New form of necessary conditions for optimality (NCO) is considered. They can be useful for design the direct infinite- dimensional optimization algorithms for systems described by partial differential equations (PDE)...New form of necessary conditions for optimality (NCO) is considered. They can be useful for design the direct infinite- dimensional optimization algorithms for systems described by partial differential equations (PDE). Appropriate algo-rithms for unconstrained minimizing a functional are considered and tested. To construct the algorithms, new form of NCO is used. Such approach demonstrates fast uniform convergence at optimal solution in infinite-dimensional space.展开更多
We extend LeVeque's wave propagation algorithm,a widely used finite volume method for hyperbolic partial differential equations,to a third-order accurate method.The resulting scheme shares main properties with the...We extend LeVeque's wave propagation algorithm,a widely used finite volume method for hyperbolic partial differential equations,to a third-order accurate method.The resulting scheme shares main properties with the original method,i.e.,it is based on a wave decomposition at grid cell interfaces,it can be used to approximate hyperbolic problems in divergence form as well as in quasilinear form and limiting is introduced in the form of a wave limiter.展开更多
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 ...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.展开更多
Using functional derivative technique in quantum field theory, the algebraic dy-namics approach for solution of ordinary differential evolution equations was gen-eralized to treat partial differential evolution equati...Using functional derivative technique in quantum field theory, the algebraic dy-namics approach for solution of ordinary differential evolution equations was gen-eralized to treat partial differential evolution equations. The partial differential evo-lution equations were lifted to the corresponding functional partial differential equations in functional space by introducing the time translation operator. The functional partial differential evolution equations were solved by algebraic dynam-ics. The algebraic dynamics solutions are analytical in Taylor series in terms of both initial functions and time. Based on the exact analytical solutions, a new nu-merical algorithm—algebraic dynamics algorithm was proposed for partial differ-ential evolution equations. The difficulty of and the way out for the algorithm were discussed. The application of the approach to and computer numerical experi-ments on the nonlinear Burgers equation and meteorological advection equation indicate that the algebraic dynamics approach and algebraic dynamics algorithm are effective to the solution of nonlinear partial differential evolution equations both analytically and numerically.展开更多
A numerical method is proposed to simulate the transverse vibrations of a viscoelastic moving string constituted by an integral law. In the numerical computation, the Galerkin method based on the Hermite functions is ...A numerical method is proposed to simulate the transverse vibrations of a viscoelastic moving string constituted by an integral law. In the numerical computation, the Galerkin method based on the Hermite functions is applied to discretize the state variables, and the Runge- Kutta method is applied to solve the resulting differential-integral equation system. A linear iterative process is designed to compute the integral terms at each time step, which makes the numerical method more efficient and accurate. As examples, nonlinear parametric vibrations of an axially moving viscoelastic string are analyzed.展开更多
We give a study result to analyze a rather different, semi-analytical numerical algorithms based on splitting-step methods with their applications to mathematical finance. As certain subsistent numerical schemes may f...We give a study result to analyze a rather different, semi-analytical numerical algorithms based on splitting-step methods with their applications to mathematical finance. As certain subsistent numerical schemes may fail due to producing negative values for financial variables which require non-negativity preserving. These algorithms which we are analyzing preserve not only the non-negativity, but also the character of boundaries (natural, reflecting, absorbing, etc.). The derivatives of the CIR process and the Heston model are being extensively studied. Beyond plain vanilla European options, we creatively apply our splitting-step methods to a path-dependent option valuation. We compare our algorithms to a class of numerical schemes based on Euler discretization which are prevalent currently. The comparisons are given with respect to both accuracy and computational time for the European call option under the CIR model whereas with respect to convergence rate for the path-dependent option under the CIR model and the European call option under the Heston model.展开更多
A novel nonlinear gray transform method is proposed to enhance the contrast of a typhoon cloud image.Generally,the typhoon cloud image obtained by a satellite cannot be directly used to make an accurate prediction of ...A novel nonlinear gray transform method is proposed to enhance the contrast of a typhoon cloud image.Generally,the typhoon cloud image obtained by a satellite cannot be directly used to make an accurate prediction of the typhoon＇s center or intensity because the contrast of the received typhoon cloud image may be bad.Our aim is to extrude the typhoon＇s eye in the typhoon cloud image.A normalized arc-tangent transformation operation is designed to enhance global contrast of the typhoon cloud image.Differential evolution algorithm is used to choose the optimal nonlinear transform parameter.Finally,geodesic activity contour model is used to extract the typhoon＇s eye to verify the performance of the proposed method.Experimental results show that the proposed method can efficiently enhance the global contrast of the typhoon cloud image while greatly extruding the typhoon＇s eye.展开更多
文摘New form of necessary conditions for optimality (NCO) is considered. They can be useful for design the direct infinite- dimensional optimization algorithms for systems described by partial differential equations (PDE). Appropriate algo-rithms for unconstrained minimizing a functional are considered and tested. To construct the algorithms, new form of NCO is used. Such approach demonstrates fast uniform convergence at optimal solution in infinite-dimensional space.
基金This work was supported by the DFG through HE 4858/4-1
文摘We extend LeVeque's wave propagation algorithm,a widely used finite volume method for hyperbolic partial differential equations,to a third-order accurate method.The resulting scheme shares main properties with the original method,i.e.,it is based on a wave decomposition at grid cell interfaces,it can be used to approximate hyperbolic problems in divergence form as well as in quasilinear form and limiting is introduced in the form of a wave limiter.
基金National Natural Science Foundation of China(No.61862048)。
文摘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.
基金Supported by the National Natural Science Foundation of China (Grant Nos. 10375039, 10775100 and 90503008)the Doctoral Program Foundation of the Ministry of Education of China,the Center of Nuclear Physics of HIRFL of China
文摘Using functional derivative technique in quantum field theory, the algebraic dy-namics approach for solution of ordinary differential evolution equations was gen-eralized to treat partial differential evolution equations. The partial differential evo-lution equations were lifted to the corresponding functional partial differential equations in functional space by introducing the time translation operator. The functional partial differential evolution equations were solved by algebraic dynam-ics. The algebraic dynamics solutions are analytical in Taylor series in terms of both initial functions and time. Based on the exact analytical solutions, a new nu-merical algorithm—algebraic dynamics algorithm was proposed for partial differ-ential evolution equations. The difficulty of and the way out for the algorithm were discussed. The application of the approach to and computer numerical experi-ments on the nonlinear Burgers equation and meteorological advection equation indicate that the algebraic dynamics approach and algebraic dynamics algorithm are effective to the solution of nonlinear partial differential evolution equations both analytically and numerically.
基金supported by the National Outstanding Young Scientists Fund of China (No. 10725209)the National ScienceFoundation of China (No. 10672092)+1 种基金Shanghai Municipal Education Commission Scientific Research Project (No. 07ZZ07)Shanghai Leading Academic Discipline Project (No. Y0103).
文摘A numerical method is proposed to simulate the transverse vibrations of a viscoelastic moving string constituted by an integral law. In the numerical computation, the Galerkin method based on the Hermite functions is applied to discretize the state variables, and the Runge- Kutta method is applied to solve the resulting differential-integral equation system. A linear iterative process is designed to compute the integral terms at each time step, which makes the numerical method more efficient and accurate. As examples, nonlinear parametric vibrations of an axially moving viscoelastic string are analyzed.
文摘We give a study result to analyze a rather different, semi-analytical numerical algorithms based on splitting-step methods with their applications to mathematical finance. As certain subsistent numerical schemes may fail due to producing negative values for financial variables which require non-negativity preserving. These algorithms which we are analyzing preserve not only the non-negativity, but also the character of boundaries (natural, reflecting, absorbing, etc.). The derivatives of the CIR process and the Heston model are being extensively studied. Beyond plain vanilla European options, we creatively apply our splitting-step methods to a path-dependent option valuation. We compare our algorithms to a class of numerical schemes based on Euler discretization which are prevalent currently. The comparisons are given with respect to both accuracy and computational time for the European call option under the CIR model whereas with respect to convergence rate for the path-dependent option under the CIR model and the European call option under the Heston model.
基金supported by National Natural Science Foundation of China (No. 40805048,No. 11026226)Typhoon Research Foundation of Shanghai Typhoon Institute/China Meteorological Administration (No. 2008ST01)+1 种基金Research Foundation of State Key Laboratory of Remote Sensing Science,Jointly sponsored by the Instituteof Remote Sensing Applications of Chinese Academy of Sciences and Beijing Normal University (No. 2009KFJJ013)Research Foundation of State Key Laboratory of Severe Weather/Chinese Academy of Meteorological Sciences (No. 2008LASW-B03)
文摘A novel nonlinear gray transform method is proposed to enhance the contrast of a typhoon cloud image.Generally,the typhoon cloud image obtained by a satellite cannot be directly used to make an accurate prediction of the typhoon＇s center or intensity because the contrast of the received typhoon cloud image may be bad.Our aim is to extrude the typhoon＇s eye in the typhoon cloud image.A normalized arc-tangent transformation operation is designed to enhance global contrast of the typhoon cloud image.Differential evolution algorithm is used to choose the optimal nonlinear transform parameter.Finally,geodesic activity contour model is used to extract the typhoon＇s eye to verify the performance of the proposed method.Experimental results show that the proposed method can efficiently enhance the global contrast of the typhoon cloud image while greatly extruding the typhoon＇s eye.
