量矩阵的计算规则.目前有两种计算方法:一种是集总(lumped)质量法,另一种是一致(consistent)质量法[4].     

基于空间分解变换的模糊错误矩阵方程求解

模糊错误逻辑对现实世界的对象用(u,x)表示为((U,S(t),■T(t),L(t)),(x(t)=f((u(t),■),GU(t)),GU(t)),用模糊错误变换矩阵可以表示分解、相似、增加、置换、毁灭、单位变换等6种变换方法,本论文基于求解方程XA′=B,针对■的分解,研究了基于空间分解变换的错误矩阵方程求解。以期从矩阵方程求解的角度对错误转化规律进行探索研究。     

Metastability in the dilute Ising model

Consider Glauber dynamics for the Ising model on the hypercubic lattice with a positive magnetic field. Starting from the minus configuration, the system initially settles into a metastable state with negative magnetization. Slowly the system relaxes to a stable state with positive magnetization. Schonmann and Shlosman showed that in the two dimensional case the relaxation time is a simple function of the energy required to create a critical Wulff droplet. The dilute Ising model is obtained from the regular Ising model by deleting a fraction of the edges of the underlying graph. In this paper we show that even an arbitrarily small dilution can dramatically reduce the relaxation time. This is because of a catalytic effect—rare regions of high dilution speed up the transition from minus phase to plus phase.     

线性不可逆过程的协同效应分析

利用矩阵理论对线性不可逆过程的协同效应进行了分析.与向量空间相类比,定义了热力学流空间中的内积以及协同系数.协同系数的大小反映了两个不可逆过程间的协同程度.由唯象系数矩阵引出了协同矩阵与协同系数矩阵.对于导热不可逆过程,协同矩阵所对应的二次型是耗散函数.对于孤立体系,证明了协同矩阵所对应的二次型对时间的导数为负值,它可以作为体系的一个李雅普诺夫函数.