We propose an adaptive stencil construction for high-order accurate finite volume schemes a posteriori stabilized devoted to solve one-dimensional steady-state hyperbolic equations.High accuracy(up to the sixth-order ...We propose an adaptive stencil construction for high-order accurate finite volume schemes a posteriori stabilized devoted to solve one-dimensional steady-state hyperbolic equations.High accuracy(up to the sixth-order presently)is achieved,thanks to polynomial recon-structions while stability is provided with an a posteriori MOOD method which controls the cell polynomial degree for eliminating non-physical oscillations in the vicinity of dis-continuities.We supplemented this scheme with a stencil construction allowing to reduce even further the numerical dissipation.The stencil is shifted away from troubles(shocks,discontinuities,etc.)leading to less oscillating polynomial reconstructions.Experimented on linear,Burgers',and Euler equations,we demonstrate that the adaptive stencil technique manages to retrieve smooth solutions with optimal order of accuracy but also irregular ones without spurious oscillations.Moreover,we numerically show that the approach allows to reduce the dissipation still maintaining the essentially non-oscillatory behavior.展开更多
The evolution of the probability density function of a stochastic dynamical system over time can be described by a Fokker–Planck–Kolmogorov(FPK) equation, the solution of which determines the distribution of macrosc...The evolution of the probability density function of a stochastic dynamical system over time can be described by a Fokker–Planck–Kolmogorov(FPK) equation, the solution of which determines the distribution of macroscopic variables in the stochastic dynamic system. Traditional methods for solving these equations often struggle with computational efficiency and scalability, particularly in high-dimensional contexts. To address these challenges, this paper proposes a novel deep learning method based on prior knowledge with dual training to solve the stationary FPK equations. Initially, the neural network is pre-trained through the prior knowledge obtained by Monte Carlo simulation(MCS). Subsequently, the second training phase incorporates the FPK differential operator into the loss function, while a supervisory term consisting of local maximum points is specifically included to mitigate the generation of zero solutions. This dual-training strategy not only expedites convergence but also enhances computational efficiency, making the method well-suited for high-dimensional systems. Numerical examples, including two different two-dimensional(2D), six-dimensional(6D), and eight-dimensional(8D) systems, are conducted to assess the efficacy of the proposed method. The results demonstrate robust performance in terms of both computational speed and accuracy for solving FPK equations in the first three systems. While the method is also applicable to high-dimensional systems, such as 8D, it should be noted that computational efficiency may be marginally compromised due to data volume constraints.展开更多
In this note we investigate one-dimensional steady-state semicon-ductor devices. We proved the uniqueness of the solution to the unipolar de-vice problem with non-constant mobility.
Based on the theories of conventional electrodes, as well as the properties of microdisk electrode, the i-E equations for chronoamperometry at disk microelectrode for reversible, quasi-reversible and irreversible syst...Based on the theories of conventional electrodes, as well as the properties of microdisk electrode, the i-E equations for chronoamperometry at disk microelectrode for reversible, quasi-reversible and irreversible systems are derived. Steady-state voltammograms for the oxidation of [Fe(CN)6]4- , Fe2+ and ascorbic acid were measured at a series of microdisk electrodes with different radii. The conventional log-plot shows that oxidations of [Fe(CN)6]4- and ascorbic acid are reversible and totally irreversible, respectively, but the oxidation of Fe2+ is reversible at larger radius microdisk electrodes and quasi-reversible at smaller radius microdisk electrodes. The application of the log-plot to the voltammograms yielded a straight line, its slope allows us to evaluate the charge transfer coefficient and the intercept gives values of the electron transfer rate constant.展开更多
The wind effects on steady-state scan characteristics and hit probability of terminal-sensitive projectile were discussed in this paper. Considering wind as the constitutions of the average wind and the impulsive wind...The wind effects on steady-state scan characteristics and hit probability of terminal-sensitive projectile were discussed in this paper. Considering wind as the constitutions of the average wind and the impulsive wind, a simplified wind field model was established for the ballistic calculation of the steady-state scan phase; under the windy condition, the effects of the range wind and the beam wind on the steady-state scan characteristics of the terminal-sensitive projectile were analyzed in detail and its hit probabilities for a certain armored target were calculated. The calculated results show that, when the wind speed exceeds a certain value, the hit probabilities of terminal-sensitive projectile drop rapidly; the wind effects must be considered in the application of the terminal-sensitive projectiles. This paper provides some theoretical references for the fire wind speed correction and the global structure optimization of the terminal-sensitive projectile.展开更多
The majority of nonlinear stochastic systems can be expressed as the quasi-Hamiltonian systems in science and engineering. Moreover, the corresponding Hamiltonian system offers two concepts of integrability and resona...The majority of nonlinear stochastic systems can be expressed as the quasi-Hamiltonian systems in science and engineering. Moreover, the corresponding Hamiltonian system offers two concepts of integrability and resonance that can fully describe the global relationship among the degrees-of-freedom(DOFs) of the system. In this work, an effective and promising approximate semi-analytical method is proposed for the steady-state response of multi-dimensional quasi-Hamiltonian systems. To be specific, the trial solution of the reduced Fokker–Plank–Kolmogorov(FPK) equation is obtained by using radial basis function(RBF) neural networks. Then, the residual generated by substituting the trial solution into the reduced FPK equation is considered, and a loss function is constructed by combining random sampling technique. The unknown weight coefficients are optimized by minimizing the loss function through the Lagrange multiplier method. Moreover, an efficient sampling strategy is employed to promote the implementation of algorithms. Finally, two numerical examples are studied in detail, and all the semi-analytical solutions are compared with Monte Carlo simulations(MCS) results. The results indicate that the complex nonlinear dynamic features of the system response can be captured through the proposed scheme accurately.展开更多
In a magnetohydrodynamic(MHD)driven fluid cell,a plane non-parallel flow in a square domain satisfying a free-slip boundary condition is examined.The energy dissipation of the flow is controlled by the viscosity and l...In a magnetohydrodynamic(MHD)driven fluid cell,a plane non-parallel flow in a square domain satisfying a free-slip boundary condition is examined.The energy dissipation of the flow is controlled by the viscosity and linear friction.The latter arises from the influence of the Hartmann bottom boundary layer in a three-dimensional(3D)MHD experiment in a square bottomed cell.The basic flow in this fluid system is a square eddy flow exhibiting a network of N~2 vortices rotating alternately in clockwise and anticlockwise directions.When N is odd,the instability of the flow gives rise to secondary steady-state flows and secondary time-periodic flows,exhibiting similar characteristics to those observed when N=3.For this reason,this study focuses on the instability of the square eddy flow of nine vortices.It is shown that there exist eight bi-critical values corresponding to the existence of eight neutral eigenfunction spaces.Especially,there exist non-real neutral eigenfunctions,which produce secondary time-periodic flows exhibiting vortices merging in an oscillatory manner.This Hopf bifurcation phenomenon has not been observed in earlier investigations.展开更多
In order to obtain any probability of survival for crack growth life, a randomization method of deterministic equation for probability fracture mechanics is presented. According to this method, the deterministic equat...In order to obtain any probability of survival for crack growth life, a randomization method of deterministic equation for probability fracture mechanics is presented. According to this method, the deterministic equation of fracture mechanics is randomized to stochastic equation, and the parameters of the stochastic equation are estimated by means of the statistics. Three new kinds of random models to gain the p d a/ d N Δ K curve and the γ p d a/ d N Δ K curve (confidence level probability of survival fatigue crack growth rate stress intensity factor range curve) are proposed by using this randomization method. And the p d a/ d N Δ K curves and the γ p d a/ d N Δ K curves determined by these three models are discussed and compared according to the treatment result of the experimental data from CT specimens. From examples, it is found that the three deterministic fatigue crack growth rate equations determined by these models are very near and in agreement with the traditional deterministic fatigue crack growth rate equation, and these models are effectively and easily used to treat fatigue crack growth rate data.展开更多
On the basis of experimental observations on animals, applications to clinical data on patients and theoretical statistical reasoning, the author developed a com-puter-assisted general mathematical model of the ‘prob...On the basis of experimental observations on animals, applications to clinical data on patients and theoretical statistical reasoning, the author developed a com-puter-assisted general mathematical model of the ‘probacent’-probability equation, Equation (1) and death rate (mortality probability) equation, Equation (2) derivable from Equation (1) that may be applica-ble as a general approximation method to make use-ful predictions of probable outcomes in a variety of biomedical phenomena [1-4]. Equations (1) and (2) contain a constant, γ and c, respectively. In the pre-vious studies, the author used the least maximum- difference principle to determine these constants that were expected to best fit reported data, minimizing the deviation. In this study, the author uses the method of computer-assisted least sum of squares to determine the constants, γ and c in constructing the ‘probacent’-related formulas best fitting the NCHS- reported data on survival probabilities and death rates in the US total adult population for 2001. The results of this study reveal that the method of com-puter-assisted mathematical analysis with the least sum of squares seems to be simple, more accurate, convenient and preferable than the previously used least maximum-difference principle, and better fit-ting the NCHS-reported data on survival probabili-ties and death rates in the US total adult population. The computer program of curved regression for the ‘probacent’-probability and death rate equations may be helpful in research in biomedicine.展开更多
The paper develops exponential stability of the analytic solution and convergence in probability of the numerical method for highly nonlinear hybrid stochastic pantograph equation. The classical linear growth conditio...The paper develops exponential stability of the analytic solution and convergence in probability of the numerical method for highly nonlinear hybrid stochastic pantograph equation. The classical linear growth condition is replaced by polynomial growth conditions, under which there exists a unique global solution and the solution is almost surely exponentially stable. On the basis of a series of lemmas, the paper establishes a new criterion on convergence in probability of the Euler-Maruyama approximate solution. The criterion is very general so that many highly nonlinear stochastic pantograph equations can obey these conditions. A highly nonlinear example is provided to illustrate the main theory.展开更多
This article concerns the construction of approximate solutions for a general stochastic integrodifferential equation which is not explicitly solvable and whose coeffcients functionally depend on Lebesgue integrals an...This article concerns the construction of approximate solutions for a general stochastic integrodifferential equation which is not explicitly solvable and whose coeffcients functionally depend on Lebesgue integrals and stochastic integrals with respect to martingales. The approximate equations are linear ordinary stochastic differential equations, the solutions of which are defined on sub-intervals of an arbitrary partition of the time interval and connected at successive division points. The closeness of the initial and approximate solutions is measured in the L^p-th norm, uniformly on the time interval. The convergence with probability one is also given.展开更多
Non-equilibrium fission has been described by diffusion model. In order to describe the diffusion process analytically, the analytical solution of Smoluchowski equation in harmonic oscillator potential is obtained. Th...Non-equilibrium fission has been described by diffusion model. In order to describe the diffusion process analytically, the analytical solution of Smoluchowski equation in harmonic oscillator potential is obtained. This analytical solution is able to describe the probability distribution and the diffusive current with the variable x and t. The results indicate that the probability distribution and the diffusive current are relevant to the initial distribution shape, initial position, and the nuclear temperature T; the time to reach the quasi-stationary state is proportional to friction coefficient beta, but is independent of the initial distribution status and the nuclear temperature T. The prerequisites of negative diffusive current are justified. This method provides an approach to describe the diffusion process for fissile process in complicated potentials analytically.展开更多
We construct new HLL-type moving-water equilibria preserving upwind schemes for the one-dimensional Saint-Venant system of shallow water equations with nonflat bottom topography.The designed first-and secondorder sche...We construct new HLL-type moving-water equilibria preserving upwind schemes for the one-dimensional Saint-Venant system of shallow water equations with nonflat bottom topography.The designed first-and secondorder schemes are tested on a number of numerical examples,in which we verify the well-balanced property as well as the ability of the proposed schemes to accurately capture small perturbations of moving-water steady states.展开更多
In this paper, the method proposed recently by the author for the solution of probability density function (PDF) of nonlinear stochastic systems is presented in detail and extended for more general problems of stochas...In this paper, the method proposed recently by the author for the solution of probability density function (PDF) of nonlinear stochastic systems is presented in detail and extended for more general problems of stochastic differential equations (SDE), therefore the Fokker Planck Kolmogorov (FPK) equation is expressed in general form with no limitation on the degree of nonlinearity of the SDE, the type of δ correlated excitations, the existence of multiplicative excitations, and the dimension of SDE or FPK equation. Examples are given and numerical results are provided for comparing with known exact solution to show the effectiveness of the method.展开更多
Two kinds of mathematical expressions of stock price, one of which based on certain description is the solution of the simplest differential equation (S.D.E.) obtained by method similar to that used in solid mechanics...Two kinds of mathematical expressions of stock price, one of which based on certain description is the solution of the simplest differential equation (S.D.E.) obtained by method similar to that used in solid mechanics,the other based on uncertain description (i.e., the statistic theory)is the assumption of Black_Scholes's model (A.B_S.M.) in which the density function of stock price obeys logarithmic normal distribution, can be shown to be completely the same under certain equivalence relation of coefficients. The range of the solution of S.D.E. has been shown to be suited only for normal cases (no profit, or lost profit news, etc.) of stock market, so the same range is suited for A.B_ S.M. as well.展开更多
The Fokker–Planck–Kolmogorov(FPK) equation plays an essential role in nonlinear stochastic dynamics. However, neither analytical nor numerical solution is available as yet to FPK equations for high-dimensional sys...The Fokker–Planck–Kolmogorov(FPK) equation plays an essential role in nonlinear stochastic dynamics. However, neither analytical nor numerical solution is available as yet to FPK equations for high-dimensional systems. In the present paper, the dimension reduction of FPK equation for systems excited by additive white noise is studied. In the proposed method, probability density evolution method(PDEM), in which a decoupled generalized density evolution equation is solved, is employed to reproduce the equivalent flux of probability for the marginalized FPK equation. A further step of constructing an equivalent coefficient finally completes the dimension-reduction of FPK equation. Examples are illustrated to verify the proposed method.展开更多
In this paper, we consider a degenerate steady-state drift-diffusion model for semiconductors. The pressure function used in this paper is ()(s) = s~α(α 〉 1). We present existence results for general nonlinea...In this paper, we consider a degenerate steady-state drift-diffusion model for semiconductors. The pressure function used in this paper is ()(s) = s~α(α 〉 1). We present existence results for general nonlinear diffhsivities for the degenerate Dirichlet-Neumann mixed boundary value problem.展开更多
Ship rolling in random waves is a complicated nonlinear motion that contributes substantially to ship instability and capsizing.The finite element method(FEM)is employed in this paper to solve the Fokker Planck(FP)equ...Ship rolling in random waves is a complicated nonlinear motion that contributes substantially to ship instability and capsizing.The finite element method(FEM)is employed in this paper to solve the Fokker Planck(FP)equations numerically for homoclinic and heteroclinic ship rolling under random waves described as periodic and Gaussian white noise excitations.The transient joint probability density functions(PDFs)and marginal PDFs of the rolling responses are also obtained.The effects of stimulation strength on ship rolling are further investigated from a probabilistic standpoint.The homoclinic ship rolling has two rolling states,the connection between the two peaks of the PDF is observed when the periodic excitation amplitude or the noise intensity is large,and the PDF is remarkably distributed in phase space.These phenomena increase the possibility of a random jump in ship motion states and the uncertainty of ship rolling,and the ship may lose stability due to unforeseeable facts or conditions.Meanwhile,only one rolling state is observed when the ship is in heteroclinic rolling.As the periodic excitation amplitude grows,the PDF concentration increases and drifts away from the beginning location,suggesting that the ship rolling substantially changes in a cycle and its stability is low.The PDF becomes increasingly uniform and covers a large region as the noise intensity increases,reducing the certainty of ship rolling and navigation safety.The current numerical solutions and analyses may be applied to evaluate the stability of a rolling ship in irregular waves and capsize mechanisms.展开更多
Technical system consisting of two independent subsystems (e.g. hybrid car) is considered. Graduated state graph being homogenous ergodic system of symmetric structure is constructed for the system. Differential Kolmo...Technical system consisting of two independent subsystems (e.g. hybrid car) is considered. Graduated state graph being homogenous ergodic system of symmetric structure is constructed for the system. Differential Kolmogorov equations, describing homogenous Markovian processes with discrete states and continuous time, are listed in symmetric matrix form. Properties of symmetry of matrix of subsystem failure and recovery flow intensity are analyzed. Dependences of characteristic equation coefficients on intensity of failure and recovery flows are obtained. It is demonstrated that the coefficients of characteristic equation meet the demands of functional dependence matching proposed visible analytical solution of complete algebraic equation of fourth order. Depending upon intensity of failure and recovery flows, four roots of characteristic equation are analytically found out. Analytical formulae for state probability of interactive technical system depending upon the roots of characteristic equation are determined using structurally ordered symmetric determinants, involving proper column of set initial data as well as subsystem failure and recovery flow intensity are proposed.展开更多
The coupled system of non-linear second-order reaction differential equation in basic enzyme reaction is formulated and closed analytical ex-pressions for substrate and product concentra-tions are presented. Approxima...The coupled system of non-linear second-order reaction differential equation in basic enzyme reaction is formulated and closed analytical ex-pressions for substrate and product concentra-tions are presented. Approximate analytical me-thod (He’s Homotopy perturbation method) is used to solve the coupled non-linear differential equations containing a non-linear term related to enzymatic reaction. Closed analytical expres-sions for substrate concentration, enzyme sub-strate concentration and product concentration have been derived in terms of dimensionless reaction diffusion parameters k, and us-ing perturbation method. These results are compared with simulation results and are found to be in good agreement. The obtained results are valid for the whole solution domain.展开更多
基金support by FEDER-Fundo Europeu de Desenvolvimento Regional,through COMPETE 2020-Programa Operational Fatores de Competitividade,and the National Funds through FCT-Fundacao para a Ciencia e a Tecnologia,project no.UID/FIS/04650/2019support by FEDER-Fundo Europeu de Desenvolvimento Regional,through COMPETI E 2020-Programa Operacional Fatores de Competitividade,and the National Funds through FCT-Fundacao para a Ciencia e a Tecnologia,project no.POCI-01-0145-FEDER-028118
文摘We propose an adaptive stencil construction for high-order accurate finite volume schemes a posteriori stabilized devoted to solve one-dimensional steady-state hyperbolic equations.High accuracy(up to the sixth-order presently)is achieved,thanks to polynomial recon-structions while stability is provided with an a posteriori MOOD method which controls the cell polynomial degree for eliminating non-physical oscillations in the vicinity of dis-continuities.We supplemented this scheme with a stencil construction allowing to reduce even further the numerical dissipation.The stencil is shifted away from troubles(shocks,discontinuities,etc.)leading to less oscillating polynomial reconstructions.Experimented on linear,Burgers',and Euler equations,we demonstrate that the adaptive stencil technique manages to retrieve smooth solutions with optimal order of accuracy but also irregular ones without spurious oscillations.Moreover,we numerically show that the approach allows to reduce the dissipation still maintaining the essentially non-oscillatory behavior.
基金Project supported by the National Natural Science Foundation of China (Grant No.12172226)。
文摘The evolution of the probability density function of a stochastic dynamical system over time can be described by a Fokker–Planck–Kolmogorov(FPK) equation, the solution of which determines the distribution of macroscopic variables in the stochastic dynamic system. Traditional methods for solving these equations often struggle with computational efficiency and scalability, particularly in high-dimensional contexts. To address these challenges, this paper proposes a novel deep learning method based on prior knowledge with dual training to solve the stationary FPK equations. Initially, the neural network is pre-trained through the prior knowledge obtained by Monte Carlo simulation(MCS). Subsequently, the second training phase incorporates the FPK differential operator into the loss function, while a supervisory term consisting of local maximum points is specifically included to mitigate the generation of zero solutions. This dual-training strategy not only expedites convergence but also enhances computational efficiency, making the method well-suited for high-dimensional systems. Numerical examples, including two different two-dimensional(2D), six-dimensional(6D), and eight-dimensional(8D) systems, are conducted to assess the efficacy of the proposed method. The results demonstrate robust performance in terms of both computational speed and accuracy for solving FPK equations in the first three systems. While the method is also applicable to high-dimensional systems, such as 8D, it should be noted that computational efficiency may be marginally compromised due to data volume constraints.
文摘In this note we investigate one-dimensional steady-state semicon-ductor devices. We proved the uniqueness of the solution to the unipolar de-vice problem with non-constant mobility.
基金Supported by the National Natural Science Foundation of China Changchun Institute of Applied Chemistry of Chinese Academy of Sciences
文摘Based on the theories of conventional electrodes, as well as the properties of microdisk electrode, the i-E equations for chronoamperometry at disk microelectrode for reversible, quasi-reversible and irreversible systems are derived. Steady-state voltammograms for the oxidation of [Fe(CN)6]4- , Fe2+ and ascorbic acid were measured at a series of microdisk electrodes with different radii. The conventional log-plot shows that oxidations of [Fe(CN)6]4- and ascorbic acid are reversible and totally irreversible, respectively, but the oxidation of Fe2+ is reversible at larger radius microdisk electrodes and quasi-reversible at smaller radius microdisk electrodes. The application of the log-plot to the voltammograms yielded a straight line, its slope allows us to evaluate the charge transfer coefficient and the intercept gives values of the electron transfer rate constant.
基金Sponsored by Doctoral Foundation of Ministry of Education of China (20093219120006)
文摘The wind effects on steady-state scan characteristics and hit probability of terminal-sensitive projectile were discussed in this paper. Considering wind as the constitutions of the average wind and the impulsive wind, a simplified wind field model was established for the ballistic calculation of the steady-state scan phase; under the windy condition, the effects of the range wind and the beam wind on the steady-state scan characteristics of the terminal-sensitive projectile were analyzed in detail and its hit probabilities for a certain armored target were calculated. The calculated results show that, when the wind speed exceeds a certain value, the hit probabilities of terminal-sensitive projectile drop rapidly; the wind effects must be considered in the application of the terminal-sensitive projectiles. This paper provides some theoretical references for the fire wind speed correction and the global structure optimization of the terminal-sensitive projectile.
基金Project supported by the National Natural Science Foundation of China (Grant No. 12072118)the Natural Science Funds for Distinguished Young Scholar of the Fujian Province, China (Grant No. 2021J06024)the Project for Youth Innovation Fund of Xiamen, China (Grant No. 3502Z20206005)。
文摘The majority of nonlinear stochastic systems can be expressed as the quasi-Hamiltonian systems in science and engineering. Moreover, the corresponding Hamiltonian system offers two concepts of integrability and resonance that can fully describe the global relationship among the degrees-of-freedom(DOFs) of the system. In this work, an effective and promising approximate semi-analytical method is proposed for the steady-state response of multi-dimensional quasi-Hamiltonian systems. To be specific, the trial solution of the reduced Fokker–Plank–Kolmogorov(FPK) equation is obtained by using radial basis function(RBF) neural networks. Then, the residual generated by substituting the trial solution into the reduced FPK equation is considered, and a loss function is constructed by combining random sampling technique. The unknown weight coefficients are optimized by minimizing the loss function through the Lagrange multiplier method. Moreover, an efficient sampling strategy is employed to promote the implementation of algorithms. Finally, two numerical examples are studied in detail, and all the semi-analytical solutions are compared with Monte Carlo simulations(MCS) results. The results indicate that the complex nonlinear dynamic features of the system response can be captured through the proposed scheme accurately.
基金Project supported by the National Natural Science Foundation of China(No.11571240)the Shenzhen Natural Science Fund of China(the Stable Support Plan Program No.20220805175116001)。
文摘In a magnetohydrodynamic(MHD)driven fluid cell,a plane non-parallel flow in a square domain satisfying a free-slip boundary condition is examined.The energy dissipation of the flow is controlled by the viscosity and linear friction.The latter arises from the influence of the Hartmann bottom boundary layer in a three-dimensional(3D)MHD experiment in a square bottomed cell.The basic flow in this fluid system is a square eddy flow exhibiting a network of N~2 vortices rotating alternately in clockwise and anticlockwise directions.When N is odd,the instability of the flow gives rise to secondary steady-state flows and secondary time-periodic flows,exhibiting similar characteristics to those observed when N=3.For this reason,this study focuses on the instability of the square eddy flow of nine vortices.It is shown that there exist eight bi-critical values corresponding to the existence of eight neutral eigenfunction spaces.Especially,there exist non-real neutral eigenfunctions,which produce secondary time-periodic flows exhibiting vortices merging in an oscillatory manner.This Hopf bifurcation phenomenon has not been observed in earlier investigations.
文摘In order to obtain any probability of survival for crack growth life, a randomization method of deterministic equation for probability fracture mechanics is presented. According to this method, the deterministic equation of fracture mechanics is randomized to stochastic equation, and the parameters of the stochastic equation are estimated by means of the statistics. Three new kinds of random models to gain the p d a/ d N Δ K curve and the γ p d a/ d N Δ K curve (confidence level probability of survival fatigue crack growth rate stress intensity factor range curve) are proposed by using this randomization method. And the p d a/ d N Δ K curves and the γ p d a/ d N Δ K curves determined by these three models are discussed and compared according to the treatment result of the experimental data from CT specimens. From examples, it is found that the three deterministic fatigue crack growth rate equations determined by these models are very near and in agreement with the traditional deterministic fatigue crack growth rate equation, and these models are effectively and easily used to treat fatigue crack growth rate data.
文摘On the basis of experimental observations on animals, applications to clinical data on patients and theoretical statistical reasoning, the author developed a com-puter-assisted general mathematical model of the ‘probacent’-probability equation, Equation (1) and death rate (mortality probability) equation, Equation (2) derivable from Equation (1) that may be applica-ble as a general approximation method to make use-ful predictions of probable outcomes in a variety of biomedical phenomena [1-4]. Equations (1) and (2) contain a constant, γ and c, respectively. In the pre-vious studies, the author used the least maximum- difference principle to determine these constants that were expected to best fit reported data, minimizing the deviation. In this study, the author uses the method of computer-assisted least sum of squares to determine the constants, γ and c in constructing the ‘probacent’-related formulas best fitting the NCHS- reported data on survival probabilities and death rates in the US total adult population for 2001. The results of this study reveal that the method of com-puter-assisted mathematical analysis with the least sum of squares seems to be simple, more accurate, convenient and preferable than the previously used least maximum-difference principle, and better fit-ting the NCHS-reported data on survival probabili-ties and death rates in the US total adult population. The computer program of curved regression for the ‘probacent’-probability and death rate equations may be helpful in research in biomedicine.
基金support from the National Natural Science Foundation of China(70871046,71171091,71191091)Fundamental Research Funds for the Central Universities(2011QN167)
文摘The paper develops exponential stability of the analytic solution and convergence in probability of the numerical method for highly nonlinear hybrid stochastic pantograph equation. The classical linear growth condition is replaced by polynomial growth conditions, under which there exists a unique global solution and the solution is almost surely exponentially stable. On the basis of a series of lemmas, the paper establishes a new criterion on convergence in probability of the Euler-Maruyama approximate solution. The criterion is very general so that many highly nonlinear stochastic pantograph equations can obey these conditions. A highly nonlinear example is provided to illustrate the main theory.
文摘This article concerns the construction of approximate solutions for a general stochastic integrodifferential equation which is not explicitly solvable and whose coeffcients functionally depend on Lebesgue integrals and stochastic integrals with respect to martingales. The approximate equations are linear ordinary stochastic differential equations, the solutions of which are defined on sub-intervals of an arbitrary partition of the time interval and connected at successive division points. The closeness of the initial and approximate solutions is measured in the L^p-th norm, uniformly on the time interval. The convergence with probability one is also given.
文摘Non-equilibrium fission has been described by diffusion model. In order to describe the diffusion process analytically, the analytical solution of Smoluchowski equation in harmonic oscillator potential is obtained. This analytical solution is able to describe the probability distribution and the diffusive current with the variable x and t. The results indicate that the probability distribution and the diffusive current are relevant to the initial distribution shape, initial position, and the nuclear temperature T; the time to reach the quasi-stationary state is proportional to friction coefficient beta, but is independent of the initial distribution status and the nuclear temperature T. The prerequisites of negative diffusive current are justified. This method provides an approach to describe the diffusion process for fissile process in complicated potentials analytically.
基金NSFC grant(No.11771201)by the fund of the Guangdong Provincial Key Laboratory of Computational Science and Material Design(No.2019B030301001)。
文摘We construct new HLL-type moving-water equilibria preserving upwind schemes for the one-dimensional Saint-Venant system of shallow water equations with nonflat bottom topography.The designed first-and secondorder schemes are tested on a number of numerical examples,in which we verify the well-balanced property as well as the ability of the proposed schemes to accurately capture small perturbations of moving-water steady states.
文摘In this paper, the method proposed recently by the author for the solution of probability density function (PDF) of nonlinear stochastic systems is presented in detail and extended for more general problems of stochastic differential equations (SDE), therefore the Fokker Planck Kolmogorov (FPK) equation is expressed in general form with no limitation on the degree of nonlinearity of the SDE, the type of δ correlated excitations, the existence of multiplicative excitations, and the dimension of SDE or FPK equation. Examples are given and numerical results are provided for comparing with known exact solution to show the effectiveness of the method.
文摘Two kinds of mathematical expressions of stock price, one of which based on certain description is the solution of the simplest differential equation (S.D.E.) obtained by method similar to that used in solid mechanics,the other based on uncertain description (i.e., the statistic theory)is the assumption of Black_Scholes's model (A.B_S.M.) in which the density function of stock price obeys logarithmic normal distribution, can be shown to be completely the same under certain equivalence relation of coefficients. The range of the solution of S.D.E. has been shown to be suited only for normal cases (no profit, or lost profit news, etc.) of stock market, so the same range is suited for A.B_ S.M. as well.
基金supported by the National Natural Science Foundation of China(11172210)the Shuguang Program of Shanghai City(11SG21)
文摘The Fokker–Planck–Kolmogorov(FPK) equation plays an essential role in nonlinear stochastic dynamics. However, neither analytical nor numerical solution is available as yet to FPK equations for high-dimensional systems. In the present paper, the dimension reduction of FPK equation for systems excited by additive white noise is studied. In the proposed method, probability density evolution method(PDEM), in which a decoupled generalized density evolution equation is solved, is employed to reproduce the equivalent flux of probability for the marginalized FPK equation. A further step of constructing an equivalent coefficient finally completes the dimension-reduction of FPK equation. Examples are illustrated to verify the proposed method.
基金supported by NSFC (40906048) the Tianyuan Foundation of Mathematics (11026211)+1 种基金 the Natural Science Foundation of the Jiangsu Higher Education Institutions (09KJB110005)the Science Research Foundation of NUIST (20080295)
文摘In this paper, we consider a degenerate steady-state drift-diffusion model for semiconductors. The pressure function used in this paper is ()(s) = s~α(α 〉 1). We present existence results for general nonlinear diffhsivities for the degenerate Dirichlet-Neumann mixed boundary value problem.
基金the National Natural Science Foundation of China(Nos.52088102,51875540)。
文摘Ship rolling in random waves is a complicated nonlinear motion that contributes substantially to ship instability and capsizing.The finite element method(FEM)is employed in this paper to solve the Fokker Planck(FP)equations numerically for homoclinic and heteroclinic ship rolling under random waves described as periodic and Gaussian white noise excitations.The transient joint probability density functions(PDFs)and marginal PDFs of the rolling responses are also obtained.The effects of stimulation strength on ship rolling are further investigated from a probabilistic standpoint.The homoclinic ship rolling has two rolling states,the connection between the two peaks of the PDF is observed when the periodic excitation amplitude or the noise intensity is large,and the PDF is remarkably distributed in phase space.These phenomena increase the possibility of a random jump in ship motion states and the uncertainty of ship rolling,and the ship may lose stability due to unforeseeable facts or conditions.Meanwhile,only one rolling state is observed when the ship is in heteroclinic rolling.As the periodic excitation amplitude grows,the PDF concentration increases and drifts away from the beginning location,suggesting that the ship rolling substantially changes in a cycle and its stability is low.The PDF becomes increasingly uniform and covers a large region as the noise intensity increases,reducing the certainty of ship rolling and navigation safety.The current numerical solutions and analyses may be applied to evaluate the stability of a rolling ship in irregular waves and capsize mechanisms.
文摘Technical system consisting of two independent subsystems (e.g. hybrid car) is considered. Graduated state graph being homogenous ergodic system of symmetric structure is constructed for the system. Differential Kolmogorov equations, describing homogenous Markovian processes with discrete states and continuous time, are listed in symmetric matrix form. Properties of symmetry of matrix of subsystem failure and recovery flow intensity are analyzed. Dependences of characteristic equation coefficients on intensity of failure and recovery flows are obtained. It is demonstrated that the coefficients of characteristic equation meet the demands of functional dependence matching proposed visible analytical solution of complete algebraic equation of fourth order. Depending upon intensity of failure and recovery flows, four roots of characteristic equation are analytically found out. Analytical formulae for state probability of interactive technical system depending upon the roots of characteristic equation are determined using structurally ordered symmetric determinants, involving proper column of set initial data as well as subsystem failure and recovery flow intensity are proposed.
文摘The coupled system of non-linear second-order reaction differential equation in basic enzyme reaction is formulated and closed analytical ex-pressions for substrate and product concentra-tions are presented. Approximate analytical me-thod (He’s Homotopy perturbation method) is used to solve the coupled non-linear differential equations containing a non-linear term related to enzymatic reaction. Closed analytical expres-sions for substrate concentration, enzyme sub-strate concentration and product concentration have been derived in terms of dimensionless reaction diffusion parameters k, and us-ing perturbation method. These results are compared with simulation results and are found to be in good agreement. The obtained results are valid for the whole solution domain.