Forward-backward热方程差分逼近的直接算法

通过利用区域分解技术和并行算法的思想 ,把原问题分解为几个完全独立的子区域上的问题 ,并直接并行求解 ,然后把这些解作适当的线性组合 ,得到原问题的解 .给出了 Forward-

带驻留时间HMM2的Forward-Backward算法

讨论了用状态驻留时间来模型化传统HMM2模型,对传统HMM2的状态转移和输出观测值的Markov假设条件作了改进,在新模型的转移概率和输出观测值的概率中加入驻留时间,并在传统HMM2的基础上定义了新模型的前向-后向变量算法,导出了新模型的前向-后向算法的迭代公式,以及在给定模型λ的条件下,产生观测序列O的概率计算公式.

The Maximum Principle for Fully Coupled Forward-backward Stochastic Control System

The maximum principle for fully coupled forward-backward stochastic control system in the global form is proved, under the assumption that the forward diffusion coefficient does not contain the control variable, but the control domain is not necessarily convex.

Forward-backward multiplicity correlations 4.5 A GeV/c ^16O-emulsion interactions

A detailed study of the mechanisms of the emissions of pions and protons in the forward and backward hemispheres in 4.5 A GeV/c oxygen-emulsion interactions has been carried out. The correlations between the multiplicities of secondary charged particles in the backward and forward hemispheres are investigated.

Solution of scattering from rough surface with a 2D target above it by a hybrid method based on the reciprocity theorem and the forward-backward method

This paper proposes a hybrid method based on the forward-backward method （FBM） and the reciprocity theorem （RT） for evaluating the scattering field from dielectric rough surface with a 2D target above it. Here, the equivalent electric/magnetic current densities on the rough surface as well as the scattering field from it are numerically calculated by FBM, and the scattered field from the isolated target is obtained utilizing the method of moments （MOM）. Meanwhile, the rescattered coupling interactions between the target and the surface are evaluated employing the combination of FBM and RT. Our hybrid method is first validated by available MOM results. Then, the functional dependences of bistatic and monostatic scattering from the target above rough surface upon the target altitude, incident and scattering angles are numerically simulated and discussed. This study presents a numerical description for the scattering mechanism associated with rescattered coupling interactions between a target and an underlying randomly rough surface.

Forward and backward models for fault diagnosis based on parallel genetic algorithms

In this paper, a mathematical model consisting of forward and backward models is built on parallel genetic algorithms (PGAs) for fault diagnosis in a transmission power system. A new method to reduce the scale of fault sections is developed in the forward model and the message passing interface (MPI) approach is chosen to parallel the genetic algorithms by global sin-gle-population master-slave method (GPGAs). The proposed approach is applied to a sample system consisting of 28 sections, 84 protective relays and 40 circuit breakers. Simulation results show that the new model based on GPGAs can achieve very fast computation in online applications of large-scale power systems.

Determination of the Backward Predictability Limit and Its Relationship with the Forward Predictability Limit

In this work, two types of predictability are proposed—forward and backward predictability—and then applied in the nonlinear local Lyapunov exponent approach to the Lorenz63 and Lorenz96 models to quantitatively estimate the local forward and backward predictability limits of states in phase space. The forward predictability mainly focuses on the forward evolution of initial errors superposed on the initial state over time, while the backward predictability is mainly concerned with when the given state can be predicted before this state happens. From the results, there is a negative correlation between the local forward and backward predictability limits. That is, the forward predictability limits are higher when the backward predictability limits are lower, and vice versa. We also find that the sum of forward and backward predictability limits of each state tends to fluctuate around the average value of sums of the forward and backward predictability limits of sufficient states.Furthermore, the average value is constant when the states are sufficient. For different chaotic systems, the average value is dependent on the chaotic systems and more complex chaotic systems get a lower average value. For a single chaotic system,the average value depends on the magnitude of initial perturbations. The average values decrease as the magnitudes of initial perturbations increase.

Nonhomogeneous(H,Q)-Process:The Backward and Forward Equations

As for the backward and forward equation of nonhomogeneous(H, Q) -processes,we proof them in a new way. On the base of that, this paper gives the direct computational formalfor one dimensional distribution of the nonhomogeneous(H, Q) -process.

FORWARD-BACKWARD STOCHASTIC DIFFERENTIAL EQUATIONS WITH STOPPING TIME

The existence and uniqueness results of fully coupled forward-backward stochastic differential equations with stopping time (unbounded) is obtained. One kind of comparison theorem for this kind of equations is also proved.

Forward and Backward Slip Models in MAS Rolling Process and Its On-Line Application

Based on the MAS rolling process in plate mill, the mathematical models of forward and backward slips of the wedges at plate head and tail were derived. According to the new model, the difference between the forward slip of the wedge and that of the normal part of the plate is obviously very small. The deviation is less than 2.5 % in general. Thus, in actual application, the forward slip of normal part of the plate can be used to calculate the length of rolled plate instead of the derived model. The rationality of this simplified method was confirmed with the application in Shougang 3 500 mm plate mill. The test results showed that the wedges of plate head and tail are symmetrical. The plate width deviation is greatly decreased by using the MAS method.

Solutions to general forward-backward doubly stochastic differential equations

A general type of forward-backward doubly stochastic differential equations （FBDSDEs） is studied. It extends many important equations that have been well studied, including stochastic Hamiltonian systems. Under some much weaker monotonicity assumptions, the existence and uniqueness of measurable solutions are established with a incthod of continuation. Furthermore, the continuity and differentiability of the solutions to FBDSDEs depending on parameters is discussed.

A Mean-Field Stochastic Maximum Principle for Optimal Control of Forward-Backward Stochastic Differential Equations with Jumps via Malliavin Calculus

This paper considers a mean-field type stochastic control problem where the dynamics is governed by a forward and backward stochastic differential equation (SDE) driven by Lévy processes and the information available to the controller is possibly less than the overall information. All the system coefficients and the objective performance functional are allowed to be random, possibly non-Markovian. Malliavin calculus is employed to derive a maximum principle for the optimal control of such a system where the adjoint process is explicitly expressed.

FULLY COUPLED FORWARD-BACKWARD STOCHASTIC DIFFERENTIAL EQUATIONS WITH GENERAL MARTINGALE

The article first studies the fully coupled Forward-Backward Stochastic Differential Equations （FBSDEs） with the continuous local martingale. The article is mainly divided into two parts. In the first part, it considers Backward Stochastic Differential Equations （BSDEs） with the continuous local martingale. Then, on the basis of it, in the second part it considers the fully coupled FBSDEs with the continuous local martingale. It is proved that their solutions exist and are unique under the monotonicity conditions.

Forward-backward Stochastic Differential Equations and Backward Linear Quadratic Stochastic Optimal Control Problem

In this paper, we use the solutions of forward-backward stochastic differential equations to get the optimal control for backward stochastic linear quadratic optimal control problem. And we also give the linear feedback regulator for the optimal control problem by using the solutions of a group of Riccati equations.

A New Second Order Numerical Scheme for Solving Forward Backward Stochastic Differential Equations with Jumps

In this paper, we propose a new second order numerical scheme for solving backward stochastic differential equations with jumps with the generator linearly depending on . And we theoretically prove that the convergence rates of them are of second order for solving and of first order for solving and in norm.

求解双层凸优化问题的Forward-Backward分裂算法

Forward-Backward分裂算法是求解极大单调算子和问题以及极小化具有可分结构的凸函数和问题的有效算法。本文利用该算法在Hilbert空间中构造出了求解双层优化问题的分裂算法。与已有文献相比,所提算法不仅在参数的选取上更加灵活,而且本文还证明了该算法生成的点列能收敛到双层优化问题的解。

Iterative methods for a forward-backward heat equation in two-dimension

A finite difference method is introduced to solve the forward-backward heat equation in two space dimensions. In this procedure, the backward and forward difference scheme in two subdomains and a coarse-mesh second-order central difference scheme at the middle interface are used. Maximum norm error estimate for the procedure is derived. Then an iterative method based on domain decomposition is presented for the numerical scheme and the convergence of the given method is established. Then numerical experiments are presented to support the theoretical analysis.

Parton Rescattering Effect on the Charged Hadron Forward-Backward Multiplicity Correlation in pp Collisions at s～(1/2)=200 GeV

The parton rescattering effect on the charged hadron forward-backward multiplicity correlation in pp collisions at √s =200 GeV is studied by a parton and hadron cascade model, PACIAE, based on the PYTHIA model. The calculated multiplicity and pseudorapidity distribution of the final state charged hadrons are well compared with the experimental data. It is found that the final state charged hadron pseudorapidity distribution is different from the initial state charged partons. The parton rescattering effect on the charged hadron forward-backward multiplicity correlation increases with the increasing parton rescattering strength in the center pseudorapidity region （｜η｜ 〈 1）. However, this effect becomes weaker in the outer pseudorapidity region （｜η｜ 〉 1）.

Existence of Solutions to Path-Dependent Kinetic Equations and Related Forward-Backward Systems

This paper is devoted to path-dependent kinetics equations arising, in particular, from the analysis of the coupled backward-forward systems of equations of mean field games. We present local well-posedness, global existence and some regularity results for these equations.

Non-Markovian Forward-Backward Stochastic Differential Equations with Discontinuous Coefficients

In this paper, the existence and uniqueness of a weak solution in the sense of [1] and [2] has been shown for a class of fully coupled forward-backward SDE (FBSDE) such that the forward drift coefficient is allowed to be discontinuous with respect to the backward component of the solution. The novelty of this paper lies on the fact that the FBSDE is non-Markovian, i.e., the coefficients of the FBSDEs are allowed to be random. This type of FBSDEs is inspired by the regime shift model, where the short term interest rate switches between regimes according to the rate level. As a consequence, the discontinuity of the system becomes inevitable, making it violate the usual assumptions of most existing results for FBSDEs. We show the weak well-posedness of the FBSDE by an approximation scheme, along with the decoupling strategy.