On uniform propagation of chaos

In this paper we obtain a time-uniform propagation estimate for a system of interacting diffusion processes. Using a well defined metric function h , our result guarantees a time-uniform estimate for the convergence of a class of interacting stochastic differential equations towards their mean field limit, under conditions that ensure that the decay associated to the internal dynamics term dominates the interaction and noise terms. Our result should have diverse applications, particularly in neuroscience, and allows for models more elaborate than the one of Wilson and Cowan. In particular, the internal dynamics need not be that of linear decay.     

An approach to find redundant objective function(s) and redundant constraint(s) in multi-objective nonlinear stochastic fractional programming problems

Structural redundancies in mathematical programming models are nothing uncommon and nonlinear programming problems are no exception. Over the past few decades numerous papers have been written on redundancy. Redundancy in constraints and variables are usually studied in a class of mathematical programming problems. However, main emphasis has so far been given only to linear programming problems. In this paper, an algorithm that identifies redundant objective function(s) and redundant constraint(s) simultaneously in multi-objective nonlinear stochastic fractional programming problems is provided. A solution procedure is also illustrated with numerical examples. The proposed algorithm reduces the number of nonlinear fractional objective functions and constraints in cases where redundancy exists.     

Joint distribution of direction and length of typical I-segment in a homogeneous random planar tessellation stable under iteration

The paper deals with homogeneous random planar tessellations stable under iteration (random STIT tessellations). The length distribution of the typical I-segment is already known in the isotropic case [8]. In the present paper, the anisotropic case is treated. Then also the direction of the typical I-segment is of interest. The joint distribution of direction and length of the typical I-segment is evaluated. As a first step, the corresponding joint distribution for the so-called typical remaining I-segment is derived. Dedicated to the 80th birthday of Klaus Krickeberg     

一种在色噪声环境下的信号检测方法

为了抑制蛟龙号载人潜水器水声通信受母船色噪声干扰的影响,本文提出了一种统计匹配滤波器在色噪声环境下使用的新方法,它通过将接收信号映射到一个生成子空间中进行信号检测,可提高输出水声通信信号的信噪比。受客观条件限制,向阳红09船——蛟龙号载人潜水器的试验母船噪声环境比较恶劣,对水声通信产生了较强的干扰。如何在向阳红09船的这种强、色噪声环境下,提升水声同步信号的检测能力,对提高水声通信的可靠性是非常有帮助的。实际采集试验数据分析结果验证了该检测算法比传统匹配滤波器有更强的信号检测能力。     

Invariance for stochastic differential systems with time-dependent constraining sets

The first part of this article presents invariance criteria for a stochastic differential equation whose state evolution is constrained by time-dependent security tubes. The key results of this section are derived by considering an equivalent problem where the square of distance function represents a viscosity solution to an adequately defined partial differential equation. The second part of the paper analyzes the broader context when solutions are constrained by more general time-dependent convex domains. The approach relies on forward stochastic variational inequalities with oblique reflection, the generalized subgradients acting as a reacting process that operates only when the solution reaches the boundary of the domain.