偏微分方程求解的一种新颖方法-格子Boltzmann模型

介绍了一种偏微分方程求解的一种新颖方法格子Boltzmann模型,详细分析了它的基本理论和基本原理.并通过不可压Navier-Stokes方程组和二维含源项扩散方程的数值模拟计算实例,说明格子Boltzmann方法的有效性,展示了广阔的应用前景,为今后更深入的研究和广泛应用提供参考.     

关于Boltzmann方程的空间均匀的ES模型

在Prandtl数Pr∈[2/3,∞)的情况下,我们讨论了Boltzmann方程的空间均匀的椭圆统计模型.首先,我们建立了解的存在唯一性.其次,我们证明了该解收敛到平衡态并给出了其Maxwell分布型的下界估计.最后,我们给出了熵等式从而证明了该方程的熵是衰减的.     

三维可压缩Boltzmann模型及其在低Mach数湍流中的应用

改进了有限差分格子Boltzmann方法(FDLBM),以直接数值模拟气动噪声.基于LB求解器特性,采用动力学方程中的恒定对流速度以实施高阶迎风差分,提高了声波和湍流的分辨率.通过建立一个新的三维粒子模型,计算得到了任意比热容的三维可压缩Navier-Stokes系统.此外,利用Bhatnagar-Gross-Krook (BGK)碰撞算子,通过引入热流量修正,实现了Prandtl数的可变性.在激波管内弱声波以及伴随有温度梯度的Taylor-Couette层流的验证计算中,提出的新方法结果良好.此外也对NACA0012翼型绕流进行了三维模拟.其中,Reynolds数、Mach数和攻角分别取2× 105,8.75×10-2以及9°.计算发现,在机翼前缘附近的分离气流位置,以及表面压力波动强度的Maeh数依赖性方面,数值计算结果与实验结果相吻合.     

分布估计算法中适应度函数模型检验及应用

在一种基于马尔可夫网络的分布估计算法中,利用解的适应度函数模型表示变量的概率分布.通过相关系数检验建立了一种衡量适应度函数模型有效性的方法,同时该方法也可以用来确定初始种群规模大小.在二维相关变量结构下,将该方法应用于一种多变量生物动态模型的优化问题,结论表明通过该方法可以选择适当的种群规模,保证适应度函数模型的有效性,并提高算法的优化性能.     

GAMLSS模型在车险定价中的应用

在系统梳理国内外非寿险产品费率厘定方法的基础上,详细介绍了GAMLSS模型,证明了在位置参数和尺度参数的预测中均引入随机效应的GAMLSS模型可更有效地解释纵向数据中个体间的异质性.最后将GAMLSS模型应用于一组纵向车辆保险数据,计算了先验保费、后验保费、后验风险保费和奖惩因子.实证结果表明,GAMLSS模型不仅可为非寿险产品的定价提供依据,而且使风险分类更加稳定、合理.     

GMANOVA-MANOVA模型中协方差阵的MLE的精确分布

对于带正态误差的GMANOVA-MANOVA模型,研究了其中协方差阵Σ的极大似然估计(MLE)的分布问题, 主要获得了下列结果: (1)当rk(Z)-rk(Z₂)≥q-rk(X)时,求出了的精确分布, 其中Z=(Z₁,Z₂), rk(A)表示矩阵A的秩. (2)求出了的精确分布. (3)证明了服从分布, 其中M为X^TΣ^-1X的对应于非零特征值的特征向量作为列形成的列正交阵.     

基于EGB2分布族的GAS-EGARCH模型与VaR预测

GARCH族模型是刻画资产收益率的常用工具,在风险度量领域具有广泛应用。为了更有效地描述收益率的偏斜厚尾等特征,越来越多学者对GARCH族模型的条件分布形式进行了研究。但是仅对GARCH模型条件分布进行修正是不够的,还需要对模型本身的函数形式进行修正。基于得分函数的时变参数建模思想近年来受到广泛关注,本文借助这一思想对EGARCH模型中对数标准差进行时变波动建模,并利用EGB2分布族作为模型的条件分布,进而建立GAS-EGARCH-EGB2模型。以我国10只中证行业指数为研究对象考察GAS-EGARCH-EGB2模型的风险预测效果,GAS-EGARCH-EGB2模型样本外VaR预测表现普遍优于ACM-EGARCH-EGB2模型。     

多维空间中变量含误差的直线模型

本文讨论了一种线性函数关系模型──多维空间中变量含误差的直线模型．利用一 些统计逼近定理及矩阵分析的结果,在关于真值及误差较弱的条件下证明了构造的参数估计 具有强相合性并且得到了ａ,ｓ收敛速度．在较强的条件下,还可得到估计量的渐近分布．     

Copula模型在沪深股市相关性研究中的应用

本文利用沪深股票市场数据,研究了二者之间的相关结构,尤其是尾部相关情况。由于股票收益率序列存在着条件自相关和条件异方差,为避免这些对Copula参数估计的影响,我们先对收益率序列进行AR(4)-GJRGARCH(1,1)-t建模,得到的标准化残差经BDS检验为独立同分布(i.i.d.)序列,再进行Copula建模。实证结果表明,沪深股市存在很强的正相关性,以及对称的尾部相关。这与大多数国外学者认为股票市场之间存在非对称相关现象的结论不同。本文通过图形检测和解析方法相结合来选择对数据拟合最好的Copula函数,结果表明学生t-Copula可以很好地刻画沪深股市的相关性。     

Application of lattice Boltzmann method for incompressible viscous flows

Because of the presence of corner eddies that change in number and pattern the lid-driven cavity problem has been found suitable to study various aspects of the performance of solution algorithms for incompressible viscous flows. It retains all the difficult flow physics and is characterized by a large primary eddy at the centre and secondary eddies located near the cavity corners. In this work, lid-driven cavity flow is simulated by lattice Boltzmann method with single-relaxation-time and it is compared with those by lattice Boltzmann method with multi-relaxation-time and finite difference method. The effects of the Reynolds number on the size, centre position and number of vortices are studied in detail together with the flow pattern in the cavity. The close agreement of the results bears testimony to the validity of this relatively new approach. However lattice Boltzmann method with multi-relaxation-time model is seen to remove the difficulties faces by the lattice Boltzmann method with single-relaxation-time at higher Reynolds numbers.     

组合KdV方程带修正函数的格子Boltzmann模型

采用一种带修正函数的新格子Boltzmann模型模拟了组合Kdv方程,分析了由此得出的迭代格式的单调性和稳定性,并且得到了格式的单调性条件.在文中的单调性条件下,迭代格式是L∞稳定的.文中的数值模拟结果表明该格式是可行的.     

Lattice Boltzmann method for slip flow heat transfer in circular microtubes: Extended Graetz problem

Slip flow heat transfer in circular microtubes is of fundamental interest and practical importance. However, to the best knowledge of the present author, there is no open publication of developing simple and efficient lattice Boltzmann (LB) models on such topic. To bridge the gap, in this paper a simple LB model, which is based on our recent work [S. Chen, J. Tölke, M. Krafczyk, Simulation of buoyancy-driven flows in a vertical cylinder using a simple lattice Boltzmann model, Phys. Rev. E 79 (2009) 016704], is designed. In addition, the recently developed Langmuir slip model [S. Chen, Z.W. Tian, Simulation of thermal micro-flow using lattice Boltzmann method with Langmuir slip model, Int. J. Heat Fluid Flow 31 (2010) 227-235], which possesses a clear physical picture and keeps the Reynolds analogy, is extended to capture velocity slip as well as temperature jump in microtubes. The feasibility and capability of the present model are validated by the extended Graetz problem, which is a benchmark prototype for forced convection heat transfer in circular microtubes.     

Spatial Dynamics of a Lattice Lotka-Volterra Competition Model with a Shifting Habitat

In this paper, we concern with the spatial dynamics of the lattice Lotka-Volterra competition system in a shifting habitat. We study the impact of the environmental deterioration rate on the population density under the strong competition condition. Our results show that if the environment deteriorates rapidly, both species will become extinct. However, when the environmental degradation rate is not so fast, the species with slow diffusion will go extinct, while those with fast diffusion will survive. The extinction of species with slow diffusion can be divided into two situations: one is the extinction caused by environmental deterioration faster than its own diffusion speed, the other is the extinction caused by slow diffusion speed under the influence of strong competition.     

一维浅水方程的格子Boltzmann模拟

通过无量纲化变换 ,建立了一个一维浅水方程的LB模型 ,对一维溃坝波进行了模拟计算 ,并分别与文献结果和精确解作了比较 ,说明了此种模型的进步之处和可行性 .     

A higher-order moment method of the lattice Boltzmann model for the conservation law equation

In this paper, we proposed a higher-order moment method in the lattice Boltzmann model for the conservation law equation. In contrast to the lattice Bhatnagar–Gross–Krook (BGK) model, the higher-order moment method has a wide flexibility to select equilibrium distribution function. This method is based on so-called a series of partial differential equations obtained by using multi-scale technique and Chapman–Enskog expansion. According to Hirt’s heuristic stability theory, the stability of the scheme can be controlled by modulating some special moments to design the third-order dispersion term and the fourth-order dissipation term. As results, the conservation law equation is recovered with higher-order truncation error. The numerical examples show the higher-order moment method can be used to raise the accuracy of the truncation error of the lattice Boltzmann scheme for the conservation law equation.     

一类时滞病毒动力学模型的稳定性分析

建立并分析了一类带有两个时滞的病毒动力学模型.通过讨论,获得了有时滞情况下无病平衡点以及正平衡点的稳定性态.     

Dynamics of a Mutualistic Model with Diffusion

This article is concerned with a system of semilinear parabolic equations with no-flux boundary condition in a mutualistic ecological model. Stability result of the equilibrium about relevant ODE problem is proved by discussing its Jacobian matrix, we give two priori estimates and prove that the model is permanent when ε_1+ ε_2 ≠ 0. Moreover sufficient conditions for the global asymptotical stability of the unique positive equilibrium of the model are obtained. Nonexistence of nonconstant positive steady states of the model is also given. When ε_1+ε_2= 0, grow up property is derived if the geometric mean of the interaction coefficients is greater than 1(α_1α_2 1),while if the geometric mean of the interaction coefficients is less than 1(α_1α_2 1), there exists a global solution. Finally, numerical simulations are given.     

深穿透低伤害酸液酸岩反应动力学模型的建立

"深穿透低伤害酸液"体系具有酸蚀速率慢、酸蚀深度大、无二次伤害、储层改造效果明显等优点,此类酸液体系的酸岩反应动力学参数测试及酸蚀机理研究是开展深度酸化和酸压工作的基础.采用深穿透低伤害酸液体系配方,并通过新型实验装置对储层岩心开展酸蚀实验,在Hekim分布参数模型的基础上,提出深穿透低伤害酸液在储层中反应的动力学模型.通过对深穿透低伤害酸酸岩反应动力学方程的确定,可以研究酸岩反应动力学机理;研究浓度、温度、压力等外界因素对酸岩反应速度的影响;确定氢离子的有效传质速度与酸岩表面反应速率的关系等.