A new algorithm for linear instantaneous independent component analysis is proposed based on maximizing the log-likelihood contrast function which can be changed into a gradient equation.An iterative method is introdu...A new algorithm for linear instantaneous independent component analysis is proposed based on maximizing the log-likelihood contrast function which can be changed into a gradient equation.An iterative method is introduced to solve this equation efficiently.The unknown probability density functions as well as their first and second derivatives in the gradient equation are estimated by kernel density method.Computer simulations on artificially generated signals and gray scale natural scene images confirm the efficiency and accuracy of the proposed algorithm.展开更多
Although G-coordinate is one of the most popular methods used in marine and estuarine modeling, it has long suffered from the so-called ＂steep boundary problem＂, namely, the PGF problem. In this paper, a new method ...Although G-coordinate is one of the most popular methods used in marine and estuarine modeling, it has long suffered from the so-called ＂steep boundary problem＂, namely, the PGF problem. In this paper, a new method called the ＂σ-sharpen immersed boundary method＂ （σ-SIBM） is put forward. In this method, the virtual flat bottom boundary is creatively introduced in regions with the steep boundary and is taken as the boundary of numerical domain. By this, OH/Ox of numerical domain changes to be a controllable value and the steep bottom problem is then transformed to the non-conforming boundary problem, which is, in turn, solved by the SIBM. The accuracy and efficiency of the σ-sharpen immersed boundary method （σ-SIBM） has been showed by both comparative theoretical analysis and classical numerical tests. First, it is shown that the σ-SIBM is more effective than the z-level method, in that σ-SIBM needs special treatment only in the steep section, but the z-level method needs the special treatment in each grid note. Second, it is superior to the p-method in that it is not restricted by the density distribution. This paper revisits the classical seamount numerical test used in numerous studies to prove the sigma errors of the pressure gradient force （PGFE） and their long-term effects on circulation. It can be seen that, as for the maximum erroneous velocity and kinetic energy, the value of σ-SIBM is much less than that of the z-level method and the traditional σ-method.展开更多
In this paper,by using trapezoidal rule and the integration-by-parts formula of Malliavin calculus,we propose three new numerical schemes for solving decoupled forward-backward stochastic differential equations.We the...In this paper,by using trapezoidal rule and the integration-by-parts formula of Malliavin calculus,we propose three new numerical schemes for solving decoupled forward-backward stochastic differential equations.We theoretically prove that the schemes have second-order convergence rate.To demonstrate the effectiveness and the second-order convergence rate,numerical tests are given.展开更多
文摘A new algorithm for linear instantaneous independent component analysis is proposed based on maximizing the log-likelihood contrast function which can be changed into a gradient equation.An iterative method is introduced to solve this equation efficiently.The unknown probability density functions as well as their first and second derivatives in the gradient equation are estimated by kernel density method.Computer simulations on artificially generated signals and gray scale natural scene images confirm the efficiency and accuracy of the proposed algorithm.
基金supported by the National Natural Science Foundation of China(Grant Nos.51209239,51109194)"985 Project"of Minzu Univer-sity of China(Grant No.MUC98507-08)
文摘Although G-coordinate is one of the most popular methods used in marine and estuarine modeling, it has long suffered from the so-called ＂steep boundary problem＂, namely, the PGF problem. In this paper, a new method called the ＂σ-sharpen immersed boundary method＂ （σ-SIBM） is put forward. In this method, the virtual flat bottom boundary is creatively introduced in regions with the steep boundary and is taken as the boundary of numerical domain. By this, OH/Ox of numerical domain changes to be a controllable value and the steep bottom problem is then transformed to the non-conforming boundary problem, which is, in turn, solved by the SIBM. The accuracy and efficiency of the σ-sharpen immersed boundary method （σ-SIBM） has been showed by both comparative theoretical analysis and classical numerical tests. First, it is shown that the σ-SIBM is more effective than the z-level method, in that σ-SIBM needs special treatment only in the steep section, but the z-level method needs the special treatment in each grid note. Second, it is superior to the p-method in that it is not restricted by the density distribution. This paper revisits the classical seamount numerical test used in numerous studies to prove the sigma errors of the pressure gradient force （PGFE） and their long-term effects on circulation. It can be seen that, as for the maximum erroneous velocity and kinetic energy, the value of σ-SIBM is much less than that of the z-level method and the traditional σ-method.
基金supported by National Natural Science Foundation of China (Grant Nos. 91130003 and 11171189)Natural Science Foundation of Shandong Province (Grant No. ZR2011AZ002)
文摘In this paper,by using trapezoidal rule and the integration-by-parts formula of Malliavin calculus,we propose three new numerical schemes for solving decoupled forward-backward stochastic differential equations.We theoretically prove that the schemes have second-order convergence rate.To demonstrate the effectiveness and the second-order convergence rate,numerical tests are given.
