It is well known that Fleming-Viot superprocesses can be obtained from the Dawson-Watanabe superprocesses by conditioning the latter to have constant total mass. The same question is investigated for measure-valued br...It is well known that Fleming-Viot superprocesses can be obtained from the Dawson-Watanabe superprocesses by conditioning the latter to have constant total mass. The same question is investigated for measure-valued branching processes with interacting intensity independent of the geographical position. It is showed that a sequence of conditioned probability laws of this kind of interacting measure-valued branching processes also approximates to the probability law of Fleming-Viot superprocesses.展开更多
We construct superprocesses with dependent spatial motion(SDSMs)in Euclidean spaces R^(d)with d≥1 and show that,even when they start at some unbounded initial positive Radon measure such as Lebesgue measure on R^(d),...We construct superprocesses with dependent spatial motion(SDSMs)in Euclidean spaces R^(d)with d≥1 and show that,even when they start at some unbounded initial positive Radon measure such as Lebesgue measure on R^(d),their local times exist when d≤3.A Tanaka formula of the local time is also derived.展开更多
Suppose that E is a Lusin topological space. We let (?)(E) denote the σ-algebra on E generated by all open sets, which is referred to as the Borel σ-algebra on E. B(E) denotes the set of all bounded (?)(E)-measurabl...Suppose that E is a Lusin topological space. We let (?)(E) denote the σ-algebra on E generated by all open sets, which is referred to as the Borel σ-algebra on E. B(E) denotes the set of all bounded (?)(E)-measurable functions on E and B(E)^+ denotes the subspace of B(E) comprising non-negative elements. Let M(E) be the totality of finite measures on (E, (?)(E)). Topologize M(E) by the weak convergence topology, so it also becomes a展开更多
A measure-valued diffusion process describing how the measures evolve under flows or "imaginary" flows on Rd is constructed in this paper. The interest of the process is that on the one hand, it can be viewe...A measure-valued diffusion process describing how the measures evolve under flows or "imaginary" flows on Rd is constructed in this paper. The interest of the process is that on the one hand, it can be viewed as a measure-valued flow; on the other hand, the general stochastic flows of measurable maps or kernels do not cover it.展开更多
Exponential trichotomy theory is developed and the Fredholm Alternative Lemma is proved for the system with exponential trichotomies. An application of thesetheories is also given to obtain the persistence condition f...Exponential trichotomy theory is developed and the Fredholm Alternative Lemma is proved for the system with exponential trichotomies. An application of thesetheories is also given to obtain the persistence condition for heteroclinic orbits connecting nonhyperbolic equilibria, which extends the corresponding result of .展开更多
Three different kinds of fluctuation limits (high density fluctuation, small branching fluctuation and large scale fluctuation) of the measure-vained immigration diffusion process are studied,which lead to the general...Three different kinds of fluctuation limits (high density fluctuation, small branching fluctuation and large scale fluctuation) of the measure-vained immigration diffusion process are studied,which lead to the generalized Ornstein-Uhlenbeck diffusion defined by a Langevin equation ofthe type of [1]. The fluctuation limit theorems cover all dimension numbers and give physicalinterpretations to the parameters appearing in the equation.展开更多
In this article, we study the nonlinear stochastic heat equation in the spatial domain R^d subject to a Gaussian noise which is white in time and colored in space. The spatial correlation can be any symmetric, nonnega...In this article, we study the nonlinear stochastic heat equation in the spatial domain R^d subject to a Gaussian noise which is white in time and colored in space. The spatial correlation can be any symmetric, nonnegative and nonnegative-definite function that satisfies Dalang's condition. We establish the existence and uniqueness of a random field solution starting from measure-valued initial data. We find the upper and lower bounds for the second moment. With these moment bounds, we first establish some necessary and sufficient conditions for the phase transition of the moment Lyapunov exponents, which extends the classical results from the stochastic heat equation on Z^d to that on R^d.Then, we prove a localization result for the intermittency fronts, which extends results by Conus and Khoshnevisan [9] from one space dimension to higher space dimension. The linear case has been recently proved by Huang et al [17] using different techniques.展开更多
A water mass in the sea area under investigation is defined as a fuzzy subset in the discourse universe. Possible forms of membership function of water masses in the mixing modified process are discussed with the mixi...A water mass in the sea area under investigation is defined as a fuzzy subset in the discourse universe. Possible forms of membership function of water masses in the mixing modified process are discussed with the mixing theory for conservative concentration of sea water. It may provide bases for making membership functions. Results in this paper may be extended and applied to shallow water. Examples and discussion are given in this paper.展开更多
By introducing a new idea, the authors prove the uniqueness of weak solution of pressureless gases with the large initial data. In particular, uniqueness theorem is obtained in the same functional space as the existen...By introducing a new idea, the authors prove the uniqueness of weak solution of pressureless gases with the large initial data. In particular, uniqueness theorem is obtained in the same functional space as the existence theorem.展开更多
We consider a general piecewise deterministic Markov process(PDMP) X = {X_t}_(t≥0) with a measure-valued generator A, for which the conditional distribution function of the inter-occurrence time is not necessarily ab...We consider a general piecewise deterministic Markov process(PDMP) X = {X_t}_(t≥0) with a measure-valued generator A, for which the conditional distribution function of the inter-occurrence time is not necessarily absolutely continuous. A general form of the exponential martingales that are associated with X is given by■By considering this exponential martingale to be a likelihood-ratio process, we define a new probability measure and show that the process X is still a general PDMP under the new probability measure. We additionally find the new measure-valued generator and its domain. To illustrate our results, we investigate the continuous-time compound binomial model.展开更多
We study the quasi-random choice method （QRCM） for the Liouville equation of ge- ometrical optics with discontinuous locM wave speed. This equation arises in the phase space computation of high frequency waves throu...We study the quasi-random choice method （QRCM） for the Liouville equation of ge- ometrical optics with discontinuous locM wave speed. This equation arises in the phase space computation of high frequency waves through interfaces, where waves undergo partial transmissions and reflections. The numerical challenges include interface, contact discon- tinuities, and measure-valued solutions. The so-called QRCM is a random choice method based on quasi-random sampling （a deterministic alternative to random sampling）. The method not only is viscosity-free but also provides faster convergence rate. Therefore, it is appealing for the prob!em under study which is indeed a Hamiltonian flow. Our analy- sis and computational results show that the QRCM 1） is almost first-order accurate even with the aforementioned discontinuities; 2） gives sharp resolutions for all discontinuities encountered in the problem; and 3） for measure-valued solutions, does not need the level set decomposition for finite difference/volume methods with numerical viscosities.展开更多
文摘It is well known that Fleming-Viot superprocesses can be obtained from the Dawson-Watanabe superprocesses by conditioning the latter to have constant total mass. The same question is investigated for measure-valued branching processes with interacting intensity independent of the geographical position. It is showed that a sequence of conditioned probability laws of this kind of interacting measure-valued branching processes also approximates to the probability law of Fleming-Viot superprocesses.
基金Partial funding in support of this work was provided by the Natural Sciences and Engineering Research Council of Canada(NSERC)the Department of Mathematics at the University of Oregon。
文摘We construct superprocesses with dependent spatial motion(SDSMs)in Euclidean spaces R^(d)with d≥1 and show that,even when they start at some unbounded initial positive Radon measure such as Lebesgue measure on R^(d),their local times exist when d≤3.A Tanaka formula of the local time is also derived.
文摘Suppose that E is a Lusin topological space. We let (?)(E) denote the σ-algebra on E generated by all open sets, which is referred to as the Borel σ-algebra on E. B(E) denotes the set of all bounded (?)(E)-measurable functions on E and B(E)^+ denotes the subspace of B(E) comprising non-negative elements. Let M(E) be the totality of finite measures on (E, (?)(E)). Topologize M(E) by the weak convergence topology, so it also becomes a
基金This work was supported by Fok Ying Tung Education Foundation(Grant No.101002)New Century Excellent Talent Program of Minstry of Education(2005)+2 种基金the Scientific Research Foundation for the Returned Overseas Chinese Scholars,State Education Ministrythe National Natural Science Foundation of China(Grant No.10571051)SRFDP(Grant No.20040542006).
文摘A measure-valued diffusion process describing how the measures evolve under flows or "imaginary" flows on Rd is constructed in this paper. The interest of the process is that on the one hand, it can be viewed as a measure-valued flow; on the other hand, the general stochastic flows of measurable maps or kernels do not cover it.
文摘Exponential trichotomy theory is developed and the Fredholm Alternative Lemma is proved for the system with exponential trichotomies. An application of thesetheories is also given to obtain the persistence condition for heteroclinic orbits connecting nonhyperbolic equilibria, which extends the corresponding result of .
文摘Three different kinds of fluctuation limits (high density fluctuation, small branching fluctuation and large scale fluctuation) of the measure-vained immigration diffusion process are studied,which lead to the generalized Ornstein-Uhlenbeck diffusion defined by a Langevin equation ofthe type of [1]. The fluctuation limit theorems cover all dimension numbers and give physicalinterpretations to the parameters appearing in the equation.
基金supported by the National Research Foundation of Korea (NRF-2017R1C1B1005436)the TJ Park Science Fellowship of POSCO TJ Park Foundation
文摘In this article, we study the nonlinear stochastic heat equation in the spatial domain R^d subject to a Gaussian noise which is white in time and colored in space. The spatial correlation can be any symmetric, nonnegative and nonnegative-definite function that satisfies Dalang's condition. We establish the existence and uniqueness of a random field solution starting from measure-valued initial data. We find the upper and lower bounds for the second moment. With these moment bounds, we first establish some necessary and sufficient conditions for the phase transition of the moment Lyapunov exponents, which extends the classical results from the stochastic heat equation on Z^d to that on R^d.Then, we prove a localization result for the intermittency fronts, which extends results by Conus and Khoshnevisan [9] from one space dimension to higher space dimension. The linear case has been recently proved by Huang et al [17] using different techniques.
文摘A water mass in the sea area under investigation is defined as a fuzzy subset in the discourse universe. Possible forms of membership function of water masses in the mixing modified process are discussed with the mixing theory for conservative concentration of sea water. It may provide bases for making membership functions. Results in this paper may be extended and applied to shallow water. Examples and discussion are given in this paper.
文摘By introducing a new idea, the authors prove the uniqueness of weak solution of pressureless gases with the large initial data. In particular, uniqueness theorem is obtained in the same functional space as the existence theorem.
基金supported by National Natural Science Foundation of China (Grant No. 11471218)Hebei Higher School Science and Technology Research Projects (Grant No. ZD20131017)
文摘We consider a general piecewise deterministic Markov process(PDMP) X = {X_t}_(t≥0) with a measure-valued generator A, for which the conditional distribution function of the inter-occurrence time is not necessarily absolutely continuous. A general form of the exponential martingales that are associated with X is given by■By considering this exponential martingale to be a likelihood-ratio process, we define a new probability measure and show that the process X is still a general PDMP under the new probability measure. We additionally find the new measure-valued generator and its domain. To illustrate our results, we investigate the continuous-time compound binomial model.
文摘We study the quasi-random choice method （QRCM） for the Liouville equation of ge- ometrical optics with discontinuous locM wave speed. This equation arises in the phase space computation of high frequency waves through interfaces, where waves undergo partial transmissions and reflections. The numerical challenges include interface, contact discon- tinuities, and measure-valued solutions. The so-called QRCM is a random choice method based on quasi-random sampling （a deterministic alternative to random sampling）. The method not only is viscosity-free but also provides faster convergence rate. Therefore, it is appealing for the prob!em under study which is indeed a Hamiltonian flow. Our analy- sis and computational results show that the QRCM 1） is almost first-order accurate even with the aforementioned discontinuities; 2） gives sharp resolutions for all discontinuities encountered in the problem; and 3） for measure-valued solutions, does not need the level set decomposition for finite difference/volume methods with numerical viscosities.
