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1.
Zhu  Min  Li  Jun-ping  Liu  De-zhi 《应用数学学报(英文版)》2021,37(3):617-627
Acta Mathematicae Applicatae Sinica, English Series - So far there have been few results presented on the exponential stability for time-changed stochastic differential equations. The main aim of...  相似文献   
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单指标面板模型已广泛应用于各学科领域的研究中,其估计方法较为丰富,然而鲜有估计方法将个体内的相关性考虑在内.基于此,本文研究了一类个体内存在相关性的固定效应部分线性单指标面板模型,采用惩罚二次推断函数法和LSDV法相结合的方法对模型进行估计,证明了所得估计量的一致性和渐近正态性.Monte Carlo模拟结果显示其具有优良的有限样本表现,并将该估计技术应用于实际数据分析中.  相似文献   
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In this paper, we consider the problem of computing different types of finite time survival probabilities for a Markov-Modulated risk model and a Markov-Modulated risk model with reinsurance, both with varying premium rates. We use the multinomial approximation scheme to derive an efficient recursive algorithm to compute finite time survival probabilities and finite time draw-down survival probabilities. Numerical results show that by comparing with MCMC approximation, discretize approximation and diffusion approximation methods, the proposed scheme performs accurate results in all the considered cases and with better computation efficiency.

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Stochastic resonance (SR) has been extensively utilized in the field of weak fault signal detection for its characteristic of enhancing weak signals by transferring the noise energy. Aiming at solving the output saturation problem of the classical bistable stochastic resonance (CBSR) system, a double Gaussian potential stochastic resonance (DGSR) system is proposed. Moreover, the output signal-to-noise ratio (SNR) of the DGSR method is derived based on the adiabatic approximation theory to analyze the effect of system parameters on the DGSR method. At the same time, for the purpose of overcoming the drawback that the traditional SNR index needs to know the fault characteristic frequency (FCF), the weighted local signal-to-noise ratio (WLSNR) index is constructed. The DGSR with WLSNR can obtain optimal parameters adaptively, thereby establishing the DGSR system. Ultimately, a DGSR method is proposed and applied in centrifugal fan blade crack detection. Through simulations and experiments, the effectiveness and superiority of the DGSR method are verified.  相似文献   
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在利用反求法构造B样条插值曲线时,往往需要选取端点条件。 因此,可对端点条件进行优化选取,使得构造的B样条插值曲线满足特定要求。提出了一种利用曲线内能极小选取平面二次均匀B样条插值曲线端点条件的算法。首先给出了二次均匀B样条插值曲线分控制顶点与首个控制顶点(即端点条件)的递推关系式;然后给出了利用曲线内能极小优化选取首个控制顶点的算法,证明了利用该算法构造的C1连续二次均匀B样条插值曲线为保形插值,并通过数值算例证明了算法的有效性;最后,为便于实际应用,基于MATLAB平台设计了算法所对应的图形用户界面,用户通过简单的操作即可获得光顺的C1连续二次均匀B样条保形插值曲线。  相似文献   
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Outdoor videos captured in rainy weather may be significantly corrupted by the undesired rain streaks, which severely affect the video processing tasks in outdoor computer vision systems. In this paper, we propose a tensor-based video rain streaks removal method using the nonlocal low-rank regularization. Specifically, we first divide videos into overlapped spatial–temporal patches. Then for each patch, we group its nonlocal similar spatial–temporal patches to form a third-order tensor. To model the clean videos, we characterize the wealth redundancy by adopting the tensor nuclear norm to regularize the low-rankness of the third-order tensors formed by similar spatial–temporal patches of clean videos. We also consider the piecewise smoothness and the temporal continuity of clean videos and utilize the unidirectional total variation to enhance the smoothness and continuity. Moreover, as rain streaks are sparse and smooth along the rain direction, we model the rain streaks by employing an ℓ1 norm and the unidirectional total variation penalty to boost the sparsity and directional smoothness, respectively. We develop an efficient alternating direction method of multipliers to solve the proposed model. Experimental results on both synthetic and real rainy videos show that our method outperforms the state-of-the-art methods quantitatively and qualitatively.  相似文献   
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The Biogeography-Based Optimization algorithm and its variants have been used widely for optimization problems. To get better performance, a novel Biogeography-Based Optimization algorithm with Hybrid migration and global-best Gaussian mutation is proposed in this paper. Firstly, a linearly dynamic random heuristic crossover strategy and an exponentially dynamic random differential mutation one are presented to form a hybrid migration operator, and the former is used to get stronger local search ability and the latter strengthen the global search ability. Secondly, a new global-best Gaussian mutation operator is put forward to balance exploration and exploitation better. Finally, a random opposition learning strategy is merged to avoid getting stuck in local optima. The experiments on the classical benchmark functions and the complexity functions from CEC-2013 and CEC-2017 test sets, and the Wilcoxon, Bonferroni-Holm and Friedman statistical tests are used to evaluate our algorithm. The results show that our algorithm obtains better performance and faster running speed compared with quite a few state-of-the-art competitive algorithms. In addition, experimental results on Minimum Spanning Tree and K-means clustering optimization show that our algorithm can cope with these two problems better than the comparison algorithms.  相似文献   
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