Numerical Solution of Parabolic in Partial Differential Equations (PDEs) in One and Two Space Variable

In this paper, we shall be concerned with the numerical solution of parabolic equations in one space variable and the time variable t. We expand Taylor series to derive a higher-order approximation for Ut. We begin with the simplest model problem, for heat conduction in a uniform medium. For this model problem, an explicit difference method is very straightforward in use, and the analysis of its error is easily accomplished by the use of a maximum principle. As we shall show, however, the numerical solution becomes unstable unless the time step is severely restricted, so we shall go on to consider other, more elaborate, numerical methods which can avoid such a restriction. The additional complication in the numerical calculation is more than offset by the smaller number of time steps needed. We then extend the methods to problems with more general boundary conditions, then to more general linear parabolic equations. Finally, we shall discuss the more difficult problem of the solution of nonlinear equations.

Efficient Sparse-Grid Implementation of a Fifth-Order Multi-resolution WENO Scheme for Hyperbolic Equations

High-order accurate weighted essentially non-oscillatory(WENO)schemes are a class of broadly applied numerical methods for solving hyperbolic partial differential equations(PDEs).Due to highly nonlinear property of the WENO algorithm,large amount of computational costs are required for solving multidimensional problems.In our previous work(Lu et al.in Pure Appl Math Q 14:57–86,2018;Zhu and Zhang in J Sci Comput 87:44,2021),sparse-grid techniques were applied to the classical finite difference WENO schemes in solving multidimensional hyperbolic equations,and it was shown that significant CPU times were saved,while both accuracy and stability of the classical WENO schemes were maintained for computations on sparse grids.In this technical note,we apply the approach to recently developed finite difference multi-resolution WENO scheme specifically the fifth-order scheme,which has very interesting properties such as its simplicity in linear weights’construction over a classical WENO scheme.Numerical experiments on solving high dimensional hyperbolic equations including Vlasov based kinetic problems are performed to demonstrate that the sparse-grid computations achieve large savings of CPU times,and at the same time preserve comparable accuracy and resolution with those on corresponding regular single grids.

Neural network as a function approximator and its application in solving differential equations

A neural network(NN) is a powerful tool for approximating bounded continuous functions in machine learning. The NN provides a framework for numerically solving ordinary differential equations(ODEs) and partial differential equations(PDEs)combined with the automatic differentiation(AD) technique. In this work, we explore the use of NN for the function approximation and propose a universal solver for ODEs and PDEs. The solver is tested for initial value problems and boundary value problems of ODEs, and the results exhibit high accuracy for not only the unknown functions but also their derivatives. The same strategy can be used to construct a PDE solver based on collocation points instead of a mesh, which is tested with the Burgers equation and the heat equation(i.e., the Laplace equation).

Finite-time consensus of multi-agent systems driven by hyperbolic partial differential equations via boundary control

The leaderless and leader-following finite-time consensus problems for multiagent systems(MASs)described by first-order linear hyperbolic partial differential equations(PDEs)are studied.The Lyapunov theorem and the unique solvability result for the first-order linear hyperbolic PDE are used to obtain some sufficient conditions for ensuring the finite-time consensus of the leaderless and leader-following MASs driven by first-order linear hyperbolic PDEs.Finally,two numerical examples are provided to verify the effectiveness of the proposed methods.

Symmetry Classification of Partial Differential Equations Based on Wu's Method

Lie algorithm combined with differential form Wu's method is used to complete the symmetry classification of partial differential equations(PDEs)containing arbitrary parameter.This process can be reduced to solve a large system of determining equations,which seems rather difficult to solve,then the differential form Wu's method is used to decompose the determining equations into a series of equations,which are easy to solve.To illustrate the usefulness of this method,we apply it to some test problems,and the results show the performance of the present work.

A unique solution to a semilinear Black-Scholes partial differential equation for valuing multi-assets of American options

In this paper, by using the optimal stopping theory, the semilinear Black-Scholes partial differential equation （PDE） was invesigated in a fixed domain for valuing two assets of American （call-max/put-min） options. From the viscosity solution of a PDE, a unique viscosity solution was obtained for the semilinear Black-Scholes PDE.

Medical X-Ray Image Enhancement Based on Kramer's PDE Model

The purpose of this study is to present an application of a novel enhancement technique for enhancing medical images generated from X-rays. The method presented in this study is based on a nonlinear partial differential equation （PDE） model, Kramer＇s PDE model. The usefulness of this method is investigated by experimental results. We apply this method to a medical X-ray image. For comparison, the X-ray image is also processed using classic Perona-Malik PDE model and Catte PDE model. Although the Perona-Malik model and Catte PDE model could also enhance the image, the quality of the enhanced images is considerably inferior compared with the enhanced image using Kramer＇s PDE model. The study suggests that the Kramer＇s PDE model is capable of enhancing medical X-ray images, which will make the X-ray images more reliable.

A dive into spectral inference networks: improved algorithms for self-supervised learning of continuous spectral representations

We propose a self-supervising learning framework for finding the dominant eigenfunction-eigenvalue pairs of linear and self-adjoint operators.We represent target eigenfunctions with coordinate-based neural networks and employ the Fourier positional encodings to enable the approximation of high-frequency modes.We formulate a self-supervised training objective for spectral learning and propose a novel regularization mechanism to ensure that the network finds the exact eigenfunctions instead of a space spanned by the eigenfunctions.Furthermore,we investigate the effect of weight normalization as a mechanism to alleviate the risk of recovering linear dependent modes,allowing us to accurately recover a large number of eigenpairs.The effectiveness of our methods is demonstrated across a collection of representative benchmarks including both local and non-local diffusion operators,as well as high-dimensional time-series data from a video sequence.Our results indicate that the present algorithm can outperform competing approaches in terms of both approximation accuracy and computational cost.

Meta-Auto-Decoder:a Meta-Learning-Based Reduced Order Model for Solving Parametric Partial Differential Equations

Many important problems in science and engineering require solving the so-called parametric partial differential equations(PDEs),i.e.,PDEs with different physical parameters,boundary conditions,shapes of computational domains,etc.Typical reduced order modeling techniques accelerate the solution of the parametric PDEs by projecting them onto a linear trial manifold constructed in the ofline stage.These methods often need a predefined mesh as well as a series of precomputed solution snapshots,and may struggle to balance between the efficiency and accuracy due to the limitation of the linear ansatz.Utilizing the nonlinear representation of neural networks(NNs),we propose the Meta-Auto-Decoder(MAD)to construct a nonlinear trial manifold,whose best possible performance is measured theoretically by the decoder width.Based on the meta-learning concept,the trial manifold can be learned in a mesh-free and unsupervised way during the pre-training stage.Fast adaptation to new(possibly heterogeneous)PDE parameters is enabled by searching on this trial manifold,and optionally fine-tuning the trial manifold at the same time.Extensive numerical experiments show that the MAD method exhibits a faster convergence speed without losing the accuracy than other deep learning-based methods.

Attitude stabilization of rigid spacecraft implemented in backstepping control with input delay

A backstepping method is used for nonlinear spacecraft attitude stabilization in the presence of external disturbances and time delay induced by the actuator. The kinematic model is established based on modified Rodrigues parameters (MRPs). Firstly, we get the desired angular velocity virtually drives the attitude parameters to origin, and then backstep it to the desired control torque required for stabilization. Considering the time delay induced by the actuator, the control torque functions only after the delayed time, therefore time compensation is needed in the controller. Stability analysis of the close-loop system is given afterwards. The infinite dimensional actuator state is modeled with a first-order hyperbolic partial differential equation (PDE), the L-2 norm of the system state is constructed and is proved to be exponentially stable. An inverse optimality theorem is also employed during controller design. Simulation results illustrate the efficiency of the proposed control law and it is robust to bounded external disturbances and time delay mismatch.

Pricing Stochastic Barrier Options under Hull-White Interest Rate Model

A barrier option valuation model with stochastic barrier which was regarded as the main feature of the model was developed under the Hull-White interest rate model.The purpose of this study was to deal with the stochastic barrier by means of partial differential equation methods and then derive the exact analytical solutions of the barrier options.Furthermore,a numerical example was given to show how to apply this model to pricing one structured product in realistic market.Therefore,this model can provide new insight for future research on structured products involving barrier options.

Research on China’s Population Structure in the New Situation

To analyze the impact of the“two-child policy”on the population size and structure,first of all,the birth rate,the ratio of men and women,and the ratio of urban and rural population are used as indicators.Before and after the dispersion,then establish a PDE model,and compare it with the population predicted by the gray forecast to analyze the mitigation of the ageing of the second child policy;continue to analyze the impact of changes in the population structure on the national economy,and select the male and female ratio and the labor population The urban-rural population ratio is used as an index to establish a multiple regression equation for analysis,and a related regression equation is obtained.Finally,the future marriage problem is analyzed,considering only the difference in the number of men and women entering the marriageable period at the same time.The difference in the number of marriageable populations is analyzed through the difference in the number of men and women born at birth,focusing on a dynamic perspective.

A physics-informed deep learning framework for spacecraft pursuit-evasion task assessment

Qualitative spacecraft pursuit-evasion problem which focuses on feasibility is rarely studied because of high-dimensional dynamics,intractable terminal constraints and heavy computational cost.In this paper,A physics-informed framework is proposed for the problem,providing an intuitive method for spacecraft threat relationship determination,situation assessment,mission feasibility analysis and orbital game rules summarization.For the first time,situation adjustment suggestions can be provided for the weak player in orbital game.First,a dimension-reduction dynamics is derived in the line-of-sight rotation coordinate system and the qualitative model is determined,reducing complexity and avoiding the difficulty of target set presentation caused by individual modeling.Second,the Backwards Reachable Set(BRS)of the target set is used for state space partition and capture zone presentation.Reverse-time analysis can eliminate the influence of changeable initial state and enable the proposed framework to analyze plural situations simultaneously.Third,a time-dependent Hamilton-Jacobi-Isaacs(HJI)Partial Differential Equation(PDE)is established to describe BRS evolution driven by dimension-reduction dynamics,based on level set method.Then,Physics-Informed Neural Networks(PINNs)are extended to HJI PDE final value problem,supporting orbital game rules summarization through capture zone evolution analysis.Finally,numerical results demonstrate the feasibility and efficiency of the proposed framework.

Optimization of Random Feature Method in the High-Precision Regime

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.

Solving PDEs with a Hybrid Radial Basis Function:Power-Generalized Multiquadric Kernel

Radial Basis Function(RBF)kernels are key functional forms for advanced solutions of higher-order partial differential equations(PDEs).In the present study,a hybrid kernel was developed for meshless solutions of PDEs widely seen in several engineering problems.This kernel,Power-Generalized Multiquadric-Power-GMQ,was built up by vanishing the dependence of e,which is significant since its selection induces severe problems regarding numerical instabilities and convergence issues.Another drawback of e-dependency is that the optimal e value does not exist in perpetuity.We present the Power-GMQ kernel which combines the advantages of Radial Power and Generalized Multiquadric RBFs in a generic formulation.Power-GMQ RBF was tested in higher-order PDEs with particular boundary conditions and different domains.RBF-Finite Difference(RBF-FD)discretization was also implemented to investigate the characteristics of the proposed RBF.Numerical results revealed that our proposed kernel makes similar or better estimations as against to the Gaussian and Multiquadric kernels with a mild increase in computational cost.Gauss-QR method may achieve better accuracy in some cases with considerably higher computational cost.By using Power-GMQ RBF,the dependency of solution on e was also substantially relaxed and consistent error behavior were obtained regardless of the selected e accompanied.

Sliding Mode Control for Flexible-link Manipulators Based on Adaptive Neural Networks

This paper mainly focuses on designing a sliding mode boundary controller for a single flexible-link manipulator based on adaptive radial basis function （RBF） neural network. The flexible manipulator in this paper is considered to be an Euler-Bernoulli beam. We first obtain a partial differential equation （PDE） model of single-link flexible manipulator by using Hamiltons approach. To improve the control robustness, the system uncertainties including modeling uncertainties and external disturbances are compensated by an adaptive neural approximator. Then, a sliding mode control method is designed to drive the joint to a desired position and rapidly suppress vibration on the beam. The stability of the closed-loop system is validated by using Lyapunov＇s method based on infinite dimensional model, avoiding problems such as control spillovers caused by traditional finite dimensional truncated models. This novel controller only requires measuring the boundary information, which facilitates implementation in engineering practice. Favorable performance of the closed-loop system is demonstrated by numerical simulations.

The Effect of Small Time Delays in the Feedbacks on Boundary Stabilization~*

In this paper we discuss the effect of small time delays in the feedbacks on stabilization. It is proved that with respect to small time delays in the feedbacks, (boundary) stabilizations of parabolic systems are robust, but symmetric stabilization of intinitely-dimensional conservative systems is not robust. For example, the current boundary stabilization of the wave equation is not robust with respect to small time delays in its feedback. This is an answer to a problem posed in [1].

Dependence structure between LIBOR rates by copula method

This paper discusses the correlation structure between London Interbank Offered Rates （LIBOR） by using the copula function. We start from one simplified model of A. Brace, D. Gatarek, and M. Musiela （1997） and find out that the copula function between two LIBOR rates can be expressed as a sum of an infinite series, where the main term is a distribution function with Gaussian copula. Partial differential equation method is used for deriving the copula expansion. Numerical results show that the copula of the LIBOR rates and Gaussian copula are very close in the central region and differ in the tail, and the Gaussian copula approximation to the copula function between the LIBOR rates provides satisfying results in the normal situation.