In this paper we study p-variation of bifractional Brownian motion. As an applica-tion, we introduce a class of estimators of the parameters of a bifractional Brownian motion andprove that both of them are strongly co...In this paper we study p-variation of bifractional Brownian motion. As an applica-tion, we introduce a class of estimators of the parameters of a bifractional Brownian motion andprove that both of them are strongly consistent; as another application, we investigate fractalnature related to the box dimension of the graph of bifractional Brownian motion.展开更多
This study explores the irregularity and complexity of strong earthquake ground motions from the perspective of fractal geometry, and constructs a relation with the frequency content of the ground motions. The box-cou...This study explores the irregularity and complexity of strong earthquake ground motions from the perspective of fractal geometry, and constructs a relation with the frequency content of the ground motions. The box-counting fractal dimensions and five representative period parameters of near-fault ground motions from the Chi-Chi and Northridge earthquakes are calculated and compared. Numerical results indicate that the acceleration and velocity time histories of ground motions present the statistical fractal property, and the dominant pulses of near-fault ground motions have a significant influence on their box dimensions and periods. Further, the average box dimension of near-fault impulsive ground motions is smaller, and their irregular degree of wave forms is lower. Moreover, the box dimensions of ground motions reflect their frequency properties to a large extent, and can be regarded as an alternative indicator to represent their frequency content. Finally, the box dimension D of the acceleration histories shows a considerably negative correlation with the mean period T. Meanwhile, the box dimension of the velocity histories Dye is negatively correlated with the characteristic period T and improved characteristic period Tgi.展开更多
Fractional Brownian motion, continuous everywhere and differentiable nowhere, offers a convenient modeling for irregular nonstationary stochastic processes with long-term dependencies and power law behavior of spectru...Fractional Brownian motion, continuous everywhere and differentiable nowhere, offers a convenient modeling for irregular nonstationary stochastic processes with long-term dependencies and power law behavior of spectrum over wide ranges of frequencies. It shows high correlation at coarse scale and varies slightly at fine scale, which is suitable for and successful in describing and modeling natural scenes. On the other hand, man-made objects can be constructively well described by using a set of regular simple shape primitives such as line, cylinder, etc. and are free of fractal. Based on the difference, a method to discriminate man-made objects from natural scenes is provided. Experiments are used to demonstrate the good efficiency of developed technique.展开更多
In this paper, under the assumption that the exchange rate follows the extended Vasicek model, the pricing of the reset option in FBM model is investigated. Some interesting themes such as closed-form formulas for the...In this paper, under the assumption that the exchange rate follows the extended Vasicek model, the pricing of the reset option in FBM model is investigated. Some interesting themes such as closed-form formulas for the reset option with a single reset date and the phenomena of delta of the reset jumps existing in the reset option during the reset date are discussed. The closed-form formulae of pricing for two kinds of power options are derived in the end.展开更多
The correlation between the Schrödinger equation and the diffusion equation revealed that the relation of material wave is not a hypothesis but an actual one valid in a material regardless of the photon energ...The correlation between the Schrödinger equation and the diffusion equation revealed that the relation of material wave is not a hypothesis but an actual one valid in a material regardless of the photon energy. Using the relations of material wave and uncertain principle, the quantum effect on elementary process of diffusion is discussed. As a result, the diffusivity is obtained as a universal expression applicable to any problem of diffusion phenomena. The Gauss theorem in theory and the Kirkendall effect in experimentation reveal the necessity of the coordinate transformation for a diffusion equation. The mathematical method for solving an interdiffusion problem of many elements system is established. The phase shift of the obtained analytical solution indicates the correlation between the solutions of each diffusion equation expressed by a fixed coordinate system and by a moving coordinate system. Based on the coordinate transformation theory, some unsolved problems of diffusion theory are reasonably solved and also some new important findings are discussed in relation to matters in the existing diffusion theory.展开更多
Because of the developed economy and lush vegetation in southern China, the following obstacles or difficulties exist in remote sensing land surface classification: 1) Diverse surface composition types;2) Undulating t...Because of the developed economy and lush vegetation in southern China, the following obstacles or difficulties exist in remote sensing land surface classification: 1) Diverse surface composition types;2) Undulating terrains;3) Small fragmented land;4) Indistinguishable shadows of surface objects. It is our top priority to clarify how to use the concept of big data (Data mining technology) and various new technologies and methods to make complex surface remote sensing information extraction technology develop in the direction of automation, refinement and intelligence. In order to achieve the above research objectives, the paper takes the Gaofen-2 satellite data produced in China as the data source, and takes the complex surface remote sensing information extraction technology as the research object, and intelligently analyzes the remote sensing information of complex surface on the basis of completing the data collection and preprocessing. The specific extraction methods are as follows: 1) extraction research on fractal texture features of Brownian motion;2) extraction research on color features;3) extraction research on vegetation index;4) research on vectors and corresponding classification. In this paper, fractal texture features, color features, vegetation features and spectral features of remote sensing images are combined to form a combination feature vector, which improves the dimension of features, and the feature vector improves the difference of remote sensing features, and it is more conducive to the classification of remote sensing features, and thus it improves the classification accuracy of remote sensing images. It is suitable for remote sensing information extraction of complex surface in southern China. This method can be extended to complex surface area in the future.展开更多
Brown运动是一个具有连续时间参数和连续状态空间的随机过程,有两种不同定义下的局部时,一种是P.Levy提出的"mesure du voisinage"的概念,也即Brown运动{Wt,Ft}t≥0的局部时Lt(x)=limε→014εmeas{0≤s≤t;|Ws-x|≤ε},t∈[0...Brown运动是一个具有连续时间参数和连续状态空间的随机过程,有两种不同定义下的局部时,一种是P.Levy提出的"mesure du voisinage"的概念,也即Brown运动{Wt,Ft}t≥0的局部时Lt(x)=limε→014εmeas{0≤s≤t;|Ws-x|≤ε},t∈[0,∞),.x∈R.另一种是由游程理论定义的局部时lt(x),并给出这两种局部时之间的关系Lt(0)=24lt(0).展开更多
The discrete Fourier transform（DFT） is used for fractional Brownian motion（FBM） surface synthesis in tribology（i.e., contact, sliding, and sealing, etc）. However, the relationship between fractal parameters（fra...The discrete Fourier transform（DFT） is used for fractional Brownian motion（FBM） surface synthesis in tribology（i.e., contact, sliding, and sealing, etc）. However, the relationship between fractal parameters（fractal dimension and scale factor） and traditional parameters, the influence of fractal parameters on surface appearance, have not been deeply discussed yet. These lead to some kind of difficulty to ensure the synthesized surfaces with ideal fractal characteristic, required traditional parameters and geometric appearance. A quantitative relationship between fractal parameters and the root mean square deviation of surface （Sq） is derived based on the energy conservation property between the space and frequency domain of DFT. Under the stability assumption, the power spectrum of a FBM surface is composed of concentric circles strictly, a series of FBM surfaces with prescribed Sq could be synthesized with given fractal dimension, scale factor, and sampling numbers, but the ten-point height（Sz）, the skewness（Ssk） and the kurtosis（Sku） are still in random, where the probability distributions of Sz and Ssk are approximately normal distribution. Furthermore, by iterative searching, a surface with desired Abbott-Firestone curve could be obtained among those surfaces. An intuitive explanation for the influence of fractal dimension and scale factor on surface appearance is obtained by discussing the effects on the ratio of energy between high and low frequency components. Based on the relationship between Sq and surface energy, a filtering method of surface with controllable Sq is proposed. The proposed research ensures the synthesized surfaces possess ideal FBM properties with prescribed Sq, offers a method for selecting desired Abbott-Firestone curve of synthesized fractal surfaces, and makes it possible to control the Sq of surfaces after filtering.展开更多
The fractal Brownian motion is utilized to describe pore structures in porous media. A numerical model of laminar flow in porous media is developed, and the flow characteristics are comprehensively analyzed and compar...The fractal Brownian motion is utilized to describe pore structures in porous media. A numerical model of laminar flow in porous media is developed, and the flow characteristics are comprehensively analyzed and compared with those of homogeneous porous media. Moreover, the roles of the fractal dimension and porosity in permeability are quantitatively described. The results indicate that the pore structures of porous media significantly affect their seepage behaviors. The distributions of pressure and velocity in fractal porous media are both non-uniform;the streamline is no longer straight but tortuous. When Reynolds number Re < 1, the dimensionless permeability is independent of Reynolds number, but its further increase will lead to a smaller permeability. Moreover, due to the higher connectivity and enlarged equivalent aperture of internal channel network, the augment in porosity leads to the permeability enhancement, while it is small and insensitive to porosity variation when ε < 0.6. Fractal dimension also plays a significant role in the permeability of porous media. The increase in fractal dimension leads to the enhancement in pore connectivity and a decrease in channel tortuosity,which reduces the flow resistance and improves the transport capacity of porous media.展开更多
基金supported by NSFC (11071076)NSFC-NSF (10911120392)
文摘In this paper we study p-variation of bifractional Brownian motion. As an applica-tion, we introduce a class of estimators of the parameters of a bifractional Brownian motion andprove that both of them are strongly consistent; as another application, we investigate fractalnature related to the box dimension of the graph of bifractional Brownian motion.
基金National Natural Science Foundation of China under Grant Nos.50978047 and 11332004National Basic Research Program of China under Grant No.2010CB832703
文摘This study explores the irregularity and complexity of strong earthquake ground motions from the perspective of fractal geometry, and constructs a relation with the frequency content of the ground motions. The box-counting fractal dimensions and five representative period parameters of near-fault ground motions from the Chi-Chi and Northridge earthquakes are calculated and compared. Numerical results indicate that the acceleration and velocity time histories of ground motions present the statistical fractal property, and the dominant pulses of near-fault ground motions have a significant influence on their box dimensions and periods. Further, the average box dimension of near-fault impulsive ground motions is smaller, and their irregular degree of wave forms is lower. Moreover, the box dimensions of ground motions reflect their frequency properties to a large extent, and can be regarded as an alternative indicator to represent their frequency content. Finally, the box dimension D of the acceleration histories shows a considerably negative correlation with the mean period T. Meanwhile, the box dimension of the velocity histories Dye is negatively correlated with the characteristic period T and improved characteristic period Tgi.
文摘Fractional Brownian motion, continuous everywhere and differentiable nowhere, offers a convenient modeling for irregular nonstationary stochastic processes with long-term dependencies and power law behavior of spectrum over wide ranges of frequencies. It shows high correlation at coarse scale and varies slightly at fine scale, which is suitable for and successful in describing and modeling natural scenes. On the other hand, man-made objects can be constructively well described by using a set of regular simple shape primitives such as line, cylinder, etc. and are free of fractal. Based on the difference, a method to discriminate man-made objects from natural scenes is provided. Experiments are used to demonstrate the good efficiency of developed technique.
文摘In this paper, under the assumption that the exchange rate follows the extended Vasicek model, the pricing of the reset option in FBM model is investigated. Some interesting themes such as closed-form formulas for the reset option with a single reset date and the phenomena of delta of the reset jumps existing in the reset option during the reset date are discussed. The closed-form formulae of pricing for two kinds of power options are derived in the end.
文摘The correlation between the Schrödinger equation and the diffusion equation revealed that the relation of material wave is not a hypothesis but an actual one valid in a material regardless of the photon energy. Using the relations of material wave and uncertain principle, the quantum effect on elementary process of diffusion is discussed. As a result, the diffusivity is obtained as a universal expression applicable to any problem of diffusion phenomena. The Gauss theorem in theory and the Kirkendall effect in experimentation reveal the necessity of the coordinate transformation for a diffusion equation. The mathematical method for solving an interdiffusion problem of many elements system is established. The phase shift of the obtained analytical solution indicates the correlation between the solutions of each diffusion equation expressed by a fixed coordinate system and by a moving coordinate system. Based on the coordinate transformation theory, some unsolved problems of diffusion theory are reasonably solved and also some new important findings are discussed in relation to matters in the existing diffusion theory.
文摘Because of the developed economy and lush vegetation in southern China, the following obstacles or difficulties exist in remote sensing land surface classification: 1) Diverse surface composition types;2) Undulating terrains;3) Small fragmented land;4) Indistinguishable shadows of surface objects. It is our top priority to clarify how to use the concept of big data (Data mining technology) and various new technologies and methods to make complex surface remote sensing information extraction technology develop in the direction of automation, refinement and intelligence. In order to achieve the above research objectives, the paper takes the Gaofen-2 satellite data produced in China as the data source, and takes the complex surface remote sensing information extraction technology as the research object, and intelligently analyzes the remote sensing information of complex surface on the basis of completing the data collection and preprocessing. The specific extraction methods are as follows: 1) extraction research on fractal texture features of Brownian motion;2) extraction research on color features;3) extraction research on vegetation index;4) research on vectors and corresponding classification. In this paper, fractal texture features, color features, vegetation features and spectral features of remote sensing images are combined to form a combination feature vector, which improves the dimension of features, and the feature vector improves the difference of remote sensing features, and it is more conducive to the classification of remote sensing features, and thus it improves the classification accuracy of remote sensing images. It is suitable for remote sensing information extraction of complex surface in southern China. This method can be extended to complex surface area in the future.
文摘Brown运动是一个具有连续时间参数和连续状态空间的随机过程,有两种不同定义下的局部时,一种是P.Levy提出的"mesure du voisinage"的概念,也即Brown运动{Wt,Ft}t≥0的局部时Lt(x)=limε→014εmeas{0≤s≤t;|Ws-x|≤ε},t∈[0,∞),.x∈R.另一种是由游程理论定义的局部时lt(x),并给出这两种局部时之间的关系Lt(0)=24lt(0).
基金supported by National Natural Science Foundation of China(Grant Nos.51175085,51205062)Fujian Provincial Natural Science Foundation of China(Grant Nos.2011J01299,2012J01206)Development Foundation for Science and Technology of Fuzhou University,China(Grant No.2011-XY-10)
文摘The discrete Fourier transform（DFT） is used for fractional Brownian motion（FBM） surface synthesis in tribology（i.e., contact, sliding, and sealing, etc）. However, the relationship between fractal parameters（fractal dimension and scale factor） and traditional parameters, the influence of fractal parameters on surface appearance, have not been deeply discussed yet. These lead to some kind of difficulty to ensure the synthesized surfaces with ideal fractal characteristic, required traditional parameters and geometric appearance. A quantitative relationship between fractal parameters and the root mean square deviation of surface （Sq） is derived based on the energy conservation property between the space and frequency domain of DFT. Under the stability assumption, the power spectrum of a FBM surface is composed of concentric circles strictly, a series of FBM surfaces with prescribed Sq could be synthesized with given fractal dimension, scale factor, and sampling numbers, but the ten-point height（Sz）, the skewness（Ssk） and the kurtosis（Sku） are still in random, where the probability distributions of Sz and Ssk are approximately normal distribution. Furthermore, by iterative searching, a surface with desired Abbott-Firestone curve could be obtained among those surfaces. An intuitive explanation for the influence of fractal dimension and scale factor on surface appearance is obtained by discussing the effects on the ratio of energy between high and low frequency components. Based on the relationship between Sq and surface energy, a filtering method of surface with controllable Sq is proposed. The proposed research ensures the synthesized surfaces possess ideal FBM properties with prescribed Sq, offers a method for selecting desired Abbott-Firestone curve of synthesized fractal surfaces, and makes it possible to control the Sq of surfaces after filtering.
基金Project supported by the National Natural Science Foundation of China(Grant Nos.51776037 and 51806147)Natural Science Foundation of Jiangsu Province,China(Grant No.BK20170082).
文摘The fractal Brownian motion is utilized to describe pore structures in porous media. A numerical model of laminar flow in porous media is developed, and the flow characteristics are comprehensively analyzed and compared with those of homogeneous porous media. Moreover, the roles of the fractal dimension and porosity in permeability are quantitatively described. The results indicate that the pore structures of porous media significantly affect their seepage behaviors. The distributions of pressure and velocity in fractal porous media are both non-uniform;the streamline is no longer straight but tortuous. When Reynolds number Re < 1, the dimensionless permeability is independent of Reynolds number, but its further increase will lead to a smaller permeability. Moreover, due to the higher connectivity and enlarged equivalent aperture of internal channel network, the augment in porosity leads to the permeability enhancement, while it is small and insensitive to porosity variation when ε < 0.6. Fractal dimension also plays a significant role in the permeability of porous media. The increase in fractal dimension leads to the enhancement in pore connectivity and a decrease in channel tortuosity,which reduces the flow resistance and improves the transport capacity of porous media.
