Dimensional Properties of Fractional Brownian Motion

Let B^α = {B^α（t）,t E R^N} be an （N,d）-fractional Brownian motion with Hurst index α∈ （0, 1）. By applying the strong local nondeterminism of B^α, we prove certain forms of uniform Hausdorff dimension results for the images of B^α when N 〉 αd. Our results extend those of Kaufman for one-dimensional Brownian motion.     

Number albedo measurements from stratified layers of iron,concrete and aluminium

A layer of stratified combination composed of selected radiation shielding materials acquires better shielding property. Albedo is used in such measurements as an integral measure ofγ-ray scattering. The stratified slabs of alternating heterogeneous layers have been found to have a virtual homogeneous property with a definite effective atomic number. The angular distribution of back-scattered photons as well as the total number albedo values for iron, aluminium and concrete in stratified combination for 662 keV and 1250 keV photons are reported.     

New results for isotropic point scatterers: Foldy revisited

Since 1945, Foldy’s method has been used to predict velocity and attenuation for various types of scatterers. In this paper, it is shown that Foldy’s method also yields predictions of reflection and transmission of scalar waves by a random distribution of point or line scatterers contained in a slab. Results are given in two and three dimensions, and for normal and oblique incidences. Formulae are also obtained for the reflection and transmission of longitudinal waves by point or line scatterers distributed in an elastic (non-viscous) fluid. Energy equations are derived, and expressions are obtained for the energy dissipated in the slab on average over one period. Curves for the reflection and transmission coefficients are presented in the case of solid cylindrical bars immersed in a fluid. The results obtained in this paper are expected to be valid for a low density of scatterers. Potential applications of this work occur in ultrasonic evaluation of materials, seismic exploration and medical ultrasonics, where reflected (or backscattered) data are used to construct maps or images of the materials (metals, composites, earth subsurface, tissue). The formulae of this work are expected to provide useful tools for better and more efficient mapping or imaging.     

Single-server queues with spatially distributed arrivals

Consider a queueing system where customers arrive at a circle according to a homogeneous Poisson process. After choosing their positions on the circle, according to a uniform distribution, they wait for a single server who travels on the circle. The server's movement is modelled by a Brownian motion with drift. Whenever the server encounters a customer, he stops and serves this customer. The service times are independent, but arbitrarily distributed. The model generalizes the continuous cyclic polling system (the diffusion coefficient of the Brownian motion is zero in this case) and can be interpreted as a continuous version of a Markov polling system. Using Tweedie's lemma for positive recurrence of Markov chains with general state space, we show that the system is stable if and only if the traffic intensity is less than one. Moreover, we derive a stochastic decomposition result which leads to equilibrium equations for the stationary configuration of customers on the circle. Steady-state performance characteristics are determined, in particular the expected number of customers in the system as seen by a travelling server and at an arbitrary point in time.     

抛物型方程初值问题的概率数值解法

Ｆｒｉｅｄｍａｎ在［１］中给出了一般抛物型方程Ｃａｕｃｈｙ问题解的概率表达式。在此基础上，给出了它的概率数值及其误差估计。     

Experimental verification of drop/impact simulation for a cellular phone

Conducting drop tests to investigate impact behavior and identify failure mechanisms of small-size electronic products is generally expensive and time-consuming. Nevertheless, strict drop/impact performance criteria for hand-held electronic products such as cellular phones play a decisive role in the design because they must withstand unexpected shocks. The design of product durability on impact has heavily relied on the designer's intuition and experience. In this study, a reliable drop/impact simulation for a cellular phone is carried out using the explicit code LS-DYNA. Subsequently globallocal experimental verification is accomplished by means of high-speed photography and impact response measurement. Using this methodology, we predict potential damage locations in a cellular phone and compare them with real statistical data. It is envisaged that development of a reliable methodology of drop/impact simulation will provide us with a powerful and efficient vehicle for improvement of the design quality and reduction of the product development cycle.     

狭义相对论效应──运动时钟变慢的计算机模拟演示实验

利用精炼的C语言进行程序设计，定量模拟狭义相结论的运动时钟变慢，并对处于两种不同时空观的时钟运行进行对比，使得时间膨胀效应变得直观。     

“String” formulation of the dynamics of the forward interest rate curve

We propose a formulation of the term structure of interest rates in which the forward curve is seen as the deformation of a string. We derive the general condition that the partial differential equations governing the motion of such string must obey in order to account for the condition of absence of arbitrage opportunities. This condition takes a form similar to a fluctuation-dissipation theorem, albeit on the same quantity (the forward rate), linking the bias to the covariance of variation fluctuations. We provide the general structure of the models that obey this constraint in the framework of stochastic partial (possibly non-linear) differential equations. We derive the general solution for the pricing and hedging of interest rate derivatives within this framework, albeit for the linear case (we also provide in the appendix a simple and intuitive derivation of the standard European option problem). We also show how the “string” formulation simplifies into a standard N-factor model under a Galerkin approximation. Received: 30 January 1998 / Revised: 12 February 1998 / Accepted: 16 February 1998     

Interactions between kinetic and radiative processes inside moving absorbing fluids

The aim of this paper is to present several features of the couplings occurring between radiative transfer and the kinetics of a moving dielectric. After determining how the velocity field affects the apparent thermo-optical properties of matter, the energy transport problem is investigated in instationary regime and the general form of transient radiative transfer equation inside a moving medium is built. Then, the model is applied to the particular case of turbulent flows: a system of two equations for mean and fluctuating radiative energies is presented, and the resolution of this system is finally carried out.     

旋涡运动的稳定性与角动量守恒

本文利用角动量作为Liapunov函数建立二维的圆形涡块及涡环在有限或无限区域上的(Liapunov)非线性稳定性.