STOCHASTIC MODEL OF PERIODIC OPERATION PERFORMANCE FOR THE CONTINUOUS COUNTER－CURRENT ADSORPTION PROCESS

A stochastic model is developed to predict the peniodic operation performance ofthe continuous counter-current adsorption process. The model takes into account theeffects of random backmixing of particles, axial dispersion of liquid phase, liquid- film mass transfer, intraparticle diffusion and panticle shape, and can revealclearly the behavior of solid and liquid phase in adsorption process. The simulation results agree with the experimental data rather well.

Numerical solution of stochastic Ito^(^)-Volterra integral equations based on Bernstein multi-scaling polynomials

In this paper,first,Bernstein multi-scaling polynomials(BMSPs)and their properties are introduced.These polynomials are obtained by compressing Bernstein polynomials(BPs)under sub-intervals.Then,by using these polynomials,stochastic operational matrices of integration are generated.Moreover,by transforming the stochastic integral equation to a system of algebraic equations and solving this system using Newton’s method,the approximate solution of the stochastic Ito^(^)-Volterra integral equation is obtained.To illustrate the efficiency and accuracy of the proposed method,some examples are presented and the results are compared with other methods.

INVARIANT REPRESENTATION FOR STOCHASTIC DIFFERENTIAL OPERATOR BY BSDES WITH UNIFORMLY CONTINUOUS COEFFICIENTS AND ITS APPLICATIONS

In this paper, we prove that a kind of second order stochastic differential op- erator can be represented by the limit of solutions of BSDEs with uniformly continuous coefficients. This result is a generalization of the representation for the uniformly continuous generator. With the help of this representation, we obtain the corresponding converse comparison theorem for the BSDEs with uniformly continuous coefficients, and get some equivalent relationships between the properties of the generator g and the associated solutions of BSDEs. Moreover, we give a new proof about g-convexity.

Classification of Bipartite and Tripartite Qutrit Entanglement Under SLOCC

We classify biqutrit and triqutrit pure states under stochastic local operations and classical communication. By investigating the right singular vector spaces of the coefticient matrices of the states, we obtain explicitly two equivalent classes of biqutrit states and twelve equivalent classes of triqutrit states respectively.

THE ASYMPTOTIC PROPERTIES OF WEIGHTED MARKOV OPERATORS

Let (X, ∑, μ) be a σ-finite measure space, P : LI → L1 be a Markov operator, and Qt = ∑n=0 ∞ qn(t)Pn, where {qn(t)} be a sequence satisfying:i) qn(t) ≥ 0 and ∑n=0 ∞ qn(t)=1 for all t >0;ii)lim (q0(t) + ∑n=1 ∞ |qn(t) -qn-1(t)|) = 0.t→∞f ∈ L1, it is proved that Qt(f) convergent strongly to a fixed point of P as t → 0 if and only if {Qt(f)}t>0 is precompact. Qt(f) is convergent if and only if the ergodic mean operator An(f) is convergent, and they have the same limit. If P is a double stochastic operator then lim Qtf = E(f|∑0) for all f ∈ L1, where ∑0 is the invariant σ-algebra ofP. Some related results are also given.

A New Representation for Second Order Stochastic Integral-differential Operators and Its Applications

In this paper, we＇ll prove new representation theorems for a kind of second order stochastic integral- differential operator by stochastic differential equations （SDEs） and backward stochastic differential equations （BSDEs） with jumps, and give some applications.

Counting extreme U1 matrices and characterizing quadratic doubly stochastic operators

The U1 matrix and extreme U1 matrix were successfully used to study quadratic doubly stochastic operators by R. Ganikhodzhaev and F. Shahidi [Linear Algebra Appl., 2010, 432： 24-35], where a necessary condition for a U1 matrix to be extreme was given. S. Yang and C. Xu [Linear Algebra Appl., 2013, 438： 3905-3912] gave a necessary and sufficient condition for a symmetric nonnegative matrix to be an extreme U1 matrix and investigated the structure of extreme U1 matrices. In this paper, we count the number of the permutation equivalence classes of the n × n extreme U1 matrices and characterize the structure of the quadratic stochastic operators and the quadratic doubly stochastic operators.

LYAPUNOV EXPONENT AND ROTATION NUMBER FOR STOCHASTIC DIRAC OPERATORS

In this paper, we consider the stochastic Dirac operatoron a polish space (Ω,β, P). The relation between the Lyapunov index, rotation number andthe spectrum of Lis discussed. The existence of the Lyapunov index and rotation number isshown. By using the W-T functions and W-function we prove the theorems for Las in Kotani[1], [2] for Schrodinger operatorB, and in Johnson [5] for Dirac operators on compact space.

Discrete time dynamics of a SIRD reinfection model

This paper deals with a discrete-time dynamical system generated by a modified susceptible-infected-recovered-dead model(SIRD model;nonlinear operator)in threedimensional simplex.We introduce a novel approach that incorporates the SIRD model with the quadratic stochastic operator(QSO)that allows for real-time forecasting.The basic reproductive number Ro is obtained.We describe the set of fixed points of the operator and demonstrate that all fixed points are non-hyperbolic.Further,we study the asymptotical behavior of the trajectories of this system and show that SIRD operators havea regularity property.