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31.
32.
It is long known that the Fokker-Planck equation with prescribed constant coefficients of diffusion and linear friction describes
the ensemble average of the stochastic evolutions in velocity space of a Brownian test particle immersed in a heat bath of
fixed temperature. Apparently, it is not so well known that the same partial differential equation, but now with constant
coefficients which are functionals of the solution itself rather than being prescribed, describes the kinetic evolution (in
the N→∞ limit) of an
isolated
N-particle system with certain stochastic interactions. Here we discuss in detail this recently discovered interpretation.
An erratum to this article can be found at 相似文献
33.
Signed graphs for portfolio analysis in risk management 总被引:1,自引:0,他引:1
Harary Frank; Lim Meng-Hiot; Wunsch Donald C. 《IMA Journal of Management Mathematics》2002,13(3):201-210
We introduce the notion of structural balance for signed graphsin the context of portfolio analysis. A portfolio of securitiescan be represented as a signed graph with the nodes denotingthe securities and the edges representing the correlation betweenthe securities. With signed graphs, the characteristics of aportfolio from a risk management perspective can be uncoveredfor analysis purposes. It is shown that a portfolio characterizedby a signed graph of positive and negative edges that is structurallybalanced is characteristically more predictable. Investors whoundertake a portfolio position with all positively correlatedsecurities do so with the intention to speculate on the upside(or downside). If the portfolio consists of negative edges andis balanced, then it is likely that the position has a hedgingdisposition within it. On the other hand, an unbalanced signedgraph is representative of an investment portfolio which ischaracteristically unpredictable. 相似文献
34.
We investigate the dynamics of the Λ system driven by two resonant laser fields in presence of dissipation for coupling strengths where the rotating‐wave approximation starts to break down. This regime is characterised by Rabi frequencies being approximately equal or smaller than the field frequencies. A systematic procedure to obtain an expansion for the solution of the Bloch evolution equations of the system is presented. The lowest contribution results to be the well‐known rotating‐wave approximation. The method is based on a semi‐classical treatment of the problem, and its predictions are interpreted fully quantum mechanically. The theory is illustrated by a detailed study of the disappearance of coherent population trapping as the intensities of the fields increase. 相似文献
35.
By further generalizing the skew-symmetric triangular splitting iteration method studied by Krukier, Chikina and Belokon (Applied Numerical Mathematics, 41 (2002), pp. 89–105), in this paper, we present a new iteration scheme, called the modified skew-Hermitian triangular splitting iteration method, for solving the strongly non-Hermitian systems of linear equations with positive definite coefficient matrices. We discuss the convergence property and the optimal parameters of this new method in depth. Moreover, when it is applied to precondition the Krylov subspace methods like GMRES, the preconditioning property of the modified skew-Hermitian triangular splitting iteration is analyzed in detail. Numerical results show that, as both solver and preconditioner, the modified skew-Hermitian triangular splitting iteration method is very effective for solving large sparse positive definite systems of linear equations of strong skew-Hermitian parts. 相似文献
36.
Basic principles of the generalized lattice model of multicomponent condensed systems are formulated. Short-range parts of interatomic interactions are taken into account by means of the geometric constraints method. Long-range parts of the interactions are taken into account in mean field approximation. The expression for Helmholtz free energy is obtained. A system of integral equations for the equilibrium distributions of components is derived. The asymptotic properties of its solutions are investigated. Moment expansion of interatomic interactions and localization of integral terms in free energy is obtained. A Ginzburg–Landau-like functional of free energy is derived. 相似文献
37.
A localH-theorem is derived for a recently proposed extension of Enskog kinetic theory to a dense model fluid composed of particles with interactions extending beyond a hard core.On leave from: Katedra Fizyki, Uniwersytetu Szczecinskiego, 70-451 Szczecin, Poland. 相似文献
38.
Keye Martin 《Applied Categorical Structures》2003,11(1):27-40
We introduce the triangle inequality for measurement. This is a property that when satisfied by a measurement enables one to construct a metric on the set of elements with measure zero that yields the relative Scott topology. The naturality of this construction permits a categorical solution to the model problem in domain theory for locally compact metric spaces. The first time such a solution has been achieved. 相似文献
39.
用三维TRS(totalrouthiansurface)自洽理论对奇奇核164Lu的位能面进行了计算,计算结果与实验上得到的ε2=0.38基本一致,从而从理论上确认了164Lu是三轴超形变核,并且指出了存在三轴超形变带的两个组态. Total routhian surface in~(164)Lu nuclei is calculated according to the three dimensional Total Routhian Surface (TRS) theory. The result of the calculation is in agreement with the experiment. At the same time, two TSD bands could be assigned to the configuration(π\(1/2), α=1/2)(ν\(5/2), α=1/2), (π\(1/2), α=1/2)(ν\(3/2), α=-1/2). 相似文献
40.
Philippe Bénilan 《Journal of Differential Equations》2004,196(2):301-315
In this paper, we study the singular limit of the Porous Medium equation ut=Δum+g(x,u), as m→∞, in a bounded domain with Neumann boundary condition. 相似文献