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51.
Hermann Singer 《The Journal of mathematical sociology》2013,37(1):39-49
In a recent paper it was shown that the aliasing phenomenon, which leads to a severe identification problem in the estimation of stochastic differential equations, can be overcome by using a polygonal (or higher) approximation for the time paths of the exogenous variables. This work attempts to visualize the problem and presents several simulated trajectories of a continuous time AR(2)‐process (Ornstein‐Uhlenbeck‐process) together with the observationally equivalent structures. Furthermore it is shown that aliasing can even change the analytical properties of the time paths of the system: whereas the first component of the Ornstein‐Uhlenbeck‐process is differentiable, the trajectories of the aliasing structures are continuous, but not differentiable any more. 相似文献
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53.
The combination of a high‐order unstructured spectral difference (SD) spatial discretization scheme with sub‐grid scale (SGS) modeling for large‐eddy simulation is investigated with particular focus on the consistent implementation of a structural mixed model based on the scale similarity hypothesis. The difficult task of deriving a consistent formulation for the discrete filter within the SD element of arbitrary order led to the development of a new class of three‐dimensional constrained discrete filters. The discrete filters satisfy a set of selected criteria and are completely local within the SD element. Their weights can be automatically computed at run time from the number of solution points within each element and the expected filter cutoff length scale. The novel discrete filters can be applied to any SGS model involving explicit filtering and to a broad class of high‐order discontinuous finite element numerical schemes. The code is applied to the computation of turbulent channel flows at three Reynolds numbers, namely Reτ = 180, 395, and 590 (based on the friction velocity uτ and channel half‐width δ). Results from computations with and without the SGS model are compared against results from direct numerical simulation. The numerical experiments suggest that the results are sensitive to the use of the SGS model, even when a high‐order numerical scheme is used, especially when the grid resolution is kept relatively low and mostly in terms of resolved Reynolds stresses. Results obtained using existing filters based on the projection of the solution over lower‐order polynomial bases are also shown and demonstrate that these filters are inadequate for SGS modeling purposes, mostly because of their inability to enforce the selected cutoff length scale with sufficient accuracy. The use of the similarity mixed formulation proved to be particularly accurate in reproducing SGS interactions, confirming that its well‐known potential can be realized in conjunction with state‐of‐the‐art high‐order numerical schemes.Copyright © 2012 John Wiley & Sons, Ltd. 相似文献
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Yarema A. Prykarpatskyy 《Journal of Nonlinear Mathematical Physics》2016,23(1):92-107
A regular gradient-holonomic approach to studying the Lax type integrability of the Ablowitz–Ladik hierarchy of nonlinear Lax type integrable discrete dynamical systems in the vertex operator representation is presented. The relationship to the Lie-algebraic integrability scheme is analyzed and the connection with the τ-function representation is discussed. 相似文献
56.
Influence theory is a foundational theory of physics that is not based on traditional empirically defined concepts, such as positions in space and time, mass, energy, or momentum. Instead, the aim is to derive these concepts, and their empirically determined relationships, from a more primitive model. It is postulated that there exist things, which are call particles, that influence one another in a discrete and directed fashion resulting in a partially ordered set of influence events. The problem of consistent quantification of the influence events is considered. Observers are modeled as particle chains (observer chains) as if an observer were able to track a particle and quantify the influence events that the particle experiences. From these quantified influence events, consistent quantification of the universe of events based on the observer chains is studied. Herein, the kinematics and dynamics of particles from the perspective of influence theory are both reviewed and further developed. 相似文献
57.
We discuss the motion of substance in a channel containing nodes of a network. Each node of the channel can exchange substance with: (i) neighboring nodes of the channel, (ii) network nodes which do not belong to the channel, and (iii) environment of the network. The new point in this study is that we assume possibility for exchange of substance among flows of substance between nodes of the channel and: (i) nodes that belong to the network but do not belong to the channel and (ii) environment of the network. This leads to an extension of the model of motion of substance and the extended model contains previous models as particular cases. We use a discrete-time model of motion of substance and consider a stationary regime of motion of substance in a channel containing a finite number of nodes. As results of the study, we obtain a class of probability distributions connected to the amount of substance in nodes of the channel. We prove that the obtained class of distributions contains all truncated discrete probability distributions of discrete random variable which can take values . Theory for the case of a channel containing infinite number of nodes is presented in Appendix A. The continuous version of the discussed discrete probability distributions is described in Appendix B. The discussed extended model and obtained results can be used for the study of phenomena that can be modeled by flows in networks: motion of resources, traffic flows, motion of migrants, etc. 相似文献
58.
Chuncheng Wang 《Journal of Difference Equations and Applications》2013,19(7):737-746
In this paper, the discrete Nicholson's blowflies model with delay is considered. First, the stability of the equilibria of the system is investigated by analyzing the characteristic equation and then the existence of fold and Neimark–Sacker bifurcations are verified. Subsequent to that, the direction and stability of the bifurcation are determined by using the normal form theory and center manifold theorem. Finally, some numerical simulations are carried out in order to support the results of mathematical analysis. 相似文献
59.
Xia Liu Yuanbiao Zhang Haiping Shi Xiaoqing Deng 《Mathematical Methods in the Applied Sciences》2015,38(1):1-10
By using the critical point method, some new criteria are obtained for the existence and multiplicity of periodic solutions for fourth-order nonlinear functional difference equations. The proof is based on the linking theorem in combination with variational technique. Recent results in the literature are generalized and significantly improved. Copyright © 2013 John Wiley & Sons, Ltd. 相似文献
60.
离散纵标格式是计算辐射输运方程的常用格式之一. 但是, 传统的离散纵标格式求解二维柱坐标系辐射输运方程模拟一维球对称问题时, 会出现明显的非对称现象, 球对称性被破坏. 针对该问题, 本文分析了传统离散纵标格式不能够保持球对称性的原因, 提出了空间基于柱坐标系、方向基于球坐标系的辐射输运方程, 并对该方程设计了新的离散纵标格式, 从理论上证明了当空间网格取球对称剖分时该离散格式能够保持一维球对称性的充分必要条件. 通过对真空球区域辐射输运、与物质耦合辐射输运等球对称算例的数值模拟, 验证了该格式的保球对称性, 球对称误差能够达到机器精度. 非对称辐射驱动模型以及非对称网格剖分条件下的数值模拟等算例也取得了较好的结果. 相似文献