非平稳时间序列分析的WAVELET—改进GM(1,1)组合方法及其应用

提出非平稳时间序列分析的WAVELET—改进GM(1,1)组合方法.首先利用Mallat算法对非平稳时间序列进行小波分解;然后采用能量阈值选择策略对高频系数进行处理,并将其与低频系数进行小波重构;最后运用改进的GM(1,1)方法预测.该方法不仅能充分拟合低频信息,而且可避免对高频信息的过拟合.实验结果证明,该方法比传统的非平稳时间序列预测方法具有更高的预测精度.     

Hawking radiation of Weyl neutrinos in a rectilinearly non—uniformly accelerating Kinnersley black hole

The quantum thermal effect of Weyl neutrinos in a rectilinearly non-uniformly accelerating Kinnersley black hole is investigated using the generalized tortoise coordinate transformation.The equations that determine the location,the Hawking temperature of the event horizon and the thermal radiation spectrum of neutrinos are derived.Our results show that the location and the temperature of the event horizon depend not only on the time but also on the angle.     

非定常线性化Navier-Stokes方程的子格粘性非协调有限元方法

本文结合子格粘性法的思想,空间采用非协调Crouzeix-Raviart元逼近,时间采用Crank-Nicolson差分离散,对非定常线性化Navier-Stokes方程建立了全离散的子格粘性非协调有限元格式.对稳定性和误差估计作出了详细的分析, 得出了最优的误差估计.最后, 通过数值算例进一步验证了该方法的稳定性和收敛性.     

Tunnelling effect of the non-stationary Kerr black hole

Extending Parikh and Wilczek＇s work to the non-stationary black hole, we study the Hawking radiation of the non-stationary Kerr black hole by the Hamilto-Jacobi method. The result shows that the radiation spectrum is not purely thermal and the tunnelling probability is related to the change of Bekenstein Hawking entropy, which gives a correction to the Hawking thermal radiation of the black hole.     

基于S变换的地震信号降噪方法研究

S变换在分析非平稳信号时能有效地反映出频率随时间的变化,但由于其窗函数是固定不变的,在实际中应用受到了限制.从基本理论出发,推导出一种改进的S变换形式,并对合成信号分别进行傅立叶变换、s变换和改进的S变换,通过对比发现:改进的s变换方法能够更好地分辨非平稳信号的频率特性,比S变换具有更高的分辨率.最后应用改进的s变换方法对地震背景噪声数据进行了去噪处理,取得了较好的结果.     

An inverse problem for Maxwell's equations in isotropic and non-stationary media

In this article, we consider Maxwell's equations in an isotropic, inhomogeneous and non-stationary medium. We discuss an inverse problem of determining the t-independent components of the coefficients ?, μ in the constitutive relations from a finite number of interior measurements. We prove a Lipschitz stability estimate for the inverse problem by applying the argument on the basis of Carleman estimate.     

Lyapunov-Like Solutions to Stability Problems for Discrete-Time Systems on Asymptotically Contractive Sets

This paper presents new criteria for stability properties of discrete-time non-stationary systems. The criteria are based on the concept of asymptotically contractive sets. As a result, general necessary conditions are established for asymptotic stability of the zero equilibrium state, the instantaneous asymptotic stability domain of which can be either time-invariant or time-varying and then possibly asymptotically contractive. It is shown that the classical Lyapunov stability conditions including the invariance principle by LaSalle cannot be applied to the stability test as soon as the system instantaneous domain of asymptotic stability is asymptotically contractive. In order to investigate asymptotic stability of the zero state in such a case novel criteria are established. Under the criteria the total first time difference of a system Lyapunov function may be non-positive only and still can guarantee asymptotic stability of the zero state. The results are illustrated by examples.     

The Crank–Nicolson finite spectral element method and numerical simulations for 2D non-stationary Navier–Stokes equations

In this paper, we first build a semi-discretized Crank–Nicolson (CN) model about time for the two-dimensional (2D) non-stationary Navier–Stokes equations about vorticity–stream functions and discuss the existence, stability, and convergence of the time semi-discretized CN solutions. And then, we build a fully discretized finite spectral element CN (FSECN) model based on the bilinear trigonometric basic functions on quadrilateral elements for the 2D non-stationary Navier–Stokes equations about the vorticity–stream functions and discuss the existence, stability, and convergence of the FSECN solutions. Finally, we utilize two sets of numerical experiments to check out the correctness of theoretical consequences.     

Asymptotic Poisson Character of Extremes in Non-Stationary Gaussian Models

Let X be a non-stationary Gaussian process, asymptotically centered with constant variance. Let u be a positive real. Define R_u(t) as the number of upcrossings of level u by the process X on the interval (0, t]. Under some conditions we prove that the sequence of point processes (R_u)_u>0 converges weakly, after normalization, to a standard Poisson process as u tends to infinity. In consequence of this study we obtain the weak convergence of the normalized supremum to a Gumbel distribution.AMS 2000 Subject Classifications Primary—60G70, 60G15     

Detection of changes of signal structure by using the Wigner-Ville spectrum

An efficient estimation of the Wigner-Ville spectrum of non-stationary processes requires the segmentation of the observed signals into locally stationary signals. We present a detection procedure of such a segmentation based on the pseudo-Wigner estimates. These estimates are known to be uncorrelated estimates of the Wigner-Ville spectrum for neighboured, appropriately spaced frequencies. Therefore, a detection using the pseudo-Wigner estimates can be designed for detection of non-stationarities in any specified band of frequencies. The procedure is based on a subset regression approach and comes up with an informal Akaike type of criterion as a detector of changes of the signal structure. The performance of this detector is evaluated by a simulation study. It works especially well in the case of amplitude and frequency changes of deterministic signals in white noise. Examples dealing with the analysis of biological clocks and their non-stationary properties indicate the successful application of the method.