Deriving crystallizing probability model from classical mechanics
Deriving crystallizing probability model from classical mechanics
批准号:
21740063
负责人:
LIANG Song
金额:
$2.75万
依托单位:
依托单位国家:
日本
项目类别:
Grant-in-Aid for Young Scientists (B)
财政年份:
2009
资助国家:
日本
项目状态:
已结题
起止时间:
2009 至 2012
中文摘要
把重粒子(S)置于理想气体环境中,一个系统由无限多个具有一定初始分布的轻粒子组成,并假设粒子之间的相互作用是非随机的。我们对重粒子(S)在轻粒子质量收敛到0时的极限行为感兴趣。当恰好存在两个不同类型的重粒子时,我们证明了所考虑的随机过程的分布收敛于有反射的扩散;对于两个重粒子类型相同且具有相对效率的情况,我们通过证明相应的随机微分方程的收敛,得到了候选极限过程的具体表达式。对于具有一个重粒子的一维情形,也研究了与波动环境类似的问题。
英文摘要
Put heavy particle(s) into an ideal gas environment, a system consists of infinitely many light particles with a certain initial distribution, and assume that the interactions between particles are non-random. We are interested in the problem of the limit behavior of the heavy particle(s) when the mass of the light particles converges to 0. When there are exact two heavy particles of different types, we proved that the distribution of the considered stochastic process converges to a diffusion with reflecting; for the case where the two heavy particles are of same type with relative efficiency, we found the concrete expression of the candidate limit process by proving the convergence of the corresponding stochastic differential equation. The similar problem with wave environment is also studied for the case with one heavy particle and in one-dimension.
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Stochastic Hamiltonian Equation With Uniform Motion Area
均匀运动区域的随机哈密顿方程
DOI:
--
发表时间:
2013
期刊:
Dynamic Systems and Applications
影响因子:
--
作者:
[Song Liang, Song Liang, Song Liang]
通讯作者:
Song Liang
A Formula to Compute Implied Volatility, with Error Estimate
带误差估计的隐含波动率计算公式
DOI:
10.4036/iis.2009.267
发表时间:
2009
期刊:
Interdisciplinary Information Sciences
影响因子:
--
作者:
[N. Shakhlevich, A. Shioura, V. Strusevich, Y. Tahara and S. Liang]
通讯作者:
Y. Tahara and S. Liang
A classical mechanical model of Brownian motion with one particle coupled to a random wave field
一个粒子与随机波场耦合的布朗运动经典力学模型
DOI:
10.1080/07362994.2012.668444
发表时间:
2012
期刊:
Stochastic Analysis and Applications
影响因子:
1.3
作者:
[吉川紘史, 横山啓太, Keita Yokoyama, A. Shioura, 川上裕, Akira Sakai, Keita Yokoyama, T.Yamamoto, Akiyoshi Shioura, Yu Kawakami, Keita Yokoyama, Akira Sakai, Takahiro Yamamoto, S. Kusuoka and S. Liang]
通讯作者:
S. Kusuoka and S. Liang
DOI:
10.1142/s0129055x10004077
发表时间:
2010
期刊:
Reviews in Mathematical Physics
影响因子:
1.8
作者:
[Keita Yokoyama, Sam Sanders, Takahiro Yamamoto, 坂井哲, A. Shioura, Yu Kawakami, S. Kusuoka and S. Liang]
通讯作者:
S. Kusuoka and S. Liang
DOI:
--
发表时间:
2010
期刊:
Reviews in Math.Physics
影响因子:
--
作者:
[Shigeo Kusuoka, Song Liang]
通讯作者:
Song Liang
Deriving stochastic crystal model from Hamiltonian dynamical system and the effect of relative effecacy
-
批准号:25800056
-
项目类别:Grant-in-Aid for Young Scientists (B)
-
资助金额:$2.66万
-
财政年份:2013
-
负责人:LIANG Song
-
依托单位:
Deriving Diffusion Processes from Newtonian Mechanics
-
批准号:18740041
-
项目类别:Grant-in-Aid for Young Scientists (B)
-
资助金额:$2.18万
-
财政年份:2006
-
负责人:LIANG Song
-
依托单位:
海外基金