In this work, we propose a class of numerical schemes for solving semilinear Hamilton–Jacobi–Bellman–Isaacs (HJBI) boundary value problems which arise naturally from exit time problems of diffusion processes with controlled drift. We exploit policy iteration to reduce the semilinear problem into a sequence of linear Dirichlet problems, which are subsequently approximated by a multilayer feedforward neural network ansatz. We establish that the numerical solutions converge globally in the \(H^2\)-norm and further demonstrate that this convergence is superlinear, by interpreting the algorithm as an inexact Newton iteration for the HJBI equation. Moreover, we construct the optimal feedback controls from the numerical value functions and deduce convergence. The numerical schemes and convergence results are then extended to oblique derivative boundary conditions. Numerical experiments on the stochastic Zermelo navigation problem are presented to illustrate the theoretical results and to demonstrate the effectiveness of the method.
The solar wind almost disappeared on May 11, 1999: the solar wind plasma density and dynamic pressure were less than 1cm−3 and 0.1 nPa respectively, while the interplanetary magnetic field was northward. The polar ionospheric data observed by the multi-instruments at Zhongshan Station in Antarctica on such special event day was compared with those of the control day (May 14). It was shown that geomagnetic activity was very quiet on May 11 at Zhongshan. The magnetic pulsation, which usually occurred at about magnetic noon, did not appear. The ionosphere was steady and stratified, and the F2 layer spread very little. The critical frequency of day-side F2 layer, f0F2, was larger than that of control day, and the peak of f0F2 appeared 2 hours earlier. The ionospheric drift velocity was less than usual. There were intensive auroral Es appearing at magnetic noon. All this indicates that the polar ionosphere was extremely quiet and geomagnetic field was much more dipolar on May 11. There were some signatures of auroral substorm before midnight, such as the negative deviation of the geomagnetic H component, accompanied with auroral Es and weak Pc3 pulsation.
The dendrite growth process of transparent NaBi(WO4)2 with small prandtl and high melting point was studied by using the in-situ observation system. According to the dynamic images and detailed information, there are two kinds of restriction effect on
the dendrite growth, the competition between arms and branches and the convection in the melt. The dendrite growth rate was
time dependent, and the rate of arm growth reached the maximum 5.8 mm/s in the diffusive-advective region and rapidly decreased
in the diffusive-convective region. The growth rate of branch had the same change trends as the arm’s. Based on the EPMA-EDS
data of solidification structure of quenched NaBi(WO4)2 melt, it was found that there were component differences from stoichiometric concentration in the melt near the interface
during the growth process.
Supported by the National Natural Science Foundation of China (Grant No. 50331040) and the Innovation Funds from Shanghai
Institute of Ceramics, Chinese Academy of Sciences (Grant No. SCX0623) 相似文献