In this paper, we propose a compound algorithm for the image restoration. The algorithm is a convex combination of the ROF model and the LLT model with a parameter function 0. The numerical experiments demonstrate tha...In this paper, we propose a compound algorithm for the image restoration. The algorithm is a convex combination of the ROF model and the LLT model with a parameter function 0. The numerical experiments demonstrate that our compound algorithm is efficient and preserves the main advantages of the two models. In particular, the errors of the compound algorithm in L2 norm between the exact images and corresponding restored images are the smallest among the three models. For images with strong noises, the restored images of the compound algorithm are the best in the corresponding restored images. The proposed algorithm combines the fixed point method, an improved AMG method and the Krylov acceleration. It is found that the combination of these methods is efficient and robust in the image restoration.展开更多
The definitions of controllability, observability and stability were presented for fractional-order linear systems. Using the Cayley-Hamilton theorem and Mittag-Leffler function in two parameters, the sufficient and n...The definitions of controllability, observability and stability were presented for fractional-order linear systems. Using the Cayley-Hamilton theorem and Mittag-Leffler function in two parameters, the sufficient and necessary conditions of controllability and observability for such systems were derived. In terms of Lyapunov’s stability theory, using the theorems of Mittage-Leffler function in two parameters this paper directly derived the sufficient and necessary condition of stability for such systems. The results obtained are useful for the analysis and synthesis of fractional-order linear control systems.展开更多
In this paper,based on the forms and structures of Wronskian solutions to soliton equations,a Wronskianform expansion method is presented to find a new class of interaction solutions to the Kadomtsev-Petviashvili equa...In this paper,based on the forms and structures of Wronskian solutions to soliton equations,a Wronskianform expansion method is presented to find a new class of interaction solutions to the Kadomtsev-Petviashvili equation.One characteristic of the method is that Wronskian entries do not satisfy linear partial differential equation.展开更多
In this paper, we propose algorithms for the following problems in the implicitization of a set of partial differential rational parametric equations P. （1）To find a characteristic set for the implicit prime ideal o...In this paper, we propose algorithms for the following problems in the implicitization of a set of partial differential rational parametric equations P. （1）To find a characteristic set for the implicit prime ideal of P; （2） To find a canonical representation for the image of P; （3）To decide whether the parameters of P are independent, and if not, to re-parameterize P so that the new parametric equations have independent parameters; （4） To compute the inversion maps of P, and as a consequence, to decide whether P is proper.展开更多
We perform detailed computations of Lie algebras of infinitesimal CR-automorphisms associated to three specific model real analytic CR-generic submanifolds in C9by employing differential algebra computer tools—mostly...We perform detailed computations of Lie algebras of infinitesimal CR-automorphisms associated to three specific model real analytic CR-generic submanifolds in C9by employing differential algebra computer tools—mostly within the Maple package DifferentialAlgebra—in order to automate the handling of the arising highly complex linear systems of PDE’s.Before treating these new examples which prolong previous works of Beloshapka,of Shananina and of Mamai,we provide general formulas for the explicitation of the concerned PDE systems that are valid in arbitrary codimension k 1 and in any CR dimension n 1.Also,we show how Ritt’s reduction algorithm can be adapted to the case under interest,where the concerned PDE systems admit so-called complex conjugations.展开更多
The artificial boundary method is one of the most popular and effective numerical methods tor solving partial differential equations on unbounded domains, with more than thirty years development. The artificiM boundar...The artificial boundary method is one of the most popular and effective numerical methods tor solving partial differential equations on unbounded domains, with more than thirty years development. The artificiM boundary method has reached maturity in recent years. It has been applied to various problems in scientific and engineering computations, and the theoretical issues such as the convergence and error estimates of the artificial boundary method have been solved gradually. This paper reviews the development and discusses different forms of the artificial boundary method.展开更多
There is a need for very fast option pricers when the financial objects are modeled by complex systems of stochastic differential equations.Here the authors investigate option pricers based on mixed Monte-Carlo partia...There is a need for very fast option pricers when the financial objects are modeled by complex systems of stochastic differential equations.Here the authors investigate option pricers based on mixed Monte-Carlo partial differential solvers for stochastic volatility models such as Heston's.It is found that orders of magnitude in speed are gained on full Monte-Carlo algorithms by solving all equations but one by a Monte-Carlo method,and pricing the underlying asset by a partial differential equation with random coefficients,derived by Ito calculus.This strategy is investigated for vanilla options,barrier options and American options with stochastic volatilities and jumps optionally.展开更多
基金suppprt from NSFC of China,Singapore NTU project SUG 20/07,MOE Grant T207B2202NRF2007IDMIDM002-010
文摘In this paper, we propose a compound algorithm for the image restoration. The algorithm is a convex combination of the ROF model and the LLT model with a parameter function 0. The numerical experiments demonstrate that our compound algorithm is efficient and preserves the main advantages of the two models. In particular, the errors of the compound algorithm in L2 norm between the exact images and corresponding restored images are the smallest among the three models. For images with strong noises, the restored images of the compound algorithm are the best in the corresponding restored images. The proposed algorithm combines the fixed point method, an improved AMG method and the Krylov acceleration. It is found that the combination of these methods is efficient and robust in the image restoration.
基金Shanghai Science and Technology Devel-opm ent Funds ( No.0 1160 70 3 3)
文摘The definitions of controllability, observability and stability were presented for fractional-order linear systems. Using the Cayley-Hamilton theorem and Mittag-Leffler function in two parameters, the sufficient and necessary conditions of controllability and observability for such systems were derived. In terms of Lyapunov’s stability theory, using the theorems of Mittage-Leffler function in two parameters this paper directly derived the sufficient and necessary condition of stability for such systems. The results obtained are useful for the analysis and synthesis of fractional-order linear control systems.
基金Supported by the Young Teachers Science Foundation of Beijing University of Civil Engineering and Architecture under Grant No.100602707
文摘In this paper,based on the forms and structures of Wronskian solutions to soliton equations,a Wronskianform expansion method is presented to find a new class of interaction solutions to the Kadomtsev-Petviashvili equation.One characteristic of the method is that Wronskian entries do not satisfy linear partial differential equation.
基金Research supported by the Foundation of Mathematics MechanizationIts Applications in Information Technology(65432A0)of China.
文摘In this paper, we propose algorithms for the following problems in the implicitization of a set of partial differential rational parametric equations P. （1）To find a characteristic set for the implicit prime ideal of P; （2） To find a canonical representation for the image of P; （3）To decide whether the parameters of P are independent, and if not, to re-parameterize P so that the new parametric equations have independent parameters; （4） To compute the inversion maps of P, and as a consequence, to decide whether P is proper.
基金supported by the Center for International Scientific Studies and Collaboration(CISSC)and French Embassy in TehranThe resend of the first and second authors was in part supported by grants from IPM(Grant Nos.91530040 and 92550420)
文摘We perform detailed computations of Lie algebras of infinitesimal CR-automorphisms associated to three specific model real analytic CR-generic submanifolds in C9by employing differential algebra computer tools—mostly within the Maple package DifferentialAlgebra—in order to automate the handling of the arising highly complex linear systems of PDE’s.Before treating these new examples which prolong previous works of Beloshapka,of Shananina and of Mamai,we provide general formulas for the explicitation of the concerned PDE systems that are valid in arbitrary codimension k 1 and in any CR dimension n 1.Also,we show how Ritt’s reduction algorithm can be adapted to the case under interest,where the concerned PDE systems admit so-called complex conjugations.
基金supported by National National Science Foundation of China(Grant No.10971116)FRG of Hong Kong Baptist University(Grant No.FRG1/11-12/051)
文摘The artificial boundary method is one of the most popular and effective numerical methods tor solving partial differential equations on unbounded domains, with more than thirty years development. The artificiM boundary method has reached maturity in recent years. It has been applied to various problems in scientific and engineering computations, and the theoretical issues such as the convergence and error estimates of the artificial boundary method have been solved gradually. This paper reviews the development and discusses different forms of the artificial boundary method.
文摘There is a need for very fast option pricers when the financial objects are modeled by complex systems of stochastic differential equations.Here the authors investigate option pricers based on mixed Monte-Carlo partial differential solvers for stochastic volatility models such as Heston's.It is found that orders of magnitude in speed are gained on full Monte-Carlo algorithms by solving all equations but one by a Monte-Carlo method,and pricing the underlying asset by a partial differential equation with random coefficients,derived by Ito calculus.This strategy is investigated for vanilla options,barrier options and American options with stochastic volatilities and jumps optionally.
