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91.
Benjamin Arras Ehsan Azmoodeh Guillaume Poly Yvik Swan 《Stochastic Processes and their Applications》2019,129(7):2341-2375
We provide a bound on a distance between finitely supported elements and general elements of the unit sphere of . We use this bound to estimate the Wasserstein-2 distance between random variables represented by linear combinations of independent random variables. Our results are expressed in terms of a discrepancy measure related to Nourdin–Peccati’s Malliavin–Stein method. The main application is towards the computation of quantitative rates of convergence to elements of the second Wiener chaos. In particular, we explicit these rates for non-central asymptotic of sequences of quadratic forms and the behavior of the generalized Rosenblatt process at extreme critical exponent. 相似文献
92.
Jamil Salhi James MacLaurin Salwa Toumi 《Stochastics An International Journal of Probability and Stochastic Processes》2018,90(1):49-60
In this paper we obtain a time-uniform propagation estimate for a system of interacting diffusion processes. Using a well defined metric function h , our result guarantees a time-uniform estimate for the convergence of a class of interacting stochastic differential equations towards their mean field limit, under conditions that ensure that the decay associated to the internal dynamics term dominates the interaction and noise terms. Our result should have diverse applications, particularly in neuroscience, and allows for models more elaborate than the one of Wilson and Cowan. In particular, the internal dynamics need not be that of linear decay. 相似文献
93.
Anastasios K. Papageorgiou Evangelos M. Papoutsis-Kiachagias Kyriakos C. Giannakoglou 《国际流体数值方法杂志》2022,94(1):59-75
This article contributes to the development of methods for shape optimization under uncertainties, associated with the flow conditions, based on intrusive Polynomial Chaos Expansion (iPCE) and continuous adjoint. The iPCE to the Navier–Stokes equations for laminar flows of incompressible fluids is developed to compute statistical moments of the Quantity of Interest which are, then, compared with those obtained through the Monte Carlo method. The optimization is carried out using a continuous adjoint-enabled, gradient-based loop. Two different formulations for the continuous adjoint to the iPCE PDEs are derived, programmed, and verified. Intrusive PCE methods for the computation of the statistical moments require mathematical development, derivation of a new system of governing equations and their numerical solution. The development is presented for a chaos order of two and two uncertain variables and can be used as a guide to those willing to extend this development to a different set of uncertain variables or chaos order. The developed method and software, programmed in OpenFOAM, is applied to two optimization problems pertaining to the flow around isolated airfoils with uncertain farfield conditions. 相似文献
94.
We show that the semiclassical approach to chaotic quantum transport in the presence of time-reversal symmetry can be described by a matrix model. In other words, we construct a matrix integral whose perturbative expansion satisfies the semiclassical diagrammatic rules for the calculation of transport statistics. One of the virtues of this approach is that it leads very naturally to the semiclassical derivation of universal predictions from random matrix theory. 相似文献
95.
96.
布尔网络是研究基因调控网络的一种非常重要的模型,通过时序数据推理基因之间的调控关系是研究网络动态行为和干预策略的基础.现有的预测研究主要集中在基因之间的调控关系,而对调控基因与目标基因之间的布尔函数的作用方式研究甚少.由于基因调控网络是一种处于有序和无序之间的临界网络,本文研究了众数规则、基于偏斜和基于互信息的三种泛化方法对临界布尔网络的稳态分布距离和灵敏度误差的影响.结果表明合理的泛化能够明显提高预测网络的稳态分布距离和灵敏度误差指标.三种泛化方法中,基于互信息的泛化方法的总体性能最好. 相似文献
97.
从势和场的观点出发讨论了带电粒子在应变超晶格中的运动行为.在经典力学框架内和偶极近似下,引入正弦平方势,把粒子运动方程化为具有阻尼项和混合激励项的广义摆方程.利用Melnikov方法讨论了系统的临界性质与混沌行为.结果表明,系统的混沌行为与它的参数有关,适当调节参数,就可以原则上保证系统的稳定性. 相似文献
98.
99.
100.
F. Curbis A. Antoniazzi G. De Ninno D. Fanelli 《The European Physical Journal B - Condensed Matter and Complex Systems》2007,59(4):527-533
Single-pass free-electron lasers constitute an example of systems with
long-range interactions. The light-particle interplay leading to the
power growth and successive relaxation towards a quasi-stationary state
is governed by the Vlasov equation. A maximum entropy principle inspired to Lynden-Bell's theory of
“violent relaxation" for the Vlasov equation can be invoked
to analytically
characterize the behaviour of the saturated system.
In particular, we here concentrate on the case of
coherent harmonic generation obtained from an externally seeded
free-electron laser and provide a simple strategy to predict the
laser intensity as well as the final electron-beam
energy distribution. 相似文献