Several algorithms were proposed relating to the development of a framework of the perturbation-based stochastic finite element method (PSFEM) for large variation nonlinear dynamic problems. For this purpose, algorith...Several algorithms were proposed relating to the development of a framework of the perturbation-based stochastic finite element method (PSFEM) for large variation nonlinear dynamic problems. For this purpose, algorithms and a framework related to SFEM based on the stochastic virtual work principle were studied. To prove the validity and practicality of the algorithms and framework, numerical examples for nonlinear dynamic problems with large variations were calculated and compared with the Monte-Carlo Simulation method. This comparison shows that the proposed approaches are accurate and effective for the nonlinear dynamic analysis of structures with random parameters.展开更多
In this paper, we address the problem of blind extraction and separation of a continuous chaotic signal from a linear mixture consisting of some chaotic signal and/or random signals. The problem of blind extraction is...In this paper, we address the problem of blind extraction and separation of a continuous chaotic signal from a linear mixture consisting of some chaotic signal and/or random signals. The problem of blind extraction is firstly formulated as a problem of the synchronization-based parameter estimation. Then an efficient least square based parameter estimation method is introduced to determine the desired extracting vector. The proposed blind signal extraction scheme is applicable to blind separation of chaotic signals by formulating the separation problem as the extraction of each chaotic source. Numerical simulation shows that the proposed approach can blindly extract and separate the desired chaotic signals and it is also robust to measurement noise.展开更多
The problem of optimal linear estimation of the functional Aξ =10^∞a（t）ζ（（t）dt depending on the unknown values of periodically correlated stochastic process ζ（t） from observations of this process for t 〈 0...The problem of optimal linear estimation of the functional Aξ =10^∞a（t）ζ（（t）dt depending on the unknown values of periodically correlated stochastic process ζ（t） from observations of this process for t 〈 0 is considered. Formulas that determine the greatest value of mean square error and the minimax estimation for the functional are proposed for the given class of admissible processes. It is shown that one-sided moving average stationary sequence gives the greatest value of the mean square error.展开更多
Traditional reliability analysis requires probability distributions of all the uncertain parameters.However,in many practical applications,the variation bounds can be only determined for the parameters with limited in...Traditional reliability analysis requires probability distributions of all the uncertain parameters.However,in many practical applications,the variation bounds can be only determined for the parameters with limited information.A complex hybrid reliability problem then will be caused when the random and interval variables coexist in a same structure.In this paper,by introducing the response surface technique,we develop a new hybrid reliability method to efficiently compute the interval of the failure probability of the structure due to the probability-interval hybrid uncertainty.The present method consists of a sequence of iterations.At each step,a response surface model is constructed for the limit-state function by using a quadratic polynomial and a modified axial experimental design method.An approximate hybrid reliability problem is created based on the response surface model,which is subsequently solved by an efficient decoupling approach.An updating strategy is suggested to improve the quality of the response surface and whereby ensure the reliability analysis precision.A computational procedure is then summarized for the whole iterations.Four numerical examples and also a practical application are provided to demonstrate the effectiveness of the present method.展开更多
This paper discusses the H∞ control problem for a class of linear stochastic systems driven by both Brownian motion and Poisson jumps. The authors give the basic theory about stabilities for such systems, including i...This paper discusses the H∞ control problem for a class of linear stochastic systems driven by both Brownian motion and Poisson jumps. The authors give the basic theory about stabilities for such systems, including internal stability and external stability, which enables to prove the bounded real lemma for the systems. By means of Riccati equations, infinite horizon linear stochastic state-feedback H∞ control design is also extended to such systems.展开更多
We consider the design of semidefinite programming （SDP） based approximation algorithm for the problem Max Hypergraph Cut with Limited Unbalance （MHC-LU）： Find a partition of the vertices of a weighted hypergraph...We consider the design of semidefinite programming （SDP） based approximation algorithm for the problem Max Hypergraph Cut with Limited Unbalance （MHC-LU）： Find a partition of the vertices of a weighted hypergraph H = （V, E） into two subsets V1, V2 with ｜｜V2｜ - ｜1/1 ｜｜ ≤ u for some given u and maximizing the total weight of the edges meeting both V1 and V2. The problem MHC-LU generalizes several other combinatorial optimization problems including Max Cut, Max Cut with Limited Unbalance （MC-LU）, Max Set Splitting, Max Ek-Set Splitting and Max Hypergraph Bisection. By generalizing several earlier ideas, we present an SDP randomized approximation algorithm for MHC-LU with guaranteed worst-case performance ratios for various unbalance parameters τ = u/｜V｜. We also give the worst-case performance ratio of the SDP-algorithm for approximating MHC-LU regardless of the value of τ. Our strengthened SDP relaxation and rounding method improve a result of Ageev and Sviridenko （2000） on Max Hypergraph Bisection （MHC-LU with u = 0）, and results of Andersson and Engebretsen （1999）, Gaur and Krishnamurti （2001） and Zhang et al. （2004） on Max Set Splitting （MHC-LU with u = ｜V｜）. Furthermore, our new formula for the performance ratio by a tighter analysis compared with that in Galbiati and Maffioli （2007） is responsible for the improvement of a result of Galbiati and Maffioli （2007） on MC-LU for some range of τ.展开更多
We discuss the stochastic linear-quadratic(LQ) optimal control problem with Poisson processes under the indefinite case. Based on the wellposedness of the LQ problem, the main idea is expressed by the definition of re...We discuss the stochastic linear-quadratic(LQ) optimal control problem with Poisson processes under the indefinite case. Based on the wellposedness of the LQ problem, the main idea is expressed by the definition of relax compensator that extends the stochastic Hamiltonian system and stochastic Riccati equation with Poisson processes(SREP) from the positive definite case to the indefinite case. We mainly study the existence and uniqueness of the solution for the stochastic Hamiltonian system and obtain the optimal control with open-loop form. Then, we further investigate the existence and uniqueness of the solution for SREP in some special case and obtain the optimal control in close-loop form.展开更多
Identity-based signature has become an important technique for lightweight authentication as soon as it was proposed in 1984.Thereafter,identity-based signature schemes based on the integer factorization problem and d...Identity-based signature has become an important technique for lightweight authentication as soon as it was proposed in 1984.Thereafter,identity-based signature schemes based on the integer factorization problem and discrete logarithm problem were proposed one after another.Nevertheless,the rapid development of quantum computers makes them insecure.Recently,many efforts have been made to construct identity-based signatures over lattice assumptions against attacks in the quantum era.However,their efficiency is not very satisfactory.In this study,an efficient identity-based signature scheme is presented over the number theory research unit(NTRU) lattice assumption.The new scheme is more efficient than other lattice-and identity-based signature schemes.The new scheme proves to be unforgeable against the adaptively chosen message attack in the random oracle model under the hardness of the γ-shortest vector problem on the NTRU lattice.展开更多
This paper considers the finite-time consensus problem for a stochastic multi-species system. First, we give out a nonlinear consensus protocol for the multi-species system with Brownian motion, and propose the defini...This paper considers the finite-time consensus problem for a stochastic multi-species system. First, we give out a nonlinear consensus protocol for the multi-species system with Brownian motion, and propose the definition of finite-time consensus in probability. Second, we prove that the multi-species system can achieve finite-time consensus in probability with different proper protocols by use of graph theory, stochastic Lyapunov function method and probability theory. Finally, some simulations are provided to illustrate the effectiveness of the theoretical results.展开更多
文摘Several algorithms were proposed relating to the development of a framework of the perturbation-based stochastic finite element method (PSFEM) for large variation nonlinear dynamic problems. For this purpose, algorithms and a framework related to SFEM based on the stochastic virtual work principle were studied. To prove the validity and practicality of the algorithms and framework, numerical examples for nonlinear dynamic problems with large variations were calculated and compared with the Monte-Carlo Simulation method. This comparison shows that the proposed approaches are accurate and effective for the nonlinear dynamic analysis of structures with random parameters.
基金Supported by the National Natural Science Foundation of China (No.60472059)the Aeronautical Science Foundation of China (2008ZC 52026)
文摘In this paper, we address the problem of blind extraction and separation of a continuous chaotic signal from a linear mixture consisting of some chaotic signal and/or random signals. The problem of blind extraction is firstly formulated as a problem of the synchronization-based parameter estimation. Then an efficient least square based parameter estimation method is introduced to determine the desired extracting vector. The proposed blind signal extraction scheme is applicable to blind separation of chaotic signals by formulating the separation problem as the extraction of each chaotic source. Numerical simulation shows that the proposed approach can blindly extract and separate the desired chaotic signals and it is also robust to measurement noise.
文摘The problem of optimal linear estimation of the functional Aξ =10^∞a（t）ζ（（t）dt depending on the unknown values of periodically correlated stochastic process ζ（t） from observations of this process for t 〈 0 is considered. Formulas that determine the greatest value of mean square error and the minimax estimation for the functional are proposed for the given class of admissible processes. It is shown that one-sided moving average stationary sequence gives the greatest value of the mean square error.
基金supported by the National Science Foundation for Excellent Young Scholars(Grant No.51222502)the Key Project of Chinese National Programs for Fundamental Research and Development(Grant No.2010CB832700)+1 种基金the National Natural Science Foundation of China(Grant No.11172096)the Key Program of the National Natural Science Foundation of China(Grant No.11232004)
文摘Traditional reliability analysis requires probability distributions of all the uncertain parameters.However,in many practical applications,the variation bounds can be only determined for the parameters with limited information.A complex hybrid reliability problem then will be caused when the random and interval variables coexist in a same structure.In this paper,by introducing the response surface technique,we develop a new hybrid reliability method to efficiently compute the interval of the failure probability of the structure due to the probability-interval hybrid uncertainty.The present method consists of a sequence of iterations.At each step,a response surface model is constructed for the limit-state function by using a quadratic polynomial and a modified axial experimental design method.An approximate hybrid reliability problem is created based on the response surface model,which is subsequently solved by an efficient decoupling approach.An updating strategy is suggested to improve the quality of the response surface and whereby ensure the reliability analysis precision.A computational procedure is then summarized for the whole iterations.Four numerical examples and also a practical application are provided to demonstrate the effectiveness of the present method.
基金supported by the National Natural Science Foundation of China under Grant Nos.60874032 and 70971079
文摘This paper discusses the H∞ control problem for a class of linear stochastic systems driven by both Brownian motion and Poisson jumps. The authors give the basic theory about stabilities for such systems, including internal stability and external stability, which enables to prove the bounded real lemma for the systems. By means of Riccati equations, infinite horizon linear stochastic state-feedback H∞ control design is also extended to such systems.
基金supported by National Natural Science Foundation of China(Grant Nos.11171160,11331003 and 11471003)the Priority Academic Program Development of Jiangsu Higher Education Institutions+2 种基金the Natural Science Foundation of the Jiangsu Higher Education Institutions of China(Grant No.13KJB1100188)Natural Science Foundation of Guangdong Province(Grant No.S2012040007521)Sienceand Technology Planning Project in Guangzhou(Grant No.2013J4100077)
文摘We consider the design of semidefinite programming （SDP） based approximation algorithm for the problem Max Hypergraph Cut with Limited Unbalance （MHC-LU）： Find a partition of the vertices of a weighted hypergraph H = （V, E） into two subsets V1, V2 with ｜｜V2｜ - ｜1/1 ｜｜ ≤ u for some given u and maximizing the total weight of the edges meeting both V1 and V2. The problem MHC-LU generalizes several other combinatorial optimization problems including Max Cut, Max Cut with Limited Unbalance （MC-LU）, Max Set Splitting, Max Ek-Set Splitting and Max Hypergraph Bisection. By generalizing several earlier ideas, we present an SDP randomized approximation algorithm for MHC-LU with guaranteed worst-case performance ratios for various unbalance parameters τ = u/｜V｜. We also give the worst-case performance ratio of the SDP-algorithm for approximating MHC-LU regardless of the value of τ. Our strengthened SDP relaxation and rounding method improve a result of Ageev and Sviridenko （2000） on Max Hypergraph Bisection （MHC-LU with u = 0）, and results of Andersson and Engebretsen （1999）, Gaur and Krishnamurti （2001） and Zhang et al. （2004） on Max Set Splitting （MHC-LU with u = ｜V｜）. Furthermore, our new formula for the performance ratio by a tighter analysis compared with that in Galbiati and Maffioli （2007） is responsible for the improvement of a result of Galbiati and Maffioli （2007） on MC-LU for some range of τ.
基金supported by National Natural Science Foundation of China (Grant Nos. 61573217,11471192 and 11626142)the National High-Level Personnel of Special Support Program,the Chang Jiang Scholar Program of Chinese Education Ministry+2 种基金the Natural Science Foundation of Shandong Province (Grant Nos. JQ201401 and ZR2016AB08)the Colleges and Universities Science and Technology Plan Project of Shandong Province (Grant No. J16LI55)the Fostering Project of Dominant Discipline and Talent Team of Shandong University of Finance and Economics
文摘We discuss the stochastic linear-quadratic(LQ) optimal control problem with Poisson processes under the indefinite case. Based on the wellposedness of the LQ problem, the main idea is expressed by the definition of relax compensator that extends the stochastic Hamiltonian system and stochastic Riccati equation with Poisson processes(SREP) from the positive definite case to the indefinite case. We mainly study the existence and uniqueness of the solution for the stochastic Hamiltonian system and obtain the optimal control with open-loop form. Then, we further investigate the existence and uniqueness of the solution for SREP in some special case and obtain the optimal control in close-loop form.
基金supported by the National Natural Science Foundation of China(Nos.61173151,61472309,and 61303217)the Fundamental Research Funds for the Central Universities,China(No.JB140115)the Natural Science Foundation of Shaanxi Province,China(Nos.2013JQ8002 and 2014JQ8313)
文摘Identity-based signature has become an important technique for lightweight authentication as soon as it was proposed in 1984.Thereafter,identity-based signature schemes based on the integer factorization problem and discrete logarithm problem were proposed one after another.Nevertheless,the rapid development of quantum computers makes them insecure.Recently,many efforts have been made to construct identity-based signatures over lattice assumptions against attacks in the quantum era.However,their efficiency is not very satisfactory.In this study,an efficient identity-based signature scheme is presented over the number theory research unit(NTRU) lattice assumption.The new scheme is more efficient than other lattice-and identity-based signature schemes.The new scheme proves to be unforgeable against the adaptively chosen message attack in the random oracle model under the hardness of the γ-shortest vector problem on the NTRU lattice.
基金We would like to thank the editor and referee for their very helpful comments and suggestions which improve this paper significantly. This research is supported by the National Natural Science Foundation of China （Nos. 11461053 and 11261043） （China）, the School Foundation of Ningxia University （No. ZR1315） （China）.
文摘This paper considers the finite-time consensus problem for a stochastic multi-species system. First, we give out a nonlinear consensus protocol for the multi-species system with Brownian motion, and propose the definition of finite-time consensus in probability. Second, we prove that the multi-species system can achieve finite-time consensus in probability with different proper protocols by use of graph theory, stochastic Lyapunov function method and probability theory. Finally, some simulations are provided to illustrate the effectiveness of the theoretical results.
