In this work, we propose a class of numerical schemes for solving semilinear Hamilton–Jacobi–Bellman–Isaacs (HJBI) boundary value problems which arise naturally from exit time problems of diffusion processes with controlled drift. We exploit policy iteration to reduce the semilinear problem into a sequence of linear Dirichlet problems, which are subsequently approximated by a multilayer feedforward neural network ansatz. We establish that the numerical solutions converge globally in the \(H^2\)-norm and further demonstrate that this convergence is superlinear, by interpreting the algorithm as an inexact Newton iteration for the HJBI equation. Moreover, we construct the optimal feedback controls from the numerical value functions and deduce convergence. The numerical schemes and convergence results are then extended to oblique derivative boundary conditions. Numerical experiments on the stochastic Zermelo navigation problem are presented to illustrate the theoretical results and to demonstrate the effectiveness of the method.
In the paper, the authors establish several integral representations for the generating functions of the large and little Schröder numbers and for the large and little Schröder numbers. 相似文献
Mesoscopic modeling at the pore scale offers great promise in exploring the underlying structure transport performance of flow through porous media. The present work studies the fluid flow subjected to capillarity-induced resonance in porous media characterized by different porous structure and wettability. The effects of porosity and wettability on the displacement behavior of the fluid flow through porous media are discussed. The results are presented in the form of temporal evolution of percentage saturation and displacement of the fluid front through porous media. The present study reveals that the vibration in the form of acoustic excitation could be significant in the mobilization of fluid through the porous media. The dependence of displacement of the fluid on physicochemical parameters like wettability of the surface, frequency along with the porosity is analyzed. It was observed that the mean displacement of the fluid is more in the case of invading fluid with wetting phase where the driving force strength is not so dominant. 相似文献
We prove that the group of diffeomorphisms of the interval [0, 1] contains surface groups whose action on (0, 1) has no global fix point and such that only countably many points of the interval (0, 1) have non-trivial stabiliser. 相似文献
A tertiary hydroxy group α to a carboxyl moiety comprises a key structural motif in many bioactive substances. With the herein presented metal‐free rearrangement of imides triggered by hypervalent λ3‐iodane, an easy and selective way to gain access to such a compound class, namely α,α‐disubstituted‐α‐hydroxy carboxylamides, was established. Their additional methylene bromide side chain constitutes a useful handle for rapid diversification, as demonstrated by a series of further functionalizations. Moreover, the in situ formation of an iodine(III) species under the reaction conditions was proven. Our findings clearly corroborate that hypervalent λ3‐benziodoxolones are involved in these organocatalytic reactions. 相似文献
By tuning the length and rigidity of the spacer of bis(biurea) ligands L, three structural motifs of the A2L3 complexes (A represents anion, here orthophosphate PO43?), namely helicate, mesocate, and mono‐bridged motif, have been assembled by coordination of the ligand to phosphate anion. Crystal structure analysis indicated that in the three complexes, each of the phosphate ions is coordinated by twelve hydrogen bonds from six surrounding urea groups. The anion coordination properties in solution have also been studied. The results further demonstrate the coordination behavior of phosphate ion, which shows strong tendency for coordination saturation and geometrical preference, thus allowing for the assembly of novel anion coordination‐based structures as in transition‐metal complexes. 相似文献