The Mathematical Theory of Ito Diffusions on Hypersurfaces, with Applications to NMR Relaxation Problems

A mathematical framework for translational Brownian motion on hypersurfaces is presented, using an imbedding of the surface and Ito diffusions in the ambient space. This includes a survey of Ito calculus and differential geometry. Computational methods for time correlation functions relevant to spin relaxation studies on curved interfaces are given, and explicit calculations of time correlation functions and order parameters for a Rippled surface are presented.     

Fractional noise

Fractional noiseN(t),t 0, is a stochastic process for every , and is defined as the fractional derivative or fractional integral of white noise. For = 1 we recover Brownian motion and for = 1/2 we findf ^–1-noise. For 1/2 1, a superposition of fractional noise is related to the fractional diffusion equation.     

Wiener distributions and white noise analysis

The paper describes the structure of a new space of generalized Wiener functionals, , called the Wiener algebra, or space of Wiener distributions, and demonstrates its use in the white noise analysis. The concepts of derivatives and integrals for multi-time parameter generalized stochastic process:^N are introduced, and a derivative version of Itô's lemma is proved. The algebraic structure of and its lattice of subspaces is elaborated, and within this framework a generalized version of the Malliavin calculus is presented.     

Computation of efficient solutions of discretely distributed stochastic optimization problems

In engineering and economics often a certain vectorx of inputs or decisions must be chosen, subject to some constraints, such that the expected costs (or loss) arising from the deviation between the outputA() x of a stochastic linear systemxA()x and a desired stochastic target vectorb() are minimal. Hence, one has the following stochastic linear optimization problem minimizeF(x)=Eu(A()x b()) s.t.xD, (1) whereu is a convex loss function on ^m , (A(), b()) is a random (m,n + 1)-matrix, E denotes the expectation operator andD is a convex subset of ⁿ . Concrete problems of this type are e.g. stochastic linear programs with recourse, error minimization and optimal design problems, acid rain abatement methods, problems in scenario analysis and non-least square regression analysis.Solving (1), the loss functionu should be exactly known. However, in practice mostly there is some uncertainty in assigning appropriate penalty costs to the deviation between the outputA ()x and the targetb(). For finding in this situation solutions hedging against uncertainty a set of so-called efficient points of (1) is defined and a numerical procedure for determining these compromise solutions is derived. Several applications are discussed.     

Kinetic limits of the HPP cellular automaton

We study the Boltzmann-Grad limit in various versions of the two-dimensional HPP cellular automaton. In the completely deterministic case we prove convergence to an evolution that is not of kinetic type, a well-known phenomenon after Uchyiama's paper on the Broadwell gas, whereas the limiting equation becomes of kinetic type in the model with random collisions. The main part of the paper concerns the case where the collisions are deterministic and the randomness comes from inserting, between any two successive HPP updatings, ^- stirring updatings, <1 being any fixed positive number and a parameter which tends to 0. The initial measure is a product measure with average occupation numbers of the order of (low-density limit) and varying on distances of the order of ^–1. The limit as 0 of the system evolved for times of the order of ^-1- corresponds to the Boltzmann-Grad limit. We prove propagation of chaos and that the renormalized average occupation numbers (i.e., divided by) converge to the solution of the Broadwell equation. Convergence is proven at all times for which the solution of the Broadwell equation is bounded.     

Random walk in an inhomogeneous medium with local impurities

In spite of Sinai's result that the decay of the velocity autocorrelation function for a random walk on ^d (d=2) can drastically change if local impurities are present, it is shown that local impurities can not abolish weak convergence to the Brownian motion if d2.     

基于联合变换相关器的像移测量仿真分析

对基于联合变换相关器的像移测量数学原理进行了说明,介绍了面阵CCD的安装位置以及输入图像的获取方法,分析了低信噪比输入图像、相对转动位移对测量精度的影响。应用MATLAB对输入图像进行傅里叶变换得到联合功率谱,对二值化处理的功率谱进行傅里叶变换得到相关输出,用质量中心算法计算出像移量。分析得出,输入图像信噪比大于5dB,测量均方误差小于0.05像素;输入图像相对转动位移在0.1°的范围内,转动位移对测量精度和峰噪比的影响可以忽略不计。综合分析表明像移测量均方误差小于0.05像素。     

Computation of Entropy Production in Stratified Flames Based on Chemistry Tabulation and an Eulerian Transported Probability Density Function Approach

This contribution presents a straightforward strategy to investigate the entropy production in stratified premixed flames. The modeling approach is grounded on a chemistry tabulation strategy, large eddy simulation, and the Eulerian stochastic field method. This enables a combination of a detailed representation of the chemistry with an advanced model for the turbulence chemistry interaction, which is crucial to compute the various sources of exergy losses in combustion systems. First, using detailed reaction kinetic reference simulations in a simplified laminar stratified premixed flame, it is demonstrated that the tabulated chemistry is a suitable approach to compute the various sources of irreversibilities. Thereafter, the effects of the operating conditions on the entropy production are investigated. For this purpose, two operating conditions of the Darmstadt stratified burner with varying levels of shear have been considered. The investigations reveal that the contribution to the entropy production through mixing emerging from the chemical reaction is much larger than the one caused by the stratification. Moreover, it is shown that a stronger shear, realized through a larger Reynolds number, yields higher entropy production through heat, mixing and viscous dissipation and reduces the share by chemical reaction to the total entropy generated.     

A Bilinear Backlund Transformation and Lax Pair for a （1＋1）-Dimensional Differential-Difference sine-Gordon Equation

In this paper, we obtain a 1＋1 dimensional integrable differential-difference model for the sine-Gordon equation by Hirota＇s discretization method. A bilinear Backlund transformation and the associated Lax pair are also proposed/or this model.     

一种高性能高清视频编码分像素插值滤波算法

为提高高清晰度视频编码的效率,基于一维立方卷积滤波原理提出了一种新的分像素插值滤波算法.实验结果表明,该插值算法与H.264/AVC标准中规定的6抽头插值滤波相比,在相同码率下,对高清晰度视频的编码信噪比可以提高0.5dB;同时,解码端存储复杂度降低了19%,计算复杂度相当.