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.     

A branch-and-bound method for the minimum k−enclosing ball problem

The minimum k-enclosing ball problem seeks the ball with smallest radius that contains at least k of m given points. This problem is NP-hard. We present a branch-and-bound algorithm on the tree of the subsets of k points to solve this problem. Our method is able to solve the problem exactly in a short amount of time for small and medium sized datasets.     

An analysis of over-relaxation in a kinetic approximation of systems of conservation laws

The over-relaxation approach is an alternative to the Jin–Xin relaxation method in order to apply the equilibrium source term in a more precise way. This is also a key ingredient of the lattice Boltzmann method for achieving second-order accuracy. In this work, we provide an analysis of the over-relaxation kinetic scheme. We compute its equivalent equation, which is particularly useful for devising stable boundary conditions for the hidden kinetic variables.     

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.