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21.
Chi-Kwong Li Ilya M. Spitkovsky 《Journal of Mathematical Analysis and Applications》2003,282(1):329-340
Existence of the fractional powers is established in Banach algebra setting, in terms of the numerical ranges of elements involved. The behavior of the spectra and (for Hermitian ∗-algebras satisfying some additional hypotheses) the ∗-numerical range under taking these powers also is investigated. 相似文献
22.
23.
Adam B. Levy 《Mathematical Programming》2007,110(3):615-639
Numerical methods for solving constrained optimization problems need to incorporate the constraints in a manner that satisfies
essentially competing interests; the incorporation needs to be simple enough that the solution method is tractable, yet complex
enough to ensure the validity of the ultimate solution. We introduce a framework for constraint incorporation that identifies
a minimal acceptable level of complexity and defines two basic types of constraint incorporation which (with combinations)
cover nearly all popular numerical methods for constrained optimization, including trust region methods, penalty methods,
barrier methods, penalty-multiplier methods, and sequential quadratic programming methods. The broad application of our framework
relies on addition and chain rules for constraint incorporation which we develop here. 相似文献
24.
In a previous paper we gave a new formulation and derived the Euler equations and other necessary conditions to solve strong, pathwise, stochastic variational problems with trajectories driven by Brownian motion. Thus, unlike current methods which minimize the control over deterministic functionals (the expected value), we find the control which gives the critical point solution of random functionals of a Brownian path and then, if we choose, find the expected value.This increase in information is balanced by the fact that our methods are anticipative while current methods are not. However, our methods are more directly connected to the theory and meaningful examples of deterministic variational theory and provide better means of solution for free and constrained problems. In addition, examples indicate that there are methods to obtain nonanticipative solutions from our equations although the anticipative optimal cost function has smaller expected value.In this paper we give new, efficient numerical methods to find the solution of these problems in the quadratic case. Of interest is that our numerical solution has a maximal, a priori, pointwise error of O(h3/2) where h is the node size. We believe our results are unique for any theory of stochastic control and that our methods of proof involve new and sophisticated ideas for strong solutions which extend previous deterministic results by the first author where the error was O(h2).We note that, although our solutions are given in terms of stochastic differential equations, we are not using the now standard numerical methods for stochastic differential equations. Instead we find an approximation to the critical point solution of the variational problem using relations derived from setting to zero the directional derivative of the cost functional in the direction of simple test functions.Our results are even more significant than they first appear because we can reformulate stochastic control problems or constrained calculus of variations problems in the unconstrained, stochastic calculus of variations formulation of this paper. This will allow us to find efficient and accurate numerical solutions for general constrained, stochastic optimization problems. This is not yet being done, even in the deterministic case, except by the first author. 相似文献
25.
In this paper we analyse numerical models for time-dependent Boussinesq equations. These equations arise when so-called Boussinesq terms are introduced into the shallow water equations. We use the Boussinesq terms proposed by Katapodes and Dingemans. These terms generalize the constant depth terms given by Broer. The shallow water equations are discretized by using fourth-order finite difference formulae for the space derivatives and a fourth-order explicit time integrator. The effect on the stability and accuracy of various discrete Boussinesq terms is investigated. Numerical experiments are presented in the case of a fourth-order Runge-Kutta time integrator. 相似文献
26.
Zhengqian Luo Guoyong Sun Zhiping Cai Miaoling Si Qibo Li 《Optics Communications》2007,277(1):118-124
In this paper, continuous wave Yb3+-doped double-clad fiber lasers (DCFLs) with linear-cavity are investigated theoretically and numerically using the rate equations. Under the steady state conditions, the simplified analytic solutions of Yb3+-doped DCFLs under considering the scattering loss are deduced in the strongly pump condition. Compared with the known analytic solutions in published literatures, our analytic solutions are more accurate, especially, at higher reflectivity of output mirror. In addition, a fast and stable algorithm based on the Newton-Raphson method is proposed to simulate numerically Yb3+-doped DCFLs. The results by simplified analytic solutions are in good agreement with those by the numerical simulation. Moreover, we have performed the optimization of an Yb3+-doped DCFL using the simplified analytic solutions and the numerical simulations, respectively. 相似文献
27.
Most operational models in atmospheric physics, meteorology and climatology nowadays adopt spherical geodesic grids and require “ad hoc” developed interpolation procedures. The author does a comparison between chosen representatives of linear, distance-based and cubic interpolation schemes outlining their advantages and drawbacks in this specific application field. Numerical experiments on a standard test problem, while confirming a good performance of linear and distance-based schemes in a single interpolation step, also show their minor accuracy with respect to the cubic scheme in the more realistic simulation of advection of a meteorological field. 相似文献
28.
In this paper, the authors present airflow field characteristics of human upper airway and soft palate movement attitude during
breathing. On the basis of the data taken from the spiral computerized tomography images of a healthy person and a patient
with Obstructive Sleep Apnea-Hypopnea Syndrome (OSAHS), three-dimensional models of upper airway cavity and soft palate are
reconstructed by the method of surface rendering. Numerical simulation is performed for airflow in the upper airway and displacement
of soft palate by fluid-structure interaction analysis. The reconstructed three-dimensional models precisely preserve the
original configuration of upper airways and soft palate. The results of the pressure and velocity distributions in the airflow
field are quantitatively determined, and the displacement of soft palate is presented. Pressure gradients of airway are lower
for the healthy person and the airflow distribution is quite uniform in the case of free breathing. However, the OSAHS patient
remarkably escalates both the pressure and velocity in the upper airway, and causes higher displacement of the soft palate.
The present study is useful in revealing pathogenesis and quantitative mutual relationship between configuration and function
of the upper airway as well as in diagnosing diseases related to anatomical structure and function of the upper airway.
The project supported by the National Natural Science Foundation of China (10672036, 10472025 and 10421002), the Natural Science
Foundation of Liaoning Province (20032109).
English text was polished by Yunming Chen. 相似文献
29.
F. Farid 《Linear and Multilinear Algebra》2002,50(3):223-239
An upper bound for the number of components of the numerical range of matrix polynomials is established. We also establish a necessary condition and a sufficient condition for the connectedness of the numerical range of a quadratic selfadjoint matrix polynomial. The boundary of the numerical range of linear matrix polynomials is also considered. 相似文献
30.
In this paper, we discuss the classical ill-posed problem of numerical differentiation, assuming that the smoothness of the function to be differentiated is unknown. Using recent results on adaptive regularization of general ill-posed problems, we propose new rules for the choice of the stepsize in the finite-difference methods, and for the regularization parameter choice in numerical differentiation regularized by the iterated Tikhonov method. These methods are shown to be effective for the differentiation of noisy functions, and the order-optimal convergence results for them are proved.