The Crank–Nicolson finite spectral element method and numerical simulations for 2D non-stationary Navier–Stokes equations

In this paper, we first build a semi-discretized Crank–Nicolson (CN) model about time for the two-dimensional (2D) non-stationary Navier–Stokes equations about vorticity–stream functions and discuss the existence, stability, and convergence of the time semi-discretized CN solutions. And then, we build a fully discretized finite spectral element CN (FSECN) model based on the bilinear trigonometric basic functions on quadrilateral elements for the 2D non-stationary Navier–Stokes equations about the vorticity–stream functions and discuss the existence, stability, and convergence of the FSECN solutions. Finally, we utilize two sets of numerical experiments to check out the correctness of theoretical consequences.     

基于S变换的地震信号降噪方法研究

S变换在分析非平稳信号时能有效地反映出频率随时间的变化,但由于其窗函数是固定不变的,在实际中应用受到了限制.从基本理论出发,推导出一种改进的S变换形式,并对合成信号分别进行傅立叶变换、s变换和改进的S变换,通过对比发现:改进的s变换方法能够更好地分辨非平稳信号的频率特性,比S变换具有更高的分辨率.最后应用改进的s变换方法对地震背景噪声数据进行了去噪处理,取得了较好的结果.     

Structural first failure times under non-Gaussian stochastic behavior

An analytical moment-based method for calculating structural first failure times under non-Gaussian stochastic behavior is proposed.In the method,a power series that constants can be obtained from response moments (skewness,kurtosis,etc.) is used firstly to map a non-Gaussian structural response into a standard Gaussian process,then mean up-crossing rates,mean clump size and the initial passage probability of a critical barrier level by the original structural response are estimated,and finally,the formula for calculating first failure times is established on the assumption that corrected up-crossing rates are independent.An analysis of a nonlinear single-degree-of-freedom dynamical system excited by a Gaussian model of load not only demonstrates the usage of the proposed method but also shows the accuracy and efficiency of the proposed method by comparisons between the present method and other methods such as Monte Carlo simulation and the traditional Ganssian model.     

随机桁架结构的非平稳随机动力响应分析

本文研究了随机桁架结构在非平稳随机激励下的动力响应问题。在利用随机因子法分析随机结构动力特性的基础上，给出了一种分析随机结构非平稳随机响应的新方法。从结构非平稳随机响应的表达式出发，同时考虑桁架结构的物理参数、几何尺寸的随机性，利用求解随机变量函数矩的方法和求解随机变量数字特征的代数综合法，导出了随机桁架结构在非平稳随机激励下位移响应均方值和应力响应均方值的均值、方差和变异系数的计算表达式。通过算例，分析了结构物理参数和几何尺寸的随机性对结构位移响应均方值和应力响应均方值随机变量随机性的影响。本文方法具有对随机结构进行一次动力分析便可求得动力响应的数字特征，且可以考察结构任一参数的随机性对结构非平稳随机响应分析结果的影响之优点。     

An inverse problem for Maxwell's equations in isotropic and non-stationary media

In this article, we consider Maxwell's equations in an isotropic, inhomogeneous and non-stationary medium. We discuss an inverse problem of determining the t-independent components of the coefficients ?, μ in the constitutive relations from a finite number of interior measurements. We prove a Lipschitz stability estimate for the inverse problem by applying the argument on the basis of Carleman estimate.     

Extinction Effects of Multiplicative Non-Gaussian L′evy Noise in a Tumor Growth System with Immunization

The extinction phenomenon induced by multiplicative non-Gaussian Levy noise in a tumor growth model with immune response is discussed. Under the influence of the stochastic immune rate, the model is analyzed in terms of a stochastic differential equation with multiplicative noise. By means of the theory of the infinitesimal generator of Hunt processes, the escape probability, which is used to measure the noise-induced extinction probability of tumor cells, is explicitly expressed as a function of initial tumor cell density, stability index and noise intensity. Based on the numerical calculations, it is found that for different initial densities of tumor cells, noise parameters play opposite roles on the escape probability. The optimally selected values of the multiplicative noise intensity and the stability index are found to maximize the escape probability.     

Stationary properties of a single-mode laser system with non-Gaussian and Gaussian noise

A single-mode laser system with non-Gaussian and Gaussian noise is investigated. The stationary mean value and the normalized variance of the laser intensity are numerically calculated under the condition that the stationary probability distribution function (SPDF) is derived. The SPDF as a function of the laser intensity exhibits a maximum. The maximum becomes smaller with the increase of the correlation intensity or the non-Gaussian parameter, where the later is a measure of the deviation from the Gaussian characteristic. The maximum becomes larger as the correlation time increases. The laser intensity stationary mean value decreases with the increase of the correlation intensity or the non-Gaussian parameter while increases with the correlation time increasing. The laser intensity normalized variance increases with the increase of the correlation intensity or the non-Gaussian parameter while decreases as the correlation time increases.     

An efficient computational method for a stochastic dynamic lot-sizing problem under service-level constraints

We provide an efficient computational approach to solve the mixed integer programming (MIP) model developed by Tarim and Kingsman [8] for solving a stochastic lot-sizing problem with service level constraints under the static-dynamic uncertainty strategy. The effectiveness of the proposed method hinges on three novelties: (i) the proposed relaxation is computationally efficient and provides an optimal solution most of the time, (ii) if the relaxation produces an infeasible solution, then this solution yields a tight lower bound for the optimal cost, and (iii) it can be modified easily to obtain a feasible solution, which yields an upper bound. In case of infeasibility, the relaxation approach is implemented at each node of the search tree in a branch-and-bound procedure to efficiently search for an optimal solution. Extensive numerical tests show that our method dominates the MIP solution approach and can handle real-life size problems in trivial time.     

Upper bound for the time derivative of entropy for a stochastic dynamical system with double singularities driven by non-Gaussian noise

A stochastic dynamical system with double singularities driven by non-Gaussian noise is investigated.The Fokker-Plank equation of the system is obtained through the path-integral approach and the method of transformation.Based on the definition of Shannon’s information entropy and the Schwartz inequality principle,the upper bound for the time derivative of entropy is calculated both in the absence and in the presence of non-equilibrium constraint.The present calculations can be used to interpret the effects of the system dissipative parameter,the system singularity strength parameter,the noise correlation time and the noise deviation parameter on the upper bound.