This paper presents a class of r-point (r+1)st-order A-stable one-block methods with damping at the infinite point (DIAOB r,r+1 ). Under the conditions of the same order, A-stability, operation count (at each iterativ...This paper presents a class of r-point (r+1)st-order A-stable one-block methods with damping at the infinite point (DIAOB r,r+1 ). Under the conditions of the same order, A-stability, operation count (at each iterative step) and storage space are the same as the methods in , the methods in the paper improve the stability in a neighborhood at the infinite point. And, by using the OOPI method , it possesses much faster rate of convergence for solving systems of nonlinear equations produced by the DIAOB r,r+1 .展开更多
In this paper,the necessary and sufficient conditions for generalone-step m ethods to be exponentially fitted atq0∈C aregiven.A classofm ultiderivative hybrid one-step m ethods of order at leasts+ 1 is constructed ...In this paper,the necessary and sufficient conditions for generalone-step m ethods to be exponentially fitted atq0∈C aregiven.A classofm ultiderivative hybrid one-step m ethods of order at leasts+ 1 is constructed w ith s+ 1 param eters,w here sis the order of derivative.The necessary and sufficient conditions for these m ethods to be A-stable and exponentially fitted is proved.Furtherm ore,a class ofA-stable 2 param eters hybrid one-step m ethods oforderatleast 8 are constructed,w hich use 4th order derivative.These m ethods are exponentially fitted atq0 if and only if its fitted function f(q) satisfies f(q0)= 0.Finally,an A-stable exponentially fitted m ethod oforder 8 is obtained.展开更多
In [1], a class of multiderivative block methods (MDBM) was studied for the numerical solutions of stiff ordinary differential equations. This paper is aimed at solving the problem proposed in [1] that what conditions...In [1], a class of multiderivative block methods (MDBM) was studied for the numerical solutions of stiff ordinary differential equations. This paper is aimed at solving the problem proposed in [1] that what conditions should be fulfilled for MDBMs in order to guarantee the A-stabilities. The explicit expressions of the polynomialsP(h) and Q(h) in the stability functions h(h)=P(h)/Q(h)are given. Furthermore, we prove P(-h)-Q(h). With the aid of symbolic computations and the expressions of diagonal Fade approximations, we obtained the biggest block size k of the A-stable MDBM for any given l (the order of the highest derivatives used in MDBM,l>1)展开更多
In this paper two implicit 2-step hybrid methods are proposed! one has order five, the other six. The stability properties of the methods are analysed. The 5th order method is proved to be A-stable and the 6th order o...In this paper two implicit 2-step hybrid methods are proposed! one has order five, the other six. The stability properties of the methods are analysed. The 5th order method is proved to be A-stable and the 6th order one is not, but still has a relatively large region of absolute stability. The implementation of the 5th order method is also discussed.展开更多
Full duplex radio increases the frequency efficiency but its performance is limited by the self-interference （SI）. We first analyze the multiple noises in the full duplex radio system and model such noises as an α ...Full duplex radio increases the frequency efficiency but its performance is limited by the self-interference （SI）. We first analyze the multiple noises in the full duplex radio system and model such noises as an α - stable distribution. Then we formulate a novel non-Gaussian SI problem. Under the maximum correntropy criterion （MCC）, a robust digital non-linear self-interference cancellation algorithm is proposed for the SI channel estimation. A gradient descent based algorithm is derived to search the optimal solution. Simulation results show that the proposed algorithm can achieve a smaller estimation error and a higher pseudo signal to interference plus noise ratio （PSINR） than the well-known least mean square （LMS） algorithm and least square （LS） algorithm.展开更多
We study the problem of parameter estimation for mean-reverting α-stable motion, dXt = （a0 - θ0Xt）dt ＋ dZt, observed at discrete time instants. A least squares estimator is obtained and its asymptotics is discuss...We study the problem of parameter estimation for mean-reverting α-stable motion, dXt = （a0 - θ0Xt）dt ＋ dZt, observed at discrete time instants. A least squares estimator is obtained and its asymptotics is discussed in the singular case （a0, θ0） = （0, 0）. If a0 = 0, then the mean-reverting α-stable motion becomes Ornstein-Uhlenbeck process and is studied in [7] in the ergodic case θ0 〉 0. For the Ornstein-Uhlenbeck process, asymptotics of the least squares estimators for the singular case （θ0 = 0） and for ergodic case （θ0 〉 0） are completely different.展开更多
This paper deals with a stochastic representation of the rainfall process. The analysis of a rainfall time series shows that cumulative representation of a rainfall time series can be modeled as a non-Gaussian random ...This paper deals with a stochastic representation of the rainfall process. The analysis of a rainfall time series shows that cumulative representation of a rainfall time series can be modeled as a non-Gaussian random walk with a log-normal jump distribution and a time-waiting distribution following a tempered a-stable probability law. Based on the random walk model, a fractional Fokker-Planck equation （FFPE） with tempered a-stable waiting times was obtained. Through the comparison of observed data and simulated results from the random walk model and FFPE model with tempered a-stable waiting times, it can be concluded that the behavior of the rainfall process is globally reproduced, and the FFPE model with tempered a-stable waiting times is more efficient in reproducing the observed behavior.展开更多
This paper presents a class of hybrid one-step methods that are obtained by using Cramer's rule and rational approximations to function exp(q). The algorithms fall into the catalogue of implicit formula, which inv...This paper presents a class of hybrid one-step methods that are obtained by using Cramer's rule and rational approximations to function exp(q). The algorithms fall into the catalogue of implicit formula, which involves sth order derivative and s+1 free parameters. The order of the algorithms satisfies s+1≤p≤2s+2. The stability of the methods is also studied, necessary and sufficient conditions for A-stability and L-stability are given. In addition, some examples are also given to demonstrate the method presented.展开更多
文摘This paper presents a class of r-point (r+1)st-order A-stable one-block methods with damping at the infinite point (DIAOB r,r+1 ). Under the conditions of the same order, A-stability, operation count (at each iterative step) and storage space are the same as the methods in , the methods in the paper improve the stability in a neighborhood at the infinite point. And, by using the OOPI method , it possesses much faster rate of convergence for solving systems of nonlinear equations produced by the DIAOB r,r+1 .
文摘In this paper,the necessary and sufficient conditions for generalone-step m ethods to be exponentially fitted atq0∈C aregiven.A classofm ultiderivative hybrid one-step m ethods of order at leasts+ 1 is constructed w ith s+ 1 param eters,w here sis the order of derivative.The necessary and sufficient conditions for these m ethods to be A-stable and exponentially fitted is proved.Furtherm ore,a class ofA-stable 2 param eters hybrid one-step m ethods oforderatleast 8 are constructed,w hich use 4th order derivative.These m ethods are exponentially fitted atq0 if and only if its fitted function f(q) satisfies f(q0)= 0.Finally,an A-stable exponentially fitted m ethod oforder 8 is obtained.
文摘In [1], a class of multiderivative block methods (MDBM) was studied for the numerical solutions of stiff ordinary differential equations. This paper is aimed at solving the problem proposed in [1] that what conditions should be fulfilled for MDBMs in order to guarantee the A-stabilities. The explicit expressions of the polynomialsP(h) and Q(h) in the stability functions h(h)=P(h)/Q(h)are given. Furthermore, we prove P(-h)-Q(h). With the aid of symbolic computations and the expressions of diagonal Fade approximations, we obtained the biggest block size k of the A-stable MDBM for any given l (the order of the highest derivatives used in MDBM,l>1)
文摘In this paper two implicit 2-step hybrid methods are proposed! one has order five, the other six. The stability properties of the methods are analysed. The 5th order method is proved to be A-stable and the 6th order one is not, but still has a relatively large region of absolute stability. The implementation of the 5th order method is also discussed.
基金supported by the National Natural Science Foundation of China under Grants 61372092"863" Program under Grants 2014AA01A701
文摘Full duplex radio increases the frequency efficiency but its performance is limited by the self-interference （SI）. We first analyze the multiple noises in the full duplex radio system and model such noises as an α - stable distribution. Then we formulate a novel non-Gaussian SI problem. Under the maximum correntropy criterion （MCC）, a robust digital non-linear self-interference cancellation algorithm is proposed for the SI channel estimation. A gradient descent based algorithm is derived to search the optimal solution. Simulation results show that the proposed algorithm can achieve a smaller estimation error and a higher pseudo signal to interference plus noise ratio （PSINR） than the well-known least mean square （LMS） algorithm and least square （LS） algorithm.
基金Hu is supported by the National Science Foundation under Grant No.DMS0504783Long is supported by FAU Start-up funding at the C. E. Schmidt College of Science
文摘We study the problem of parameter estimation for mean-reverting α-stable motion, dXt = （a0 - θ0Xt）dt ＋ dZt, observed at discrete time instants. A least squares estimator is obtained and its asymptotics is discussed in the singular case （a0, θ0） = （0, 0）. If a0 = 0, then the mean-reverting α-stable motion becomes Ornstein-Uhlenbeck process and is studied in [7] in the ergodic case θ0 〉 0. For the Ornstein-Uhlenbeck process, asymptotics of the least squares estimators for the singular case （θ0 = 0） and for ergodic case （θ0 〉 0） are completely different.
文摘This paper deals with a stochastic representation of the rainfall process. The analysis of a rainfall time series shows that cumulative representation of a rainfall time series can be modeled as a non-Gaussian random walk with a log-normal jump distribution and a time-waiting distribution following a tempered a-stable probability law. Based on the random walk model, a fractional Fokker-Planck equation （FFPE） with tempered a-stable waiting times was obtained. Through the comparison of observed data and simulated results from the random walk model and FFPE model with tempered a-stable waiting times, it can be concluded that the behavior of the rainfall process is globally reproduced, and the FFPE model with tempered a-stable waiting times is more efficient in reproducing the observed behavior.
基金the National Natural Science Foundation of China (No.69574034)by the Management,Decision and Information System Lab.,Chinese Academy of Sciences.
文摘This paper presents a class of hybrid one-step methods that are obtained by using Cramer's rule and rational approximations to function exp(q). The algorithms fall into the catalogue of implicit formula, which involves sth order derivative and s+1 free parameters. The order of the algorithms satisfies s+1≤p≤2s+2. The stability of the methods is also studied, necessary and sufficient conditions for A-stability and L-stability are given. In addition, some examples are also given to demonstrate the method presented.
