一种新的局部时间积分的区域分解波形松弛算法

提出一种新的区域分解波形松弛算法, 使得可以在不同的子域采用不同的时间步长来并行求解线性抛物方程的初边值问题. 与传统的区域分解波形松弛算法相比, 该算法可以通过预条件子来加快收敛速度, 并且对内存的需求大大降低. 给出了局部时间步长一种具体的实现方法, 证明了离散解的存在唯一性, 并在时间连续水平分析了预条件系统. 数值实验显示了新算法的有效性.     

一种计算工作时间参数新方法

为了编制和优化施工进度计划,计算构成施工项目的各项工作最早开始时间、最迟开始时间、最早完成时间、最迟完成时间、总时差和自由时差等时间参数十分重要.提出了一种计算工作时间参数新方法.该方法以工作完成时间为决策变量,通过建立和求解线性规划模型来得到各种工作时间参数.其建模思路清晰,不需绘制网络图,能用通用办公软件EXCEL求解.模拟计算表明,用该方法与用标准网络计划技术计算出的工作时间参数完全一致.     

基于市场债券报价的利率模型参数估计与比较

分别基于短期利率期限结构延拓Vasicek与CIR模型,提出了一种有效的正则化参数估计计算方法.方法将通过当前交易市场中不同期限的零息债券市场报价来实现对于时间函数的参数估计.数值试验表明了参数估计方法的稳定性.     

不等长周期时间序列的周期划分方法

针对时间序列周期不等长的情况,提出了一种基于周期划分的时间序列周期分析方法.首先将时间序列变换到频域中获取序列的周期特征,其次根据周期特征计算移动平均的项数来对时间序列做移动平均处理,然后计算移动平均处理后序列中的极值点,最后对极值点按条件进行剔除后得到周期划分点.以划分点为界划分得到时间序列的多个周期段,经过分析采用周期段的中位数线来表示时间序列的周期性变化特征.这种周期划分方法更适用于存在随机波动的长序列,实验表明该方法能较好地对序列做出划分,得到的周期段中位数线的变化特点也与原时间序列基本相符.     

双侧截断数据的中位数回归(英文)

在很多实际应用中,个体寿命时间可能被同时左截断与右截断.本文在左右截断变量都能被观察到的假设下,提出了一种半参数推断方法,来分析协变量对于相应寿命时间或其某种变换的中位数的影响,并讨论了所得估计量的渐近性质.此外,本文还提供了一种基于经验似然的回归参数推断方法,并讨论了将这些方法推广到经典双侧截断数据的可能性.一些模拟计算被用于展示这些方法的有效性.     

基于MFS的PDE-约束优化法求解热传导逆问题

在本文中,我们给出了一种有效的无网格方法来求解逆热传导问题,含有Neumann边界条件情形.所得到的PDE-约束优化法是一种在空间与时间域上的全局近似方法,其中将控制方程的基本解作为基函数.由于初始测量数据包含有噪声误差,则所得线性方程组的系数矩阵通常是病态的,文中利用广义交叉验证(GCV)的Tikhonov正则化方法来获得更加稳定的数值解.通过数值结果表明,本文给出的方法是精确、有效、鲁棒的.     

有偏抽样下带信息观察和删失的面板数据的统计分析

面板数据经常出现在许多研究领域, 比如纵向跟踪研究. 在很多情况下, 纵向反应变量与观察 时间和删失时间都有关系. 本文在有偏抽样下, 针对这些相关性存在的情况, 利用一个不能观察的潜在 变量, 提出了一个联合建模方法来刻画纵向反应变量与观察时间和删失时间的相关性, 获得了模型中 回归参数的估计方程以及估计的渐近性质, 并通过数值模拟验证了这些估计在小样本下也是有效的, 同时把该估计方法用于一组实际的膀胱癌数据分析中.     

HJM模型中的波动率参数估计

应用利率互换市场数据对HJM模型中波动率参数进行有效地估计,且通过蒙特卡罗计算和正则化方法来实现.为了更有效地控制稳定性问题,本文将引入关于时间函数的正则化参数.最后,通过数值的方法来测试稳定性的问题.     

最小方差准则下一个未定权益的近似对冲

本文研究了不完备的离散时间股票市场下未定权益的定价的对冲问题.利用在最小方差准则下选择概率测度Q或权重函数LN来求最优投资组合的方法,给出了离散时间情况下的鞅表示定理,在最小方差准则下提供一个简单的方法来近似对冲一个未定权益或一个欧氏期权.     

基于图方法的自回归和双线性时间序列模型系数的检验

自回归和双线性时间序列模型被表示为时间序列链图模型.在此基础上, 证明了自回归和双线性模型的系数为其他时间序列分量给定的条件下的条件相关系数.然后提出基于图的检验方法来检验自回归和双线性模型系数的显著性, 模拟结果表明此方法在水平和功效方面表现很好.     

精细辛几何算法的误差估计

该文讨论了精细辛几何算法的计算误差,先展开二阶和四阶精细辛几何算法的表达式得到误差同精细剖分数目的关系,然后分析了任意阶精细辛几何算法的误差,得到了一致简洁的结果,总的误差可近似表示为单个精细步长的误差乘以剖分数目,最后讨论了在要求控制精度下剖分数目的选取,该方法克服了算法精度对积分时间步长的依赖性.     

Numerical approximation of the conservative Allen–Cahn equation by operator splitting method

In this paper, a second‐order fast explicit operator splitting method is proposed to solve the mass‐conserving Allen–Cahn equation with a space–time‐dependent Lagrange multiplier. The space–time‐dependent Lagrange multiplier can preserve the volume of the system and keep small features. Moreover, we analyze the discrete maximum principle and the convergence rate of the fast explicit operator splitting method. The proposed numerical scheme is of spectral accuracy in space and of second‐order accuracy in time, which greatly improves the computational efficiency. Numerical experiments are presented to confirm the accuracy, efficiency, mass conservation, and stability of the proposed method. Copyright © 2017 John Wiley & Sons, Ltd.     

A screening-based gradient-enhanced Kriging modeling method for high-dimensional problems

By exploring the auxiliary information from gradients, the accuracy of Kriging model can be improved. However, the dramatically increased time for model training tends to be unaffordable. Therefore, a novel gradient-enhanced Kriging modeling method which utilizes only a partial set of gradients, is developed in this article. Within the framework of this method, a balance between model accuracy and modeling efficiency can be achieved. More specifically, the influence of each input variable on output is estimated and ranked by feature selection technique. Then an empirical evaluation rule is proposed to facilitate the selection of gradients. Five representative numerical benchmarks from 10-D to 30-D and an airfoil optimal shape design with 18 variables are used for validation. Results show that when compared with the conventional Gradient-enhanced Kriging, the modeling time of the proposed method is significantly reduced, while the loss of accuracy is negligible. As a consequence, the proposed surrogate modeling method can provide an alternative way for approximating high-dimensional problems.     

An improved fuzzy time series forecasting method using trapezoidal fuzzy numbers

One of the major drawbacks of the existing fuzzy time series forecasting models is the fact that they only provide a single-point forecasted value just like the output of the traditional time series methods. Hence, they cannot provide a decision analyst more useful information. The aim of this present research is to design an improved fuzzy time series forecasting method in which the forecasted value will be a trapezoidal fuzzy number instead of a single-point value. Furthermore, the proposed method may also increase the forecasting accuracy. Two numerical data sets were used to illustrate the proposed method and compare the forecasting accuracy with three fuzzy time series methods. The results of the comparison indicate that the proposed method can generate forecasting values that are more accurate.     

NONLINEAR GALERKIN METHOD AND CRANK-NICOLSONMETHOD FOR VISCOUS INCOMPRESSIBLE FLOW

1.Introduction'NonlinearGalerkinmethodisnumericalmethodfordissipativeevolutionpartialdifferentialequationswherethespatialdiscretizationreliesonanonlinearmanifoldinsteadofalinearspaceasintheclassicalGalerkinmethod.Morepreciselygoneconsidersafinitedimension…     

Analysis of a fourth-order compact ADI method for a linear hyperbolic equation with three spatial variables

This paper is concerned with a three-level alternating direction implicit (ADI) method for the numerical solution of a 3D hyperbolic equation. Stability criterion of this ADI method is given by using von Neumann method. Meanwhile, it is shown by a discrete energy method that it can achieve fourth-order accuracy in both time and space with respect to H ¹- and L ²-norms only if stable condition is satisfied. It only needs solution of a tri-diagonal system at each time step, which can be solved by multiple applications of one-dimensional tri-diagonal algorithm. Numerical experiments confirming the high accuracy and efficiency of the new algorithm are provided.     

A comparison of adaptive time stepping methods for coupled flow and deformation modeling

Many subsurface reservoirs compact or subside due to production-induced pressure changes. Numerical simulation of this compaction process is important for predicting and preventing well-failure in deforming hydrocarbon reservoirs. However, development of sophisticated numerical simulators for coupled fluid flow and mechanical deformation modeling requires a considerable manpower investment. This development time can be shortened by loosely coupling pre-existing flow and deformation codes via an interface. These codes have an additional advantage over fully-coupled simulators in that fewer flow and mechanics time steps need to be taken to achieve a desired solution accuracy. Specifically, the length of time before a mechanics step is taken can be adapted to the rate of change in output parameters (pressure or displacement) for the particular application problem being studied. Comparing two adaptive methods (the local error method—a variant of Runge–Kutta–Fehlberg for solving ode’s—and the pore pressure method) to a constant step size scheme illustrates the considerable cost savings of adaptive time stepping for loose coupling. The methods are tested on a simple loosely-coupled simulator modeling single-phase flow and linear elastic deformation. For the Terzaghi consolidation problem, the local error method achieves similar accuracy to the constant step size solution with only one third as many mechanics solves. The pore pressure method is an inexpensive adaptive method whose behavior closely follows the physics of the problem. The local error method, while a more general technique and therefore more expensive per time step, is able to achieve excellent solution accuracy overall.     

Lag weighted lasso for time series model

The adaptive lasso can consistently identify the true model in regression model. However, the adaptive lasso cannot account for lag effects, which are essential for a time series model. Consequently, the adaptive lasso can not reflect certain properties of a time series model. To improve the forecast accuracy of a time series model, we propose a lag weighted lasso. The lag weighted lasso imposes different penalties on each coefficient based on weights that reflect not only the coefficients size but also the lag effects. Simulation studies and a real example show that the proposed method is superior to both the lasso and the adaptive lasso in forecast accuracy.     

线性蠕变平面问题中的摄动有限元方法

本文提出一种利用摄动有限元求解线性蠕变问题的方法(PFMC).它可用于平面蠕变问题,诸如钢筋混凝土梁,预应力混凝土梁,钢筋混凝土圆筒或位于弹性或粘弹性介质中的钢筋混凝土隧洞及地下建筑等.本方法不采用一般增量法中关于在一个时段内各物理量保持不变的假设,提高了分析精度,加大了计算步长,减少了机器存储,提高了运算效率.本文构造了包含钢筋在内的四节点四边形等参单元的有限元摄动格式.并给出五个算例,与解析解相比,有令人满意的精度.     

Minimum time‐step criteria for the Galerkin finite element methods applied to one‐dimensional parabolic partial differential equations

The finite element method has been well established for numerically solving parabolic partial differential equations (PDEs). Also it is well known that a too large time step should not be chosen in order to obtain a stable and accurate numerical solution. In this article, accuracy analysis shows that a too small time step should not be chosen either for some time‐stepping schemes. Otherwise, the accuracy of the numerical solution cannot be improved or can even be worsened in some cases. Furthermore, the so‐called minimum time step criteria are established for the Crank‐Nicolson scheme, the Galerkin‐time scheme, and the backward‐difference scheme used in the temporal discretization. For the forward‐difference scheme, no minimum time step exists as far as the accuracy is concerned. In the accuracy analysis, no specific initial and boundary conditions are invoked so that such established criteria can be applied to the parabolic PDEs subject to any initial and boundary conditions. These minimum time step criteria are verified in a series of numerical experiments for a one‐dimensional transient field problem with a known analytical solution. The minimum time step criteria developed in this study are useful for choosing appropriate time steps in numerical simulations of practical engineering problems. © 2005 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq, 2006