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Understanding the nonlinear behavior of Rayleigh–Taylor instability with a vertical electric field for perfect dielectric fluids 理解完美介质流体在垂直电场作用下的瑞利-泰勒不稳定性的非线性行为
IF 2.7 3区 数学 Q1 MATHEMATICS, APPLIED Pub Date : 2024-11-21 DOI: 10.1016/j.physd.2024.134431
Wenxuan Guo , Qiang Zhang
It is well known that, influenced only by gravity, the fluid interface is unstable when a light fluid supports a heavy fluid and is stable when a heavy fluid supports a light fluid. The situation becomes much more complicated when a vertical electric field is externally applied to the dielectric fluids. We present a nonlinear perturbation solution for an unstable interface between two incompressible, inviscid, immiscible, and perfectly dielectric fluids in the presence of vertical electric fields and gravity in two dimensions. Our nonlinear stability analysis shows that even when the linear theory indicates that the interface is stable, this system is actually unstable. The destabilization effects of the vertical electric field always dominate when gravity provides stabilization effects. This is true even when the applied vertical electric field is very weak. Analytical expressions for the overall amplitude and velocity of the interface are derived up to an arbitrary order in terms of the initial perturbation amplitude and are displayed explicitly up to the fourth order. A comparison study between the predictions of the nonlinear perturbation solution and the numerical results shows that the derived solutions capture the primary nonlinear behavior of the unstable fluid interface. By analyzing the electrical force at the interface, we provide theoretical explanations for the nonlinear phenomena induced by the vertical electric field.
众所周知,仅受重力影响,当轻流体支撑重流体时,流体界面是不稳定的,而当重流体支撑轻流体时,流体界面是稳定的。当垂直电场外部作用于介质流体时,情况变得复杂得多。在垂直电场和重力作用下,给出了两种不可压缩、不可粘、不可混溶和完全介电流体之间的不稳定界面的非线性摄动解。我们的非线性稳定性分析表明,即使线性理论表明界面是稳定的,该系统实际上是不稳定的。当重力提供稳定效应时,垂直电场的不稳定效应总是占主导地位。即使施加的垂直电场很弱,这也是正确的。界面的总振幅和速度的解析表达式导出到任意阶的初始扰动振幅,并明确地显示到四阶。非线性扰动解的预测结果与数值结果的对比研究表明,推导出的解捕捉到了不稳定流体界面的主要非线性行为。通过分析界面处的电磁力,为垂直电场引起的非线性现象提供了理论解释。
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引用次数: 0
Power spectra of Dyson’s circular ensembles 戴森环形系综的功率谱
IF 2.7 3区 数学 Q1 MATHEMATICS, APPLIED Pub Date : 2024-11-20 DOI: 10.1016/j.physd.2024.134435
Peter J. Forrester , Nicholas S. Witte
The power spectrum is a Fourier series statistic associated with the covariances of the displacement from average positions of the members of an eigen-sequence. When this eigen-sequence has rotational invariance, as for the eigen-angles of Dyson’s circular ensembles, recent work of Riser and Kanzieper has uncovered an exact identity expressing the power spectrum in terms of the generating function for the conditioned gap probability of having k=0,,N eigenvalues in an interval. These authors moreover showed how for the circular unitary ensemble integrability properties of the generating function, via a particular Painlevé VI system, imply a computational scheme for the corresponding power spectrum, and allow for the determination of its large N limit. In the present work, these results are extended to the case of the circular orthogonal ensemble and circular symplectic ensemble, where the integrability is expressed through four particular Painlevé VI systems for finite N, and two Painlevé III systems for the limit N, and also via corresponding Fredholm determinants. The relation between the limiting power spectrum S(ω), where ω denotes the Fourier variable, and the limiting generating function for the conditioned gap probabilities is particularly direct, involving just a single integration over the gap endpoint in the latter. Interpreting this generating function as the characteristic function of a counting statistic allows for it to be shown that S(ω)ω01πβ|ω|, where β is the Dyson index.
功率谱是傅里叶级数统计量,与特征序列成员的平均位置的位移的协方差有关。当该特征序列具有旋转不变时,对于Dyson圆形系的特征角,Riser和Kanzieper最近的工作揭示了一个精确的恒等式,该恒等式表示功率谱,该恒等式表示在一个区间内具有k=0,…,N个特征值的条件间隙概率的生成函数。此外,作者还通过一个特殊的painlevlevev系统,说明了生成函数的圆酉系综可积性如何暗示了相应功率谱的计算方案,并允许确定其大N极限。在本工作中,将这些结果推广到圆正交系和圆交系的情况,其中可积性通过有限N的四个特定painlev VI系统和极限N→∞的两个painlev III系统以及相应的Fredholm行列式来表示。极限功率谱S∞(ω)(其中ω表示傅里叶变量)与条件间隙概率的极限生成函数之间的关系特别直接,仅涉及后者在间隙端点上的单个积分。将该生成函数解释为计数统计量的特征函数,可以证明S∞(ω) ~ ω→01πβ|ω|,其中β为戴森指数。
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引用次数: 0
Numerical analysis of a 1/2-equation model of turbulence 湍流1/2方程模型的数值分析
IF 2.7 3区 数学 Q1 MATHEMATICS, APPLIED Pub Date : 2024-11-19 DOI: 10.1016/j.physd.2024.134428
Wei-Wei Han , Rui Fang , William Layton
The recent 1/2-equation model of turbulence is a simplification of the standard Kolmogorov–Prandtl 1-equation URANS model. In tests, the 1/2-equation model produced comparable velocity statistics to a full 1-equation model with lower computational complexity. There is little progress in the numerical analysis of URANS models due to the difficulties in treating the coupling between equations and the nonlinearities in highest-order terms. The numerical analysis herein on the 1/2-equation model has independent interest and is also a first numerical analysis step to address the couplings and nonlinearities in a full 1-equation model. This report develops a complete numerical analysis of the 1/2-equation model. Stability, convergence, and error estimates are proven for a semi-discrete and fully discrete approximation. Finally, numerical tests are conducted to validate the predictions of the convergence theory.
最近的湍流1/2方程模型是对标准Kolmogorov-Prandtl 1-方程URANS模型的简化。在测试中,1/2方程模型产生的速度统计数据与计算复杂度较低的完整1方程模型相当。由于难以处理方程之间的耦合和最高阶项的非线性,URANS模型的数值分析进展甚微。本文对1/2方程模型的数值分析具有独立的意义,也是解决完整1-方程模型中的耦合和非线性问题的第一个数值分析步骤。本文对1/2方程模型进行了完整的数值分析。证明了半离散和全离散近似的稳定性、收敛性和误差估计。最后,通过数值试验验证了收敛理论的预测。
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引用次数: 0
Weakly nonlinear analysis of minimal models for Turing patterns 图灵模式最小模型的弱非线性分析
IF 2.7 3区 数学 Q1 MATHEMATICS, APPLIED Pub Date : 2024-11-19 DOI: 10.1016/j.physd.2024.134427
F.R. Waters , C.A. Yates , J.H.P. Dawes
The simplest particle-based mass-action models for Turing instability – i.e. those with only two component species undergoing instantaneous interactions of at most two particles, with the smallest number of distinct interactions – fall into a surprisingly small number of classes of reaction schemes. In previous work we have computed this classification, with different schemes distinguished by the structure of the interactions. Within a given class the reaction stoichiometry and rates remain as parameters that determine the linear and nonlinear evolution of the system.
Adopting the usual weakly nonlinear scalings and analysis reveals that, under suitable choices of reaction stoichiometry, and in nine of the 11 classes of minimal scheme exhibiting a spatially in-phase (“true activator-inhibitor”) Turing instability, stable patterns are indeed generated in open regions of parameter space via a generically supercritical bifurcation from the spatially uniform state. In three of these classes the instability is always supercritical while in six there is an open region in which it is subcritical. Intriguingly, however, in the remaining two classes of minimal scheme we require different weakly nonlinear scalings, since the coefficient in the usual cubic normal form unexpectedly vanishes identically. In these cases, a different set of asymptotic scalings is required.
We present a complete analysis through deriving the normal form for these two cases also, which involves quintic terms. This fifth-order normal form also captures the behaviour along the boundaries between the supercritical and subcritical cases of the cubic normal form. The details of these calculations reveal the distinct roles played by reaction rate parameters as compared to stoichiometric parameters.
We quantitatively validate our analysis via numerical simulations and confirm the two different scalings for the amplitude of predicted stable patterned states.
图灵不稳定性的最简单的基于粒子的质量作用模型——即那些只有两个组分的模型,它们经历最多两个粒子的瞬时相互作用,具有最小数量的不同的相互作用——属于数量少得惊人的反应方案。在以前的工作中,我们已经计算了这种分类,用不同的方案来区分相互作用的结构。在给定的类中,反应的化学计量和速率仍然是决定系统线性和非线性演化的参数。采用通常的弱非线性标度和分析表明,在适当的反应化学配比选择下,在表现出空间同相(“真正的活化剂-抑制剂”)图灵不稳定性的11类最小方案中的9类中,通过从空间均匀状态的一般超临界分岔,在参数空间的开放区域中确实产生了稳定模式。在其中的三个类别中,不稳定性总是超临界的,而在六个类别中,有一个开放区域,它是亚临界的。然而,有趣的是,在剩下的两类最小格式中,我们需要不同的弱非线性标度,因为通常的三次范式中的系数出人意料地完全消失。在这些情况下,需要一组不同的渐近标量。我们也通过推导这两种情况的范式给出了完整的分析,其中涉及五次项。这种五阶范式也捕获了沿三次范式的超临界和亚临界情况之间边界的行为。这些计算的细节揭示了与化学计量参数相比,反应速率参数所起的独特作用。我们通过数值模拟定量验证了我们的分析,并确认了预测稳定模式状态振幅的两种不同比例。
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引用次数: 0
Energy localisation and dynamics of a mean-field model with non-linear dispersion 具有非线性色散的平均场模型的能量局部化和动力学
IF 2.7 3区 数学 Q1 MATHEMATICS, APPLIED Pub Date : 2024-11-19 DOI: 10.1016/j.physd.2024.134432
H. Christodoulidi , Ch. G. Antonopoulos
In this paper, we examine the dynamical and statistical properties of a mean-field Hamiltonian with on-site potentials, where particles interact via nonlinear global forces. The absence of linear dispersion triggers a variety of interesting dynamical features associated with very strong energy localisation, weak chaos and slow thermalisation processes. Particle excitations lead to energy packets that are mostly preserved over time. We study the route to thermalisation through the computation of the probability density distributions of the momenta of the system and their slow convergence into a Gaussian distribution in the context of non-extensive statistical mechanics and Tsallis entropy, a process that is further prolonged as the number of particles increases. In addition, we observe that the maximum Lyapunov exponent decays as a power–law with respect to the system size, indicating “integrable-like” behaviour in the thermodynamic limit. Finally, we give an analytic upper estimate for the growth of the maximum Lyapunov exponent in terms of the energy.
在本文中,我们研究了具有位置势的平均场哈密顿量的动力学和统计性质,其中粒子通过非线性全局力相互作用。线性色散的缺失引发了与非常强的能量局域化、弱混沌和慢热化过程相关的各种有趣的动力学特征。粒子激发产生的能量包大部分会随时间保存下来。我们通过计算系统动量的概率密度分布和它们在非扩展统计力学和Tsallis熵的背景下缓慢收敛到高斯分布来研究热化的途径,这一过程随着粒子数量的增加而进一步延长。此外,我们观察到最大Lyapunov指数随系统大小呈幂律衰减,表明在热力学极限下具有“类积分”行为。最后,我们给出了最大李雅普诺夫指数的能量增长的解析上估计。
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引用次数: 0
A direct quantification of numerical dissipation towards improved large eddy simulations 改进大涡模拟的数值耗散直接量化
IF 2.7 3区 数学 Q1 MATHEMATICS, APPLIED Pub Date : 2024-11-17 DOI: 10.1016/j.physd.2024.134433
Guangrui Sun , Xingyi Wang , Yongliang Yang
In implicit large eddy simulations (ILES), it becomes increasingly clear that numerical errors are essential to simulation accuracy. Nevertheless, whether the numerical dissipation in a CFD solver can be regarded as a means of turbulence modeling cannot be known a priori. In the present work, we propose a general method to quantify the numerical dissipation rate for arbitrary flow solvers. Unlike previous approaches in which the numerical dissipation is estimated from the perspective of kinetic energy transfer, our method focuses on direct comparisons with the SGS dissipation from explicit models. The new method is both self-contained and self-consistent, which can be applied to any numerical solver through a simple post-processing step in the physical space. We show that for two common techniques to introduce numerical dissipation (through numerical schemes and solution filtering), the quantification results help to determine if a simulation can be considered as a legitimate ILES run and provide direct guidance for designing better models. When the numerical dissipation is already significant, an improved ILES filtering approach is proposed, which reduces the native numerical dissipation and works better for low order codes. The methods are general and work well for different Reynolds numbers, grid resolutions, and numerical schemes.
在隐式大涡模拟(ILES)中,数值误差对模拟精度的影响越来越明显。然而,CFD求解器中的数值耗散是否可以被视为湍流模拟的一种手段还不能先验地知道。在本工作中,我们提出了一种通用的方法来量化任意流动求解器的数值耗散率。与以往从动能传递角度估计数值耗散的方法不同,我们的方法侧重于与显式模型的SGS耗散进行直接比较。该方法具有自完备性和自洽性,通过简单的物理空间后处理步骤,可以应用于任何数值求解器。我们表明,对于引入数值耗散的两种常见技术(通过数值方案和解滤波),量化结果有助于确定模拟是否可以被视为合法的ILES运行,并为设计更好的模型提供直接指导。在数值耗散较大的情况下,提出了一种改进的ILES滤波方法,减小了原始数值耗散,对低阶码的滤波效果更好。这些方法是通用的,适用于不同的雷诺数、网格分辨率和数值格式。
{"title":"A direct quantification of numerical dissipation towards improved large eddy simulations","authors":"Guangrui Sun ,&nbsp;Xingyi Wang ,&nbsp;Yongliang Yang","doi":"10.1016/j.physd.2024.134433","DOIUrl":"10.1016/j.physd.2024.134433","url":null,"abstract":"<div><div>In implicit large eddy simulations (ILES), it becomes increasingly clear that numerical errors are essential to simulation accuracy. Nevertheless, whether the numerical dissipation in a CFD solver can be regarded as a means of turbulence modeling cannot be known <span><math><mi>a</mi></math></span> <span><math><mrow><mi>p</mi><mi>r</mi><mi>i</mi><mi>o</mi><mi>r</mi><mi>i</mi></mrow></math></span>. In the present work, we propose a general method to quantify the numerical dissipation rate for arbitrary flow solvers. Unlike previous approaches in which the numerical dissipation is estimated from the perspective of kinetic energy transfer, our method focuses on direct comparisons with the SGS dissipation from explicit models. The new method is both self-contained and self-consistent, which can be applied to any numerical solver through a simple post-processing step in the physical space. We show that for two common techniques to introduce numerical dissipation (through numerical schemes and solution filtering), the quantification results help to determine if a simulation can be considered as a legitimate ILES run and provide direct guidance for designing better models. When the numerical dissipation is already significant, an improved ILES filtering approach is proposed, which reduces the native numerical dissipation and works better for low order codes. The methods are general and work well for different Reynolds numbers, grid resolutions, and numerical schemes.</div></div>","PeriodicalId":20050,"journal":{"name":"Physica D: Nonlinear Phenomena","volume":"471 ","pages":"Article 134433"},"PeriodicalIF":2.7,"publicationDate":"2024-11-17","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"142744731","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":3,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
Existence and stability of boundary spike layer solutions of an attractive chemotaxis model with singular sensitivity and nonlinear consumption rate of chemical stimuli 具有奇异灵敏度和非线性化学刺激消耗率的吸引趋化模型边界峰层解的存在性和稳定性
IF 2.7 3区 数学 Q1 MATHEMATICS, APPLIED Pub Date : 2024-11-15 DOI: 10.1016/j.physd.2024.134429
Zefu Feng , Kun Zhao , Shouming Zhou
This paper is devoted to the study of the existence and stability of non-trivial steady state solutions to the following coupled system of PDEs on the half-line R+=(0,): ut=uxxχ[u(lnw)x]x,wt=ɛwxxuγwm, which is a model of chemotaxis of Keller–Segel type. When u is subject to the no-flux boundary condition, w equals a positive value at the origin, and assuming the functions vanish at the far field, a unique steady state (U,W) is constructed under suitable restrictions on the system parameters, which is capable of describing fundamental phenomena in chemotaxis, such as spatial aggregation. Moreover, the steady state is shown to be nonlinearly asymptotically stable if (u0U) carries zero mass, w0(x) matches W(x) at the far field, and the initial perturbation is sufficiently small in weighted Sobolev spaces.
本文研究了半直线R+=(0,∞)上:ut=uxx−χ[u(lnw)x]x,wt= _ wxx−uγwm耦合系统非平凡稳态解的存在性和稳定性,该系统是一类趋化性的Keller-Segel型模型。当u满足无通量边界条件时,w在原点处为正值,假设函数在远场处消失,在适当的系统参数限制下,构造一个唯一的稳态(u, w),能够描述空间聚集等趋化性的基本现象。此外,如果(u0−U)携带零质量,w0(x)在远场匹配W(x),并且在加权Sobolev空间中初始扰动足够小,则稳态显示为非线性渐近稳定。
{"title":"Existence and stability of boundary spike layer solutions of an attractive chemotaxis model with singular sensitivity and nonlinear consumption rate of chemical stimuli","authors":"Zefu Feng ,&nbsp;Kun Zhao ,&nbsp;Shouming Zhou","doi":"10.1016/j.physd.2024.134429","DOIUrl":"10.1016/j.physd.2024.134429","url":null,"abstract":"<div><div>This paper is devoted to the study of the existence and stability of non-trivial steady state solutions to the following coupled system of PDEs on the half-line <span><math><mrow><msup><mrow><mi>R</mi></mrow><mrow><mo>+</mo></mrow></msup><mo>=</mo><mrow><mo>(</mo><mn>0</mn><mo>,</mo><mi>∞</mi><mo>)</mo></mrow></mrow></math></span>: <span><span><span><span><math><mrow><msub><mrow><mi>u</mi></mrow><mrow><mi>t</mi></mrow></msub><mo>=</mo><msub><mrow><mi>u</mi></mrow><mrow><mi>x</mi><mi>x</mi></mrow></msub><mo>−</mo><mi>χ</mi><msub><mrow><mrow><mo>[</mo><mi>u</mi><msub><mrow><mrow><mo>(</mo><mo>ln</mo><mi>w</mi><mo>)</mo></mrow></mrow><mrow><mi>x</mi></mrow></msub><mo>]</mo></mrow></mrow><mrow><mi>x</mi></mrow></msub><mo>,</mo></mrow></math></span></span><span><span><math><mrow><msub><mrow><mi>w</mi></mrow><mrow><mi>t</mi></mrow></msub><mo>=</mo><mi>ɛ</mi><msub><mrow><mi>w</mi></mrow><mrow><mi>x</mi><mi>x</mi></mrow></msub><mo>−</mo><msup><mrow><mi>u</mi></mrow><mrow><mi>γ</mi></mrow></msup><msup><mrow><mi>w</mi></mrow><mrow><mi>m</mi></mrow></msup><mo>,</mo></mrow></math></span></span></span></span> which is a model of chemotaxis of Keller–Segel type. When <span><math><mi>u</mi></math></span> is subject to the no-flux boundary condition, <span><math><mi>w</mi></math></span> equals a positive value at the origin, and assuming the functions vanish at the far field, a unique steady state <span><math><mrow><mo>(</mo><mi>U</mi><mo>,</mo><mi>W</mi><mo>)</mo></mrow></math></span> is constructed under suitable restrictions on the system parameters, which is capable of describing fundamental phenomena in chemotaxis, such as spatial aggregation. Moreover, the steady state is shown to be nonlinearly asymptotically stable if <span><math><mrow><mo>(</mo><msub><mrow><mi>u</mi></mrow><mrow><mn>0</mn></mrow></msub><mo>−</mo><mi>U</mi><mo>)</mo></mrow></math></span> carries zero mass, <span><math><mrow><msub><mrow><mi>w</mi></mrow><mrow><mn>0</mn></mrow></msub><mrow><mo>(</mo><mi>x</mi><mo>)</mo></mrow></mrow></math></span> matches <span><math><mrow><mi>W</mi><mrow><mo>(</mo><mi>x</mi><mo>)</mo></mrow></mrow></math></span> at the far field, and the initial perturbation is sufficiently small in weighted Sobolev spaces.</div></div>","PeriodicalId":20050,"journal":{"name":"Physica D: Nonlinear Phenomena","volume":"471 ","pages":"Article 134429"},"PeriodicalIF":2.7,"publicationDate":"2024-11-15","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"142744734","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":3,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
The dynamic of the positons for the reverse space–time nonlocal short pulse equation 反向时空非局域短脉冲方程的正子动态
IF 2.7 3区 数学 Q1 MATHEMATICS, APPLIED Pub Date : 2024-11-14 DOI: 10.1016/j.physd.2024.134419
Jiaqing Shan, Maohua Li
In this paper, the Darboux transformation (DT) of the reverse space–time (RST) nonlocal short pulse equation is constructed by a hodograph transformation and the eigenfunctions of its Lax pair. The multi-soliton solutions of the RST nonlocal short pulse equation are produced through the DT, which can be expressed in terms of determinant representation. The correctness of DT and determinant representation of N-soliton solutions are proven. By taking different values of eigenvalues, bounded soliton solutions and unbounded soliton solutions can be obtained. In addition, based on the degenerate Darboux transformation, the N-positon solutions of the RST nonlocal short pulse equation are computed from the determinant expression of the multi-soliton solution. The decomposition of positons, approximate trajectory and “phase shift” after collision are discussed explicitly. Furthermore, different kinds of mixed solutions are also presented, and the interaction properties between positons and solitons are investigated.
本文通过霍多图变换及其拉克斯对的特征函数,构建了反向时空(RST)非局域短脉冲方程的达布变换(Darboux transformation,DT)。通过 DT 生成 RST 非局部短脉冲方程的多孑子解,可以用行列式表示。证明了 DT 和行列式表示 N 玻利子解的正确性。通过取不同的特征值,可以得到有界孤子解和无界孤子解。此外,基于退化达尔布变换,从多孤子解的行列式表达计算出 RST 非局部短脉冲方程的 N 正子解。明确讨论了正子分解、近似轨迹和碰撞后的 "相移"。此外,还提出了不同种类的混合解,并研究了正子和孤子之间的相互作用特性。
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引用次数: 0
Symmetric comet-type periodic orbits in the elliptic three-dimensional restricted (N+1)-body problem 椭圆三维受限 (N+1)- 体问题中的对称彗星型周期轨道
IF 2.7 3区 数学 Q1 MATHEMATICS, APPLIED Pub Date : 2024-11-12 DOI: 10.1016/j.physd.2024.134426
Josep M. Cors , Miguel Garrido
For N3, we show the existence of symmetric periodic orbits of very large radii in the elliptic three-dimensional restricted (N+1)-body problem when the N primaries have equal masses and are arranged in a N-gon central configuration. These periodic orbits are close to very large circular Keplerian orbits lying nearly a plane perpendicular to that of the primaries. They exist for a discrete sequence of values of the mean motion, no matter the value of the eccentricity of the primaries.
对于 N≥3,我们证明了在椭圆形三维受限 (N+1)- 体问题中,当 N 个基体质量相等并以 N 宫中心构型排列时,存在半径非常大的对称周期轨道。这些周期轨道接近于非常大的圆形开普勒轨道,几乎位于垂直于基体的平面上。无论主星的偏心率是多少,它们都存在于平均运动的离散值序列中。
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引用次数: 0
Jensen-autocorrelation function for weakly stationary processes and applications 弱静止过程的詹森自相关函数及其应用
IF 2.7 3区 数学 Q1 MATHEMATICS, APPLIED Pub Date : 2024-11-07 DOI: 10.1016/j.physd.2024.134424
Javier E. Contreras-Reyes
The Jensen-variance (JV) information based on Jensen’s inequality and variance has been previously proposed to measure the distance between two random variables. Based on the relationship between JV distance and autocorrelation function of two weakly stationary process, the Jensen-autocovariance and Jensen-autocorrelation functions are proposed in this paper. Furthermore, the distance between two different weakly stationary processes is measured by the Jensen-cross-correlation function. Moreover, autocorrelation function is also considered for ARMA and ARFIMA processes, deriving explicit formulas for Jensen-autocorrelation function that only depends on model parametric space and lag, whose were also illustrated by numeric results. In order to study the usefulness of proposed functions, two real-life applications were considered: the Tree Ring and Southern Humboldt current ecosystem time series.
以前曾提出过基于詹森不等式和方差的詹森方差(JV)信息来测量两个随机变量之间的距离。根据 JV 距离与两个弱静止过程的自相关函数之间的关系,本文提出了 Jensen-自方差函数和 Jensen-自相关函数。此外,两个不同弱静止过程之间的距离用詹森-交叉相关函数来衡量。此外,还考虑了 ARMA 和 ARFIMA 过程的自相关函数,推导出了仅取决于模型参数空间和滞后期的詹森-自相关函数的明确公式,并通过数值结果对其进行了说明。为了研究拟议函数的实用性,考虑了两个实际应用:树环和南洪堡海流生态系统时间序列。
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引用次数: 0
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Physica D: Nonlinear Phenomena
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