Generalized moment estimation of stochastic differential equations

We study the semiparametric estimation of stochastic differential equations employing methods based on moment conditions, comparing the finite sample and robustness properties of generalized method of moments, empirical likelihood and minimum contrast methods using unconditional and conditional formulations of moment conditions. The results obtained indicate that the estimators proposed, particularly, the estimators based on exponential tilting, obtain better results than those of the generalized methods of moments normally used to estimate stochastic differential equations. This conclusion is mainly derived from the robustness properties of this method in the presence of problems of incorrect specification.     

基于指数Laplace损失函数的回归估计鲁棒超限学习机

实际问题的数据集通常受到各种噪声的影响,超限学习机(extreme learning machine, ELM)对这类数据集进行学习时,表现出预测精度低、预测结果波动大.为了克服该缺陷,采用了能够削弱噪声影响的指数Laplace损失函数.该损失函数是建立在Gauss核函数基础上,具有可微、非凸、有界且能够趋近于Laplace函数的特点.将其引入到超限学习机中,提出了鲁棒超限学习机回归估计(exponential Laplace loss function based robust ELM for regression, ELRELM)模型.利用迭代重赋权算法求解模型的优化问题.在每次迭代中,噪声样本点被赋予较小的权值,能够有效地提高预测精度.真实数据集实验验证了所提出的模型相比较于对比算法具有更优的学习性能和鲁棒性.     

基于双分数阶变分光流模型的运动目标检测方法

变分光流法是常用的运动目标检测方法,应用场景中的光照变化会极大影响现存变分光流法的稳定性及准确率,提出基于分数阶的变分光流模型来提高光照变化鲁棒性.该模型将分数阶导数同时应用于经典变分光流模型的数据项及平滑项中;根据图像的数据特征,采用图像函数及光流向量函数的有限离散二重分数阶导数近似拟合求导结果计算光流向量,进而将光...     

Nonmonotone Self-adaptive Levenberg–Marquardt Approach for Solving Systems of Nonlinear Equations

The well-known Levenberg–Marquardt method is used extensively to solve systems of nonlinear equations. An extension of the Levenberg–Marquardt method based on new nonmonotone technique is described. To decrease the total number of iterations, this method allows the sequence of objective function values to be nonmonotone, especially in the case where the objective function is ill-conditioned. Moreover, the parameter of Levenberg–Marquardt is produced according to the new nonmonotone strategy to use the advantages of the faster convergence of the Gauss–Newton method whenever iterates are near the optimizer, and the robustness of the steepest descent method in the case in which iterates are far away from the optimizer. The global and quadratic convergence of the proposed method is established. The results of numerical experiments are reported.     

An efficient Levenberg–Marquardt method with a new LM parameter for systems of nonlinear equations

A modified Levenberg–Marquardt method for solving singular systems of nonlinear equations was proposed by Fan [J Comput Appl Math. 2003;21;625–636]. Using trust region techniques, the global and quadratic convergence of the method were proved. In this paper, to improve this method, we decide to introduce a new Levenberg–Marquardt parameter while also incorporate a new nonmonotone technique to this method. The global and quadratic convergence of the new method is proved under the local error bound condition. Numerical results show the new algorithm is efficient and promising.     

Finite difference spectral approximation for the time‐space fractional telegraph equation and its parameter estimation

The object of this paper is to present the numerical solution of the time‐space fractional telegraph equation. The proposed method is based on the finite difference scheme in temporal direction and Fourier spectral method in spatial direction. The fast Fourier transform (FFT) technique is applied to practical computation. The stability and convergence analysis are strictly proven, which shows that this method is stable and convergent with (2?α) order accuracy in time and spectral accuracy in space. Moreover, the Levenberg‐Marquardt (L‐M) iterative method is employed for the parameter estimation. Finally, some numerical examples are given to confirm the theoretical analysis.     

An improved approximate Newton method for implicit Runge-Kutta formulas

Implicit Runge-Kutta (IRK) methods (such as the s-stage Radau IIA method with s=3,5, or 7) for solving stiff ordinary differential equation systems have excellent stability properties and high solution accuracy orders, but their high computing costs in solving their nonlinear stage equations have seriously limited their applications to large scale problems. To reduce such a cost, several approximate Newton algorithms were developed, including a commonly used one called the simplified Newton method. In this paper, a new approximate Jacobian matrix and two new test rules for controlling the updating of approximate Jacobian matrices are proposed, yielding an improved approximate Newton method. Theoretical and numerical analysis show that the improved approximate Newton method can significantly improve the convergence and performance of the simplified Newton method.     

Design of a robust nonlinear controller for a synchronous generator connected to an infinite bus

This article presents a new design of robust finite‐time controller which replaces the traditional automatic voltage regulator for excitation control of the third‐order model synchronous generator connected to an infinite bus. The effects of system uncertainties and external noises are fully taken into account. Then a single input robust controller is proposed to regulate the system states to reach the origin in a given finite time. The designed robust finite‐time excitation controller can refine the system behaviors in convergence and robustness against model uncertainties and external disturbances. The robustness and finite‐time stability of the closed‐loop system are analytically proved using the finite‐time control idea and Lyapunov stability theorem. The suitability and robustness of the designed controller are shown in contrast with two other strong nonlinear control strategies. The main advantages of the proposed controller are as follows: a) robustness against system uncertainties and external noises; b) convergence to the equilibrium point in a given finite time; and c) the use of a single control input. © 2015 Wiley Periodicals, Inc. Complexity 21: 203–213, 2016     

Weak signals in high‐dimensional regression: Detection,estimation and prediction

Regularization methods, including Lasso, group Lasso, and SCAD, typically focus on selecting variables with strong effects while ignoring weak signals. This may result in biased prediction, especially when weak signals outnumber strong signals. This paper aims to incorporate weak signals in variable selection, estimation, and prediction. We propose a two‐stage procedure, consisting of variable selection and postselection estimation. The variable selection stage involves a covariance‐insured screening for detecting weak signals, whereas the postselection estimation stage involves a shrinkage estimator for jointly estimating strong and weak signals selected from the first stage. We term the proposed method as the covariance‐insured screening‐based postselection shrinkage estimator. We establish asymptotic properties for the proposed method and show, via simulations, that incorporating weak signals can improve estimation and prediction performance. We apply the proposed method to predict the annual gross domestic product rates based on various socioeconomic indicators for 82 countries.     

Numerical discretization-based kernel type estimation methods for ordinary differential equation models

We consider the problem of parameter estimation in both linear and nonlinear ordinary differential equation(ODE) models. Nonlinear ODE models are widely used in applications. But their analytic solutions are usually not available. Thus regular methods usually depend on repetitive use of numerical solutions which bring huge computational cost. We proposed a new two-stage approach which includes a smoothing method(kernel smoothing or local polynomial fitting) in the first stage, and a numerical discretization method(Eulers discretization method, the trapezoidal discretization method,or the Runge–Kutta discretization method) in the second stage. Through numerical simulations, we find the proposed method gains a proper balance between estimation accuracy and computational cost.Asymptotic properties are also presented, which show the consistency and asymptotic normality of estimators under some mild conditions. The proposed method is compared to existing methods in term of accuracy and computational cost. The simulation results show that the estimators with local linear smoothing in the first stage and trapezoidal discretization in the second stage have the lowest average relative errors. We apply the proposed method to HIV dynamics data to illustrate the practicability of the estimator.     

在纵向自由薄膜凝固期内温度分布的数值分析

考虑到薄膜表面的热通量主要是来自辐射，因而采用一个依赖时间的拟二维拟线性扩散方程的Ｓｔｅｆａｎ问题（混合初边值问题）作为该问题的数学模型。用一种具有Ｃｒａｎｋ－Ｎｉｃｈｏｌｓｏｎ格式的无条件稳定的有限差分析来求解抛物型偏微分方程的定解问题。用追赶法求解离散化的三对角方程组，然后用预估校正法求解拟线性扩散方程，从而避免了示解非线性差分方程组，琥珀亚硝酸酯在纵向自由薄膜凝固期内的温度分布数值计算结果和     

A robust and efficient estimation method for single-index varying-coefficient models

A new estimation procedure based on modal regression is proposed for single-index varying-coefficient models. The proposed method achieves better robustness and efficiency than that of Xue and Pang (2013). We establish the asymptotic normalities of proposed estimators and evaluate the performance of the proposed method by a numerical simulation.     

A Level-Value Estimation Method and Stochastic Implementation for Global Optimization

In this paper, we propose a new method, namely the level-value estimation method, for finding global minimizer of continuous optimization problem. For this purpose, we define the variance function and the mean deviation function, both depend on a level value of the objective function to be minimized. These functions have some good properties when Newton’s method is used to solve a variance equation resulting by setting the variance function to zero. We prove that the largest root of the variance equation equals the global minimal value of the corresponding optimization problem. We also propose an implementable algorithm of the level-value estimation method where importance sampling is used to calculate integrals of the variance function and the mean deviation function. The main idea of the cross-entropy method is used to update the parameters of sample distribution at each iteration. The implementable level-value estimation method has been verified to satisfy the convergent conditions of the inexact Newton method for solving a single variable nonlinear equation. Thus, convergence is guaranteed. The numerical results indicate that the proposed method is applicable and efficient in solving global optimization problems.     

Characterization of ZnO:AI films deposited by r.f.magnetron-sputtering at low temperature

Transparent conducting ZnO:AI thin films with good adhesion and Iow resistivity have been prepared on organic substrates and Coming 7059 glass substrates by r.f. magnetron-sputtering technique at Iow substrate temperature (25-210℃). Structural and photoelectric properties of the deposited films are investigated. The deposited films are polycrystalline with hexagonal structure and a preferred orientation with the c-axis perpendicular to the substrate. Only the (002) peak is observed.High quality films with resistivity as Iow as 1.0 x 10- 3Ω@ cm and 8.4 x 10- 4Ω@ cm, the average transmittance over 74% and 85% in the wavelength range of the visible spectrum have been obtained on different substrates.     

Auxiliary model based parameter estimation for dual-rate output error systems with colored noise

The dual-rate sampled-data systems can offer better quality of control than the systems with single sampling rate in practice. However, the conventional identification methods run in the single-rate scheme. This paper focuses on the parameter estimation problems of the dual-rate output error systems with colored noises. Based on the dual-rate sampled and noise-contaminated data, two direct estimation algorithms are addressed: the auxiliary model based recursive extended least squares algorithm and the recursive prediction error method. The auxiliary model is employed to estimate the noise-free system output. An example is given to test and illustrate the proposed algorithms.     

Numerical Solution of the Radiative Transfer Equation in Spherical Shells

A method of solving numerically problems of radiative transferin shells with spherical symmetry is proposed. The differenceequations are derived by discrete ordinate methods and solvedusing algorithms due to Grant & Hunt (1968, 1969). We haveshown that the method is stable, and will yield non-negativesolutions, provided the optical thickness of an elementary shelland the ratio of its thickness to the radius satisfy certainrestrictions. Two simple problems are presented to illustratethe theory.     

Analysis of double surface plasmon resonance by the discrete source method

The discrete source method is modified in order to mathematically simulate and study the scattering properties of nonspherical particles located on the surface of a conducting film deposited on a glass prism. Both differential and integral scattering properties of metal nanoparticles are examined. It is shown that the scattering cross section behind the film can be increased by 10⁷ times by deforming the particle and shifting it with respect to the film. It is also shown that the scattered intensity distribution in the prism is localized in two directions, forming sharp narrow fingers with the intensity exceeding the incident wave amplitude by 15–30 times.     

A Globally Convergent and Efficient Method for Unconstrained Discrete-Time Optimal Control

Shift schemes are commonly used in non-convex situations when solving unconstrained discrete-time optimal control problems by the differential dynamic programming (DDP) method. However, the existing shift schemes are inefficient when the shift becomes too large. In this paper, a new method of combining the DDP method with a shift scheme and the steepest descent method is proposed to cope with non-convex situations. Under certain assumptions, the proposed method is globally convergent and has q-quadratic local conve rgence. Extensive numerical experiments on many test problems in the literature are reported. These numerical results illustrate the robustness and efficiency of the proposed method.     

Efficient Mittag-Leffler Collocation Method for Solving Linear and Nonlinear Fractional Differential Equations

In this paper, a new approximation method for fractional differential equations based on Mittag-Leffler function is developed. Finite Mittag-Leffler function and its fractional-order derivatives are investigated. An efficient technique for solving linear and nonlinear fractional order differential equations is developed. The proposed method combines Mittag-Leffler collocation method and optimization technique. Error estimation of the approximation is stated and proved. We present numerical results and comparisons of previous treatments to demonstrate the efficiency and applicability of the proposed method. Making use of small number of unknowns, the resulting solution converges to the exact one in the linear case and it has a very small error in the nonlinear case.     

Operational Matrix of Fractional Integration Based on the Shifted Second Kind Chebyshev Polynomials for Solving Fractional Differential Equations

This paper is devoted to studying a computational method for solving multi-term differential equations based on new operational matrix of shifted second kind Chebyshev polynomials. The properties of the operational matrix of fractional integration are exploited to reduce the main problem to an algebraic equation. We present an upper bound for the error in our estimation that leads to achieve the convergence rate of O(M ^−κ). Numerical experiments are reported to demonstrate the applicability and efficiency of the proposed method.