精细积分区段混合能矩阵的一种计算方法

根据结构力学与最优控制的模拟理论中阐述的各混合能矩阵的力学意义,介绍了一种利用微分方程组的状态转移矩阵计算区段混合能矩阵的方法,其计算结果与泰勒级数展开法是一致的。     

基于时域精细积分算法的瞬态传热多宗量反演

基于有限元法和精细积分算法,提出了一种求解瞬态热传导多宗量反演问题的新方法．采用有限元法和精细积分算法分别对空间、时间变量进行离散,可以得到正演问题高精度的半解析数值模型,由此建立了多宗量反演的计算模式,并给出敏度分析的计算公式．对一维和二维的热物性参数、热源项、边界条件等进行了单宗量和多宗量的反演求解,初步考虑了初值和噪音等对反演结果的影响,数值算例验证了该方法的有效性．     

交替方向的扩散方程精细积分并行算法

给出了交替方向的二维扩散方程的精细积分算法，将一个时间步积分分为两个方向，使大规模矩阵的计算转化为一些小矩阵的计算，减小了每一步求解的计算量．对于方形区域的齐次方程，计算结果与全城精细积分完全相同，而计算量和存储量都要小得多．算例表明了算法具有较高的并行计算加速比和计算效率．     

刚性多滞量积分微分方程的Runge-Kutta 方法

本文研究了求解刚性多滞量积分微分方程的Runge-Kutta方法的非线性稳定性和计算有效性.经典Runge—Kutta方法连同复合求积公式和Pouzet求积公式被改造用于求解一类刚性多滞量Volterra型积分微分方程.其分析导出了:在适当条件下,扩展的Runge-Kutta方法是渐近稳定和整体稳定的.此外,数值试验表明所给出的方法是高度有效的.     

量测方程中含有未知参向量的线性离散时间系统的最优控制

对于线性离散时间系统的最优控制问题已经有了很好的结果，在其中它们的状态方程与量测方程中是不含未知参向量的。然而在实际问题中有这样一种情况，量测方程中含有未知参向量。比如在研究一河流某处“来水予报”的数学模型时，就遇到建立含有参向量的随机系统模型，ｋ时刻的来水量（系统ｋ时刻的状态Ｘｋ），不仅依赖于ｋ－１时刻的来水量（系统ｋ－１时刻的状态Ｘｋ－１），而且还依赖于其它的因素（降雨量、蒸发量、积雪深度……     

常数分红下相依理赔量的Erlang(2)模型

该文考虑了常数障碍分红策略下的Erlang(2)模型,研究了Gerber-Shiu折现罚金函数和期望折现分红,导出了它们所满足的积分微分方程,并分析了它们的解.     

常微分方程(组)的高次积分因子与高次积分及其微分特征列集算法

考虑了一般微分方程(组)高次积分和其微分特征列集(吴方法)机械化确定算法.首先提出微分方程的积分因子和首次积分的推广高次积分因子与其对应的高次积分的概念.其次给出了由高次积分因子确定其对应的高次积分的计算公式,使确定高次积分的问题转化为求高次积分因子的问题.再其次对确定高次积分因子的问题,给出了微分特征列集算法.最后用给定的算法确定了二阶和三阶微分方程拥有高次积分的结构定理,并给出了具体的算例和结论.     

二阶拟线性椭圆型方程振动性的积分平均方法

§ 1.　IntroductionThepurposeofthispaperistostudytheoscillatorybehaviorofsolutionsofcertainquasi linearellipticequationsdiv( ｜Du｜m -2 A(x)Du) + p(x) ｜u｜m -2 u=0 ,x∈Ω Rn,(E)whereΩisanexteriordomain ,m >1 ,andfunctionsA(x) ,p(x)aretobespecifiedinthefollowingtext.Recently ,USAMI [6]consideredEq .(E)whenA(x)≡I (identitymatrix) ,andob tainedoscillationcriteriaforEq .(E)with“infiniteintegral”coefficient [cf.[6],Theorem 4].However,asfarasthepresentreferencesisconcerned ,therearefewo…     

关于简化计算多元函数积分的一种方法

构造一些比较典型的例子,说明利用二重积分(三重积分)与曲线积分(曲面积分)之间多次相互转化来简化多元函数积分计算的方法     

("非汉字符号")模糊积分意义下的可积函数空间的若干性质

给出 ( S)模糊积分的定义 ,讨论其基本性质。当模糊测度 μ满足 ( T)条件 (见命题 3.3)时 ,可以得到 ,( S)模糊积分的 p次 ( S)模糊可积函数空间 Lp( p≥ 1 )是实数域 R上的线性空间 ,且当 μ次可加时 ,Lp( p≥ 1 )在相应的距离 ρp(定义 4 .3)下 ,( Lp,ρp)构成一完备的距离空间     

等式约束非线性控制系统的时程精细计算

针对等式约束非线性最优控制问题,通过一阶Taylor级数展开,得到线性化的动力学方程,进而在方程原变量的基础上,引入对偶向量(Lagrange乘子向量),将动力学方程从Lagrange体系引入到了Hamilton体系,在全状态下,从一个新的角度对等式约束非线性控制问题进行了描述,进一步基于时程精细积分理论,对其方程进行了有效的精细求解,并通过算例说明了文中方法的有效性。     

Forward-backward Stochastic Differential Equations and Backward Linear Quadratic Stochastic Optimal Control Problem

In this paper, we use the solutions of forward-backward stochastic differential equations to get the optimal control for backward stochastic linear quadratic optimal control problem. And we also give the linear feedback regulator for the optimal control problem by using the solutions of a group of Riccati equations.     

Domain Decomposition,Optimal Control of Systems Governed by Partial Differential Equations,and Synthesis of Feedback Laws

We present an iterative domain decomposition method for the optimal control of systems governed by linear partial differential equations. The equations can be of elliptic, parabolic, or hyperbolic type. The space region supporting the partial differential equations is decomposed and the original global optimal control problem is reduced to a sequence of similar local optimal control problems set on the subdomains. The local problems communicate through transmission conditions, which take the form of carefully chosen boundary conditions on the interfaces between the subdomains. This domain decomposition method can be combined with any suitable numerical procedure to solve the local optimal control problems. We remark that it offers a good potential for using feedback laws (synthesis) in the case of time-dependent partial differential equations. A test problem for the wave equation is solved using this combination of synthesis and domain decomposition methods. Numerical results are presented and discussed. Details on discretization and implementation can be found in Ref. 1.     

偏微分方程的区间小波自适应精细积分法

利用插值小波理论构造了拟Shannon区间小波,并结合外推法给出了一种求解非线性常微分方程组的时间步长自适应精细积分法,在此基础上构造了求解非线性偏微分方程的区间小波自适应精细积分法（AIWPIM）．数值结果表明,该方法在计算精度上优于将小波和四阶Runge-Kutta法组合得到的偏微分方程的数值求解方法,而计算量则相差不大．该文方法通过Burgers方程给出,但适用于一般情形．     

条件平均场随机微分方程的最优控制问题

作者研究了一个条件平均场随机微分方程的最优控制问题.这种方程和某些部分信息下的随机最优控制问题有关,并且可以看做是平均场随机微分方程的推广.作者以庞特里雅金最大值原理的形式给出最优控制满足的必要和充分条件.此外,文中给出一个线性二次最优控制问题来说明理论结果的应用.     

LTV度量反馈控制问题的最优控制器

In this paper,we consider the measurement feedback control problem for discrete linear time-varying systems within the framework of nest algebra consisting of causal and bounded linear operators.Based on the inner-outer factorization of operators,we reduce the control problem to a distance from a certain operator to a special subspace of a nest algebra and show the existence of the optimal LTV controller in two different ways：one via the characteristic of the subspace in question directly,the other via the duality theory.The latter also gives a new formula for computing the optimal cost.     

Sufficient Conditions for Robust Stability of LQG Optimal Control Systems Including Delayed Perturbations

Linear-quadratic Gaussian (LQG) optimal control systems subject to time-varying delay and nonlinear state perturbations are considered. Some robust stability conditions are derived which result in several bounds on the delayed state perturbations so that the uncertain linear-quadratic Gaussian optimal control systems with time-varying delay can remain stable in the sense of uniform ultimate boundedness. The modified Lyapunov equation and the improved Razumikhin-type theorem are employed to investigate such robust stability conditions. Finally, a numerical example is given to demonstrate the validity of the results.     

Maximum Principle for Risk-Sensitive Stochastic Optimal Control Problem and Applications to Finance

This article is concerned with a risk-sensitive stochastic optimal control problem motivated by a kind of optimal portfolio choice problem in the financial market. The maximum principle for this kind of problem is obtained, which is similar in form to its risk-neutral counterpart. But the adjoint equations and maximum condition heavily depend on the risk-sensitive parameter. This result is used to solve a kind of optimal portfolio choice problem and the optimal portfolio choice strategy is obtained. Computational results and figures explicitly illustrate the optimal solution and the sensitivity to the volatility rate parameter.     

Feedback Control Methodologies for Nonlinear Systems

A number of computational methods have been proposed in the literature to design and synthesize feedback controls when the plant is modeled by nonlinear dynamics. However, it is not immediately clear which is the best method for a given problem; this may depend on the nature of the nonlinearities, size of the system, whether the amount of control used or time needed for the method is a concern, and other factors. In this paper, a comprehensive comparison study of five methods for the synthesis of nonlinear control systems is carried out. The performance of the methods on several test problems are studied, and some recommendations are made as to which feedback control method is best to use under various conditions.