灰色GM(1,1,k,k2)模型背景值及时间响应函数优化

本文提出了一种新的带有时间幂次项的灰色GM(1,1,k,k²)模型,给出了其灰微分方程和白化微分方程基本形式。基于最小二乘法获得了该模型参数估计值,并推导了该模型时间响应函数。鉴于GM(1,1,k,k²)模型灰微分方程与白化微分方程之间存在跳跃关系,首先对灰微分方程的背景值进行了优化,并推导了优化后的背景值计算公式。为了克服初始值的影响,根据误差平方和最小,进一步优化了GM(1,1,k,k²)模型时间响应函数。最后,该优化后的GM(1,1,k,k²)模型被应用于软土地基沉降预测,获得了较好的模拟预测效果,说明模型是可行的。     

Phase separation of symmetrical polymer mixtures in thin-film geometry

Monte Carlo simulations of the bond fluctuation model of symmetrical polymer blends confined between two neutral repulsive walls are presented for chain lengthN _A=N _B=32 and a wide range of film thicknessD (fromD=8 toD=48 in units of the lattice spacing). The critical temperaturesT _c (D) of unmixing are located by finite-size scaling methods, and it is shown that , wherev ₃0.63 is the correlation length exponent of the three-dimensional Ising model universality class. Contrary to this result, it is argued that the critical behavior of the films is ruled by two-dimensional exponents, e.g., the coexistence curve (difference in volume fraction of A-rich and A-poor phases) scales as , where ₂ is the critical exponent of the two-dimensional Ising universality class ( ₂=1/8). Since for largeD this asymptotic critical behavior is confined to an extremely narrow vicinity ofT _c (D), one observes in practice effective exponents which gradually cross over from ₂ to ₃ with increasing film thickness. This anomalous flattening of the coexistence curve should be observable experimentally.     

Multifractal analysis of Brownian zero set

We present a method for the derivation of the generating function and computation of critical exponents for several cluster models (staircase, bar-graph, and directed column-convex polygons, as well as partially directed self-avoiding walks), starting with nonlinear functional equations for the generating function. By linearizing these equations, we first give a derivation of the generating functions. The nonlinear equations are further used to compute the thermodynamic critical exponents via a formal perturbation ansatz. Alternatively, taking the continuum limit leads to nonlinear differential equations, from which one can extract the scaling function. We find that all the above models are in the same universality class with exponents _u =-1/2, _i =-1/3, and =2/3. All models have as their scaling function the logarithmic derivative of the Airy function.     

Fastiterative methods for least squares estimations

Least squares estimations have been used extensively in many applications, e.g. system identification and signal prediction. When the stochastic process is stationary, the least squares estimators can be found by solving a Toeplitz or near-Toeplitz matrix system depending on the knowledge of the data statistics. In this paper, we employ the preconditioned conjugate gradient method with circulant preconditioners to solve such systems. Our proposed circulant preconditioners are derived from the spectral property of the given stationary process. In the case where the spectral density functions() of the process is known, we prove that ifs() is a positive continuous function, then the spectrum of the preconditioned system will be clustered around 1 and the method converges superlinearly. However, if the statistics of the process is unknown, then we prove that with probability 1, the spectrum of the preconditioned system is still clustered around 1 provided that large data samples are taken. For finite impulse response (FIR) system identification problems, our numerical results show that annth order least squares estimator can usually be obtained inO(n logn) operations whenO(n) data samples are used. Finally, we remark that our algorithm can be modified to suit the applications of recursive least squares computations with the proper use of sliding window method arising in signal processing applications.Research supported in part by HKRGC grant no. 221600070, ONR contract no. N00014-90-J-1695 and DOE grant no. DE-FG03-87ER25037.     

Schrödinger invariance and strongly anisotropic critical systems

The extension of strongly anisotropic or dynamical scaling to local scale invariance is investigated. For the special case of an anisotropy or dynamical exponent =z=2, the group of local scale transformation considered is the Schrödinger group, which can be obtained as the nonrelativistic limit of the conformal group. The requirement of Schrödinger invariance determines the two-point function in the bulk and reduces the three-point function to a scaling form of a single variable. Scaling forms are also derived for the two-point function close to a free surface which can be either spacelike or timelike. These results are reproduced in several exactly solvable statistical systems, namely the kinetic Ising model with Glauber dynamics, lattice diffusion, Lifshitz points in the spherical model, and critical dynamics of the spherical model with a nonconserved order parameter. For generic values of , evidence from higher-order Lifshitz points in the spherical model and from directed percolation suggests a simple scaling form of the two-point function.     

The covariance matrix of the Potts model: A random cluster analysis

We consider the covariance matrix,G ^mm =q ²<(_x,m);(_y,m)>, of thed-dimensionalq-states Potts model, rewriting it in the random cluster representation of Fortuin and Kasteleyn. In any of theq ordered phases, we identify the eigenvalues of this matrix both in terms of representations of the unbroken symmetry group of the model and in terms of random cluster connectivities and covariances, thereby attributing algebraic significance to these stochastic geometric quantities. We also show that the correlation length corresponding to the decay rate of one of the eigenvalues is the same as the inverse decay rate of the diameter of finite clusers. For dimensiond=2, we show that this correlation length and the correlation length of the two-point function with free boundary conditions at the corresponding dual temperature are equal up to a factor of two. For systems with first-order transitions, this relation helps to resolve certain inconsistencies between recent exact and numerical work on correlation lengths at the self-dual point _o. For systems with second order transitions, this relation implies the equality of the correlation length exponents from above and below threshold, as well as an amplitude ratio of two. In the course of proving the above results, we establish several properties of independent interest, including left continuity of the inverse correlation length with free boundary conditions and upper semicontinuity of the decay rate for finite clusters in all dimensions, and left continuity of the two-dimensional free boundary condition percolation probability at _o. We also introduce DLR equations for the random cluster model and use them to establish ergodicity of the free measure. In order to prove these results, we introduce a new class of events which we call decoupling events and two inequalities for these events. The first is similar to the FKG inequality, but holds for events which are neither increasing nor decreasing; the second is similar to the van den Berg-Kesten inequality in standard percolation. Both inequalities hold for an arbitrary FKG measure.     

Subtleties in data analysis related to the size of critical region

We comment on the analysis of the critical behavior of a layered driven diffusive system recently done by Achahbar and Marro. We discuss why we believe their method of taking the thermodynamic limit and determining the order-parameter exponent leads to unreliable estimates.     

The O(N) vector model in the large-N limit revisited: multicritical points and double scaling limit

The multicritical points of the O(N)-invariant N vector model in the large-N limit are re-examined. Of particular interest are the subtleties involved in the stability of the phase structure at critical dimensions. In the limit N → ∞ while the coupling g → g_c in a correlated manner (the double scaling limit) a massless bound state O(N) singlet is formed and powers of 1/N are compensated by IR singularities. The persistence of the N → ∞ results beyond the leading order is then studied with particular interest in the possible existence of a phase with propagating small mass vector fields and a massless singlet bound state. We point out that under certain conditions the double scaled theory of the singlet field is non-interacting in critical dimensions.     

无初始状态统计知识时多变量系统的最优平滑与预报

在无初始状态统计知识的情况下,我们分别就固定点平滑、固定滞后平滑与预报３种情况给出了动态系统的最优线性最小偏差估计（ＢＬＩＭＢＥ）,同时还给出了完全（ｉ,ｊ,Ｔｉ）－可重构性的概念及系统完全（ｉ,ｊ,Ｔｉ）－可重构的充要条件     

城市地区GSM网络规划中的接收质量预测

在数字移动通信网络规划中,希望能对网络服务区内的信号接收质量进行预测,并尽可能减少大量的实测工作．文中以ＧＳＭ网络为背景,首先通过一定的信道模型完成了对不同环境下的多径衰落信道的模拟,然后利用软件模拟接收端对ＧＭＳＫ信号的Ｖｉｔｅｒｂｉ解调,综合考虑了瑞利衰落、阴影衰落、时延扩展、高斯白噪声及同频干扰对误码率的影响．模拟所得的结果是ＧＳＭ系统中典型市区环境下信道解码前对误码率与载干比的关系．最后在考虑了话务量对误码率的影响以后,提出了误码率的预测公式,从而实现了对ＧＳＭ网络接收质量的预测．