向量值α次熵映射及熵方程的Hyers-Ulam稳定性

引入了向量值α次熵映射及熵方程的概念,定义并研究了他们的稳定性,证明了：当0〈α≠1时,向量值α次熵方程在Hyers-Ulam意义下是稳定的,给出了向量值α次熵映射的一般形式;证明了向量值α次熵映射序列是稳定的,并给出了向量值α次熵映射序列的一般形式.     

守恒方程的Chebychev-Legendre拟谱粘性方法

给出了非线性守恒方程初边值问题的Chebychev-Legendre拟谱粘性法(CLSV). 文中,用补偿方法处理边界条件,而对高频部分使用粘性法,以恢复精度. 最后证明了在适当条件下,CLSV解收敛于唯一的熵解.     

椭圆外区域上Helmholtz问题的自然边界元法

本文研究椭圆外区域上Helmholtz方程边值问题的自然边界元法.利用自然边界归化原理,获得该问题的Poisson积分公式及自然积分方程,给出了自然积分方程的数值方法.由于计算的需要,我们详细地讨论了Mathieu函数的计算方法(当0相似文献   

关于Shannon熵的统计计算及其在分布检验中的应用

本文利用顺序统计量给出了一个关于经验分布的定义,由这个定义可以给出关于连续型分布的Shannon熵的估计量,我们证明了它们的一系列收敛性,利用Shannon熵的统计量及最大熵原理,我们给出了一个关于正态分布,指数分布,均匀分布的新检验法,这个检验法称为《分布的熵-矩检验法》。     

随机积分和微分方程解的存在性准则

在[1]中我们已证明了一个一般的随机不动点定理并给出了某些应用,在本文中我们将给出该结果的进一步应用.首先证明了一随机Darbo不动点定理,然后利用此定理在紧性假设下给出了非线性随机Volterra积分方程和非线性随机微分方程Cauchy问题随机解的存在性准则.我们的定理改进和推广了Lakshmikantham[3,4],Vaugham[2],De Blasi和Myjak[5]等人的结果.     

一类线性规划问题的区间调节熵算法

本文将熵函数的思想和区间分析相结合,构造了一类线性规划问题的区间调节熵算法,讨论了调节熵函数的区间扩张及其收敛阶,以及相关的区域删除检验原则,证明了算法的收敛性,给出了数值算例.理论与数值结果表明该方法是可靠和有效的.     

一类带奇异项的退化Grushin方程的零控问题[英文]

本文研究一类带奇异项的退化Grushin方程的零控问题.不同于Fourier分解的方法,通过选择一类特殊的势函数,我们证明了退化Grushin算子的Carleman估计.然后利用此Carleman估计,给出带奇异项的退化Grushin方程的观测不等式,获得该方程的零控结果.     

三维可压等熵Euler方程光滑解的整体存在性

研究了三维可压等熵Euler方程Cauchy问题光滑解的整体存在性.如果初值是一个常状态的小扰动并且初速度的旋度等于零,证明了三维可压等熵Euler方程Cauchy问题光滑解的整体存在性.     

一种基于相对熵(CE)方法的新的随机水平值下降算法

为了使得随机积分水平集算法中的积分水平值能够更加有效地下降,使每次下降得到的参数更适应目标函数,本文将相对熵方法应用到随机积分水平集算法中来.利用相对熵中的ASP问题给出了一种新的参数更新方法,数值试验证明了其科学性.最后就该方法给出了更加一般的参数更新方法并给出了算法.     

信息熵方程求解算法及其应用

给定一个离散且有限随机变量的信息熵,求其对应的概率分布需要解多元非线性方程,文中提出了一个将n元信息熵方程化为至多(n-1)个一元非线性方程求解的算法,证明了算法的正确性,给出了算法误差估计;运用熵方程求解算法设计了一种基于信息熵的文本数字水印方案.     

Convergence d'un modèle à vitesses discrètes pour l'équation de Boltzmann-BGK

We consider a conservative and entropie discrete-velocity model for the Bathnagar-Gross-Krook (BGK) equation. In this model, the approximation of the Maxwellian is based on a discrete entropy minimization principle. First, we prove a consistency result for this approximation. Then, we demonstrate that the discrete-velocity model possesses a unique solution. Finally, the model is written in a continuous equation form, and we prove the convergence of its solution toward a solution of the BGK equation.     

Oleinik type estimates for the Ostrovsky–Hunter equation

The Ostrovsky–Hunter equation provides a model of small-amplitude long waves in a rotating fluid of finite depth. This is a nonlinear evolution equation. In this study, we consider the well-posedness of the Cauchy problem associated with this equation within a class of bounded discontinuous solutions. We show that we can replace the Kruzkov-type entropy inequalities with an Oleinik-type estimate and we prove the uniqueness via a nonlocal adjoint problem. This implies that a shock wave in an entropy weak solution to the Ostrovsky–Hunter equation is admissible only if it jumps down in value (similar to the inviscid Burgers' equation).     

Existence and uniqueness for a nonlinear parabolic/Hamilton–Jacobi coupled system describing the dynamics of dislocation densities

We study a mathematical model describing the dynamics of dislocation densities in crystals. This model is expressed as a 1D system of a parabolic equation and a first order Hamilton–Jacobi equation that are coupled together. We examine an associated Dirichlet boundary value problem. We prove the existence and uniqueness of a viscosity solution among those assuming a lower-bound on their gradient for all time including the initial time. Moreover, we show the existence of a viscosity solution when we have no such restriction on the initial data. We also state a result of existence and uniqueness of entropy solution for the initial value problem of the system obtained by spatial derivation. The uniqueness of this entropy solution holds in the class of bounded-from-below solutions. In order to prove our results on the bounded domain, we use an “extension and restriction” method, and we exploit a relation between scalar conservation laws and Hamilton–Jacobi equations, mainly to get our gradient estimates.     

Convergence of a finite volume scheme for nonlinear degenerate parabolic equations

Summary. One approximates the entropy weak solution u of a nonlinear parabolic degenerate equation by a piecewise constant function using a discretization in space and time and a finite volume scheme. The convergence of to u is shown as the size of the space and time steps tend to zero. In a first step, estimates on are used to prove the convergence, up to a subsequence, of to a measure valued entropy solution (called here an entropy process solution). A result of uniqueness of the entropy process solution is proved, yielding the strong convergence of to{\it u}. Some on a model equation are shown. Received September 27, 2000 / Published online October 17, 2001     

On the entropy conditions for some flux limited diffusion equations

In this paper we give a characterization of the notion of entropy solutions of some flux limited diffusion equations for which we can prove that the solution is a function of bounded variation in space and time. This includes the case of the so-called relativistic heat equation and some generalizations. For them we prove that the jump set consists of fronts that propagate at the speed given by Rankine-Hugoniot condition and we give on it a geometric characterization of the entropy conditions. Since entropy solutions are functions of bounded variation in space once the initial condition is, to complete the program we study the time regularity of solutions of the relativistic heat equation under some conditions on the initial datum. An analogous result holds for some other related equations without additional assumptions on the initial condition.     

The unique solution of the Karcher equation and the self-adjointness of the Karcher mean

Lawson and Lim showed that the Karcher equation for positive invertible operators on a Hilbert space has a unique solution using the method of the implicit function theorem of a Banach space. In this paper, in the framework of the operator inequality, we show the equivalence of the unique solution of the Karcher equation and the self-adjointness of the Karcher mean. For this, we reform the notion of the operator power means of negative order by virtue of the Tsallis relative operator entropy of negative order.     

To the theory of entropy sub-solutions of degenerate nonlinear parabolic equations

We prove existence of the largest entropy sub-solution and the smallest entropy super-solution to the Cauchy problem for a nonlinear degenerate parabolic equation with only continuous flux and diffusion functions. Applying this result, we establish the uniqueness of entropy solution with periodic initial data. The more general comparison principle is also proved in the case when at least one of the initial functions is periodic.     

Global well-posedness for the diffusion equation of population genetics

In this paper, we study the forward diffusion equation of population genetics. We prove the global existence of smooth solutions if the initial value is smooth. We also show that if the initial value is singular on the boundary, in a weighted Sobolev space, the diffusion equation exists a unique weak solution which is a probability density function. Moreover, we investigate the asymptotic behavior of the weak solution by the entropy method.     

On an upwind difference scheme for strongly degenerate parabolic equations modelling the settling of suspensions in centrifuges and non-cylindrical vessels

We prove the convergence of an explicit monotone finite difference scheme approximating an initial-boundary value problem for a spatially one-dimensional quasilinear strongly degenerate parabolic equation, which is supplied with two zero-flux boundary conditions. This problem arises in a model of sedimentation–consolidation processes in centrifuges and vessels with varying cross-sectional area. We formulate the definition of entropy solution of the model in the sense of Kružkov and prove the convergence of the scheme to the unique BV entropy solution of the problem. The scheme and the model are illustrated by numerical examples.     

随机利率模型下基于Tsallis熵分布的可转债定价

本文主要研究基于Tsallis熵分布且存在瞬时违约风险的情况下,随机利率服从Vasicek利率模型的可转换债券的定价问题。标的股票价格过程服从Tsallis熵分布的前提下,构建投资组合,利用无套利原理得到可转债价格所满足的偏微分方程,进一步采用有限元法得到可转债价格的数值解。根据长江证券、利欧股份以及吉林敖东股票的市场真实数据,利用Tsallis熵分布模拟收益率序列,并得到基于Tsallis熵分布的股价模型优于几何布朗运动模型下的最优参数,在此基础上,绘制股价基于Tsallis熵分布下三种标的股票所对应可转债的理论价格的三维图及与市场实际价格的对比图。研究结果发现,对应标的股票价格基于Tsallis熵分布下的可转债理论价格与市场真实价格更为接近。