Generalised theory on asymptotic stability and boundedness of stochastic functional differential equations

Asymptotic stability and boundedness have been two of most popular topics in the study of stochastic functional differential equations (SFDEs) (see e.g. Appleby and Reynolds (2008), Appleby and Rodkina (2009), Basin and Rodkina (2008), Khasminskii (1980), Mao (1995), Mao (1997), Mao (2007), Rodkina and Basin (2007), Shu, Lam, and Xu (2009), Yang, Gao, Lam, and Shi (2009), Yuan and Lygeros (2005) and Yuan and Lygeros (2006)). In general, the existing results on asymptotic stability and boundedness of SFDEs require (i) the coefficients of the SFDEs obey the local Lipschitz condition and the linear growth condition; (ii) the diffusion operator of the SFDEs acting on a C2,1-function be bounded by a polynomial with the same order as the C2,1-function. However, there are many SFDEs which do not obey the linear growth condition. Moreover, for such highly nonlinear SFDEs, the diffusion operator acting on a C2,1-function is generally bounded by a polynomial with a higher order than the C2,1-function. Hence the existing criteria on stability and boundedness for SFDEs are not applicable andwesee the necessity to develop new criteria. Our main aim in this paper is to establish new criteria where the linear growth condition is no longer needed while the up-bound for the diffusion operator may take a much more general form

Probing the momentum dependence of medium modifications of the nucleon-nucleon elastic cross sections

The momentum dependence of the medium modifications on nucleon-nucleon elastic cross sections is discussed with microscopic transport theories and numerically investigated with an updated UrQMD microscopic transport model. The semi-peripheral Au+Au reaction at beam energy $E_b=400A$ MeV is adopted as an example. It is found that the uncertainties of the momentum dependence on medium modifications of cross sections influence the yields of free nucleons and their collective flows as functions of their transverse momentum and rapidity. Among these observables, the elliptic flow is sensitively dependent on detailed forms of the momentum dependence and more attention should be paid. The elliptic flow is hardly influenced by the probable splitting effect of the neutron-neutron and proton-proton cross sections so that one might pin down the mass splitting effect of the mean-field level at high beam energies and high nuclear densities by exploring the elliptic flow of nucleons or light clusters.Comment: 13 pages, 6 figures, 1 tabl

Image Restoration Using Very Deep Convolutional Encoder-Decoder Networks with Symmetric Skip Connections

In this paper, we propose a very deep fully convolutional encoding-decoding framework for image restoration such as denoising and super-resolution. The network is composed of multiple layers of convolution and de-convolution operators, learning end-to-end mappings from corrupted images to the original ones. The convolutional layers act as the feature extractor, which capture the abstraction of image contents while eliminating noises/corruptions. De-convolutional layers are then used to recover the image details. We propose to symmetrically link convolutional and de-convolutional layers with skip-layer connections, with which the training converges much faster and attains a higher-quality local optimum. First, The skip connections allow the signal to be back-propagated to bottom layers directly, and thus tackles the problem of gradient vanishing, making training deep networks easier and achieving restoration performance gains consequently. Second, these skip connections pass image details from convolutional layers to de-convolutional layers, which is beneficial in recovering the original image. Significantly, with the large capacity, we can handle different levels of noises using a single model. Experimental results show that our network achieves better performance than all previously reported state-of-the-art methods.Comment: Accepted to Proc. Advances in Neural Information Processing Systems (NIPS'16). Content of the final version may be slightly different. Extended version is available at http://arxiv.org/abs/1606.0892

Almost sure exponential stability of backward Euler–Maruyama discretizations for hybrid stochastic differential equations

This is a continuation of the first author's earlier paper [1] jointly with Pang and Deng, in which the authors established some sufficient conditions under which the Euler-Maruyama (EM) method can reproduce the almost sure exponential stability of the test hybrid SDEs. The key condition imposed in [1] is the global Lipschitz condition. However, we will show in this paper that without this global Lipschitz condition the EM method may not preserve the almost sure exponential stability. We will then show that the backward EM method can capture the almost sure exponential stability for a certain class of highly nonlinear hybrid SDEs

Leading Effect of CP Violation with Four Generations

In the Standard Model with a fourth generation of quarks, we study the relation between the Jarlskog invariants and the triangle areas in the 4-by-4 CKM matrix. To identify the leading effects that may probe the CP violation in processes involving quarks, we invoke small mass and small angle expansions, and show that these leading effects are enhanced considerably compared to the three generation case by the large masses of fourth generation quarks. We discuss the leading effect in several cases, in particular the possibility of large CP violation in $b \to s$ processes, which echoes the heightened recent interest because of experimental hints.Comment: 12 pages, no figur

Approximate solutions of stochastic differential delay equations with Markovian switching

Our main aim is to develop the existence theory for the solutions to stochastic differential delay equations with Markovian switching (SDDEwMSs) and to establish the convergence theory for the Euler-Maruyama approximate solutions under the local Lipschitz condition. As an application, our results are used to discuss a stochastic delay population system with Markovian switching