The Skorohod integral and the derivative operator of functional of a cylindrical Brownian motion

The paper presents a definition of the Skorohod integral of operator-valued processes and the derivative operator for functional of a cylindrical Brownian motionW on a Hilbert space. The method is based on the chaos expansions in terms of multiple Wiener integrals ofW.This research was partially supported by the U.S. Air Force Office of Scientific Research Contract No. F49620 85C 0144. The research of V. Pérez-Abreu was also supported by CONACYT Grant D111-904237.     

Theoretical and numerical analysis for the quasi-continuum approximation of a material particle model

In many applications materials are modeled by a large number of particles (or atoms) where any one of particles interacts with all others. Near or nearest neighbor interaction is expected to be a good simplification of the full interaction in the engineering community. In this paper we shall analyze the approximate error between the solution of the simplified problem and that of the full-interaction problem so as to answer the question mathematically for a one-dimensional model. A few numerical methods have been designed in the engineering literature for the simplified model. Recently much attention has been paid to a finite-element-like quasicontinuum (QC) method which utilizes a mixed atomistic/continuum approximation model. No numerical analysis has been done yet. In the paper we shall estimate the error of the QC method for this one-dimensional model. Possible ill-posedness of the method and its modification are discussed as well.

     

Spectral Properties of Hamiltonians of Charged Systems in a Homogeneous Magnetic Field: II. The Structure of the Pure Point Spectrum

We study the pure point spectrum of the energy operator H(P ) of a many-particle charged quantum system in a homogeneous magnetic field based on the results in our previous work under fixation of the sum P of the pseudomomentum components of the system. We prove that the discrete spectrum H(P ) of a short-range system is infinite under some conditions (which, for example, hold for a system of two oppositely charged particles) even in the case of a finitely supported potential. For a long-range system of the type of a (+)-ion of an atom (including the ion), the discrete spectrum is infinite.     

Path Collapse for an Inhomogeneous Random Walk

On an open interval we follow the paths of a Brownian motion which returns to a fixed point as soon as it reaches the boundary and restarts afresh indefinitely. We determine that two paths starting at different points either cannot collapse or they do so almost surely. The problem can be modelled as a spatially inhomogeneous random walk on a group and contrasts sharply with the higher dimensional case in that if two paths may collapse they do so almost surely.     

平面运动学位似运动Steiner公式的推广

对单参数闭平面复意义位似运动，给出了Muller提出的Steiner公式和混合面公式的表达式。利用推广的Steiner公式得到了位似运动的Holditch定理．作为特例，给出了Muller位似比h≡1时的结果。     

非退化扩散过程的极性与相交性

本文讨论非退化扩散过程的极性，得到了几个较好的充分条件，它可看作[1]的进一步深化，此外，我们将这些结果用来研究两个独立的非退化扩散过程的相交性，得到了一些有意思的结果。     

On Weak Solutions of an Integral Equation Driven by a p-Semimartingale of Special Type

We consider the integral equation driven by a standard Brownian motion and by a fractional Brownian motion. Sufficient conditions under which the equation has a weak solution are obtained.     

Single-server queues with spatially distributed arrivals

Consider a queueing system where customers arrive at a circle according to a homogeneous Poisson process. After choosing their positions on the circle, according to a uniform distribution, they wait for a single server who travels on the circle. The server's movement is modelled by a Brownian motion with drift. Whenever the server encounters a customer, he stops and serves this customer. The service times are independent, but arbitrarily distributed. The model generalizes the continuous cyclic polling system (the diffusion coefficient of the Brownian motion is zero in this case) and can be interpreted as a continuous version of a Markov polling system. Using Tweedie's lemma for positive recurrence of Markov chains with general state space, we show that the system is stable if and only if the traffic intensity is less than one. Moreover, we derive a stochastic decomposition result which leads to equilibrium equations for the stationary configuration of customers on the circle. Steady-state performance characteristics are determined, in particular the expected number of customers in the system as seen by a travelling server and at an arbitrary point in time.     

Random walk in an inhomogeneous medium with local impurities

In spite of Sinai's result that the decay of the velocity autocorrelation function for a random walk on ^d (d=2) can drastically change if local impurities are present, it is shown that local impurities can not abolish weak convergence to the Brownian motion if d2.     

双子佯谬与星际航行

计算了在两个假想的星际航行方案中,与"双子佯谬"相关的时间差别.这种差别体现了惯性与非惯性参考系经历的时间有绝对差异,而不再是"相对"效应.