共查询到20条相似文献,搜索用时 15 毫秒
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The purpose of this paper is to establish an averaging principle for stochastic differential equations with non-Gaussian Lévy noise. The solutions to stochastic systems with Lévy noise can be approximated by solutions to averaged stochastic differential equations in the sense of both convergence in mean square and convergence in probability. The convergence order is also estimated in terms of noise intensity. Two examples are presented to demonstrate the applications of the averaging principle, and a numerical simulation is carried out to establish the good agreement. 相似文献
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A. Peter W. Cassing J. M. Häuser M. H. Thoma 《Zeitschrift für Physik A Hadrons and Nuclei》1997,358(1):91-100
We investigate the convergence properties of the cluster expansion of equal-time Green functions in scalar theories with quartic self-coupling in (0 + 1), (1 + 1), and (2 + 1) space-time dimensions. The computations are carried out within the equal-time correlation dynamics approach, which consists in a closed set of coupled equations of motion for connected Green functions as obtained by a truncation of the BBGKY hierarchy. We find that the cluster expansion shows good convergence as long as the system is in a localized state (single phase configuration) and that it breaks down in a non-localized state (two phase configuration), as one would naively expect. Furthermore, in the case of dynamical calculations with a time dependent Hamiltonian for the evaluation of the effective potential we find two timescales determining the adiabaticity of the propagation; these are the time required for adiabaticity in the single phase region and the time required for tunneling into the non-localized lowest energy state in the two phase region. Our calculations show a good convergence for the effective potentials in (1 + 1) and (2+1) space-time dimensions since tunneling is suppressed in higher space-time dimensions. 相似文献
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There are perceived drawbacks to using adaptive IIR filters, as opposed to adaptive FIR filters, for active noise control (ANC). These include stability issues, the possible convergence of estimated parameters to biased and/or local minimum solutions and relatively slow rate of convergence. Stability issues can generally be resolved easily using well-established methods. In this Technical Note convergence rates are compared with particular reference to the active control of noise in a duct, for which the dynamics of the cancellation path are important. The characteristics of this application of ANC set it apart from usual signal processing applications of adaptive IIR filters and this has implications for the convergence properties. Various control approaches are considered: IIR least mean squares (IIR-LMS), IIR recursive least squares (IIR-RLS) with FASPIS (Fast Algorithm Secondary Path Integration Scheme) and FIR-LMS. Numerical examples are presented. It is seen that the cancellation path dynamics generally have the effect of changing the performance surface of the estimated IIR filter from bimodal to unimodal, which has consequences for improving the convergence rate of adaptive IIR filters. It is also seen that IIR-RLS has a comparable rate of convergence to FIR-LMS, with the steady-state performance being as good or better. 相似文献
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Tapash Chakraborty 《Physics letters. [Part B]》1978,77(1):6-8
We calculate the model energy of nuclear matter within the FIY expansion scheme. Numerical results are presented for two semi-realistic central potentials and a state independent correlation function which is suitably constrained for good cluster convergence. 相似文献
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Coulomb Sturmians are obtained in prolate spheroidal coordinates by separation of variables in the Schrödinger equation and direct solution of the appropriate one-dimensional equations. Molecular orbitals are expressed as linear combinations of the introduced Coulomb Sturmians and some low-lying energy terms and corresponding wave functions are calculated for one-electron diatomic molecules. It is shown that similarity of the one- and two-centre orbitals in spheroidal coordinates, combined with completeness and good convergence properties of Coulomb Sturmians, substantially speeds up convergence and makes the calculated results closer to the exact ones. Application of the elaborated calculating scheme for diatomic many-electron molecules is discussed. 相似文献
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深海会聚区声道由于具有传播距离远、传播损失低等优势,对实现声呐远程探测具有十分重要的意义。本文基于虚源理论推导了深海会聚区的多途到达时延结构,给出了会聚区内不同声线路径的时延差曲线随接收深度变化的近似表达式,通过分析时延差曲线与声源水平距离之间的关系,提出了一种利用多途时延差估计深海会聚区近海面声源距离的方法,仿真实验验证了该方法原理的正确性。南海实验结果表明,当收发距离在42km~52 km时,会聚区爆炸声源距离估计结果同实际爆炸距离吻合较好,估计误差为0.6%~6.1%,验证了该方法的有效性。 相似文献
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The stationary distribution functions for the Brownian motion of particles driven by an external force are calculated by expanding the velocity part into Hermite functions and the space part into a Fourier series. Insertion into the Fokker-Planck equation leads to a matrix continued fraction for the lowest two coefficients of the Hermite functions. Higher order terms are found by reverse iteration. Results are shown for a cosine potential. The good convergence allows the calculation in the full range of damping constants. For small friction the distribution function is in good agreement with previous results and the maxima are given by the solutions without noise. 相似文献
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Accuracy preserving limiter for the high-order accurate solution of the Euler equations 总被引:1,自引:0,他引:1
Higher-order finite-volume methods have been shown to be more efficient than second-order methods. However, no consensus has been reached on how to eliminate the oscillations caused by solution discontinuities. Essentially non-oscillatory (ENO) schemes provide a solution but are computationally expensive to implement and may not converge well for steady-state problems. This work studies the extension of limiters used for second-order methods to the higher-order case. Requirements for accuracy and efficient convergence are discussed. A new limiting procedure is proposed. Ringleb’s flow problem is used to demonstrate that nearly nominal orders of accuracy for schemes up to fourth-order can be achieved in smooth regions using the new limiter. Results for the fourth-order accurate solution of transonic flow demonstrates good convergence properties and significant qualitative improvement of the solution relative the second-order method. The new limiter can also be successfully applied to reduce the dissipation of second-order schemes with minimal sacrifices in convergence properties relative to existing approaches. 相似文献
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A measure of convergence of the Neumann series, originally obtained for isotropic spherical scatterers, has been adapted for systems of non-isotropic scatterers chosen to model a vegetation target. The measure is related to the ratio of successive terms in the absolute series formed from the Neumann series. Novel, fully polarimetric calculations have been performed of multiple far-field scattering between realistic objects. The simulations indicate that the convergence measure provides a good indicator of when low-order truncations of the series are sufficient for backscatter calculations. At the same time, the distribution of backscattered intensity has been determined and its dependence upon truncation order investigated. The distributions are seen to be dependent on truncation order only when the scattering series is weakly convergent. 相似文献
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在这篇文章里,我们提出了一个二阶隐式迎风的增量迭代法,用以离散BFC(Body-Fitted Coordinates)坐标变换下的Navier-Stokes方程。使用这种算法结合Lomax两层代数湍流模型数值求解了S形进气道内的可压缩湍流。数值实验表明:计算过程具有较好的稳定性和收敛性。二维Poissuil流动和Couette流动的计算结果和精确解符合良好,两种壁面曲率不同的S形进气道内流场的计算结果也是令人满意的。 相似文献
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利用数值模型研究了完整深海声道中会聚区的水平偏移特性,根据折射定律和Lloyd镜效应推导了会聚区发生水平偏移时临界频率的表达式。研究结果表明:当声波频率低于临界频率时,会聚区的主导模态与频率相关,随着声波频率减小会聚区会向靠近声源的方向水平移动,同时传播损失明显增大,当声波频率大于临界频率时,会聚区的主导模态近似与频率无关,会聚区的位置和传播损失大小不会随频率改变而发生明显变化,声源深度不同时,临界频率也不同。通过临界频率可以确定在特定声源深度下,会聚区发生水平偏移时需要满足的频率条件,利用临界频率与声源深度之间的关系,可以被动估计深海浅层目标的深度。 相似文献
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本文提出了一种从多普勒天气雷达单仰角径向速度图中的正-负速度区域对入手自动识别一类强对流天气的中层径向辐合的方法.首先,根据雷达探测机理,解释了由气流形成的辐合场一定会在径向速度图中形成局部最大正速度区域和局部最大负速度区域的特点,然后构建正-负速度区域对的识别算法,通过来自多个单仰角径向速度图的区域对配准和相关信息,判断雷达径向速度图中是否存在着中层径向辐合,推算辐合的强度、延伸厚度等重要参数,确定得到最优垂直剖面图的剖切方位.经对客观存在显著中层径向辐合的384例样本和不存在明显中层径向辐合的356例样本的测试,本文方法对显著中层径向辐合的识别率达到100%、误识率为0,与人工方法相比,本文方法把对中层径向辐合的识别时间从分钟级缩短到秒级,同时自动给出其强度、高度、厚度、位置等丰富的定量信息和恰当的可视化垂直剖面图.利用给出的参数信息进行了与强对流天气的相关性研究,验证了中层径向辐合与对流行地面大风的较强相关性,同时发现,最强中层径向辐合的高度对区分强冰雹与强降水、中层径向辐合的强度对估计冰雹尺寸具有良好的指示性. 相似文献
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Cam Nguyen Christos G. Christodoulou 《International Journal of Infrared and Millimeter Waves》1992,13(5):733-750
An efficient implementation of the harmonic balance method, using novel numerical algorithms, that are both robust and efficient, coupled with analytical expressions developed for the elements of the Jacobian matrix, is presented. The approach possesses excellent convergence property and speed. Simulated performances using the developed approach for a 10-GHz GaAs MESFET amplifier are found in good agreement with the measured results. 相似文献