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.
The trend in magnetic recording media is towards higher frequencies and larger storage capacities. Base film technology has developed in a manner analogous to corresponding demands on particulate and thin-film media, i.e. in the direction to reduced thickness, smoother surfaces, and very high uniformity. Key elements for the success of polyester films as substrates for all kinds of flexible media are new concepts for pigmentation and surface design. Future digital video recording systems and thin-film media will require new substrates with higher mechanical strength and thermal stability. Trends in base film development including dual-surface films and alternative polymer substrates are discussed. 相似文献
Linear and nonlinear optical properties of racemic (±)2-(α-methylbenzylamino)-5-nitropyridine ((±)MBANP) single crystals have been comprehensively investigated and compared with those of the enantiomorph (–)2-(α-methylbenzylamino)-5-nitropyridine ((–)MBANP) crystals. (±)MBANP crystal exhibits very high chemical and physical stability, but relatively small nonlinear optical coefficients (d31 = 6.8 pm/V, d32 = 4.7 pm/V, d33 = 0.84 pm/V). A comparison between the nonlinear optical coefficients of (±)MBANP and (–)MBANP demonstrates the validity of the oriented-gas model in molecular crystals that neglects all the contributions from intermolecular interaction. 相似文献
Sub-critical crack growth rates of soda-lime-silicate glass and less brittle glass with different fictive temperatures were compared using the DCDC method under both dry and humid atmospheres in order to investigate the origin of the unique mechanical features of the less brittle glass developed by Ito and his collaborators. In both dry and humid atmospheres, the crack velocity of the soda-lime-silicate glass was slower than that of the less brittle glass. For both glasses, the glass sample with higher fictive temperature showed a slower crack growth rate under both dry and humid atmospheres. These observations can be explained by the tendency for the plastic flow at the crack tip; the soda-lime-silicate glass is expected to show easier plastic flow under tension than the less brittle glass, and also the samples with higher fictive temperatures are expected to show easier plastic flow, leading to greater fracture toughness, KIC, and slower crack growth rate. 相似文献
Summary We consider a class of infinite delay equations of neutral type which includes Volterrra type integral und integrodifferential equations. Using abstract approximation results (cf. Trotter-Kato-type) for strongly continuous semigroups we develop an approximation scheme which is based on approximation of the system state by Laguerre (and Legendre) polynomials. Numerical examples demonstrate the feasibility of the scheme and show infinite order convergence for smooth data.Supported in part by the Air Force Office of Scientific Research under Contracts AFORS-84-0398 and AFORS-85-0303 and the National Aeronautics and Space Administration under NASA Grant NAG-1-517 and by NSF under Grant UINT-8521208Supported in part by the Air Force Office of Scientific Research under Contract AFORS-84-0398 and in part by the Fonds zur Förderung der wissenschaftlichen Forschung, Austria, under project No. S3206 相似文献
We report on the simultaneous generation of phase-conjugate signals by degenerate four-wave mixing (DFWM) and holographic processes using a nanosecond pulse and a CW lasers in polyvinyl alcohol (PVA) films doped with four kinds of saturable absorbing dyes. For the pulse laser, of the four kinds of dye-doped PVA films, the erythrosine B-doped PVA and uranine doped-PVA films generate PC signals only by the DFWM process, while the other dye-doped PVA films generate PC signals simultaneously by not only the DFWM process but also the holographic process. Especially, the safranin T-doped PVA film generates strong PC signals by the holographic process. In contrast, all of the dye-doped PVA films generate the two types of PC signals for the CW laser. The fading of dye molecules is found to result in the generation of the holographic component of PC signals which governs the temporal behavior of the total PC signals. 相似文献