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
Non-Hamiltonian systems containing degenerate fixed points obtained from twodegrees of freedom near-integrable Hamiltonian systems through non-canonicaltransformations are dealt with in this paper. Two criteria .for d...Non-Hamiltonian systems containing degenerate fixed points obtained from twodegrees of freedom near-integrable Hamiltonian systems through non-canonicaltransformations are dealt with in this paper. Two criteria .for determining theexistence of transversal homoclinic and heteroclinic orbits are presented. By exploitingthese criteria the existence of the transversal homoclinic orbits and so, of thetransversal homoclinic tangle .phenomenon in the near-integrable circular planarrestricted three-body problem with sufficiently small mass ratio of the two primaries isproven. Under some assumptions, the existence of the transversal heleroclinic orbits isproven. The global qualitative phase diagram is also illustrated.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 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
A computer code based on the double-body potential flow model and the classic source panel method has been developed to study various problems of hydrodynamic interaction between ships and other objects with solid bou...A computer code based on the double-body potential flow model and the classic source panel method has been developed to study various problems of hydrodynamic interaction between ships and other objects with solid boundaries including the seabed. A peculiarity of the proposed implementation is the application of the so-called "moving-patch" method for simulating steady boundaries of large extensions. The method is based on an assumption that at any moment just the part of the boundary ("moving patch") which lies close to the interacting ship is significant for the near-field interaction. For a specific case of the fiat bottom, comparative computations were performed to determine optimal dimensions of the patch and of the constituting panels based on the trade-off between acceptable accuracy and reasonable efficiency. The method was applied to estimate the sway force on a ship hull moving obliquely across a dredged channel. The method was validated for a case of ship-to-ship interaction when tank data were available. This study also contains a description of a newly developed spline approximation algorithm necessary for creating consistent discretizations of ship hulls with various degrees of refinement.展开更多
A global interpolating meshless shape function based on the generalized moving least-square (GMLS) is formulated by the transformation technique. Both the shape function and its derivatives meet the Kronecker delta ...A global interpolating meshless shape function based on the generalized moving least-square (GMLS) is formulated by the transformation technique. Both the shape function and its derivatives meet the Kronecker delta function property. With the interpolating GMLS (IGMLS) shape function, an improved element-free Galerkin (EFG) method is proposed for the structural dynamic analysis. Compared with the conven- tional EFG method, the obvious advantage of the proposed method is that the essential boundary conditions including both displacements and derivatives can be imposed by the straightforward way. Meanwhile, it can greatly improve the ill-condition feature of the standard GMLS approximation, and provide good accuracy at low cost. The dynamic analyses of the Euler beam and Kirchhoff plate are performed to demonstrate the feasi- bility and effectiveness of the improved method. The comparison between the numerical results of the conventional method and the improved method shows that the proposed method has better stability, higher accuracy, and less time consumption.展开更多
This paper proposes a new power grid investment prediction model based on the deep restricted Boltzmann machine(DRBM)optimized by the Lion algorithm(LA).Firstly,two factors including transmission and distribution pric...This paper proposes a new power grid investment prediction model based on the deep restricted Boltzmann machine(DRBM)optimized by the Lion algorithm(LA).Firstly,two factors including transmission and distribution price reform(TDPR)and 5G station construction were comprehensively incorporated into the consideration of influencing factors,and the fuzzy threshold method was used to screen out critical influencing factors.Then,the LA was used to optimize the parameters of the DRBM model to improve the model’s prediction accuracy,and the model was trained with the selected influencing factors and investment.Finally,the LA-DRBM model was used to predict the investment of a power grid enterprise,and the final prediction result was obtained by modifying the initial result with the modifying factors.The LA-DRBMmodel compensates for the deficiency of the singlemodel,and greatly improves the investment prediction accuracy of the power grid.In this study,a power grid enterprise was taken as an example to carry out an empirical analysis to prove the validity of the model,and a comparison with the RBM,support vector machine(SVM),back propagation neural network(BPNN),and regression model was conducted to verify the superiority of the model.The conclusion indicates that the proposed model has a strong generalization ability and good robustness,is able to abstract the combination of low-level features into high-level features,and can improve the efficiency of the model’s calculations for investment prediction of power grid enterprises.展开更多
The advantage of solar sails in deep space exploration is that no fuel consumption is required. The heliocentric distance is one factor influencing the solar radiation pressure force exerted on solar sails. In additio...The advantage of solar sails in deep space exploration is that no fuel consumption is required. The heliocentric distance is one factor influencing the solar radiation pressure force exerted on solar sails. In addition, the solar radiation pressure force is also related to the solar sail orientation with respect to the sunlight direction. For an ideal flat solar sail, the cone angle between the sail normal and the sunlight direction determines the magnitude and direction of solar radiation pressure force. In general, the cone angle can change from 0° to 90°. However, in practical applications, a large cone angle may reduce the efficiency of solar radiation pressure force and there is a strict requirement on the attitude control. Usually, the cone angle range is restricted less more than an acute angle (for example, not more than 40°) in engineering practice. In this paper, the time-optimal transfer trajectory is designed over a restricted range of the cone angle, and an indirect method is used to solve the two point boundary value problem associated to the optimal control problem. Relevant numerical examples are provided to compare with the case of an unrestricted case, and the effects of different maximum restricted cone angles are discussed. The results indicate that (1) for the condition of a restricted cone-angle range the transfer time is longer than that for the unrestricted case and (2) the optimal transfer time increases as the maximum restricted cone angle decreases.展开更多
Spreading of antibiotic resistant bacteria into environment is becoming a major public health problem, implicating affair of the indirect transmission of antibiotic resistant bacteria to human through drinking water, ...Spreading of antibiotic resistant bacteria into environment is becoming a major public health problem, implicating affair of the indirect transmission of antibiotic resistant bacteria to human through drinking water, or vegetables, or daily products. Until now, the risk of nosocomial infection of antibiotic resistant bacteria has mainly been evaluated using clinical isolates by phenotypic method. To evaluate a risk of community-acquired infection of antibiotic resistant bacteria, a new method has been developed based on PCR-RFLP without isolation. By comparing restriction fragment lengths of the 16S rDNA gene from bacterial mixture grown under antibiotic treatment to those simulated from the DNA sequence, bacterial taxonomies were elucidated using the method of Okuda and Watanabe [1] [2]. In this study, taxonomies of polymyxin B resistant bacteria group in field soils, paddy field with organic manure and upland field without organic manure were estimated without isolation. In the both field soils, the major bacteria grown under the antibiotic were B. cereus group, which had natural resistance to this antibiotic. In field applied with organic manure, Prevotella spp., and the other Cytophagales, which were suggested to be of feces origin and to acquire resistance to the antibiotic, were detected. When numbers of each bacterial group were roughly estimated by the most probable number method, B. cereus group was enumerated to be 3.30 × 106 MPN/g dry soil in paddy field soil and 1.32 × 106 MPN/g dry soil in upland filed. Prevotella spp. and the other Cytophagales in paddy field were enumerated to be 1.31 × 106 MPN, and 1.07 × 106 MPN·g-1 dry soil.展开更多
The present manuscript examines the circular restricted gravitational three-body problem (CRGTBP) by the introduction of a new approach through the power series method. In addition, certain computational algorithms wi...The present manuscript examines the circular restricted gravitational three-body problem (CRGTBP) by the introduction of a new approach through the power series method. In addition, certain computational algorithms with the aid of Mathematica software are specifically designed for the problem. The algorithms or rather mathematical modules are established to determine the velocity and position of the third body’s motion. In fact, the modules led to accurate results and thus proved the new approach to be efficient.展开更多
This paper deals with generation of halo orbits in the three-dimensional photogravitational restricted three-body problem, where the more massive primary is considered as the source of radiation and the smaller primar...This paper deals with generation of halo orbits in the three-dimensional photogravitational restricted three-body problem, where the more massive primary is considered as the source of radiation and the smaller primary is an oblate spheroid with its equatorial plane coincident with the plane of motion. Both the terms due to oblateness of the smaller primary are considered. Numerical as well as analytical solutions are obtained around the Lagrangian point L1, which lies between the primaries, of the Sun-Earth system. A comparison with the real time flight data of SOHO mission is made. Inclusion of oblateness of the smaller primary can improve the accuracy. Due to the effect of radiation pressure and oblateness, the size and the orbital period of the halo orbit around L1 are found to increase.展开更多
The aim of this paper is to discuss the Triple Ⅰ restriction reasoning methods for fuzzy soft sets. Triple Ⅰ restriction principles for fuzzy soft modus ponens(FSMP) and fuzzy soft modus tollens(FSMT) are proposed, ...The aim of this paper is to discuss the Triple Ⅰ restriction reasoning methods for fuzzy soft sets. Triple Ⅰ restriction principles for fuzzy soft modus ponens(FSMP) and fuzzy soft modus tollens(FSMT) are proposed, and then, the general expressions of the Triple Ⅰ restriction reasoning method for FSMP and FSMT with respect to residual pairs are presented respectively. Finally, the optimal restriction solutions for Lukasiewicz and Godel implication operators are examined.展开更多
Composting is a biological aerobic decomposition process consisted from different phases. Although the Japanese Standards for manure recommended that it took at least 6 months to complete the maturing phase, there was...Composting is a biological aerobic decomposition process consisted from different phases. Although the Japanese Standards for manure recommended that it took at least 6 months to complete the maturing phase, there was no reliable ground. In order to find out shortening method of the maturing phase, the microorganisms concerned with a progress of the maturing was determined by using the most probable number method (MPN) and PCR-RFLP of the 16S rDNA, which was found effective to provide numbers and taxonomy of polymyxin B resistant bacterial groups in the former paper [1]. Compared to the numbers after thermophilic phase, those of Actinobacteria, δ-proteobacteria, and the other gram negative bacteria increased to 50 times, 20 times, and 105 times, respectively, after maturing phase, while those of Bacillus spp., and α and β-proteobacteria decreased to 1/10, and 1/105 after maturing phase. Numbers of the other Fumicutes, and γ-proteobacteria remained in the same revel. Actinobacteria, δ-proteobacteria, and the other gram negative bacteria might be concerned with a progress of the maturing phase, because these bacterial groups were detected and enumerated due to their proliferation ability. Although number of Acitinobacteria might be underestimated because of a PCR bias, the method was found effective for the purpose to monitor bacteria actively proliferated in culture medium.展开更多
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Non-Hamiltonian systems containing degenerate fixed points obtained from twodegrees of freedom near-integrable Hamiltonian systems through non-canonicaltransformations are dealt with in this paper. Two criteria .for determining theexistence of transversal homoclinic and heteroclinic orbits are presented. By exploitingthese criteria the existence of the transversal homoclinic orbits and so, of thetransversal homoclinic tangle .phenomenon in the near-integrable circular planarrestricted three-body problem with sufficiently small mass ratio of the two primaries isproven. Under some assumptions, the existence of the transversal heleroclinic orbits isproven. The global qualitative phase diagram is also illustrated.
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.
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Supported by the Portuguese Foundation for Science and Technology under Grant No.PTDC/ECM/100686/2008
文摘A computer code based on the double-body potential flow model and the classic source panel method has been developed to study various problems of hydrodynamic interaction between ships and other objects with solid boundaries including the seabed. A peculiarity of the proposed implementation is the application of the so-called "moving-patch" method for simulating steady boundaries of large extensions. The method is based on an assumption that at any moment just the part of the boundary ("moving patch") which lies close to the interacting ship is significant for the near-field interaction. For a specific case of the fiat bottom, comparative computations were performed to determine optimal dimensions of the patch and of the constituting panels based on the trade-off between acceptable accuracy and reasonable efficiency. The method was applied to estimate the sway force on a ship hull moving obliquely across a dredged channel. The method was validated for a case of ship-to-ship interaction when tank data were available. This study also contains a description of a newly developed spline approximation algorithm necessary for creating consistent discretizations of ship hulls with various degrees of refinement.
基金Project supported by the National Natural Science Foundation of China(No.11176035)
文摘A global interpolating meshless shape function based on the generalized moving least-square (GMLS) is formulated by the transformation technique. Both the shape function and its derivatives meet the Kronecker delta function property. With the interpolating GMLS (IGMLS) shape function, an improved element-free Galerkin (EFG) method is proposed for the structural dynamic analysis. Compared with the conven- tional EFG method, the obvious advantage of the proposed method is that the essential boundary conditions including both displacements and derivatives can be imposed by the straightforward way. Meanwhile, it can greatly improve the ill-condition feature of the standard GMLS approximation, and provide good accuracy at low cost. The dynamic analyses of the Euler beam and Kirchhoff plate are performed to demonstrate the feasi- bility and effectiveness of the improved method. The comparison between the numerical results of the conventional method and the improved method shows that the proposed method has better stability, higher accuracy, and less time consumption.
基金the National Key Research and Development Program of China(Grant No.2020YFB1707804)the 2018 Key Projects of Philosophy and Social Sciences Research(Grant No.18JZD032)Natural Science Foundation of Hebei Province(Grant No.G2020403008).
文摘This paper proposes a new power grid investment prediction model based on the deep restricted Boltzmann machine(DRBM)optimized by the Lion algorithm(LA).Firstly,two factors including transmission and distribution price reform(TDPR)and 5G station construction were comprehensively incorporated into the consideration of influencing factors,and the fuzzy threshold method was used to screen out critical influencing factors.Then,the LA was used to optimize the parameters of the DRBM model to improve the model’s prediction accuracy,and the model was trained with the selected influencing factors and investment.Finally,the LA-DRBM model was used to predict the investment of a power grid enterprise,and the final prediction result was obtained by modifying the initial result with the modifying factors.The LA-DRBMmodel compensates for the deficiency of the singlemodel,and greatly improves the investment prediction accuracy of the power grid.In this study,a power grid enterprise was taken as an example to carry out an empirical analysis to prove the validity of the model,and a comparison with the RBM,support vector machine(SVM),back propagation neural network(BPNN),and regression model was conducted to verify the superiority of the model.The conclusion indicates that the proposed model has a strong generalization ability and good robustness,is able to abstract the combination of low-level features into high-level features,and can improve the efficiency of the model’s calculations for investment prediction of power grid enterprises.
基金supported by the National Natural Science Foundation of China(11272004 and 11302112)China’s Civil Space Funding
文摘The advantage of solar sails in deep space exploration is that no fuel consumption is required. The heliocentric distance is one factor influencing the solar radiation pressure force exerted on solar sails. In addition, the solar radiation pressure force is also related to the solar sail orientation with respect to the sunlight direction. For an ideal flat solar sail, the cone angle between the sail normal and the sunlight direction determines the magnitude and direction of solar radiation pressure force. In general, the cone angle can change from 0° to 90°. However, in practical applications, a large cone angle may reduce the efficiency of solar radiation pressure force and there is a strict requirement on the attitude control. Usually, the cone angle range is restricted less more than an acute angle (for example, not more than 40°) in engineering practice. In this paper, the time-optimal transfer trajectory is designed over a restricted range of the cone angle, and an indirect method is used to solve the two point boundary value problem associated to the optimal control problem. Relevant numerical examples are provided to compare with the case of an unrestricted case, and the effects of different maximum restricted cone angles are discussed. The results indicate that (1) for the condition of a restricted cone-angle range the transfer time is longer than that for the unrestricted case and (2) the optimal transfer time increases as the maximum restricted cone angle decreases.
文摘Spreading of antibiotic resistant bacteria into environment is becoming a major public health problem, implicating affair of the indirect transmission of antibiotic resistant bacteria to human through drinking water, or vegetables, or daily products. Until now, the risk of nosocomial infection of antibiotic resistant bacteria has mainly been evaluated using clinical isolates by phenotypic method. To evaluate a risk of community-acquired infection of antibiotic resistant bacteria, a new method has been developed based on PCR-RFLP without isolation. By comparing restriction fragment lengths of the 16S rDNA gene from bacterial mixture grown under antibiotic treatment to those simulated from the DNA sequence, bacterial taxonomies were elucidated using the method of Okuda and Watanabe [1] [2]. In this study, taxonomies of polymyxin B resistant bacteria group in field soils, paddy field with organic manure and upland field without organic manure were estimated without isolation. In the both field soils, the major bacteria grown under the antibiotic were B. cereus group, which had natural resistance to this antibiotic. In field applied with organic manure, Prevotella spp., and the other Cytophagales, which were suggested to be of feces origin and to acquire resistance to the antibiotic, were detected. When numbers of each bacterial group were roughly estimated by the most probable number method, B. cereus group was enumerated to be 3.30 × 106 MPN/g dry soil in paddy field soil and 1.32 × 106 MPN/g dry soil in upland filed. Prevotella spp. and the other Cytophagales in paddy field were enumerated to be 1.31 × 106 MPN, and 1.07 × 106 MPN·g-1 dry soil.
文摘The present manuscript examines the circular restricted gravitational three-body problem (CRGTBP) by the introduction of a new approach through the power series method. In addition, certain computational algorithms with the aid of Mathematica software are specifically designed for the problem. The algorithms or rather mathematical modules are established to determine the velocity and position of the third body’s motion. In fact, the modules led to accurate results and thus proved the new approach to be efficient.
文摘This paper deals with generation of halo orbits in the three-dimensional photogravitational restricted three-body problem, where the more massive primary is considered as the source of radiation and the smaller primary is an oblate spheroid with its equatorial plane coincident with the plane of motion. Both the terms due to oblateness of the smaller primary are considered. Numerical as well as analytical solutions are obtained around the Lagrangian point L1, which lies between the primaries, of the Sun-Earth system. A comparison with the real time flight data of SOHO mission is made. Inclusion of oblateness of the smaller primary can improve the accuracy. Due to the effect of radiation pressure and oblateness, the size and the orbital period of the halo orbit around L1 are found to increase.
基金supported by the National Natural Science Foundation of China(61473239,61372187,61673320)
文摘The aim of this paper is to discuss the Triple Ⅰ restriction reasoning methods for fuzzy soft sets. Triple Ⅰ restriction principles for fuzzy soft modus ponens(FSMP) and fuzzy soft modus tollens(FSMT) are proposed, and then, the general expressions of the Triple Ⅰ restriction reasoning method for FSMP and FSMT with respect to residual pairs are presented respectively. Finally, the optimal restriction solutions for Lukasiewicz and Godel implication operators are examined.
文摘Composting is a biological aerobic decomposition process consisted from different phases. Although the Japanese Standards for manure recommended that it took at least 6 months to complete the maturing phase, there was no reliable ground. In order to find out shortening method of the maturing phase, the microorganisms concerned with a progress of the maturing was determined by using the most probable number method (MPN) and PCR-RFLP of the 16S rDNA, which was found effective to provide numbers and taxonomy of polymyxin B resistant bacterial groups in the former paper [1]. Compared to the numbers after thermophilic phase, those of Actinobacteria, δ-proteobacteria, and the other gram negative bacteria increased to 50 times, 20 times, and 105 times, respectively, after maturing phase, while those of Bacillus spp., and α and β-proteobacteria decreased to 1/10, and 1/105 after maturing phase. Numbers of the other Fumicutes, and γ-proteobacteria remained in the same revel. Actinobacteria, δ-proteobacteria, and the other gram negative bacteria might be concerned with a progress of the maturing phase, because these bacterial groups were detected and enumerated due to their proliferation ability. Although number of Acitinobacteria might be underestimated because of a PCR bias, the method was found effective for the purpose to monitor bacteria actively proliferated in culture medium.