Integral Kernel Operators on Fock Space – Generalizations and Applications to Quantum Dynamics

A general theory of operators on Boson Fock space is discussed in terms of the white noise distribution theory on Gaussian space (white noise calculus). An integral kernel operator is generalized from two aspects: (i) The use of an operator-valued distribution as an integral kernel leads us to the Fubini type theorem which allows an iterated integration in an integral kernel operator. As an application a white noise approach to quantum stochastic integrals is discussed and a quantum Hitsuda–Skorokhod integral is introduced. (ii) The use of pointwise derivatives of annihilation and creation operators assures the partial integration in an integral kernel operator. In particular, the particle flux density becomes a distribution with values in continuous operators on white noise functions and yields a representation of a Lie algebra of vector fields by means of such operators.     

Fractal Activity Time Models for Risky Asset with Dependence and Generalized Hyperbolic Distributions

Risky asset models with the dependence through fractal activity time are described. The construction of the fractal activity time is implemented via superpositions of Ornstein-Uhlenbeck type processes driven by Lévy noise. The model features both tractable dependence structure and desired marginal distributions of the returns from the generalized hyperbolic class: the Variance Gamma and normal inverse Gaussian. These distributions provide good fit to real financial data. Pricing formulae for the proposed models are derived.     

Peristaltic transport of a Newtonian fluid in a vertical asymmetric channel with heat transfer and porous medium

The problem of peristaltic flow of a Newtonian fluid with heat transfer in a vertical asymmetric channel through porous medium is studied under long-wavelength and low-Reynolds number assumptions. The flow is examined in a wave frame of reference moving with the velocity of the wave. The channel asymmetry is produced by choosing the peristaltic wave train on the walls to have different amplitudes and phase. The analytical solution has been obtained in the form of temperature from which an axial velocity, stream function and pressure gradient have been derived. The effects of permeability parameter, Grashof number, heat source/sink parameter, phase difference, varying channel width and wave amplitudes on the pressure gradient, velocity, pressure drop, the phenomenon of trapping and shear stress are discussed numerically and explained graphically.     

考虑资本闲置的多年时滞人力资本投入占用产出模型

人力资本理论强调的是由教育所新增的人力资本对经济增长的决定作用.为了规划与中国经济持续增长相适应的人力资本需求,建立了一个新颖的考虑资本闲置的多年时滞投入占用产出模型.为了考虑人力资本时滞长的特点以及人力资本占用的损耗补偿,在斯通人口投入产出模型和Leontief动态投入产出模型基础上,提出了多年时滞人力资本投入占用产出模型.将LDS模型推广为考虑资本闲置的多年时滞人力资本投入占用产出模型,以便考虑影响教育产出的外生因素,并推导出既适于产出增加也适于产出减少的正解.应用上,预测至2015年的各种教育水平人力资本的总量和部门需求,发现高级人力资本短缺和人才行业结构不合理是经济发展需要解决的重要问题.     

A Hunziker-van Winter-Zhislin theorem for a four-particle lattice Schrödinger operator

We consider a discrete Schrödinger operator for four arbitrary particles with short-range pair potentials. We describe the position and the structure of its essential spectrum and prove the Hunziker-van Winter-Zhislin theorem.     

Second-order hyperbolic s.p.d.e.'s driven by homogeneous Gaussian noise on a hyperplane

We study a class of hyperbolic stochastic partial differential equations in Euclidean space, that includes the wave equation and the telegraph equation, driven by Gaussian noise concentrated on a hyperplane. The noise is assumed to be white in time but spatially homogeneous within the hyperplane. Two natural notions of solutions are function-valued solutions and random field solutions. For the linear form of the equations, we identify the necessary and sufficient condition on the spectral measure of the spatial covariance for existence of each type of solution, and it turns out that the conditions differ. In spatial dimensions 2 and 3, under the condition for existence of a random field solution to the linear form of the equation, we prove existence and uniqueness of a random field solution to non-linear forms of the equation.

     

Bose-Einstein-type distribution applied to flicker noise and turbulence

We treat flicker noise in arbitrary structures and turbulence as vortical flicker noise. __________ Translated from Teoreticheskaya i Matematicheskaya Fizika, Vol. 149, No. 2, pp. 318–319, November, 2006.     

垂直与水平渗透作用下潜水非稳定渗流运动规律

对河渠边界控制的半无限含水层,建立垂向入渗与河渠水平渗透共同作用下的潜水非稳定渗流模型;利用Boussinesq第一线性化方法,通过Laplace变换,给出模型的解析解. 证明相关经典公式与模型特定解之间的转换关系,分析经典公式适用范围．根据模型解,逐一定量研究下述变量,如垂向入渗强度、河渠水位变动幅度、含水层结构参数如给水度和导压系数、计算点与边界之间的距离,对渗流过程的影响．这些变量的变化,对潜水位获最大上升速度的时间产生延迟效应;论证一些变量间产生等效延迟效应的条件．根据解的数学特征,讨论其对应的物理意义和潜水位变动规律．     

Fractional Brownian Motion and Sheet as White Noise Functionals

In this short note, we show that it is more natural to look the fractional Brownian motion as functionals of the standard white noises, and the fractional white noise calculus developed by Hu and Фksendal follows directly from the classical white noise functional calculus. As examples we prove that the fractional Girsanov formula, the Ito type integrals and the fractional Black-Scholes formula are easy consequences of their classical counterparts. An extension to the fractional Brownian sheet is also briefly discussed.