Properties of bounded stochastic processes employed in biophysics

Abstract

Realistic stochastic modeling is increasingly requiring the use of bounded noises. In this work, properties and relationships of commonly employed bounded stochastic processes are investigated within a solid mathematical ground. Four families are object of investigation: the Sine-Wiener (SW), the Doering–Cai–Lin (DCL), the Tsallis–Stariolo–Borland (TSB), and the Kessler–Sørensen (KS) families. We address mathematical questions on existence and uniqueness of the processes defined through Stochastic Differential Equations, which often conceal non-obvious behavior, and we explore the behavior of the solutions near the boundaries of the state space. The expression of the time-dependent probability density of the Sine-Wiener noise is provided in closed form, and a close connection with the Doering–Cai–Lin noise is shown. Further relationships among the different families are explored, pathwise and in distribution. Finally, we illustrate an analogy between the Kessler–Sørensen family and Bessel processes, which allows to relate the respective local times at the boundaries.     

Invariant discrete flows

In this paper, we investigate the evolution of joint invariants under invariant geometric flows using the theory of equivariant moving frames and the induced invariant discrete variational complex. For certain arc length preserving planar curve flows invariant under the special Euclidean group , the special linear group , and the semidirect group , we find that the induced evolution of the discrete curvature satisfies the differential‐difference mKdV, KdV, and Burgers' equations, respectively. These three equations are completely integrable, and we show that a recursion operator can be constructed by precomposing the characteristic operator of the curvature by a certain invariant difference operator. Finally, we derive the constraint for the integrability of the discrete curvature evolution to lift to the evolution of the discrete curve itself.     

Rank 2 Ample Vector Bundles on Some Smooth Rational Surfaces

Several classification results for ample vector bundles of rank 2 on Hirzebruch surfaces, and on Del Pezzo surfaces, are obtained. In particular, we classify rank 2 ample vector bundles with _c2 less than seven on Hirzebruch surfaces, and with _c2 less than four on Del Pezzo surfaces.     

An Improved Gradient Projection-based Decomposition Technique for Support Vector Machines

In this paper we propose some improvements to a recent decomposition technique for the large quadratic program arising in training support vector machines. As standard decomposition approaches, the technique we consider is based on the idea to optimize, at each iteration, a subset of the variables through the solution of a quadratic programming subproblem. The innovative features of this approach consist in using a very effective gradient projection method for the inner subproblems and a special rule for selecting the variables to be optimized at each step. These features allow to obtain promising performance by decomposing the problem into few large subproblems instead of many small subproblems as usually done by other decomposition schemes. We improve this technique by introducing a new inner solver and a simple strategy for reducing the computational cost of each iteration. We evaluate the effectiveness of these improvements by solving large-scale benchmark problems and by comparison with a widely used decomposition package.     

Multicriteria decision making under uncertainty

Formalization for problems of multicriteria decision making under uncertainty is constructed in terms of guaranteed and weak estimates. A relevant definition of the vector maximinimax value is given. Parameterization and approximation of maximum, minimax, and maximinimax values based on the inverse logical convolution are suggested. An application for multicommodity networks is considered. Received: December 13, 2000 / Accepted: August 21, 2001?Published online May 8, 2002     

第五讲新型光纤水听器和矢量水听器

光纤水听器和矢量水听器作为当前水声研究领域最具有代表性的两大技术倍受业界关注。光纤水听器的重要贡献在于，从一个全新的角度出发，试图解决传统的水声传感和声纳数据传输一体化设计和实现的一系列问题，这有助于改善声纳系统的可靠性，并且有可能降低其制造、使用和维护的总成本。矢量水听器则由于其特有的指向性和矢量一相位处理方法，在低频和甚低频水声微弱目标探测方面具有潜在的优势．经过不懈的努力，光纤水听器和矢量水听器系统已经从实验室逐渐进入到工程应用阶段．这些对未来声纳系统的发展会产生相当重要的影响．文章尝试从声纳设计的角度对这两者的技术现状进行简要综述，包括它们各自的物理基础、工作原理、关键技术和应用领域．     

Economic Equilibrium: Optimality and Price Decentralization

Mathematical economics has a long history and covers many interdisciplinary areas between mathematics and economics. At its center lies the theory of market equilibrium. The purpose of this expository article is to introduce mathematicians to price decentralization in general equilibrium theory. In particular, it concentrates on the role of positivity in the theory of convex economic analysis and the role of normal cones in the theory of non-convex economies.     

Mod 2 cohomology of combinatorial Grassmannians

Matroid bundles, introduced by MacPherson, are combinatorial analogues of real vector bundles. This paper sets up the foundations of matroid bundles. It defines a natural transformation from isomorphism classes of real vector bundles to isomorphism classes of matroid bundles. It then gives a transformation from matroid bundles to spherical quasifibrations, by showing that the geometric realization of a matroid bundle is a spherical quasifibration. The poset of oriented matroids of a fixed rank classifies matroid bundles, and the above transformations give a splitting from topology to combinatorics back to topology. A consequence is that the mod 2 cohomology of the poset of rank k oriented matroids (this poset classifies matroid bundles) contains the free polynomial ring on the first k Stiefel-Whitney classes.     

用能量法求多自由度振动系统的角频率

利用简谐振动能量方程，通过分析振幅矢量的关系，用能量法求多自由度振动系统的角频率或简正振动频率。