Experimental modeling of physical laws

A physical law is represented by the probability distribution of a measured variable. The probability density is described by measured data using an estimator whose kernel is the instrument scattering function. The experimental information and data redundancy are defined in terms of information entropy. The model cost function, comprised of data redundancy and estimation error, is minimized by the creation-annihilation process. Received 24 February 2000 and Received in final form 21 February 2001     

Stochastic calculus for Markov processes associated with non-symmetric Dirichlet forms

Nakao’s stochastic integrals for continuous additive functionals of zero energy are extended from the symmetric Dirichlet forms setting to the non-symmetric Dirichlet forms setting.It? ’s formula in terms of the extended stochastic integrals is obtained.     

Dynamic magnetic properties of the kinetic cylindrical Ising nanotube

The nature (time variation) of response magnetizations m(wt) of the kinetic cylindrical Ising nanotube in the presence of a periodically varying external magnetic field h(wt) is studied by employing the effective-field theory (EFT) with correlations as well as the Glauber-type stochastic dynamics. We have determined the time variations of m(wt) and h(wt) for various temperatures, and investigated the dynamic magnetic hysteresis behavior. Temperature dependence of the dynamic magnetizations, hysteresis loop areas and correlations are investigated in order to characterize the nature (first- or second-order) of the dynamic transitions as well as to obtain the dynamic phase transition temperatures. We also present the dynamic phase diagrams in the three different planes and compare the results of the equilibrium and nonequilibrium states. The phase diagrams exhibit dynamic tricritical, isolated critical, multicritical and triple points. The results are in good agreement with some experimental and theoretical results.     

Efficient Algorithms for Large Scale Global Optimization: Lennard-Jones Clusters

A stochastic global optimization method is applied to the challenging problem of finding the minimum energy conformation of a cluster of identical atoms interacting through the Lennard-Jones potential. The method proposed incorporates within an already existing and quite successful method, monotonic basin hopping, a two-phase local search procedure which is capable of significantly enlarging the basin of attraction of the global optimum. The experiments reported confirm the considerable advantages of this approach, in particular for all those cases which are considered in the literature as the most challenging ones, namely 75, 98, 102 atoms. While being capable of discovering all putative global optima in the range considered, the method proposed improves by more than two orders of magnitude the speed and the percentage of success in finding the global optima of clusters of 75, 98, 102 atoms.     

Convex integral functionals of regular processes

This article gives dual representations for convex integral functionals on the linear space of regular processes. This space turns out to be a Banach space containing many more familiar classes of stochastic processes and its dual can be identified with the space of optional random measures with essentially bounded variation. Combined with classical Banach space techniques, our results allow for a systematic treatment of stochastic optimization problems over BV processes and, in particular, yields a maximum principle for a general class of singular stochastic control problems.     

BSDEs and SDEs with time-advanced and -delayed coefficients

ABSTRACT

This paper introduces a class of backward stochastic differential equations (BSDEs), whose coefficients not only depend on the value of its solutions of the present but also the past and the future. For a sufficiently small time delay or a sufficiently small Lipschitz constant, the existence and uniqueness of such BSDEs is obtained. As an adjoint process, a class of stochastic differential equations (SDEs) is introduced, whose coefficients also depend on the present, the past and the future of its solutions. The existence and uniqueness of such SDEs is proved for a sufficiently small time advance or a sufficiently small Lipschitz constant. A duality between such BSDEs and SDEs is established.     

The effects of the nature of catalyst and of the solvent on the stereoselectivity in amine-catalyzed asymmetric synthesis of substituted cyclohexa-1,3-dienes from prenal and monoesters of ylidenemalonic acids

In the amine-catalyzed reactions of prenal with (Z)-5-methyl-2-(methoxycarbonyl)hexa-2,4-dienoic or (Z)-3-phenyl-2-(ethoxycarbonyl)prop-2-enoic acid chiral β-amino alcohols provide for higher enantiomeric purity of the resulting alkyl 4-methyl-6-(2-methylprop-1-enyl)-and 4-methyl-6-phenylcyclohexa-1,3-dienoates than that provided by related chiral amines without hydroxy group. The values ofee attained in nonpolar solvents are higher than those observed in the polar ones. Substituting stoichiometric amounts of a chiral 1-amino-3-methylbuta-1,3-diene for a combination of prenal with 0.1 equiv. of the corresponding chiral amine results in the products of much lower enantiomeric purity. Translated fromIzvestiya Akademii Nauk. Seriya Khimicheskaya, No. 1, pp. 84–92, January, 1998.     

Martingale representation theorem for set-valued martingales

The present paper contains a martingale representation theorem for set-valued martingales defined on a filtered probability space with a filtration generated by a Brownian motion. It is proved that such type martingales can be defined by some generalized set-valued stochastic integrals with respect to a given Brownian motion. The main result of the paper is preceded by short part devoted to the definition and some properties of generalized set-valued stochastic integrals.