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101.
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. 相似文献
102.
Boris V. L'vov 《Mikrochimica acta》1991,104(1-6):299-308
A basically new mechanism of the thermal decomposition of solids is proposed to explain the mass spectral observations of gaseous molecules of CoO, CuO, Cu2O, NiO, PbO and Mg(OH)2 during the low-temperature decomposition of the anhydrous and hydrated nitrates of these metals. The mechanism consists of two stages: congruent gasification of all reaction products irrespective of their saturated vapor pressure and subsequent condensation of the low-volatility species (oxides and hydroxides). The partial pressures of these species at the appearance temperatures calculated from this theory for the first stage of the process (1–50 mPa) are in agreement with the detection limits of the quadrupole mass spectrometers used in these experiments. The proposed mechanism is supported by other available data obtained by thermal analysis. 相似文献
103.
104.
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106.
D. Sornette 《The European Physical Journal B - Condensed Matter and Complex Systems》1998,3(1):125-137
We propose a formulation of the term structure of interest rates in which the forward curve is seen as the deformation of
a string. We derive the general condition that the partial differential equations governing the motion of such string must
obey in order to account for the condition of absence of arbitrage opportunities. This condition takes a form similar to a
fluctuation-dissipation theorem, albeit on the same quantity (the forward rate), linking the bias to the covariance of variation
fluctuations. We provide the general structure of the models that obey this constraint in the framework of stochastic partial
(possibly non-linear) differential equations. We derive the general solution for the pricing and hedging of interest rate
derivatives within this framework, albeit for the linear case (we also provide in the appendix a simple and intuitive derivation
of the standard European option problem). We also show how the “string” formulation simplifies into a standard N-factor model under a Galerkin approximation.
Received: 30 January 1998 / Revised: 12 February 1998 / Accepted: 16 February 1998 相似文献
107.
采用气相沉积技术在Si衬底上生长了Zn-Zn2SiO4芯-壳结构纳米同轴线阵列。根部呈笋状的纳米同轴线,直径约100nm,长度可以超过10μm;同轴线芯直径约50nm、壳层厚约25nm。通过X射线衍射的表征以及能量色散谱的线扫描,确定纳米同轴线的芯为Zn,壳层为Zn2SiO4。我们提出了一种新的生长机制,同时也为生长均匀的纳米同轴线提供一种新的技术。观察阴极荧光谱发现,纳米同轴线有三个主要发光带:强度最大的中紫外300nm发光、较弱的可见光区560nm以及红外谱区865nm的发光。对纳米同轴线截面的300nm发光峰观测发现,中紫外发光来源于Zn2SiO4壳层。正是这种同轴线的结构,使得其具备特殊的光学性质。 相似文献
108.
S. Fumeron P. Ben-Abdallah 《Journal of Quantitative Spectroscopy & Radiative Transfer》2006,97(2):195-208
The aim of this paper is to present several features of the couplings occurring between radiative transfer and the kinetics of a moving dielectric. After determining how the velocity field affects the apparent thermo-optical properties of matter, the energy transport problem is investigated in instationary regime and the general form of transient radiative transfer equation inside a moving medium is built. Then, the model is applied to the particular case of turbulent flows: a system of two equations for mean and fluctuating radiative energies is presented, and the resolution of this system is finally carried out. 相似文献
109.
本文利用角动量作为Liapunov函数建立二维的圆形涡块及涡环在有限或无限区域上的(Liapunov)非线性稳定性. 相似文献
110.
We consider a four-dimensional generalization of Hess–Appel’rot system and costruct its Lax pair. Both classical and algebro-geometric integration procedure are proceeded. The algebro-geometric integration is based on deep facts from geometry of Prym varieties such as the Mumford relation and Mumford-Dalalyan theory. The integration is similar to the integration of Lagrange bitop which has recetly been performed by the authors. 相似文献