基于Kronecker型替换的黑盒多项式稀疏插值

本文基于新的Kronecker型替换,给出两个由黑盒表示的稀疏多项式的新确定性插值算法.令f∈R[x1,……,xn]是一个稀疏黑盒多项式,其次数上界为D.当R是C或者是有限域时,相对于已有算法,新算法具有更好的计算复杂度或者关于D的复杂度更低.特别地,对于一般黑盒模型,D是复杂度中的主要因素,而在所有的确定性算法中,本文的第二个算法的复杂度关于D是最低的.     

The value function of a transportation problem

We investigate the value of an optimal transportation problem with the maximization objective as a function of costs and vectors of production and consumption. The value is concave in production. For generic costs, the numbers of linearity domains and peak points are independent of costs and consumption. The peak points are determined by an auxiliary assignment problem. The volumes of the linearity domains are independent of costs while their dependence on consumption can be expressed via the multinomial distribution.     

A new idea to construct the fractal interpolation function

The aim of this paper is to present a new idea to construct the nonlinear fractal interpolation function, in which we exploit the Matkowski and the Rakotch fixed point theorems. Our technique is different from the methods presented in the previous literatures.     

有耗介质层上多导体传输线的电磁耦合时域分析方法

目前,针对空间电磁场作用有耗介质层上传输线的电磁耦合,仍缺乏有效的数值分析方法.因此,本文提出一种高效的时域混合算法,很好地解决了有耗介质层上传输线电磁耦合建模难的问题.首先,对经典传输线方程进行改进,推导了适用于有耗介质层上多导体传输线电磁耦合分析的修正传输线方程.然后,结合时域有限差分方法和相应插值技术,求解修正传输线方程,获得多导线及其端接负载上的电压和电流响应,并实现空间电磁场辐射与多导线瞬态响应的同步计算.最后,通过相应计算实例的数值模拟,与CST软件的仿真结果进行对比,验证了时域混合算法的正确性和高效性.     

Arbitrage‐free call option surface construction using regression splines

In this work, we suggest a novel quadratic programming‐based algorithm to generate an arbitrage‐free call option surface. The empirical performance of the proposed method is evaluated using S&P 500 Index call options. Our results indicate that the proposed method provides a more precise fit to observed option prices than other alternative methodologies. Copyright © 2014 John Wiley & Sons, Ltd.     

Chebyshev spectral variational integrator and applications

The Chebyshev spectral variational integrator(CSVI) is presented in this paper. Spectral methods have aroused great interest in approximating numerically a smooth problem for their attractive geometric convergence rates. The geometric numerical methods are praised for their excellent long-time geometric structure-preserving properties.According to the generalized Galerkin framework, we combine two methods together to construct a variational integrator, which captures the merits of both methods. Since the interpolating points of the variational integrator are chosen as the Chebyshev points,the integration of Lagrangian can be approximated by the Clenshaw-Curtis quadrature rule, and the barycentric Lagrange interpolation is presented to substitute for the classic Lagrange interpolation in the approximation of configuration variables and the corresponding derivatives. The numerical float errors of the first-order spectral differentiation matrix can be alleviated by using a trigonometric identity especially when the number of Chebyshev points is large. Furthermore, the spectral variational integrator(SVI) constructed by the Gauss-Legendre quadrature rule and the multi-interval spectral method are carried out to compare with the CSVI, and the interesting kink phenomena for the Clenshaw-Curtis quadrature rule are discovered. The numerical results reveal that the CSVI has an advantage on the computing time over the whole progress and a higher accuracy than the SVI before the kink position. The effectiveness of the proposed method is demonstrated and verified perfectly through the numerical simulations for several classical mechanics examples and the orbital propagation for the planet systems and the Solar system.     

Design of sextuple-mode triple-ring HTS UWB filter using two-round interpolation

A single-stage ring resonator capable of introducing six modes within the ultra-wideband (UWB) passband is presented. The sextuple-mode resonator consists of three rings and three sets of stepped-impedance open stubs. Based on this sextuple-mode resonator, a UWB filter fed by the interdigital-coupling line (ICL) is designed. And we propose a two-round interpolation method to obtain the filter's initial dimensions. The designed filter is fabricated on a double-sided YBCO/MgO/YBCO high-temperature superconducting (HTS) thin film for demonstration. The experimental results show that this UWB filter produces eight resonances in the passband eventually, which effectively improves the in-band reflection and the band-edge steepness. Moreover, the upper stopband performance is enhanced due to the transmission zeros (TZs) generated by the stepped-impedance open stubs and the ICL structure. The measured good performance verifies the practicability of the two-round interpolation approach, which can also be extended to other odd-even-mode filter designs.     

基于不确定控制理论的最优策略研究

本文在不确定理论的框架下,研究一类带背景状态变量的最优控制模型.在乐观值准则下,利用不确定动态规划的方法,证明了不确定最优性原则,得到最优性方程.作为应用,求解一个固定缴费(DC)型养老金的最优投资策略问题,在乐观值准则下,以工资变量为背景状态变量,建立养老金模型.通过求解不确定最优性方程得到最优投资策略和最优支付率.     

Kinematics of layered reinforced-concrete planar beam finite elements with embedded transversal cracking

In this work crack formation and development is addressed and implemented in a planar layered reinforced-concrete beam element. The crack initiation and growth is described using the strength criterion in conjunction with exact kinematics of the interlayer connection. In this way a novel embedded-discontinuity beam finite element is derived in which the tensile stresses in concrete at the crack position reaching the tensile strength will trigger a crack to open. Since the element is multi-layered, in this way the crack is allowed to propagate through the depth of the beam. The cracked layer(s) will involve discontinuity in the cross-sectional rotation equal to the crack-profile angle, as well as a discontinuity in the position vector of the layer’s reference line. A bond–slip relationship is superimposed onto this model in a kinematically consistent manner with reinforcement being treated as an additional layer of zero thickness with its own material parameters and a constitutive law implemented in the multi-layered beam element.     

Error and stability analysis of numerical solution for the time fractional nonlinear Schrödinger equation on scattered data of general‐shaped domains

In present work, a kind of spectral meshless radial point interpolation (SMRPI) technique is applied to the time fractional nonlinear Schrödinger equation in regular and irregular domains. The applied approach is based on erudite combination of meshless methods and spectral collocation techniques. The point interpolation method with the help of radial basis functions is used to construct shape functions which play as basis functions in the frame of SMRPI. It is proved the scheme is unconditionally stable with respect to the time variable in and also convergent by the order of convergence , . In the current work, the thin plate spline are used as the basis functions and to eliminate the nonlinearity, a simple predictor‐corrector (P‐C) scheme is performed. It is shown that the SMRPI solution, as a complex function, is suitable one for the time fractional nonlinear Schrödinger equation. The results of numerical experiments are compared to analytical solutions to confirm the reliable treatment of these stable solutions. © 2016 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq 33: 1043–1069, 2017