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AbstractRealistic stochastic modeling is increasingly requiring the use of bounded noises. In this work, properties and relationships of commonly employed bounded stochastic processes are investigated within a solid mathematical ground. Four families are object of investigation: the Sine-Wiener (SW), the Doering–Cai–Lin (DCL), the Tsallis–Stariolo–Borland (TSB), and the Kessler–Sørensen (KS) families. We address mathematical questions on existence and uniqueness of the processes defined through Stochastic Differential Equations, which often conceal non-obvious behavior, and we explore the behavior of the solutions near the boundaries of the state space. The expression of the time-dependent probability density of the Sine-Wiener noise is provided in closed form, and a close connection with the Doering–Cai–Lin noise is shown. Further relationships among the different families are explored, pathwise and in distribution. Finally, we illustrate an analogy between the Kessler–Sørensen family and Bessel processes, which allows to relate the respective local times at the boundaries. 相似文献
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In this paper, we propose a sufficient and necessary condition for the boundedness of all the solutions for the equation with the critical situation that on g and p, where , is periodic and is bounded. 相似文献
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Recent Progress in the $L_p$ Theory for Elliptic and Parabolic Equations with Discontinuous Coefficients
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Hongjie Dong 《分析论及其应用》2020,36(2):161-199
In this paper, we review some results over the last 10-15 years on elliptic and parabolic equations with discontinuous coefficients. We begin with an approach given by N. V. Krylov to parabolic equations in the whole space with $\rm{VMO}_x$ coefficients. We then discuss some subsequent development including elliptic and parabolic equations with coefficients which are allowed to be merely measurable in one or two space directions, weighted $L_p$estimates with Muckenhoupt ($A_p$) weights, non-local elliptic and parabolic equations, as well as fully nonlinear elliptic and parabolic equations. 相似文献
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The zero dissipation limit of the one-dimensional non-isentropic micropolar equations is studied in this paper. If the given rarefaction wave which connects to vacuum at one side, a sequence of solution to the micropolar equations can be constructed which converge to the above rarefaction wave with vacuum as the viscosity and the heat conduction coefficient tend to zero. Moreover, the uniform convergence rate is obtained. The key point in our analysis is how to control the degeneracies in the vacuum region in the zero dissipation limit process. 相似文献
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Sensitivity analysis is a mathematical tool, first developed for optimization methods, which aim is to characterize a system response through the variations of its output parameters following modifications imposed on the input parameters of the system. Such an analysis may quickly become laborious when the thermal model under consideration is complex or the number of input parameters is high. In this paper, we develop a mathematical model to analyse the heat exchanges in four different types of solar air collectors. When building this thermal model we show that for each collector, at quasi-steady state, the energy balance equations of the components of the collector cascade into a single first-order non-linear differential equation that is able to predict the thermal behaviour of the collector. Our heat transfer model clearly demonstrates the existence of an important dimensionless parameter, referred to as the thermal performance factor of the collector, that compares the useful thermal energy which can be extracted from the heater to the overall thermal losses of that collector for a given set of input parameters. A sensitivity analysis of our thermal model has been performed for the most significant input parameters such as the incident solar irradiation, the inlet fluid temperature, the air mass flow rate, the depth of the fluid channel, the number and nature of the transparent covers in order to measure the impact of each of these parameters on our model. An important result which can be drawn from this study is that the heat transfer model developed is robust enough to be used for thermal design studies of most known flat plate solar air heaters, but also of flat plate solar water collectors and linear solar concentrators. 相似文献
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Transparent conducting ZnO:AI thin films with good adhesion and Iow resistivity have been prepared on organic substrates and Coming 7059 glass substrates by r.f. magnetron-sputtering technique at Iow substrate temperature (25-210℃). Structural and photoelectric properties of the deposited films are investigated. The deposited films are polycrystalline with hexagonal structure and a preferred orientation with the c-axis perpendicular to the substrate. Only the (002) peak is observed.High quality films with resistivity as Iow as 1.0 x 10- 3Ω@ cm and 8.4 x 10- 4Ω@ cm, the average transmittance over 74% and 85% in the wavelength range of the visible spectrum have been obtained on different substrates. 相似文献