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Fei Lu

Publications and source records attributed to Fei Lu.

63 records · Page 4Linked to original sources
arXiv2015

A discrete approach to stochastic parametrization and dimensional reduction in nonlinear dynamics

Many physical systems are described by nonlinear differential equations that are too complicated to solve in full. A natural way to proceed is to divide the variables into those that are of direct interest and those that are not, formulate solvable approximate equations for the variables of greater interest, and use data and statistical methods to account for the impact of the other variables. In the present paper the problem is considered in a fully discrete-time setting, which simplifies both the analysis of the data and the numerical algorithms. The resulting time series are identified by a NARMAX (nonlinear autoregression moving average with exogenous input) representation familiar from engineering practice. The connections with the Mori-Zwanzig formalism of statistical physics are discussed, as well as an application to the Lorenz 96 system.

math.NA↗
arXiv2014

Limitations of polynomial chaos expansions in the Bayesian solution of inverse problems

Polynomial chaos expansions are used to reduce the computational cost in the Bayesian solutions of inverse problems by creating a surrogate posterior that can be evaluated inexpensively. We show, by analysis and example, that when the data contain significant information beyond what is assumed in the prior, the surrogate posterior can be very different from the posterior, and the resulting estimates become inaccurate. One can improve the accuracy by adaptively increasing the order of the polynomial chaos, but the cost may increase too fast for this to be cost effective compared to Monte Carlo sampling without a surrogate posterior.

math.NA↗
arXiv2013

Convergence of densities of some functionals of Gaussian processes

The aim of this paper is to establish the uniform convergence of the densities of a sequence of random variables, which are functionals of an underlying Gaussian process, to a normal density. Precise estimates for the uniform distance are derived by using the techniques of Malliavin calculus, combined with Stein's method for normal approximation. We need to assume some non-degeneracy conditions. First, the study is focused on random variables in a fixed Wiener chaos, and later, the results are extended to the uniform convergence of the derivatives of the densities and to the case of random vectors in some fixed chaos, which are uniformly non-degenerate in the sense of Malliavin calculus. Explicit upper bounds for the uniform norm are obtained for random variables in the second Wiener chaos, and an application to the convergence of densities of the least square estimator for the drift parameter in Ornstein-Uhlenbeck processes is discussed.

math.PR↗
arXiv2013

The Formation and Characteristics of Acrylonitrile/Urea Inclusion Compound

The formation process and composition of the acrylonitrile/urea inclusion compounds (AN/UIC) with different aging times and AN/urea molar feed ratios are studied by differential scanning calorimetry (DSC) and X-ray diffraction (XRD). It is suggested that DSC could be one of the helpful methods to determine the guest/host ratio and the heat of decomposition. Meanwhile, the guest/host ratio and heat of deformation are obtained, which are 1.17 and 5361.53 J/mol, respectively. It is suggested AN molecules included in urea canal lattice may be packed flat against each other. It is found that the formation of AN/UIC depends on the aging time. XRD results reveal that once AN molecules enter urea lattice, AN/UIC are formed, which possess the final structure. When AN molecules are sufficient, the length of AN molecular arrays in urea canals increases as aging time prolonging until urea tunnels are saturated by AN.

physics.chem-ph↗
arXiv2012

Feynman--Kac formula for the heat equation driven by fractional noise with Hurst parameter $H<1/2$

In this paper, a Feynman-Kac formula is established for stochastic partial differential equation driven by Gaussian noise which is, with respect to time, a fractional Brownian motion with Hurst parameter $H<1/2$. To establish such a formula, we introduce and study a nonlinear stochastic integral from the given Gaussian noise. To show the Feynman--Kac integral exists, one still needs to show the exponential integrability of nonlinear stochastic integral. Then, the approach of approximation with techniques from Malliavin calculus is used to show that the Feynman-Kac integral is the weak solution to the stochastic partial differential equation.

math.PR↗
arXiv2012

The Influence of in-medium NN cross-sections, symmetry potential and impact parameter on the isospin observables

We explore the influence of in-medium nucleon-nucleon cross section, symmetry potential and impact parameter on isospin sensitive observables in intermediate-energy heavy-ion collisions with the ImQMD05 code, a modified version of Quantum Molecular Dynamics model. At incident velocities above the Fermi velocity, we find that the density dependence of symmetry potential plays a more important role on the double neutron to proton ratio $DR(n/p)$ and the isospin transport ratio $R_i$ than the in-medium nucleon-nucleon cross sections, provided that the latter are constrained to a fixed total NN collision rate. We also explore both $DR(n/p)$ and $R_i$ as a function of the impact parameter. Since the copious production of intermediate mass fragments is a distinguishing feature of intermediate-energy heavy-ion collisions, we examine the isospin transport ratios constructed from different groups of fragments. We find that the values of the isospin transport ratios for projectile rapidity fragments with $Z\ge20$ are greater than those constructed from the entire projectile rapidity source. We believe experimental investigations of this phenomenon can be performed. These may provide significant tests of fragmentation time scales predicted by ImQMD calculations.

nucl-th↗
arXiv2011

Hölder Continuity of the Solution for a Class of Nonlinear SPDE Arising from One Dimensional Superprocesses

The Hölder continuity of the solution to a nonlinear stochastic partial differential equation arising from one dimensional super process is obtained. It is proved that the Hölder exponent in time variable is as close as to 1/4, improving the result of 1/10 in a recent paper by Li et al [3]. The method is to use the Malliavin calculus. The Hölder continuity in spatial variable x of exponent 1/2 is also obtained by using this new approach. This Hölder continuity result is sharp since the corresponding linear heat equation has the same Hölder continuity.

math.PR↗