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71.
In this paper, we consider Girsanov transforms of pure jump type for discontinuous Markov processes. We show that, under some quite natural conditions, the Green functions of the Girsanov transformed process are comparable to those of the original process. As an application of the general results, the drift transform of symmetric stable processes is studied in detail. In particular, we show that the relativistic α-stable process in a bounded C1,1-smooth open set D can be obtained from symmetric α-stable process in D through a combination of a pure jump Girsanov transform and a Feynman-Kac transform. From this, we deduce that the Green functions for these two processes in D are comparable. 相似文献
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S. P. Savin L. M. Zelenyi E. Amata J. Buechner J. Blecki S. I. Klimov B. Nikutowski J. L. Rauch S. A. Romanov A. A. Skalsky V. N. Smirnov P. Song K. Stasiewicz 《JETP Letters》2004,79(8):368-371
The study of the interaction between collisionless plasma flow and stagnant plasma revealed the presence of an outer boundary layer at the border of a geomagnetic trap, where the super-Alfvén subsonic laminar flow changes over to the dynamic regime characterized by the formation of accelerated magnetosonic jets and decelerated Alfvén flows with characteristic relaxation times of 10–20 min. The nonlinear interaction of fluctuations in the initial flow with the waves reflected from an obstacle explains the observed flow chaotization. The Cherenkov resonance of the magnetosonic jet with the fluctuation beats between the boundary layer and the incoming flow is the possible mechanism of its formation. In the flow reference system, the incoming particles are accelerated by the electric fields at the border of boundary layer that arise self-consistently as a result of the preceding wave-particle interactions; the inertial drift of the incoming ions in a transverse electric field increasing toward the border explains quantitatively the observed ion acceleration. The magnetosonic jets may carry away downstream up to a half of the unperturbed flow momentum, and their dynamic pressure is an order of magnitude higher than the magnetic pressure at the obstacle border. The appearance of nonequilibrium jets and the boundary-layer fluctuations are synchronized by the magnetosonic oscillations of the incoming flow at frequencies of 1–2 mHz. 相似文献
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Song Jiang 《Mathematische Nachrichten》1998,190(1):169-183
We consider initial boundary value problems for the equations of the one-dimensional motion of a viscous, heat-conducting gas with density-dependent viscosity that decreases (to zero) with decreasing density. We prove that if the viscosity does not decrease to zero too rapidly, then smooth solutions exist globally in time. 相似文献
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We study the expected delay in cyclic polling models with general ‘branching-type’ service disciplines. For this class of
models, which contains models with exhaustive and gated service as special cases, we obtain closed-form expressions for the
expected delay under standard heavy-traffic scalings. We identify a single parameter associated with the service discipline
at each queue, which we call the ‘exhaustiveness’. We show that the scaled expected delay figures depend on the service policies
at the queues only through the exhaustiveness of each of the service disciplines. This implies that the influence of different
service disciplines, but with the same exhaustiveness, on the expected delays at the queues becomes the same when the system
reaches saturation. This observation leads to a new classification of the service disciplines. In addition, we show monotonicity
of the scaled expected delays with respect to the exhaustiveness of the service disciplines. This induces a complete ordering
in terms of efficiency of the service disciplines. The results also lead to new rules for optimization of the system performance
with respect to the service disciplines at the queues. Further, the exact asymptotic results suggest simple expected waiting-time
approximations for polling models in heavy traffic. Numerical experiments show that the accuracy of the approximations is
excellent for practical heavy-traffic scenarios.
This revised version was published online in June 2006 with corrections to the Cover Date. 相似文献