基于不确定控制理论的最优策略研究

本文在不确定理论的框架下,研究一类带背景状态变量的最优控制模型.在乐观值准则下,利用不确定动态规划的方法,证明了不确定最优性原则,得到最优性方程.作为应用,求解一个固定缴费(DC)型养老金的最优投资策略问题,在乐观值准则下,以工资变量为背景状态变量,建立养老金模型.通过求解不确定最优性方程得到最优投资策略和最优支付率.     

von Neumann’s trace inequality for Hilbert–Schmidt operators

von Neumann’s inequality in matrix theory refers to the fact that the Frobenius scalar product of two matrices is less than or equal to the scalar product of the respective singular values. Moreover, equality can only happen if the two matrices share a joint set of singular vectors, and this latter part is hard to find in the literature. We extend these facts to the separable Hilbert space setting, and provide a self-contained proof of the “latter part”.     

Fluid‐structure coupling of linear elastic model with compressible flow models

Cavitation erosion is caused in solids exposed to strong pressure waves developing in an adjacent fluid field. The knowledge of the transient distribution of stresses in the solid is important to understand the cause of damaging by comparisons with breaking points of the material. The modeling of this problem requires the coupling of the models for the fluid and the solid. For this purpose, we use a strategy based on the solution of coupled Riemann problems that has been originally developed for the coupling of 2 fluids. This concept is exemplified for the coupling of a linear elastic structure with an ideal gas. The coupling procedure relies on the solution of a nonlinear equation. Existence and uniqueness of the solution is proven. The coupling conditions are validated by means of quasi‐1D problems for which an explicit solution can be determined. For a more realistic scenario, a 2D application is considered where in a compressible single fluid, a hot gas bubble at low pressure collapses in a cold gas at high pressure near an adjacent structure.     

An approach of dynamic mesh adaptation for simulating 3‐dimensional unsteady moving‐immersed‐boundary flows

In this paper, we present an approach of dynamic mesh adaptation for simulating complex 3‐dimensional incompressible moving‐boundary flows by immersed boundary methods. Tetrahedral meshes are adapted by a hierarchical refining/coarsening algorithm. Regular refinement is accomplished by dividing 1 tetrahedron into 8 subcells, and irregular refinement is only for eliminating the hanging points. Merging the 8 subcells obtained by regular refinement, the mesh is coarsened. With hierarchical refining/coarsening, mesh adaptivity can be achieved by adjusting the mesh only 1 time for each adaptation period. The level difference between 2 neighboring cells never exceeds 1, and the geometrical quality of mesh does not degrade as the level of adaptive mesh increases. A predictor‐corrector scheme is introduced to eliminate the phase lag between adapted mesh and unsteady solution. The error caused by each solution transferring from the old mesh to the new adapted one is small because most of the nodes on the 2 meshes are coincident. An immersed boundary method named local domain‐free discretization is employed to solve the flow equations. Several numerical experiments have been conducted for 3‐dimensional incompressible moving‐boundary flows. By using the present approach, the number of mesh nodes is reduced greatly while the accuracy of solution can be preserved.