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11.
Y. Wardi 《Journal of Optimization Theory and Applications》1989,61(3):473-485
A stochastic algorithm for finding stationary points of real-valued functions defined on a Euclidean space is analyzed. It is based on the Robbins-Monro stochastic approximation procedure. Gradient evaluations are done by means of Monte Carlo simulations. At each iteratex
i
, one sample point is drawn from an underlying probability space, based on which the gradient is approximated. The descent direction is against the approximation of the gradient, and the stepsize is 1/i. It is shown that, under broad conditions, w.p.1 if the sequence of iteratesx
1,x
2,...generated by the algorithm is bounded, then all of its accumulation points are stationary. 相似文献
12.
13.
几率量子隐形传态的离子阱方案 总被引:2,自引:0,他引:2
本文提出了一个在分别囚禁于不同离子阱中的两个离子间实现几率量子隐形传态的简单方案,Alice对离子1和离子2的内态进行联合测量并通过经典通道告诉Bob测量结果,Bob利用一束经典驻波场激光与离子3相互作用并控制相互作用的时间就能够在离子3上最佳几率地重现离子1的初始内态. 相似文献
14.
R. S. Martynov Yu. M. Nechepurenko 《Computational Mathematics and Mathematical Physics》2006,46(7):1155-1167
For a discrete linear stochastic dynamical system, computation of the response matrix to the external action from a subspace using given observational data is examined. An algorithm is proposed and substantiated that makes it possible to improve the numerical accuracy and to reduce the amount of observational data compared to the general case where an arbitrary external action is allowed. As an illustration, a discrete system arising in the analysis of a linear stochastic dynamical continuous-time system is considered more thoroughly. Some numerical results are presented. 相似文献
15.
总结两个保守映象不可逆地分段连续链接(称为类耗散系统)以及一个保守映象与一个耗散映象不可逆地分段连续链接(称为半耗散系统)情况下得到的五项共同动力学特征:不连续边界象集构成的随机网成为唯一的混沌轨道;由于某些相点具有两个逆象而导致的相空间塌缩(类耗散);由于系统的不连续不可逆性质而出现的胖分形禁区网;在具有吸引子共存时占据不连续边界象集随机网和胖分形禁区网区域的点滴状吸引域以及由此导致的吸引子不可预言性;即使在传统强耗散存在的情况下点滴状吸引域仍由类耗散机制主宰.以一个累积-触发电路为例,说明这五项系统动
关键词:
随机网
禁区网
点滴状吸引域 相似文献
16.
17.
Jeannette H. C. Woerner 《商业与工业应用随机模型》2005,21(1):27-44
In the framework of stochastic volatility models we examine estimators for the integrated volatility based on the pth power variation (i.e. the sum of pth absolute powers of the log‐returns). We derive consistency and distributional results for the estimators given high‐frequency data, especially taking into account what kind of process we may add to our model without affecting the estimate of the integrated volatility. This may on the one hand be interpreted as a possible flexibility in modelling, for example adding jumps or even leaving the framework of semimartingales by adding a fractional Brownian motion, or on the other hand as robustness against model misspecification. We will discuss possible choices of p under different model assumptions and irregularly spaced data. Copyright © 2005 John Wiley & Sons, Ltd. 相似文献
18.
We consider the optimal service control of a multiclass M/G/1 queueing system in which customers are served nonpreemptively and the system cost rate is additive across classes and increasing convex in the numbers present in each class. Following Whittle's approach to a class of restless bandit problems, we develop a Langrangian relaxation of the service control problem which serves to motivate the development of a class of index heuristics. The index for a particular customer class is characterised as a fair charge for service of that class. The paper develops these indices and reports an extensive numerical investigation which exhibits strong performance of the index heuristics for both discounted and average costs. 相似文献
19.
The turbulent flow in a compound meandering channel with a rectangular cross section is one of the most complicated turbulent flows, because the flow behaviour is influenced by several kinds of forces, including centrifugal forces, pressure‐driven forces and shear stresses generated by momentum transfer between the main channel and the flood plain. Numerical analysis has been performed for the fully developed turbulent flow in a compound meandering open‐channel flow using an algebraic Reynolds stress model. The boundary‐fitted coordinate system is introduced as a method for coordinate transformation in order to set the boundary conditions along the complicated shape of the meandering open channel. The turbulence model consists of transport equations for turbulent energy and dissipation, in conjunction with an algebraic stress model based on the Reynolds stress transport equations. With reference to the pressure–strain term, we have made use of a modified pressure–strain term. The boundary condition of the fluctuating vertical velocity is set to zero not only for the free surface, but also for computational grid points next to the free surface, because experimental results have shown that the fluctuating vertical velocity approaches zero near the free surface. In order to examine the validity of the present numerical method and the turbulent model, the calculated results are compared with experimental data measured by laser Doppler anemometer. In addition, the compound meandering open channel is clarified somewhat based on the calculated results. As a result of the analysis, the present algebraic Reynolds stress model is shown to be able to reasonably predict the turbulent flow in a compound meandering open channel. Copyright © 2005 John Wiley & Sons, Ltd. 相似文献
20.