Properties of solutions of stochastic differential equations driven by the G-Brownian motion

In this paper, we study the differentiability of solutions of stochastic differential equations driven by the $G$-Brownian motion with respect to the initial data and the parameter. In addition, the stability of solutions of stochastic differential equations driven by the $G$-Brownian motion is obtained

Strong laws of large numbers for sub-linear expectations

We investigate three kinds of strong laws of large numbers for capacities with a new notion of independently and identically distributed (IID) random variables for sub-linear expectations initiated by Peng. It turns out that these theorems are natural and fairly neat extensions of the classical Kolmogorov's strong law of large numbers to the case where probability measures are no longer additive. An important feature of these strong laws of large numbers is to provide a frequentist perspective on capacities.Comment: 10 page

On the threshold-width of graphs

The GG-width of a class of graphs GG is defined as follows. A graph G has GG-width k if there are k independent sets N1,...,Nk in G such that G can be embedded into a graph H in GG such that for every edge e in H which is not an edge in G, there exists an i such that both endpoints of e are in Ni. For the class TH of threshold graphs we show that TH-width is NP-complete and we present fixed-parameter algorithms. We also show that for each k, graphs of TH-width at most k are characterized by a finite collection of forbidden induced subgraphs

An Invariance Principle of G-Brownian Motion for the Law of the Iterated Logarithm under G-expectation

The classical law of the iterated logarithm (LIL for short)as fundamental limit theorems in probability theory play an important role in the development of probability theory and its applications. Strassen (1964) extended LIL to large classes of functional random variables, it is well known as the invariance principle for LIL which provide an extremely powerful tool in probability and statistical inference. But recently many phenomena show that the linearity of probability is a limit for applications, for example in finance, statistics. As while a nonlinear expectation--- G-expectation has attracted extensive attentions of mathematicians and economists, more and more people began to study the nature of the G-expectation space. A natural question is: Can the classical invariance principle for LIL be generalized under G-expectation space? This paper gives a positive answer. We present the invariance principle of G-Brownian motion for the law of the iterated logarithm under G-expectation

Multiple G-It\^{o} integral in the G-expectation space

In this paper, motivated by mathematic finance we introduce the multiple G-It\^{o} integral in the G-expectation space, then investigate how to calculate. We get the the relationship between Hermite polynomials and multiple G-It\^{o} integrals which is a natural extension of the classical result obtained by It\^{o} in 1951.Comment: 9 page

The Tychonoff uniqueness theorem for the G-heat equation

In this paper, we obtain the Tychonoff uniqueness theorem for the G-heat equation

The scattering of a cylindrical invisibility cloak: reduced parameters and optimization

We investigate the scattering of 2D cylindrical invisibility cloaks with simplified constitutive parameters with the assistance of scattering coefficients. We show that the scattering of the cloaks originates not only from the boundary conditions but also from the spatial variation of the component of permittivity/permeability. According to our formulation, we propose some restrictions to the invisibility cloak in order to minimize its scattering after the simplification has taken place. With our theoretical analysis, it is possible to design a simplified cloak by using some peculiar composites like photonic crystals (PCs) which mimic an effective refractive index landscape rather than offering effective constitutives, meanwhile canceling the scattering from the inner and outer boundaries.Comment: Accepted for J. Phys.

Topological Gauge Structure and Phase Diagram for Weakly Doped Antiferromagnets

We show that the topological gauge structure in the phase string theory of the {\rm t-J} model gives rise to a global phase diagram of antiferromagnetic (AF) and superconducting (SC) phases in a weakly doped regime. Dual confinement and deconfinement of holons and spinons play essential roles here, with a quantum critical point at a doping concentration $x_c\simeq 0.043$. The complex experimental phase diagram at low doping is well described within such a framework.Comment: 4 pages, 2 figures, modified version, to appear in Phys. Rev. Let

Hawking radiation, W-infinity algebra and trace anomalies

We apply the "trace anomaly method" to the calculation of moments of the Hawking radiation of a Schwarzschild black hole. We show that they can be explained as the fluxes of chiral currents forming a W-infinity algebra. Then we construct the covariant version of these currents and verify that up to order 6 they are not affected by any trace anomaly. Using cohomological methods we show that actually, for the fourth order current, no trace anomalies can exist. The results reported here are strictly valid in two dimensions.Comment: 22 pages, typos correcte