Multiple Sclerosis(MS) is a major cause of neurological disability in adults and has an annual cost of approximately $28 billion in the United States. MS is a very complex disorder as demyelination can happen in a v...Multiple Sclerosis(MS) is a major cause of neurological disability in adults and has an annual cost of approximately $28 billion in the United States. MS is a very complex disorder as demyelination can happen in a variety of locations throughout the brain; therefore, this disease is never the same in two patients making it very hard to predict disease progression. A modeling approach which combines clinical, biological and imaging measures to help treat and fight this disorder is needed. In this paper, I will outline MS as a very heterogeneous disorder, review some potential solutions from the literature, demonstrate the need for a biomarker and will discuss how computational modeling combined with biological, clinical and imaging data can help link disparate observations and decipher complex mechanisms whose solutions are not amenable to simple reductionism.展开更多
Based on protein-DNA complex crystal structural data in up-to-date Nucleic Acid Database,the related parameters of DNA Kinetic Structure were investigated by Monte-Carlo Multiple Integrals on the base of modified DNA ...Based on protein-DNA complex crystal structural data in up-to-date Nucleic Acid Database,the related parameters of DNA Kinetic Structure were investigated by Monte-Carlo Multiple Integrals on the base of modified DNA structure statistical mechanical model,and time complexity and precision were analyzed on the calculated results.展开更多
This paper investigates the stability of time-delay systems via a multiple integral approach. Based on the refined Jensen-based inequality, a novel multiple integral inequality is proposed. Applying the multiple integ...This paper investigates the stability of time-delay systems via a multiple integral approach. Based on the refined Jensen-based inequality, a novel multiple integral inequality is proposed. Applying the multiple integral inequality to estimate the derivative of Lyapunov-Krasovskii functional(LKF) with multiple integral terms, a novel stability condition is formulated for the linear time-delay systems. Two numerical examples are employed to demonstrate the improvements of our results.展开更多
In this article, we study the rate of convergence of the polygonal approximation to multiple stochastic integral Sp (f) of fractional Brownian motion of Hurst parameter H 〈 1/2 when the fractional Brownian motion i...In this article, we study the rate of convergence of the polygonal approximation to multiple stochastic integral Sp (f) of fractional Brownian motion of Hurst parameter H 〈 1/2 when the fractional Brownian motion is replaced by its polygonal approximation. Under different conditions on f and for different p, we obtain different rates.展开更多
In this paper, we have investigated the problem of the convergence rate of the multiple integralwhere f ∈ Cn+1([0, T ]n) is a given function, π is a partition of the interval [0, T ] and {BtHi ,π} is a family of...In this paper, we have investigated the problem of the convergence rate of the multiple integralwhere f ∈ Cn+1([0, T ]n) is a given function, π is a partition of the interval [0, T ] and {BtHi ,π} is a family of interpolation approximation of fractional Brownian motion BtH with Hurst parameter H 1/2. The limit process is the multiple Stratonovich integral of the function f . In view of known results, the convergence rate is different for different multiplicity n. Under some mild conditions, we obtain that the uniform convergence rate is 2H in the mean square sense, where is the norm of the partition generating the approximations.展开更多
In the G-expectation space, we propose the multiple Itô?integral, which is driven by multi-dimensional G-Brownian motion. We prove the recursive relationship of multiple G-Itô?integrals by G-It&#...In the G-expectation space, we propose the multiple Itô?integral, which is driven by multi-dimensional G-Brownian motion. We prove the recursive relationship of multiple G-Itô?integrals by G-Itôformula and mathematical induction, and we obtain some computational formulas for a kind of multiple G-Itô?integrals.展开更多
In this paper, the authors study the mapping properties of singular integrals on product domains with kernels in L(log+L)ε(Sm-1 × Sn-1) (ε = 1 or 2) supported by hyper-surfaces. The Lp bounds for such si...In this paper, the authors study the mapping properties of singular integrals on product domains with kernels in L(log+L)ε(Sm-1 × Sn-1) (ε = 1 or 2) supported by hyper-surfaces. The Lp bounds for such singular integral operators as well as the related Marcinkiewicz integral operators are established, provided that the lower dimensional maximal function is bounded on Lq(R3) for all q 1. The condition on the integral kernels is known to be optimal.展开更多
The global stabilization problem of the multiple-integrator system by bounded controls is considered. A nonlinear feedback law consisting of nested saturation functions is proposed. This type of nonlinear feedback law...The global stabilization problem of the multiple-integrator system by bounded controls is considered. A nonlinear feedback law consisting of nested saturation functions is proposed. This type of nonlinear feedback law that is a modification and generalization of the result given in [1] needs only [(n + 1)/2] (n is the dimensions of the system) saturation elements, which is fewer than that which the other nonlinear laws need. Furthermore, the poles of the closedloop system can be placed on any location on the left real axis when none of the saturation elements in the control laws is saturated. This type of nonlinear control law exhibits a simpler structure and can significantly improve the transient performances of the closed-loop system, and is very superior to the other existing methods. Simulation on a fourth-order system is used to validate the proposed method.展开更多
In this paper, the multiple stochastic integral with respect to a Wiener D'-process is defined. And also it is shown that for a D'-valued nonlinear random functional there exists a sequence of multiple integra...In this paper, the multiple stochastic integral with respect to a Wiener D'-process is defined. And also it is shown that for a D'-valued nonlinear random functional there exists a sequence of multiple integral kernels such that the nonlinear functional can be expanded by series of multiple Wiener integrals of the integral kernels with respect to the Wiener D'-process.展开更多
By using the weight function method,the matching parameters of the half discrete Hilbert type multiple integral inequality with a non-homogeneous kernel K(n,||x||ρ,m)=G(nλ1||x||ρmλ,2)are discussed,some equivalent ...By using the weight function method,the matching parameters of the half discrete Hilbert type multiple integral inequality with a non-homogeneous kernel K(n,||x||ρ,m)=G(nλ1||x||ρmλ,2)are discussed,some equivalent conditions of the optimal matching parameter are established,and the expression of the optimal constant factor is obtained.Finally,their applications in operator theory are considered.展开更多
In this paper we consider the approximation for functions in some subspaces of L^2 by spherical means of their Fourier integrals and Fourier series on set of full measure. Two main theorems are obtained.
In this paper, by introducing the norm ||x|| (x ∈ Rn), a multiple Hardy- Hilbert's integral inequality with the best constant factor and it's equivalent form are given.
In this paper we consider lim _(R-) B_R^(f,x_0), in one case that f_x_0 (t) is a ABMV function on [0, ∞], and in another case that f∈L_(m-1)~1(R~) and x^k/~kf∈BV(R) when |k| = m-1 and f(x) = 0 when |x -x_0|<δ f...In this paper we consider lim _(R-) B_R^(f,x_0), in one case that f_x_0 (t) is a ABMV function on [0, ∞], and in another case that f∈L_(m-1)~1(R~) and x^k/~kf∈BV(R) when |k| = m-1 and f(x) = 0 when |x -x_0|<δ for some δ>0. Our theormes improve the results of Pan Wenjie ([1]).展开更多
This paper explores multiple model adaptive estimation(MMAE) method, and with it, proposes a novel filtering algorithm. The proposed algorithm is an improved Kalman filter— multiple model adaptive estimation unscente...This paper explores multiple model adaptive estimation(MMAE) method, and with it, proposes a novel filtering algorithm. The proposed algorithm is an improved Kalman filter— multiple model adaptive estimation unscented Kalman filter(MMAE-UKF) rather than conventional Kalman filter methods,like the extended Kalman filter(EKF) and the unscented Kalman filter(UKF). UKF is used as a subfilter to obtain the system state estimate in the MMAE method. Single model filter has poor adaptability with uncertain or unknown system parameters,which the improved filtering method can overcome. Meanwhile,this algorithm is used for integrated navigation system of strapdown inertial navigation system(SINS) and celestial navigation system(CNS) by a ballistic missile's motion. The simulation results indicate that the proposed filtering algorithm has better navigation precision, can achieve optimal estimation of system state, and can be more flexible at the cost of increased computational burden.展开更多
In this article, some properties of complex Wiener-It? multiple integrals and complex Ornstein-Uhlenbeck operators and semigroups are obtained. Those include Stroock’s formula, Hu-Meyer formula, Clark-Ocone formula, ...In this article, some properties of complex Wiener-It? multiple integrals and complex Ornstein-Uhlenbeck operators and semigroups are obtained. Those include Stroock’s formula, Hu-Meyer formula, Clark-Ocone formula, and the hypercontractivity of complex Ornstein-Uhlenbeck semigroups. As an application, several expansions of the fourth moments of complex Wiener-It? multiple integrals are given.展开更多
Using multiple stochastic integrals and the stochastic calculus for the frac-tional Brownian sheet, we define and we analyze the 2D-fractional stochastic currents.
In this paper,by making use of Divergence theorem for multiple integrals,we establish some integral inequalities for Schur convex functions defined on bodies B⊂R^(n)that are symmetric,convex and have nonempty interior...In this paper,by making use of Divergence theorem for multiple integrals,we establish some integral inequalities for Schur convex functions defined on bodies B⊂R^(n)that are symmetric,convex and have nonempty interiors.Examples for three dimensional balls are also provided.展开更多
In this paper,we study the asymptotic properties for the drift parameter estimators in the fractional Ornstein-Uhlenbeck process with periodic mean function and long range dependence.The Cremér-type moderate devi...In this paper,we study the asymptotic properties for the drift parameter estimators in the fractional Ornstein-Uhlenbeck process with periodic mean function and long range dependence.The Cremér-type moderate deviations,as well as the moderation deviation principle with explicit rate function can be obtained.展开更多
In the Stratonovich-Taylor and Stratonovich-Taylor-Hall discretization schemes for stochastic differential equations (SDEs), there appear two types of multiple stochastic integrals respectively. The present work is to...In the Stratonovich-Taylor and Stratonovich-Taylor-Hall discretization schemes for stochastic differential equations (SDEs), there appear two types of multiple stochastic integrals respectively. The present work is to approximate these multiple stochastic integrals by converting them into systems of simple SDEs and solving the systems by lower order numerical schemes. The reliability of this approach is clarified in theory and demonstrated in numerical examples. In consequence, the results are applied to the strong discretization of both continuous and jump SDEs.展开更多
This paper shows that W<sup>1,P</sup>-quasiconvexity is a necessary and sufficient condition of swlsc (sw<sup>*</sup>lsc) for multiple integrals with a Caratheodory function as the variationa...This paper shows that W<sup>1,P</sup>-quasiconvexity is a necessary and sufficient condition of swlsc (sw<sup>*</sup>lsc) for multiple integrals with a Caratheodory function as the variational function, bounded by 0≤f(x,u,ξ)≤g(x,u)(|ξ|<sup>P</sup>+1), (if 1≤p≤+∞), where g(x, u) is also a Caratheodory function, or 0≤f(x,u,ξ)≤+∞, (if p=+∞). The result for W<sup>k,p</sup>-quasiconvexity is also shown.展开更多
文摘Multiple Sclerosis(MS) is a major cause of neurological disability in adults and has an annual cost of approximately $28 billion in the United States. MS is a very complex disorder as demyelination can happen in a variety of locations throughout the brain; therefore, this disease is never the same in two patients making it very hard to predict disease progression. A modeling approach which combines clinical, biological and imaging measures to help treat and fight this disorder is needed. In this paper, I will outline MS as a very heterogeneous disorder, review some potential solutions from the literature, demonstrate the need for a biomarker and will discuss how computational modeling combined with biological, clinical and imaging data can help link disparate observations and decipher complex mechanisms whose solutions are not amenable to simple reductionism.
基金Supported by Inner Mongolia Natural Science Foundation(200711020112)Innovation Fundation of Inner Mongolia University of Science and Technology (2009NC064)~~
文摘Based on protein-DNA complex crystal structural data in up-to-date Nucleic Acid Database,the related parameters of DNA Kinetic Structure were investigated by Monte-Carlo Multiple Integrals on the base of modified DNA structure statistical mechanical model,and time complexity and precision were analyzed on the calculated results.
基金supported by the National Natural Science Foundation of China(61473070,61433004,61627809)SAPI Fundamental Research Funds(2013ZCX01,2013ZCX14)
文摘This paper investigates the stability of time-delay systems via a multiple integral approach. Based on the refined Jensen-based inequality, a novel multiple integral inequality is proposed. Applying the multiple integral inequality to estimate the derivative of Lyapunov-Krasovskii functional(LKF) with multiple integral terms, a novel stability condition is formulated for the linear time-delay systems. Two numerical examples are employed to demonstrate the improvements of our results.
基金partially supported by NNSF of China (60534080)the firstauthor is supported in part by the National Science Foundation (DMS0504783)
文摘In this article, we study the rate of convergence of the polygonal approximation to multiple stochastic integral Sp (f) of fractional Brownian motion of Hurst parameter H 〈 1/2 when the fractional Brownian motion is replaced by its polygonal approximation. Under different conditions on f and for different p, we obtain different rates.
基金supported by the scientific research fund of Central South University for Nationalities (YZZ09005)
文摘In this paper, we have investigated the problem of the convergence rate of the multiple integralwhere f ∈ Cn+1([0, T ]n) is a given function, π is a partition of the interval [0, T ] and {BtHi ,π} is a family of interpolation approximation of fractional Brownian motion BtH with Hurst parameter H 1/2. The limit process is the multiple Stratonovich integral of the function f . In view of known results, the convergence rate is different for different multiplicity n. Under some mild conditions, we obtain that the uniform convergence rate is 2H in the mean square sense, where is the norm of the partition generating the approximations.
文摘In the G-expectation space, we propose the multiple Itô?integral, which is driven by multi-dimensional G-Brownian motion. We prove the recursive relationship of multiple G-Itô?integrals by G-Itôformula and mathematical induction, and we obtain some computational formulas for a kind of multiple G-Itô?integrals.
基金Supported by the NSFC (10771054, 10971141, 11071200)the NFS of Beijing (1092004)the NFS of Fujian Province (2010J01013)
文摘In this paper, the authors study the mapping properties of singular integrals on product domains with kernels in L(log+L)ε(Sm-1 × Sn-1) (ε = 1 or 2) supported by hyper-surfaces. The Lp bounds for such singular integral operators as well as the related Marcinkiewicz integral operators are established, provided that the lower dimensional maximal function is bounded on Lq(R3) for all q 1. The condition on the integral kernels is known to be optimal.
基金the Major Program of National Natural Science Foundation of China (No.60710002)Program for Changjiang Scholars and Innovative Research Team in university.
文摘The global stabilization problem of the multiple-integrator system by bounded controls is considered. A nonlinear feedback law consisting of nested saturation functions is proposed. This type of nonlinear feedback law that is a modification and generalization of the result given in [1] needs only [(n + 1)/2] (n is the dimensions of the system) saturation elements, which is fewer than that which the other nonlinear laws need. Furthermore, the poles of the closedloop system can be placed on any location on the left real axis when none of the saturation elements in the control laws is saturated. This type of nonlinear control law exhibits a simpler structure and can significantly improve the transient performances of the closed-loop system, and is very superior to the other existing methods. Simulation on a fourth-order system is used to validate the proposed method.
文摘In this paper, the multiple stochastic integral with respect to a Wiener D'-process is defined. And also it is shown that for a D'-valued nonlinear random functional there exists a sequence of multiple integral kernels such that the nonlinear functional can be expanded by series of multiple Wiener integrals of the integral kernels with respect to the Wiener D'-process.
基金Supported by National Natural Science Foundation of China(Grant No.12071491)Guangzhou Science and Technology Plan Project(Grant No.202102080177).
文摘By using the weight function method,the matching parameters of the half discrete Hilbert type multiple integral inequality with a non-homogeneous kernel K(n,||x||ρ,m)=G(nλ1||x||ρmλ,2)are discussed,some equivalent conditions of the optimal matching parameter are established,and the expression of the optimal constant factor is obtained.Finally,their applications in operator theory are considered.
文摘In this paper we consider the approximation for functions in some subspaces of L^2 by spherical means of their Fourier integrals and Fourier series on set of full measure. Two main theorems are obtained.
文摘In this paper, by introducing the norm ||x|| (x ∈ Rn), a multiple Hardy- Hilbert's integral inequality with the best constant factor and it's equivalent form are given.
文摘In this paper we consider lim _(R-) B_R^(f,x_0), in one case that f_x_0 (t) is a ABMV function on [0, ∞], and in another case that f∈L_(m-1)~1(R~) and x^k/~kf∈BV(R) when |k| = m-1 and f(x) = 0 when |x -x_0|<δ for some δ>0. Our theormes improve the results of Pan Wenjie ([1]).
基金supported by the National Basic Research Program of China(973Program)(2014CB744206)
文摘This paper explores multiple model adaptive estimation(MMAE) method, and with it, proposes a novel filtering algorithm. The proposed algorithm is an improved Kalman filter— multiple model adaptive estimation unscented Kalman filter(MMAE-UKF) rather than conventional Kalman filter methods,like the extended Kalman filter(EKF) and the unscented Kalman filter(UKF). UKF is used as a subfilter to obtain the system state estimate in the MMAE method. Single model filter has poor adaptability with uncertain or unknown system parameters,which the improved filtering method can overcome. Meanwhile,this algorithm is used for integrated navigation system of strapdown inertial navigation system(SINS) and celestial navigation system(CNS) by a ballistic missile's motion. The simulation results indicate that the proposed filtering algorithm has better navigation precision, can achieve optimal estimation of system state, and can be more flexible at the cost of increased computational burden.
基金Supported by NSFC(11871079)NSFC (11731009)Center for Statistical Science,PKU
文摘In this article, some properties of complex Wiener-It? multiple integrals and complex Ornstein-Uhlenbeck operators and semigroups are obtained. Those include Stroock’s formula, Hu-Meyer formula, Clark-Ocone formula, and the hypercontractivity of complex Ornstein-Uhlenbeck semigroups. As an application, several expansions of the fourth moments of complex Wiener-It? multiple integrals are given.
基金Partially supported by the ANR grant "Masterie" BLAN 012103Support by the CNCS grant "PN-II-ID-PCE-2011-3-0593"
文摘Using multiple stochastic integrals and the stochastic calculus for the frac-tional Brownian sheet, we define and we analyze the 2D-fractional stochastic currents.
文摘In this paper,by making use of Divergence theorem for multiple integrals,we establish some integral inequalities for Schur convex functions defined on bodies B⊂R^(n)that are symmetric,convex and have nonempty interiors.Examples for three dimensional balls are also provided.
基金supported by the Natural Science Foundation of Jiangsu Province of China(Grant No.BK20231435)Fundamental Research Funds for the Central Universities(Grant No.NS2022069)supported by Natural Science Foundation of Zhejiang Province(Grant No.LY19A010004)。
文摘In this paper,we study the asymptotic properties for the drift parameter estimators in the fractional Ornstein-Uhlenbeck process with periodic mean function and long range dependence.The Cremér-type moderate deviations,as well as the moderation deviation principle with explicit rate function can be obtained.
文摘In the Stratonovich-Taylor and Stratonovich-Taylor-Hall discretization schemes for stochastic differential equations (SDEs), there appear two types of multiple stochastic integrals respectively. The present work is to approximate these multiple stochastic integrals by converting them into systems of simple SDEs and solving the systems by lower order numerical schemes. The reliability of this approach is clarified in theory and demonstrated in numerical examples. In consequence, the results are applied to the strong discretization of both continuous and jump SDEs.
文摘This paper shows that W<sup>1,P</sup>-quasiconvexity is a necessary and sufficient condition of swlsc (sw<sup>*</sup>lsc) for multiple integrals with a Caratheodory function as the variational function, bounded by 0≤f(x,u,ξ)≤g(x,u)(|ξ|<sup>P</sup>+1), (if 1≤p≤+∞), where g(x, u) is also a Caratheodory function, or 0≤f(x,u,ξ)≤+∞, (if p=+∞). The result for W<sup>k,p</sup>-quasiconvexity is also shown.