Topics in data assimilation: Stochastic processes

Stochastic models with varying degrees of complexity are increasingly widespread in the oceanic and atmospheric sciences. One application is data assimilation, i.e., the combination of model output with observations to form the best picture of the system under study. For any given quantity to be estimated, the relative weights of the model and the data will be adjusted according to estimated model and data error statistics, so implementation of any data assimilation scheme will require some assumption about errors, which are considered to be random. For dynamical models, some assumption about the evolution of errors will be needed. Stochastic models are also applied in studies of predictability.

The formal theory of stochastic processes was well developed in the last half of the twentieth century. One consequence of this theory is that methods of simulation of deterministic processes cannot be applied to random processes without some modification. In some cases the rules of ordinary calculus must be modified.

The formal theory was developed in terms of mathematical formalism that may be unfamiliar to many oceanic and atmospheric scientists. The purpose of this article is to provide an informal introduction to the relevant theory, and to point out those situations in which that theory must be applied in order to model random processes correctly.     

Difference discrete connection and curvature on cubic lattice Dedicated to Professor Sheng GONG on the occasion of his 75th birthday

In a way similar to the continuous case formally, we define in different but equivalent manners the difference discrete connection and curvature on discrete vector bundle over the regular lattice as base space. We deal with the difference operators as the discrete counterparts of the derivatives based upon the differential calculus on the lattice. One of the definitions can be extended to the case over the random lattice. We also discuss the relation between our approach and the lattice gauge theory and apply to the discrete integrable systems.     

基于Internet/Intranet的大学物理实验系统

利用计算机技术、传感技术和校园网，将现代教育技术引入大学普通物理实验教学中，实现实验数据的自动采集，基于网络的实验预习和实验报告写作、递交、批改及管理等功能．     

Sequent calculi for propositional star-free likelihood logic

We consider classical, multisuccedent intuitionistic, and intuitionistic sequent calculi for propositional likelihood logic. We prove the admissibility of structural rules and cut rule, invertibility of rules, correctness of the calculi, and completeness of the classical calculus with respect to given semantics.__________Published in Lietuvos Matematikos Rinkinys, Vol. 45, No. 1, pp. 3–21, January–March, 2005.     

D∞-APPROXIMATION OF PRODUCT VARIATIONS OF TWO PARAMETER SMOOTH SEMIMARTINGALES

Let X be a two parameter smooth semimartingale and (~X) be its process of the product variation. It is proved that (~X) can be approximated as D∞-limit of sums of its discrete product variations as the mesh of division tends to zero. Moreover, this result can be strengthen to yield the quasi sure convergence of sums by estimating the speed of the convergence.     

A simple expression for the ADM mass

We show by an almost elementary calculation that the ADM mass of an asymptotically flat space can be computed as a limit involving a rate of change of area of a closed 2-surface. The result is essentially the same as that given by David Brown and York (Phys. Rev. D 55, 1977–1984 1997; Phys. Rev. D 47, 1407–1419 1993). We will prove this result in two ways, first by direct calculation from the original formula as given by Arnowitt, Deser and Misner and second as a corollary of an earlier result by Brewin for the case of simplicial spaces.     

Some properties of multi-degree-of-freedom potential systems and application to statistical equivalent non-linearization

This paper presents some properties of two restricted classes of multi-degree-of-freedom potential systems subjected to Gaussian white-noise excitations. Specifically, potential systems which exhibit damping terms with energy-dependent polynomial form are referred to. In this context, first systems with coupled stiffness terms and damping terms depending on the total energy are investigated. Then, systems with uncoupled stiffness terms and damping terms depending on the total energy in each degree-of-freedom are considered. For these two classes, it is found that algebraic relations among the stationary statistical moments of the energy functions can be derived by applying standard tools of Itô calculus. Further, it is noted that these relations are very useful within the framework of an equivalent statistical non-linearization technique to build approximate solutions for arbitrary non-linear systems.     

在白噪声分析中的广义维里拉普拉斯

一类广义维里拉普拉斯，把在白噪声分析构架中通常定义的维里拉普拉斯作为特殊情形而包含。     

Mixed methods on quadrilaterals and hexahedra

We describe a new family of discrete spaces suitable for use with mixed methods on certain quadrilateral and hexahedral meshes. The new spaces are natural in the sense of differential geometry, so all the usual mixed method theory, including the hybrid formulation, carries over to these new elements with proofs unchanged. Because transforming general quadrilaterals into squares introduces nonlinearity and because mixed methods involve the divergence operator, the new spaces are more complicated than either the corresponding Raviart-Thomas spaces for rectangles or corresponding finite element spaces for quadrilaterals. The new spaces are also limited to meshes obtained from a rectangular mesh through the application of a single global bilinear transformation. Despite this limitation, the new elements may be useful in certain topologically regular problems, where initially rectangular grids are deformed to match features of the physical region. They also illustrate the difficulties introduced into the theory of mixed methods by nonlinear transformations.     

数学分析中的一题多解问题

通过两个积分 (一个是不定积分 ,一个是定积分 )及一个极限 ,说明如何灵活使用积分法解决积分问题 ,方法灵活、巧妙 ,适用范围广 .