Reverse k nearest neighbor (RNNk) is a generalization of the reverse nearest neighbor problem and receives increasing attention recently in the spatial data index and query. RNNk query is to retrieve all the data po...Reverse k nearest neighbor (RNNk) is a generalization of the reverse nearest neighbor problem and receives increasing attention recently in the spatial data index and query. RNNk query is to retrieve all the data points which use a query point as one of their k nearest neighbors. To answer the RNNk of queries efficiently, the properties of the Voronoi cell and the space-dividing regions are applied. The RNNk of the given point can be found without computing its nearest neighbors every time by using the rank Voronoi cell. With the elementary RNNk query result, the candidate data points of reverse nearest neighbors can he further limited by the approximation with sweepline and the partial extension of query region Q. The approximate minimum average distance (AMAD) can be calculated by the approximate RNNk without the restriction of k. Experimental results indicate the efficiency and the effectiveness of the algorithm and the approximate method in three varied data distribution spaces. The approximate query and the calculation method with the high precision and the accurate recall are obtained by filtrating data and pruning the search space.展开更多
Local inhomogeneity in totally asymmetric simple exclusion processes (TASEPs) with different hopping rates was studied. Many biological and chemical phenomena can be described by these non-equilibrium processes. A s...Local inhomogeneity in totally asymmetric simple exclusion processes (TASEPs) with different hopping rates was studied. Many biological and chemical phenomena can be described by these non-equilibrium processes. A simple approximate theory and extensive Monte Carlo computer simulations were used to calculate the steady-state phase diagrams and bulk densities. It is found that the phase diagram for local inhomogeneity in TASEP with different hopping rates p is qualitatively similar to homogeneous models. Interestingly, there is a saturation point pair (a*, fl*) for the system, which is decided by parameters p and q. There are three stationary phases in the system, when parameter p is fixed (i.e., p=0.8), with the increase of the parameter q, the region of LD/LD and HD/HD phase increases and the HD/LD is the only phase which the region shrinks. The analytical results are in good agreement with simulations.展开更多
In this work, the well-known problem put forward by S N Bernstein in 1930 is studied in a deep step. An operator is constructed by revising double interpolation nodes. It is proved that the operator converges to arbit...In this work, the well-known problem put forward by S N Bernstein in 1930 is studied in a deep step. An operator is constructed by revising double interpolation nodes. It is proved that the operator converges to arbitrary continuous functions uniformly and the convergence order is the best.展开更多
In the seeding operations in order to mitigate the climatic changes or to intervene beneficently on the precipitations process, it is very important to know the roll of the critical radius size of the cloud drops form...In the seeding operations in order to mitigate the climatic changes or to intervene beneficently on the precipitations process, it is very important to know the roll of the critical radius size of the cloud drops formation and its posterior evolution. In the seeding operations programs, the fundament is to determinate the critical radius in order to obtain efficient results. So, it must consider (a) the critical radius size necessary in order to get the better results; (b) the atmospheric conditions that determine it. In order to get a methodology to calculate the critical radius in each atmospheric condition, the present work has been developed. And with them, it can estimate the nuclei size necessary in order to assure good seeding. The authors had obtained approximate values that were good enough to the goals.展开更多
This paper studies the optimization problem with both investment and proportional reinsurance control under the assumption that the surplus process of an insurance entity is represented by a pure diffusion process.The...This paper studies the optimization problem with both investment and proportional reinsurance control under the assumption that the surplus process of an insurance entity is represented by a pure diffusion process.The company can buy proportional reinsurance and invest its surplus into a Black-Scholes risky asset and a risk free asset without restrictions.The authors define absolute ruin as that the liminf of the surplus process is negative infinity and propose absolute ruin minimization as the optimization scenario.Applying the HJB method the authors obtain explicit expressions for the minimal absolute ruin function and the associated optimal investment strategy.The authors find that the minimal absolute ruin function here is convex,but not S-shaped investigated by Luo and Taksar(2011).And finally,from behavioral finance point of view,the authors come to the conclusion:It is the restrictions on investment that results in the kink of minimal absolute ruin function.展开更多
This work is concerned with rates of convergence of numerical methods using Markov chainapproximation for controlled diffusions with stopping (the first exit time from a bounded region).In lieuof considering the assoc...This work is concerned with rates of convergence of numerical methods using Markov chainapproximation for controlled diffusions with stopping (the first exit time from a bounded region).In lieuof considering the associated finite difference schemes for Hamilton-Jacobi-Bellman (HJB) equations,a purely probabilistic approach is used.There is an added difficulty due to the boundary condition,which requires the continuity of the first exit time with respect to the discrete parameter.To prove theconvergence of the algorithm by Markov chain approximation method,a tangency problem might arise.A common approach uses certain conditions to avoid the tangency problem.Here,by modifying thevalue function,it is demonstrated that the tangency problem will not arise in the sense of convergencein probability and in L^1.In addition,controlled diffusions with a discount factor is also treated.展开更多
We derive the adiabatic and non-adiabatic Berry phases in the generalized Jaynes-Cummings model of multi-photon process. The results show that the adiabatic Berry phase is kept a constant π independent of all the par...We derive the adiabatic and non-adiabatic Berry phases in the generalized Jaynes-Cummings model of multi-photon process. The results show that the adiabatic Berry phase is kept a constant π independent of all the parameters, while the non-adiabatic approximate Berry phase is parameter-dependent, proportional to the average photon number m, and tends to be constant with the increasing detuning. In the ease of exact n-photon resonance and an integer ratio of m/n, the two results coincide with each other, otherwise there appears an additional non-trivial phase factor.展开更多
For Hawking radiation, treated as a tunneling process, the no-hair theorem of black hole together with the law of energy conservation is utilized to postulate that the tunneling rate only depends on the external quali...For Hawking radiation, treated as a tunneling process, the no-hair theorem of black hole together with the law of energy conservation is utilized to postulate that the tunneling rate only depends on the external qualities(e.g., the mass for the Schwarzschild black hole) and the energy of the radiated particle. This postulate is justified by the WKB approximation for calculating the tunneling probability. Based on this postulate, a general formula for the tunneling probability is derived without referring to the concrete form of black hole metric. This formula implies an intrinsic correlation between the successive processes of the black hole radiation of two or more particles. It also suggests a kind of entropy conservation and thus resolves the puzzle of black hole information loss in some sense.展开更多
The purpose of this paper is to prove that the quadratic variations of smooth It process in the sense of Malliavin-Nualart can be approximated in Sobolev spaces over the Wiener space by its discrete quadratic variations.
基金Supported by the National Natural Science Foundation of China (60673136)the Natural Science Foundation of Heilongjiang Province of China (F200601)~~
文摘Reverse k nearest neighbor (RNNk) is a generalization of the reverse nearest neighbor problem and receives increasing attention recently in the spatial data index and query. RNNk query is to retrieve all the data points which use a query point as one of their k nearest neighbors. To answer the RNNk of queries efficiently, the properties of the Voronoi cell and the space-dividing regions are applied. The RNNk of the given point can be found without computing its nearest neighbors every time by using the rank Voronoi cell. With the elementary RNNk query result, the candidate data points of reverse nearest neighbors can he further limited by the approximation with sweepline and the partial extension of query region Q. The approximate minimum average distance (AMAD) can be calculated by the approximate RNNk without the restriction of k. Experimental results indicate the efficiency and the effectiveness of the algorithm and the approximate method in three varied data distribution spaces. The approximate query and the calculation method with the high precision and the accurate recall are obtained by filtrating data and pruning the search space.
基金Project(2011FZ050) supported by Applied Basic Research Program of Yunnan Provincial Science and Technology Department,ChinaProject(2011J084) supported by Master Program of Yunnan Province Education Department,China
文摘Local inhomogeneity in totally asymmetric simple exclusion processes (TASEPs) with different hopping rates was studied. Many biological and chemical phenomena can be described by these non-equilibrium processes. A simple approximate theory and extensive Monte Carlo computer simulations were used to calculate the steady-state phase diagrams and bulk densities. It is found that the phase diagram for local inhomogeneity in TASEP with different hopping rates p is qualitatively similar to homogeneous models. Interestingly, there is a saturation point pair (a*, fl*) for the system, which is decided by parameters p and q. There are three stationary phases in the system, when parameter p is fixed (i.e., p=0.8), with the increase of the parameter q, the region of LD/LD and HD/HD phase increases and the HD/LD is the only phase which the region shrinks. The analytical results are in good agreement with simulations.
基金Foundation item: Supported by the National Natural Science Foundation of China(10626045)
文摘In this work, the well-known problem put forward by S N Bernstein in 1930 is studied in a deep step. An operator is constructed by revising double interpolation nodes. It is proved that the operator converges to arbitrary continuous functions uniformly and the convergence order is the best.
文摘In the seeding operations in order to mitigate the climatic changes or to intervene beneficently on the precipitations process, it is very important to know the roll of the critical radius size of the cloud drops formation and its posterior evolution. In the seeding operations programs, the fundament is to determinate the critical radius in order to obtain efficient results. So, it must consider (a) the critical radius size necessary in order to get the better results; (b) the atmospheric conditions that determine it. In order to get a methodology to calculate the critical radius in each atmospheric condition, the present work has been developed. And with them, it can estimate the nuclei size necessary in order to assure good seeding. The authors had obtained approximate values that were good enough to the goals.
基金supported by the National Natural Science Foundation for Young Scholars of China under Grant No.11401556the National Natural Science Foundation of China under Grant Nos.11471304 and 11171321
文摘This paper studies the optimization problem with both investment and proportional reinsurance control under the assumption that the surplus process of an insurance entity is represented by a pure diffusion process.The company can buy proportional reinsurance and invest its surplus into a Black-Scholes risky asset and a risk free asset without restrictions.The authors define absolute ruin as that the liminf of the surplus process is negative infinity and propose absolute ruin minimization as the optimization scenario.Applying the HJB method the authors obtain explicit expressions for the minimal absolute ruin function and the associated optimal investment strategy.The authors find that the minimal absolute ruin function here is convex,but not S-shaped investigated by Luo and Taksar(2011).And finally,from behavioral finance point of view,the authors come to the conclusion:It is the restrictions on investment that results in the kink of minimal absolute ruin function.
基金supported in part by the National Science Foundation under Grant Nos. DMS-0624849 and DMS-0907753in part by the Natural Science Foundation of China under Grant No. #70871055
文摘This work is concerned with rates of convergence of numerical methods using Markov chainapproximation for controlled diffusions with stopping (the first exit time from a bounded region).In lieuof considering the associated finite difference schemes for Hamilton-Jacobi-Bellman (HJB) equations,a purely probabilistic approach is used.There is an added difficulty due to the boundary condition,which requires the continuity of the first exit time with respect to the discrete parameter.To prove theconvergence of the algorithm by Markov chain approximation method,a tangency problem might arise.A common approach uses certain conditions to avoid the tangency problem.Here,by modifying thevalue function,it is demonstrated that the tangency problem will not arise in the sense of convergencein probability and in L^1.In addition,controlled diffusions with a discount factor is also treated.
基金Supported by the National Natural Science Foundation of China under Grants Nos.11075099,11047167,and 11105087
文摘We derive the adiabatic and non-adiabatic Berry phases in the generalized Jaynes-Cummings model of multi-photon process. The results show that the adiabatic Berry phase is kept a constant π independent of all the parameters, while the non-adiabatic approximate Berry phase is parameter-dependent, proportional to the average photon number m, and tends to be constant with the increasing detuning. In the ease of exact n-photon resonance and an integer ratio of m/n, the two results coincide with each other, otherwise there appears an additional non-trivial phase factor.
基金Supported by National Natural Science Foundation of China and the National Fundamental Research Programs of China under Grant Nos. 10874091 and 2006CB921205
文摘For Hawking radiation, treated as a tunneling process, the no-hair theorem of black hole together with the law of energy conservation is utilized to postulate that the tunneling rate only depends on the external qualities(e.g., the mass for the Schwarzschild black hole) and the energy of the radiated particle. This postulate is justified by the WKB approximation for calculating the tunneling probability. Based on this postulate, a general formula for the tunneling probability is derived without referring to the concrete form of black hole metric. This formula implies an intrinsic correlation between the successive processes of the black hole radiation of two or more particles. It also suggests a kind of entropy conservation and thus resolves the puzzle of black hole information loss in some sense.
文摘The purpose of this paper is to prove that the quadratic variations of smooth It process in the sense of Malliavin-Nualart can be approximated in Sobolev spaces over the Wiener space by its discrete quadratic variations.