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161.
Suppose that is a one-dimensional Brownian motion with negative drift . It is possible to make sense of conditioning this process to be in the state 0 at an independent exponential random time and if we kill the conditioned process at the exponential time the resulting process is Markov. If we let the rate parameter of the random time go to 0, then the limit of the killed Markov process evolves like conditioned to hit 0, after which time it behaves as killed at the last time visits 0. Equivalently, the limit process has the dynamics of the killed “bang–bang” Brownian motion that evolves like Brownian motion with positive drift when it is negative, like Brownian motion with negative drift when it is positive, and is killed according to the local time spent at 0.An extension of this result holds in great generality for a Borel right process conditioned to be in some state at an exponential random time, at which time it is killed. Our proofs involve understanding the Campbell measures associated with local times, the use of excursion theory, and the development of a suitable analogue of the “bang–bang” construction for a general Markov process.As examples, we consider the special case when the transient Borel right process is a one-dimensional diffusion. Characterizing the limiting conditioned and killed process via its infinitesimal generator leads to an investigation of the -transforms of transient one-dimensional diffusion processes that goes beyond what is known and is of independent interest. 相似文献
162.
《Stochastic Processes and their Applications》2019,129(6):2086-2129
Many properties of Brownian motion on spaces with varying dimension (BMVD in abbreviation) have been explored in Chen and Lou (2018). In this paper, we study Brownian motion with drift on spaces with varying dimension (BMVD with drift in abbreviation). Such a process can be conveniently defined by a regular Dirichlet form that is not necessarily symmetric. Through the method of Duhamel’s principle, it is established in this paper that the transition density of BMVD with drift has the same type of two-sided Gaussian bounds as that for BMVD (without drift). As a corollary, we derive Green function estimate for BMVD with drift. 相似文献
163.
Dahui Luo JinRong Wang Dong Shen 《Mathematical Methods in the Applied Sciences》2019,42(13):4543-4553
This paper considers the consensus tacking problem for nonlinear fractional‐order multiagent systems by presenting a PDα‐type iterative learning control update law with initial learning mechanisms. The asymptotical convergence of the proposed distributed learning algorithm is strictly proved by using the properties of fractional calculus. A sufficient condition is derived to guarantee the whole multiagent system achieving an asymptotic output consensus. An illustrative example is given to verify the theoretical results. 相似文献
164.
Haolin Lin Shenhe Fu Zhigui Deng Haiqiong Zhou Hao Yin Zhen Li Zhenqiang Chen 《Annalen der Physik》2019,531(11)
Superoscillation is an intriguing wave phenomenon which enables subwavelength features propagating into far field and hence has potential applications in super‐resolution microscopy as well as particle trapping and manipulation. While previous demonstrations mostly concentrate on designing complicated nanostructures for generating uncontrollable superoscillatory functions, here a new technique which allows for creating polynomially shaped superoscillatory functions that contain phase singularity arrays is demonstrated both theoretically and experimentally. Such a technique is implemented in optical experiments for the first time and controllable superoscillatory lobes with feature much below the diffraction limit is achieved. More importantly, a general theoretical framework, which, to our knowledge, has not been reported before, is developed to show how the created superoscillations propagate to a distance of many Rayleigh ranges and eventually disappear when the distance is sufficiently larger. The validity of the model is confirmed by the experiments. The results may trigger further studies in light field shaping and manipulations in subwavelength scale. 相似文献
165.
166.
Transient transition behaviors of fractional-order simplest chaotic circuit with bi-stable locally-active memristor and its ARM-based implementation 下载免费PDF全文
Zong-Li Yang 《中国物理 B》2021,30(12):120515-120515
This paper proposes a fractional-order simplest chaotic system using a bi-stable locally-active memristor. The characteristics of the memristor and transient transition behaviors of the proposed system are analyzed, and this circuit is implemented digitally using ARM-based MCU. Firstly, the mathematical model of the memristor is designed, which is nonvolatile, locally-active and bi-stable. Secondly, the asymptotical stability of the fractional-order memristive chaotic system is investigated and some sufficient conditions of the stability are obtained. Thirdly, complex dynamics of the novel system are analyzed using phase diagram, Lyapunov exponential spectrum, bifurcation diagram, basin of attractor, and coexisting bifurcation, coexisting attractors are observed. All of these results indicate that this simple system contains the abundant dynamic characteristics. Moreover, transient transition behaviors of the system are analyzed, and it is found that the behaviors of transient chaotic and transient period transition alternately occur. Finally, the hardware implementation of the fractional-order bi-stable locally-active memristive chaotic system using ARM-based STM32F750 is carried out to verify the numerical simulation results. 相似文献
167.
168.
This paper examines the cycling behavior of a deterministic and a stochastic version of the economic interpretation of the Lotka–Volterra model, the Goodwin model. We provide a characterization of orbits in the deterministic highly non-linear model. We then study a stochastic version, with Brownian noise introduced via a heterogeneous productivity factor. Existence conditions for a solution to the system are provided. We prove that the system produces cycles around a unique equilibrium point in finite time for general volatility levels, using stochastic Lyapunov techniques for recurrent domains. Numerical insights are provided. 相似文献
169.
Flapping-powered propulsion is used by many animals to locomote through air or water. Here we review recent experimental and numerical studies on self-propelled mechanical systems powered by a flapping motion. These studies improve our understanding of the mutual interaction between actively flapping bodies and surrounding fluids. The results obtained in these works provide not only new insights into biolocomotion but also useful information for the bio-mimetic design of artificial flyers and swimmers. 相似文献
170.
Modeling and character analyzing of multiple fractional-order memcapacitors in parallel connection 下载免费PDF全文
Recently,the memory elements-based circuits have been addressed frequently in the nonlinear circuit theory due to their unique behaviors.Thus,the modeling and characterizing of the mem-elements become essential.In this paper,the analysis of the multiple fractional-order voltage-controlled memcapacitors model in parallel connection is studied.Firstly,two fractional-order memcapacitors are connected in parallel,the equivalent model is derived,and the characteristic of the equivalent memcapacitor is analyzed in positive or negative connection.Then a new understanding manner according to different rate factor K and fractional orderαis derived to explain the equivalent modeling structure conveniently.Additionally,the negative order appears,which is a consequence of the combination of memcapacitors in different directions.Meanwhile,the equivalent parallel memcapacitance has been drawn to determine that multiple fractional-order memcapacitors could be calculated as one composite memcapacitor.Thus,an arbitrary fractional-order equivalent memcapacitor could be constructed by multiple fractional-order memcapacitors. 相似文献