The Gravity Recovery and Climate Experiment(GRACE) mission can significantly improve our knowledge of the temporal variability of the Earth's gravity field.We obtained monthly gravity field solutions based on varia...The Gravity Recovery and Climate Experiment(GRACE) mission can significantly improve our knowledge of the temporal variability of the Earth's gravity field.We obtained monthly gravity field solutions based on variational equations approach from GPS-derived positions of GRACE satellites and K-band range-rate measurements.The impact of different fixed data weighting ratios in temporal gravity field recovery while combining the two types of data was investigated for the purpose of deriving the best combined solution.The monthly gravity field solution obtained through above procedures was named as the Institute of Geodesy and Geophysics(IGG) temporal gravity field models.IGG temporal gravity field models were compared with GRACE Release05(RL05) products in following aspects:(i) the trend of the mass anomaly in China and its nearby regions within 2005-2010; (ii) the root mean squares of the global mass anomaly during 2005-2010; (iii) time-series changes in the mean water storage in the region of the Amazon Basin and the Sahara Desert between 2005 and 2010.The results showed that IGG solutions were almost consistent with GRACE RL05 products in above aspects(i)-(iii).Changes in the annual amplitude of mean water storage in the Amazon Basin were 14.7 ± 1.2 cm for IGG,17.1 ± 1.3 cm for the Centre for Space Research(CSR),16.4 ± 0.9 cm for the GeoForschungsZentrum(GFZ) and 16.9 ± 1.2 cm for the Jet Propulsion Laboratory(JPL) in terms of equivalent water height(EWH),respectively.The root mean squares of the mean mass anomaly in Sahara were 1.2 cm,0.9 cm,0.9 cm and 1.2 cm for temporal gravity field models of IGG,CSR,GFZ and JPL,respectively.Comparison suggested that IGG temporal gravity field solutions were at the same accuracy level with the latest temporal gravity field solutions published by CSR,GFZ and JPL.展开更多
Based on the theory and technique of nonlinear geometric field theory of continuum, a more general incremental variational equation for elastic and plastic large deformation in co-moving coordinate is established in t...Based on the theory and technique of nonlinear geometric field theory of continuum, a more general incremental variational equation for elastic and plastic large deformation in co-moving coordinate is established in this paper. An expression for two and three-ditnensicnal continua is derived, and the incremental variational equation for large deformation of changing boundary contact and the variational inequality in rate form tire obtained, which provides the theoretical basis for the computation of elastic-plastic large deformation contact problem with friction.展开更多
In this paper the boundedness of a derived function of a solution about a class of diffusion variational equations is discussed. The application of it to related stochastic analysis problems is also illustrated. What ...In this paper the boundedness of a derived function of a solution about a class of diffusion variational equations is discussed. The application of it to related stochastic analysis problems is also illustrated. What should be emphasized is that the problem discussed and the ways proved in this paper are fundamentally new and the conclusion of this paper is fairly profound.展开更多
Product variation reduction is critical to improve process efficiency and product quality, especially for multistage machining process(MMP). However, due to the variation accumulation and propagation, it becomes qui...Product variation reduction is critical to improve process efficiency and product quality, especially for multistage machining process(MMP). However, due to the variation accumulation and propagation, it becomes quite difficult to predict and reduce product variation for MMP. While the method of statistical process control can be used to control product quality, it is used mainly to monitor the process change rather than to analyze the cause of product variation. In this paper, based on a differential description of the contact kinematics of locators and part surfaces, and the geometric constraints equation defined by the locating scheme, an improved analytical variation propagation model for MMP is presented. In which the influence of both locator position and machining error on part quality is considered while, in traditional model, it usually focuses on datum error and fixture error. Coordinate transformation theory is used to reflect the generation and transmission laws of error in the establishment of the model. The concept of deviation matrix is heavily applied to establish an explicit mapping between the geometric deviation of part and the process error sources. In each machining stage, the part deviation is formulized as three separated components corresponding to three different kinds of error sources, which can be further applied to fault identification and design optimization for complicated machining process. An example part for MMP is given out to validate the effectiveness of the methodology. The experiment results show that the model prediction and the actual measurement match well. This paper provides a method to predict part deviation under the influence of fixture error, datum error and machining error, and it enriches the way of quality prediction for MMP.展开更多
With classical variable mass and relativistic variable mass cases being considered.the relativistic D' Alembert principles of Lagrange form Nielsen form and Appell. form for variable mass controllable mechanical s...With classical variable mass and relativistic variable mass cases being considered.the relativistic D' Alembert principles of Lagrange form Nielsen form and Appell. form for variable mass controllable mechanical system are given the relativistic Chaplygin equation. Nielsen equation and Appell equation .for variable mass controllable mechanical system in quasi-coordinates and generalized- coordinates are obtained, and the equations of motion of relativistic controllable mechanical system for holonomic system and constant mass system are diseussed展开更多
The formulation of multibody dynamics was studied based on variational principle. The body coonection matrix was introduced to define the connection configuration. The expression for the system kinematics was obtained...The formulation of multibody dynamics was studied based on variational principle. The body coonection matrix was introduced to define the connection configuration. The expression for the system kinematics was obtained by using the body connection matrix. From variational principle the general dynamical equations for multibody system were derived and the dynamical equations were given for multibody system subjected to the constraints.展开更多
A total variation diminishing-weighted average flux (TVD-WAF)-based hybrid numerical scheme for the enhanced version of nonlinearly dispersive Boussinesq-type equations was developed. The one-dimensional governing e...A total variation diminishing-weighted average flux (TVD-WAF)-based hybrid numerical scheme for the enhanced version of nonlinearly dispersive Boussinesq-type equations was developed. The one-dimensional governing equations were rewritten in the conservative form and then discretized on a uniform grid. The finite volume method was used to discretize the flux term while the remaining terms were approximated with the finite difference method. The second-order TVD-WAF method was employed in conjunction with the Harten-Lax-van Leer (HLL) Riemann solver to calculate the numerical flux, and the variables at the cell interface for the local Riemann problem were reconstructed via the fourth- order monotone upstream-centered scheme for conservation laws (MUSCL). The time marching scheme based on the third-order TVD Runge- Kutta method was used to obtain numerical solutions. The model was validated through a series of numerical tests, in which wave breaking and a moving shoreline were treated. The good agreement between the computed results, documented analytical solutions, and experimental data demonstrates the correct discretization of the governing equations and high accuracy of the proposed scheme, and also conforms the advantages of the proposed shock-capturing scheme for the enhanced version of the Boussinesq model, including the convenience in the treatment of wave breaking and moving shorelines and without the need for a numerical filter.展开更多
A class of stationary models of singular stochastic control has been studied, in which the state is extended to solution of a class of S.D.E. from Wiener process. The existence of optimal control has been proved in al...A class of stationary models of singular stochastic control has been studied, in which the state is extended to solution of a class of S.D.E. from Wiener process. The existence of optimal control has been proved in all cases under some weaker conditions, and the structure of optimal control may be characterized.展开更多
A theoretical method for static analysis of naturally curved and twisted beams under complicated loads was presented, with special attention devoted to the solving process of governing equations which take into accoun...A theoretical method for static analysis of naturally curved and twisted beams under complicated loads was presented, with special attention devoted to the solving process of governing equations which take into account the effects of torsion-related warping as well as transverse shear deformations. These governing equations, in special cases, can be readily solved and yield the solutions to the problem. The solutions can be used for the analysis of the beams, including the calculation of various internal forces, stresses, strains and displacements. The present theory will be used to investigate the stresses and displacements of a plane curved beam subjected to the action of horizontal and vertical distributed loads. The numerical results obtained by the present theory are found to be in very good agreement with the results of the FEM results. Besides, the present theory is not limited to the beams with a double symmetric cross-section, it can also be extended to those with arbitrary cross-sectional shape.展开更多
In the present paper, the authors announce a newlyproved theorem of theirs. This theorem is of principal significance to numerical computation of solutions of variational equations.
A coupled system of three nonlinear oscillators with symmetric couplings is studied.It turns out that there exists a reduced variational equation to the in phase periodic solution of such a coupled system.By the symme...A coupled system of three nonlinear oscillators with symmetric couplings is studied.It turns out that there exists a reduced variational equation to the in phase periodic solution of such a coupled system.By the symmetry one establishes a structural property for the monodromy matrix of the reduced variational equation,which simplifies the computation of multipliers to a great extent.As an application of the above results,a coupled system of three Poincare oscillators is discussed as well.展开更多
We prove the global existence and uniqueness of admissible weak solutions to an asymptotic equation of a nonlinear hyperbolic variational wave equation with nonnegative L^2(R) initial data.
Sun synchronous orbit and frozen orbit formed due to J 2 perturbation have very strict constraints on orbital parameters,which have restricted the application a lot.In this paper,several control strategies were illust...Sun synchronous orbit and frozen orbit formed due to J 2 perturbation have very strict constraints on orbital parameters,which have restricted the application a lot.In this paper,several control strategies were illustrated to realize Sun synchronous frozen orbit with arbitrary orbital elements using continuous low-thrust.Firstly,according to mean element method,the averaged rate of change of the orbital elements,originating from disturbing constant accelerations over one orbital period,was derived from Gauss' variation of parameters equations.Then,we proposed that binormal acceleration could be used to realize Sun synchronous orbit,and radial or transverse acceleration could be adopted to eliminate the rotation of the argument of the perigee.Finally,amending methods on the control strategies mentioned above were presented to eliminate the residual secular growth.Simulation results showed that the control strategies illustrated in this paper could realize Sun synchronous frozen orbit with arbitrary orbital elements,and can save much more energy than the schemes presented in previous studies,and have no side effect on other orbital parameters' secular motion.展开更多
In this paper, we derive the stochastic maximum principle for optimal control problems of the forward-backward Markovian regime-switching system. The control system is described by an anticipated forward-backward stoc...In this paper, we derive the stochastic maximum principle for optimal control problems of the forward-backward Markovian regime-switching system. The control system is described by an anticipated forward-backward stochastic pantograph equation and modulated by a continuous-time finite-state Markov chain. By virtue of classical variational approach, duality method, and convex analysis, we obtain a stochastic maximum principle for the optimal control.展开更多
In this paper,we establish a second-order necessary conditions for stochastic optimal control for jump diffusions.The controlled system is described by a stochastic differential systems driven by Poisson random measur...In this paper,we establish a second-order necessary conditions for stochastic optimal control for jump diffusions.The controlled system is described by a stochastic differential systems driven by Poisson random measure and an independent Brownian motion.The control domain is assumed to be convex.Pointwise second-order maximum principle for controlled jump diffusion in terms of the martingale with respect to the time variable is proved.The proof of the main result is based on variational approach using the stochastic calculus of jump diffusions and some estimates on the state processes.展开更多
Recently, international academic circles advanced a class of new stochastic control models of a geometric Brownian motion which is an important kind of impulse control models whose cost structure is different from the...Recently, international academic circles advanced a class of new stochastic control models of a geometric Brownian motion which is an important kind of impulse control models whose cost structure is different from the others before, and it has a broad applying background and important theoretical significance in financial control and management of investment.This paper generalizes substantially the above stochastic control models under quite extensive conditions and describes the models more exactly under more normal theoretical system of stochastic process.By establishing a set of proper variational equations and proving the existence of its solution, and applying the means of stochastic analysis, this paper proves that the generalized stochastic control models have optimal controls.Meanwhile, we also analyze the structure of optimal controls carefully.Besides, we study the solution function of variational equations in a relatively deep-going way, which constitutes the value function of control models to some extent.Because the analysis methods of this paper are greatly different from those of original reference, this paper possesses considerable originality to some extent.In addition, this paper gives the strict proof to the part of original reference which is not fairly well-knit in analyses, and makes analyses and discussions of the model have the exactitude of mathematical sense.展开更多
In this paper,we study the recursive stochastic optimal control problems.The control domain does not need to be convex,and the generator of the backward stochastic differential equation can contain z.We obtain the var...In this paper,we study the recursive stochastic optimal control problems.The control domain does not need to be convex,and the generator of the backward stochastic differential equation can contain z.We obtain the variational equations for backward stochastic differential equations,and then obtain the maximum principle which solves completely Peng’s open problem.展开更多
When parametric functions are used to blend 3D surfaces, geometric continuity of displacements and derivatives until to the surface boundary must be satisfied. By the traditional blending techniques, however, arbitrar...When parametric functions are used to blend 3D surfaces, geometric continuity of displacements and derivatives until to the surface boundary must be satisfied. By the traditional blending techniques, however, arbitrariness of the solutions arises to cause a difficulty in choosing a suitable blending surface. Hence to explore new blending techniques is necessary to construct good surfaces so as to satisfy engineering requirements. In this paper, a blending surface is described as a flexibly elastic plate both in partial differential equations and in their variational equations, thus to lead to a unique solution in a sense of the minimal global surface curvature. Boundary penalty finite element methods (BP-FEMs) with and without approximate integration are proposed to handle the complicated constraints along the blending boundary. Not only have the optimal convergence rate O(h(2)) of second order generalized derivatives of the solutions in the solution domain been obtained, but also the high convergence rate O(h(4)) of the tangent boundary condition of the solutions can be achieved, where h is the maximal boundary length of rectangular elements used. Moreover, useful guidance in computation is discovered to deal with interpolation and approximation in the boundary penalty integrals. A numerical example is also provided to verify perfectly the main theoretical analysis made. This paper yields a framework of mathematical modelling, numerical techniques and error analysis to the general and complicated blending problems.展开更多
This paper studies the optimal control of a fully-coupled forward-backward doubly stochastic system driven by Ito-Lévy processes under partial information.The existence and uniqueness of the solution are obtained...This paper studies the optimal control of a fully-coupled forward-backward doubly stochastic system driven by Ito-Lévy processes under partial information.The existence and uniqueness of the solution are obtained for a type of fully-coupled forward-backward doubly stochastic differential equations(FBDSDEs in short).As a necessary condition of the optimal control,the authors get the stochastic maximum principle with the control domain being convex and the control variable being contained in all coefficients.The proposed results are applied to solve the forward-backward doubly stochastic linear quadratic optimal control problem.展开更多
Since the inclination of frozen orbit with non-rotation of the perigee that occurs due to J2 perturbation must be equal to the critical inclination, this regulation has restricted the application of frozen orbit a lot...Since the inclination of frozen orbit with non-rotation of the perigee that occurs due to J2 perturbation must be equal to the critical inclination, this regulation has restricted the application of frozen orbit a lot. In this paper, we propose two control strategies to eliminate the secular growth of the argument of the perigee for orbits that are not at the critical inclination. One control strategy is using transverse continuous low-thrust, and the other is using both the transverse and the radial continuous low-thrusts. Fuel optimization in the second control strategy is addressed to make sure that the fuel consumption is the minimum. Both strategies have no effect on other orbital parameters’ secular motion. It is proved that the strategy with transverse control could save more energy than the one with radial control. Simulations show that the second control strategy could save 54.6% and 86% of energy, respectively, compared with the two methods presented in the references.展开更多
基金funded by the Major National Scientific Research Plan(2013CB733305,2012CB957703)the National Natural Science Foundation of China(41174066,41131067,41374087,41431070)
文摘The Gravity Recovery and Climate Experiment(GRACE) mission can significantly improve our knowledge of the temporal variability of the Earth's gravity field.We obtained monthly gravity field solutions based on variational equations approach from GPS-derived positions of GRACE satellites and K-band range-rate measurements.The impact of different fixed data weighting ratios in temporal gravity field recovery while combining the two types of data was investigated for the purpose of deriving the best combined solution.The monthly gravity field solution obtained through above procedures was named as the Institute of Geodesy and Geophysics(IGG) temporal gravity field models.IGG temporal gravity field models were compared with GRACE Release05(RL05) products in following aspects:(i) the trend of the mass anomaly in China and its nearby regions within 2005-2010; (ii) the root mean squares of the global mass anomaly during 2005-2010; (iii) time-series changes in the mean water storage in the region of the Amazon Basin and the Sahara Desert between 2005 and 2010.The results showed that IGG solutions were almost consistent with GRACE RL05 products in above aspects(i)-(iii).Changes in the annual amplitude of mean water storage in the Amazon Basin were 14.7 ± 1.2 cm for IGG,17.1 ± 1.3 cm for the Centre for Space Research(CSR),16.4 ± 0.9 cm for the GeoForschungsZentrum(GFZ) and 16.9 ± 1.2 cm for the Jet Propulsion Laboratory(JPL) in terms of equivalent water height(EWH),respectively.The root mean squares of the mean mass anomaly in Sahara were 1.2 cm,0.9 cm,0.9 cm and 1.2 cm for temporal gravity field models of IGG,CSR,GFZ and JPL,respectively.Comparison suggested that IGG temporal gravity field solutions were at the same accuracy level with the latest temporal gravity field solutions published by CSR,GFZ and JPL.
文摘Based on the theory and technique of nonlinear geometric field theory of continuum, a more general incremental variational equation for elastic and plastic large deformation in co-moving coordinate is established in this paper. An expression for two and three-ditnensicnal continua is derived, and the incremental variational equation for large deformation of changing boundary contact and the variational inequality in rate form tire obtained, which provides the theoretical basis for the computation of elastic-plastic large deformation contact problem with friction.
基金Project supported by National Science Foundation
文摘In this paper the boundedness of a derived function of a solution about a class of diffusion variational equations is discussed. The application of it to related stochastic analysis problems is also illustrated. What should be emphasized is that the problem discussed and the ways proved in this paper are fundamentally new and the conclusion of this paper is fairly profound.
基金Supported by National Natural Science Foundation of China(Grant Nos.51205286,51275348)
文摘Product variation reduction is critical to improve process efficiency and product quality, especially for multistage machining process(MMP). However, due to the variation accumulation and propagation, it becomes quite difficult to predict and reduce product variation for MMP. While the method of statistical process control can be used to control product quality, it is used mainly to monitor the process change rather than to analyze the cause of product variation. In this paper, based on a differential description of the contact kinematics of locators and part surfaces, and the geometric constraints equation defined by the locating scheme, an improved analytical variation propagation model for MMP is presented. In which the influence of both locator position and machining error on part quality is considered while, in traditional model, it usually focuses on datum error and fixture error. Coordinate transformation theory is used to reflect the generation and transmission laws of error in the establishment of the model. The concept of deviation matrix is heavily applied to establish an explicit mapping between the geometric deviation of part and the process error sources. In each machining stage, the part deviation is formulized as three separated components corresponding to three different kinds of error sources, which can be further applied to fault identification and design optimization for complicated machining process. An example part for MMP is given out to validate the effectiveness of the methodology. The experiment results show that the model prediction and the actual measurement match well. This paper provides a method to predict part deviation under the influence of fixture error, datum error and machining error, and it enriches the way of quality prediction for MMP.
文摘With classical variable mass and relativistic variable mass cases being considered.the relativistic D' Alembert principles of Lagrange form Nielsen form and Appell. form for variable mass controllable mechanical system are given the relativistic Chaplygin equation. Nielsen equation and Appell equation .for variable mass controllable mechanical system in quasi-coordinates and generalized- coordinates are obtained, and the equations of motion of relativistic controllable mechanical system for holonomic system and constant mass system are diseussed
文摘The formulation of multibody dynamics was studied based on variational principle. The body coonection matrix was introduced to define the connection configuration. The expression for the system kinematics was obtained by using the body connection matrix. From variational principle the general dynamical equations for multibody system were derived and the dynamical equations were given for multibody system subjected to the constraints.
基金supported by the National Natural Science Foundation of China(Grant No.51579034)the Open Fund of the Key Laboratory of Ocean Circulation and Waves,Chinese Academy of Sciences(Grant No.KLOCW1502)
文摘A total variation diminishing-weighted average flux (TVD-WAF)-based hybrid numerical scheme for the enhanced version of nonlinearly dispersive Boussinesq-type equations was developed. The one-dimensional governing equations were rewritten in the conservative form and then discretized on a uniform grid. The finite volume method was used to discretize the flux term while the remaining terms were approximated with the finite difference method. The second-order TVD-WAF method was employed in conjunction with the Harten-Lax-van Leer (HLL) Riemann solver to calculate the numerical flux, and the variables at the cell interface for the local Riemann problem were reconstructed via the fourth- order monotone upstream-centered scheme for conservation laws (MUSCL). The time marching scheme based on the third-order TVD Runge- Kutta method was used to obtain numerical solutions. The model was validated through a series of numerical tests, in which wave breaking and a moving shoreline were treated. The good agreement between the computed results, documented analytical solutions, and experimental data demonstrates the correct discretization of the governing equations and high accuracy of the proposed scheme, and also conforms the advantages of the proposed shock-capturing scheme for the enhanced version of the Boussinesq model, including the convenience in the treatment of wave breaking and moving shorelines and without the need for a numerical filter.
基金Supported by the National Science Foundation of China.
文摘A class of stationary models of singular stochastic control has been studied, in which the state is extended to solution of a class of S.D.E. from Wiener process. The existence of optimal control has been proved in all cases under some weaker conditions, and the structure of optimal control may be characterized.
文摘A theoretical method for static analysis of naturally curved and twisted beams under complicated loads was presented, with special attention devoted to the solving process of governing equations which take into account the effects of torsion-related warping as well as transverse shear deformations. These governing equations, in special cases, can be readily solved and yield the solutions to the problem. The solutions can be used for the analysis of the beams, including the calculation of various internal forces, stresses, strains and displacements. The present theory will be used to investigate the stresses and displacements of a plane curved beam subjected to the action of horizontal and vertical distributed loads. The numerical results obtained by the present theory are found to be in very good agreement with the results of the FEM results. Besides, the present theory is not limited to the beams with a double symmetric cross-section, it can also be extended to those with arbitrary cross-sectional shape.
文摘In the present paper, the authors announce a newlyproved theorem of theirs. This theorem is of principal significance to numerical computation of solutions of variational equations.
文摘A coupled system of three nonlinear oscillators with symmetric couplings is studied.It turns out that there exists a reduced variational equation to the in phase periodic solution of such a coupled system.By the symmetry one establishes a structural property for the monodromy matrix of the reduced variational equation,which simplifies the computation of multipliers to a great extent.As an application of the above results,a coupled system of three Poincare oscillators is discussed as well.
基金The work of Ping Zhang is supported by the Chinese postdoctor's foundation,and that of Yuxi Zheng is supported in part by NSF DMS-9703711 and the Alfred P.Sloan Research Fellows award
文摘We prove the global existence and uniqueness of admissible weak solutions to an asymptotic equation of a nonlinear hyperbolic variational wave equation with nonnegative L^2(R) initial data.
基金supported by the National Natural Science Foundation of China (10702078)the Research Foundation of National University of Defense Technology (JC08-01-05)
文摘Sun synchronous orbit and frozen orbit formed due to J 2 perturbation have very strict constraints on orbital parameters,which have restricted the application a lot.In this paper,several control strategies were illustrated to realize Sun synchronous frozen orbit with arbitrary orbital elements using continuous low-thrust.Firstly,according to mean element method,the averaged rate of change of the orbital elements,originating from disturbing constant accelerations over one orbital period,was derived from Gauss' variation of parameters equations.Then,we proposed that binormal acceleration could be used to realize Sun synchronous orbit,and radial or transverse acceleration could be adopted to eliminate the rotation of the argument of the perigee.Finally,amending methods on the control strategies mentioned above were presented to eliminate the residual secular growth.Simulation results showed that the control strategies illustrated in this paper could realize Sun synchronous frozen orbit with arbitrary orbital elements,and can save much more energy than the schemes presented in previous studies,and have no side effect on other orbital parameters' secular motion.
文摘In this paper, we derive the stochastic maximum principle for optimal control problems of the forward-backward Markovian regime-switching system. The control system is described by an anticipated forward-backward stochastic pantograph equation and modulated by a continuous-time finite-state Markov chain. By virtue of classical variational approach, duality method, and convex analysis, we obtain a stochastic maximum principle for the optimal control.
文摘In this paper,we establish a second-order necessary conditions for stochastic optimal control for jump diffusions.The controlled system is described by a stochastic differential systems driven by Poisson random measure and an independent Brownian motion.The control domain is assumed to be convex.Pointwise second-order maximum principle for controlled jump diffusion in terms of the martingale with respect to the time variable is proved.The proof of the main result is based on variational approach using the stochastic calculus of jump diffusions and some estimates on the state processes.
基金Supported by the National Natural Science Foundation of China (Grant No 19671004)
文摘Recently, international academic circles advanced a class of new stochastic control models of a geometric Brownian motion which is an important kind of impulse control models whose cost structure is different from the others before, and it has a broad applying background and important theoretical significance in financial control and management of investment.This paper generalizes substantially the above stochastic control models under quite extensive conditions and describes the models more exactly under more normal theoretical system of stochastic process.By establishing a set of proper variational equations and proving the existence of its solution, and applying the means of stochastic analysis, this paper proves that the generalized stochastic control models have optimal controls.Meanwhile, we also analyze the structure of optimal controls carefully.Besides, we study the solution function of variational equations in a relatively deep-going way, which constitutes the value function of control models to some extent.Because the analysis methods of this paper are greatly different from those of original reference, this paper possesses considerable originality to some extent.In addition, this paper gives the strict proof to the part of original reference which is not fairly well-knit in analyses, and makes analyses and discussions of the model have the exactitude of mathematical sense.
基金Research supported by NSF(No.11671231,11201262 and 10921101)Shandong Province(No.BS2013SF020 and ZR2014AP005)Young Scholars Program of Shandong University and the 111 Project(No.B12023).
文摘In this paper,we study the recursive stochastic optimal control problems.The control domain does not need to be convex,and the generator of the backward stochastic differential equation can contain z.We obtain the variational equations for backward stochastic differential equations,and then obtain the maximum principle which solves completely Peng’s open problem.
文摘When parametric functions are used to blend 3D surfaces, geometric continuity of displacements and derivatives until to the surface boundary must be satisfied. By the traditional blending techniques, however, arbitrariness of the solutions arises to cause a difficulty in choosing a suitable blending surface. Hence to explore new blending techniques is necessary to construct good surfaces so as to satisfy engineering requirements. In this paper, a blending surface is described as a flexibly elastic plate both in partial differential equations and in their variational equations, thus to lead to a unique solution in a sense of the minimal global surface curvature. Boundary penalty finite element methods (BP-FEMs) with and without approximate integration are proposed to handle the complicated constraints along the blending boundary. Not only have the optimal convergence rate O(h(2)) of second order generalized derivatives of the solutions in the solution domain been obtained, but also the high convergence rate O(h(4)) of the tangent boundary condition of the solutions can be achieved, where h is the maximal boundary length of rectangular elements used. Moreover, useful guidance in computation is discovered to deal with interpolation and approximation in the boundary penalty integrals. A numerical example is also provided to verify perfectly the main theoretical analysis made. This paper yields a framework of mathematical modelling, numerical techniques and error analysis to the general and complicated blending problems.
基金supported by the Cultivation Program of Distinguished Young Scholars of Shandong University under Grant No.2017JQ06the National Natural Science Foundation of China under Grant Nos.11671404,11371374,61821004,61633015the Provincial Natural Science Foundation of Hunan under Grant No.2017JJ3405
文摘This paper studies the optimal control of a fully-coupled forward-backward doubly stochastic system driven by Ito-Lévy processes under partial information.The existence and uniqueness of the solution are obtained for a type of fully-coupled forward-backward doubly stochastic differential equations(FBDSDEs in short).As a necessary condition of the optimal control,the authors get the stochastic maximum principle with the control domain being convex and the control variable being contained in all coefficients.The proposed results are applied to solve the forward-backward doubly stochastic linear quadratic optimal control problem.
基金supported by the National Natural Science Foundation of China (Grant No 10702078)the Research Foundation of National University of Defense Technology (Grant No JC08-01-05)
文摘Since the inclination of frozen orbit with non-rotation of the perigee that occurs due to J2 perturbation must be equal to the critical inclination, this regulation has restricted the application of frozen orbit a lot. In this paper, we propose two control strategies to eliminate the secular growth of the argument of the perigee for orbits that are not at the critical inclination. One control strategy is using transverse continuous low-thrust, and the other is using both the transverse and the radial continuous low-thrusts. Fuel optimization in the second control strategy is addressed to make sure that the fuel consumption is the minimum. Both strategies have no effect on other orbital parameters’ secular motion. It is proved that the strategy with transverse control could save more energy than the one with radial control. Simulations show that the second control strategy could save 54.6% and 86% of energy, respectively, compared with the two methods presented in the references.