Correlation in a Gaussian chain with the ends fixed

We consider an ideal chain whose ends are fixed without fluctuation at different points, possibly by optical tweezers. We derive a two-point probability distribution of a corresponding random walk and explicitly calculate the scattering function. We find that the contour plot of the resulting function shows a kind of normal butterfly pattern, contaminated by wavy texture. These results are compared with some representative previous models.     

Verhulst model with Lévy white noise excitation

The transient dynamics of the Verhulst model perturbed by arbitrary non-Gaussian white noise is investigated. Based on the infinitely divisible distribution of the Lévy process we study the nonlinear relaxation of the population density for three cases of white non-Gaussian noise: (i) shot noise; (ii) noise with a probability density of increments expressed in terms of Gamma function; and (iii) Cauchy stable noise. We obtain exact results for the probability distribution of the population density in all cases, and for Cauchy stable noise the exact expression of the nonlinear relaxation time is derived. Moreover starting from an initial delta function distribution, we find a transition induced by the multiplicative Lévy noise, from a trimodal probability distribution to a bimodal probability distribution in asymptotics. Finally we find a nonmonotonic behavior of the nonlinear relaxation time as a function of the Cauchy stable noise intensity.     

Centrality measure of complex networks using biased random walks

We propose a novel centrality measure based on the dynamical properties of a biased random walk to provide a general framework for the centrality of vertex and edge in scale-free networks (SFNs). The suggested centrality unifies various centralities such as betweenness centrality (BC), load centrality (LC) and random walk centrality (RWC) when the degree, k, is relatively large. The relation between our centrality and other centralities in SFNs is clearly shown by both analytic and numerical methods. Regarding to the edge centrality, there have been few established studies in complex networks. Thus, we also provide a systematic analysis for the edge BC (LC) in SFNs and show that the distribution of edge BC satisfies a power-law. Furthermore we also show that the suggested centrality measures on real networks work very well as on the SFNs.     

Quantitative relations between corruption and economic factors

We report quantitative relations between corruption level and economic factors, such as country wealth and foreign investment per capita, which are characterized by a power law spanning multiple scales of wealth and investment per capita. These relations hold for diverse countries, and also remain stable over different time periods. We also observe a negative correlation between level of corruption and long-term economic growth. We find similar results for two independent indices of corruption, suggesting that the relation between corruption and wealth does not depend on the specific measure of corruption. The functional relations we report have implications when assessing the relative level of corruption for two countries with comparable wealth, and for quantifying the impact of corruption on economic growth and foreign investment.     

基于动态环境的机场航班实时调度优化研究

在对天气、空中管制等动态环境引起航班延误所造成的各主体利益损失分析及目标追求的基础上,建立单一机场航班动态实时调度微调两阶段优化模型,其中目标函数为追求航空公司、乘客利益和机场保障的经济损失加权和最小化,采用遗传算法优化求解.从最大效率利用终端区空域的角度,评估航班调度方案.具体的算例表明采用本方法能依据动态环境不断优化微调需更新的航班时刻表,达到兼顾各方利益提高机场综合服务水平的目的,证明了方法的可行性.     

The distribution and scaling of fluctuations for Hang Seng index in Hong Kong stock market

The statistical properties of the Hang Seng index in the Hong Kong stock market are analyzed. The data include minute by minute records of the Hang Seng index from January 3, 1994 to May 28, 1997. The probability distribution functions of index returns for the time scales from 1 minute to 128 minutes are given. The results show that the nature of the stochastic process underlying the time series of the returns of Hang Seng index cannot be described by the normal distribution. It is more reasonable to model it by a truncated Lévy distribution with an exponential fall-off in its tails. The scaling of the maximium value of the probability distribution is studied. Results show that the data are consistent with scaling of a Lévy distribution. It is observed that in the tail of the distribution, the fall-off deviates from that of a Lévy stable process and is approximately exponential, especially after removing daily trading pattern from the data. The daily pattern thus affects strongly the analysis of the asymptotic behavior and scaling of fluctuation distributions. Received 9 August 2000 and Received in final form 28 August 2000     

多机场地面等待动态建模及其算法研究

随着我国民航事业的快速发展,空中交通流量迅速增长,使得空中交通拥挤问题日益严重,因此建立科学合理的空中交通管理系统变得十分迫切,而管理系统的核心-流量管理优化算法的研究就十分重要了。给出了考虑扇区容量限制的多机场地面等待问题的动态模型,并设计了一种以航班优先级别为核心的多机场地面等待启发式优化算法。详细地给出了算法的设计思想和步骤,求解时还考虑了目的机场容量的变化以及不同航班单位延迟费用的不同。最后仿真验证了其可行性。算法可求出符合各容量约束条件的满意实时解。     

A mixed SOC-turbulence model for nonlocal transport and Lévy-fractional Fokker–Planck equation

The phenomena of nonlocal transport in magnetically confined plasma are theoretically analyzed. A hybrid model is proposed, which brings together the notion of inverse energy cascade, typical of drift-wave- and two-dimensional fluid turbulence, and the ideas of avalanching behavior, associable with self-organized critical (SOC) behavior. Using statistical arguments, it is shown that an amplification mechanism is needed to introduce nonlocality into dynamics. We obtain a consistent derivation of nonlocal Fokker–Planck equation with space-fractional derivatives from a stochastic Markov process with the transition probabilities defined in reciprocal space. The hybrid model observes the Sparre Andersen universality and defines a new universality class of SOC.     

Cascade-like and scaling behavior of wind velocity increments in the atmospheric surface layer

By using a large amount of data collected in the atmospheric surface layer, we analyze the probability density functions (PDFs), the probability of return and the moments of wind velocity increments. Results show that the PDFs change from the non-Gaussian long-tailed distributions to Gaussian with the increase of time scales. This is similar to what has been observed and interpreted as an indication of cascade in the fully developed homogeneous and isotropic turbulence. Besides, both the probability of return and the moments are found to be scaling with time scales. We then compare above results with the truncated Lévy flights and the log-normal PDF model. It is found that although both models show the cascade-like behavior in the PDFs and the scaling behavior in the probability of return and the moments under some conditions, they are not good enough for quantitatively describing the random process of wind velocity increments.