Models for Stationary Max-Stable Random Fields

Models for stationary max-stable random fields are revisited and illustrated by two-dimensional simulations. We introduce a new class of models, which are based on stationary Gaussian random fields, and whose realizations are not necessarily semi-continuous functions. The bivariate marginal distributions of these random fields can be calculated, and they form a new class of bivariate extreme value distributions.     

The Method of Fundamental Solutions: A Weighted Least-Squares Approach

We investigate the Method of Fundamental Solutions (MFS) for the solution of certain elliptic boundary value problems. In particular, we study the case in which the number of collocation points exceeds the number of singularities, which leads to an over-determined linear system. In such a case, the resulting linear system is over-determined and the proposed algorithm chooses the approximate solution for which the error, when restricted to the boundary, minimizes a suitably defined discrete Sobolev norm. This is equivalent to a weighted least-squares treatment of the resulting over-determined system. We prove convergence of the method in the case of the Laplace’s equation with Dirichlet boundary data in the disk. We develop an alternative way of implementing the numerical algorithm, which avoids the inherent ill-conditioning of the MFS matrices. Finally, we present numerical experiments suggesting that introduction of Sobolev weights improves the approximation. AMS subject classification (2000) 35E05, 35J25, 65N12, 65N15, 65N35, 65T50     

The effect of noise on the Chafee-Infante equation: A nonlinear case study

We investigate the effect of perturbing the Chafee-Infante scalar reaction diffusion equation, , by noise. While a single multiplicative Itô noise of sufficient intensity will stabilise the origin, its Stratonovich counterpart leaves the dimension of the attractor essentially unchanged. We then show that a collection of multiplicative Stratonovich terms can make the origin exponentially stable, while an additive noise of sufficient richness reduces the random attractor to a single point.

     

Fluctuating semiflexible polymer ribbon constrained to a ring

Twist stiffness and an asymmetric bending stiffness of a polymer or a polymer bundle is captured by the elastic ribbon model. We investigate the effects a ring geometry induces to a thermally fluctuating ribbon, finding bend-bend coupling in addition to twist-bend coupling. Furthermore, due to the geometric constraint the polymer's effective bending stiffness increases. A new parameter for experimental investigations of polymer bundles is proposed: the mean square diameter of a ribbonlike ring, which is determined analytically in the semiflexible limit. Monte Carlo simulations are performed which affirm the model's prediction up to high flexibility.     

A nonextensive approach to the dynamics of financial observables

We present results about financial market observables, specifically returns and traded volumes. They are obtained within the current nonextensive statistical mechanical framework based on the entropy . More precisely, we present stochastic dynamical mechanisms which mimic probability density functions empirically observed. These mechanisms provide possible interpretations for the emergence of the entropic indices q in the time evolution of the corresponding observables. In addition to this, through multi-fractal analysis of return time series, we verify that the dual relation q_stat+q_sens=2 is numerically satisfied, q_stat and q_sens being associated to the probability density function and to the sensitivity to initial conditions respectively. This type of simple relation, whose understanding remains ellusive, has been empirically verified in various other systems.     

Reconstruction of Sparse Polynomials via Quasi-Orthogonal Matching Pursuit Method

In this paper, we propose a Quasi-Orthogonal Matching Pursuit (QOMP) algorithm for constructing a sparse approximation of functions in terms of expansion by orthonormal polynomials. For the two kinds of sampled data, data with noises and without noises, we apply the mutual coherence of measurement matrix to establish the convergence of the QOMP algorithm which can reconstruct $s$-sparse Legendre polynomials, Chebyshev polynomials and trigonometric polynomials in $s$ step iterations. The results are also extended to general bounded orthogonal system including tensor product of these three univariate orthogonal polynomials. Finally, numerical experiments will be presented to verify the effectiveness of the QOMP method.     

Semiconductor Emitters in Entropy Sources for Quantum Random Number Generation

Random number generation (RNG) is needed for a myriad of applications ranging from secure communication encryption to numerical simulations to sports and games. However, generating truly random numbers can be elusive. Pseudorandom bit generation using computer algorithms provides a high random bit generation rate. Nevertheless, the reliance on predefined algorithms makes it deterministic and predictable once initial conditions are known. Relying on physical phenomena (such as measuring electrical noise or even rolling dice) can achieve a less predictable sequence of bits. Furthermore, if the physical phenomena originate from quantum effects, they can be truly random and completely unpredictable due to quantum indeterminacy. Traditionally, physical RNG is significantly slower than pseudorandom techniques. To meet the demand for high-speed RNG with perfect unpredictability, semiconductor light sources are adopted as parts of the sources of randomness, i.e., entropy sources, in quantum RNG (QRNG) systems. The high speed of their noise, the high efficiency, and the small scale of these devices make them ideal for chip-scale QRNG. Here, the applications and recent advances of QRNG are reviewed using semiconductor emitters. Finally, the performance of these emitters is compared and discuss their potential in future technologies.     

Neutron skin thickness of 90Zr and symmetry energy constrained by charge exchange spin-dipole excitations

The charge exchange spin-dipole (SD) excitations of \begin{document}$ ^{90} $\end{document}Zr are studied using the Skyrme Hartee-Fock plus proton-neutron random phase approximation with SAMi-J interactions. The experimental value of the model-independent sum rule obtained from the SD strength distributions of \begin{document}$ ^{90} $\end{document}Zr(p, n)\begin{document}$ ^{90} $\end{document}Nb and \begin{document}$ ^{90} $\end{document}Zr(n, p)\begin{document}$ ^{90} $\end{document}Y is used to deduce the neutron skin thickness. The neutron skin thickness \begin{document}$ \Delta r_{np} $\end{document} of \begin{document}$ ^{90} $\end{document}Zr is extracted as \begin{document}$ 0.083\pm0.032 $\end{document} fm, which is similar to the results of other studies. Based on the correlation analysis of the neutron skin thickness \begin{document}$ \Delta r_{np} $\end{document} and the nuclear symmetry energy J as well as its slope parameter L, a constraint from the extracted \begin{document}$ \Delta r_{np} $\end{document} leads to the limitation of J to \begin{document}$ 29.2 \pm 2.6 $\end{document} MeV and L to \begin{document}$ 53.3 \pm 28.2 $\end{document} MeV.     

Response of Uncertain Nonlinear Vibration Systems with 2D Matrix Functions

This paper extends the response of uncertain nonlinear vibration systems to vector-valued and matrix-valued functions. Random variables and system derivatives are conveniently arranged into 2D matrices. The method is based on a second order expansion of the governing equations and matrix calculus, Kronecker algebra are used in the mathematical development. The results derived are easily amenable to computational procedures.     

基于实测荷载的铁路钢桁梁桥疲劳可靠性评估

为了对钢桁梁桥疲劳进行评估,引入可靠性理论,提出了基于实测荷载的桥梁疲劳可靠性评估方法。根据某铁路钢桁梁桥实测车辆荷载数据,建立了随机车辆荷载模型。并在考虑车辆荷载随机性的基础上,结合Monte-Carlo法与有限元,分析了钢桁梁桥构件疲劳应力谱,计算了构件疲劳可靠性随时间的变化,并探讨了车辆荷载及荷载效应变异性对构件疲劳可靠性的影响,最后采用β约界法与静力分析法对钢桁梁桥系统疲劳可靠性进行了研究。结果表明,基于随机车辆荷载的构件疲劳应力谱呈现单峰分布;构件疲劳可靠性随运营时间的增加而减小;车辆荷载的增长及荷载效应变异性的增加对构件疲劳可靠性影响较大,当车辆荷载增长率和等效应力变异系数分别增加到5%时,构件疲劳寿命大幅减小;β约界法结合静力分析法可快速确定钢桁梁桥失效模式,桥梁系统疲劳寿命小于构件疲劳寿命。总的来看,基于实测荷载的钢桁梁桥疲劳可靠性评估方法能有效地利用监测数据,对桥梁疲劳评估具有良好的适用性。