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Partially-Observed Maximum Principle for Backward Stochastic Differential Delay Equations
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作者 Shuang Wu 《IEEE/CAA Journal of Automatica Sinica》 SCIE EI CSCD 2024年第6期1524-1526,共3页
Dear Editor,This letter investigates a partially-observed optimal control problem for backward stochastic differential delay equations(BSDDEs).By utilizing Girsanov’s theory and convex variational method,we obtain a ... Dear Editor,This letter investigates a partially-observed optimal control problem for backward stochastic differential delay equations(BSDDEs).By utilizing Girsanov’s theory and convex variational method,we obtain a maximum principle on the assumption that the state equation contains time delay and the control domain is convex.The adjoint processes can be represented as the solutions of certain time-advanced stochastic differential equations in finite-dimensional spaces.Linear backward stochastic differential equation(BSDE)was first introduced by Bismut in[1],while general BSDE was given by Pardoux and Peng[2].Since then,the theory of BSDEs developed rapidly.The corresponding optimal control problems,whose states are driven by BSDEs,have also been widely studied by some authors,see[3]-[5]. 展开更多
关键词 STOCHASTIC backward CONVEX
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A compact X-band backward traveling-wave accelerating structure
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作者 Xian-Cai Lin Hao Zha +4 位作者 Jia-Ru Shi Qiang Gao Fang-Jun Hu Qing-Zhu Li Huai-Bi Chen 《Nuclear Science and Techniques》 SCIE EI CAS CSCD 2024年第5期13-29,共17页
Very high-energy electrons(VHEEs)are potential candidates for FLASH radiotherapy for deep-seated tumors.We proposed a compact VHEE facility based on an X-band high-gradient high-power technique.In this study,we invest... Very high-energy electrons(VHEEs)are potential candidates for FLASH radiotherapy for deep-seated tumors.We proposed a compact VHEE facility based on an X-band high-gradient high-power technique.In this study,we investigated and realized the first X-band backward traveling-wave(BTW)accelerating structure as the buncher for a VHEE facility.A method for calculating the parameters of single cell from the field distribution was introduced to simplify the design of the BTW structure.Time-domain circuit equations were applied to calculate the transient beam parameters of the buncher in the unsteady state.A prototype of the BTW structure with a thermionic cathode-diode electron gun was designed,fabricated,and tested at high power at the Tsinghua X-band high-power test stand.The structure successfully operated with 5-MW microwave pulses from the pulse compressor and outputted electron bunches with an energy of 8 MeV and a pulsed current of 108 mA. 展开更多
关键词 backward traveling-wave accelerating structure Equivalent circuit model High-power test Very high-energy electron radiotherapy
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Rapid hologram generation through backward ray tracing and adaptive-resolution wavefront recording plane
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作者 Jianying Zhu Yong Bi +1 位作者 Minyuan Sun Weinan Gao 《Chinese Physics B》 SCIE EI CAS CSCD 2024年第11期291-295,共5页
An advanced method for rapidly computing holograms of large three-dimensional(3D)objects combines backward ray tracing with adaptive resolution wavefront recording plane(WRP)and adaptive angular spectrum propagation.I... An advanced method for rapidly computing holograms of large three-dimensional(3D)objects combines backward ray tracing with adaptive resolution wavefront recording plane(WRP)and adaptive angular spectrum propagation.In the initial phase,a WRP with adjustable resolution and sampling interval based on the object’s size is defined to capture detailed information from large 3D objects.The second phase employs an adaptive angular spectrum method(ASM)to efficiently compute the propagation from the large-sized WRP to the small-sized computer-generated hologram(CGH).The computation process is accelerated using CUDA and OptiX.Optical experiments confirm that the algorithm can generate high-quality holograms with shadow and occlusion effects at a resolution of 1024×1024 in 29 ms. 展开更多
关键词 computer-generated hologram(CGH) wavefront recording plane(WRP) backward ray tracing
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Dielectric Resonator Magnetoelectric Dipole Arrays with Low Cross Polarization,Backward Radiation,and Mutual Coupling for MIMO Base Station Applications
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作者 Song Simin Da Yiran +4 位作者 Qian Bingyi Huang Xiaoyu Chen Xiaoming Li Yingsong Ahmed A.Kishk 《China Communications》 SCIE CSCD 2024年第6期290-304,共15页
Dielectric resonator magnetoelectric dipole(DRMED)arrays with enhanced isolation,reduced cross-polarization,and backward radiation are proposed for base station(BS)applications.The proposed antenna comprises an elevat... Dielectric resonator magnetoelectric dipole(DRMED)arrays with enhanced isolation,reduced cross-polarization,and backward radiation are proposed for base station(BS)applications.The proposed antenna comprises an elevated dielectric resonator antenna(DRA)on a small metal plate above a sizeable common ground plane.The DRA is designed in its T Eδ11 mode,acting like a magnetic dipole.The surface current excited by the differential probes flowing on the small ground plane is equivalent to an electric dipole.Since these two equivalent dipoles are orthogonal,they have the magnetoelectric dipole characteristics with reduced backward radiation.Meanwhile,the small ground planes can be treated as decoupling structures to provide a neutralization path to cancel the original coupling path.A linearly-polarized 4-element prototype array was verified experimentally in previous work.Here,a dual-polarized DRMED antenna is presented to construct a 2-element and 4×4 array for BS applications.To investigate its MIMO performance,sophisticated multi-cell scenario simulations are carried out.By using the proposed dualpolarized DRMED array,the cellular system capacityis improved by 118.6%compared to a conventional DRA array.This significant MIMO system improvement is mainly due to the reduced backward radiation and,therefore,reduced inter-cell interferences.Measurements align well with the simulations. 展开更多
关键词 backward radiation dielectric resonator antennas(DRAs) isolation magnetoelectric-dipole(ME-dipole)antennas
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Influences of electric-hydraulic chattering on backward extrusion process of 6061 aluminum alloy 被引量:4
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作者 胡新华 王志恒 +3 位作者 鲍官军 洪潇潇 薛军义 杨庆华 《Transactions of Nonferrous Metals Society of China》 SCIE EI CAS CSCD 2015年第9期3056-3063,共8页
The possibility of the electric-hydraulic chattering technology and its application in the cold extrusion were presented.The conventional and electric-hydraulic chattering assisted backward extrusion processes were pe... The possibility of the electric-hydraulic chattering technology and its application in the cold extrusion were presented.The conventional and electric-hydraulic chattering assisted backward extrusion processes were performed on 6061 aluminum alloy billets at room temperature.The experimental results showed that 5.65% reduction in the extrusion load was attained if the die and ejector were vibrated at a frequency of 100 Hz and amplitude of 0.013 mm in the longitudinal direction.The friction coefficient at the billet and tool system interface determined from the finite element analysis(FEA) decreased from 0.2 without chattering to 0.1 with application of electric-hydraulic chattering.The higher values of instantaneous velocity and direction change of material flow were achieved during the chattering assisted backward extrusion process.The strain distribution of the chattering assisted backward extrusion billet revealed lower maximum strain and smoother strain distribution in comparison with that produced by the conventional extrusion method. 展开更多
关键词 6061aluminum alloy conventional backward extrusion electric-hydraulic chattering assisted backward extrusion finite element analysis material flow strain distribution
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关于系数平方增长的带跳BSDE的解(Ⅰ) 被引量:1
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作者 司徒荣 黄纬 《中山大学学报(自然科学版)》 CAS CSCD 北大核心 2004年第6期48-51,共4页
讨论了系数关于q为平方增长,p和-y为指数增长的带跳倒向随机微分方程(BSDE)解的存在性,以及有这种系数的反射BSDE解的存在性。
关键词 带跳倒向随机微分方程(bsde) 反射bsde 平方增长系数 ITO公式 GIRSANOV定理 解的存在定理
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Inhomogeneity of density and mechanical properties of A357 aluminum alloy backward extruded in semi-solid state 被引量:6
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作者 杜之明 陈刚 +1 位作者 程远胜 谢水生 《Transactions of Nonferrous Metals Society of China》 SCIE EI CAS CSCD 2011年第10期2285-2293,共9页
The inhomogeneity of density and mechanical properties of A357 aluminum alloy in the semi-solid state were investigated.Numerical simulation and backward extrusion were adopted to study the preparation of cup shells.T... The inhomogeneity of density and mechanical properties of A357 aluminum alloy in the semi-solid state were investigated.Numerical simulation and backward extrusion were adopted to study the preparation of cup shells.The results show that the relative density of the wall is the lowest in samples,and that of the base is the highest.With increasing the billet height,more time is needed for relative density of the corner to reach the maximum value,and the relative densities in every region improve evidently with increasing the pressure.The tensile stress was simulated to be the largest at the corner,and the hot tearings were forecasted to mainly appear at the corner too.By employing proper billet height and pressure,the extruded samples consisted of fine and uniform microstructures,and can obtain excellent mechanical properties and Brinell hardness. 展开更多
关键词 A357 aluminum alloy INHOMOGENEITY semi-solid state backward extrusion numerical simulation
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基于BSDE的开放式基金赎回风险控制模型 被引量:2
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作者 任达 张海峰 《系统工程学报》 CSCD 北大核心 2009年第4期484-488,共5页
目前我国开放式基金发展迅速,并已经成为基金业发展的重心,但与此同时却经常面临着大规模的赎回问题.通过借鉴国内外经验,针对开放式基金本身的管理和运作特点,综合运用系统工程、倒向随机微分方程(BSDE)的方法,以更好地配备投资组合为... 目前我国开放式基金发展迅速,并已经成为基金业发展的重心,但与此同时却经常面临着大规模的赎回问题.通过借鉴国内外经验,针对开放式基金本身的管理和运作特点,综合运用系统工程、倒向随机微分方程(BSDE)的方法,以更好地配备投资组合为目标,来解决开放式基金的现金预留比例问题,从而为基金管理人规避这种由巨额赎回引起的波动性风险提供了又一种方法.最后,用现实中的数据进行了具体的算例分析. 展开更多
关键词 开放式基金 巨额赎回 倒向随机微分方程 预留现金比例
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关于系数平方增长的带跳BSDE的解(Ⅱ)
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作者 司徒荣 黄纬 《中山大学学报(自然科学版)》 CAS CSCD 北大核心 2005年第1期1-4,共4页
进一步讨论了系数 b(t, y, q, p,ω)关于| q|为平方增长的倒向随机微分方程(BSDE): yt= Y+∫Tt∫Z∫Z ps(z) Nk(ds,dz),t∈[0,T];及反射BSDE的解的极限定理、 qsdws-∫T ys, qs, ps,ω)ds-∫T ps(z)Π(dz)ds-∫Tttt解的比较定理及解... 进一步讨论了系数 b(t, y, q, p,ω)关于| q|为平方增长的倒向随机微分方程(BSDE): yt= Y+∫Tt∫Z∫Z ps(z) Nk(ds,dz),t∈[0,T];及反射BSDE的解的极限定理、 qsdws-∫T ys, qs, ps,ω)ds-∫T ps(z)Π(dz)ds-∫Tttt解的比较定理及解的惟一性定理。并分别给出了例子。 展开更多
关键词 带跳倒向随机微分方程(bsde) 反射bsde 解的极限定理 比较定理 惟一性定理
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由Lvy过程驱动的BSDE定义的一般非线性期望(英文)
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作者 李标 徐静 张波 《数学杂志》 CSCD 北大核心 2011年第4期599-605,共7页
本文研究了平凡可积随机变量的一类非线性期望f-期望.利用陈增敬推广g-期望的方法,扩张了f-期望的定义空间.
关键词 bsde 非线性期望 f-期望 Lvy过程
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政治小说的语言策略——以Looking Backward的四个汉译文本为中心 被引量:1
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作者 武春野 《文学评论丛刊》 CSSCI 2015年第1期14-24,共11页
晚清来华传教士将政治小说传入中国,其参与实际政治问题的讨论、强烈的入世精神、变革意识,完全不同于此前抒怀式的中国文学,更是改变了文学向来是"小道"和"消遣"的命运,为文学接下来占领文化领域的制高点,做了重... 晚清来华传教士将政治小说传入中国,其参与实际政治问题的讨论、强烈的入世精神、变革意识,完全不同于此前抒怀式的中国文学,更是改变了文学向来是"小道"和"消遣"的命运,为文学接下来占领文化领域的制高点,做了重要的铺垫。美国人爱德华·贝拉米(Edward Bellamy)的乌托邦~①小说Looking Backward 2000-1887最早由英国传教士李提摩太(Timothy Richard)以文言译出,在晚清文化政治运动中影响广泛,此后迭经翻译,直至20世纪60年代尚有新译本。各译本选择了不同文体和语言风格,其翻译策略可以见出晚清以来书面语言的变迁、小说在社会改革中扮演的角色以及小说读者群的变化。 展开更多
关键词 LOOKING backward 2000-1887 政治小说 乌托邦 翻译
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一类非Lipschitz条件的BSDE解的存在唯一性 被引量:3
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作者 冉启康 《工程数学学报》 CSCD 北大核心 2006年第2期286-292,共7页
本文讨论了倒向随机微分方程在f(t,y,z)满足:(?)N>0,(?)CN0,LN>0,使得对任意y1,y2∈Rn,z1,z2∈Rn×d 当0≤|y1|,|y2|,|z1|,|z2|≤N时,有 |f,(s,y1,z1)-f(s,y2,z2)|2≤CNK(t,|y1-y2|2)+LN|z1-z2|2 的非Lipschitz条件时解的存... 本文讨论了倒向随机微分方程在f(t,y,z)满足:(?)N>0,(?)CN0,LN>0,使得对任意y1,y2∈Rn,z1,z2∈Rn×d 当0≤|y1|,|y2|,|z1|,|z2|≤N时,有 |f,(s,y1,z1)-f(s,y2,z2)|2≤CNK(t,|y1-y2|2)+LN|z1-z2|2 的非Lipschitz条件时解的存在性和唯一性。2003年,王赢、王向荣证明了一类倒向随机微分方程解的存在唯一性,我们使用函数逼近法,得到一列满足王赢,王向荣文中条件的倒向随机微分方程,因而每个方程均有唯一解,然后通过取极限的方法证明我们所讨论的方程有唯一解(Y Z),从而推广了他们的结果。 展开更多
关键词 倒向随机微分方程 ITO公式 GRONWALL不等式 存在唯一性
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二维Master均值方程Backward的形式
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作者 申洪 陈福生 《数学物理学报(A辑)》 CSCD 北大核心 1992年第4期429-435,共7页
如果二维Backward Master平均值方程的转移概率可用参数展开,我们证明了该方程可转化成一系列闭合的线性微分方程组。利用偏微分方程的特征方程组解法,在某种条件下我们求出了均值;将所得结果与线性噪音近似的结果比较,可得扩散系数D_x... 如果二维Backward Master平均值方程的转移概率可用参数展开,我们证明了该方程可转化成一系列闭合的线性微分方程组。利用偏微分方程的特征方程组解法,在某种条件下我们求出了均值;将所得结果与线性噪音近似的结果比较,可得扩散系数D_x、D_xy、D_y;最后证明了一般情况下线性噪音近似是不适合的。 展开更多
关键词 Master方程 二维 backward形式
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BSDE解的存在唯一性研究状况
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作者 颜宝平 《铜仁学院学报》 2010年第2期123-125,共3页
对倒向随机微分方程解的存在唯一性的研究现状进行了探讨,为今后该问题的研究提供方向。
关键词 bsde 存在唯一性 条件
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一类BSDE解的存在唯一性及其稳定性
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作者 黄珍 王赢 《山东科技大学学报(自然科学版)》 CAS 2006年第3期106-109,共4页
在系数满足一类非Lipschitz条件下证明了Duffie-Epstein框架下倒向随机微分方程的局部与整体解的存在唯一性并研究了解的稳定性问题。
关键词 倒向随机微分方程 LIPSCHITZ 存在唯一性 稳定性
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简单Lévy过程驱动的BSDE的一个比较定理
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作者 吕文 王炳章 《烟台大学学报(自然科学与工程版)》 CAS 北大核心 2010年第2期91-95,共5页
利用有界非增Lipschitz函数序列逼近右连续函数的技巧,首先证明了一类由简单Lévy过程驱动的具有右连续系数的倒向随机微分方程解的存在性,继而得到了最大解的存在性,证明了这类倒向随机微分方程的最大解的比较定理,在解唯一的情形... 利用有界非增Lipschitz函数序列逼近右连续函数的技巧,首先证明了一类由简单Lévy过程驱动的具有右连续系数的倒向随机微分方程解的存在性,继而得到了最大解的存在性,证明了这类倒向随机微分方程的最大解的比较定理,在解唯一的情形下给出了相应的比较定理. 展开更多
关键词 倒向随机微分方程 LÉVY过程 比较定理 It公式
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具有非一致Lipschitz系数的BSDEs的L^p解(英文)
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作者 宋丽 刘茜 《应用概率统计》 CSCD 北大核心 2012年第5期449-456,共8页
本文考虑了一类具有非一致Lipschitz系数的倒向随机微分方程(BSDEs).证明了,当1<p≤2时,此类方程Lp解的存在唯一性.
关键词 倒向随机微分方程 非一致Lipschitz Lp解
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Effects of backward path parameters on formability in conventional spinning of aluminum hemispherical parts 被引量:4
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作者 甘甜 于忠奇 +2 位作者 赵亦希 S.A.EVSYUKOV 来新民 《Transactions of Nonferrous Metals Society of China》 SCIE EI CAS CSCD 2018年第2期328-339,共12页
During multi-pass conventional spinning, roller paths combined with the forward and the backward pass are usually used to improve the material formability. In order to understand the backward spinning process properly... During multi-pass conventional spinning, roller paths combined with the forward and the backward pass are usually used to improve the material formability. In order to understand the backward spinning process properly, the backward roller paths of hemispherical parts with aluminum alloy 2024-O are analyzed. Finite element model with parameterized conventional spinning roller paths, which are based on quadratic Bezier curves, is developed to explore the evolution of the stress, strain and thinning during the backward processes. Analysis of the simulation results reveals stress and strain features of backward pass spinning. According to the findings, the application of the backward pass can obviously improve the uniformity of wall thickness. Furthermore, references of the parameters in future backward path design are provided. 展开更多
关键词 conventional spinning multi-pass forming roller path design backward pass
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EVOLUTION OF DYNAMIC GAMES AND BACKWARD INDUCTION 被引量:1
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作者 史剑新 韩文秀 《Transactions of Tianjin University》 EI CAS 2001年第1期61-63,共3页
As an efficient method of solving subgame-perfect Nash equilibrium,the backward induction is analyzed from an evolutionary point of view in this paper,replacing a player with a population and turning a game into a pop... As an efficient method of solving subgame-perfect Nash equilibrium,the backward induction is analyzed from an evolutionary point of view in this paper,replacing a player with a population and turning a game into a population game,which shows that equilibrium of a perfect information game is the unique evolutionarily stable outcome for dynamic models in the limit. 展开更多
关键词 backward induction dynamic games of perfect information subgame-perfect Nash equilibrium EVOLUTION
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Forward-backward热方程差分逼近的直接算法
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作者 叶兴德 《浙江大学学报(理学版)》 CAS CSCD 2002年第2期125-128,共4页
通过利用区域分解技术和并行算法的思想 ,把原问题分解为几个完全独立的子区域上的问题 ,并直接并行求解 ,然后把这些解作适当的线性组合 ,得到原问题的解 .给出了 Forward-
关键词 直接算法 Forward-backward热方程 有限差分方法 差分逼近 差分格式 区域分解技术 并行算法
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