拟似然非线性模型的某些渐近推断:几何方法

Abstract. A modified Bates and Watts geometric framework is proposed for quasi-likelihoodnonlinear models in Euclidean inner product space. Based on the modified geometric framework,some asymptotic inference in terms of curvatures for quasi-likelihood nonlinear models is stud-ied. Several previous results for nonlinear regression models and exponential family nonlinearmodels etc. are extended to quasi-likelihood nonlinear models.     

A nonlinear Lagrangian for constrained optimization problems

A novel nonlinear Lagrangian is presented for constrained optimization problems with both inequality and equality constraints, which is nonlinear with respect to both functions in problem and Lagrange multipliers. The nonlinear Lagrangian inherits the smoothness of the objective and constraint functions and has positive properties. The algorithm on the nonlinear Lagrangian is demonstrated to possess local and linear convergence when the penalty parameter is less than a threshold (the penalty parameter in the penalty method has to approximate zero) under a set of suitable conditions, and be super-linearly convergent when the penalty parameter is decreased following Lagrange multiplier update. Furthermore, the dual problem based on the nonlinear Lagrangian is discussed and some important properties are proposed, which fail to hold for the dual problem based on the classical Lagrangian. At last, the preliminary and comparing numerical results for several typical test problems by using the new nonlinear Lagrangian algorithm and the other two related nonlinear Lagrangian algorithms, are reported, which show that the given nonlinear Lagrangian is promising.     

用非线性方程组求解等式约束非线性规划问题的降维算法

本文研究线性和非线性等式约束非线性规划问题的降维算法.首先,利用一般等式约束问题的降维方法,将线性等式约束非线性规划问题转换成一个非线性方程组,解非线性方程组即得其解;然后,对线性和非线性等式约束非线性规划问题用Lagrange乘子法,将非线性约束部分和目标函数构成增广的Lagrange函数,并保留线性等式约束,这样便得到一个线性等式约束非线性规划序列,从而,又将问题转化为求解只含线性等式约束的非线性规划问题.     

SOME ASYMPTOTIC INFERENCE IN QUASI-LIKELIHOOD NONLINEAR MODELS:A GEOMETRIC APPROACH

§ 1　IntroductionIt is well known that quasi-likelihood models introduced by Wedderburn[1 ] greatlywiden the scope of generalized linear models by using a much weaker assumption in whichonly the firstand second moments ofresponse vector Yare needed to replace the full distri-butional assumption about Y in the models.It has drawn considerable attention in recentliterature(e.g.see[2～ 6] and so on) .However,little work has been done on the issuefrom a geometric viewpoint.The purpose of this p…     

Nonlinear Separation Approach to Constrained Extremum Problems

In this paper, by virtue of a nonlinear scalarization function, two nonlinear weak separation functions, a nonlinear regular weak separation function, and a nonlinear strong separation function are first introduced, respectively. Then, by the image space analysis, a global saddle-point condition for a nonlinear function is investigated. It is shown that the existence of a saddle point is equivalent to a nonlinear separation of two suitable subsets of the image space. Finally, some necessary and sufficient optimality conditions are obtained for constrained extremum problems.     

非线性时变广义分布参数系统的适定性问题

本文的主要目的是讨论非线性时变广义分布参数系统的适定性问题.首先,在Banach空间中引入由连续(可能是非线性的)算子引导的非线性广义发展算子,该非线性广义发展算子是广义发展算子的推广,并研究非线性广义发展算子的性质;然后,应用非线性广义发展算子讨论非线性时变广义分布参数系统的适定性问题,并给出解的构造性表达式.     

Nonlinear Lagrangians for Nonlinear Programming Based on Modified Fischer-Burmeister NCP Functions

This paper proposes nonlinear Lagrangians based on modified Fischer-Burmeister NCP functions for solving nonlinear programming problems with inequality constraints. The convergence theorem shows that the sequence of points generated by this nonlinear Lagrange algorithm is locally convergent when the penalty parameter is less than a threshold under a set of suitable conditions on problem functions, and the error bound of solution, depending on the penalty parameter, is also established. It is shown that the condition number of the nonlinear Lagrangian Hessian at the optimal solution is proportional to the controlling penalty parameter. Moreover, the paper develops the dual algorithm associated with the proposed nonlinear Lagrangians. Numerical results reported suggest that the dual algorithm based on proposed nonlinear Lagrangians is effective for solving some nonlinear optimization problems.     

求解2—D波动方程系数反问题的迭代方法及收敛性

本文针对地震勘探中提出一类重要的２－Ｄ波动方程反演问题，通过定义一个新的非线性算子将２－Ｄ波动方程的反演问题归结为一个新的非线性算子方程，详细讨论了非线性算子的性质，给出了求解反问题的迭代方法，并证明了这种迭代方法的收敛性。     

A new nonlinear dynamic analysis method of rotor system supported by oil-film journal bearings

The strong nonlinear behavior usually exists in rotor systems supported by oil-film journal bearings. In this paper, the partial derivative method is extended to the second-order approximate extent to predict the nonlinear dynamic stiffness and damping coefficients of finite-long journal bearings. And the nonlinear oil-film forces approximately represented by dynamic coefficients are used to analyze nonlinear dynamic performance of a symmetrical flexible rotor-bearing system via the journal orbit, phase portrait and Poincaré map. The effects of mass eccentricity on dynamic behaviors of rotor system are mainly investigated. Moreover, the computational method of nonlinear dynamic coefficients of infinite-short bearing is presented. The nonlinear oil-film forces model of finite-long bearing is validated by comparing the numerical results with those obtained by an infinite-short bearing-rotor system model. The results show that the representation method of nonlinear oil-film forces by dynamic coefficients has universal applicability and allows one easily to conduct the nonlinear dynamic analysis of rotor systems.     

一类非线性时滞系统与时滞相关的H_∞控制

考虑一类非线性时滞系统的H∞控制.并对非线性项给出了一个新假设,在其假设下利用线性矩阵不等式方法得到了与时滞相关的H∞控制,同时也得到了该类非线性时滞系统鲁棒镇定的充分条件.     

Weakly Nonlinear Time-Adiabatic Theory

We revisit the time-adiabatic theorem of quantum mechanics and show that it can be extended to weakly nonlinear situations, that is to nonlinear Schrödinger equations in which either the nonlinear coupling constant or, equivalently, the solution is asymptotically small. To this end, a notion of criticality is introduced at which the linear bound states stay adiabatically stable, but nonlinear effects start to show up at leading order in the form of a slowly varying nonlinear phase modulation. In addition, we prove that in the same regime a class of nonlinear bound states also stays adiabatically stable, at least in terms of spectral projections.     

STABILITY ANALYSIS OF NONLINEAR GALERKIN ＆ GALERKIN METHODS FOR NONLINEAR EVOLUTION EQUATIONS

Abstract. Ogr object in this artlcle is to describe tbe Galerkln scheme and nonlin-eax Galerkin scheme for the approximation of nonlinear evolution equations, and tostudy the stability of these schemes. Spatial discretizatlon can be pedormed by eitherGalerkln spectral method or nonlinear Galerldn spectral method; time discretizatlort isdone hy Euler sin.heine wklch is explicit or implicit in the nonlinear terms. According tothe stability analysis of the above schemes, the stability of nonllneex Galerkln methodis better than that of Galexkln method.     

Nonlinear Lagrangian Functions and Applications to Semi-Infinite Programs

In this paper a nonlinear penalty method via a nonlinear Lagrangian function is introduced for semi-infinite programs. A convergence result is established which shows that the sequence of optimal values of nonlinear penalty problems converges to that of semi-infinite programs. Moreover a conceptual convergence result of a discretization method with an adaptive scheme for solving semi-infinite programs is established. Preliminary numerical experiments show that better optimal values for some nonlinear semi-infinite programs can be obtained using the nonlinear penalty method.     

Analysis of the nonlinear vibration of a two-mass–spring system with linear and nonlinear stiffness

An analytical approach is developed for areas of nonlinear science such as the nonlinear free vibration of a conservative, two-degree-of-freedom mass–spring system having linear and nonlinear stiffnesses. The main contribution of this research is twofold. First, it introduces the transformation of two nonlinear differential equations for a two-mass system using suitable intermediate variables into a single nonlinear differential equation and, more significantly, the treatment of a nonlinear differential system by linearization coupled with Newton’s method. Secondly, the major section is the solving of the governing nonlinear differential equation where the displacement of the two-mass system can be obtained directly from the linear second-order differential equation using a first-order variational approach. The aforementioned approach proposed by J.H. He, who actually developed the method, is exactly He’s variational method. This approach is an explicit method with high validity for resolving strong nonlinear oscillation system problems. Two examples of nonlinear two-degree-of-freedom mass–spring systems are analyzed, and verified with published results and exact solutions. The method can be easily extended to other nonlinear oscillations and so could be widely applicable in engineering and science.     

A Nonlinear Difference Scheme and Inverse Scattering

A nonlinear partial difference equation is obtained and solved by the method of inverse scattering. In a certain continuum limit it is shown how this equation approximates the nonlinear Schrodinger equation and a related nonlinear differential-difference equation. At all times the solutions can be compared, and the scheme is shown to be convergent. These ideas apply to other nonlinear evolution equations as well.     

Stability performance for primary frequency regulation of hydro-turbine governing system with surge tank

This paper aims to study the stability for primary frequency regulation of hydro-turbine governing system with surge tank. Firstly, a novel nonlinear mathematical model of hydro-turbine governing system considering the nonlinear characteristic of penstock head loss is introduced. The nonlinear state equations under opening control mode and power control mode are derived. Then, the nonlinear dynamic performance of nonlinear hydro-turbine governing system is investigated based on the stable domain for primary frequency regulation. New feature of the nonlinear hydro-turbine governing system caused by the nonlinear characteristic of penstock head loss is described by comparing with a linear model, and the effect mechanism of nonlinear characteristic of penstock head loss is revealed. Finally, the concept of critical stable sectional area of surge tank for primary frequency regulation is proposed and the analytical solution is derived. The combined tuning and optimization method of governor parameters and sectional area of surge tank is proposed. The results indicate that for the primary frequency regulation under opening control mode and power control mode, the nonlinear hydro-turbine governing system is absolutely stable and conditionally stable, respectively. The stability of the nonlinear hydro-turbine governing system and linear hydro-turbine governing system is the same under opening control model and different under power control model. The nonlinear characteristic of penstock head loss mainly affects the initial stage of dynamic response process of power output, and then changes the stability of the nonlinear system. The critical stable sectional area of surge tank makes the system reach critical stable state. The governor parameters and critical stable sectional area of surge tank jointly determine the distributions of stability states.     

非线性阻尼非线性刚度隔振系统随机动力学特性研究

针对随机激励环境,同时引入刚度和阻尼非线性来提高隔振系统的隔振性能.刚度和阻尼非线性分别是由水平弹簧和水平阻尼的几何布置获得.通过求解Fokker-Planck-Kolmogorov(FPK)方程等效非线性随机振动方程来研究非线性隔振系统在随机激励下的隔振性能,并使用路径积分和Monte-Carlo数值方法进行验证.在此基础上研究刚度非线性和阻尼非线性对隔振系统在随机激励下力传递率及其概率分布的影响.研究表明随着噪声强度的增加,非线性阻尼抑制振动的能力增强,但是在较小的随机激励下线性阻尼优于非线性阻尼.     

A method of solving a nonlinear boundary value problem with a parameter for a loaded differential equation

A nonlinear loaded differential equation with a parameter on a finite interval is studied. The interval is partitioned by the load points, at which the values of the solution to the equation are set as additional parameters. A nonlinear boundary value problem for the considered equation is reduced to a nonlinear multipoint boundary value problem for the system of nonlinear ordinary differential equations with parameters. For fixed parameters, we obtain the Cauchy problems for ordinary differential equations on the subintervals. Substituting the values of the solutions to these problems into the boundary condition and continuity conditions at the partition points, we compose a system of nonlinear algebraic equations in parameters. A method of solving the boundary value problem with a parameter is proposed. The method is based on finding the solution to the system of nonlinear algebraic equations composed.     

The inverse scattering transform: Tools for the nonlinear fourier analysis and filtering of ocean surface waves

Surface wave data from the Adriatic Sea are analysed in the light of new data analysis techniques which may be viewed as a nonlinear generalization of the ordinary Fourier transform. Nonlinear Fourier analysis as applied herein arises from the exact spectral solution to large classes of nonlinear wave equations which are integrable by the inverse scattering transform (IST). Numerical methods are discussed which allow for implementation of the approach as a tool for the time series analysis of oceanic wave data. The case for unidirectional propagation in shallow water, where integrable nonlinear wave motion is governed by the Korteweg-deVries (KdV) equation with periodic/quasi-periodic boundary conditions, is considered. Numerical procedures given herein can be used to compute a nonlinear Fourier representation for a given measured time series. The nonlinear oscillation modes (the IST ‘basis functions’) of KdV obey a linear superposition law, just as do the sine waves of a linear Fourier series. However, the KdV basis functions themselves are highly nonlinear, undergo nonlinear interactions with each other and are distinctly non-sinusoidal. Numerical IST is used to analyse Adriatic Sea data and the concept of nonlinear filtering is applied to improve understanding of the dominant nonlinear interactions in the measured wavetrains.     

非线性再生散度随机效应模型参数置信域的曲率表示

该文基于Laplace逼近建立了非线性再生散度随机效应模型在Euclid空间中的几何结构, 并在此基础上研究了此模型参数和子集参数的置信域, 进一步推广和发展了 Hamilton, Watts 和 Bates^[1]关于正态非线性回归模型, Wei^[2,3]关于嵌入模型和指数族非线性模型, Zhu, Tang 和 Wei^[4]关于半参数非线性模型,唐年胜、韦博成和王学仁^[5]关于非线性再生散度模型, Tang 和 Wang^[6]关于拟似然非线性模型等的结果.