Modeling and character analyzing of multiple fractional-order memcapacitors in parallel connection

Recently,the memory elements-based circuits have been addressed frequently in the nonlinear circuit theory due to their unique behaviors.Thus,the modeling and characterizing of the mem-elements become essential.In this paper,the analysis of the multiple fractional-order voltage-controlled memcapacitors model in parallel connection is studied.Firstly,two fractional-order memcapacitors are connected in parallel,the equivalent model is derived,and the characteristic of the equivalent memcapacitor is analyzed in positive or negative connection.Then a new understanding manner according to different rate factor K and fractional orderαis derived to explain the equivalent modeling structure conveniently.Additionally,the negative order appears,which is a consequence of the combination of memcapacitors in different directions.Meanwhile,the equivalent parallel memcapacitance has been drawn to determine that multiple fractional-order memcapacitors could be calculated as one composite memcapacitor.Thus,an arbitrary fractional-order equivalent memcapacitor could be constructed by multiple fractional-order memcapacitors.     

Local well-posedness for quasi-linear NLS with large Cauchy data on the circle

We prove local in time well-posedness for a large class of quasilinear Hamiltonian, or parity preserving, Schrödinger equations on the circle. After a paralinearization of the equation, we perform several paradifferential changes of coordinates in order to transform the system into a paradifferential one with symbols which, at the positive order, are constant and purely imaginary. This allows to obtain a priori energy estimates on the Sobolev norms of the solutions.     

Malliavin and Dirichlet structures for independent random variables

On any denumerable product of probability spaces, we construct a Malliavin gradient and then a divergence and a number operator. This yields a Dirichlet structure which can be shown to approach the usual structures for Poisson and Brownian processes. We obtain versions of almost all the classical functional inequalities in discrete settings which show that the Efron–Stein inequality can be interpreted as a Poincaré inequality or that the Hoeffding decomposition of $U$-statistics can be interpreted as an avatar of the Clark representation formula. Thanks to our framework, we obtain a bound for the distance between the distribution of any functional of independent variables and the Gaussian and Gamma distributions.     

Asymptotic expansion for vector-valued sequences of random variables with focus on Wiener chaos

We develop the asymptotic expansion theory for vector-valued sequences ${\left(F_N\right)}_{N\ge 1}$ of random variables in terms of the convergence of the Stein–Malliavin matrix associated with the sequence $F_N$. 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 $F_N$ and we illustrate our results by several examples.     

Representations for conditional expectations and applications to pricing and hedging of financial products in Lévy and jump-diffusion setting

In this article, we derive expressions for conditional expectations in terms of regular expectations without conditioning but involving some weights. For this purpose, we apply two approaches: the conditional density method and the Malliavin method. We use these expressions for the numerical estimation of the price of American options and their deltas in a Lévy and jump-diffusion setting. Several examples of applications to financial and energy markets are given including numerical examples.     

Fermionic-mode entanglement in non-Markovian environment

We evaluate the non-Markovian effects on the entanglement dynamics of a fermionic system interacting with two dissipative vacuum reservoirs. The exact solution of density matrix is derived by utilizing the Feynman–Vernon influence functional theory in the fermionic coherent state representation and the Grassmann calculus, which are valid for both the fermionic and bosonic baths, and their difference lies in the dependence of the parity of the initial states. The fermionic entanglement dynamics is presented by adding an additional restriction to the density matrix known as the superselection rules. Our analysis shows that the usual decoherence suppression schemes implemented in qubits systems can also be achieved for systems of identical fermions, and the initial state proves its importance in the evolution of fermionic entanglement. Our results provide a potential way to decoherence controlling of identical fermions.