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81.
We discuss how the effective parameters characterising averaged motion in nonlinear systems are affected by noise (random fluctuations). In this approach to stochastic dynamics, the stochastic system is replaced by its deterministic equivalent but with noise-dependent parameters. We show that it can help to resolve certain paradoxes and that it has a utility extending far beyond its usual application in passing from the microscopic equations of motion to the macroscopic ones. As illustrative examples, we consider the diode-capacitor circuit, a Brownian ratchet, and a generic stochastic resonance system. In the latter two cases we calculate for the first time their effective parameters of averaged motion as functions of noise intensity. We speculate that many other stochastic problems can be treated in a similar way.
PACS: 05.10.Gg, 05.40.-a, 05.40.Jc 相似文献
82.
In 1977 the celebrated theorem of B. Dahlberg established that the harmonic measure is absolutely continuous with respect to the Hausdorff measure on a Lipschitz graph of dimension in , and later this result has been extended to more general non-tangentially accessible domains and beyond.In the present paper we prove the first analogue of Dahlberg's theorem in higher co-dimension, on a Lipschitz graph Γ of dimension d in , , with a small Lipschitz constant. We construct a linear degenerate elliptic operator L such that the corresponding harmonic measure is absolutely continuous with respect to the Hausdorff measure on Γ. More generally, we provide sufficient conditions on the matrix of coefficients of L which guarantee the mutual absolute continuity of and the Hausdorff measure. 相似文献
83.
A flashing ratchet model of a two-headed molecular motor in a two-dimensional potential is proposed to simulate the hand-over-hand motion of kinesins.Extensive Langevin simulations of the model are performed.We discuss the dependences of motion and efficiency on the model parameters,including the external force and the temperature.A good qualitative agreement with the expected behavior is observed. 相似文献
84.
Suppose that is a one-dimensional Brownian motion with negative drift . It is possible to make sense of conditioning this process to be in the state 0 at an independent exponential random time and if we kill the conditioned process at the exponential time the resulting process is Markov. If we let the rate parameter of the random time go to 0, then the limit of the killed Markov process evolves like conditioned to hit 0, after which time it behaves as killed at the last time visits 0. Equivalently, the limit process has the dynamics of the killed “bang–bang” Brownian motion that evolves like Brownian motion with positive drift when it is negative, like Brownian motion with negative drift when it is positive, and is killed according to the local time spent at 0.An extension of this result holds in great generality for a Borel right process conditioned to be in some state at an exponential random time, at which time it is killed. Our proofs involve understanding the Campbell measures associated with local times, the use of excursion theory, and the development of a suitable analogue of the “bang–bang” construction for a general Markov process.As examples, we consider the special case when the transient Borel right process is a one-dimensional diffusion. Characterizing the limiting conditioned and killed process via its infinitesimal generator leads to an investigation of the -transforms of transient one-dimensional diffusion processes that goes beyond what is known and is of independent interest. 相似文献
85.
86.
Ciprian A. Tudor Nakahiro Yoshida 《Stochastic Processes and their Applications》2019,129(9):3499-3526
We develop the asymptotic expansion theory for vector-valued sequences of random variables in terms of the convergence of the Stein–Malliavin matrix associated with the sequence . Our approach combines the classical Fourier approach and the recent Stein–Malliavin theory. We find the second order term of the asymptotic expansion of the density of and we illustrate our results by several examples. 相似文献
87.
Several methods have been proposed for motion correction of high angular resolution diffusion imaging (HARDI) data. There have been few comparisons of these methods, partly due to a lack of quantitative metrics of performance. We compare two motion correction strategies using two figures of merit: displacement introduced by the motion correction and the 95% confidence interval of the cone of uncertainty of voxels with prolate tensors. What follows is a general approach for assessing motion correction of HARDI data that may have broad application for quality assurance and optimization of postprocessing protocols. Our analysis demonstrates two important issues related to motion correction of HARDI data: (1) although neither method we tested was dramatically superior in performance, both were dramatically better than performing no motion correction, and (2) iteration of motion correction can improve the final results. Based on the results demonstrated here, iterative motion correction is strongly recommended for HARDI acquisitions. 相似文献
88.
This paper deals with ultrasound medical image processing, particularly to filter the noise while preserving the edges and
structures of information. The mathematical processing consists in solving by a numerical way a nonlinear evolutive boundary
value problem. Several numerical semi-implicit time marching schemes are considered and analyzed. At each time step, parallel
synchronous or asynchronous Schwarz alternating methods are used to solve the linear system and its convergence is studied.
Lastly, the results of sequential and parallel simulations are presented.
相似文献
89.
Rectangular matrix solutions of the defocusing nonlinear Schrödinger equation (dNLS) are studied in quarter-plane and semi-strip. Evolution of the corresponding Weyl–Titchmarsh (Weyl) function is described in terms of the initial Weyl function and boundary conditions. In the next step, the initial Weyl function is recovered (for the quarter-plane case) from the long-time asymptotics of the wave function considered at the boundary. Thus, it is shown that the evolution of the Weyl function is uniquely defined by the boundary conditions. Moreover, a procedure to recover solutions of dNLS (uniquely defined by the boundary conditions) is given. In a somewhat different way, the same boundary value problem is also dealt with in a semi-strip (for the case of a quasi-analytic initial condition). 相似文献
90.
We consider uniform stability to a nontrivial equilibrium of a nonlinear fluid–structure interaction (FSI) defined on a two or three dimensional bounded domain. Stabilization is achieved via boundary and/or interior feedback controls implemented on both the fluid and the structure. The interior damping on the fluid combining with the viscosity effect stabilizes the dynamics of fluid. However, this dissipation propagated from the fluid alone is not sufficient to drive uniformly to equilibrium the entire coupled system. Therefore, additional interior damping on the wave component or boundary porous like damping on the interface is considered. A geometric condition on the interface is needed if only boundary damping on the wave is active. The main technical difficulty is the mismatch of regularity of hyperbolic and parabolic component of the coupled system. This is overcome by considering special multipliers constructed from Stokes solvers. The uniform stabilization result obtained in this article is global for the fully coupled FSI model. 相似文献