Regular variation of order 1 nonlinear AR-ARCH models

We prove both geometric ergodicity and regular variation of the stationary distribution for a class of nonlinear stochastic recursions that includes nonlinear AR-ARCH models of order 1. The Lyapounov exponent for the model, the index of regular variation and the spectral measure for the regular variation all are characterized by a simple two-state Markov chain.     

A large deviation principle for 2D stochastic Navier–Stokes equation

In this paper one specifies the ergodic behavior of the 2D-stochastic Navier–Stokes equation by giving a Large Deviation Principle for the occupation measure for large time. It describes the exact rate of exponential convergence. The considered random force is non-degenerate and compatible with the strong Feller property.     

Global existence and asymptotic behavior of classical solutions of quasilinear hyperbolic systems with linearly degenerate characteristic fields

In this paper, we study the global existence and the asymptotic behavior of classical solution of the Cauchy problem for quasilinear hyperbolic system with constant multiple and linearly degenerate characteristic fields. We prove that the global C¹ solution exists uniquely if the BV norm of the initial data is sufficiently small. Based on the existence result on the global classical solution, we show that, when the time t tends to the infinity, the solution approaches a combination of C¹ traveling wave solutions. Finally, we give an application to the equation for time-like extremal surfaces in the Minkowski space-time R1+n.     

Markov processes associated with L p -resolvents and applications to stochastic differential equations on Hilbert space

We give general conditions on a generator of a C₀-semigroup (resp. of a C₀-resolvent) on L^p(E,μ), p ≥ 1, where E is an arbitrary (Lusin) topological space and μ a σ-finite measure on its Borel σ-algebra, so that it generates a sufficiently regular Markov process on E. We present a general method how these conditions can be checked in many situations. Applications to solve stochastic differential equations on Hilbert space in the sense of a martingale problem are given. Dedicated to Giuseppe Da Prato on the occasion of his 70th birthday     

Well-posed absorbing layer for hyperbolic problems

Summary. The perfectly matched layer (PML) is an efficient tool to simulate propagation phenomena in free space on unbounded domain. In this paper we consider a new type of absorbing layer for Maxwell's equations and the linearized Euler equations which is also valid for several classes of first order hyperbolic systems. The definition of this layer appears as a slight modification of the PML technique. We show that the associated Cauchy problem is well-posed in suitable spaces. This theory is finally illustrated by some numerical results. It must be underlined that the discretization of this layer leads to a new discretization of the classical PML formulation. Received May 5, 2000 / Published online November 15, 2001     

增算子的不动点和耦合不动点

Under some general continuous and compact conditions, the existence problems of fiked points andd coupled fixed points for increasing operators are studied. an application, we utilize the results obtained to study the existence of solutions for differential inclusions in Banach spaces.     

Properties of holomorphic Wiener functions —skeleton,contraction, and local Taylor expansion

Summary We show that each holomorphic Wiener function has a skeleton which is intrinsic from several viewpoints. In particular, we study the topological aspects of the skeletons by using the local Taylor expansion for holomorphic Wiener functions.Supported in part by the Grant-in-Aid for Science Research 03740120 Min. Education     

Numerical and theoretical study of a Dual Mesh Method using finite volume schemes for two phase flow problems in porous media

Summary. In this paper we are interested in two phase flow problems in porous media. We use a Dual Mesh Method to discretize this problem with finite volume schemes. In a simplified case (elliptic - hyperbolic system) we prove the convergence of approximate solutions to the exact solutions. We use the Dual Mesh Method in physically complex problems (heterogeneous cases with non constant total mobility). We validate numerically the Dual Mesh Method on practical examples by computing error estimates for different test-cases. Received March 21, 1997 / Revised version received October 13, 1997     

原子、分子和纳米材料中非线性高次谐波的产生:一个潜在的极超快和高能量的新型光源

在原子、分子和纳米材料中的高次谐波为非线性光学开辟了一个崭新的研究领域.其响应时间之短、能量之高,引起了人们的高度重视.目前的研究达到了白热化的程度.还有很多问题没有解决.文章首先简要地介绍了这一个新的领域.然后用一个简单的例子引出有名的辐射截断方程,最后用C60作为一个例子说明如何详细地计算辐射能量谱.     

Linear dependence of stationary distributions in ergodic Markov decision processes

In ergodic MDPs we consider stationary distributions of policies that coincide in all but n states, in which one of two possible actions is chosen. We give conditions and formulas for linear dependence of the stationary distributions of n+2 such policies, and show some results about combinations and mixtures of policies.