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111.
112.
In a previous paper we gave a new formulation and derived the Euler equations and other necessary conditions to solve strong, pathwise, stochastic variational problems with trajectories driven by Brownian motion. Thus, unlike current methods which minimize the control over deterministic functionals (the expected value), we find the control which gives the critical point solution of random functionals of a Brownian path and then, if we choose, find the expected value.This increase in information is balanced by the fact that our methods are anticipative while current methods are not. However, our methods are more directly connected to the theory and meaningful examples of deterministic variational theory and provide better means of solution for free and constrained problems. In addition, examples indicate that there are methods to obtain nonanticipative solutions from our equations although the anticipative optimal cost function has smaller expected value.In this paper we give new, efficient numerical methods to find the solution of these problems in the quadratic case. Of interest is that our numerical solution has a maximal, a priori, pointwise error of O(h3/2) where h is the node size. We believe our results are unique for any theory of stochastic control and that our methods of proof involve new and sophisticated ideas for strong solutions which extend previous deterministic results by the first author where the error was O(h2).We note that, although our solutions are given in terms of stochastic differential equations, we are not using the now standard numerical methods for stochastic differential equations. Instead we find an approximation to the critical point solution of the variational problem using relations derived from setting to zero the directional derivative of the cost functional in the direction of simple test functions.Our results are even more significant than they first appear because we can reformulate stochastic control problems or constrained calculus of variations problems in the unconstrained, stochastic calculus of variations formulation of this paper. This will allow us to find efficient and accurate numerical solutions for general constrained, stochastic optimization problems. This is not yet being done, even in the deterministic case, except by the first author. 相似文献
113.
D. Boilley A. Marchix B. Jurado K. -H. Schmidt 《The European Physical Journal A - Hadrons and Nuclei》2007,33(1):47-52
We propose a new formula for the saddle-to-scission time that is more general that the one based on Kramers' approach. Its
validity and applicability is then studied in detail. Such a formula is useful for the evaluation of the fission time of very
heavy nuclei. 相似文献
114.
Various tests have been carried out in order to compare the performances of several methods used to solve the non-symmetric linear systems of equations arising from implicit discretizations of CFD problems, namely the scalar advection-diffusion equation and the compressible Euler equations. The iterative schemes under consideration belong to three families of algorithms: relaxation (Jacobi and Gauss-Seidel), gradient and Newton methods. Two gradient methods have been selected: a Krylov subspace iteration method (GMRES) and a non-symmetric extension of the conjugate gradient method (CGS). Finally, a quasi-Newton method has also been considered (Broyden). The aim of this paper is to provide indications of which appears to be the most adequate method according to the particular circumstances as well as to discuss the implementation aspects of each scheme. 相似文献
115.
An efficient preconditioner is developed for solving the Helmholtz problem in both high and low frequency (wavenumber) regimes. The preconditioner is based on hierarchical unknowns on nested grids, known as incremental unknowns (IU). The motivation for the IU preconditioner is provided by an eigenvalue analysis of a simplified Helmholtz problem. The performance of our preconditioner is tested on the iterative solution of two‐dimensional electromagnetic scattering problems. When compared with other well‐known methods, our technique is shown to often provide a better numerical efficacy and, most importantly, to be more robust. Moreover, for the best performance, the number of IU levels used in the preconditioner should be designed for the coarsest grid to have roughly two points per linear wavelength. This result is consistent with the conventional sampling criteria for wave phenomena in contrast with existing IU applications for solving the Laplace/Poisson problem, where the coarsest grid comprises just one interior point. © 2007 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq, 2007 相似文献
116.
T. Ramanathan S. Stankovich D. A. Dikin H. Liu H. Shen S. T. Nguyen L. C. Brinson 《Journal of Polymer Science.Polymer Physics》2007,45(15):2097-2112
Mechanical, thermal, and electrical properties of graphite/PMMA composites have been evaluated as functions of particle size and dispersion of the graphitic nanofiller components via the use of three different graphitic nanofillers: “as received graphite” (ARG), “expanded graphite,” (EG) and “graphite nanoplatelets” (GNPs) EG, a graphitic materials with much lower density than ARG, was prepared from ARG flakes via an acid intercalation and thermal expansion. Subsequent sonication of EG in a liquid yielded GNPs as thin stacks of graphitic platelets with thicknesses of ~10 nm. Solution‐based processing was used to prepare PMMA composites with these three fillers. Dynamic mechanical analysis, thermal analysis, and electrical impedance measurements were carried out on the resulting composites, demonstrating that reduced particle size, high surface area, and increased surface roughness can significantly alter the graphite/polymer interface and enhance the mechanical, thermal, and electrical properties of the polymer matrix. © 2007 Wiley Periodicals, Inc. J Polym Sci Part B: Polym Phys 45: 2097–2112, 2007 相似文献
117.
Madhu V. Nayakkankuppam 《Mathematical Programming》2007,109(2-3):477-504
We describe an approach to the parallel and distributed solution of large-scale, block structured semidefinite programs using
the spectral bundle method. Various elements of this approach (such as data distribution, an implicitly restarted Lanczos
method tailored to handle block diagonal structure, a mixed polyhedral-semidefinite subdifferential model, and other aspects
related to parallelism) are combined in an implementation called LAMBDA, which delivers faster solution times than previously
possible, and acceptable parallel scalability on sufficiently large problems.
This work was supported in part by NSF grants DMS-0215373 and DMS-0238008. 相似文献
118.
A generalized inverse problem for the identification of the absorption coefficient for a hyperbolic system is considered. The well-posedness of the problem is examined. It is proved that the regular part of the solution is an L 2 function, which reduces the inverse problem to minimizing the error functional. The gradient of the functional is determined in explicit form from the adjoint problem, and approximate formulas for its calculation are derived. A regularization algorithm for the solution of the inverse problem is considered. Numerical results obtained for various excitation sources are displayed. 相似文献
119.
基于多站测向定位提供的目标辐射源方位角信息,提出了一种基于粒子滤波的测向定位跟踪算法.该算法采用序贯蒙特卡罗的粒子滤波技术,对目标辐射源方位信息进行粒子滤波融合处理,实现了对机动目标辐射源的无源定位跟踪.仿真实验表明,该算法适用于非线性模型和非高斯噪声的目标跟踪,与传统的基于卡尔曼滤波的多传感器融合跟踪算法相比,定位跟踪更为精确,从而对提高战场电子目标定位跟踪和精确打击具有广泛的应用价值. 相似文献
120.
B. V. Pal’tsev I. I. Chechel’ 《Computational Mathematics and Mathematical Physics》2006,46(5):820-847
The convergence rate of a fast-converging second-order accurate iterative method with splitting of boundary conditions constructed by the authors for solving an axisymmetric Dirichlet boundary value problem for the Stokes system in a spherical gap is studied numerically. For R/r exceeding about 30, where r and R are the radii of the inner and outer boundary spheres, it is established that the convergence rate of the method is lower (and considerably lower for large R/r) than the convergence rate of its differential version. For this reason, a really simpler, more slowly converging modification of the original method is constructed on the differential level and a finite-element implementation of this modification is built. Numerical experiments have revealed that this modification has the same convergence rate as its differential counterpart for R/r of up to 5 × 103. When the multigrid method is used to solve the split and auxiliary boundary value problems arising at iterations, the modification is more efficient than the original method starting from R/r ~ 30 and is considerably more efficient for large values of R/r. It is also established that the convergence rates of both methods depend little on the stretching coefficient η of circularly rectangular mesh cells in a range of η that is well sufficient for effective use of the multigrid method for arbitrary values of R/r smaller than ~ 5 × 103. 相似文献