Fractional normal inverse Gaussian diffusion

A fractional normal inverse Gaussian (FNIG) process is a fractional Brownian motion subordinated to an inverse Gaussian process. This paper shows how the FNIG process emerges naturally as the limit of a random walk with correlated jumps separated by i.i.d. waiting times. Similarly, we show that the NIG process, a Brownian motion subordinated to an inverse Gaussian process, is the limit of a random walk with uncorrelated jumps separated by i.i.d. waiting times. The FNIG process is also derived as the limit of a fractional ARIMA processes. Finally, the NIG densities are shown to solve the relativistic diffusion equation from statistical physics.     

Fluid approximation and its convergence Rate for GI/G/1 queue with vacations

A GI/G/1 queue with vacations is considered in this paper.We develop an approximating technique on max function of independent and identically distributed(i.i.d.) random variables,that is max{ηi,1 ≤ i ≤ n}.The approximating technique is used to obtain the fluid approximation for the queue length,workload and busy time processes.Furthermore,under uniform topology,if the scaled arrival process and the scaled service process converge to the corresponding fluid processes with an exponential rate,we prove by the...     

L~p CONTINUITY OF HRMANDER SYMBOL OPERATORS OpS_（0,0） ~m AND NUMERICAL ALGORITHM

If we use Littlewood-Paley decomposition, there is no pseudo-orthogonality for Ho¨rmander symbol operators OpS m 0 , 0 , which is different to the case S m ρ,δ (0 ≤δ < ρ≤ 1). In this paper, we use a special numerical algorithm based on wavelets to study the L p continuity of non infinite smooth operators OpS m 0 , 0 ; in fact, we apply first special wavelets to symbol to get special basic operators, then we regroup all the special basic operators at given scale and prove that such scale operator’s continuity decreases very fast, we sum such scale operators and a symbol operator can be approached by very good compact operators. By correlation of basic operators, we get very exact pseudo-orthogonality and also L 2 → L 2 continuity for scale operators. By considering the influence region of scale operator, we get H 1 (= F 0 , 2 1 ) → L 1 continuity and L ∞→ BMO continuity. By interpolation theorem, we get also L p (= F 0 , 2 p ) → L p continuity for 1 < p < ∞ . Our results are sharp for F 0 , 2 p → L p continuity when 1 ≤ p ≤ 2, that is to say, we find out the exact order of derivations for which the symbols can ensure the resulting operators to be bounded on these spaces.     

Application of Gaussian quadrature method to characterize heavy ends of hydrocarbon fluids for modeling wax precipitation

The hydrocarbon plus fractions that comprise a significant portion of naturally occurring hydrocarbon fluids create major problems when determining the thermodynamic properties and the volumetric behavior of these fluids by equations of state. These problems arise due to the difficulty of properly characterizing the plus fractions (heavy ends). Proper characterization of the heavier components is important when cubic equations of state and/or solid formation thermodynamic models are used to describe complex phase behavior of reservoir fluids. The effect of heavy fractions characterization on thermodynamic modeling of wax precipitation has been investigated using different models including Won, Pan and proposed models. In order to characterize the plus fraction (heavier part) as a series of pseudocomponents, a probability model that expresses the mole fraction as a continuous function of the molecular weight has been used. The study has been conducted using several mixtures. Two different SCN (single carbon number), C₇₊${\text{C}}_{7^{+}}$ and C₁₀₊${\text{C}}_{{10}^{+}}$ were chosen. The Chosen SCN were distributed to multi-components of five, six, and/or ten using continuous function and Gaussian quadrature method. The results showed that the fractioning is required to be able to predict wax precipitation. Distribution of C₁₀₊${\text{C}}_{{10}^{+}}$ using a proper distribution function has shown improvement in predictions of WAT and the amount of wax deposited in comparison with the characterization of C₇₊${\text{C}}_{7^{+}}$ using semi-continuous approach. In predicting of WAT and the amount of wax build up the developed model showed superiority over the others.     

A novel scheme for the design of backstepping control for a class of nonlinear systems

A novel scheme is proposed for the design of backstepping control for a class of state-feedback nonlinear systems. In the design, the unknown nonlinear functions are approximated by the neural networks (NNs) identification models. The Lyapunov function of every subsystem consists of the tracking error and the estimation errors of NN weight parameters. The adaptive gains are dynamically determined in a structural way instead of keeping them constants, which can guarantee system stability and parameter estimation convergence. When the modeling errors are available, the indirect backstepping control is proposed, which can guarantee the functional approximation error will converge to a rather small neighborhood of the minimax functional approximation error. When the modeling errors are not available, the direct backstepping control is proposed, where only the tracking error is necessary. The simulation results show the effectiveness of the proposed schemes.     

Viscosity approximation methods with weak contraction for L-Lipschitzian pseudocontractive self-mapping

In this paper, under the framework of real reflexive Banach space which admits a weakly sequentially continuous duality mapping from E to E^∗, we study the strong convergence of an implicit and an explicit composite viscosity approximation algorithm (I) and (II), respectively for a pseudocontractive mapping T by using the weakly contractive mapping f as follows:

(I)     

Numerical solution of the two-dimensional Fredholm integral equations using Gaussian radial basis function

In this paper, we introduce a numerical method for the solution of two-dimensional Fredholm integral equations. The method is based on interpolation by Gaussian radial basis function based on Legendre-Gauss-Lobatto nodes and weights. Numerical examples are presented and results are compared with the analytical solution to demonstrate the validity and applicability of the method.     

Numerical methods for a fixed domain formulation of the glacier profile problem with alternative boundary conditions

In this paper we develop a set of numerical techniques for the simulation of the profile evolution of a valley glacier in the framework of isothermal shallow ice approximation models. The different mathematical formulations are given in terms of a highly nonlinear parabolic equation. A first nonlinearity comes from the free boundary problem associated with the unknown basal extension of the glacier region. This feature is treated using a fixed domain complementarity formulation which is solved numerically by a duality method. The nonlinear diffusive term is explicitly treated in the time marching scheme. A convection dominated problem arises, so a characteristic scheme is proposed for the time discretization, while piecewise linear finite elements are used for the spatial discretization. The presence of infinite slopes in polar regimes motivates an alternative formulation based on a prescribed flux boundary condition at the head of the glacier instead a homogeneous Dirichlet one. Finally, several numerical examples illustrate the performance of the proposed methods.     

素变数非线性型的整数部分

证明了:假设λ,μ是不全为负的非零实数,λ是无理数,k是正整数,那么存在无穷多素数p,p_1,p_2,使得[λp_1+μp_2~2]=kp.特别地,[λp_1+μp_2~2]表示无穷多素数.