In the past few years,attention has mainly been focused on the symmetric Brownian motor(BM)with Gaussian noises,whose current and energy conversion efficiency are very low.Here,we investigate the operating performance...In the past few years,attention has mainly been focused on the symmetric Brownian motor(BM)with Gaussian noises,whose current and energy conversion efficiency are very low.Here,we investigate the operating performance of the symmetric BM subjected to Lévy noise.Through numerical simulations,it is found that the operating performance of the motor can be greatly improved in asymmetric Lévy noise.Without any load,the Lévy noises with smaller stable indexes can let the motor give rise to a much greater current.With a load,the energy conversion efficiency of the motor can be enhanced by adjusting the stable indexes of the Lévy noises with symmetry breaking.The results of this research are of great significance for opening up BM’s intrinsic physical mechanism and promoting the development of nanotechnology.展开更多
The influence of Brownian motion and thermophoresis on a fluid containing nanoparticles flowing over a stretchable cylinder is examined.The classical Navier-Stokes equations are considered in a porous frame.In additio...The influence of Brownian motion and thermophoresis on a fluid containing nanoparticles flowing over a stretchable cylinder is examined.The classical Navier-Stokes equations are considered in a porous frame.In addition,the Lorentz force is taken into account.The controlling coupled nonlinear partial differential equations are transformed into a system of first order ordinary differential equations by means of a similarity transformation.The resulting system of equations is solved by employing a shooting approach properly implemented in MATLAB.The evolution of the boundary layer and the growing velocity is shown graphically together with the related profiles of concentration and temperature.The magnetic field has a different influence(in terms of trends)on velocity and concentration.展开更多
This paper considers the compound Poisson risk model perturbed by Brownian motion with variable premium and dependence between claims amounts and inter-claim times via Spearman copula. It is assumed that the insurance...This paper considers the compound Poisson risk model perturbed by Brownian motion with variable premium and dependence between claims amounts and inter-claim times via Spearman copula. It is assumed that the insurance company’s portfolio is governed by two classes of policyholders. On the one hand, the first class where the amount of claims is high, and on the other hand, the second class where the amount of claims is low, this difference in claim amounts has significant implications for the insurance company’s pricing and risk management strategies. When policyholders are in the first class, they pay an insurance premium of a constant amount c<sub>1</sub> and when they are in the second class, the premium paid is a constant amount c<sub>2</sub> such that c<sub>1 </sub>> c<sub>2</sub>. The nature of claims (low or high) is measured via random thresholds . The study in this work will focus on the determination of the integro-differential equations satisfied by Gerber-Shiu functions and their Laplace transforms in the risk model perturbed by Brownian motion with variable premium and dependence between claims amounts and inter-claim times via Spearman copula. .展开更多
In this paper, by constructing a coupling equation, we establish the Harnack type inequalities for stochastic differential equations driven by fractional Brownian motion with Markovian switching. The Hurst parameter H...In this paper, by constructing a coupling equation, we establish the Harnack type inequalities for stochastic differential equations driven by fractional Brownian motion with Markovian switching. The Hurst parameter H is supposed to be in(1/2, 1). As a direct application, the strong Feller property is presented.展开更多
Spatial linear features are often represented as a series of line segments joined by measured endpoints in surveying and geographic information science.There are not only the measuring errors of the endpoints but also...Spatial linear features are often represented as a series of line segments joined by measured endpoints in surveying and geographic information science.There are not only the measuring errors of the endpoints but also the modeling errors between the line segments and the actual geographical features.This paper presents a Brownian bridge error model for line segments combining both the modeling and measuring errors.First,the Brownian bridge is used to establish the position distribution of the actual geographic feature represented by the line segment.Second,an error propagation model with the constraints of the measuring error distribution of the endpoints is proposed.Third,a comprehensive error band of the line segment is constructed,wherein both the modeling and measuring errors are contained.The proposed error model can be used to evaluate line segments’overall accuracy and trustability influenced by modeling and measuring errors,and provides a comprehensive quality indicator for the geospatial data.展开更多
The motion of particles in different channel Brownian pumps can be described by Langevin equations,and the pumping capacity is a useful indicator to demonstrate the strength of a pump’s transportation ability.Via the...The motion of particles in different channel Brownian pumps can be described by Langevin equations,and the pumping capacity is a useful indicator to demonstrate the strength of a pump’s transportation ability.Via the simulation,there is always an optimal value of temperature and unbiased external force for different pumps which make the concentration ratio between the right tube and left tube derive its maximum and minimum in two asymmetric tubes respectively.Besides,the concentration ratio will keep 1 regardless of radius,temperature or magnitude of force in the tube in a symmetric tube.To obtain more information about pumping capacity,exploring the average probability current(APC) of tubes in different conditions is necessary.Results indicate that as the concentration ratio is 1,the change of the APC when x_(0)=0 is similar to that when x_(0)=π.Also,when the concentration ratio is more than 1,there are optimal values of temperature,radius and magnitude of force where the APC gains a maximum,and the maximum decreases as the concentration in the right tube increases when x_(0)=0.展开更多
Some It formulas with respect to mixed Fractional Brownian motion and Brownian motion were given in this paper.These extended the It formula for the fractional Wick It Skorohod integral with respect to Fractiona...Some It formulas with respect to mixed Fractional Brownian motion and Brownian motion were given in this paper.These extended the It formula for the fractional Wick It Skorohod integral with respect to Fractional Brownian motion,meanwhile extended the It formula for It Skorohod integral with respect to Brownian motion.Taylor's formula is applied to prove our conclusion in this article.展开更多
We study in this paper the path properties of the Brownian motion and super-Brownian motion on the fractal structure-the Sierpinski gasket. At first some results about the limiting behaviour of its increments are obta...We study in this paper the path properties of the Brownian motion and super-Brownian motion on the fractal structure-the Sierpinski gasket. At first some results about the limiting behaviour of its increments are obtained and a kind of law of iterated logarithm is proved. Then A Lower bound of the spreading speed of its corresponding super-Brownian motion is obtained.展开更多
基金Project supported by the Research Group of Nonequilibrium Statistics(Grant No.14078206)Kunming University of Science and Technology,China.
文摘In the past few years,attention has mainly been focused on the symmetric Brownian motor(BM)with Gaussian noises,whose current and energy conversion efficiency are very low.Here,we investigate the operating performance of the symmetric BM subjected to Lévy noise.Through numerical simulations,it is found that the operating performance of the motor can be greatly improved in asymmetric Lévy noise.Without any load,the Lévy noises with smaller stable indexes can let the motor give rise to a much greater current.With a load,the energy conversion efficiency of the motor can be enhanced by adjusting the stable indexes of the Lévy noises with symmetry breaking.The results of this research are of great significance for opening up BM’s intrinsic physical mechanism and promoting the development of nanotechnology.
文摘The influence of Brownian motion and thermophoresis on a fluid containing nanoparticles flowing over a stretchable cylinder is examined.The classical Navier-Stokes equations are considered in a porous frame.In addition,the Lorentz force is taken into account.The controlling coupled nonlinear partial differential equations are transformed into a system of first order ordinary differential equations by means of a similarity transformation.The resulting system of equations is solved by employing a shooting approach properly implemented in MATLAB.The evolution of the boundary layer and the growing velocity is shown graphically together with the related profiles of concentration and temperature.The magnetic field has a different influence(in terms of trends)on velocity and concentration.
文摘This paper considers the compound Poisson risk model perturbed by Brownian motion with variable premium and dependence between claims amounts and inter-claim times via Spearman copula. It is assumed that the insurance company’s portfolio is governed by two classes of policyholders. On the one hand, the first class where the amount of claims is high, and on the other hand, the second class where the amount of claims is low, this difference in claim amounts has significant implications for the insurance company’s pricing and risk management strategies. When policyholders are in the first class, they pay an insurance premium of a constant amount c<sub>1</sub> and when they are in the second class, the premium paid is a constant amount c<sub>2</sub> such that c<sub>1 </sub>> c<sub>2</sub>. The nature of claims (low or high) is measured via random thresholds . The study in this work will focus on the determination of the integro-differential equations satisfied by Gerber-Shiu functions and their Laplace transforms in the risk model perturbed by Brownian motion with variable premium and dependence between claims amounts and inter-claim times via Spearman copula. .
基金The research of L.Yan was partially supported bythe National Natural Science Foundation of China (11971101)The research of Z.Chen was supported by National Natural Science Foundation of China (11971432)+3 种基金the Natural Science Foundation of Zhejiang Province (LY21G010003)supported by the Collaborative Innovation Center of Statistical Data Engineering Technology & Applicationthe Characteristic & Preponderant Discipline of Key Construction Universities in Zhejiang Province (Zhejiang Gongshang University-Statistics)the First Class Discipline of Zhejiang-A (Zhejiang Gongshang University-Statistics)。
文摘In this paper, by constructing a coupling equation, we establish the Harnack type inequalities for stochastic differential equations driven by fractional Brownian motion with Markovian switching. The Hurst parameter H is supposed to be in(1/2, 1). As a direct application, the strong Feller property is presented.
基金National Natural Science Foundation of China(Nos.42071372,42221002)。
文摘Spatial linear features are often represented as a series of line segments joined by measured endpoints in surveying and geographic information science.There are not only the measuring errors of the endpoints but also the modeling errors between the line segments and the actual geographical features.This paper presents a Brownian bridge error model for line segments combining both the modeling and measuring errors.First,the Brownian bridge is used to establish the position distribution of the actual geographic feature represented by the line segment.Second,an error propagation model with the constraints of the measuring error distribution of the endpoints is proposed.Third,a comprehensive error band of the line segment is constructed,wherein both the modeling and measuring errors are contained.The proposed error model can be used to evaluate line segments’overall accuracy and trustability influenced by modeling and measuring errors,and provides a comprehensive quality indicator for the geospatial data.
基金National Natural Science Foundation of China (No. 61975058)Blue Shield Technology Project,China (No. LD20170209)。
文摘The motion of particles in different channel Brownian pumps can be described by Langevin equations,and the pumping capacity is a useful indicator to demonstrate the strength of a pump’s transportation ability.Via the simulation,there is always an optimal value of temperature and unbiased external force for different pumps which make the concentration ratio between the right tube and left tube derive its maximum and minimum in two asymmetric tubes respectively.Besides,the concentration ratio will keep 1 regardless of radius,temperature or magnitude of force in the tube in a symmetric tube.To obtain more information about pumping capacity,exploring the average probability current(APC) of tubes in different conditions is necessary.Results indicate that as the concentration ratio is 1,the change of the APC when x_(0)=0 is similar to that when x_(0)=π.Also,when the concentration ratio is more than 1,there are optimal values of temperature,radius and magnitude of force where the APC gains a maximum,and the maximum decreases as the concentration in the right tube increases when x_(0)=0.
基金Natural Science Foundation of Shanghai,China(No.07ZR14002)National Natural Science Foundation of China(No.60974030)
文摘Some It formulas with respect to mixed Fractional Brownian motion and Brownian motion were given in this paper.These extended the It formula for the fractional Wick It Skorohod integral with respect to Fractional Brownian motion,meanwhile extended the It formula for It Skorohod integral with respect to Brownian motion.Taylor's formula is applied to prove our conclusion in this article.
文摘We study in this paper the path properties of the Brownian motion and super-Brownian motion on the fractal structure-the Sierpinski gasket. At first some results about the limiting behaviour of its increments are obtained and a kind of law of iterated logarithm is proved. Then A Lower bound of the spreading speed of its corresponding super-Brownian motion is obtained.
