Stable L\'{e}vy diffusion and related model fitting

A fractional advection-dispersion equation (fADE) has been advocated for heavy-tailed flows where the usual Brownian diffusion models fail. A stochastic differential equation (SDE) driven by a stable L\'{e}vy process gives a forward equation that matches the space-fractional advection-dispersion equation and thus gives the stochastic framework of particle tracking for heavy-tailed flows. For constant advection and dispersion coefficient functions, the solution to such SDE itself is a stable process and can be derived easily by least square parameter fitting from the observed flow concentration data. However, in a more generalized scenario, a closed form for the solution to a stable SDE may not exist. We propose a numerical method for solving/generating a stable SDE in a general set-up. The method incorporates a discretized finite volume scheme with the characteristic line to solve the fADE or the forward equation for the Markov process that solves the stable SDE. Then we use a numerical scheme to generate the solution to the governing SDE using the fADE solution. Also, often the functional form of the advection or dispersion coefficients are not known for a given plume concentration data to start with. We use a Levenberg--Marquardt (L-M) regularization method to estimate advection and dispersion coefficient function from the observed data (we present the case for a linear advection) and proceed with the SDE solution construction described above.Comment: Published at https://doi.org/10.15559/18-VMSTA106 in the Modern Stochastics: Theory and Applications (https://vmsta.org/) by VTeX (http://www.vtex.lt/

Passive scheme with a photon-number-resolving detector for monitoring the untrusted source in a plug-and-play quantum-key-distribution system

A passive scheme with a beam splitter and a photon-number-resolving (PNR) detector is proposed to verify the photon statistics of an untrusted source in a plug-and-play quantum-key-distribution system by applying a three-intensity decoy-state protocol. The practical issues due to statistical fluctuation and detection noise are analyzed. The simulation results show that the scheme can work efficiently when the total number of optical pulses sent from Alice to Bob is above 10^8, and the dark count rate of the PNR detector is below 0.5 counts/pulse, which is realizable with current techniques. Furthermore, we propose a practical realization of the PNR detector with a variable optical attenuator combined with a threshold detector.Comment: 8 pages, 6 figure

Quantum spatial-periodic harmonic model for daily price-limited stock markets

We investigate the behavior of stocks in daily price-limited stock markets by purposing a quantum spatial-periodic harmonic model. The stock price is presumed to oscillate and damp in a quantum spatial-periodic harmonic oscillator potential well. Complicated non-linear relations including inter-band positive correlation and intra-band negative correlation between the volatility and the trading volume of stocks are derived by considering the energy band structure of the model. The validity of price limitation is then examined and abnormal phenomena of a price-limited stock market (Shanghai Stock Exchange) of China are studied by applying our quantum model.Comment: 8 pages, 9 figure

Proof of the deadlock-freeness of ALD routing algorithm

This is the appendix to the paper Load-Balanced Adaptive Routing for Torus Networks to provide a detailed, formal proof of the deadlock-freeness of the routing algorithm proposed in the paper. The paper is submitted to Electronics Letters, and the abstract of which is as follows: A new routing algorithm for torus interconnection networks to achieve high throughput on various traffic patterns, Adaptive Load-balanced routing with cycle Detection (ALD), is presented. Instead of the -channels scheme adopted in a few recently proposed algorithms of the same category, a cycle detection scheme is employed in ALD to handle deadlock, which leads to higher routing adaptability. Simulation results demonstrate that ALD achieves higher throughput than the recently proposed algorithms on both benign and adversarial traffic patterns

Optical Monitoring of the Seyfert Galaxy NGC 4151 and Possible Periodicities in the Historical Light Curve

We report B, V, and R band CCD photometry of the Seyfert galaxy NGC 4151 obtained with the 1.0-m telescope at Weihai Observatory of Shandong University and the 1.56-m telescope at Shanghai Astronomical Observatory from 2005 December to 2013 February. Combining all available data from literature, we have constructed a historical light curve from 1910 to 2013 to study the periodicity of the source using three different methods (the Jurkevich method, the Lomb-Scargle periodogram method and the Discrete Correlation Function method). We find possible periods of P_1=4\pm0.1, P_2=7.5\pm0.3 and P_3=15.9\pm0.3 yr.Comment: 8 pages, 5 figures, Accepted by Research in Astronomy and Astrophysic