In this paper, we introduce the definition of a multi-parameter fractional Lévy process and its local time, and show its decomposition. Using the decomposition, we prove existence and joint continuity of its loca...In this paper, we introduce the definition of a multi-parameter fractional Lévy process and its local time, and show its decomposition. Using the decomposition, we prove existence and joint continuity of its local time.展开更多
This paper addresses the estimation problem of an unknown drift parameter matrix for a fractional Ornstein-Uhlenbeck process in a multi-dimensional setting.To tackle this problem,we propose a novel approach based on r...This paper addresses the estimation problem of an unknown drift parameter matrix for a fractional Ornstein-Uhlenbeck process in a multi-dimensional setting.To tackle this problem,we propose a novel approach based on rough path theory that allows us to construct pathwise rough path estimators from both continuous and discrete observations of a single path.Our approach is particularly suitable for high-frequency data.To formulate the parameter estimators,we introduce a theory of pathwise Itôintegrals with respect to fractional Brownian motion.By establishing the regularity of fractional Ornstein-Uhlenbeck processes and analyzing the long-term behavior of the associated Lévy area processes,we demonstrate that our estimators are strongly consistent and pathwise stable.Our findings offer a new perspective on estimating the drift parameter matrix for fractional Ornstein-Uhlenbeck processes in multi-dimensional settings,and may have practical implications for fields including finance,economics,and engineering.展开更多
This article establishes a universal robust limit theorem under a sublinear expectation framework.Under moment and consistency conditions,we show that,forα∈(1,2),the i.i.d.sequence{(1/√∑_(i=1)^(n)X_(i),1/n∑_(i=1)...This article establishes a universal robust limit theorem under a sublinear expectation framework.Under moment and consistency conditions,we show that,forα∈(1,2),the i.i.d.sequence{(1/√∑_(i=1)^(n)X_(i),1/n∑_(i=1)^(n)X_(i)Y_(i),1/α√n∑_(i=1)^(n)X_(i))}_(n=1)^(∞)converges in distribution to L_(1),where L_(t=(ε_(t),η_(t),ζ_(t))),t∈[0,1],is a multidimensional nonlinear Lévy process with an uncertainty■set as a set of Lévy triplets.This nonlinear Lévy process is characterized by a fully nonlinear and possibly degenerate partial integro-differential equation(PIDE){δ_(t)u(t,x,y,z)-sup_(F_(μ),q,Q)∈■{∫_(R^(d)δλu(t,x,y,z)(dλ)with.To construct the limit process,we develop a novel weak convergence approach based on the notions of tightness and weak compactness on a sublinear expectation space.We further prove a new type of Lévy-Khintchine representation formula to characterize.As a byproduct,we also provide a probabilistic approach to prove the existence of the above fully nonlinear degenerate PIDE.展开更多
In this study,we are interested in stochastic differential equations driven by GLévy processes.We illustrate that a certain class of additive functionals of the equations of interest exhibits the path-independent...In this study,we are interested in stochastic differential equations driven by GLévy processes.We illustrate that a certain class of additive functionals of the equations of interest exhibits the path-independent property,generalizing a few known findings in the literature.The study is ended with many examples.展开更多
This paper is concerned with a class of mean-field type stochastic optimal control systems,which are governed by fully coupled mean-field forward-backward stochastic differential equations with Teugels martingales ass...This paper is concerned with a class of mean-field type stochastic optimal control systems,which are governed by fully coupled mean-field forward-backward stochastic differential equations with Teugels martingales associated to Lévy processes.In these systems,the coefficients contain not only the state processes but also their marginal distribution,and the cost function is of mean-field type as well.The necessary and sufficient conditions for such optimal problems are obtained.Furthermore,the applications to the linear quadratic stochastic optimization control problem are investigated.展开更多
The Berry-Tabor(BT)conjecture is a famous statistical inference in quantum chaos,which not only establishes the spectral fluctuations of quantum systems whose classical counterparts are integrable but can also be used...The Berry-Tabor(BT)conjecture is a famous statistical inference in quantum chaos,which not only establishes the spectral fluctuations of quantum systems whose classical counterparts are integrable but can also be used to describe other wave phenomena.In this paper,the BT conjecture has been extended to Lévy plates.As predicted by the BT conjecture,level clustering is present in the spectra of Lévy plates.The consequence of level clustering is studied by introducing the distribution of nearest neighbor frequency level spacing ratios P(r),which is calculated through the analytical solution obtained by the Hamiltonian approach.Our work investigates the impact of varying foundation parameters,rotary inertia,and boundary conditions on the frequency spectra,and we find that P(r)conforms to a Poisson distribution in all cases.The reason for the occurrence of the Poisson distribution in the Lévy plates is the independence between modal frequencies,which can be understood through mode functions.展开更多
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 maximization problem aims to select a small set of influential nodes, termed a seed set, to maximize their influence coverage in social networks. Although the methods that are based on a greedy strategy ...The influence maximization problem aims to select a small set of influential nodes, termed a seed set, to maximize their influence coverage in social networks. Although the methods that are based on a greedy strategy can obtain good accuracy, they come at the cost of enormous computational time, and are therefore not applicable to practical scenarios in large-scale networks. In addition, the centrality heuristic algorithms that are based on network topology can be completed in relatively less time. However, they tend to fail to achieve satisfactory results because of drawbacks such as overlapped influence spread. In this work, we propose a discrete two-stage metaheuristic optimization combining quantum-behaved particle swarm optimization with Lévy flight to identify a set of the most influential spreaders. According to the framework,first, the particles in the population are tasked to conduct an exploration in the global solution space to eventually converge to an acceptable solution through the crossover and replacement operations. Second, the Lévy flight mechanism is used to perform a wandering walk on the optimal candidate solution in the population to exploit the potentially unidentified influential nodes in the network. Experiments on six real-world social networks show that the proposed algorithm achieves more satisfactory results when compared to other well-known algorithms.展开更多
The formation of spatial patterns is an important issue in reaction–diffusion systems.Previous studies have mainly focused on the spatial patterns in reaction–diffusion models equipped with symmetric diffusion(such ...The formation of spatial patterns is an important issue in reaction–diffusion systems.Previous studies have mainly focused on the spatial patterns in reaction–diffusion models equipped with symmetric diffusion(such as normal or fractional Laplace diffusion),namely,assuming that spatial environments of the systems are homogeneous.However,the complexity and heterogeneity of spatial environments of biochemical reactions in vivo can lead to asymmetric diffusion of reactants.Naturally,there arises an open question of how the asymmetric diffusion affects dynamical behaviors of biochemical reaction systems.To answer this,we build a general asymmetric L´evy diffusion model based on the theory of a continuous time random walk.In addition,we investigate the two-species Brusselator model with asymmetric L´evy diffusion,and obtain a general condition for the formation of Turing and wave patterns.More interestingly,we find that even though the Brusselator model with symmetric diffusion cannot produce steady spatial patterns for some parameters,the asymmetry of L´evy diffusion for this model can produce wave patterns.This is different from the previous result that wave instability requires at least a three-species model.In addition,the asymmetry of L´evy diffusion can significantly affect the amplitude and frequency of the spatial patterns.Our results enrich our knowledge of the mechanisms of pattern formation.展开更多
This paper focuses on optimal control of nonlinear stochastic delay system constructed through Teugels martingales associated with Lévy processes and standard Brownian motion,in which finite horizon is extended t...This paper focuses on optimal control of nonlinear stochastic delay system constructed through Teugels martingales associated with Lévy processes and standard Brownian motion,in which finite horizon is extended to infinite horizon.In order to describe the interacting many-body system,the expectation values of state processes are added to the concerned system.Further,sufficient and necessary conditions are established under convexity assumptions of the control domain.Finally,an example is given to demonstrate the application of the theory.展开更多
In this paper we investigate an integration by parts formula for Lévy processes by using lower bound conditions of the corresponding Lévy measure. As applications, derivative formula and coupling property ar...In this paper we investigate an integration by parts formula for Lévy processes by using lower bound conditions of the corresponding Lévy measure. As applications, derivative formula and coupling property are derived for transition semigroups of linear SDEs driven by Lévy processes.展开更多
In order to improve the sealing surface performance of gray cast iron gas gate valves and achieve precise molding control of the cladding layer,as well as to reveal the influence of laser cladding process parameters o...In order to improve the sealing surface performance of gray cast iron gas gate valves and achieve precise molding control of the cladding layer,as well as to reveal the influence of laser cladding process parameters on the morphology and structure of the cladding layer,we prepared the 316L coating on HT 200 by using Design-Expert software central composite design(CCD)based on response surface analysis.We built a regression prediction model and analyzed the ANOVA with the inspection results.With a target cladding layer width of 3.5 mm and height of 1.3 mm,the process parameters were optimized to obtain the best combination of process parameters.The microstructure,phases,and hardness variations of the cladding layer from experiments with optimal parameters were analyzed by the metallographic microscope,confocal microscope,and microhardness instrument.The experimental results indicate that laser power has a significant impact on the cladding layer width,followed by powder feed rate;scan speed has a significant impact on the cladding layer height,followed by powder feed rate.The HT200 substrate and 316L can metallurgically bond well,and the cladding layer structure consists of dendritic crystals,columnar crystals,and equiaxed crystals in sequence.The optimal process parameter combination satisfying the morphology requirements is laser power(A)of 1993 W,scan speed(B)of 8.949 mm/s,powder feed rate(C)of 1.408 r/min,with a maximum hardness of 1564.3 HV0.5,significantly higher than the hardness of the HT200 substrate.展开更多
Plant derived natural fibers have been widely investigated as alternatives to synthetic fibers in reinforcing polymers.Researchers over the years have explored many plant fibers using different extraction processes to...Plant derived natural fibers have been widely investigated as alternatives to synthetic fibers in reinforcing polymers.Researchers over the years have explored many plant fibers using different extraction processes to study their physical,chemical,and mechanical properties.In this context,the present study relates to the extraction,characterization,and optimization of Typha angustata L.stem fibers.For this purpose,desirability functions and response surface methodology were applied to simultaneously optimize the diameter(D),linear density(LD);yield(Y),lignin fraction(L),and tenacity(T)of Typha stem fibers.Typha stems have been subjected to both alkali(NaOH)and enzymatic(pectinex ultra-SPL)treatments.Three levels of process variables including enzyme concentration(10,15,and 20 ml/L)and treatment duration(10,15,and 20 days)were used to design the experiments according to the factorial design.Experimental results were examined by analysis of variance and fitted to second order polynomial model using multiple regression analysis.The Derringer’s desirability function released that the values of process variables generating optimized diameter,linear density,yield,lignin ratio and tenacity are 20 ml/L and 20 days for concentration of pectinex ultra-SPL enzyme and treatment duration,respectively.Confirmation was performed and high degree of correlation was found between the experimental and statistical values.Moreover,the morphological structure has been investigated by the scanning electron microscope,showing a crenelated structure of ultimate fiber bundles of cellulose composing the Typha fiber.Compared to Typha stem non-treated fibers(TSNTF),Typha stem combined treated fibers(TSCTF),brings to improve mechanical properties.This change in mechanical properties is affected by modifying the fiber structure showing alpha cellulose of(66.86%)and lignin ratio of(10.83%)with a crystallinity index of(58.47%).展开更多
基金supported by the National Natural Science Foundation of China (No. 10871177)the Ph. D.Programs Foundation of Ministry of Education of China (No. 20060335032)the Natural Science Foundation of Zhejiang Province of China (No. Y7080044)
文摘In this paper, we introduce the definition of a multi-parameter fractional Lévy process and its local time, and show its decomposition. Using the decomposition, we prove existence and joint continuity of its local time.
基金supported by Shanghai Artificial Intelligence Laboratory.
文摘This paper addresses the estimation problem of an unknown drift parameter matrix for a fractional Ornstein-Uhlenbeck process in a multi-dimensional setting.To tackle this problem,we propose a novel approach based on rough path theory that allows us to construct pathwise rough path estimators from both continuous and discrete observations of a single path.Our approach is particularly suitable for high-frequency data.To formulate the parameter estimators,we introduce a theory of pathwise Itôintegrals with respect to fractional Brownian motion.By establishing the regularity of fractional Ornstein-Uhlenbeck processes and analyzing the long-term behavior of the associated Lévy area processes,we demonstrate that our estimators are strongly consistent and pathwise stable.Our findings offer a new perspective on estimating the drift parameter matrix for fractional Ornstein-Uhlenbeck processes in multi-dimensional settings,and may have practical implications for fields including finance,economics,and engineering.
基金supported by the National Key R&D Program of China(Grant No.2018YFA0703900)the National Natural Science Foundation of China(Grant No.11671231)+2 种基金the Qilu Young Scholars Program of Shandong Universitysupported by the Tian Yuan Projection of the National Natural Science Foundation of China(Grant Nos.11526205,11626247)the National Basic Research Program of China(973 Program)(Grant No.2007CB814900(Financial Risk)).
文摘This article establishes a universal robust limit theorem under a sublinear expectation framework.Under moment and consistency conditions,we show that,forα∈(1,2),the i.i.d.sequence{(1/√∑_(i=1)^(n)X_(i),1/n∑_(i=1)^(n)X_(i)Y_(i),1/α√n∑_(i=1)^(n)X_(i))}_(n=1)^(∞)converges in distribution to L_(1),where L_(t=(ε_(t),η_(t),ζ_(t))),t∈[0,1],is a multidimensional nonlinear Lévy process with an uncertainty■set as a set of Lévy triplets.This nonlinear Lévy process is characterized by a fully nonlinear and possibly degenerate partial integro-differential equation(PIDE){δ_(t)u(t,x,y,z)-sup_(F_(μ),q,Q)∈■{∫_(R^(d)δλu(t,x,y,z)(dλ)with.To construct the limit process,we develop a novel weak convergence approach based on the notions of tightness and weak compactness on a sublinear expectation space.We further prove a new type of Lévy-Khintchine representation formula to characterize.As a byproduct,we also provide a probabilistic approach to prove the existence of the above fully nonlinear degenerate PIDE.
文摘In this study,we are interested in stochastic differential equations driven by GLévy processes.We illustrate that a certain class of additive functionals of the equations of interest exhibits the path-independent property,generalizing a few known findings in the literature.The study is ended with many examples.
基金supported by the Major Basic Research Program of Natural Science Foundation of Shandong Province under Grant No.2019A01the Natural Science Foundation of Shandong Province of China under Grant No.ZR2020MF062。
文摘This paper is concerned with a class of mean-field type stochastic optimal control systems,which are governed by fully coupled mean-field forward-backward stochastic differential equations with Teugels martingales associated to Lévy processes.In these systems,the coefficients contain not only the state processes but also their marginal distribution,and the cost function is of mean-field type as well.The necessary and sufficient conditions for such optimal problems are obtained.Furthermore,the applications to the linear quadratic stochastic optimization control problem are investigated.
基金supported by the National Natural Science Foundation of China(Grant Nos.12261064 and 11861048)the Natural Science Foundation of Inner Mongolia,China(Grant No.2021MS01004)the Innovation Program for Graduate Education of Inner Mongolia University(Grant No.11200-5223737).
文摘The Berry-Tabor(BT)conjecture is a famous statistical inference in quantum chaos,which not only establishes the spectral fluctuations of quantum systems whose classical counterparts are integrable but can also be used to describe other wave phenomena.In this paper,the BT conjecture has been extended to Lévy plates.As predicted by the BT conjecture,level clustering is present in the spectra of Lévy plates.The consequence of level clustering is studied by introducing the distribution of nearest neighbor frequency level spacing ratios P(r),which is calculated through the analytical solution obtained by the Hamiltonian approach.Our work investigates the impact of varying foundation parameters,rotary inertia,and boundary conditions on the frequency spectra,and we find that P(r)conforms to a Poisson distribution in all cases.The reason for the occurrence of the Poisson distribution in the Lévy plates is the independence between modal frequencies,which can be understood through mode functions.
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.
基金Project supported by the Zhejiang Provincial Natural Science Foundation (Grant No.LQ20F020011)the Gansu Provincial Foundation for Distinguished Young Scholars (Grant No.23JRRA766)+1 种基金the National Natural Science Foundation of China (Grant No.62162040)the National Key Research and Development Program of China (Grant No.2020YFB1713600)。
文摘The influence maximization problem aims to select a small set of influential nodes, termed a seed set, to maximize their influence coverage in social networks. Although the methods that are based on a greedy strategy can obtain good accuracy, they come at the cost of enormous computational time, and are therefore not applicable to practical scenarios in large-scale networks. In addition, the centrality heuristic algorithms that are based on network topology can be completed in relatively less time. However, they tend to fail to achieve satisfactory results because of drawbacks such as overlapped influence spread. In this work, we propose a discrete two-stage metaheuristic optimization combining quantum-behaved particle swarm optimization with Lévy flight to identify a set of the most influential spreaders. According to the framework,first, the particles in the population are tasked to conduct an exploration in the global solution space to eventually converge to an acceptable solution through the crossover and replacement operations. Second, the Lévy flight mechanism is used to perform a wandering walk on the optimal candidate solution in the population to exploit the potentially unidentified influential nodes in the network. Experiments on six real-world social networks show that the proposed algorithm achieves more satisfactory results when compared to other well-known algorithms.
基金supported by the National Natural Science Foundation of China(Grant Nos.62066026,62363027,and 12071408)PhD program of Entrepreneurship and Innovation of Jiangsu Province,Jiangsu University’Blue Project’,the Natural Science Foundation of Jiangxi Province(Grant No.20224BAB202026)the Science and Technology Research Project of Jiangxi Provincial Department of Education(Grant No.GJJ2203316).
文摘The formation of spatial patterns is an important issue in reaction–diffusion systems.Previous studies have mainly focused on the spatial patterns in reaction–diffusion models equipped with symmetric diffusion(such as normal or fractional Laplace diffusion),namely,assuming that spatial environments of the systems are homogeneous.However,the complexity and heterogeneity of spatial environments of biochemical reactions in vivo can lead to asymmetric diffusion of reactants.Naturally,there arises an open question of how the asymmetric diffusion affects dynamical behaviors of biochemical reaction systems.To answer this,we build a general asymmetric L´evy diffusion model based on the theory of a continuous time random walk.In addition,we investigate the two-species Brusselator model with asymmetric L´evy diffusion,and obtain a general condition for the formation of Turing and wave patterns.More interestingly,we find that even though the Brusselator model with symmetric diffusion cannot produce steady spatial patterns for some parameters,the asymmetry of L´evy diffusion for this model can produce wave patterns.This is different from the previous result that wave instability requires at least a three-species model.In addition,the asymmetry of L´evy diffusion can significantly affect the amplitude and frequency of the spatial patterns.Our results enrich our knowledge of the mechanisms of pattern formation.
基金supported by Science Engineering Research Board(SERB),DST,GovtYSS Project F.No:YSS/2014/000447 dated 20.11.2015UGC,New Delhi,for providing BSR fellowship for the year 2015.
文摘This paper focuses on optimal control of nonlinear stochastic delay system constructed through Teugels martingales associated with Lévy processes and standard Brownian motion,in which finite horizon is extended to infinite horizon.In order to describe the interacting many-body system,the expectation values of state processes are added to the concerned system.Further,sufficient and necessary conditions are established under convexity assumptions of the control domain.Finally,an example is given to demonstrate the application of the theory.
基金Supported by the National Natural Science Foundation of China(10971180),(11271169)A Project Funded by the Priority Academic Program Development(PAPD) of Jiangsu Higher Education Institutions
文摘In this paper we investigate an integration by parts formula for Lévy processes by using lower bound conditions of the corresponding Lévy measure. As applications, derivative formula and coupling property are derived for transition semigroups of linear SDEs driven by Lévy processes.
基金Funded by the National Natural Science Foundation of China(No.51975540)。
文摘In order to improve the sealing surface performance of gray cast iron gas gate valves and achieve precise molding control of the cladding layer,as well as to reveal the influence of laser cladding process parameters on the morphology and structure of the cladding layer,we prepared the 316L coating on HT 200 by using Design-Expert software central composite design(CCD)based on response surface analysis.We built a regression prediction model and analyzed the ANOVA with the inspection results.With a target cladding layer width of 3.5 mm and height of 1.3 mm,the process parameters were optimized to obtain the best combination of process parameters.The microstructure,phases,and hardness variations of the cladding layer from experiments with optimal parameters were analyzed by the metallographic microscope,confocal microscope,and microhardness instrument.The experimental results indicate that laser power has a significant impact on the cladding layer width,followed by powder feed rate;scan speed has a significant impact on the cladding layer height,followed by powder feed rate.The HT200 substrate and 316L can metallurgically bond well,and the cladding layer structure consists of dendritic crystals,columnar crystals,and equiaxed crystals in sequence.The optimal process parameter combination satisfying the morphology requirements is laser power(A)of 1993 W,scan speed(B)of 8.949 mm/s,powder feed rate(C)of 1.408 r/min,with a maximum hardness of 1564.3 HV0.5,significantly higher than the hardness of the HT200 substrate.
文摘Plant derived natural fibers have been widely investigated as alternatives to synthetic fibers in reinforcing polymers.Researchers over the years have explored many plant fibers using different extraction processes to study their physical,chemical,and mechanical properties.In this context,the present study relates to the extraction,characterization,and optimization of Typha angustata L.stem fibers.For this purpose,desirability functions and response surface methodology were applied to simultaneously optimize the diameter(D),linear density(LD);yield(Y),lignin fraction(L),and tenacity(T)of Typha stem fibers.Typha stems have been subjected to both alkali(NaOH)and enzymatic(pectinex ultra-SPL)treatments.Three levels of process variables including enzyme concentration(10,15,and 20 ml/L)and treatment duration(10,15,and 20 days)were used to design the experiments according to the factorial design.Experimental results were examined by analysis of variance and fitted to second order polynomial model using multiple regression analysis.The Derringer’s desirability function released that the values of process variables generating optimized diameter,linear density,yield,lignin ratio and tenacity are 20 ml/L and 20 days for concentration of pectinex ultra-SPL enzyme and treatment duration,respectively.Confirmation was performed and high degree of correlation was found between the experimental and statistical values.Moreover,the morphological structure has been investigated by the scanning electron microscope,showing a crenelated structure of ultimate fiber bundles of cellulose composing the Typha fiber.Compared to Typha stem non-treated fibers(TSNTF),Typha stem combined treated fibers(TSCTF),brings to improve mechanical properties.This change in mechanical properties is affected by modifying the fiber structure showing alpha cellulose of(66.86%)and lignin ratio of(10.83%)with a crystallinity index of(58.47%).
