scholarly journals Explicit Solutions of the Extended Skorokhod Problems in Affine Transformations of Time-Dependent Strata

2021 ◽  
Vol 2021 ◽  
pp. 1-10
Author(s):  
Marek Slaby
Keyword(s):  
Coordinate System ◽  
Explicit Formula ◽  
Special Class ◽  
Time Dependent ◽  
Explicit Solutions ◽  
Affine Transformations ◽  
Skorokhod Problem ◽  
Special Cases ◽  
Lipschitz Constants ◽  
Lipschitz Properties

The goal of this paper is to expand the explicit formula for the solutions of the Extended Skorokhod Problem developed earlier for a special class of constraining domains in ℝ n with orthogonal reflection fields. We examine how affine transformations convert solutions of the Extended Skorokhod Problem into solutions of the new problem for the transformed constraining system. We obtain an explicit formula for the solutions of the Extended Skorokhod Problem for any ℝ n - valued càdlàg function with the constraining set that changes in time and the reflection field naturally defined by any basis. The evolving constraining set is a region sandwiched between two graphs in the coordinate system generating the reflection field. We discuss the Lipschitz properties of the extended Skorokhod map and derive Lipschitz constants in special cases of constraining sets of this type.

Interconnected birth and death processes

1968 ◽  
Vol 5 (02) ◽  
pp. 334-349 ◽  
Author(s):  
Prem S. Puri
Keyword(s):  
Limit Theorems ◽  
Probability Generating Function ◽  
Random Variables ◽  
Time Dependent ◽  
Explicit Solutions ◽  
Transition Rates ◽  
Birth And Death Processes ◽  
Death Rates ◽  
Standard Methods ◽  
Special Cases

SummaryTwo cases of multiple linearly interconnected linear birth and death processes are considered. It is found that in general the solution of the Kolmogorov differential equations for the probability generating function (p.g.f)gof the random variables involved is not obtainable by standard methods, although one can obtain moments of the random variables from these equations. A method is considered for obtaining an approximate solution forg.This is based on the introduction of a sequence of stochastic processes such that the sequence {f(n)} of their p.g.f.'s tends togasn → ∞in an appropriate manner. The method is applied to the simple case of two birth and death processes with birth and death rates λiandμi, i =1,2, interconnected linearly with transition rates v andδ(see Figure 2). For this case some limit theorems are established and the probability of ultimate extinction of both the processes is considered. In addition, for the special cases (i) λ1=δ= 0, with the remaining rates time dependent and (ii) λ2=δ= 0, with the remaining rates constant, explicit solutions forgare obtained and studied.

scholarly journals Generalization of Heron’s and Brahmagupta’s equalities to any cyclic polygon

2021 ◽  
Author(s):  
Paolo Dulio ◽  
Enrico Laeng
Keyword(s):  
Explicit Formula ◽  
Symmetric Function ◽  
Explicit Solutions ◽  
Elementary Approach ◽  
The Real ◽  
Simple Geometry ◽  
Special Cases ◽  
Cyclic Polygon

AbstractIt is well known that Heron’s equality provides an explicit formula for the area of a triangle, as a symmetric function of the lengths of its edges. It has been extended by Brahmagupta to quadrilaterals inscribed in a circle (cyclic quadrilaterals). A natural problem is trying to further generalize the result to cyclic polygons with a larger number of edges. Surprisingly, this has proved to be far from simple, and no explicit solutions exist for cyclic polygons having $$n>4$$ n > 4 edges. In this paper we investigate such a problem by following a new and elementary approach, based on the idea that the simple geometry underlying Heron’s and Brahmagupta’s equalities hides the real players of the game. In details, we propose to focus on the dissection of the edges determined by the incircles of a suitable triangulation of the cyclic polygon, showing that this approach leads to an explicit formula for the area as a symmetric function of the lengths of these segments. We also show that such a symmetry can be rediscovered in Heron’s and Brahmagupta’s results, which consequently represent special cases of the provided general equality.

Interconnected birth and death processes

1968 ◽  
Vol 5 (2) ◽  
pp. 334-349 ◽  
Author(s):  
Prem S. Puri
Keyword(s):  
Limit Theorems ◽  
Probability Generating Function ◽  
Random Variables ◽  
Time Dependent ◽  
Explicit Solutions ◽  
Transition Rates ◽  
Birth And Death Processes ◽  
Death Rates ◽  
Standard Methods ◽  
Special Cases

SummaryTwo cases of multiple linearly interconnected linear birth and death processes are considered. It is found that in general the solution of the Kolmogorov differential equations for the probability generating function (p.g.f) g of the random variables involved is not obtainable by standard methods, although one can obtain moments of the random variables from these equations. A method is considered for obtaining an approximate solution for g. This is based on the introduction of a sequence of stochastic processes such that the sequence {f(n)} of their p.g.f.'s tends to g as n → ∞ in an appropriate manner. The method is applied to the simple case of two birth and death processes with birth and death rates λi and μi, i = 1,2, interconnected linearly with transition rates v and δ (see Figure 2). For this case some limit theorems are established and the probability of ultimate extinction of both the processes is considered. In addition, for the special cases (i) λ1 = δ = 0, with the remaining rates time dependent and (ii) λ2 = δ = 0, with the remaining rates constant, explicit solutions for g are obtained and studied.

scholarly journals Coagulation Processes with Gibbsian Time Evolution

2012 ◽  
Vol 49 (03) ◽  
pp. 612-626
Author(s):  
Boris L. Granovsky ◽  
Alexander V. Kryvoshaev
Keyword(s):  
Stochastic Process ◽  
Recurrence Relation ◽  
Time Evolution ◽  
Nonnegative Function ◽  
Gibbs Distribution ◽  
Time Dependent ◽  
Explicit Solutions ◽  
Gibbs Distributions ◽  
Giant Cluster ◽  
Positive Integers

We prove that a stochastic process of pure coagulation has at any timet≥ 0 a time-dependent Gibbs distribution if and only if the rates ψ(i,j) of single coagulations are of the form ψ(i;j) =if(j) +jf(i), wherefis an arbitrary nonnegative function on the set of positive integers. We also obtain a recurrence relation for weights of these Gibbs distributions that allow us to derive the general form of the solution and the explicit solutions in three particular cases of the functionf. For the three corresponding models, we study the probability of coagulation into one giant cluster by timet> 0.

scholarly journals The Maximal Number of Runs in Standard Sturmian Words

10.37236/2473 ◽  
2013 ◽  
Vol 20 (1) ◽  
Author(s):  
Paweł Baturo ◽  
Marcin Piątkowski ◽  
Wojciech Rytter
Keyword(s):  
Explicit Formula ◽  
Special Class ◽  
Linear Time ◽  
Infinite Sequence ◽  
Integer Sequence ◽  
Sturmian Word ◽  
Compact Representations ◽  
Sturmian Words ◽  
Standard Word

We investigate some repetition problems for a very special class $\mathcal{S}$ of strings called the standard Sturmian words, which  have very compact representations in terms of sequences of integers. Usually the size of this word is exponential with respect to the size of its integer sequence, hence we are dealing with repetition problems in compressed strings. An explicit formula is given for the number $\rho(w)$ of runs in a standard word $w$. We show that $\rho(w)/|w|\le 4/5$ for each $w\in S$, and  there is an infinite sequence of strictly growing words $w_k\in {\mathcal{S}}$ such that $\lim_{k\rightarrow \infty} \frac{\rho(w_k)}{|w_k|} = \frac{4}{5}$. Moreover, we show how to compute the number of runs in a standard Sturmian word in linear time with respect to the size of its compressed representation.

scholarly journals Algebraically Solvable Problems: Describing Polynomials as Equivalent to Explicit Solutions

10.37236/734 ◽  
2008 ◽  
Vol 15 (1) ◽  
Author(s):  
Uwe Schauz
Keyword(s):  
Combinatorial Nullstellensatz ◽  
Algebraic Solution ◽  
Explicit Solutions ◽  
Polynomial Map ◽  
Combinatorial Number Theory ◽  
Special Cases ◽  
The Matrix ◽  
Grid Points ◽  
Algebraic Solutions ◽  
Solvable Problems

The main result of this paper is a coefficient formula that sharpens and generalizes Alon and Tarsi's Combinatorial Nullstellensatz. On its own, it is a result about polynomials, providing some information about the polynomial map $P|_{\mathfrak{X}_1\times\cdots\times\mathfrak{X}_n}$ when only incomplete information about the polynomial $P(X_1,\dots,X_n)$ is given.In a very general working frame, the grid points $x\in \mathfrak{X}_1\times\cdots\times\mathfrak{X}_n$ which do not vanish under an algebraic solution – a certain describing polynomial $P(X_1,\dots,X_n)$ – correspond to the explicit solutions of a problem. As a consequence of the coefficient formula, we prove that the existence of an algebraic solution is equivalent to the existence of a nontrivial solution to a problem. By a problem, we mean everything that "owns" both, a set ${\cal S}$, which may be called the set of solutions; and a subset ${\cal S}_{\rm triv}\subseteq{\cal S}$, the set of trivial solutions.We give several examples of how to find algebraic solutions, and how to apply our coefficient formula. These examples are mainly from graph theory and combinatorial number theory, but we also prove several versions of Chevalley and Warning's Theorem, including a generalization of Olson's Theorem, as examples and useful corollaries.We obtain a permanent formula by applying our coefficient formula to the matrix polynomial, which is a generalization of the graph polynomial. This formula is an integrative generalization and sharpening of:1. Ryser's permanent formula.2. Alon's Permanent Lemma.3. Alon and Tarsi's Theorem about orientations and colorings of graphs.Furthermore, in combination with the Vigneron-Ellingham-Goddyn property of planar $n$-regular graphs, the formula contains as very special cases:4. Scheim's formula for the number of edge $n$-colorings of such graphs.5. Ellingham and Goddyn's partial answer to the list coloring conjecture.

A note on the time-dependent and the stationary behaviour of a semi-infinite reservoir subject to a combination of Markovian inflows

1971 ◽  
Vol 8 (04) ◽  
pp. 708-715 ◽  
Author(s):  
Emlyn H. Lloyd
Keyword(s):  
Functional Equation ◽  
Explicit Formula ◽  
Generating Function ◽  
Present Theory ◽  
The Other ◽  
Time Dependent ◽  
Independent Sequence ◽  
Time Dependent Solution ◽  
Infinite Reservoir ◽  
Stationary Behaviour

The present theory of finite reservoirs is not rich in general theorems even when of the simple Moran type, with unit draft and stationary discrete independent-sequence inflows. For the corresponding systems with unbounded capacity however there are two classes of results which have been known for some time. One of these classes is concerned with the time-dependent solution, where the theory provides a functional equation for the generating function of the time to first emptiness (Kendall (1957)), and the other with the asymptotic stationary distribution of reservoir contents, for which an explicit formula for the generating function is available (Moran (1959)).

THE QUADRATIC TIME-DEPENDENT HAMILTONIAN: EVOLUTION OPERATOR, SQUEEZING REGIONS IN PHASE SPACE AND TRAJECTORIES

1994 ◽  
Vol 08 (11n12) ◽  
pp. 1563-1576 ◽  
Author(s):  
S.S. MIZRAHI ◽  
M.H.Y. MOUSSA ◽  
B. BASEIA
Keyword(s):  
Phase Space ◽  
Unitary Transformation ◽  
Uniform Magnetic Field ◽  
Evolution Operator ◽  
Single Mode ◽  
Time Dependent ◽  
Special Cases ◽  
Complete Set ◽  
Hamiltonian Evolution ◽  
General Time

We consider the most general Time-Dependent (TD) quadratic Hamiltonian written in terms of the bosonic operators a and a+, which may represent either a charged particle subjected to a harmonic motion, immersed in a TD uniform magnetic field, or a single mode photon field going through a squeezing medium. We solve the TD Schrödinger equation by a method that uses, sequentially, a TD unitary transformation and the diagonalization of a TD invariant, and we verify that the exact solution is a complete set of TD states. We also obtain the evolution operator which is essential to express operators in the Heisenberg picture. The variances of the quadratures are calculated and a phase space of parameters introduced, in which we identify squeezing regions. The results for some special cases are presented and as an illustrative example the parametric oscillator is revisited and the trajectories in phase space drawn.

Application of the Tornado-Like Flow Theory to the Study of Blood Flow in the Heart and Main Vessels: Study of the Potential Swirling Jets Structure in an Arbitrary Viscous Medium

2019 ◽  
Author(s):  
E. Talygin ◽  
G. Kiknadze ◽  
A. Agafonov ◽  
A. Gorodkov
Keyword(s):  
Blood Flow ◽  
Velocity Field ◽  
Analytical Solution ◽  
Coordinate System ◽  
Biologically Active ◽  
Time Dependent ◽  
Characteristic Functions ◽  
Swirling Jet ◽  
Cylindrical Coordinate ◽  
Definition Of

Abstract In previous works it has been proved that the dynamic geometry of the streamlined surface of the flow channel of the heart chambers and main arteries corresponds with a good agreement to the shape of the swirling flow streamlines. The vectorial velocity field of such a flow in a cylindrical coordinate system was described by means of specific analytical solution basing on the potentiality of the longitudinal and radial velocity components. The viscosity of the medium was taken into account only in the expression for the azimuthal velocity component and the significant effect of viscosity was manifested only in a narrow axial region of a swirling jet. The flow described by the above relations is quasipotential, axisymmetric, and convergent. The structural organization of this flow implies the elimination of rupture and stagnation zones, and minimizes the viscous losses. The proximity of the real blood flow under the normal conditions to the specified class of swirling flows allows us to determine the basic properties of the blood flow possessing the high pressure-flow characteristics without stability loss. The blood flow has an external border, and the interaction with the channel wall and between moving fluid elements is weak. These properties of the jet explain the possibility of a balanced blood flow in biologically active boundaries. Violation of the jet properties can lead to the excitation of biologically active components and trigger the corresponding cascade protective and compensatory processes. The evolution of the flow is determined by the time-dependent characteristic functions, which are the frequency characteristics of the rotating jet, as well as functions depending on the dimension of the swirling jet. Previous experimental studies revealed close connection between changes in the characteristic functions and dynamics of the cardiac cycle. Therefore, it is natural to express these functions in analytical form. For these purposes it was necessary to establish the link between these functions and the spatial characteristics of the swirling jet. To solve this problem the analytical solution for the velocity field of a swirling jet was substituted into the Navier-Stokes system and continuity differential equations in a cylindrical coordinate system. As a result, a new system of differential equations was obtained where the characteristic functions could be derived. The solution of these equations allows the identification of time-dependent characteristic functions, and the establishment of a link between the characteristic functions and the spatial coordinates of the swirling jet. This link gives the opportunity to substantiate a theoretical possibility for the modeling of quasipotential viscous flows with a given structure. The definition of characteristic functions makes it possible to obtain the exact solution which allows formalization of the boundary conditions for physical modeling and experimental study of this flow type. Such transformations allow the definition of the conditions supporting renewable swirling blood flow in the transport arterial segment of the circulatory system and provide the basis for new principles of modeling, diagnosis and surgical treatment of circulatory disorders associated with the changes in geometry of the heart and great vessels.

The existence of moments for stationary Markov chains

1983 ◽  
Vol 20 (01) ◽  
pp. 191-196 ◽  
Author(s):  
R. L. Tweedie
Keyword(s):  
Markov Chain ◽  
Random Walk ◽  
Markov Chains ◽  
Stationary Distribution ◽  
Time Dependent ◽  
General Function ◽  
Convergence Of Moments ◽  
Special Cases

We give conditions under which the stationary distribution π of a Markov chain admits moments of the general form ∫ f(x)π(dx), where f is a general function; specific examples include f(x) = xr and f(x) = esx . In general the time-dependent moments of the chain then converge to the stationary moments. We show that in special cases this convergence of moments occurs at a geometric rate. The results are applied to random walk on [0, ∞).

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