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
Motivated by the widespread applications of nanofluids,a nanofluid model is proposed which focuses on uniform magnetohydrodynamic(MHD)boundary layer flow over a non-linear stretching sheet,incorporating the Casson mod...Motivated by the widespread applications of nanofluids,a nanofluid model is proposed which focuses on uniform magnetohydrodynamic(MHD)boundary layer flow over a non-linear stretching sheet,incorporating the Casson model for blood-based nanofluid while accounting for viscous and Ohmic dissipation effects under the cases of Constant Surface Temperature(CST)and Prescribed Surface Temperature(PST).The study employs a two-phase model for the nanofluid,coupled with thermophoresis and Brownian motion,to analyze the effects of key fluid parameters such as thermophoresis,Brownian motion,slip velocity,Schmidt number,Eckert number,magnetic parameter,and non-linear stretching parameter on the velocity,concentration,and temperature profiles of the nanofluid.The proposed model is novel as it simultaneously considers the impact of thermophoresis and Brownian motion,along with Ohmic and viscous dissipation effects,in both CST and PST scenarios for blood-based Casson nanofluid.The numerical technique built into MATLAB’s bvp4c module is utilized to solve the governing system of coupled differential equations,revealing that the concentration of nanoparticles decreases with increasing thermophoresis and Brownian motion parameters while the temperature of the nanofluid increases.Additionally,a higher Eckert number is found to reduce the nanofluid temperature.A comparative analysis between CST and PST scenarios is also undertaken,which highlights the significant influence of these factors on the fluid’s characteristics.The findings have potential applications in biomedical processes to enhance fluid velocity and heat transfer rates,ultimately improving patient outcomes.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
The present paper deals with the problem of nonparametric kernel density estimation of the trend function for stochastic processes driven by fractional Brownian motion of the second kind.The consistency,the rate of co...The present paper deals with the problem of nonparametric kernel density estimation of the trend function for stochastic processes driven by fractional Brownian motion of the second kind.The consistency,the rate of convergence,and the asymptotic normality of the kernel-type estimator are discussed.Besides,we prove that the rate of convergence of the kernel-type estimator depends on the smoothness of the trend of the nonperturbed system.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
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
Let X (t)(t∈R^N) be a d-dimensional fractional Brownian motion. A contiunous function f:R^N→R^d is called a polar function of X(t)(t∈R^N) if P{ t∈R^N\{0},X(t)=t(t)}=0. In this paper, the characteristies of the cla...Let X (t)(t∈R^N) be a d-dimensional fractional Brownian motion. A contiunous function f:R^N→R^d is called a polar function of X(t)(t∈R^N) if P{ t∈R^N\{0},X(t)=t(t)}=0. In this paper, the characteristies of the class of polar functions are studied. Our theorem 1 improves the previous results of Graversen and Legall. Theorem2 solves a problem of Legall (1987) on Brownian motion.展开更多
In this study, considering the temporarily unbiased force and different forms of oscillating forces, we investigate the current and efficiency of Brownian particles in an entropic tube structure and present the numeri...In this study, considering the temporarily unbiased force and different forms of oscillating forces, we investigate the current and efficiency of Brownian particles in an entropic tube structure and present the numerically obtained results. We show that different force forms give rise to different current and efficiency profiles in different optimized parameter intervals. We find that an unbiased oscillating force and an unbiased temporal force lead to the current and efficiency, which are dependent on these parameters. We also observe that the current and efficiency caused by temporal and different oscillating forces have maximum and minimum values in different parameter intervals. We conclude that the current or efficiency can be controlled dynamically by adjusting the parameters of entropic barriers and applied force.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.
基金funded by Universiti Teknikal Malaysia Melaka and Ministry of Higher Education(MoHE)Malaysia,grant number FRGS/1/2024/FTKM/F00586.
文摘Motivated by the widespread applications of nanofluids,a nanofluid model is proposed which focuses on uniform magnetohydrodynamic(MHD)boundary layer flow over a non-linear stretching sheet,incorporating the Casson model for blood-based nanofluid while accounting for viscous and Ohmic dissipation effects under the cases of Constant Surface Temperature(CST)and Prescribed Surface Temperature(PST).The study employs a two-phase model for the nanofluid,coupled with thermophoresis and Brownian motion,to analyze the effects of key fluid parameters such as thermophoresis,Brownian motion,slip velocity,Schmidt number,Eckert number,magnetic parameter,and non-linear stretching parameter on the velocity,concentration,and temperature profiles of the nanofluid.The proposed model is novel as it simultaneously considers the impact of thermophoresis and Brownian motion,along with Ohmic and viscous dissipation effects,in both CST and PST scenarios for blood-based Casson nanofluid.The numerical technique built into MATLAB’s bvp4c module is utilized to solve the governing system of coupled differential equations,revealing that the concentration of nanoparticles decreases with increasing thermophoresis and Brownian motion parameters while the temperature of the nanofluid increases.Additionally,a higher Eckert number is found to reduce the nanofluid temperature.A comparative analysis between CST and PST scenarios is also undertaken,which highlights the significant influence of these factors on the fluid’s characteristics.The findings have potential applications in biomedical processes to enhance fluid velocity and heat transfer rates,ultimately improving patient outcomes.
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.
基金Supported by the National Natural Science Foundation of China(12101004)the Natural Science Research Project of Anhui Educational Committee(2023AH030021)the Research Startup Foundation for Introducing Talent of Anhui Polytechnic University(2020YQQ064)。
文摘The present paper deals with the problem of nonparametric kernel density estimation of the trend function for stochastic processes driven by fractional Brownian motion of the second kind.The consistency,the rate of convergence,and the asymptotic normality of the kernel-type estimator are discussed.Besides,we prove that the rate of convergence of the kernel-type estimator depends on the smoothness of the trend of the nonperturbed system.
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Let X (t)(t∈R^N) be a d-dimensional fractional Brownian motion. A contiunous function f:R^N→R^d is called a polar function of X(t)(t∈R^N) if P{ t∈R^N\{0},X(t)=t(t)}=0. In this paper, the characteristies of the class of polar functions are studied. Our theorem 1 improves the previous results of Graversen and Legall. Theorem2 solves a problem of Legall (1987) on Brownian motion.
基金Project supported by the Funds from Istanbul University(Grant No.45662)
文摘In this study, considering the temporarily unbiased force and different forms of oscillating forces, we investigate the current and efficiency of Brownian particles in an entropic tube structure and present the numerically obtained results. We show that different force forms give rise to different current and efficiency profiles in different optimized parameter intervals. We find that an unbiased oscillating force and an unbiased temporal force lead to the current and efficiency, which are dependent on these parameters. We also observe that the current and efficiency caused by temporal and different oscillating forces have maximum and minimum values in different parameter intervals. We conclude that the current or efficiency can be controlled dynamically by adjusting the parameters of entropic barriers and applied force.
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.
