The formulas of the lower orders of Dirichlet series are given by means of the exponents and the convex regularized sequences of the logarithms and the convex regularized sequences of the logarithms of the moduli of t...The formulas of the lower orders of Dirichlet series are given by means of the exponents and the convex regularized sequences of the logarithms and the convex regularized sequences of the logarithms of the moduli of the coefficients. Corresponding results are obtained for some random Dirichlet series.展开更多
This paper is concerned with the estimation problem for discrete-time stochastic linear systems with possible single unit delay and multiple packet dropouts. Based on a proposed uncertain model in data transmission, a...This paper is concerned with the estimation problem for discrete-time stochastic linear systems with possible single unit delay and multiple packet dropouts. Based on a proposed uncertain model in data transmission, an optimal full-order filter for the state of the system is presented, which is shown to be of the form of employing the received outputs at the current and last time instants. The solution to the optimal filter is given in terms of a Riccati difference equation governed by two binary random variables. The optimal filter is reduced to the standard Kalman filter when there are no random delays and packet dropouts. The steady-state filter is also investigated. A sufficient condition for the existence of the steady-state filter is given. The asymptotic stability of the optimal filter is analyzed.展开更多
This paper studies the random internal wave equations describing the density interface displacements and the velocity potentials of N-layer stratified fluid contained between two rigid walls at the top and bottom. The...This paper studies the random internal wave equations describing the density interface displacements and the velocity potentials of N-layer stratified fluid contained between two rigid walls at the top and bottom. The density interface displacements and the velocity potentials were solved to the second-order by an expansion approach used by Longuet-Higgins （1963） and Dean （1979） in the study of random surface waves and by Song （2004） in the study of second- order random wave solutions for internal waves in a two-layer fluid. The obtained results indicate that the first-order solutions are a linear superposition of many wave components with different amplitudes, wave numbers and frequencies, and that the amplitudes of first-order wave components with the same wave numbers and frequencies between the adjacent density interfaces are modulated by each other. They also show that the second-order solutions consist of two parts： the first one is the first-order solutions, and the second one is the solutions of the second-order asymptotic equations, which describe the second-order nonlinear modification and the second-order wave-wave interactions not only among the wave components on same density interfaces but also among the wave components between the adjacent density interfaces. Both the first-order and second-order solutions depend on the density and depth of each layer. It is also deduced that the results of the present work include those derived by Song （2004） for second-order random wave solutions for internal waves in a two-layer fluid as a particular case.展开更多
This paper discussses the random singular integral of random process with second order moment, establishes the concepts of the random singular integral and proves that it's a linear bounded operator of space Ha(L)...This paper discussses the random singular integral of random process with second order moment, establishes the concepts of the random singular integral and proves that it's a linear bounded operator of space Ha(L)(m, s). Then Plemelj formula and some other properties for random singular integral are proved.展开更多
In the present research, the study of Song (2004) for random interfacial waves in two-layer fluid is extended to the case of fluids moving at different steady uniform speeds. The equations describing the random displa...In the present research, the study of Song (2004) for random interfacial waves in two-layer fluid is extended to the case of fluids moving at different steady uniform speeds. The equations describing the random displacements of the density interface and the associated velocity potentials in two-layer fluid are solved to the second order, and the wave-wave interactions of the wave components and the interactions between the waves and currents are described. As expected, the extended solutions include those obtained by Song (2004) as one special case where the steady uniform currents of the two fluids are taken as zero, and the solutions reduce to those derived by Sharma and Dean (1979) for random surface waves if the density of the upper fluid and the current of the lower fluid are both taken as zero.展开更多
A previous study （Song. 2004. Geophys Res Lett, 31 （15）：L15302） of the second-order solutions for random interracial waves is extended in a constant depth, two-layer fluid system with a rigid lid is extended into...A previous study （Song. 2004. Geophys Res Lett, 31 （15）：L15302） of the second-order solutions for random interracial waves is extended in a constant depth, two-layer fluid system with a rigid lid is extended into a more general case of two-layer fluid with a top free surface. The rigid boundary condition on the upper surface is replaced by the kinematical and dynamical boundary conditions of a free surface, and the equations describing the random displacements of free surface, density-interface and the associated velocity potentials in the two-layer fluid are solved to the second order using the same expansion technology as that of Song （2004. Geophys Res Lett, 31 （15）：L15302）. The results show that the interface and the surface will oscillate synchronously, and the wave fields to the first-order both at the free surface and at the density-interface are made up of a linear superposition of many waves with different amplitudes, wave numbers and frequencies. The second-order solutions describe the second-order wave-wave interactions of the surface wave components, the interface wave components and among the surface and the interface wave components. The extended solutions also include special cases obtained by Thorpe for progressive interracial waves （Thorpe. 1968a.Trans R Soc London, 263A：563～614） and standing interracial waves （Thorpe. 1968b. J Fluid Mech, 32：489-528） for the two-layer fluid with a top free surface. Moreover, the solutions reduce to those derived for random surface waves by Sharma and Dean （1979.Ocean Engineering Rep 20） if the density of the upper layer is much smaller than that of the lower layer.展开更多
This paper deals with the construction of Heun’s method of random initial value problems. Sufficient conditions for their mean square convergence are established. Main statistical properties of the approximations pro...This paper deals with the construction of Heun’s method of random initial value problems. Sufficient conditions for their mean square convergence are established. Main statistical properties of the approximations processes are computed in several illustrative examples.展开更多
In this paper we have found a general subordinator, X, whose range up to time 1, X([0,1)), has similar structure as random re orderings of the Cantor set K(ω).X([0,1)) and K(ω) have the same exact Hausdorff measure...In this paper we have found a general subordinator, X, whose range up to time 1, X([0,1)), has similar structure as random re orderings of the Cantor set K(ω).X([0,1)) and K(ω) have the same exact Hausdorff measure function and the integal test of packing measure.展开更多
On the basis of the second order solution of two-dimensional random gravity waves in finite uniform depth,which is rederived by a perturbation expansion method,the analytical expression of the second order spectrum is...On the basis of the second order solution of two-dimensional random gravity waves in finite uniform depth,which is rederived by a perturbation expansion method,the analytical expression of the second order spectrum is strictly deduced, and for infinite depth, the correct form of the kernel function is given for each octant do main.In fact,the present study improves and corrects the generally accepted results obtained by Tick展开更多
The finite data estimates of the complex fourth-order moments of a signal consisting of random harmonics are analyzed. Conditions for the fourth-order stationarity and ergodicity are obtained. Explicit formulas for th...The finite data estimates of the complex fourth-order moments of a signal consisting of random harmonics are analyzed. Conditions for the fourth-order stationarity and ergodicity are obtained. Explicit formulas for the estimation error and its variance, as well as their limiting large sample values are derived. Finally, a special case relevant to cubic phase coupling is considered, and these results are stated for this case, the variance is shown to comprise an ergodic and a nonergodic part.展开更多
Based on the second order random wave solutions of water wave equations in finite water depth, statistical distributions of the depth integrated local horizontal momentum components are derived by use of the charact...Based on the second order random wave solutions of water wave equations in finite water depth, statistical distributions of the depth integrated local horizontal momentum components are derived by use of the characteristic function expansion method. The parameters involved in the distributions can be all determined by the water depth and the wave number spectrum of ocean waves. As an illustrative example, a fully developed wind generated sea is considered and the parameters are calculated for typical wind speeds and water depths by means of the Donelan and Pierson spectrum. The effects of nonlinearity and water depth on the distributions are also investigated.展开更多
Under the conditions(without independence): (i) There Exists alpha > 0, such that sup E\Z(n)\(alpha) < +infinity, (ii) There Exists beta > 0, such that sup E\Z(n)\(-beta) < +infinity, the random series Sig...Under the conditions(without independence): (i) There Exists alpha > 0, such that sup E\Z(n)\(alpha) < +infinity, (ii) There Exists beta > 0, such that sup E\Z(n)\(-beta) < +infinity, the random series Sigma a(n) Z(n)e(-lambda n) and series' Sigma a(n)e(-lambda ns) a.s. have the same abscissa of convergence, the (R) order, lower order and type.展开更多
Under suitable conditions on {X-n}, the author obtains the important results: it is almost sure that the random integral function f(w) = Sigma (infinity)(n=0) X(n)z(n) (of finite positive order) has no deficient funct...Under suitable conditions on {X-n}, the author obtains the important results: it is almost sure that the random integral function f(w) = Sigma (infinity)(n=0) X(n)z(n) (of finite positive order) has no deficient function, and any direction is a Borel direction (without finite exceptional value) of f(w).展开更多
This paper presents a study on the motion response of a tension-leg platform(TLP) under first-and second-order wave forces, including the mean-drift force, difference and sum-frequency forces. The second-order wave fo...This paper presents a study on the motion response of a tension-leg platform(TLP) under first-and second-order wave forces, including the mean-drift force, difference and sum-frequency forces. The second-order wave force is calculated using the full-field quadratic transfer function(QTF). The coupled effect of the horizontal motions, such as surge, sway and yaw motions, and the set-down motion are taken into consideration by the nonlinear restoring matrix. The time-domain analysis with 50-yr random sea state is performed. A comparison of the results of different case studies is made to assess the influence of second-order wave force on the motions of the platform. The analysis shows that the second-order wave force has a major impact on motions of the TLP. The second-order difference-frequency wave force has an obvious influence on the low-frequency motions of surge and sway, and also will induce a large set-down motion which is an important part of heave motion. Besides, the second-order sum-frequency force will induce a set of high-frequency motions of roll and pitch. However, little influence of second-order wave force is found on the yaw motion.展开更多
The goal of computational science is to develop models that predict phenomena observed in nature. However, these models are often based on parameters that are uncertain. In recent decades, main numerical methods for s...The goal of computational science is to develop models that predict phenomena observed in nature. However, these models are often based on parameters that are uncertain. In recent decades, main numerical methods for solving SPDEs have been used such as, finite difference and finite element schemes [1]-[5]. Also, some practical techniques like the method of lines for boundary value problems have been applied to the linear stochastic partial differential equations, and the outcomes of these approaches have been experimented numerically [7]. In [8]-[10], the author discussed mean square convergent finite difference method for solving some random partial differential equations. Random numerical techniques for both ordinary and partial random differential equations are treated in [4] [10]. As regards applications using explicit analytic solutions or numerical methods, a few results may be found in [5] [6] [11]. This article focuses on solving random heat equation by using Crank-Nicol- son technique under mean square sense and it is organized as follows. In Section 2, the mean square calculus preliminaries that will be required throughout the paper are presented. In Section 3, the Crank-Nicolson scheme for solving the random heat equation is presented. In Section 4, some case studies are showed. Short conclusions are cleared in the end section.展开更多
There are some mathematical models(see Example2.4)and analogous results in standard martingale theorywhich can not be described by the usual fuzzy martingaletheory because of the lack of corresponding semi-orderin the...There are some mathematical models(see Example2.4)and analogous results in standard martingale theorywhich can not be described by the usual fuzzy martingaletheory because of the lack of corresponding semi-orderin the fuzzy number space(E^n,D).In this paper,asuitable semi-order in the fuzzy number space(E^n,D)and the semi-order fuzzy supermartingale and submar-tingale are introduced,the charaterlstics of semi-ordersupermartingales and submartingales,as well as theDood’s stopping theorem for them(the bounded stoppingtimes theorem and the general stopping times theoremfor a class of closable semi-order fuzzy supermartin-gales and submartingales)are established.展开更多
文摘The formulas of the lower orders of Dirichlet series are given by means of the exponents and the convex regularized sequences of the logarithms and the convex regularized sequences of the logarithms of the moduli of the coefficients. Corresponding results are obtained for some random Dirichlet series.
基金supported by Agency for Science,Technology and Research Grant(SERC)(No.0521010037)Natural Science Foundation of China(No.60874062,60828006)NSFC-Guangdong Joint Foundation(No.U0735003)
文摘This paper is concerned with the estimation problem for discrete-time stochastic linear systems with possible single unit delay and multiple packet dropouts. Based on a proposed uncertain model in data transmission, an optimal full-order filter for the state of the system is presented, which is shown to be of the form of employing the received outputs at the current and last time instants. The solution to the optimal filter is given in terms of a Riccati difference equation governed by two binary random variables. The optimal filter is reduced to the standard Kalman filter when there are no random delays and packet dropouts. The steady-state filter is also investigated. A sufficient condition for the existence of the steady-state filter is given. The asymptotic stability of the optimal filter is analyzed.
基金Project supported by the National Science Fund for Distinguished Young Scholars （Grant No 40425015）, the Cooperative Project of Chinese Academy Sciences and the China National 0ffshore oil Corporation （＂Behaviours of internal waves and their roles on the marine structures＂） and the National Natural Science Foundation of China （Grant No10461005）.
文摘This paper studies the random internal wave equations describing the density interface displacements and the velocity potentials of N-layer stratified fluid contained between two rigid walls at the top and bottom. The density interface displacements and the velocity potentials were solved to the second-order by an expansion approach used by Longuet-Higgins （1963） and Dean （1979） in the study of random surface waves and by Song （2004） in the study of second- order random wave solutions for internal waves in a two-layer fluid. The obtained results indicate that the first-order solutions are a linear superposition of many wave components with different amplitudes, wave numbers and frequencies, and that the amplitudes of first-order wave components with the same wave numbers and frequencies between the adjacent density interfaces are modulated by each other. They also show that the second-order solutions consist of two parts： the first one is the first-order solutions, and the second one is the solutions of the second-order asymptotic equations, which describe the second-order nonlinear modification and the second-order wave-wave interactions not only among the wave components on same density interfaces but also among the wave components between the adjacent density interfaces. Both the first-order and second-order solutions depend on the density and depth of each layer. It is also deduced that the results of the present work include those derived by Song （2004） for second-order random wave solutions for internal waves in a two-layer fluid as a particular case.
基金The project is supported by the NSF of China (10271098)Education Foundation of Fujian (JB02083) Science & Technical Development Foundation of Fuzhou University (2003xy-11).
文摘This paper discussses the random singular integral of random process with second order moment, establishes the concepts of the random singular integral and proves that it's a linear bounded operator of space Ha(L)(m, s). Then Plemelj formula and some other properties for random singular integral are proved.
文摘In the present research, the study of Song (2004) for random interfacial waves in two-layer fluid is extended to the case of fluids moving at different steady uniform speeds. The equations describing the random displacements of the density interface and the associated velocity potentials in two-layer fluid are solved to the second order, and the wave-wave interactions of the wave components and the interactions between the waves and currents are described. As expected, the extended solutions include those obtained by Song (2004) as one special case where the steady uniform currents of the two fluids are taken as zero, and the solutions reduce to those derived by Sharma and Dean (1979) for random surface waves if the density of the upper fluid and the current of the lower fluid are both taken as zero.
基金supported by the National Science Foundation for Distinguished Young Scholars of China under contract No.40425015the Cooperative Project of Chinese Academy Sciences and the China National 0ffshore 0il Corporation("Behaviours of internal waves and their roles on the marine stuctures").
文摘A previous study （Song. 2004. Geophys Res Lett, 31 （15）：L15302） of the second-order solutions for random interracial waves is extended in a constant depth, two-layer fluid system with a rigid lid is extended into a more general case of two-layer fluid with a top free surface. The rigid boundary condition on the upper surface is replaced by the kinematical and dynamical boundary conditions of a free surface, and the equations describing the random displacements of free surface, density-interface and the associated velocity potentials in the two-layer fluid are solved to the second order using the same expansion technology as that of Song （2004. Geophys Res Lett, 31 （15）：L15302）. The results show that the interface and the surface will oscillate synchronously, and the wave fields to the first-order both at the free surface and at the density-interface are made up of a linear superposition of many waves with different amplitudes, wave numbers and frequencies. The second-order solutions describe the second-order wave-wave interactions of the surface wave components, the interface wave components and among the surface and the interface wave components. The extended solutions also include special cases obtained by Thorpe for progressive interracial waves （Thorpe. 1968a.Trans R Soc London, 263A：563～614） and standing interracial waves （Thorpe. 1968b. J Fluid Mech, 32：489-528） for the two-layer fluid with a top free surface. Moreover, the solutions reduce to those derived for random surface waves by Sharma and Dean （1979.Ocean Engineering Rep 20） if the density of the upper layer is much smaller than that of the lower layer.
文摘This paper deals with the construction of Heun’s method of random initial value problems. Sufficient conditions for their mean square convergence are established. Main statistical properties of the approximations processes are computed in several illustrative examples.
文摘In this paper we have found a general subordinator, X, whose range up to time 1, X([0,1)), has similar structure as random re orderings of the Cantor set K(ω).X([0,1)) and K(ω) have the same exact Hausdorff measure function and the integal test of packing measure.
文摘On the basis of the second order solution of two-dimensional random gravity waves in finite uniform depth,which is rederived by a perturbation expansion method,the analytical expression of the second order spectrum is strictly deduced, and for infinite depth, the correct form of the kernel function is given for each octant do main.In fact,the present study improves and corrects the generally accepted results obtained by Tick
文摘The finite data estimates of the complex fourth-order moments of a signal consisting of random harmonics are analyzed. Conditions for the fourth-order stationarity and ergodicity are obtained. Explicit formulas for the estimation error and its variance, as well as their limiting large sample values are derived. Finally, a special case relevant to cubic phase coupling is considered, and these results are stated for this case, the variance is shown to comprise an ergodic and a nonergodic part.
文摘Based on the second order random wave solutions of water wave equations in finite water depth, statistical distributions of the depth integrated local horizontal momentum components are derived by use of the characteristic function expansion method. The parameters involved in the distributions can be all determined by the water depth and the wave number spectrum of ocean waves. As an illustrative example, a fully developed wind generated sea is considered and the parameters are calculated for typical wind speeds and water depths by means of the Donelan and Pierson spectrum. The effects of nonlinearity and water depth on the distributions are also investigated.
文摘Under the conditions(without independence): (i) There Exists alpha > 0, such that sup E\Z(n)\(alpha) < +infinity, (ii) There Exists beta > 0, such that sup E\Z(n)\(-beta) < +infinity, the random series Sigma a(n) Z(n)e(-lambda n) and series' Sigma a(n)e(-lambda ns) a.s. have the same abscissa of convergence, the (R) order, lower order and type.
文摘Under suitable conditions on {X-n}, the author obtains the important results: it is almost sure that the random integral function f(w) = Sigma (infinity)(n=0) X(n)z(n) (of finite positive order) has no deficient function, and any direction is a Borel direction (without finite exceptional value) of f(w).
基金supported by the National Natural Science Foundation of China(Nos.51239008 and 51279130)
文摘This paper presents a study on the motion response of a tension-leg platform(TLP) under first-and second-order wave forces, including the mean-drift force, difference and sum-frequency forces. The second-order wave force is calculated using the full-field quadratic transfer function(QTF). The coupled effect of the horizontal motions, such as surge, sway and yaw motions, and the set-down motion are taken into consideration by the nonlinear restoring matrix. The time-domain analysis with 50-yr random sea state is performed. A comparison of the results of different case studies is made to assess the influence of second-order wave force on the motions of the platform. The analysis shows that the second-order wave force has a major impact on motions of the TLP. The second-order difference-frequency wave force has an obvious influence on the low-frequency motions of surge and sway, and also will induce a large set-down motion which is an important part of heave motion. Besides, the second-order sum-frequency force will induce a set of high-frequency motions of roll and pitch. However, little influence of second-order wave force is found on the yaw motion.
文摘The goal of computational science is to develop models that predict phenomena observed in nature. However, these models are often based on parameters that are uncertain. In recent decades, main numerical methods for solving SPDEs have been used such as, finite difference and finite element schemes [1]-[5]. Also, some practical techniques like the method of lines for boundary value problems have been applied to the linear stochastic partial differential equations, and the outcomes of these approaches have been experimented numerically [7]. In [8]-[10], the author discussed mean square convergent finite difference method for solving some random partial differential equations. Random numerical techniques for both ordinary and partial random differential equations are treated in [4] [10]. As regards applications using explicit analytic solutions or numerical methods, a few results may be found in [5] [6] [11]. This article focuses on solving random heat equation by using Crank-Nicol- son technique under mean square sense and it is organized as follows. In Section 2, the mean square calculus preliminaries that will be required throughout the paper are presented. In Section 3, the Crank-Nicolson scheme for solving the random heat equation is presented. In Section 4, some case studies are showed. Short conclusions are cleared in the end section.
文摘There are some mathematical models(see Example2.4)and analogous results in standard martingale theorywhich can not be described by the usual fuzzy martingaletheory because of the lack of corresponding semi-orderin the fuzzy number space(E^n,D).In this paper,asuitable semi-order in the fuzzy number space(E^n,D)and the semi-order fuzzy supermartingale and submar-tingale are introduced,the charaterlstics of semi-ordersupermartingales and submartingales,as well as theDood’s stopping theorem for them(the bounded stoppingtimes theorem and the general stopping times theoremfor a class of closable semi-order fuzzy supermartin-gales and submartingales)are established.
