The state equations of stochastic control problems,which are controlled stochastic differential equations,are proposed to be discretized by the weak midpoint rule and predictor-corrector methods for the Markov chain a...The state equations of stochastic control problems,which are controlled stochastic differential equations,are proposed to be discretized by the weak midpoint rule and predictor-corrector methods for the Markov chain approximation approach. Local consistency of the methods are proved.Numerical tests on a simplified Merton's portfolio model show better simulation to feedback control rules by these two methods, as compared with the weak Euler-Maruyama discretisation used by Krawczyk.This suggests a new approach of improving accuracy of approximating Markov chains for stochastic control problems.展开更多
Recently, a new type of IMM （interacting multiple model） method was introduced based on the relatively new SVSF （smooth variable structure filter）, and is referred to as the IMM-SVSF. The SVSF is a type of sliding...Recently, a new type of IMM （interacting multiple model） method was introduced based on the relatively new SVSF （smooth variable structure filter）, and is referred to as the IMM-SVSF. The SVSF is a type of sliding mode estimator that is formulated in a predictor-corrector fashion. This strategy keeps the estimated state bounded within a region of the true state trajectory, thus creating a stable and robust estimation process. The IMM method may be utilized for fault detection and diagnosis, and is classified as a model-based method. In this paper, for the purposes of fault detection, the IMM-SVSF is applied through simulation on a simple battery system which is modeled from a hybrid electric vehicle.展开更多
A theoretical calculation of the nonrelativistic Lamb shift in nano-sized semiconducting （GaAs） and metallic （AI） circular rings is carried out. On the basis of a flat one-electron potential with infinitely high b...A theoretical calculation of the nonrelativistic Lamb shift in nano-sized semiconducting （GaAs） and metallic （AI） circular rings is carried out. On the basis of a flat one-electron potential with infinitely high barriers, the radiative back-action is obtained to second order in perturbation theory. Numerical results are presented for the radiative correction to the transition frequency between the ground state and first excited radial quantum states （initial state： （1,1,0）, final state： （2,1,0）） neglecting the curvature term in the Schr6dinger equation. Lamb shifts are calculated as functions of the inner ring radius, the ring thickness, and the temperature.展开更多
基金supported by the China Postdoctoral Science Foundation (No.20080430402).
文摘The state equations of stochastic control problems,which are controlled stochastic differential equations,are proposed to be discretized by the weak midpoint rule and predictor-corrector methods for the Markov chain approximation approach. Local consistency of the methods are proved.Numerical tests on a simplified Merton's portfolio model show better simulation to feedback control rules by these two methods, as compared with the weak Euler-Maruyama discretisation used by Krawczyk.This suggests a new approach of improving accuracy of approximating Markov chains for stochastic control problems.
文摘Recently, a new type of IMM （interacting multiple model） method was introduced based on the relatively new SVSF （smooth variable structure filter）, and is referred to as the IMM-SVSF. The SVSF is a type of sliding mode estimator that is formulated in a predictor-corrector fashion. This strategy keeps the estimated state bounded within a region of the true state trajectory, thus creating a stable and robust estimation process. The IMM method may be utilized for fault detection and diagnosis, and is classified as a model-based method. In this paper, for the purposes of fault detection, the IMM-SVSF is applied through simulation on a simple battery system which is modeled from a hybrid electric vehicle.
文摘A theoretical calculation of the nonrelativistic Lamb shift in nano-sized semiconducting （GaAs） and metallic （AI） circular rings is carried out. On the basis of a flat one-electron potential with infinitely high barriers, the radiative back-action is obtained to second order in perturbation theory. Numerical results are presented for the radiative correction to the transition frequency between the ground state and first excited radial quantum states （initial state： （1,1,0）, final state： （2,1,0）） neglecting the curvature term in the Schr6dinger equation. Lamb shifts are calculated as functions of the inner ring radius, the ring thickness, and the temperature.
