Dimensional Properties of Fractional Brownian Motion

Let B^α = {B^α（t）,t E R^N} be an （N,d）-fractional Brownian motion with Hurst index α∈ （0, 1）. By applying the strong local nondeterminism of B^α, we prove certain forms of uniform Hausdorff dimension results for the images of B^α when N 〉 αd. Our results extend those of Kaufman for one-dimensional Brownian motion.     

Single-server queues with spatially distributed arrivals

Consider a queueing system where customers arrive at a circle according to a homogeneous Poisson process. After choosing their positions on the circle, according to a uniform distribution, they wait for a single server who travels on the circle. The server's movement is modelled by a Brownian motion with drift. Whenever the server encounters a customer, he stops and serves this customer. The service times are independent, but arbitrarily distributed. The model generalizes the continuous cyclic polling system (the diffusion coefficient of the Brownian motion is zero in this case) and can be interpreted as a continuous version of a Markov polling system. Using Tweedie's lemma for positive recurrence of Markov chains with general state space, we show that the system is stable if and only if the traffic intensity is less than one. Moreover, we derive a stochastic decomposition result which leads to equilibrium equations for the stationary configuration of customers on the circle. Steady-state performance characteristics are determined, in particular the expected number of customers in the system as seen by a travelling server and at an arbitrary point in time.     

Macroscopic non-equilibrium thermodynamics in dynamic calorimetry

What is really measured in dynamic calorimetric experiments is still an open question. This paper is devoted to this question, which can be usefully envisaged by means of macroscopic non-equilibrium thermodynamics. From the pioneer work of De Donder on chemical reactions and with other authors along the 20th century, the question is tackled under an historical point of view. A special attention is paid about the notions of frequency dependent complex heat capacity and entropy production due to irreversible processes occurring during an experiment. This phenomenological approach based on thermodynamics, not widely spread in the literature of calorimetry, could open significant perspectives on the study of macro-systems undergoing physico-chemical transformations probed by dynamic calorimetry.     

双组元姿控发动机反流特性的DSMC模拟

为准确获得双组元姿控发动机的羽流及其反流特性,采用直接模拟蒙特卡罗(DSMC)方法结合可变软球(VSS)模型数值模拟以N2O4/MMH为推进剂的真空羽流。喷口参数由喷管流动的DSMC法计算得到。与文献比较表明本文计算程序可信。模拟结果表明,分子质量越小的气体越容易进入反流区;本文的计算条件下,在偏离X轴正向116°~140°范围内,组分数密度和质量流率以及温度均出现了最大值。     

THE BLOW-UP PROPERLIES OF SOLUTIONS TO SEMILINEAR HEAT EQUATIONS WITH NEUMANN BOUNDARY CONDITIONS

1IntroductionInthispaper,weconsidertheinitial-boundaryvalueproblem,where"o(x)isnon-negativesmoothfunctionsatisfying"o.(0)=0,"o.(1)=1'Whenconsideringtheblow-upofsolution,thefollowingproblemarisenaturally:Doesblow-upoccur?Howdoesthesolutionapproachtheblow-uptime'!Andwilersisthehotspotlocated(blow-upset)?WelookattheheatequationwithanonlillearboundaryconditiollHerefiisaboundeddomaininR",p>1isarealnumber.IthasbeenknownforalongtimethattheDroblelil(1.1).(1.2)withAL(~,0)--'no(x)doesnothaveaglobals…     

布拉格方程在高聚物结构研究中的应用

本文将布拉格方程推广应用到高聚物的结构研究中，得到了经不同剂量辐照的聚乙烯单晶的长周期，并辅以示差扫描量热法研究了γ－射线辐照对聚乙烯单晶结构的影响．     

“String” formulation of the dynamics of the forward interest rate curve

We propose a formulation of the term structure of interest rates in which the forward curve is seen as the deformation of a string. We derive the general condition that the partial differential equations governing the motion of such string must obey in order to account for the condition of absence of arbitrage opportunities. This condition takes a form similar to a fluctuation-dissipation theorem, albeit on the same quantity (the forward rate), linking the bias to the covariance of variation fluctuations. We provide the general structure of the models that obey this constraint in the framework of stochastic partial (possibly non-linear) differential equations. We derive the general solution for the pricing and hedging of interest rate derivatives within this framework, albeit for the linear case (we also provide in the appendix a simple and intuitive derivation of the standard European option problem). We also show how the “string” formulation simplifies into a standard N-factor model under a Galerkin approximation. Received: 30 January 1998 / Revised: 12 February 1998 / Accepted: 16 February 1998     

Unconventional antiferromagnetic correlations of the doped Haldane gapsystem Y 2 BaNi 1 - x Zn x O 5

We make a new proposal to describe the very low temperature susceptibility of the doped Haldane gap compound Y₂BaNi_1-xZn_xO₅. We propose a new mean field model relevant for this compound. The ground state of this mean field model is unconventional because antiferromagnetism coexists with random dimers. We present new susceptibility experiments at very low temperature. We obtain a Curie-Weiss susceptibility χ( T ) ∼ C /(Θ + T ) as expected for antiferromagnetic correlations but we do not obtain a direct signature of antiferromagnetic long range order. We explain how to obtain the “impurity” susceptibility ( T ) by subtracting the Haldane gap contribution to the total susceptibility. In the temperature range [1 K, 300 K] the experimental data are well fitted by T ( T ) = C _imp 1 + T _imp / T . In the temperature range [100 mK, 1 K] the experimental data are well fitted by T ( T ) = A ln( T / T _c ), where T _c increases with x. This fit suggests the existence of a finite Néel temperature which is however too small to be probed directly in our experiments. We also obtain a maximum in the temperature dependence of the ac-susceptibility ( T ) which suggests the existence of antiferromagnetic correlations at very low temperature. Received 17 July 2001     

Zeroth and second laws of thermodynamics simultaneously questioned in the quantum microworld

A new and rather trivial model is suggested with mechanism that implies simultaneous violation of the zeroth and the second laws of thermodynamics. Mathematically rigorous quantum theory reduces to a trivial application of the Golden rule formula. It yields exciton on-energy-shell diffusion caused by bath-nonassisted excitation hopping between tails of different exciton site levels ε₁ < ε₂ broadened by bath-assisted finite life-time effects. The elastic character of the hopping implies 1 ↔ 2-symmetric transfer rate W. Thus the net diffusion exciton flow W(P ₁ - P ₂) and also, as argued, the net energy flow are possible due to different near-to-equilibrium exciton populations P ₁ > P ₂. As the sites are provided with two different baths, the population imbalance and the flows survive even for slightly different local bath temperatures T ₁ < T ₂ < T ₁ε₂/ε₁. Thus spontaneous exciton and also energy flows against temperature step become possible, in contradiction with the Clausius form of the second law. Violations of both the laws disappear in the high-temperature, i.e. classical limit Received 16 May 2001 and Received in final form 20 September 2001     

管肋式辐射器排热特性的数值分析与优化设计

为得到按单面辐射方式布置的管肋式空间辐射器的排热特性，建立了相应的数学模型．采用数值模拟方法分析了管内流体温度、肋片几何尺寸和等效热沉温度对辐射器排热特性的影响，得到了不同参数值下辐射器单位面积排热量以及特定参数范围内的辐射器肋片最佳宽度和肋片效率．数值模拟结果对辐射器的工程结构设计以及空间站热管理方案的优化分析具有一定的参考价值．