Fourier transform and related integral transforms in superspace

In this paper extensions of the classical Fourier, fractional Fourier and Radon transforms to superspace are studied. Previously, a Fourier transform in superspace was already studied, but with a different kernel. In this work, the fermionic part of the Fourier kernel has a natural symplectic structure, derived using a Clifford analysis approach. Several basic properties of these three transforms are studied. Using suitable generalizations of the Hermite polynomials to superspace (see [H. De Bie, F. Sommen, Hermite and Gegenbauer polynomials in superspace using Clifford analysis, J. Phys. A 40 (2007) 10441-10456]) an eigenfunction basis for the Fourier transform is constructed.     

A semigroup approach to fractional powers

We say that A has fractional powers {A _t } _t≥0 if there exists a nondegenerate C-regularized semigroup {W(t)} _t≥0 such that A=C ⁻¹ W(1); then A _t ≡C ⁻¹ W(t). We show that this generalizes the usual definition of fractional powers for nonnegative operators, and enables many operators with spectrum containing the entire unit disc to have fractional powers. Our definition gives clear, simple proofs of the basic properties of fractional powers. We show that, for nonnegative operators, the fractional powers with the property that, if A is of type θ, then A _t is of type t θ, whenever t θ<π, are unique. More generally, for injective G∈B(X) commuting with A, we show that an operator A of G-regularized type θ has a unique family of fractional powers with the property that A _t is of G-regularized type t θ whenever t θ<π. This leads to a construction of fractional powers of operators with polynomially bounded resolvent outside of an appropriate sector. We show that an operator is of regularized type if and only if it has exponentially bounded regularized imaginary powers. This work was done while the second author was visiting Ohio University, with funding from Universitat de València. He would like to thank Ohio University and Professor deLaubenfels for their hospitality and support.     

Brownian Optimal Stopping and Random Walks

One way to compute the value function of an optimal stopping problem along Brownian paths consists of approximating Brownian motion by a random walk. We derive error estimates for this type of approximation under various assumptions on the distribution of the approximating random walk.     

Exfoliation of a stack of platelets and intercalation of polymer chains: Effects of molecular weight,entanglement, and interaction with the polymer matrix

Exfoliation of a stack of sheets (a model for clay platelets) in a dynamic matrix of polymer chains is investigated by a computer simulation model. How the interplay between the thermodynamics (interaction-driven) and conformational (structural constraints) entropy affects the exfoliation of sheets is the subject of this study. A stack of four sheets with a small initial interlayer distance constitutes the layer on a discrete lattice. The layered platelets are immersed in a matrix represented by the mobile polymer chains which occupy a fraction (concentration) of the lattice sites. Both sheets and chains are modeled by the bond-fluctuation mechanism and execute their stochastic motion via Metropolis algorithm. An attractive and a repulsive interaction between the polymer matrix and platelets are considered. Exfoliation of the sheets is examined by varying the molecular weight of the polymer chains forming a dynamic network matrix with various degrees of entanglements. At low-molecular weight of the polymer, exfoliation is achieved with repulsive interaction and the exfoliation is suppressed with attractive matrix as sheets stick together via polymer mediated interaction introduced by intercalated polymer chains. Increasing the molecular weight of the polymer matrix suppresses the exfoliation of sheets primarily due to enhanced entanglement—at high-molecular weight (with the radius of gyration of polymer chains larger than the characteristic linear dimension of the platelets), the stacked (layered) morphology is arrested via entropic trapping and exfoliation ceases to occur. © 2008 Wiley Periodicals, Inc. J Polym Sci Part B: Polym Phys 46: 2696–2710, 2008     

On the structure of competitive societies

We model the dynamics of social structure by a simple interacting particle system. The social standing of an individual agent is represented by an integer-valued fitness that changes via two offsetting processes. When two agents interact one advances: the fitter with probability p and the less fit with probability 1-p. The fitness of an agent may also decline with rate r. From a scaling analysis of the underlying master equations for the fitness distribution of the population, we find four distinct social structures as a function of the governing parameters p and r. These include: (i) a static lower-class society where all agents have finite fitness; (ii) an upwardly-mobile middle-class society; (iii) a hierarchical society where a finite fraction of the population belongs to a middle class and a complementary fraction to the lower class; (iv) an egalitarian society where all agents are upwardly mobile and have nearly the same fitness. We determine the basic features of the fitness distributions in these four phases.     

Instability of the Liouville property for quasi-isometric graphs and manifolds of polynomial volume growth

In this note we construct two quasi-isometric graphs. One admits an infinite dimensional space of nonconstant bounded harmonic functions, while the other admits only constant bounded harmonic functions. Translation of the construction to manifolds answers a problem due to T. Lyons.     

Reverse time diffusions

The paper considers a diffusion evolving in $\text{R}$ⁿ. The stochastic differential equations giving the same process, but with the time parameter evolving in the negative direction, are obtained under a certain integrability hypothesis when the diffusion has a density function on a time varying submanifold of $\text{R}$ⁿ.     

A functional central limit theorem for ϱ-mixing sequences

In this note a functional central limit theorem for ?-mixing sequences of I. A. Ibragimov (Theory Probab. Appl.20 (1975), 135–141) is generalized to nonstationary sequences (X_n)_n ∈ $\text{N}$, satisfying some assumptions on the variances and the moment condition $\text{E |X}{}_{\mathrm{n}}\text{|}{}^{\mathrm{2\; +\; b}}\text{= O(n}{}^{\mathrm{<mtext>b</mtext><mtext>2</mtext><mtext>??</mtext>}}\text{)}$ for some b > 0, ? > 0.     

有关保险基金投资的研究

本文我们对保险基金投资的必要性进行了简单说明,然后,利用保费收取与保险赔付之间的时滞,对保险基金进行投资研究,建立了考虑投资人风险偏好的连续时间的保险投资模型,并对最优投资比例进行了研究。     

Chaos synchronization of the Chua system with a fractional order

Chaos synchronization of two identical Chua systems with the same fractional order is studied by utilizing the Pecora–Carroll (PC) method, the active–passive decomposition (PAD) method, the one-way coupling method and the bidirectional coupling one. The sufficient conditions for achieving synchronization between these two systems are derived via the Laplace transformation theory. Numerical simulations show the effectiveness of the theoretical analyses.