Enlargement of the Wiener filtration by an absolutely continuous random variable via Malliavin’s calculus

Summary. The analytic treatment of problems related to the asymptotic behaviour of random dynamical systems generated by stochastic differential equations suffers from the presence of non-adapted random invariant measures. Semimartingale theory becomes accessible if the underlying Wiener filtration is enlarged by the information carried by the orthogonal projectors on the Oseledets spaces of the (linearized) system. We study the corresponding problem of preservation of the semimartingale property and the validity of a priori inequalities between the norms of stochastic integrals in the enlarged filtration and norms of their quadratic variations in case the random element F enlarging the filtration is real valued and possesses an absolutely continuous law. Applying the tools of Malliavin’s calculus, we give smoothness conditions on F under which the semimartingale property is preserved and a priori martingale inequalities are valid. Received: 12 April 1995 / In revised form: 7 March 1996     

Efficient Collocation Schemes for Singular Boundary Value Problems

We discuss an error estimation procedure for the global error of collocation schemes applied to solve singular boundary value problems with a singularity of the first kind. This a posteriori estimate of the global error was proposed by Stetter in 1978 and is based on the idea of Defect Correction, originally due to Zadunaisky. Here, we present a new, carefully designed modification of this error estimate which not only results in less computational work but also appears to perform satisfactorily for singular problems. We give a full analytical justification for the asymptotical correctness of the error estimate when it is applied to a general nonlinear regular problem. For the singular case, we are presently only able to provide computational evidence for the full convergence order, the related analysis is still work in progress. This global estimate is the basis for a grid selection routine in which the grid is modified with the aim to equidistribute the global error. This procedure yields meshes suitable for an efficient numerical solution. Most importantly, we observe that the grid is refined in a way reflecting only the behavior of the solution and remains unaffected by the unsmooth direction field close to the singular point.     

WEAK CONVERGENCE FOR NON-UNIFORM φ-MIXING RANDOM FIELDS

Let $\{\xi_{\bold t}, {\bold t} \in {\bold Z}^d\}$ be a nonuniform $\varphi$-mixing strictly stationary real random field with $E\xi_{\bold 0}=0, E|\xi_{\bold 0}|^{2+\delta}<\infty$ for some $0<\delta<1$. A sufficient condition is given for the sequence of partial sum set-indexed process $\{Z_n(A),\ A\in \Cal A\}$ to converge to Brownian motion. By a direct calculation, the author shows that the result holds for a more general class of set index ${\Cal A}$, where ${\Cal A}$ is assumed only to have the metric entropy exponent $r, 0相似文献   

On Series of Ordinals and Combinatorics

This paper deals mainly with generalizations of results in finitary combinatorics to infinite ordinals. It is well-known that for finite ordinals ∑_bT<αβ is the number of 2-element subsets of an α-element set. It is shown here that for any well-ordered set of arbitrary infinite order type α, ∑_bT<αβ is the ordinal of the set M of 2-element subsets, where M is ordered in some natural way. The result is then extended to evaluating the ordinal of the set of all n-element subsets for each natural number n ≥ 2. Moreover, series ∑_β<αf(β) are investigated and evaluated, where α is a limit ordinal and the function f belongs to a certain class of functions containing polynomials with natural number coefficients. The tools developed for this result can be extended to cover all infinite α, but the case of finite α appears to be quite problematic.     

Spectrophotometric analysis, thermal analysis and gravimetric determination of some metal ions with oxime and Schiff's base derivatives of N-furoylphenylhydroxylamine

The oxime and Schiff's base of N-furoylphenylhydroxylamine form complexes with Co²⁺, Cu²⁺, Zn²⁺ and Fe³⁺. These complexes were studied by means of the UV — Vis. spectra of nujol mulls, electron spin resonance (ESR) spectra and magnetic susceptibility to determine their stereochemistry. The complexes were characterized via elemental analyses, molar conductivities and thermogravimetric analyses. Organic reagents were used for the gravimetric determination of Co²⁺, Cu²⁺ and Fe³⁺ through the precipitation of their complexes. The compounds were also used for separation of a binary mixture of Cu²⁺ and Cu²⁺. Interferences were studied.     

四角晶相HfO2(001)表面原子和电子结构研究

采用基于第一性原理的密度泛函理论研究了四角晶相二氧化铪(t-HfO₂)体相及 其(001)表面的原子几何与电子结构.理论计算结果表明，t-HfO₂(001)表面不会 产生重构现象.与体相电子结构相比, t-HfO₂(001)表面态密度明显高于体相态 密度.其次，表面原子的态密度更靠近费米能级(E_F)，价带往低能量处移动，并 有表面态产生.计算结果表明了t-HfO₂表面禁带宽度明显低于体相的禁带宽度. t-HfO₂(001)的表面态产生以及表面禁带宽度减小是由于Hf原子与O原子的配位 数减少，表面原子周围的环境发生变化而引起的. 关键词： 密度泛函理论 2(001)')" href="#">t-HfO₂(001) 表面电子结构     

Ni(111)表面一氧化碳和氢共吸附的密度泛函理论研究

本文用密度泛函理论(DFT)的总能计算研究了一氧化碳和氢原子在Ni(111)表面上p(2×2)共吸附系统的原子结构和电子态，结果表明CO和H原子分别被吸附于两个对角p(1×1)元胞的hcp和fcc位置.以氢分子和CO分子作为能量参考点，总吸附能为2.81 eV，相应的共吸附表面功函数φ为6.28 eV.计算得到的C—O，C—Ni和H—Ni的键长分别是1.19?, 1.96?和 1.71?，并且CO分子以C原子处于hcp的谷位与金属衬底原子结合.衬底Ni(111)的最外两层的晶面间距在吸附后的相对变化分别是 关键词： Fisher-Tropsch反应 催化作用 Ni(111) p(2×2)/(CO+H) 共吸附     

二氧化钒薄膜的低温制备及其性能研究

针对VO₂薄膜在微测辐射热计上的应用，采用射频反应溅射法，在室温下制备氧化钒薄膜；研究了氧分压对薄膜沉积速率、电学性质及成分的影响.通过调节氧分压，先获得成分接近VO₂的非晶化薄膜，再在400℃空气中氧化退火，便可制得高电阻温度系数，低电阻率的VO₂薄膜，电阻温度系数约为-4%/℃，薄膜方块电阻为R_□为100—300kΩ；薄膜在室温下沉积，400℃下退火的制备方法与微机电加工(micro electromechanic 关键词： 二氧化钒 电阻温度系数 氧分压 射频反应溅射法     

High index of refraction via quantum interference in a three-level system of Er^3＋-doped yttrium aluminium garnet crystal

A simple three-level system is proposed to produce high index of refraction with zero absorption in an Er^3＋-doped yttrium aluminium garnet （YAG） crystal, which is achieved for a probe field between the excited state 4I13/2 and ground state 4I15/2 by adjusting a strong coherent driving field between the upper excited state 4I11/2 and 4I15/2. It is found that the changes of the frequency of the coherent driving field and the concentration of Er^3＋ ions in the YAG crystal can maximize the index of refraction accompanied by vanishing absorption. This result could be useful for the dispersion compensation in fibre communication, laser particle acceleration, high precision magnetometry and so on.