The ratchet motion of a Brownian particle in a symmetric periodic potential under a rocking force thatbreaks the temporal symmetry is studied. As long as the relaxation time in the thermal background is much shorter t...The ratchet motion of a Brownian particle in a symmetric periodic potential under a rocking force thatbreaks the temporal symmetry is studied. As long as the relaxation time in the thermal background is much shorter thanthe forcing period, the unidirectional transport can be analytically treated. By solving the Fokker-Planck equations, weget an analytical expression of the current. This result indicates that with an appropriate match between the potentialfield, the asymmetric ac force and the thermal noise, a net current can be achieved. The current versus thermal noiseexhibits a stochastic-resonance-like behavior.展开更多
We study force generation and motion of molecular motors using a simple two-state model in the paper.Asymmetric and periodic potential is adopted to describe the interaction between motor proteins and filaments that a...We study force generation and motion of molecular motors using a simple two-state model in the paper.Asymmetric and periodic potential is adopted to describe the interaction between motor proteins and filaments that are periodic and polar. The current and the slope of the effective potential as functions of the temperature and transition rates are calculated in the two-state model. The ratio of the slope of the effective potential to the current is also calculated. It is shown that the directed motion of motor proteins is relevant to the effective potential. The slope of the effective potential corresponds to an average force. The non-vanishing force therefore implies that detailed balance is broken in the process of transition between different states.展开更多
Different extensions, such as Transition State theory of Eyring-Polanyi-Evans model of the original Born-Kramers-Slater Model for the Velocity of Chemical Reactions are discussed based on Smoluchowski and Fokker-Plank...Different extensions, such as Transition State theory of Eyring-Polanyi-Evans model of the original Born-Kramers-Slater Model for the Velocity of Chemical Reactions are discussed based on Smoluchowski and Fokker-Plank equations with various properties of Brownian motion and including 1-, 2-, 3-, and multi- dimensional models with applications in Neuroscience.展开更多
This paper is concerned with the stochastically stability for the m-dimensional linear stochastic differential equations with respect to fractional Brownian motion （FBM） with Hurst parameter H ∈ （1/2, 1）. On the ...This paper is concerned with the stochastically stability for the m-dimensional linear stochastic differential equations with respect to fractional Brownian motion （FBM） with Hurst parameter H ∈ （1/2, 1）. On the basis of the pioneering work of Duncan and Hu, a Ito＇s formula is given. An improved derivative operator to Lyapunov functions is constructed, and the sufficient conditions for the stochastically stability of linear stochastic differential equations driven by FBM are established. These extend the stochastic Lyapunov stability theories.展开更多
In this paper, we use the solutions of forward-backward stochastic differential equations to get the explicit form of the optimal control for linear quadratic stochastic optimal control problem and the open-loop Nash ...In this paper, we use the solutions of forward-backward stochastic differential equations to get the explicit form of the optimal control for linear quadratic stochastic optimal control problem and the open-loop Nash equilibrium point for nonzero sum differential games problem. We also discuss the solvability of the generalized Riccati equation system and give the linear feedback regulator for the optimal control problem using the solution of this kind of Riccati equation system.展开更多
In this paper,we study the differentiability of the solutions of stochastic differential equations driven by the G-Brownian motion with respect to the initial data and the parameter.
In this paper,solutions of the following non-Lipschitz stochastic differential equations driven by G-Brownian motion：Xt=x＋∫^t0b（s,w,Xs）ds＋∫^t0h（s,ω,Xs）ds＋∫^t0σ（s,ω,Xs）dBs are constructed.It is shown th...In this paper,solutions of the following non-Lipschitz stochastic differential equations driven by G-Brownian motion：Xt=x＋∫^t0b（s,w,Xs）ds＋∫^t0h（s,ω,Xs）ds＋∫^t0σ（s,ω,Xs）dBs are constructed.It is shown that they have the cocycle property.Moreover,under some special non-Lipschitz conditions,they are bi-continuous with respect to t,x.展开更多
In this paper we establish a large deviation principle for the occupation times of critical branching α-stable processes for large dimensions d > 2α, by investigating two related nonlinear differential equations....In this paper we establish a large deviation principle for the occupation times of critical branching α-stable processes for large dimensions d > 2α, by investigating two related nonlinear differential equations. Our result is an extension of Cox and Griffeath’s (in 1985) for branching Brownian motion for d > 4.展开更多
In this paper, the analytical solutions of Schrodinger equation for Brownian motion in a double well potential are acquired by the homotopy analysis method and the Adomian decomposition method. Double well potential f...In this paper, the analytical solutions of Schrodinger equation for Brownian motion in a double well potential are acquired by the homotopy analysis method and the Adomian decomposition method. Double well potential for Brownian motion is always used to obtain the solutions of Fokker-P1anck equation known as the Klein-Kramers equation, which is suitable for separation and additive Hamiltonians. In essence, we could study the random motion of Brownian particles by solving Schr6dinger equation. The anaiytical results obtained from the two different methods agree with each other well The double well potentiai is affected by two parameters, which are analyzed and discussed in details with the aid of graphical illustrations. According to the final results, the shapes of the double well potential have significant influence on the probability density function.展开更多
文摘The ratchet motion of a Brownian particle in a symmetric periodic potential under a rocking force thatbreaks the temporal symmetry is studied. As long as the relaxation time in the thermal background is much shorter thanthe forcing period, the unidirectional transport can be analytically treated. By solving the Fokker-Planck equations, weget an analytical expression of the current. This result indicates that with an appropriate match between the potentialfield, the asymmetric ac force and the thermal noise, a net current can be achieved. The current versus thermal noiseexhibits a stochastic-resonance-like behavior.
文摘We study force generation and motion of molecular motors using a simple two-state model in the paper.Asymmetric and periodic potential is adopted to describe the interaction between motor proteins and filaments that are periodic and polar. The current and the slope of the effective potential as functions of the temperature and transition rates are calculated in the two-state model. The ratio of the slope of the effective potential to the current is also calculated. It is shown that the directed motion of motor proteins is relevant to the effective potential. The slope of the effective potential corresponds to an average force. The non-vanishing force therefore implies that detailed balance is broken in the process of transition between different states.
文摘Different extensions, such as Transition State theory of Eyring-Polanyi-Evans model of the original Born-Kramers-Slater Model for the Velocity of Chemical Reactions are discussed based on Smoluchowski and Fokker-Plank equations with various properties of Brownian motion and including 1-, 2-, 3-, and multi- dimensional models with applications in Neuroscience.
基金Natural Science Foundation of Shanghai,China(No.07ZR14002)
文摘This paper is concerned with the stochastically stability for the m-dimensional linear stochastic differential equations with respect to fractional Brownian motion （FBM） with Hurst parameter H ∈ （1/2, 1）. On the basis of the pioneering work of Duncan and Hu, a Ito＇s formula is given. An improved derivative operator to Lyapunov functions is constructed, and the sufficient conditions for the stochastically stability of linear stochastic differential equations driven by FBM are established. These extend the stochastic Lyapunov stability theories.
基金This work is supported by the National Natural Science Foundation (Grant No.10371067)the Youth Teacher Foundation of Fok Ying Tung Education Foundation, the Excellent Young Teachers Program and the Doctoral Program Foundation of MOE and Shandong Province, China.
文摘In this paper, we use the solutions of forward-backward stochastic differential equations to get the explicit form of the optimal control for linear quadratic stochastic optimal control problem and the open-loop Nash equilibrium point for nonzero sum differential games problem. We also discuss the solvability of the generalized Riccati equation system and give the linear feedback regulator for the optimal control problem using the solution of this kind of Riccati equation system.
基金supported by Young Scholar Award for Doctoral Students of the Ministry of Education of Chinathe Marie Curie Initial Training Network(Grant No. PITN-GA-2008-213841)
文摘In this paper,we study the differentiability of the solutions of stochastic differential equations driven by the G-Brownian motion with respect to the initial data and the parameter.
基金supported by the National Natural Science Foundation of China(No.11001051)
文摘In this paper,solutions of the following non-Lipschitz stochastic differential equations driven by G-Brownian motion：Xt=x＋∫^t0b（s,w,Xs）ds＋∫^t0h（s,ω,Xs）ds＋∫^t0σ（s,ω,Xs）dBs are constructed.It is shown that they have the cocycle property.Moreover,under some special non-Lipschitz conditions,they are bi-continuous with respect to t,x.
基金supported by National Natural Science Foundation of China (Grant Nos. 10971003 and 10926110)Chinese Universities Scientific Fund (Grant No. 2009-2-05)+1 种基金supported by National Natural Science Foundation of China (Grant Nos. 10871103 and 10971003)Specialized Research Fund for the Doctoral Program of Higher Education
文摘In this paper we establish a large deviation principle for the occupation times of critical branching α-stable processes for large dimensions d > 2α, by investigating two related nonlinear differential equations. Our result is an extension of Cox and Griffeath’s (in 1985) for branching Brownian motion for d > 4.
基金Supported by National Natural Science Foundation of China under Grant Nos.51276104,51476191
文摘In this paper, the analytical solutions of Schrodinger equation for Brownian motion in a double well potential are acquired by the homotopy analysis method and the Adomian decomposition method. Double well potential for Brownian motion is always used to obtain the solutions of Fokker-P1anck equation known as the Klein-Kramers equation, which is suitable for separation and additive Hamiltonians. In essence, we could study the random motion of Brownian particles by solving Schr6dinger equation. The anaiytical results obtained from the two different methods agree with each other well The double well potentiai is affected by two parameters, which are analyzed and discussed in details with the aid of graphical illustrations. According to the final results, the shapes of the double well potential have significant influence on the probability density function.
