The full-spectrum least-squares(FSLS) method is introduced to perform quantitative energy-dispersive X-ray fluorescence analysis for unknown solid samples.Based on the conventional least-squares principle, this spectr...The full-spectrum least-squares(FSLS) method is introduced to perform quantitative energy-dispersive X-ray fluorescence analysis for unknown solid samples.Based on the conventional least-squares principle, this spectrum evaluation method is able to obtain the background-corrected and interference-free net peaks, which is significant for quantization analyses. A variety of analytical parameters and functions to describe the features of the fluorescence spectra of pure elements are used and established, such as the mass absorption coefficient, the Gi factor, and fundamental fluorescence formulas. The FSLS iterative program was compiled in the C language. The content of each component should reach the convergence criterion at the end of the calculations. After a basic theory analysis and experimental preparation, 13 national standard soil samples were detected using a spectrometer to test the feasibility of using the algorithm. The results show that the calculated contents of Ti, Fe, Ni, Cu, and Zn have the same changing tendency as the corresponding standard content in the 13 reference samples. Accuracies of 0.35% and 14.03% are obtained, respectively, for Fe and Ti, whose standard concentrations are 8.82% and 0.578%, respectively. However, the calculated results of trace elements (only tens of lg/g) deviate from the standard values. This may be because of measurement accuracy and mutual effects between the elements.展开更多
The main purpose of reverse engineering is to convert discrete data pointsinto piecewise smooth, continuous surface models. Before carrying out model reconstruction it issignificant to extract geometric features becau...The main purpose of reverse engineering is to convert discrete data pointsinto piecewise smooth, continuous surface models. Before carrying out model reconstruction it issignificant to extract geometric features because the quality of modeling greatly depends on therepresentation of features. Some fitting techniques of natural quadric surfaces with least-squaresmethod are described. And these techniques can be directly used to extract quadric surfaces featuresduring the process of segmentation for point cloud.展开更多
The Galerkin and least-squares methods are two classes of the most popular Krylov subspace methOds for solving large linear systems of equations. Unfortunately, both the methods may suffer from serious breakdowns of t...The Galerkin and least-squares methods are two classes of the most popular Krylov subspace methOds for solving large linear systems of equations. Unfortunately, both the methods may suffer from serious breakdowns of the same type: In a breakdown situation the Galerkin method is unable to calculate an approximate solution, while the least-squares method, although does not really break down, is unsucessful in reducing the norm of its residual. In this paper we first establish a unified theorem which gives a relationship between breakdowns in the two methods. We further illustrate theoretically and experimentally that if the coefficient matrix of a lienar system is of high defectiveness with the associated eigenvalues less than 1, then the restarted Galerkin and least-squares methods will be in great risks of complete breakdowns. It appears that our findings may help to understand phenomena observed practically and to derive treatments for breakdowns of this type.展开更多
A least-squares finite-element method (LSFEM) for the non-conservative shallow-water equations is presented. The model is capable of handling complex topography, steady and unsteady flows, subcritical and supercriti...A least-squares finite-element method (LSFEM) for the non-conservative shallow-water equations is presented. The model is capable of handling complex topography, steady and unsteady flows, subcritical and supercritical flows, and flows with smooth and sharp gradient changes. Advantages of the model include: (1) sources terms, such as the bottom slope, surface stresses and bed frictions, can be treated easily without any special treatment; (2) upwind scheme is no needed; (3) a single approximating space can be used for all variables, and its choice of approximating space is not subject to the Ladyzhenskaya-Babuska-Brezzi (LBB) condition; and (4) the resulting system of equations is symmetric and positive-definite (SPD) which can be solved efficiently with the preconditioned conjugate gradient method. The model is verified with flow over a bump, tide induced flow, and dam-break. Computed results are compared with analytic solutions or other numerical results, and show the model is conservative and accurate. The model is then used to simulate flow past a circular cylinder. Important flow charac-teristics, such as variation of water surface around the cylinder and vortex shedding behind the cylinder are investigated. Computed results compare well with experiment data and other numerical results.展开更多
Numerical solution of shallow-water equations (SWE) has been a challenging task because of its nonlinear hyperbolic nature, admitting discontinuous solution, and the need to satisfy the C-property. The presence of s...Numerical solution of shallow-water equations (SWE) has been a challenging task because of its nonlinear hyperbolic nature, admitting discontinuous solution, and the need to satisfy the C-property. The presence of source terms in momentum equations, such as the bottom slope and friction of bed, compounds the difficulties further. In this paper, a least-squares finite-element method for the space discretization and θ-method for the time integration is developed for the 2D non-conservative SWE including the source terms. Advantages of the method include: the source terms can be approximated easily with interpolation functions, no upwind scheme is needed, as well as the resulting system equations is symmetric and positive-definite, therefore, can be solved efficiently with the conjugate gradient method. The method is applied to steady and unsteady flows, subcritical and transcritical flow over a bump, 1D and 2D circular dam-break, wave past a circular cylinder, as well as wave past a hump. Computed results show good C-property, conservation property and compare well with exact solutions and other numerical results for flows with weak and mild gradient changes, but lead to inaccurate predictions for flows with strong gradient changes and discontinuities.展开更多
The purpose of this article is to develop and analyze least-squares approximations for the incompressible magnetohydrodynamic equations. The major advantage of the least-squares finite element method is that it is not...The purpose of this article is to develop and analyze least-squares approximations for the incompressible magnetohydrodynamic equations. The major advantage of the least-squares finite element method is that it is not subjected to the so-called Ladyzhenskaya-Babuska-Brezzi (LBB) condition. The authors employ least-squares functionals which involve a discrete inner product which is related to the inner product in H^-1(Ω).展开更多
A least-squares mixed finite element (LSMFE) method for the numerical solution of fourth order parabolic problems analyzed and developed in this paper. The Ciarlet-Raviart mixed finite element space is used to approxi...A least-squares mixed finite element (LSMFE) method for the numerical solution of fourth order parabolic problems analyzed and developed in this paper. The Ciarlet-Raviart mixed finite element space is used to approximate. The a posteriori error estimator which is needed in the adaptive refinement algorithm is proposed. The local evaluation of the least-squares functional serves as a posteriori error estimator. The posteriori errors are effectively estimated. The convergence of the adaptive least-squares mixed finite element method is proved.展开更多
A least-squares mixed finite element method was formulated for a class of Stokes equations in two dimensional domains. The steady state and the time-dependent Stokes' equations were considered. For the stationary ...A least-squares mixed finite element method was formulated for a class of Stokes equations in two dimensional domains. The steady state and the time-dependent Stokes' equations were considered. For the stationary equation, optimal H-t and L-2-error estimates are derived under the standard regularity assumption on the finite element partition ( the LBB-condition is not required). Far the evolutionary equation, optimal L-2 estimates are derived under the conventional Raviart-Thomas spaces.展开更多
In this paper, a least-squares finite element method for the upper-convected Maxell (UCM) fluid is proposed. We first linearize the constitutive and momentum equations and then apply a least-squares method to the line...In this paper, a least-squares finite element method for the upper-convected Maxell (UCM) fluid is proposed. We first linearize the constitutive and momentum equations and then apply a least-squares method to the linearized version of the viscoelastic UCM model. The L2 least-squares functional involves the residuals of each equation multiplied by proper weights. The corresponding homogeneous functional is equivalent to a natural norm. The error estimates of the finite element solution are analyzed when the conforming piecewise polynomial elements are used for the unknowns.展开更多
Background:This article investigates the Least-Squares Monte Carlo Method by using different polynomial basis in American Asian Options pricing.The standard approach in the option pricing literature is to choose the b...Background:This article investigates the Least-Squares Monte Carlo Method by using different polynomial basis in American Asian Options pricing.The standard approach in the option pricing literature is to choose the basis arbitrarily.By comparing four different polynomial basis we show that the choice of basis interferes in the option's price.Methods:We assess Least-Squares Method performance in pricing four different American Asian Options by using four polynomial basis:Power,Laguerre,Legendre and Hermite A.To every American Asian Option priced,three sets of parameters are used in order to evaluate it properly.Results:We show that the choice of the basis interferes in the option's price by showing that one of them converges to the option's value faster than any other by using fewer simulated paths.In the case of an Amerasian call option,for example,we find that the preferable polynomial basis is Hermite A.For an Amerasian put option,the Power polynomial basis is recommended.Such empirical outcome is theoretically unpredictable,since in principle all basis can be indistinctly used when pricing the derivative.Conclusion:In this article The Least-Squares Monte Carlo Method performance is assessed in pricing four different types of American Asian Options by using four different polynomial basis through three different sets of parameters.Our results suggest that one polynomial basis is best suited to perform the method when pricing an American Asian option.Theoretically all basis can be indistinctly used when pricing the derivative.However,our results does not confirm these.We find that when pricing an American Asian put option,Power A is better than the other basis we have studied here whereas when pricing an American Asian call,Hermite A is better.展开更多
The aim of this study is to evaluate the uncertainty of 2πα and 2πβ surface emission rates using the windowless multiwire proportional counter method.This study used the Monte Carlo method (MCM) to validate the co...The aim of this study is to evaluate the uncertainty of 2πα and 2πβ surface emission rates using the windowless multiwire proportional counter method.This study used the Monte Carlo method (MCM) to validate the conventional Guide to the Expression of Uncertainty in Measurement (GUM) method.A dead time measurement model for the two-source method was established based on the characteristics of a single-channel measurement system,and the voltage threshold correction factor measurement function was indirectly obtained by fitting the threshold correction curve.The uncertainty in the surface emission rate was calculated using the GUM method and the law of propagation of uncertainty.The MCM provided clear definitions for each input quantity and its uncertainty distribution,and the simulation training was realized with a complete and complex mathematical model.The results of the surface emission rate uncertainty evaluation for four radioactive plane sources using both methods showed the uncertainty’s consistency E_(n)<0.070 for the comparison of each source,and the uncertainty results of the GUM were all lower than those of the MCM.However,the MCM has a more objective evaluation process and can serve as a validation tool for GUM results.展开更多
Machine learning has been widely used for solving partial differential equations(PDEs)in recent years,among which the random feature method(RFM)exhibits spectral accuracy and can compete with traditional solvers in te...Machine learning has been widely used for solving partial differential equations(PDEs)in recent years,among which the random feature method(RFM)exhibits spectral accuracy and can compete with traditional solvers in terms of both accuracy and efficiency.Potentially,the optimization problem in the RFM is more difficult to solve than those that arise in traditional methods.Unlike the broader machine-learning research,which frequently targets tasks within the low-precision regime,our study focuses on the high-precision regime crucial for solving PDEs.In this work,we study this problem from the following aspects:(i)we analyze the coeffcient matrix that arises in the RFM by studying the distribution of singular values;(ii)we investigate whether the continuous training causes the overfitting issue;(ii)we test direct and iterative methods as well as randomized methods for solving the optimization problem.Based on these results,we find that direct methods are superior to other methods if memory is not an issue,while iterative methods typically have low accuracy and can be improved by preconditioning to some extent.展开更多
Accurate real-time simulations of nuclear reactor circuit systems are particularly important for system safety analysis and design.To effectively improve computational efficiency without reducing accuracy,this study e...Accurate real-time simulations of nuclear reactor circuit systems are particularly important for system safety analysis and design.To effectively improve computational efficiency without reducing accuracy,this study establishes a thermal-hydraulics reduced-order model(ROM)for nuclear reactor circuit systems.The full-order circuit system calculation model is first established and verified and then used to calculate the thermal-hydraulic properties of the circuit system under different states as snapshots.The proper orthogonal decomposition method is used to extract the basis functions from snapshots,and the ROM is constructed using the least-squares method,effectively reducing the difficulty in constructing the ROM.A comparison between the full-order simulation and ROM prediction results of the AP1000 circuit system shows that the proposed ROM can improve computational efficiency by 1500 times while achieving a maximum relative error of 0.223%.This research develops a new direction and perspective for the digital twin modeling of nuclear reactor system circuits.展开更多
In this paper, an iterative method is constructed to find the least-squares solutions of generalized Sylvester equation , where is real matrices group, and satisfies different linear constraint. By this iterative meth...In this paper, an iterative method is constructed to find the least-squares solutions of generalized Sylvester equation , where is real matrices group, and satisfies different linear constraint. By this iterative method, for any initial matrix group within a special constrained matrix set, a least squares solution group with satisfying different linear constraint can be obtained within finite iteration steps in the absence of round off errors, and the unique least norm least-squares solution can be obtained by choosing a special kind of initial matrix group. In addition, a minimization property of this iterative method is characterized. Finally, numerical experiments are reported to show the efficiency of the proposed method.展开更多
In this paper,we present a novel initial costates solver for initializing time-optimal trajectory problems in relative motion with continuous low thrust.The proposed solver consists of two primary components:training ...In this paper,we present a novel initial costates solver for initializing time-optimal trajectory problems in relative motion with continuous low thrust.The proposed solver consists of two primary components:training a Multilayer Perceptron(MLP)for generating reference sequence and Time of Flight(TOF)to the target,and deriving a system of linear algebraic equations for obtaining the initial costates.To overcome the challenge of generating training samples for the MLP,the backward generation method is proposed to obtain five different training databases.The training database and sample form are determined by analyzing the input and output correlation using the Pearson correlation coefficient.The best-performing MLP is obtained by analyzing the training results with various hyper-parameter combinations.A reference sequence starting from the initial states is obtained by integrating forward with the near-optimal control vector from the output of MLP.Finally,a system of linear algebraic equations for estimating the initial costates is derived using the reference sequence and the necessary conditions for optimality.Simulation results demonstrate that the proposed initial costates solver improves the convergence ratio and reduce the function calls of the shooting function.Furthermore,Monte-Carlo simulation illustrates that the initial costates solver is applicable to different initial velocities,demonstrating excellent generalization ability.展开更多
The interpolating moving least-squares (IMLS) method is discussed first in this paper. And the formulae of the IMLS method obtained by Lancaster are revised. Then on the basis of the boundary element-free method (B...The interpolating moving least-squares (IMLS) method is discussed first in this paper. And the formulae of the IMLS method obtained by Lancaster are revised. Then on the basis of the boundary element-free method (BEFM), combining the boundary integral equation (BIE) method with the IMLS method, the improved boundary element-free method (IBEFM) for two-dimensional potential problems is presented, and the corresponding formulae of the IBEFM are obtained. In the BEFM, boundary conditions are applied directly, but the shape function in the MLS does not satisfy the property of the Kronecker ~ function. This is a problem of the BEFM, and must be solved theoretically. In the IMLS method, when the shape function satisfies the property of the Kronecker 5 function, then the boundary conditions, in the meshless method based on the IMLS method, can be applied directly. Then the IBEFM, based on the IMLS method, is a direct meshless boundary integral equation method in which the basic unknown quantity is the real solution of the nodal variables, and the boundary conditions can be applied directly and easily, thus it gives a greater computational precision. Some numerical examples are presented to demonstrate the method.展开更多
In this paper, an improved interpolating moving least-square (IIMLS) method is presented. The shape function of the IIMLS method satisfies the property of the Kronecker 5 function. The weight function used in the II...In this paper, an improved interpolating moving least-square (IIMLS) method is presented. The shape function of the IIMLS method satisfies the property of the Kronecker 5 function. The weight function used in the IIMLS method is nonsingular. Then the IIMLS method can overcome the difficulties caused by the singularity of the weight function in the IMLS method. The number of unknown coefficients in the trial function of the IIMLS method is less than that of the moving least-square (MLS) approximation. Then by combining the IIMLS method with the Galerkin weak form of the potential problem, the improved interpolating element-free Galerkin (IIEFG) method for two-dimensional potential problems is presented. Compared with the conventional element-free Galerkin (EFG) method, the IIEFG method can directly use the essential boundary conditions. Then the IIEFG method has higher accuracy. For demonstration, three numerical examples are solved using the IIEFG method.展开更多
In this paper, based on the improved complex variable moving least-square (ICVMLS) approximation, a new complex variable meshless method (CVMM) for two-dimensional (2D) transient heat conduction problems is pres...In this paper, based on the improved complex variable moving least-square (ICVMLS) approximation, a new complex variable meshless method (CVMM) for two-dimensional (2D) transient heat conduction problems is presented. The variational method is employed to obtain the discrete equations, and the essential boundary conditions are imposed by the penalty method. As the transient heat conduction problems are related to time, the Crank-Nicolson difference scheme for two-point boundary value problems is selected for the time discretization. Then the corresponding formulae of the CVMM for 2D heat conduction problems are obtained. In order to demonstrate the applicability of the proposed method, numerical examples are given to show the high convergence rate, good accuracy, and high efficiency of the CVMM presented in this paper.展开更多
In this paper, based on the element-free Galerkin (EFG) method and the improved complex variable moving least- square (ICVMLS) approximation, a new meshless method, which is the improved complex variable element-f...In this paper, based on the element-free Galerkin (EFG) method and the improved complex variable moving least- square (ICVMLS) approximation, a new meshless method, which is the improved complex variable element-free Galerkin (ICVEFG) method for two-dimensional potential problems, is presented. In the method, the integral weak form of control equations is employed, and the Lagrange multiplier is used to apply the essential boundary conditions. Then the corresponding formulas of the ICVEFG method for two-dimensional potential problems are obtained. Compared with the complex variable moving least-square (CVMLS) approximation proposed by Cheng, the functional in the ICVMLS approximation has an explicit physical meaning. Furthermore, the ICVEFG method has greater computational precision and efficiency. Three numerical examples are given to show the validity of the proposed method.展开更多
The Levenberg-Marquardt method, the best algorithm to obtain the least-square solution of nonlinear equations, is applied to calculate the stable phase equilibria. It can get the best combination between robustness an...The Levenberg-Marquardt method, the best algorithm to obtain the least-square solution of nonlinear equations, is applied to calculate the stable phase equilibria. It can get the best combination between robustness and speed of the calculations. Its application to ternary AI-Si-Mg system is executed in detail. The calculated phase equilibria agree well with the experimental results. Furthermore, the Levenberg-Marquardt method is not sensitive to the initial values.展开更多
基金supported by the National Key R&D Project of China(No.2017YFC0602100)the National Natural Science Foundation of China(No.41774147)Sichuan Science and Technology Support Program(No.2015GZ0272)
文摘The full-spectrum least-squares(FSLS) method is introduced to perform quantitative energy-dispersive X-ray fluorescence analysis for unknown solid samples.Based on the conventional least-squares principle, this spectrum evaluation method is able to obtain the background-corrected and interference-free net peaks, which is significant for quantization analyses. A variety of analytical parameters and functions to describe the features of the fluorescence spectra of pure elements are used and established, such as the mass absorption coefficient, the Gi factor, and fundamental fluorescence formulas. The FSLS iterative program was compiled in the C language. The content of each component should reach the convergence criterion at the end of the calculations. After a basic theory analysis and experimental preparation, 13 national standard soil samples were detected using a spectrometer to test the feasibility of using the algorithm. The results show that the calculated contents of Ti, Fe, Ni, Cu, and Zn have the same changing tendency as the corresponding standard content in the 13 reference samples. Accuracies of 0.35% and 14.03% are obtained, respectively, for Fe and Ti, whose standard concentrations are 8.82% and 0.578%, respectively. However, the calculated results of trace elements (only tens of lg/g) deviate from the standard values. This may be because of measurement accuracy and mutual effects between the elements.
基金This project is supported by Research Foundation for Doctoral Program of Higher Education, China (No.98033532)
文摘The main purpose of reverse engineering is to convert discrete data pointsinto piecewise smooth, continuous surface models. Before carrying out model reconstruction it issignificant to extract geometric features because the quality of modeling greatly depends on therepresentation of features. Some fitting techniques of natural quadric surfaces with least-squaresmethod are described. And these techniques can be directly used to extract quadric surfaces featuresduring the process of segmentation for point cloud.
文摘The Galerkin and least-squares methods are two classes of the most popular Krylov subspace methOds for solving large linear systems of equations. Unfortunately, both the methods may suffer from serious breakdowns of the same type: In a breakdown situation the Galerkin method is unable to calculate an approximate solution, while the least-squares method, although does not really break down, is unsucessful in reducing the norm of its residual. In this paper we first establish a unified theorem which gives a relationship between breakdowns in the two methods. We further illustrate theoretically and experimentally that if the coefficient matrix of a lienar system is of high defectiveness with the associated eigenvalues less than 1, then the restarted Galerkin and least-squares methods will be in great risks of complete breakdowns. It appears that our findings may help to understand phenomena observed practically and to derive treatments for breakdowns of this type.
基金the National Science Council ot Taiwan,China for funding this research(Project no.:NSC 94-2218-E-035-011)
文摘A least-squares finite-element method (LSFEM) for the non-conservative shallow-water equations is presented. The model is capable of handling complex topography, steady and unsteady flows, subcritical and supercritical flows, and flows with smooth and sharp gradient changes. Advantages of the model include: (1) sources terms, such as the bottom slope, surface stresses and bed frictions, can be treated easily without any special treatment; (2) upwind scheme is no needed; (3) a single approximating space can be used for all variables, and its choice of approximating space is not subject to the Ladyzhenskaya-Babuska-Brezzi (LBB) condition; and (4) the resulting system of equations is symmetric and positive-definite (SPD) which can be solved efficiently with the preconditioned conjugate gradient method. The model is verified with flow over a bump, tide induced flow, and dam-break. Computed results are compared with analytic solutions or other numerical results, and show the model is conservative and accurate. The model is then used to simulate flow past a circular cylinder. Important flow charac-teristics, such as variation of water surface around the cylinder and vortex shedding behind the cylinder are investigated. Computed results compare well with experiment data and other numerical results.
基金the National Science Council of Taiwan for funding this research (NSC 96-2221-E-019-061).
文摘Numerical solution of shallow-water equations (SWE) has been a challenging task because of its nonlinear hyperbolic nature, admitting discontinuous solution, and the need to satisfy the C-property. The presence of source terms in momentum equations, such as the bottom slope and friction of bed, compounds the difficulties further. In this paper, a least-squares finite-element method for the space discretization and θ-method for the time integration is developed for the 2D non-conservative SWE including the source terms. Advantages of the method include: the source terms can be approximated easily with interpolation functions, no upwind scheme is needed, as well as the resulting system equations is symmetric and positive-definite, therefore, can be solved efficiently with the conjugate gradient method. The method is applied to steady and unsteady flows, subcritical and transcritical flow over a bump, 1D and 2D circular dam-break, wave past a circular cylinder, as well as wave past a hump. Computed results show good C-property, conservation property and compare well with exact solutions and other numerical results for flows with weak and mild gradient changes, but lead to inaccurate predictions for flows with strong gradient changes and discontinuities.
基金supported by the National Basic Research Program of China (2005CB321701)NSF of mathematics research special fund of Hebei Province(08M005)
文摘The purpose of this article is to develop and analyze least-squares approximations for the incompressible magnetohydrodynamic equations. The major advantage of the least-squares finite element method is that it is not subjected to the so-called Ladyzhenskaya-Babuska-Brezzi (LBB) condition. The authors employ least-squares functionals which involve a discrete inner product which is related to the inner product in H^-1(Ω).
文摘A least-squares mixed finite element (LSMFE) method for the numerical solution of fourth order parabolic problems analyzed and developed in this paper. The Ciarlet-Raviart mixed finite element space is used to approximate. The a posteriori error estimator which is needed in the adaptive refinement algorithm is proposed. The local evaluation of the least-squares functional serves as a posteriori error estimator. The posteriori errors are effectively estimated. The convergence of the adaptive least-squares mixed finite element method is proved.
文摘A least-squares mixed finite element method was formulated for a class of Stokes equations in two dimensional domains. The steady state and the time-dependent Stokes' equations were considered. For the stationary equation, optimal H-t and L-2-error estimates are derived under the standard regularity assumption on the finite element partition ( the LBB-condition is not required). Far the evolutionary equation, optimal L-2 estimates are derived under the conventional Raviart-Thomas spaces.
文摘In this paper, a least-squares finite element method for the upper-convected Maxell (UCM) fluid is proposed. We first linearize the constitutive and momentum equations and then apply a least-squares method to the linearized version of the viscoelastic UCM model. The L2 least-squares functional involves the residuals of each equation multiplied by proper weights. The corresponding homogeneous functional is equivalent to a natural norm. The error estimates of the finite element solution are analyzed when the conforming piecewise polynomial elements are used for the unknowns.
文摘Background:This article investigates the Least-Squares Monte Carlo Method by using different polynomial basis in American Asian Options pricing.The standard approach in the option pricing literature is to choose the basis arbitrarily.By comparing four different polynomial basis we show that the choice of basis interferes in the option's price.Methods:We assess Least-Squares Method performance in pricing four different American Asian Options by using four polynomial basis:Power,Laguerre,Legendre and Hermite A.To every American Asian Option priced,three sets of parameters are used in order to evaluate it properly.Results:We show that the choice of the basis interferes in the option's price by showing that one of them converges to the option's value faster than any other by using fewer simulated paths.In the case of an Amerasian call option,for example,we find that the preferable polynomial basis is Hermite A.For an Amerasian put option,the Power polynomial basis is recommended.Such empirical outcome is theoretically unpredictable,since in principle all basis can be indistinctly used when pricing the derivative.Conclusion:In this article The Least-Squares Monte Carlo Method performance is assessed in pricing four different types of American Asian Options by using four different polynomial basis through three different sets of parameters.Our results suggest that one polynomial basis is best suited to perform the method when pricing an American Asian option.Theoretically all basis can be indistinctly used when pricing the derivative.However,our results does not confirm these.We find that when pricing an American Asian put option,Power A is better than the other basis we have studied here whereas when pricing an American Asian call,Hermite A is better.
文摘The aim of this study is to evaluate the uncertainty of 2πα and 2πβ surface emission rates using the windowless multiwire proportional counter method.This study used the Monte Carlo method (MCM) to validate the conventional Guide to the Expression of Uncertainty in Measurement (GUM) method.A dead time measurement model for the two-source method was established based on the characteristics of a single-channel measurement system,and the voltage threshold correction factor measurement function was indirectly obtained by fitting the threshold correction curve.The uncertainty in the surface emission rate was calculated using the GUM method and the law of propagation of uncertainty.The MCM provided clear definitions for each input quantity and its uncertainty distribution,and the simulation training was realized with a complete and complex mathematical model.The results of the surface emission rate uncertainty evaluation for four radioactive plane sources using both methods showed the uncertainty’s consistency E_(n)<0.070 for the comparison of each source,and the uncertainty results of the GUM were all lower than those of the MCM.However,the MCM has a more objective evaluation process and can serve as a validation tool for GUM results.
基金supported by the NSFC Major Research Plan--Interpretable and Generalpurpose Next-generation Artificial Intelligence(No.92370205).
文摘Machine learning has been widely used for solving partial differential equations(PDEs)in recent years,among which the random feature method(RFM)exhibits spectral accuracy and can compete with traditional solvers in terms of both accuracy and efficiency.Potentially,the optimization problem in the RFM is more difficult to solve than those that arise in traditional methods.Unlike the broader machine-learning research,which frequently targets tasks within the low-precision regime,our study focuses on the high-precision regime crucial for solving PDEs.In this work,we study this problem from the following aspects:(i)we analyze the coeffcient matrix that arises in the RFM by studying the distribution of singular values;(ii)we investigate whether the continuous training causes the overfitting issue;(ii)we test direct and iterative methods as well as randomized methods for solving the optimization problem.Based on these results,we find that direct methods are superior to other methods if memory is not an issue,while iterative methods typically have low accuracy and can be improved by preconditioning to some extent.
基金supported by the National Natural Science Foundation of China(No.12205389)Guangdong Basic and Applied Basic Research Foundation(No.2022A1515011735)Science and Technology on Reactor System Design Technology Laboratory(No.KFKT-05-FWHT-WU-2023014).
文摘Accurate real-time simulations of nuclear reactor circuit systems are particularly important for system safety analysis and design.To effectively improve computational efficiency without reducing accuracy,this study establishes a thermal-hydraulics reduced-order model(ROM)for nuclear reactor circuit systems.The full-order circuit system calculation model is first established and verified and then used to calculate the thermal-hydraulic properties of the circuit system under different states as snapshots.The proper orthogonal decomposition method is used to extract the basis functions from snapshots,and the ROM is constructed using the least-squares method,effectively reducing the difficulty in constructing the ROM.A comparison between the full-order simulation and ROM prediction results of the AP1000 circuit system shows that the proposed ROM can improve computational efficiency by 1500 times while achieving a maximum relative error of 0.223%.This research develops a new direction and perspective for the digital twin modeling of nuclear reactor system circuits.
文摘In this paper, an iterative method is constructed to find the least-squares solutions of generalized Sylvester equation , where is real matrices group, and satisfies different linear constraint. By this iterative method, for any initial matrix group within a special constrained matrix set, a least squares solution group with satisfying different linear constraint can be obtained within finite iteration steps in the absence of round off errors, and the unique least norm least-squares solution can be obtained by choosing a special kind of initial matrix group. In addition, a minimization property of this iterative method is characterized. Finally, numerical experiments are reported to show the efficiency of the proposed method.
基金This study was funded by the National Natural Science Foundation of China(Nos.11972077 and 12272039).
文摘In this paper,we present a novel initial costates solver for initializing time-optimal trajectory problems in relative motion with continuous low thrust.The proposed solver consists of two primary components:training a Multilayer Perceptron(MLP)for generating reference sequence and Time of Flight(TOF)to the target,and deriving a system of linear algebraic equations for obtaining the initial costates.To overcome the challenge of generating training samples for the MLP,the backward generation method is proposed to obtain five different training databases.The training database and sample form are determined by analyzing the input and output correlation using the Pearson correlation coefficient.The best-performing MLP is obtained by analyzing the training results with various hyper-parameter combinations.A reference sequence starting from the initial states is obtained by integrating forward with the near-optimal control vector from the output of MLP.Finally,a system of linear algebraic equations for estimating the initial costates is derived using the reference sequence and the necessary conditions for optimality.Simulation results demonstrate that the proposed initial costates solver improves the convergence ratio and reduce the function calls of the shooting function.Furthermore,Monte-Carlo simulation illustrates that the initial costates solver is applicable to different initial velocities,demonstrating excellent generalization ability.
基金Project supported by the National Natural Science Foundation of China (Grant No 10871124)Innovation Program of Shanghai Municipal Education Commission (Grant No 09ZZ99)Shanghai Leading Academic Discipline Project (Grant No J50103)
文摘The interpolating moving least-squares (IMLS) method is discussed first in this paper. And the formulae of the IMLS method obtained by Lancaster are revised. Then on the basis of the boundary element-free method (BEFM), combining the boundary integral equation (BIE) method with the IMLS method, the improved boundary element-free method (IBEFM) for two-dimensional potential problems is presented, and the corresponding formulae of the IBEFM are obtained. In the BEFM, boundary conditions are applied directly, but the shape function in the MLS does not satisfy the property of the Kronecker ~ function. This is a problem of the BEFM, and must be solved theoretically. In the IMLS method, when the shape function satisfies the property of the Kronecker 5 function, then the boundary conditions, in the meshless method based on the IMLS method, can be applied directly. Then the IBEFM, based on the IMLS method, is a direct meshless boundary integral equation method in which the basic unknown quantity is the real solution of the nodal variables, and the boundary conditions can be applied directly and easily, thus it gives a greater computational precision. Some numerical examples are presented to demonstrate the method.
基金Project supported by the National Natural Science Foundation of China (Grant No. 11171208)the Shanghai Leading Academic Discipline Project, China (Grant No. S30106)
文摘In this paper, an improved interpolating moving least-square (IIMLS) method is presented. The shape function of the IIMLS method satisfies the property of the Kronecker 5 function. The weight function used in the IIMLS method is nonsingular. Then the IIMLS method can overcome the difficulties caused by the singularity of the weight function in the IMLS method. The number of unknown coefficients in the trial function of the IIMLS method is less than that of the moving least-square (MLS) approximation. Then by combining the IIMLS method with the Galerkin weak form of the potential problem, the improved interpolating element-free Galerkin (IIEFG) method for two-dimensional potential problems is presented. Compared with the conventional element-free Galerkin (EFG) method, the IIEFG method can directly use the essential boundary conditions. Then the IIEFG method has higher accuracy. For demonstration, three numerical examples are solved using the IIEFG method.
基金Project supported by the National Natural Science Foundation of China(Grant No.11171208)the Shanghai Leading Academic Discipline Project,China(Grant No.S30106)the Innovation Fund for Graduate Student of Shanghai University of China (Grant No.SHUCX120125)
文摘In this paper, based on the improved complex variable moving least-square (ICVMLS) approximation, a new complex variable meshless method (CVMM) for two-dimensional (2D) transient heat conduction problems is presented. The variational method is employed to obtain the discrete equations, and the essential boundary conditions are imposed by the penalty method. As the transient heat conduction problems are related to time, the Crank-Nicolson difference scheme for two-point boundary value problems is selected for the time discretization. Then the corresponding formulae of the CVMM for 2D heat conduction problems are obtained. In order to demonstrate the applicability of the proposed method, numerical examples are given to show the high convergence rate, good accuracy, and high efficiency of the CVMM presented in this paper.
基金Project supported by the National Natural Science Foundation of China (Grant No. 11171208)the Shanghai Leading Academic Discipline Project, China (Grant No. S30106)the Innovation Fund Project for Graduate Student of Shanghai University,China (Grant No. SHUCX112359)
文摘In this paper, based on the element-free Galerkin (EFG) method and the improved complex variable moving least- square (ICVMLS) approximation, a new meshless method, which is the improved complex variable element-free Galerkin (ICVEFG) method for two-dimensional potential problems, is presented. In the method, the integral weak form of control equations is employed, and the Lagrange multiplier is used to apply the essential boundary conditions. Then the corresponding formulas of the ICVEFG method for two-dimensional potential problems are obtained. Compared with the complex variable moving least-square (CVMLS) approximation proposed by Cheng, the functional in the ICVMLS approximation has an explicit physical meaning. Furthermore, the ICVEFG method has greater computational precision and efficiency. Three numerical examples are given to show the validity of the proposed method.
基金This research is supported by the State Key Fundamental Research Project(G2000067202-1).
文摘The Levenberg-Marquardt method, the best algorithm to obtain the least-square solution of nonlinear equations, is applied to calculate the stable phase equilibria. It can get the best combination between robustness and speed of the calculations. Its application to ternary AI-Si-Mg system is executed in detail. The calculated phase equilibria agree well with the experimental results. Furthermore, the Levenberg-Marquardt method is not sensitive to the initial values.