求解非线性Black-Scholes模型的自适应小波精细积分法

针对非线性Black-Scholes方程,基于quasi-Shannon小波函数给出了一种求解非线性偏微分方程的自适应多尺度小波精细积分法.该方法首先利用插值小波理论构造了用于逼近连续函数的多尺度小波插值算子,利用该算子可以将非线性Black-Scholes方程自适应离散为非线性常微分方程组;然后将用于求解常微分方程组的精细积分法和小波变换的动态过程相结合,并利用非线性处理技术(如同伦分析技术)可有效求解非线性Black-Scholes方程.数值结果表明了该方法在数值精度和计算效率方面的优越性.     

一类求行波解的线性方法

基于齐次平衡法和李志斌的 tanh函数法 ,本文得到一类简单有效的求解非线性发展方程的线性方法 .这类方法利用非线性发展方程孤立波的局部性特点 ,适当地选取函数 f 和 g,将孤波表示为 f,g的多项式 ,从而将非线性发展方程求解问题转化为非线性代数方程组的求解问题 ,再利用吴消元法求解方程组从而得到非线性发展方程的行波解     

基于径向基函数插值的积分方程求解

将径向基函数(radial basis function,RBF)插值引入积分方程的求解中,具体将待求函数表示为RBF的线性组合,再通过配点法将积分方程离散为线性或非线性方程组,求得权系数后给出待求函数的近似表示.论文选用的RBF是插值性能优异的多重二次曲面(multiquadric,MQ)函数,能在较少节点下取得较高的近似精度;而且RBF定义为距离的函数,在三维或高维插值时仅需改变距离公式,因而便于推广到高维积分方程求解中.在RBF插值矩阵的构造中,元素的积分计算分别通过高斯积分或基于区域剖分的数值求积完成,实现了一维、二维下Fredholm和Volterra方程的求解.算例结果表明:论文方法具有实施方便和精度较高的优点,是一种适合积分方程求解的新方法.     

求解非线性方程的双函数法

基于齐次平衡法和李志斌的tanh函数法,得到简单有效的求解非线性发展方程的双函数法,这种方法利用非线性发展方程孤立波的局部性特点,把非线性方程的孤波解表示为函数f和g的多项式,并用这种方法求出了非线性波理论中的基本模型KdV方程的多组孤波解。     

基于Bregman距离函数的可靠性分析

针对概率结构可靠性问题,引入Bregman距离函数,建立了基于同伦算法(HM)的可靠性分析模型.利用极限状态方程,将可靠性指标求解转化为一个非线性约束优化问题.结合同伦思想的基本理论和Bregman距离函数,构造同伦方程组,采用路径跟踪算法对该方程组进行求解.通过相应的数值算例探讨了不同函数形式以及不同程度非线性问题的可靠性计算,并与其他方法计算结果进行了对比,分析结果表明该模型能够有效求解概率结构可靠性问题.     

求解Helmholtz方程的无网格重心插值配点法

本文针对Helmholtz方程,借助Chebyshev插值节点,运用重心Lagrange插值基函数和重心有理插值基函数推导了求解该类方程的两种无网格配点法.首先,将插值基函数应用于空间变量及其偏导数,建立了基于配点法的二阶微分方程组.其次,在给定的插值节点上,利用微分矩阵对其进行了简化.最后通过三种测试节点来计算数值算例,从而验证了本文方法不仅可以计算大波数问题,还可以计算变波数问题,并且算法具有精确稳定、计算量小和高效等优点.     

非齐次弹性力学问题双互易边界元方法研究北大核心CSCD

基于弹性力学边界元方法理论,将边界元法与双互易法结合,采用指数型基函数对非齐次项进行插值得到双互易边界积分方程.将边界积分方程离散为代数方程组,利用已知边界条件和方程特解求解方程组,得出域内位移和边界面力.指数型基函数的形状参数是由插值点最近距离的最小值决定,采用这种形状参数变化方案,分析径向基函数(RBF)插值精度以及插值稳定性.再次将指数型基函数应用到双互易边界元法中,分析双互易边界元方法下计算精度及稳定性,验证了指数型插值函数作为双互易边界元方法的径向基函数解决弹性力学域内体力项问题的有效性.     

模糊随机有限元平衡方程的摄动解法*

对模糊随机有限元平衡方程作λ水平截集,得随机区间平衡方程,然后基于平衡方程中有关力学量之间的关系,将随机区间平衡方程转化为两类普通随机平衡方程求解,利用小参数摄动理论导得求随机区间位移的递归方程组.文中还详细推导了计算模糊随机位移、模糊随机应变和模糊随机应力数字特征的计算公式.     

基于滑动Kriging插值的MLPG法求解结构非耦合热应力问题

将基于滑动Kriging插值的无网格局部Petrov-Galerkin(MLPG)法用来求解二维结构非耦合热应力问题,首先进行瞬态热传导的求解,然后再通过顺序耦合法将不同时刻节点温度作为附加体力项施加到应力分析中.瞬态温度场和非耦合热应力分析通过加权余量法来离散,同时用Heaviside分段函数作为局部弱形式的权函数.由于滑动Kriging插值构造的形函数满足Kroneckerδ函数的性质,因此方便了本质边界条件的施加.刚度矩阵形成过程中只涉及到边界积分而没有涉及到区域积分,因此可以减少计算工作量,最后通过两个数值算例来验证本文方法的有效性.     

结构刚度函数识别的一个途径

为了计算结构的刚度函数,将结构振动微分方程分解为关于已知的原始刚度函数的微分方程和关于未知待求的刚度函数的第一类Fredholm积分方程,利用p个光滑因子进行外插值的求解方法,数值计算当光滑因子为零时的积分方程的稳定解．从而可得到结构的刚度函数．通过数值模拟说明方法是可行的．     

An isogeometric boundary element approach for topology optimization using the level set method

Among the various types of structural optimization, topology has been occupying a prominent place over the last decades. It is considered the most versatile because it allows structural geometry to be determined taking into account only loading and fixing constraints. This technique is extremely useful in the design phase, which requires increasingly complex computational modeling. Modern geometric modeling techniques are increasingly focused on the use of NURBS basis functions. Consequently, it seems natural that topology optimization techniques also use this basis in order to improve computational performance. In this paper, we propose a way to integrate the isogeometric boundary techniques to topology optimization through the level set function. The proposed coupling occurs by describing the normal velocity field from the level set equation as a function of the normal shape sensitivity. This process is not well behaved in general, so some regularization technique needs to be specified. Limiting to plane linear elasticity cases, the numerical investigations proposed in this study indicate that this type of coupling allows to obtain results congruent with the current literature. Moreover, the additional computational costs are small compared to classical techniques, which makes their advantage for optimization purposes evident, particularly for boundary element method practitioners.     

Shape and topology optimization for elliptic boundary value problems using a piecewise constant level set method

The aim of this paper is to propose a variational piecewise constant level set method for solving elliptic shape and topology optimization problems. The original model is approximated by a two-phase optimal shape design problem by the ersatz material approach. Under the piecewise constant level set framework, we first reformulate the two-phase design problem to be a new constrained optimization problem with respect to the piecewise constant level set function. Then we solve it by the projection Lagrangian method. A gradient-type iterative algorithm is presented. Comparisons between our numerical results and those obtained by level set approaches show the effectiveness, accuracy and efficiency of our algorithm.     

A Nonlinear Scalarization Function and Generalized Quasi-vector Equilibrium Problems

Scalarization method is an important tool in the study of vector optimization as corresponding solutions of vector optimization problems can be found by solving scalar optimization problems. In this paper we introduce a nonlinear scalarization function for a variable domination structure. Several important properties, such as subadditiveness and continuity, of this nonlinear scalarization function are established. This nonlinear scalarization function is applied to study the existence of solutions for generalized quasi-vector equilibrium problems. This paper is dedicated to Professor Franco Giannessi for his 68th birthday     

基于离散变量的拓扑优化方法

单元敏度的不准确估计是离散拓扑优化算法数值不稳定的原因之一,特别是添加材料时,传统的敏度计算公式给出的估计误差较大,甚至有时估计符号都是错误的．为了克服这一问题,通过对弹性平衡增量方程的摄动分析构造了新的增量敏度估计公式．这一新的公式无论是添加材料还是删除材料都能较准确地估计出目标函数增量,它可以看作是通过非局部单元刚度阵对传统敏度分析公式的修正．以此为基础构建了一种基于离散变量的拓扑优化算法,它可以从任意单元上添加或删除材料以使目标函数减小,同时为避免优化过程中重新划分网格,采用了单元软杀策略以小刚度材料模拟空单元．这一方法的主要优点是简单,不需要太多的数学计算,特别有利于工程实际的应用．     

Design of planar articulated mechanisms using branch and bound

This paper considers an optimization model and a solution method for the design of two-dimensional mechanical mechanisms. The mechanism design problem is modeled as a nonconvex mixed integer program which allows the optimal topology and geometry of the mechanism to be determined simultaneously. The underlying mechanical analysis model is based on a truss representation allowing for large displacements. For mechanisms undergoing large displacements elastic stability is of major concern. We derive conditions, modeled by nonlinear matrix inequalities, which guarantee that a stable equilibrium is found and that buckling is prevented. The feasible set of the design problem is described by nonlinear differentiable and non-differentiable constraints as well as nonlinear matrix inequalities.To solve the mechanism design problem a branch and bound method based on convex relaxations is developed. To guarantee convergence of the method, two different types of convex relaxations are derived. The relaxations are strengthened by adding valid inequalities to the feasible set and by solving bound contraction sub-problems. Encouraging computational results indicate that the branch and bound method can reliably solve mechanism design problems of realistic size to global optimality.     

Shape and topology optimization of an acoustic horn–lens combination

Using gradient-based optimization combined with numerical solutions of the Helmholtz equation, we design an acoustic device with high transmission efficiency and even directivity throughout a two-octave-wide frequency range. The device consists of a horn, whose flare is subject to boundary shape optimization, together with an area in front of the horn, where solid material arbitrarily can be distributed using topology optimization techniques, effectively creating an acoustic lens.     

On the multi-component layout design with inertial force

The purpose of this paper is to introduce inertial forces into the proposed integrated layout optimization method designing the multi-component systems. Considering a complex packing system for which several components will be placed in a container of specific shape, the aim of the design procedure is to find the optimal location and orientation of each component, as well as the configuration of the structure that supports and interconnects the components. On the one hand, the Finite-circle Method (FCM) is used to avoid the components overlaps, and also overlaps between components and the design domain boundaries. One the other hand, the optimal material layout of the supporting structure in the design domain is designed by topology optimization. A consistent material interpolation scheme between element stiffness and inertial load is presented to avoid the singularity of localized deformation due to the presence of design dependent inertial loading when the element stiffness and the involved inertial load are weakened with the element material removal. The tested numerical example shows the proposed methods extend the actual concept of topology optimization and are efficient to generate reasonable design patterns.     

Nonlinear Analysis and Optimum Design of Guyed Masts

In this paper the nonlinear analysis and design optimization of guyed masts is addressed. The mast is modeled as a 3D truss and is supported by catenary cable elements that have nonlinear elastic behavior. For nonlinear static analysis, an innovative procedure is proposed that divides the structure into linear and nonlinear parts and analyzes them separately. The proposed method satisfies the equilibrium and compatibility by establishing and solution of a set of nonlinear equations. The optimization problem employs the sizes of members, initial cable tensions and the positions of anchor on the ground and tie level of cables on the mast as design variables. To facilitate the optimization solution, a compatible sensitivity analysis procedure is proposed. Sensitivities of objective function, displacement and strength constraints in the mast and cables, subjected to a variety of load combinations including dead, wind and ice loads are calculated. Numerical examples are provided to show the nonlinear analysis procedure and the applicability of the algorithm to optimum design of practical guyed masts.     

Advances in Interval Methods for Deterministic Global Optimization in Chemical Engineering

In recent years, it has been shown that strategies based on an interval-Newton approach can be used to reliably solve a variety of nonlinear equation solving and optimization problems in chemical process engineering, including problems in parameter estimation and in the computation of phase behavior. These strategies provide a mathematical and computational guarantee either that all solutions have been located in an equation solving problem or that the global optimum has been found in an optimization problem. The primary drawback to this approach is the potentially high computational cost. In this paper, we consider strategies for bounding the solution set of the linear interval equation system that must be solved in the context of the interval-Newton method. Recent preconditioning techniques for this purpose are reviewed, and a new bounding approach based on the use of linear programming (LP) techniques is presented. Using this approach it is possible to determine the desired bounds exactly (within round out), leading to significant overall improvements in computational efficiency. These techniques will be demonstrated using several global optimization problems, with focus on problems arising in chemical engineering, including parameter estimation and molecular modeling. These problems range in size from under ten variables to over two hundred, and are solved deterministically using the interval methodology.     

Stochastic Material and Topology Design

In order to find a robust optimal topology or material design with respect to stochastic variations of the model parameters of a mechanical structure, the basic optimization problem under stochastic uncertainty must be replaced by an appropriate deterministic substitute problem. Starting from the equilibrium equation and the yield/strength conditions, the problem can be formulated as a stochastic (linear) program “with recourse”. Hence, by discretization the design space by finite elements, linearizing the yield conditions, in case of discrete probability distributions the resulting deterministic substitute problems are linear programs with a dual decomposition data structure.