Random walk in an inhomogeneous medium with local impurities

In spite of Sinai's result that the decay of the velocity autocorrelation function for a random walk on ^d (d=2) can drastically change if local impurities are present, it is shown that local impurities can not abolish weak convergence to the Brownian motion if d2.     

任意阶高运算恒定性分抗逼近电路—标度格型级联双口网络

标度拓展经典负半阶分抗逼近电路,可实现具有任意分数阶微积算子运算功能的分抗逼近电路,但牺牲了运算恒定性.从电路网络的角度分析具有恒定运算性能的负半阶Carlson分形格分抗逼近电路.根据标度分形格分抗逼近电路的等效无源双口网络,探讨该双口网络右侧端口的运算有效性,设计具有高运算恒定性的任意阶标度分形格分抗逼近电路.结合...     

LMI-Based Delayed Output Feedback Controller Design for a Class of Fractional-Order Neutral-Type Delay Systems Using Guaranteed Cost Control Approach

In this research work, we deal with the stabilization of uncertain fractional-order neutral systems with delayed input. To tackle this problem, the guaranteed cost control method is considered. The purpose is to design a proportional–differential output feedback controller to obtain a satisfactory performance. The stability of the overall system is described in terms of matrix inequalities, and the corresponding analysis is performed in the perspective of Lyapunov’s theory. Two application examples verify the analytic findings.     

Laguerre Wavelet Approach for a Two-Dimensional Time–Space Fractional Schrödinger Equation

This article is devoted to the determination of numerical solutions for the two-dimensional time–spacefractional Schrödinger equation. To do this, the unknown parameters are obtained using the Laguerre wavelet approach. We discretize the problem by using this technique. Then, we solve the discretized nonlinear problem by means of a collocation method. The method was proven to give very accurate results. The given numerical examples support this claim.     

基于生存概率的保险基金最优投资策略研究

利用破产理论和随机控制理论研究保险基金最优投资策略,建立生存概率最大化的目标函数,得到最优投资策略满足的随机微分方程;在初始金逼近0时得到保险基金的最优投资策略的显示解;采用递推算法,得到初始准备金为任意值时的最优投资策略.     

超洛伦兹-高斯光束SLG11模的分数傅里叶变换特性

引入了一簇互相正交的超洛伦兹-高斯光束以描述半导体激光器所产生的大角度高阶模远场分布。将分数傅里叶变换应用于超洛伦兹-高斯光束SLG11模的传输特性的研究中。利用傅里叶变换的卷积原理,导出了SLG11模经分数傅里叶变换系统后场分布的解析表达式。根据所得到的公式进行了数值计算,系统分析了分数傅里叶变换阶数和光束各参数对SLG11模在分数傅里叶变换面上光强分布的影响。结果显示：SLG11模在分数傅里叶变换面上的归一化强度分布随分数傅里叶变换的阶数呈周期性变化,周期为2;随着光束参数的增大,SLG11模在分数傅里叶变换面上的光斑尺寸增大。     

Brownian diode: Molecular motor based on a semi-permeable Brownian particle with internal potential drop

A model of an autonomous isothermal Brownian motor with an internal propulsion mechanism is considered. The motor is a Brownian particle which is semi-transparent for molecules of surrounding ideal gas. Molecular passage through the particle is controlled by a potential similar to that in the transition rate theory, i.e. characterized by two stationary states with a finite energy difference separated by a potential barrier. The internal potential drop maintains the diode-like asymmetry of molecular fluxes through the particle, which results in the particle?s stationary drift.     

Measuring persistence in a stationary time series using the complex network theory

A growing interest exists currently in the analysis of time series by the complex network theory. Here we present a simple and quick way for mapping time series to complex networks. Using a simple rule allows us to transform time series into a textual sequence then we divide it into words with fixed size. Distinct words are nodes of the network, and we have complete control on the network scale by adjusting the word size. Two nodes are linked if their associated words co-occur in sequence. We show that the network topological measures quantify the persistence and the long range correlations in fractional Brownian processes. For a particular word size we assume some relations between the topological measures and the Hurst exponent which characterised the persistence in fractional Brownian processes.     

Some Remarks on One-dimensional Functions and Their Riemann–Liouville Fractional Calculus

A one-dimensional continuous function of unbounded variation on [0,1] has been constructed.The length of its graph is infnite,while part of this function displays fractal features.The Box dimension of its Riemann–Liouville fractional integral has been calculated.     

Functional ergodic limits for occupation time processes of site-dependent branching Brownian motions in R

We consider a kind of site-dependent branching Brownian motions whose branching laws depend on the site-branching factorσ(·).We focus on the functional ergodic limits for the occupation time processes of the models in R.It is proved that the limiting process has the form ofλξ(·),where A is the Lebesgue measure on IE andξ(·)is a real-valued process which is non-degenerate if and only ifσis integrable.Whenξ(·)is non-degenerate,it is strictly positive for t0.Moreover,ξconverges to O in finite-dimensional distributions if the integral ofσtends to infinity.