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51.
It is long known that the Fokker-Planck equation with prescribed constant coefficients of diffusion and linear friction describes
the ensemble average of the stochastic evolutions in velocity space of a Brownian test particle immersed in a heat bath of
fixed temperature. Apparently, it is not so well known that the same partial differential equation, but now with constant
coefficients which are functionals of the solution itself rather than being prescribed, describes the kinetic evolution (in
the N→∞ limit) of an
isolated
N-particle system with certain stochastic interactions. Here we discuss in detail this recently discovered interpretation.
An erratum to this article can be found at 相似文献
52.
53.
中国证券市场股指波动的条件异方差特性分析 总被引:6,自引:0,他引:6
股指的波动具有持续性、集聚性 ,如何进行判别 ?本文用 Garch模型理论探讨沪深股指的这种条件异方差特征 ,进一步分析波动是否影响股指未来变化 ,以及股市对利好、利空的消息是否存在不对称的反映。同时 ,比较不同类型的股指的共性及差异 ,并对上述现象作了解释和说明。 相似文献
54.
David B. Wilson 《Random Structures and Algorithms》2002,21(2):182-195
There has been much recent interest in the satisfiability of random Boolean formulas. A random k‐SAT formula is the conjunction of m random clauses, each of which is the disjunction of k literals (a variable or its negation). It is known that when the number of variables n is large, there is a sharp transition from satisfiability to unsatisfiability; in the case of 2‐SAT this happens when m/n → 1, for 3‐SAT the critical ratio is thought to be m/n ≈ 4.2. The sharpness of this transition is characterized by a critical exponent, sometimes called ν = νk (the smaller the value of ν the sharper the transition). Experiments have suggested that ν3 = 1.5 ± 0.1. ν4 = 1.25 ± 0.05, ν5 = 1.1 ± 0.05, ν6 = 1.05 ± 0.05, and heuristics have suggested that νk → 1 as k → ∞. We give here a simple proof that each of these exponents is at least 2 (provided the exponent is well defined). This result holds for each of the three standard ensembles of random k‐SAT formulas: m clauses selected uniformly at random without replacement, m clauses selected uniformly at random with replacement, and each clause selected with probability p independent of the other clauses. We also obtain similar results for q‐colorability and the appearance of a q‐core in a random graph. © 2002 Wiley Periodicals, Inc. Random Struct. Alg., 21: 182–195, 2002 相似文献
55.
56.
L. T. Ashchepkov 《Computational Mathematics and Mathematical Physics》2006,46(7):1168-1175
A general nonlinear programming problem with interval functions is considered. Two reductions of this problem to the deterministic nonlinear programming problem are proposed, and illustrative examples are discussed. 相似文献
57.
A Modified Quasi-Newton Method for Structured Optimization with Partial Information on the Hessian 总被引:2,自引:0,他引:2
This paper develops a modified quasi-Newton method for structured unconstrained optimization with partial information on the
Hessian, based on a better approximation to the Hessian in current search direction. The new approximation is decided by both
function values and gradients at the last two iterations unlike the original one which only uses the gradients at the last
two iterations. The modified method owns local and superlinear convergence. Numerical experiments show that the proposed method
is encouraging comparing with the methods proposed in [4] for structured unconstrained optimization
Presented at the 6th International Conference on Optimization: Techniques and Applications, Ballarat, Australia, December
9–11, 2004 相似文献
58.
电子自旋是原子物理学和量子力学的重要概念,电子自旋假说的产生在物理学史上具有一定的特殊性,该文系统论述了电子自旋假说提出了与被物理学界接受的历史,并从荷兰莱顿理论物理研究的学术环境、乌仑贝克和哥德斯密“理论型”与实验型”的互补、艾仑费斯行的教育艺术等方面分析了其历史经验。 相似文献
59.
G. Tiana M.H. Jensen K. Sneppen 《The European Physical Journal B - Condensed Matter and Complex Systems》2002,29(1):135-140
A feedback mechanism that involves the proteins p53 and mdm2, induces cell death as a controlled response to severe DNA damage.
A minimal model for this mechanism demonstrates that the response may be dynamic and connected with the time needed to translate
the mdm2 protein. The response takes place if the dissociation constant k between p53 and mdm2 varies from its normal value. Although it is widely believed that it is an increase in k that triggers the response, we show that the experimental behaviour is better described by a decrease in the dissociation
constant. The response is quite robust upon changes in the parameters of the system, as required by any control mechanism,
except for few weak points, which could be connected with the onset of cancer.
Received 8 May 2002 / Received in final form 9 July 2002 Published online 17 September 2002 相似文献
60.
A. D. Matveev 《Journal of Applied Mechanics and Technical Physics》2003,44(5):721-726
Modified three-dimensional formulations of bending problems of homogeneous elastic plates and beams are considered. Modification of the known three-dimensional formulations reduces to using additional constraints imposed on displacement functions. An advantage of the formulations proposed is that complex fixing conditions of plates and beams can be taken into account. 相似文献