1,729 research outputs found
Self-consistent Force Scheme in the Discrete Boltzmann Equation
In the work of N. Martys et al. [Nicos S. Martys, Xiaowen Shan, Hudong Chen,
Phys. Rev. E, Vol. 58, Num.5, 1998 ], a self-consistent force term to any order
in the Boltzmann-BKG equation is derived by the Hermite basis with raw
velocity. As an extension, in the present work, the force term is expanded by
the Hermite basis with the relative velocity in the comoving coordinate and the
Hermite basis with the relative velocity scaled by the local temperature. It is
found that the force scheme proposed by He et al. [Xiaoyi He, Xiaowen Shan,
Gary D. Doolen, Phys. Rev. E, Vol. 57, Num.1,1998] can be derived by the
Hermite basis with the relative velocity. Furthermore, another new force scheme
in which the velocity is scaled by the local temperature is obtained.Comment: this is a pure theoretical work associated with the force scheme for
the discrete Boltzmann equation. It has 7 pages, 0 figure. This work is
prepared to be submited to Physical Review serie
Local times for spectrally negative L\'evy processes
For spectrally negative L\'evy processes, adapting an approach from
\cite{BoLi:sub1} we identify joint
Laplace transforms involving local times evaluated at either the first
passage times, or independent exponential times, or inverse local times. The
Laplace transforms are expressed in terms of the associated scale functions.
Connections are made with the permanental process and the Markovian loop soup
measure.Comment: 23 page
An integral test on time dependent local extinction for super-coalescing Brownian motion with Lebesgue initial measure
This paper concerns the almost sure time dependent local extinction behavior
for super-coalescing Brownian motion with -stable branching and
Lebesgue initial measure on \bR. We first give a representation of using
excursions of a continuous state branching process and Arratia's coalescing
Brownian flow. For any nonnegative, nondecreasing and right continuous function
, put
\tau:=\sup \{t\geq 0: X_t([-g(t),g(t)])>0 \}. We prove that
\bP\{\tau=\infty\}=0 or 1 according as the integral is finite or infinite.Comment: 14 page
A Chaotic Cipher Mmohocc and Its Randomness Evaluation
After a brief introduction to a new chaotic stream cipher Mmohocc which
utilizes the fundamental chaos characteristics of mixing, unpredictability, and
sensitivity to initial conditions, we conducted the randomness statistical
tests against the keystreams generated by the cipher. Two batteries of most
stringent randomness tests, namely the NIST Suite and the Diehard Suite, were
performed. The results showed that the keystreams have successfully passed all
the statistical tests. We conclude that Mmohocc can generate high-quality
pseudorandom numbers from a statistical point of view.Comment: 8 pages, 4 figures, and 3 tables, submitted to ICCS0
A Chaotic Cipher Mmohocc and Its Security Analysis
In this paper we introduce a new chaotic stream cipher Mmohocc which utilizes
the fundamental chaos characteristics. The designs of the major components of
the cipher are given. Its cryptographic properties of period, auto- and
cross-correlations, and the mixture of Markov processes and spatiotemporal
effects are investigated. The cipher is resistant to the related-key-IV
attacks, Time/Memory/Data tradeoff attacks, algebraic attacks, and chosen-text
attacks. The keystreams successfully passed two batteries of statistical tests
and the encryption speed is comparable with RC4.Comment: 14 pages, 4 figures, 4 table
A distribution-function-valued SPDE and its applications
In this paper we further study the stochastic partial differential equation
first proposed by Xiong (2013). Under localized conditions on the coefficients
we show that the solution is in fact distribution-function-valued and we
establish the pathwise uniqueness of the solution. As applications we obtain
the well-posedness of the martingale problems for two classes of measure-valued
diffusions: interacting super-Brownian motions and interacting Fleming-Viot
processes. Properties of the two superprocesses such as the existence of
density fields and the extinction behaviors are also studied
How long does the surplus stay close to its historical high?
In this paper we find the Laplace transforms of the weighted occupation times
for a spectrally negative L\'evy surplus process to spend below its running
maximum up to the first exit times. The results are expressed in terms of
generalized scale functions. For step weight functions, the Laplace transforms
can be further expressed in terms of scale functions.Comment: 19page
Branching Particle Systems in Spectrally One-sided Levy Processes
We investigate the branching structure coded by the excursion above zero of a
spectrally positive Levy process. The main idea is to identify the level of the
Levy excursion as the time and count the number of jumps upcrossing the level.
By regarding the size of a jump as the birth site of a particle, we construct a
branching particle system in which the particles undergo nonlocal branchings
and deterministic spatial motions to the left on the positive half line. A
particle is removed from the system as soon as it reaches the origin. Then a
measure-valued Borel right Markov process can be defined as the counting
measures of the particle system. Its total mass evolves according to a
Crump-Mode-Jagers branching process and its support represents the residual
life times of those existing particles. A similar result for spectrally
negative Levy process is established by a time reversal approach. Properties of
the measure-valued processes can be studied via the excursions for the
corresponding Levy processes.Comment: 23pages, 2 figure
Multi-Map Orbit Hopping Chaotic Stream Cipher
In this paper we propose a multi-map orbit hopping chaotic stream cipher that
utilizes the idea of spread spectrum mechanism for secure digital
communications and fundamental chaos characteristics of mixing, unpredictable,
and extremely sensitive to initial conditions. The design, key and subkeys, and
detail implementation of the system are addressed. A variable number of well
studied chaotic maps form a map bank. And the key determines how the system
hops between multiple orbits, and it also determines the number of maps, the
number of orbits for each map, and the number of sample points for each orbits.
A detailed example is provided.Comment: 9 page
A general continuous-state nonlinear branching process
In this paper we consider the unique nonnegative solution to the following
generalized version of the stochastic differential equation for a
continuous-state branching process. \beqnn X_t \ar=\ar
x+\int_0^t\gamma_0(X_s)\dd s+\int_0^t\int_0^{\gamma_1(X_{s-})} W(\dd s,\dd
u)\cr \ar\ar\qquad+\int_0^t\int_{0}^\infty\int_0^{\gamma_2(X_{s-})}
z\tilde{N}(\dd s, \dd z, \dd u), \eeqnn where W(\dd t,\dd u) and
\tilde{N}(\dd s, \dd z, \dd u) denote a Gaussian white noise and an
independent compensated spectrally positive Poisson random measure,
respectively, and and are functions on
\mbb{R}_+ with both and taking nonnegative values.
Intuitively, this process can be identified as a continuous-state branching
process with population-size-dependent branching rates and with competition.
Using martingale techniques we find rather sharp conditions on extinction,
explosion and coming down from infinity behaviors of the process. Some
Foster-Lyapunov type criteria are also developed for such a process. More
explicit results are obtained when are power functions
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