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Jinlong Wei

Publications and source records attributed to Jinlong Wei.

44 records · Page 3Linked to original sources
arXiv2017

Strong solution for stochastic transport equations with irregular drift: existence and non-existence

We prove some existence, uniqueness and non-existence results of stochastic strong solutions for a class of stochastic transport equations with a $q$-integrable (in time), bounded and $α$-Hölder continuous (in space) drift coefficient. More precisely, we show that for a Sobolev differentiable initial condition, there exists a unique stochastic strong solution when $α>2/q$, while for $α+1<2/q$ with spatial dimension higher than one, we can choose proper initial data and drift coefficients so that there is no stochastic strong solutions.

math.AP↗
arXiv2017

Faster-than-Nyquist Non-Orthogonal Frequency-Division Multiplexing for Visible Light Communications

In this paper, we propose a faster-than-Nyquist (FTN) non-orthogonal frequency-division multiplexing (NOFDM) scheme for visible light communications (VLC) where the multiplexing/demultiplexing employs the inverse fractional cosine transform (IFrCT)/FrCT. Different to the common fractional Fourier transform-based NOFDM (FrFT-NOFDM) signal, FrCT-based NOFDM (FrCT-NOFDM) signal is real-valued which can be directly applied to the VLC systems without the expensive upconversion. Thus, FrCT-NOFDM is more suitable for the cost-sensitive VLC systems. Meanwhile, under the same transmission rate, FrCT-NOFDM signal occupies smaller bandwidth compared to OFDM signal. When the bandwidth compression factor $α$ is set to $0.8$, $20\%$ bandwidth saving can be obtained. Therefore, FrCT-NOFDM has higher spectral efficiency and suffers less high-frequency distortion compared to OFDM, which benefits the bandwidth-limited VLC systems. As the simulation results show, bit error rate (BER) performance of FrCT-NOFDM with $α$ of $0.9$ or $0.8$ is better than that of OFDM. Moreover, FrCT-NOFDM has a superior security performance. In conclusion, FrCT-NOFDM shows great potential for application in the future VLC systems.

cs.IT↗
arXiv2017

Kinetic solutions for nonlocal scalar conservation laws

This work is devoted to examine the uniqueness and existence of kinetic solutions for a class of scalar conservation laws involving a nonlocal super-critical diffusion operator. Our proof for uniqueness is based upon the analysis on a microscopic contraction functional and the existence is enabled by a parabolic approximation. As an illustration, we obtain the existence and uniqueness of kinetic solutions for the generalized fractional Burgers-Fisher type equations. Moreover, we demonstrate the kinetic solutions' Lipschitz continuity in time, and continuous dependence on nonlinearities and Lévy measures.

math.AP↗
arXiv2017

BMO estimates for stochastic singular integral operators and its application to PDEs with Lévy noise

In this paper, we consider the stochastic singular integral operators and obtain the BMO estimates. As an application, we consider the fractional Laplacian equation with additive noises \bess du_t(x)=Δ^{\fracα{2}}u_t(x)dt+\sum_{k=1}^\infty\int_{\mathbb{R}^m}g^k(t,x)z\tilde N_k(dz,dt),\ \ \ u_0=0,\ 0\leq t\leq T, \eess where $Δ^{\fracα{2}}=-(-Δ)^{\fracα{2}}$, and $\int_{\mathbb{R}^m}z\tilde N_k(t,dz)=:Y_t^k$ are independent $m$-dimensional pure jump Lévy processes with Lévy measure of $ν^k$. Following the idea of \cite{Kim}, we obtain the $q$-th order BMO quasi-norm of the $\fracα{q_0}$-order derivative of $u$ is controlled by the norm of $g$.

math.PR↗
arXiv2017

Morrey-Campanato estimates for the moments of stochastic integral operators and its application to SPDEs

In this paper, we are concerned with the estimates for the moments of stochastic convolution integrals. We first deal with the stochastic singular integral operators and we aim to derive the Morrey-Campanato estimates for the $p$-moments (for $p\ge1$). Then, by utilising the embedding theory between the Campanato space and Hölder space, we establish the norm of $C^{θ,θ/2}(\bar D)$, where $θ\ge0, \bar D=\bar G\times[0,T]$ for arbitrarily fixed $T\in(0,\infty)$ and $G\subset\mathbb{R}^d$. As an application, we consider the following stochastic (fractional) heat equations with additive noises \bess du_t(x)=Δ^αu_t(x)dt+g(t,x)dη_t,\ \ \ u_0=0,\ 0\leq t\leq T, x\in G, \eess where $Δ^α=-(-Δ)^α$ with $0<α\leq1$ (the fractional Laplacian), $g:[0,T]\times G\timesΩ\to\mathbb{R}$ is a joint measurable coefficient, and $η_t, t\in[0,T]$, is either the Brownian motion or a Lévy process on a given filtered probability space $(Ω,\mathcal{F},P;\{\mathcal{F}_t\}_{t\in[0,T]})$. The Schauder estimate for the $p$-moments of the solution of the above equation is obtained. The novelty of the present paper is that we obtain the Schauder estimate for parabolic stochastic partial differential equations with Lévy noise.

math.PR↗
arXiv2016

Uniqueness of stochastic entropy solutions for stochastic balance laws with Lipschitz fluxes

In this paper, we consider a stochastic balance law with a Lipschitz flux and gain the uniqueness for stochastic entropy solutions. The argument is supported by the stochastic kinetic formulation, the Itô formula and the regularization techniques. Furthermore, as an application, we derive the uniqueness of stochastic entropy solutions for stochastic porous media type equations.

math.AP↗