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Li  Jiyong  Gao  Yachao 《Numerical Algorithms》2019,81(4):1379-1401
Numerical Algorithms - Recently, continuous-stage Runge-Kutta-Nyström (CSRKN) methods for solving numerically second-order initial value problem $q^{\prime \prime }= f(q)$ have been proposed...  相似文献   
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Random excitations, such as wind velocity, always exhibit non-Gaussian features. Sample realisations of stochastic processes satisfying given features should be generated, in order to perform the dynamical analysis of structures under stochastic loads based on the Monte Carlo simulation. In this paper, an efficient method is proposed to generate stationary non-Gaussian stochastic processes. It involves an iterative scheme that produces a class of sample processes satisfying the following conditions. (1) The marginal cumulative distribution function of each sample process is perfectly identical to the prescribed one. (2) The ensemble-averaged power spectral density function of these non-Gaussian sample processes is as close to the prescribed target as possible. In this iterative scheme, the underlying processes are generated by means of the spectral representation method that recombines the upgraded power spectral density function with the phase contents of the new non-Gaussian processes in the latest iteration. Numerical examples are provided to demonstrate the capabilities of the proposed approach for four typical non-Gaussian distributions, some of which deviate significantly from the Gaussian distribution. It is found that the estimated power spectral density functions of non-Gaussian processes are close to the target ones, even for the extremely non-Gaussian case. Furthermore, the capability of the proposed method is compared to two other methods. The results show that the proposed method performs well with convergence speed, accuracy, and random errors of power spectral density functions.  相似文献   
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复合Poisson单是一种特殊的两参数独立增量过程,也是最典型的状态离散的两参数马氏过程.为解决复合Poisson单的可加性及其在两参数的保险索赔等情况中的应用问题,我们尝试应用特征函数的方法,对复合Poisson单的可加性进行研究.研究结果表明,复合Poisson单具有可加性,并且在实际生活中具有较为广泛的应用.  相似文献   
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The main objective of the present investigation is to find the solution for the fractional model of Klein-Gordon-Schrödinger system with the aid of q-homotopy analysis transform method (q-HATM). The projected solution procedure is an amalgamation of q-HAM with Laplace transform. More preciously, to elucidate the effectiveness of the projected scheme we illustrate the response of the q-HATM results, and the numerical simulation is offered to guarantee the exactness. Further, the physical behaviour has been presented associated with parameters present the method with respect fractional-order. The present study confirms that, the projected solution procedure is highly methodical and accurate to solve and study the behaviours of the system of differential equations with arbitrary order exemplifying the real word problems.  相似文献   
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Laminar unsteady multilayer axial flows of fractional immiscible Maxwell fluids in a circular cylinder are investigated. The flow of fluids is generated by a time-dependent pressure gradient in the axial direction and by the translational motion of a cylinder along his axis. The considered mathematical model is based on the fractional constitutive equation of Maxwell fluids with Caputo time-fractional derivatives. Analytical solutions for the fractional differential equations of the velocity fields with boundary and interfaces conditions have been determined by using the Laplace transform coupled with the Hankel transform of order zero and the Weber transform of order zero. The influence of the memory effects on the motion of the fluid has been investigated for the particular case of three fractional Maxwell fluids. It is found that for increasing values of the fractional parameter the fluid velocity is decreasing. The memory effects have a stronger influence on the velocity of the second layer.  相似文献   
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This theoretical investigation aims to highlight the unsteady freely convective fractional motion of a Jeffery fluid near an infinite vertical plate. The additional effects of ramped velocity condition, Newtonian heating, magnetohydrodynamics (MHD), and nonlinear radiative heat flux are also examined. A system of fractional order partial differential equations is established by choosing Caputo-Fabrizio fractional derivative as a foundation. Laplace transformation followed by an adequate choice of unit-less parameters is executed to solve the subsequent ordinary differential equations. Stehfest’s and Zakian’s numerical algorithms are invoked to find and justify the inverse Laplace transform of velocity and shear stress. Temperature and velocity gradients are evaluated at the wall to effectively probe the rate of heat transfer and shear stress. In this regard, numerical computations of Nusselt number and shear stress for several inputs of connected parameters are tabulated. Furthermore, graphical elucidations of velocity and temperature profiles are provided to observe the rise and fall subjected to variation in several parameters. Additionally, the velocity profile for both ramped boundary condition and constant boundary condition is analyzed to get a deep insight into the physical phenomenon of the considered problem. Finally, a comparative analysis between Jeffery fluid and second grade fluid is carried out for both factional and ordinary cases, and it is determined that Jeffery fluids exhibit rapid motion in both cases.  相似文献   
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