漂移向量与扩散矩阵的非参数估计模型

考虑多维扩散过程的非参数估计问题.利用It扩散的性质,将漂移向量和扩散矩阵的样本表示成带有测量误差的回归模型,并讨论了系统误差的L~r上界以及随机误差项的收敛速度,建立了漂移向量与扩散矩阵非参数估计的通用模型.     

Quasi-neutral Limit of a Nonlinear Drift Diffusion Model for Semiconductors

The limit of the vanishing Debye length (the charge neutral limit) in a nonlinear bipolar drift-diffusion model for semiconductors without a pn-junction (i.e., with a unipolar background charge) is studied. The quasi-neutral limit (zero-Debye-length limit) is determined rigorously by using the so-called entropy functional which yields appropriate uniform estimates.     

半导体中非线性漂流扩散模型的拟中性极限:快扩散情形

本文研究无Pn-联结的非线性双极半导体漂流扩散模型的消失Debye长度极限(即粒子中性极限)问题．使用熵方法和弱紧性方法从数学上严格证明了快扩散情形的拟中性极限．     

Quantum Diffusion for the Anderson Model in the Scaling Limit

We consider random Schr?dinger equations on for d ≥ 3 with identically distributed random potential. Denote by λ the coupling constant and ψ_t the solution with initial data ψ₀. The space and time variables scale as with 0 < κ < κ₀(d). We prove that, in the limit λ → 0, the expectation of the Wigner distribution of ψ_t converges weakly to a solution of a heat equation in the space variable x for arbitrary L ² initial data. The diffusion coefficient is uniquely determined by the kinetic energy associated to the momentum υ. This work is an extension to the lattice case of our previous result in the continuum [8,9]. Due to the non-convexity of the level surfaces of the dispersion relation, the estimates of several Feynman graphs are more involved. Submitted: April 18, 2006. Accepted: October 12, 2006. László Erdős: Partially supported by NSF grant DMS-0200235 and EU-IHP Network ‘Analysis and Quantum’ HPRN-CT-2002-0027. Manfred Salmhofer: Partially supported by DFG grant Sa 1362/1-1 and an ESI senior research fellowship. Horng-Tzer Yau: Partially supported by NSF grant DMS-0307295 and MacArthur Fellowship.     

A Positivity-preserving Mickens-type Discretization of an Epidemic Model

A deterministic model for the transmission dynamics of two strains of an epidemic in the presence of a preventive vaccine is considered. Theoretical results on the existence and stability of the associated equilibria of the model are given. A robust, positivity-preserving, non-standard finite-difference scheme, having the same qualitative features as the continuous model, is constructed. The theoretical and numerical analyses of the model enable the determination of a threshold level of vaccination coverage needed for community-wide eradication of the epidemic.     

Galerkin Approximation of Weak Solutions of the Drift Diffusion Model for Semiconductors Coupled with Maxwell's Equations

We prove global existence of weak solutions of the drift diffusion model for semiconductors coupled with Maxwell's equations for the electromagnetic field by using a Galerkin method. The recombinations term for the density of electrons and holes may depend on the densities, the gradient of the densities and the electromagnetic field.     

半导体中一维拟中性飘流扩散模型整体光滑解的渐近性

In this paper, we study the asymptotic behavior of globally smooth solutions of initial boundary value problem for 1-d quasineutral drift-diffusion model for semiconductors. We prove that the smooth solutions(close to equilibrium)of the problem converge to the unique stationary solution.     

非光滑时间分数阶齐次扩散方程的修正

当初值不光滑时,时间分数阶齐次扩散方程数值方法的精度会下降.为了得到高阶时间收敛格式,提出加权移位的Griinwald-Letnikov的修正格式,运用Lubich的修正方法,得到非光滑时间分数阶齐次扩散方程的收敛阶仍为O(k2).最后,通过数值算例验证了数值计算结果与理论计算结果一致.     

The Spread of Branching Diffusion under Stabilizing Drift

A one-dimensional branching diffusion with a stabilizing drift is considered. We prove a theorem on the in-probability asymptotic behaviour of R ^t , the right frontier of the process over a time interval [0, t].     

关于扩散方程漂移系数估计方法的改进

本文提出了一种新的基于扩散过程轨道构造漂移系数样本的方法—对数增量法,通过理论及模拟分析说明了在适当条件下,特别是对于大多数金融数据,基于对数增量法获得的漂移系数估计量的收敛速度及有限样本性质均比基于传统的"直接增量法"所得到的结果要好。     

Limit Theorem for the Spread of Branching Diffusion with Stabilizing Drift

In the present paper we derive a formula describing the limiting behavior of R _t , the position of the rightmost particle over a time interval [0, t] in the one-dimensional branching diffusion with a stabilizing drift, and generalize the result to a multidimensional case.     

Electro–Reaction–Diffusion Systems Including Cluster Reactions of Higher Order

In this paper we consider electro–reaction–diffusion systems modelling the transport of charged species in two–dimensional heterostructures. Our aim is to investigate the case that besides of reactions with source terms of at most second order so called cluster reactions of higher order are involved. We prove the unique solvability of the model equations and show the global boundedness and asymptotic properties of the solution. In order to get necessary a priori estimates we apply an anisotropic iteration scheme followed by usual Moser iterations. Then existence is obtained by cutting off the reaction terms.     

Numerical Approximations of the Spectral Discretization of Flame Front Model

In this paper, we consider the numerical solution of the flame front equation, which is one of the most fundamental equations for modeling combustion theory. A schema combining a finite difference approach in the time direction and a spectral method for the space discretization is proposed. We give a detailed analysis for the proposed schema by providing some stability and error estimates in a particular case. For the general case, although we are unable to provide a rigorous proof for the stability, some numerical experiments are carried out to verify the efficiency of the schema. Our numerical results show that the stable solution manifolds have a simple structure when $\beta$ is small, while they become more complex as the bifurcation parameter $\beta$ increases. At last numerical experiments were performed to support the claim the solution of flame front equation preserves the same structure as K-S equation.     

Weak Convergence of a Sequence of Semimartingales to a Diffusion with Discontinuous Drift and Diffusion Coefficients

This paper presents a set of sufficient conditions for a sequence of semimartingales to converge weakly to a solution of a stochastic differential equation (SDE) with discontinuous drift and diffusion coefficients. This result is closely related to a well-known weak-convergence theorem due to Liptser and Shiryayev (see [27]) which proves the weak convergence to a solution of a SDE with continuous drift and diffusion coefficients in the Skorokhod–Lindvall J ₁-topology.The goal of this paper is to obtain a stronger result in order to solve outstanding problems in the area of large-scale queueing networks – in which the weak convergence of normalized queueing length is a solution of a SDE with discontinuous coefficients. To do this we need to make the stronger assumptions: (1) replacing the convergence in probability of the triplets of a sequence of semimartingales in the original Liptser and Shiryayev's theorem by stronger convergence in L ₂, (2) assuming the diffusion coefficient is coercive, and (3) assuming the discontinuity sets of the coefficients of the limit diffusion processs are of Lebesgue measure zero.     

A Modification of the Shishkin Discretization Mesh

In this paper we consider a modification of the Shishkin discretization mesh designed for the numerical solution of one-dimensional linear convection-diffusion singularly perturbed problems. The modification consists of a slightly different choice of the transition point between the fine and coarse parts of the mesh. This leads to a better layer-resolving mesh and to an improvement in the accuracy of the computed solution although the convergence order remains the same. (© 2013 Wiley-VCH Verlag GmbH & Co. KGaA, Weinheim)     

Multivariable Al–Salam & Carlitz Polynomials Associated with the Type A q–Dunkl Kernel

The Al–Salam & Carlitz polynomials are q–generalizations of the classical Hermite polynomials. Multivariable generalizations of these polynomials are introduced via a generating function involving a multivariable hypergeometric function which is the q–analogue of the type–A Dunkl integral kernel. An eigenoperator is established for these polynomials and this is used to prove orthogonality with respect to a certain Jackson integral inner product. This inner product is normalized by deriving a q–analogue of the Mehta integral, and the corresponding normalization of the multivariable Al–Salam & Carlitz polynomials is derived from a Pieri–type formula. Various other special properties of the polynomials are also presented, including their relationship to the shifted Macdonald polynomials and the big–q Jacobi polynomials.     

带干扰的保费随机收取的双险种风险模型

推广了已有文献中提出的带干扰的双险种复合负二项风险模型,让保费收取次数服从负二项分布,两类险种的索赔也服从负二项分布,得到了带干扰的保费随机收取的双险种风险模型,给出了破产概率的一般表达式和上界．     

Asymptotically Efficient Sequential Kernel Estimates of the Drift Coefficient in Ergodic Diffusion Processes

A sequential asymptotically efficient procedure is constructed for estimating the drift coefficient at a given state point in ergodic diffusion processes. Sequential kernel estimators are used. The optimal convergence rate with the sharp constant is given for a local minimax risk.     

一类具漂移项的奇异型平稳模型

研究了一类对称的奇异型平稳随机控制模型,在原始模型受控状态过程的基础上添加了飘移因子,并将原始模型中的费用函数推广为较一般的费用函数,求得了与此类问题有关的一个变分不等式组的解,并且给出了最佳控制策略.