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AN ASSESSMENT OF THE MESHLESS WEIGHTED LEAST-SQUARE METHOD 被引量:3
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作者 PanXiaofei SzeKimYim ZhangXiong 《Acta Mechanica Solida Sinica》 SCIE EI 2004年第3期270-282,共13页
The meshless weighted least-square (MWLS) method was developed based on the weighted least-square method. The method possesses several advantages, such as high accuracy, high stability and high e?ciency. Moreover, t... The meshless weighted least-square (MWLS) method was developed based on the weighted least-square method. The method possesses several advantages, such as high accuracy, high stability and high e?ciency. Moreover, the coe?cient matrix obtained is symmetric and semi- positive de?nite. In this paper, the method is further examined critically. The e?ects of several parameters on the results of MWLS are investigated systematically by using a cantilever beam and an in?nite plate with a central circular hole. The numerical results are compared with those obtained by using the collocation-based meshless method (CBMM) and Galerkin-based meshless method (GBMM). The investigated parameters include the type of approximations, the type of weight functions, the number of neighbors of an evaluation point, as well as the manner in which the neighbors of an evaluation point are determined. This study shows that the displacement accuracy and convergence rate obtained by MWLS is comparable to that of the GBMM while the stress accuracy and convergence rate yielded by MWLS is even higher than that of GBMM. Furthermore, MWLS is much more e?cient than GBMM. This study also shows that the instability of CBMM is mainly due to the neglect of the equi- librium residuals at boundary nodes. In MWLS, the residuals of all the governing equations are minimized in a weighted least-square sense. 展开更多
关键词 MESHLESS MESHFREE least-square weighted residual
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Comparative Study of Probabilistic and Least-Squares Methods for Developing Predictive Models
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作者 Boribo Kikunda Philippe Thierry Nsabimana +2 位作者 Jules Raymond Kala Jeremie Ndikumagenge Longin Ndayisaba 《Open Journal of Applied Sciences》 2024年第7期1775-1787,共13页
This article explores the comparison between the probability method and the least squares method in the design of linear predictive models. It points out that these two approaches have distinct theoretical foundations... This article explores the comparison between the probability method and the least squares method in the design of linear predictive models. It points out that these two approaches have distinct theoretical foundations and can lead to varied or similar results in terms of precision and performance under certain assumptions. The article underlines the importance of comparing these two approaches to choose the one best suited to the context, available data and modeling objectives. 展开更多
关键词 Predictive Models Least Squares Bayesian Estimation methods
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Least-squares reverse time migration in visco-acoustic media based on symplectic stereo-modeling method
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作者 LI Jingshuang ZHANG Xiangjia +1 位作者 HE Xijun ZHOU Yanjie 《Global Geology》 2023年第4期237-250,共14页
The authors proposed a symplectic stereo-modeling method(SSM)in the Birkhoffian dynam-ics and apply it to the visco-acoustic least-squares reverse time migration(LSRTM).The SSM adopts ste-reo-modeling operator in spac... The authors proposed a symplectic stereo-modeling method(SSM)in the Birkhoffian dynam-ics and apply it to the visco-acoustic least-squares reverse time migration(LSRTM).The SSM adopts ste-reo-modeling operator in space and symplectic Runge-Kutta scheme in time,resulting in great ability in suppressing numerical dispersion and long-time computing.These advantages are further confirmed by numerical dispersion analysis,long-time computation test and computational efficiency comparison.After these theoretical analyses and experiments,acoustic and visco-acoustic LSRTM are tested and compared between SSM method and the conventional symplectic method(CSM)using the fault and marmousi models.Meanwhile,dynamic source encoding and exponential decay moving average gradients method are adopted to reduce the computation cost and improve the convergence rate.The imaging results show that LSRTM based on visco-acoustic wave equations effectively takes into account the influence of viscosity can therefore compensate for the amplitude attenuation.Besides,SSM method not only has high numerical accuracy and computational efficiency,but also performs effectively in LSRTM. 展开更多
关键词 least-squares reverse time migration visco-acoustic equation Birkhoffian dynamic symplectic stereo-modeling dynamic source encoding
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LEAST-SQUARES METHOD-BASED FEATURE FITTING AND EXTRACTION IN REVERSE ENGINEERING 被引量:3
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作者 Ke YinglinSun QingLu ZhenCollege of Mechanical andEnergy Engineering,Zhejiang University,Hangzhou 310027, China 《Chinese Journal of Mechanical Engineering》 SCIE EI CAS CSCD 2003年第2期163-166,共4页
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
关键词 reverse engineering feature extraction least-squares method segmentationand surface fitting
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Solution of shallow-water equations using least-squares finite-element method 被引量:3
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作者 S.J. Liang J,-H, Tang M.-S. Wu 《Acta Mechanica Sinica》 SCIE EI CAS CSCD 2008年第5期523-532,共10页
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
关键词 least-square finite-element method Shallow-water equations DAM-BREAK Vortex shedding
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Least-squares finite-element method for shallow-water equations with source terms 被引量:2
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作者 Shin-Jye Liang Tai-Wen Hsu 《Acta Mechanica Sinica》 SCIE EI CAS CSCD 2009年第5期597-610,共14页
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
关键词 Shallow-water equations Source terms least-squares finite-element method DAM-BREAK C-property
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NEGATIVE NORM LEAST-SQUARES METHODS FOR THE INCOMPRESSIBLE MAGNETOHYDRODYNAMIC EQUATIONS 被引量:2
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作者 高少芹 段火元 《Acta Mathematica Scientia》 SCIE CSCD 2008年第3期675-684,共10页
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
关键词 The incompressible MHDs equation negative norm VORTICITY least-squares mixed finite element method
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ON THE BREAKDOWNS OF THE GALERKIN AND LEAST-SQUARES METHODS 被引量:2
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作者 Zhong Baojiang(钟宝江) 《Numerical Mathematics A Journal of Chinese Universities(English Series)》 SCIE 2002年第2期137-148,共12页
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
关键词 large linear systems iterative methods Krylov subspace methods GALERKIN method least-squares method FOM GMRES breakdown stagnation restarting preconditioners.
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A Review on Sources,Extractions and Analysis Methods of a Sustainable Biomaterial:Tannins 被引量:2
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作者 Antonio Pizzi Marie-Pierre Laborie Zeki Candan 《Journal of Renewable Materials》 EI CAS 2024年第3期397-425,共29页
Condensed and hydrolysable tannins are non-toxic natural polyphenols that are a commercial commodity industrialized for tanning hides to obtain leather and for a growing number of other industrial applications mainly ... Condensed and hydrolysable tannins are non-toxic natural polyphenols that are a commercial commodity industrialized for tanning hides to obtain leather and for a growing number of other industrial applications mainly to substitute petroleum-based products.They are a definite class of sustainable materials of the forestry industry.They have been in operation for hundreds of years to manufacture leather and now for a growing number of applications in a variety of other industries,such as wood adhesives,metal coating,pharmaceutical/medical applications and several others.This review presents the main sources,either already or potentially commercial of this forestry by-materials,their industrial and laboratory extraction systems,their systems of analysis with their advantages and drawbacks,be these methods so simple to even appear primitive but nonetheless of proven effectiveness,or very modern and instrumental.It constitutes a basic but essential summary of what is necessary to know of these sustainable materials.In doing so,the review highlights some of the main challenges that remain to be addressed to deliver the quality and economics of tannin supply necessary to fulfill the industrial production requirements for some materials-based uses. 展开更多
关键词 TANNINS FLAVONOIDS SOURCES extraction methods analysis methods
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Reduced-order method for nuclear reactor primary circuit calculation
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作者 Ze-Long Zhao Ya-Hui Wang +2 位作者 Zhe-Xian Liu Hong-Hang Chi Yu Ma 《Nuclear Science and Techniques》 SCIE EI CAS CSCD 2024年第11期28-45,共18页
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
关键词 Reactor system model Primary circuit Reduced-order Proper orthogonal decomposition least-squares method
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Monte Carlo method for evaluation of surface emission rate measurement uncertainty
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作者 Yuan-Qiao Li Min Lin +4 位作者 Li-Jun Xu Rui Luo Yu-He Zhang Qian-Xi Ni Yun-Tao Liu 《Nuclear Science and Techniques》 SCIE EI CAS CSCD 2024年第7期126-136,共11页
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
关键词 Surface emission rate Monte Carlo method METROLOGY Probability distribution function Dead time Low-energy loss correction least-squares method
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Drilling-based measuring method for the c-φ parameter of rock and its field application 被引量:3
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作者 Bei Jiang Fenglin Ma +5 位作者 Qi Wang Hongke Gao Dahu Zhai Yusong Deng Chuanjie Xu Liangdi Yao 《International Journal of Mining Science and Technology》 SCIE EI CAS CSCD 2024年第1期65-76,共12页
The technology of drilling tests makes it possible to obtain the strength parameter of rock accurately in situ. In this paper, a new rock cutting analysis model that considers the influence of the rock crushing zone(R... The technology of drilling tests makes it possible to obtain the strength parameter of rock accurately in situ. In this paper, a new rock cutting analysis model that considers the influence of the rock crushing zone(RCZ) is built. The formula for an ultimate cutting force is established based on the limit equilibrium principle. The relationship between digital drilling parameters(DDP) and the c-φ parameter(DDP-cφ formula, where c refers to the cohesion and φ refers to the internal friction angle) is derived, and the response of drilling parameters and cutting ratio to the strength parameters is analyzed. The drillingbased measuring method for the c-φ parameter of rock is constructed. The laboratory verification test is then completed, and the difference in results between the drilling test and the compression test is less than 6%. On this basis, in-situ rock drilling tests in a traffic tunnel and a coal mine roadway are carried out, and the strength parameters of the surrounding rock are effectively tested. The average difference ratio of the results is less than 11%, which verifies the effectiveness of the proposed method for obtaining the strength parameters based on digital drilling. This study provides methodological support for field testing of rock strength parameters. 展开更多
关键词 Digital drilling Rock crushing zone c-u parameter Measurement method Field application
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Efficient slope reliability and sensitivity analysis using quantile-based first-order second-moment method 被引量:1
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作者 Zhiyong Yang Chengchuan Yin +2 位作者 Xueyou Li Shuihua Jiang Dianqing Li 《Journal of Rock Mechanics and Geotechnical Engineering》 SCIE CSCD 2024年第10期4192-4203,共12页
This paper introduces a novel approach for parameter sensitivity evaluation and efficient slope reliability analysis based on quantile-based first-order second-moment method(QFOSM).The core principles of the QFOSM are... This paper introduces a novel approach for parameter sensitivity evaluation and efficient slope reliability analysis based on quantile-based first-order second-moment method(QFOSM).The core principles of the QFOSM are elucidated geometrically from the perspective of expanding ellipsoids.Based on this geometric interpretation,the QFOSM is further extended to estimate sensitivity indices and assess the significance of various uncertain parameters involved in the slope system.The proposed method has the advantage of computational simplicity,akin to the conventional first-order second-moment method(FOSM),while providing estimation accuracy close to that of the first-order reliability method(FORM).Its performance is demonstrated with a numerical example and three slope examples.The results show that the proposed method can efficiently estimate the slope reliability and simultaneously evaluate the sensitivity of the uncertain parameters.The proposed method does not involve complex optimization or iteration required by the FORM.It can provide a valuable complement to the existing approximate reliability analysis methods,offering rapid sensitivity evaluation and slope reliability analysis. 展开更多
关键词 Slope reliability Sensitivity analysis QUANTILE First-order second-moment method(FOSM) First-order reliability method(FORM)
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A comparison study on structure-function relationship of polysaccharides obtained from sea buckthorn berries using different methods:antioxidant and bile acid-binding capacity 被引量:5
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作者 Qiaoyun Li Zuman Dou +5 位作者 Qingfei Duan Chun Chen Ruihai Liu Yueming Jiang Bao Yang Xiong Fu 《Food Science and Human Wellness》 SCIE CSCD 2024年第1期494-505,共12页
In this study,the structural characters,antioxidant activities and bile acid-binding ability of sea buckthorn polysaccharides(HRPs)obtained by the commonly used hot water(HRP-W),pressurized hot water(HRP-H),ultrasonic... In this study,the structural characters,antioxidant activities and bile acid-binding ability of sea buckthorn polysaccharides(HRPs)obtained by the commonly used hot water(HRP-W),pressurized hot water(HRP-H),ultrasonic(HRP-U),acid(HRP-C)and alkali(HRP-A)assisted extraction methods were investigated.The results demonstrated that extraction methods had significant effects on extraction yield,monosaccharide composition,molecular weight,particle size,triple-helical structure,and surface morphology of HRPs except for the major linkage bands.Thermogravimetric analysis showed that HRP-U with filamentous reticular microstructure exhibited better thermal stability.The HRP-A with the lowest molecular weight and highest arabinose content possessed the best antioxidant activities.Moreover,the rheological analysis indicated that HRPs with higher galacturonic acid content and molecular weight showed higher viscosity and stronger crosslinking network(HRP-C,HRP-W and HRP-U),which exhibited stronger bile acid binding capacity.The present findings provide scientific evidence in the preparation technology of sea buckthorn polysaccharides with good antioxidant and bile acid binding capacity which are related to the structure affected by the extraction methods. 展开更多
关键词 Sea buckthorn Extraction method STRUCTURE Rheological properties Antioxidant activity Bile acid binding capacity
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Material point method simulation of hydro-mechanical behaviour in twophase porous geomaterials: A state-of-the-art review 被引量:2
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作者 Xiangcou Zheng Shuying Wang +1 位作者 Feng Yang Junsheng Yang 《Journal of Rock Mechanics and Geotechnical Engineering》 SCIE CSCD 2024年第6期2341-2350,共10页
The material point method(MPM)has been gaining increasing popularity as an appropriate approach to the solution of coupled hydro-mechanical problems involving large deformation.In this paper,we survey the current stat... The material point method(MPM)has been gaining increasing popularity as an appropriate approach to the solution of coupled hydro-mechanical problems involving large deformation.In this paper,we survey the current state-of-the-art in the MPM simulation of hydro-mechanical behaviour in two-phase porous geomaterials.The review covers the recent advances and developments in the MPM and their extensions to capture the coupled hydro-mechanical problems involving large deformations.The focus of this review is aiming at providing a clear picture of what has or has not been developed or implemented for simulating two-phase coupled large deformation problems,which will provide some direct reference for both practitioners and researchers. 展开更多
关键词 Coupled problems Hydro-mechanical behaviour Large deformation Material Point method(MPM)
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Optimization of Random Feature Method in the High-Precision Regime
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作者 Jingrun Chen Weinan E Yifei Sun 《Communications on Applied Mathematics and Computation》 EI 2024年第2期1490-1517,共28页
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
关键词 Random feature method(RFM) Partial differential equation(PDE) least-squares problem Direct method Iterative method
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Volumetric lattice Boltzmann method for pore-scale mass diffusionadvection process in geopolymer porous structures 被引量:1
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作者 Xiaoyu Zhang Zirui Mao +6 位作者 Floyd W.Hilty Yulan Li Agnes Grandjean Robert Montgomery Hans-Conrad zur Loye Huidan Yu Shenyang Hu 《Journal of Rock Mechanics and Geotechnical Engineering》 SCIE CSCD 2024年第6期2126-2136,共11页
Porous materials present significant advantages for absorbing radioactive isotopes in nuclear waste streams.To improve absorption efficiency in nuclear waste treatment,a thorough understanding of the diffusion-advecti... Porous materials present significant advantages for absorbing radioactive isotopes in nuclear waste streams.To improve absorption efficiency in nuclear waste treatment,a thorough understanding of the diffusion-advection process within porous structures is essential for material design.In this study,we present advancements in the volumetric lattice Boltzmann method(VLBM)for modeling and simulating pore-scale diffusion-advection of radioactive isotopes within geopolymer porous structures.These structures are created using the phase field method(PFM)to precisely control pore architectures.In our VLBM approach,we introduce a concentration field of an isotope seamlessly coupled with the velocity field and solve it by the time evolution of its particle population function.To address the computational intensity inherent in the coupled lattice Boltzmann equations for velocity and concentration fields,we implement graphics processing unit(GPU)parallelization.Validation of the developed model involves examining the flow and diffusion fields in porous structures.Remarkably,good agreement is observed for both the velocity field from VLBM and multiphysics object-oriented simulation environment(MOOSE),and the concentration field from VLBM and the finite difference method(FDM).Furthermore,we investigate the effects of background flow,species diffusivity,and porosity on the diffusion-advection behavior by varying the background flow velocity,diffusion coefficient,and pore volume fraction,respectively.Notably,all three parameters exert an influence on the diffusion-advection process.Increased background flow and diffusivity markedly accelerate the process due to increased advection intensity and enhanced diffusion capability,respectively.Conversely,increasing the porosity has a less significant effect,causing a slight slowdown of the diffusion-advection process due to the expanded pore volume.This comprehensive parametric study provides valuable insights into the kinetics of isotope uptake in porous structures,facilitating the development of porous materials for nuclear waste treatment applications. 展开更多
关键词 Volumetric lattice Boltzmann method(VLBM) Phase field method(PFM) Pore-scale diffusion-advection Nuclear waste treatment Porous media flow Graphics processing unit(GPU) parallelization
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Complex derivatives valuation: applying the Least-Squares Monte Carlo Simulation Method with several polynomial basis
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作者 Ursula Silveira Monteiro de Lima Carlos Patricio Samanez 《Financial Innovation》 2016年第1期1-14,共14页
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
关键词 Complex derivatives valuation least-squares Monte Carlo method Amerasian options Polynomial basis
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Sparse Modal Decomposition Method Addressing Underdetermined Vortex-Induced Vibration Reconstruction Problem for Marine Risers 被引量:1
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作者 DU Zun-feng ZHU Hai-ming YU Jian-xing 《China Ocean Engineering》 SCIE EI CSCD 2024年第2期285-296,共12页
When investigating the vortex-induced vibration(VIV)of marine risers,extrapolating the dynamic response on the entire length based on limited sensor measurements is a crucial step in both laboratory experiments and fa... When investigating the vortex-induced vibration(VIV)of marine risers,extrapolating the dynamic response on the entire length based on limited sensor measurements is a crucial step in both laboratory experiments and fatigue monitoring of real risers.The problem is conventionally solved using the modal decomposition method,based on the principle that the response can be approximated by a weighted sum of limited vibration modes.However,the method is not valid when the problem is underdetermined,i.e.,the number of unknown mode weights is more than the number of known measurements.This study proposed a sparse modal decomposition method based on the compressed sensing theory and the Compressive Sampling Matching Pursuit(Co Sa MP)algorithm,exploiting the sparsity of VIV in the modal space.In the validation study based on high-order VIV experiment data,the proposed method successfully reconstructed the response using only seven acceleration measurements when the conventional methods failed.A primary advantage of the proposed method is that it offers a completely data-driven approach for the underdetermined VIV reconstruction problem,which is more favorable than existing model-dependent solutions for many practical applications such as riser structural health monitoring. 展开更多
关键词 motion reconstruction vortex-induced vibration(VIV) marine riser modal decomposition method compressed sensing
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Uncertainties of landslide susceptibility prediction: Influences of random errors in landslide conditioning factors and errors reduction by low pass filter method 被引量:1
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作者 Faming Huang Zuokui Teng +4 位作者 Chi Yao Shui-Hua Jiang Filippo Catani Wei Chen Jinsong Huang 《Journal of Rock Mechanics and Geotechnical Engineering》 SCIE CSCD 2024年第1期213-230,共18页
In the existing landslide susceptibility prediction(LSP)models,the influences of random errors in landslide conditioning factors on LSP are not considered,instead the original conditioning factors are directly taken a... In the existing landslide susceptibility prediction(LSP)models,the influences of random errors in landslide conditioning factors on LSP are not considered,instead the original conditioning factors are directly taken as the model inputs,which brings uncertainties to LSP results.This study aims to reveal the influence rules of the different proportional random errors in conditioning factors on the LSP un-certainties,and further explore a method which can effectively reduce the random errors in conditioning factors.The original conditioning factors are firstly used to construct original factors-based LSP models,and then different random errors of 5%,10%,15% and 20%are added to these original factors for con-structing relevant errors-based LSP models.Secondly,low-pass filter-based LSP models are constructed by eliminating the random errors using low-pass filter method.Thirdly,the Ruijin County of China with 370 landslides and 16 conditioning factors are used as study case.Three typical machine learning models,i.e.multilayer perceptron(MLP),support vector machine(SVM)and random forest(RF),are selected as LSP models.Finally,the LSP uncertainties are discussed and results show that:(1)The low-pass filter can effectively reduce the random errors in conditioning factors to decrease the LSP uncertainties.(2)With the proportions of random errors increasing from 5%to 20%,the LSP uncertainty increases continuously.(3)The original factors-based models are feasible for LSP in the absence of more accurate conditioning factors.(4)The influence degrees of two uncertainty issues,machine learning models and different proportions of random errors,on the LSP modeling are large and basically the same.(5)The Shapley values effectively explain the internal mechanism of machine learning model predicting landslide sus-ceptibility.In conclusion,greater proportion of random errors in conditioning factors results in higher LSP uncertainty,and low-pass filter can effectively reduce these random errors. 展开更多
关键词 Landslide susceptibility prediction Conditioning factor errors Low-pass filter method Machine learning models Interpretability analysis
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