An extent join to compute path expressions containing parent-children andancestor-descendent operations and two path expression optimization rules, path-shortening andpath-complementing, are presented in this paper. P...An extent join to compute path expressions containing parent-children andancestor-descendent operations and two path expression optimization rules, path-shortening andpath-complementing, are presented in this paper. Path-shortening reduces the number of joins byshortening the path while path-complementing optimizes the path execution by using an equivalentcomplementary path expression to compute the original one. Experimental results show that thealgorithms proposed are more efficient than traditional algorithms.展开更多
Let u={u(t,x);(t,x)∈R_(+)×R}be the solution to a linear stochastic heat equation driven by a Gaussian noise,which is a Brownian motion in time and a fractional Brownian motion in space with Hurst parameter H∈(0...Let u={u(t,x);(t,x)∈R_(+)×R}be the solution to a linear stochastic heat equation driven by a Gaussian noise,which is a Brownian motion in time and a fractional Brownian motion in space with Hurst parameter H∈(0,1).For any given x∈R(resp.,t∈R_(+)),we show a decomposition of the stochastic process t(→)u(t,x)(resp.,x(→)u(t,x))as the sum of a fractional Brownian motion with Hurst parameter H/2(resp.,H)and a stochastic process with C^(∞)-continuous trajectories.Some applications of those decompositions are discussed.展开更多
文摘An extent join to compute path expressions containing parent-children andancestor-descendent operations and two path expression optimization rules, path-shortening andpath-complementing, are presented in this paper. Path-shortening reduces the number of joins byshortening the path while path-complementing optimizes the path execution by using an equivalentcomplementary path expression to compute the original one. Experimental results show that thealgorithms proposed are more efficient than traditional algorithms.
基金the National Natural Science Foundation of China(Grant No.11871382)the Fundamental Research Funds for the Central Universities 2042020kf0031.
文摘Let u={u(t,x);(t,x)∈R_(+)×R}be the solution to a linear stochastic heat equation driven by a Gaussian noise,which is a Brownian motion in time and a fractional Brownian motion in space with Hurst parameter H∈(0,1).For any given x∈R(resp.,t∈R_(+)),we show a decomposition of the stochastic process t(→)u(t,x)(resp.,x(→)u(t,x))as the sum of a fractional Brownian motion with Hurst parameter H/2(resp.,H)and a stochastic process with C^(∞)-continuous trajectories.Some applications of those decompositions are discussed.
