原子-异核-三聚物分子转化系统暗态的动力学不稳定性

研究了受激拉曼绝热过程中原子-异核-三聚物分子转化系统暗态的动力学稳定性.通过将量子哈密顿对应到经典哈密顿,并求解和分析线性化经典运动方程后得到的哈密顿-雅克比矩阵本征值,解析地得到了原子-三聚物暗态的动力学不稳定性发生的条件.并以异核原子⁸⁷Rb和⁴¹K混合凝聚体为例,数值地给出了系统发生动力学不稳定性的区域.研究发现,这种动力学不稳定性是由粒子之间的相互作用带来的.此外,还发现系统动力学不稳定性的发生不仅与哈密顿-雅克比矩阵是否出现实数或复数的本征值有关,还 关键词： 原子-异核-三聚物分子转化系统 暗态 受激拉曼绝热过程 动力学不稳定性     

Coherent transfer by adiabatic passage in two-dimensional lattices

Coherent tunneling by adiabatic passage (CTAP) is a well-established technique for robust spatial transport of quantum particles in linear chains. Here we introduce two exactly-solvable models where the CTAP protocol can be extended to two-dimensional lattice geometries. Such bi-dimensional lattice models are synthesized from time-dependent second-quantization Hamiltonians, in which the bosonic field operators evolve adiabatically like in an ordinary three-level CTAP scheme thus ensuring adiabatic passage in Fock space.     

Importance sampling for elasto-plastic systems using adapted process with deterministic control

A new importance sampling method is presented for computing the first passage probability of elasto-plastic systems under white noise excitations. The importance sampling distribution corresponds to shifting the mean of the excitation to an ‘adapted’ stochastic process whose future is determined based on information only up to the present. This causal property is responsible for maintaining the theoretical rigor of the resulting importance sampling procedure. It opens up great possibilities in the design of adapted process for variance reduction using importance sampling. In this work the adapted process is designed using concepts of deterministic optimal control. Numerical results show that the use of adapted process is particularly useful for hysteretic systems where hysteretic effects undermine the effectiveness of conventional importance sampling method based on fixed design points.     

Lowest priority waiting time distribution in an accumulating priority Lévy queue

We derive the waiting time distribution of the lowest class in an accumulating priority (AP) queue with positive Lévy input. The priority of an infinitesimal customer (particle) is a function of their class and waiting time in the system, and the particles with the highest AP are the next to be processed. To this end we introduce a new method that relies on the construction of a workload overtaking process and solving a first-passage problem using an appropriate stopping time.     

Distribution of the maxima of random Takagi functions

This paper concerns the maximum value and the set of maximum points of a random version of Takagi’s continuous, nowhere differentiable function. Let F(x):=∑ _n=1^∞ ε _n ϕ(2 ⁿ⁻¹ x), x ∈ R, where ɛ ₁, ɛ ₂, ... are independent, identically distributed random variables taking values in {−1, 1}, and ϕ is the “tent map” defined by ϕ(x) = 2 dist (x, Z). Let p:= P (ɛ ₁ = 1), M:= max {F(x): x ∈ R}, and := {x ∈ [0, 1): F(x) = M}. An explicit expression for M is given in terms of the sequence {ɛ _n }, and it is shown that the probability distribution μ of M is purely atomic if p < , and is singular continuous if p ≧ . In the latter case, the Hausdorff dimension and the multifractal spectrum of μ are determined. It is shown further that the set is finite almost surely if p < , and is topologically equivalent to a Cantor set almost surely if p ≧ . The distribution of the cardinality of is determined in the first case, and the almost-sure Hausdorff dimension of is shown to be (2p − 1)/2p in the second case. The distribution of the leftmost point of is also given. Finally, some of the results are extended to the more general functions Σa ^{n − 1} ɛ _n ϕ(2 ^{n − 1} x), where 0 < a < 1.      

Extended Gerber–Shiu functions in a risk model with interest

We consider a compound Poisson risk model with interest. The Gerber–Shiu discounted penalty function is modified with an additional penalty for reaching a level above the initial capital. We show that the problem can be split into two independent problems; an original Gerber–Shiu function and a first passage problem. We also consider the case of negative interest. Finally, we apply the results to a model considered by Embrechts and Schmidli (1994).     

First passage percolation and escape strategies

Consider first passage percolation on with passage times given by i.i.d. random variables with common distribution F. Let be the time from u to v for a path π and the minimal time among all paths from u to v. We ask whether or not there exist points and a semi‐infinite path such that for all n. Necessary and sufficient conditions on F are given for this to occur. When the support of F is unbounded, we also obtain results on the number of edges with large passage time used by geodesics. © 2014 Wiley Periodicals, Inc. Random Struct. Alg., 47, 414–423, 2015     

Exponential moments of first passage times and related quantities for Lévy processes

For a Lévy process on the real line, we provide complete criteria for the finiteness of exponential moments of the first passage time into the interval , the sojourn time in the interval , and the last exit time from . Moreover, whenever these quantities are finite, we derive their respective asymptotic behavior as .     

Goal achieving probabilities of cone‐constrained mean‐variance portfolios

In this paper, we establish closed‐form formulas for key probabilistic properties of the cone‐constrained optimal mean‐variance strategy, in a continuous market model driven by a multidimensional Brownian motion and deterministic coefficients. In particular, we compute the probability to obtain to a point, during the investment horizon, where the accumulated wealth is large enough to be fully reinvested in the money market, and safely grow there to meet the investor's financial goal at terminal time. We conclude that the result of Li and Zhou [Ann. Appl. Prob., v.16, pp.1751–1763, (2006)] in the unconstrained case carries over when conic constraints are present: the former probability is lower bounded by 80% no matter the market coefficients, trading constraints, and investment goal. We also compute the expected terminal wealth given that the investor's goal is underachieved, for both the mean‐variance strategy and the aforementioned hybrid strategy where transfer to the money market occurs if it allows to safely achieve the goal. The former probabilities and expectations are also provided in the case where all risky assets held are liquidated if financial distress is encountered. These results provide investors with novel practical tools to support portfolio decision‐making and analysis. Copyright © 2013 John Wiley & Sons, Ltd.     

Two-worker blocking congestion model with walk speed m in a no-passing circular passage system

This paper introduces a blocking model and closed-form expression of two workers traveling with walk speed m (m = integer) in a no-passing circular-passage system of n stations and assuming n = m + 2, 2m + 2, …. We develop a Discrete-Timed Markov Chain (DTMC) model to capture the workers’ changes of walk, pick, and blocked states, and quantify the throughput loss from blocking congestion by deriving a steady state probability in a closed-form expression. We validate the model with a simulation study. Additional simulation comparisons show that the proposed throughput model gives a good approximation of a general-sized system of n stations (i.e., n > 2), a practical walk speed system of real number m (i.e., m ? 1), and a bucket brigade order picking application.