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ON INTERSECTIONS OF INDEPENDENT NONDEGENERATE DIFFUSION PROCESSES 被引量:1
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作者 陈振龙 《Acta Mathematica Scientia》 SCIE CSCD 2014年第1期141-161,共21页
Let X(1) = {X(1)(s), s ∈ R+} and X(2) = {X(2)(t), t ∈ R+} be two inde-pendent nondegenerate diffusion processes with values in Rd. The existence and fractal dimension of intersections of the sample pat... Let X(1) = {X(1)(s), s ∈ R+} and X(2) = {X(2)(t), t ∈ R+} be two inde-pendent nondegenerate diffusion processes with values in Rd. The existence and fractal dimension of intersections of the sample paths of X (1) and X (2) are studied. More gener-ally, let E1, E2?(0,∞) and F ?Rd be Borel sets. A necessary condition and a suffcient condition for P{X(1)(E1)∩X(2)(E2)∩F 6=?}〉0 are proved in terms of the Bessel-Riesz type capacity and Hausdorff measure of E1 × E2 × F in the metric space (R+× R+× Rd,ρb), whereρb is an unsymmetric metric defined in R+× R+× Rd. Under reasonable conditions, results resembling those of Browian motion are obtained. 展开更多
关键词 INTERSECTION diffusion processes hitting probability polar set HAUSDORFFDIMENSION
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Large Deviation Theorem for Empirical Measures of Degenerate Diffusion Processes
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作者 刘秀芹 席福宝 《Journal of Beijing Institute of Technology》 EI CAS 2001年第3期233-239,共7页
A class of multi dimensional degenerate diffusion processes X ε(t) in R r(r≥2) are considered and the asymptotic properties of empirical measures are investigated; here X ε(t) saitisfies the stochastic differen... A class of multi dimensional degenerate diffusion processes X ε(t) in R r(r≥2) are considered and the asymptotic properties of empirical measures are investigated; here X ε(t) saitisfies the stochastic differential equation dX ε(t)=σ(X ε(t)) d W(t)+B(X ε(t)) d t+ εσ~(X ε(t)) d W(t),ε>0. X ε(t) are small random perturbations of the degenerate diffusion process X(t), which satisfies the stochastic differential equation dX(t)=σ(X(t)) d W(t)+B(X(t)) d t. A large deviation theorem for projection measures ν on R r-n (n<r) of empirical measures μ are proved 展开更多
关键词 empirical measures large deviation diffusion process
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Explicit solution of diffusion master equation under the action of linear resonance force via the thermal entangled state representation 被引量:3
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作者 姚飞 王继锁 徐天牛 《Chinese Physics B》 SCIE EI CAS CSCD 2015年第7期98-101,共4页
Using the well-behaved features of the thermal entangled state representation, we solve the diffusion master equation under the action of a linear resonance force, and then obtain the infinitive operator-sum represent... Using the well-behaved features of the thermal entangled state representation, we solve the diffusion master equation under the action of a linear resonance force, and then obtain the infinitive operator-sum representation of the density operator. This approach may also be effective for treating other master equations. Moreover, we find that the initial pure coherent state evolves into a mixed thermal state after passing through the diffusion process under the action of the linear resonance force. 展开更多
关键词 diffusion process linear resonance force thermal state representation infinitive operator-sum representation
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ENTROPY PRODUCTION RATE OF THE MINIMAL DIFFUSION PROCESS 被引量:1
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作者 章复熹 钱敏 《Acta Mathematica Scientia》 SCIE CSCD 2007年第1期145-152,共8页
The entropy production rate of stationary minimal diffusion processes with smooth coefficients is calculated. As a byproduct, the continuity of paths of the minimal diffusion processes is discussed, and that the point... The entropy production rate of stationary minimal diffusion processes with smooth coefficients is calculated. As a byproduct, the continuity of paths of the minimal diffusion processes is discussed, and that the point at infinity is absorbing is proved. 展开更多
关键词 Minimal diffusion process entropy production rate continuous path
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AN ESTIMATE ON THE DISTRIBUTION AND MOMENTS OF THE LAST EXIT TIME OF AN ELLIPTIC DIFFUSION PROCESS
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作者 李波 刘禄勤 《Acta Mathematica Scientia》 SCIE CSCD 2006年第4期639-645,共7页
Let Ls be the last exit time from a compact set B of an elliptic diffusion process X. A moderate estimate for the distribution of Ls is obtained, and the sufficient and necessary condition for E^x(L^κB) 〈∞ is pr... Let Ls be the last exit time from a compact set B of an elliptic diffusion process X. A moderate estimate for the distribution of Ls is obtained, and the sufficient and necessary condition for E^x(L^κB) 〈∞ is proved. 展开更多
关键词 Last exit time moment TRANSIENCE DISTRIBUTION diffusion process
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Identifying the temperature distribution in a parabolic equation with overspecified data using a multiquadric quasi-interpolation method 被引量:2
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作者 马利敏 吴宗敏 《Chinese Physics B》 SCIE EI CAS CSCD 2010年第1期1-6,共6页
In this paper, we use a kind of univariate multiquadric quasi-interpolation to solve a parabolic equation with overspecified data, which has arisen in many physical phenomena. We obtain the numerical scheme by using t... In this paper, we use a kind of univariate multiquadric quasi-interpolation to solve a parabolic equation with overspecified data, which has arisen in many physical phenomena. We obtain the numerical scheme by using the derivative of the quasi-interpolation to approximate the spatial derivative of the dependent variable and a simple forward difference to approximate the temporal derivative of the dependent variable. The advantage of the presented scheme is that the algorithm is very simple so it is very easy to implement. The results of the numerical experiment are presented and are compared with the exact solution to confirm the good accuracy of the presented scheme. 展开更多
关键词 control parameter diffusion processes temperature overspecification quasiinterpolation
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A GENERALIZED GIRSANOV THEOREM AND ITS APPLICATION
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作者 柳金甫 《Acta Mathematica Scientia》 SCIE CSCD 1998年第S1期51-57,共7页
The purpose of tall Paper is to geueralize the Girsanov theorem to the case of a local martingale. The author uses the generalized Girsanov theorem to prove the existence ed uniqueness of diffusion processes with sigu... The purpose of tall Paper is to geueralize the Girsanov theorem to the case of a local martingale. The author uses the generalized Girsanov theorem to prove the existence ed uniqueness of diffusion processes with sigular drift terms.This result is much more general than the corresponding results in [4] and [8]. 展开更多
关键词 food martingale diffusion processes singular drift terms
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STATIONARY DISTRIBUTION OF A STOCHASTIC SIR MODEL WITH SATURATED INCIDENCE AND ITS ASYMPTOTIC STABILITY 被引量:9
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作者 林玉国 蒋达清 靳曼莉 《Acta Mathematica Scientia》 SCIE CSCD 2015年第3期619-629,共11页
In this article, we consider a stochastic SIR model and show that the distributions of the solutions of the system are absolutely continuous. Furthermore, we analyze long-time behaviour of densities of the distributio... In this article, we consider a stochastic SIR model and show that the distributions of the solutions of the system are absolutely continuous. Furthermore, we analyze long-time behaviour of densities of the distributions of the solution. We prove that the densities can converge in L1 to an invariant density. 展开更多
关键词 diffusion process Markov semigroups asymptotic stability
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Numerical Simulation of Ionospheric Electron Concentration Depletion by Rocket Exhaust 被引量:2
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作者 黄勇 时家明 袁忠才 《Plasma Science and Technology》 SCIE EI CAS CSCD 2011年第4期446-450,共5页
In terms of the diffusive process of the gases injected from rocket exhaust into the ionosphere and the relevant chemical reactions between the gases and the composition of ionosphere, the modifications in ionosphere ... In terms of the diffusive process of the gases injected from rocket exhaust into the ionosphere and the relevant chemical reactions between the gases and the composition of ionosphere, the modifications in ionosphere caused by the injected hydrogen and carbon dioxide gas from the rocket exhaust are investigated. The results show that the diffusive process of the injected gases at the ionospheric height is very fast, and the injected gases can lead to a local depletion of electron concentration in the F-region. Furthermore, the plasma 'hole' caused by carbon dioxide is larger, deeper and more durable than that by the hydrogen. 展开更多
关键词 ionospheric modification rocket exhaust ionospheric hole diffusion process
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A Study of Multi-Permeating TiN/Ti Alloying Layer Using Plasma Surface Alloying Technology
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作者 刘燕萍 徐晋勇 +6 位作者 隗小云 王建忠 高原 徐重 张广秋 葛袁静 张跃飞 《Plasma Science and Technology》 SCIE EI CAS CSCD 2006年第2期213-216,共4页
TiN/Ti multi-permeating alloying layer has been formed on the low carbon steel by means of the double glow-discharge plasma surface alloying technique and hollow-cathode effect. The alloying layer was detected by axio... TiN/Ti multi-permeating alloying layer has been formed on the low carbon steel by means of the double glow-discharge plasma surface alloying technique and hollow-cathode effect. The alloying layer was detected by axiovert 25 CA optical microscope with computer analyzing software (LEC), GDA-2 glow discharge spectroscopy (GDS), X-ray diffraction (XRD) and galvanochemical method. The results showed that the thickness of TiN/Ti multi-permeating alloying layer was about 10μm, the content of Ti on the surface was up to 63.48 wt% and the content of N was up to 12.46 wt%. The atom Ti and N concentrations changed gradually across the depth of the alloying layer and the preferred orientation of TiN/Ti alloying layer was crystal surface (200). The multi-permeating alloying layer and substrate were combined through metallurgy. The surface appearances of the multi-permeating alloying layer were uniform and of a compact cellular structure. The hardness of the surface was about 1600-3000 HV0.1. The corrosion resistance of the permeating TiN/Ti alloying layer in 0.5 mol/L H2SO4 solution was greatly increased and the corrosion rate was only 0.3082 g/m^2. h. 展开更多
关键词 plasma surface technology TiN multi-layer double glow discharge process diffusion structure corrosion resistance
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