On Stability and Trajectory Boundedness in Mean-square Sense for ARMA Processes

Abstract For the multidimensional ARMA system A(z)y_k=C(z)w_k it is shown that stability(det A(z)≠0,z:│z│≤1)of A(z) is equivalent to the trajectory boundedness in the mean square sense(MSS)which,as a rule,is a consequence of a successful stochastic adaptive control leading the closed-loop of an ARMAXsystem to a steady state ARMA system.In comparison with existing results the stability condition imposed onC(z)is no longer needed.The only structural requirement on the system is that det A(z) and det C(z) have nounstable common factor.     

Maximum norm stability of difference schemes for parabolic equations on overset nonmatching space-time grids

In this paper, theoretical results are described on the maximum norm stability and accuracy of finite difference discretizations of parabolic equations on overset nonmatching space-time grids. We consider parabolic equations containing a linear reaction term on a space-time domain which is decomposed into an overlapping collection of cylindrical subregions of the form , for . Each of the space-time domains are assumed to be independently grided (in parallel) according to the local geometry and space-time regularity of the solution, yielding space-time grids with mesh parameters and . In particular, the different space-time grids need not match on the regions of overlap, and the time steps can differ from one grid to the next. We discretize the parabolic equation on each local grid by employing an explicit or implicit -scheme in time and a finite difference scheme in space satisfying a discrete maximum principle. The local discretizations are coupled together, without the use of Lagrange multipliers, by requiring the boundary values on each space-time grid to match a suitable interpolation of the solution on adjacent grids. The resulting global discretization yields a large system of coupled equations which can be solved by a parallel Schwarz iterative procedure requiring some communication between adjacent subregions. Our analysis employs a contraction mapping argument.

Applications of the results are briefly indicated for reaction-diffusion equations with contractive terms and heterogeneous hyperbolic-parabolic approximations of parabolic equations.

     

Commutative Moufang Loops with Finite Conjugacy Classes of Subloops

It is proved that the following conditions are equivalent for an arbitrary commutative Moufang loop :1) the loop is finite over the center;2) every subloop of defines a finite conjugacy class of subloops;3) every associative subloop of defines a finite conjugacy class of subloops;4) every infinite associative subloop of defines a finite conjugacy class of subloops.     

Asymptotic distribution of maximal autoregressive process with weight tending to 1

The maximal operator plays the similar role as the summation operator in the sense of stability of operation. So, we could discussARMA processes in the maximal operation by the same way as in the summation operation. However, many papers already treated with moving order statistics. In this paper, we discuss asymptotic behaviors of maximal autoregressive (MAR) processes with the weight tending to 1.     

标量场与电磁场相互作用体系中的Gasimir效应

摘要本文用Feynmann路径积分方法,研究了一种U(1)规范场理论中的Casimir效应。在一圈图近似下,计算了带电标量场在两个平行的理想金属板之间的Casimir能,并对低维情况进行了讨论。     

戊酰异羟肟酸、庚酰异羟肟酸与Cu(Ⅱ)、Ni(Ⅱ)、Mn(Ⅱ)、Zn(Ⅱ)络合稳定常数的测定

本文报导了戊酰异羟肟酸和庚酰异羟肟酸与Cu(Ⅱ)、Ni(Ⅱ)、Mn(Ⅱ)、Zn(Ⅱ)络合的稳定常数,结果表明,金属离子形成络合物的强弱次序为Cu>Ni>Zn>Mn这一结果与梅勒(Mellor)等所得的顺序相符几。对同一种金属离子的络合能力则是戍酰异羟肟酸大于庚酰异羟肟酸。     

The structural,electronic and magnetic properties of Ag4M and Ag4MCO (M = Sc–Zn) clusters

The structures, spectra and electronic and magnetic properties of Ag₄M and Ag₄MCO (M?=?Sc–Zn) clusters have been studied using density functional theory and CALYPSO structure searching method. Structural searches show that M atoms except Zn tend to occupy the highest coordination position in the ground state Ag₄M and Ag₄MCO clusters. Carbon monoxide is most easily adsorbed on Ag atom of Ag₄Zn and M atom of other Ag₄M. Infrared and Raman spectra, photoabsorption spectra and photoelectron spectra of Ag₄M and Ag₄MCO clusters are forecasted and can be used to identify these clusters from experiment. Analysis of electronic properties indicates that the adsorption of CO on Ag₄M clusters changes the zero vibrational energy (ZPVE) and increases stability of the host clusters. Dopant atoms except for Zn improve the stability of silver cluster. The Ag₄Ni cluster shows high chemical activity and maximum adsorption energy for carbon monoxide. Magnetism calculations reveal that the magnetic moment of Ag₄M (M?=?Mn–Ni) cluster adsorbed by carbon monoxide is decreased by 2 μ_B. The change of magnetic moment makes it possible to be used as a nanomaterial for carbon monoxide detection. Simultaneously, it is found that the adsorption of CO on Ag₄Cu cluster is a physical adsorption.     

A statistical mechanics approach to Granovetter theory

In this paper we try to bridge breakthroughs in quantitative sociology/econometrics, pioneered during the last decades by Mac Fadden, Brock–Durlauf, Granovetter and Watts–Strogatz, by introducing a minimal model able to reproduce essentially all the features of social behavior highlighted by these authors.     

Numerical Method for the Time Fractional Fokker-Planck Equation

In this paper, a new numerical algorithm for solving the time fractional Fokker-Planck equation is proposed. The analysis of local truncation error and the stability of this method are investigated. Theoretical analysis and numerical experiments show that the proposed method has higher order of accuracy for solving the time fractional Fokker-Planck equation.     

Hydromagnetic parametric resonance instability of two superposed conducting fluids in porous medium

Rayleigh–Taylor instability of a heavy fluid supported by a lighter one through porous medium, in the presence of a uniform, horizontal and oscillating magnetic field is studied. The fluids are taken as viscous (obeying Darcy's law), uniform, incompressible, and infinitely conducting. The amplitude of the oscillating part of the field is taken to be small compared with its steady part. The dispersion relation is obtained in the form of a third-order differential equation, with time as the independent variable and with periodic coefficients, for the vertical displacement of the surface of separation of the two fluids from its equilibrium position. The oscillatory magnetic field of frequency ω$\omega$ and steady part _H0$H_0$ has a stabilizing influence on a mode of disturbance which is unstable in a steady magnetic field of strength _H0$H_0$. It is found that the oscillatory magnetic field and porosity of the porous medium have stabilizing effects, while the medium permeability has a destabilizing influence on the considered system. For a constant value of any of these physical parameters, the system has been found to be unstable (for small wavenumbers) as well as stable afterwards after a definite wavenumber value. The marginal stability case of parametric resonance holds when _M1=_M2=0$M_1=M_2=0$ (and hence m=0$m=0$), in which the characteristic exponents, and the corresponding solutions for u$u$ break down, is also investigated in detail. It is found, to order ?$?$, that the effect of an oscillating magnetic field has no stabilizing influence on a disturbance which is marginally stable in the steady magnetic field; while to order ?²${?}^2$, and when the magnetic field oscillates, a resonance between this mode of disturbances and the oscillating field leads to instability when _ρ2>_ρ1${\rho }_2>{\rho }_1$. It is found also, in this resonant case, that all the constant or varied physical parameters, mentioned above, have destabilizing influences on the considered system. Finally, the other two resonance points appear in non-porous media (i.e., when m=±iω$m=\pm \mathrm{i}\omega$ and m=±2iω$m=\pm 2\mathrm{i}\omega$), are disappeared here due to the presence of the porous medium.