Particle systems on flows

We start with a stochastic flow of diffeomorphisms of the space. Particles enter the space at random times and places. Each particle is carried by the flow for some random amount of time. We examine the point process formed by the particles at a fixed time, on the evolution of that point process as time varies, and on the equilibrium law of the point process.     

Equivariant mappings: a new approach in stochastic simulations

Stochastic simulations on manifolds usually are traced back to ⁿ via charts. If a group G is acting on a manifold M and if the respective distribution v is invariant under this group action then in many cases of practical interest there exists a more convenient approach which uses equivariant mappings. The concept of equivariant mappings will be discussed intensively at the instance of the Grassman manifold in which case G equals the orthogonal group. Further advantages of this concept will be demonstrated by applying it to a probabilistic problem from the field of combinatorial geometry.     

关于随机过程循序可测性的一个注记

本文引进了可测空间的自然乘积空间和随机过程的自然提升过程等概念 .在此基础上 ,证明了一个随机过程循序可测的充分必要条件是其自然提升过程是适应过程 .此外 ,我们还得到其他一些有趣的结果 .     

资产组合的CVaR风险的敏感度分析

基于CVaR风险计量技术，分别给出了正态和t分布情形下资产组合的CVaR值，对一般情形下风险资产组合的CVaR风险关于头寸的敏感度进行了分析，研究了其经济意义。     

Subgame Consistent Cooperative Solutions in Stochastic Differential Games

Subgame consistency is a fundamental element in the solution of cooperative stochastic differential games. In particular, it ensures that: (i) the extension of the solution policy to a later starting time and to any possible state brought about by the prior optimal behavior of the players would remain optimal; (ii) all players do not have incentive to deviate from the initial plan. In this paper, we develop a mechanism for the derivation of the payoff distribution procedures of subgame consistent solutions in stochastic differential games with transferable payoffs. The payoff distribution procedure of the subgame consistent solution can be identified analytically under different optimality principles. Demonstration of the use of the technique for specific optimality principles is shown with an explicitly solvable game. For the first time, analytically tractable solutions of cooperative stochastic differential games with subgame consistency are derived.     

Optical investigation of cavitation erosion by laser-induced bubble collapse

By means of a new force sensor based on optical beam deflection (OBD), the mechanical effects of laser-matter interaction underwater at different incident laser energy are investigated in detail. The experimental results show that a target underwater is impacted in turn by laser-plasma ablation force and high-speed liquid-jet impulse induced by bubbles collapse in the vicinity of a solid boundary. Furthermore, the amplitudes of the two forces increase monotonously with laser energy. According to the ablation force detected by the experiment and the theoretical relationship between laser intensity and ablation pressure, the value of liquid-jet impact against a solid boundary can be easily obtained. In addition, based on the model of a collapsing bubble, some characteristic parameters, such as the liquid-jet impact velocity, the maximum bubble radius, the bubble energy can also be obtained at different laser energy, which are valuable in the corresponding research fields.     

Max-Plus Stochastic Processes

This paper is concerned with processes which are max-plus counterparts of Markov diffusion processes governed by Ito sense stochastic differential equations. Concepts of max-plus martingale and max-plus stochastic differential equation are introduced. The max-plus counterparts of backward and forward PDEs for Markov diffusions turn out to be first-order PDEs of Hamilton–Jacobi–Bellman type. Max-plus additive integrals and a max-plus additive dynamic programming principle are considered. This leads to variational inequalities of Hamilton–Jacobi–Bellman type.     

瑶药野葛花中6种无机元素的测定

用原子吸收光谱法测定野葛花原生药、野葛花汤剂中的 Ca、Mg、Cu、Zn、Fe、Mn等 6种无机元素含量。结果表明 ,原药和水煎液中 Ca、Mg含量比较丰富 ;各种元素的煎出率存在着较大的差异 ,其中 Cu、Zn、Fe的煎出率较高 ,Zn最高 ,达到了 82 .5 6 % ;Ca最低 ,为 5 .5 8%。并且将其结果与葛根的无机元素做了比较。为探讨无机元素与中药药效之间的关系提供了基础数据。     

Accelerated glycosylation under frozen conditions

O-Glycosylations using thiomethyl glycosides as donors were compared under both frozen and unfrozen conditions. In the presence of MeOTf as a promoter, enormous rate acceleration was observed when the glycosylation was conducted in p-xylene below its freezing point.     

将SVRT模型应用到单原子多原子反应F+CH2D2→CH2D/CHD2+DF/HF中

由于含时波包方法具有经典的直观又不乏量子力学的准确 ,选择含时波包方法来处理F +CH2 D2 →CH2 D/CHD2 +DF/HF反应 .把半刚性振转子 (SVRT)模型应用到该反应体系中 ,研究了两个通道中该反应从基态反应物开始在修正过的J1(MJ1)势能面上计算出来了反应几率、积分截面、速率常数 .反应几率随能量变化的图的数值结果给出了振荡结构 ,这些振荡结构是可以和动力学振荡联系起来的 .而这些振荡结构在积分截面随着能量变化的图中就被反应几率求和后的平均结果所掩盖了 .速率常数和实验结果的比较也得到了较好的结果 .