Asymptotic Behavior of a Stochastic Predator-prey Model with Beddington-DeAngelis Functional Response and L\'{e}vy Jumps

A stochastic two-prey-one-predator model with Beddington-DeAngelis functional response and L\''{e}vy jumps is proposed and investigated in this paper. First of all, we prove the existence and uniqueness of the global positive solution, and stochastic ultimate boundedness of the solution. Next, under a simple assumption, by using It\^{o} formula and other important inequalities, some sufficient conditions are established to ensure the extinction and persistence in the mean of the system. The results show that neither strong white noise nor L\''{e}vy noise is conducive to the persistence of the population. Finally, the theoretical results are verified by numerical simulations.     

Existence and Uniqueness of Solutions to Time-delays Stochastic Fractional Differential Equations with Non-Lipschitz Coefficients

In this paper, we consider the existence and uniqueness of solutions to time-varying delays stochastic fractional differential equations (SFDEs) with non-Lipschitz coefficients. By using fractional calculus and stochastic analysis, we can obtain the existence result of solutions for stochastic fractional differential equations.     

Efficient simulation of general stochastic hybrid systems

General Stochastic Hybrid System (SHS) are characterised by Stochastic Differential Equations (SDEs) with discontinuities and Poisson jump processes. SHS are useful in model based design of Cyber-Physical System (CPS) controllers under uncertainty. Industry standard model based design tools such as Simulink/Stateflow® are inefficient when simulating, testing, and validating SHS, because of dependence on fixed-step Euler–Maruyama (EM) integration and discontinuity detection. We present a novel efficient adaptive step-size simulation/integration technique for general SHSs modelled as a network of Stochastic Hybrid Automatons (SHAs). We propose a simulation algorithm where each SHA in the network executes synchronously with the other, at an integration step-size computed using adaptive step-size integration. Ito’ multi-dimensional lemma and the inverse sampling theorem are leveraged to compute the integration step-size by making the SDEs and Poisson jump rate integration dependent upon discontinuities. Existence and convergence analysis along with experimental results show that the proposed technique is substantially faster than Simulink/Stateflow®when simulating general SHSs.     

Stochastic on-line knapsack problems

Different classes of on-line algorithms are developed and analyzed for the solution of {0, 1} and relaxed stochastic knapsack problems, in which both profit and size coefficients are random variables. In particular, a linear time on-line algorithm is proposed for which the expected difference between the optimum and the approximate solution value isO(log^3/2 n). An(1) lower bound on the expected difference between the optimum and the solution found by any on-line algorithm is also shown to hold.Corresponding author.Partially supported by the Basic Research Action of the European Communities under Contract 3075 (Alcom).Partially supported by research project Models and Algorithms for Optimization of the Italian Ministry of University and Scientific and Technological Research (MURST 40%).     

Generalized solutions of a stochastic partial differential equation

We discuss the Cauchy problem of a certain stochastic parabolic partial differential equation arising in the nonlinear filtering theory, where the initial data and the nonhomogeneous noise term of the equation are given by Schwartz distributions. The generalized (distributional) solution is represented by a partial (conditional) generalized expectation ofT(t)° _0,t ^–1 , whereT(t) is a stochastic process with values in distributions and _s,t is a stochastic flow generated by a certain stochastic differential equation. The representation is used for getting estimates of the solution with respect to Sobolev norms.Further, by applying the partial Malliavin calculus of Kusuoka-Stroock, we show that any generalized solution is aC -function under a condition similar to Hörmander's hypoellipticity condition.     

On the two-dimensional stochastic Ising model in the phase coexistence region near the critical point

We consider the two-dimensional stochastic Ising model in finite square with free boundary conditions, at inverse temperature >₀ and zero external field. Using duality and recent results of Ioffe on the Wulff construction close to the critical temperature, we extend some of the results obtained by Martinelli in the low-temperature regime to any temperature below the critical one. In particular we show that the gap in the spectrum of the generator of the dynamics goes to zero in the thermodynamic limit as an exponential of the side length of , with a rate constant determined by the surface tension along one of the coordinate axes. We also extend to the same range of temperatures the result due to Shlosman on the equilibrium large deviations of the magnetization with free boundary conditions.     

Fubini theorem for anticipating stochastic integrals in Hilbert space

Let (X,l,) be a measure space, letW be a cylindrical Hilbert-Wiener process, and let be an anticipating integrable process-valued function onX. We prove, under natural assumptions on, that there exists a measurable version Y_x,x X, of the anticipating integral of(x) such that the integral _x Y_x(dx) is a version of the anticipating integral of _X (x)(dx). We apply this anticipating Fubini theorem to study solutions of a class of stochastic evolution equations in Hilbert space.     

Droplet dynamics for asymmetric Ising model

Nucleation from a metastable state is studied for an anisotropic Ising model at very low temperatures. It turns out that the critical nucleus as well as configurations on a typical path to it differ from the Wulff shape of an equilibrium droplet.     

Charge calculations in molecular mechanics. Part 8 Partial atomic charges from classical calculations

Summary The CHARGE2 programme, which involves the classical calculation of both the inductive and resonance contributions to the partial atomic charges in molecules is described, and the charges and electrostatic potentials obtained presented for some illustrative examples.In substituted methanes (CH₃X, CF₃X, CCl₃X) the effects of varying the electronegativity of the substituents and the - and -substituent contributions are clearly illustrated for a variety of substituent groups X.The problems involved in the inclusion of silicon into this scheme are detailed, together with the methods of overcoming them. The partial atomic charges ( and contributions) and electrostatic potentials for some silicon oxygen compounds are presented and discussed.The partial atomic charges from CHARGE2 for all the natural amino acids as their N-acetyl, N-methyl-amides are given and compared with those obtained from the AMBER and ECEPP/2 force fields. Considerable differences in these figures are observed, with the AMBER charges consistently much larger than those from the other two methods.The CHARGE2 partial atomic charges and electrostatic potentials for the four common nucleic acids, adenine, cytosine, guanine and thymine, are given and compared with those derived from other calculations. Again there is general similarity but also there are considerable differences, with those from the AMBER force field somewhat larger than the other methods.For previous parts in this series, see Refs. 1-7.     

NCO自由基与SO_2、CS_2反应的速率常数

利用波长为266nm的激光光解CHBr3产生CH自由基,其与NO反应作为NCO自由基的来源.在298K,总压2660Pa的条件下,采用激光诱导荧光的方法,研究了NCO自由基与SO2、CS2的反应.得到了NCO自由基与SO2、CS2双分子反应速率常数分别为(1.8±0.3)×10-11和(3.1±0.4)×10-12cm3·molecule-1·s-1.对这两个反应在B3LYP/6-31 G(d)的水平上进行理论研究的结果表明,NCO自由基与SO2、CS2的反应是加成反应,其机理是NCO自由基中的N原子攻击反应物的中心原子,得到加成产物.