Impact dynamics of multi-rigid-body systems with joint friction is considered. Based on the traditional approximate assumption dealing with impact problem, a general numerical method called the sliding state stepping ...Impact dynamics of multi-rigid-body systems with joint friction is considered. Based on the traditional approximate assumption dealing with impact problem, a general numerical method called the sliding state stepping algorithm is introduced. This method can avoid difficulties in solving differential equations with variable scale and its result can avoid energy inconsistency before and after impact from considering complexily of tangential sliding mode. An example is given to describe details using this algorithm.展开更多
An auxiliary principle technique to study a class of generalized set-valued strongly nonlinear mixed variational-like inequalities is extended. The existence and uniqueness of the solution of the auxiliary problem for...An auxiliary principle technique to study a class of generalized set-valued strongly nonlinear mixed variational-like inequalities is extended. The existence and uniqueness of the solution of the auxiliary problem for the generalized set-valued strongly nonlinear mixed variational-like inequalities are proved, a novel and innovative three-step iterative algorithm to compute approximate solution is constructed, and the existence of the solution of the generalized set-valued strongly nonlinear mixed variational-like inequality is shown using the auxiliary principle iterative sequences generated by the algorithm technique. The convergence of three-step is also proved.展开更多
The exponentially-distributed random timestepping algorithm with boundary test is implemented to evaluate the prices of some variety of single one-sided barrier option contracts within the framework of Black-Scholes m...The exponentially-distributed random timestepping algorithm with boundary test is implemented to evaluate the prices of some variety of single one-sided barrier option contracts within the framework of Black-Scholes model, giving efficient estimation of their hitting times. It is numerically shown that this algorithm, as for the Brownian bridge technique, can improve the rate of weak convergence from order one-half for the standard Monte Carlo to order 1. The exponential timestepping algorithm, however, displays better results, for a given amount of CPU time, than the Brownian bridge technique as the step size becomes larger or the volatility grows up. This is due to the features of the exponential distribution which is more strongly peaked near the origin and has a higher kurtosis compared to the normal distribution, giving more stability of the exponential timestepping algorithm at large time steps and high levels of volatility.展开更多
This paper puts forward a new variable step size LMS adaptive algorithm based on variable region. The step size p（k） in the algorithm varies with the variation of the region of deviation e （k） to ensure the optimi...This paper puts forward a new variable step size LMS adaptive algorithm based on variable region. The step size p（k） in the algorithm varies with the variation of the region of deviation e （k） to ensure the optimization of the three performance objectives including initial convergent speed, trace ability of the time-varying system and steady disregulation. The paper demonstrates the convergence of the algorithm accompanied by random noise,展开更多
Discusses the optimization of machining operation sequencing by simulated annealing, and building a simulated annealing optimization model. From which, a new way to optimize operation sequencing can be developed.
According to the exact expression of the maladjustment, an equation for calculating the boundary of step-size in MLMS algorithm is derived and the relationship between the convergence rate and step-size is discussed i...According to the exact expression of the maladjustment, an equation for calculating the boundary of step-size in MLMS algorithm is derived and the relationship between the convergence rate and step-size is discussed in detail. It is shown that the threshold of the step-size is constrained by maladjustment. Three different properties are presented between the LMS and MLMS algorithms based on comparison. It is indicated that MLMS does not differ significantly from LMS when the given maladjustment is small.展开更多
The conventional A* algorithm may suffer from the infinite loop and a large number of search data in the process of motion planning for manipulator. To solve the problem,an improved A* algorithm is proposed in this pa...The conventional A* algorithm may suffer from the infinite loop and a large number of search data in the process of motion planning for manipulator. To solve the problem,an improved A* algorithm is proposed in this paper by the means of selecting middle points and applying variable step segments searching during the searching process. In addition,a new method is proposed for collision detection in the workspace. In this paper,the MOTOMAN MH6 manipulator with 6-DOF is applied for motion plan. The algorithm is based on the basis of the simplification for the manipulator and obstacles by cylinder enveloping. Based on the analysis of collision detection,the free space can be achieved which makes it possible for the entire body to avoid collisions with obstacles. Compared with the Conventional A*,the improved algorithm deals with less searching points and performs more efficiently. The simulation developed in VC + + with OpenGL and the actual system experiments prove effectiveness and feasibility of this improved method.展开更多
Compared with vertical and horizontal wells, the solution and computation of transient pressure responses of slanted wells are more complex. Vertical and horizontal wells are both simplified cases of slanted wells at ...Compared with vertical and horizontal wells, the solution and computation of transient pressure responses of slanted wells are more complex. Vertical and horizontal wells are both simplified cases of slanted wells at particular inclination, so the model for slanted wells is more general and more complex than other models for vertical and horizontal wells. Many authors have studied unsteady-state flow of fluids in slanted wells and various solutions have been proposed. However, until now, few of the published results pertain to the computational efficiency. Whether in the time domain or in the Laplace domain, the computation of integration of complex functions is necessary in obtaining pressure responses of slanted wells, while the computation of the integration is complex and time-consuming. To obtain a perfect type curve the computation time is unacceptable even with an aid of high-speed computers. The purpose of this paper is to present an efficient algorithm to compute transient pressure distributions caused by slanted wells in reservoirs. Based on rigorous derivation, the transient pressure solution for slanted wells of any inclination angle is presented. Assuming an infinite-conductivity wellbore, the location of the equivalent-pressure point is determined. More importantly, according to the characteristics of the integrand in a transient pressure solution for slanted wells, the whole integral interval is partitioned into several small integral intervals, and then the method of variable substitution and the variable step-size piecewise numerical integration are employed. The amount of computation is significantly reduced and the computational efficiency is greatly improved. The algorithm proposed in this paper thoroughly solved the difficulty in the efficient and high-speed computation of transient pressure distribution of slanted wells with any inclination angle.展开更多
During range-based self-localization of Wireless Sensor Network (WSN) nodes, the number and placement methods of beacon nodes have a great influence on the accuracy of localization. This paper proves a theorem which d...During range-based self-localization of Wireless Sensor Network (WSN) nodes, the number and placement methods of beacon nodes have a great influence on the accuracy of localization. This paper proves a theorem which describes the relationship between the placement of beacon nodes and whether the node can be located in 3D indoor environment. In fact, as the highest locating accuracy can be acquired when the beacon nodes form one or more equilateral triangles in 2D plane, we generalizes this conclusion to 3D space, and proposes a beacon nodes selection algorithm based on the minimum condition number to get the higher locating accuracy, which can minimize the influence of distance measurement error. Simulation results show that the algorithm is effective and feasible.展开更多
We give a study result to analyze a rather different, semi-analytical numerical algorithms based on splitting-step methods with their applications to mathematical finance. As certain subsistent numerical schemes may f...We give a study result to analyze a rather different, semi-analytical numerical algorithms based on splitting-step methods with their applications to mathematical finance. As certain subsistent numerical schemes may fail due to producing negative values for financial variables which require non-negativity preserving. These algorithms which we are analyzing preserve not only the non-negativity, but also the character of boundaries (natural, reflecting, absorbing, etc.). The derivatives of the CIR process and the Heston model are being extensively studied. Beyond plain vanilla European options, we creatively apply our splitting-step methods to a path-dependent option valuation. We compare our algorithms to a class of numerical schemes based on Euler discretization which are prevalent currently. The comparisons are given with respect to both accuracy and computational time for the European call option under the CIR model whereas with respect to convergence rate for the path-dependent option under the CIR model and the European call option under the Heston model.展开更多
基金the National Natural Science Foundation of China(No.10532050)the Na-tional Science Fund for Distinguished Young Scholars(No.10625211)the Science Development Foundation of Shandong University of Science and Techonogy(No.05g017)
文摘Impact dynamics of multi-rigid-body systems with joint friction is considered. Based on the traditional approximate assumption dealing with impact problem, a general numerical method called the sliding state stepping algorithm is introduced. This method can avoid difficulties in solving differential equations with variable scale and its result can avoid energy inconsistency before and after impact from considering complexily of tangential sliding mode. An example is given to describe details using this algorithm.
基金Project supported by the National Natural Science Foundation of China (No.10472061)
文摘An auxiliary principle technique to study a class of generalized set-valued strongly nonlinear mixed variational-like inequalities is extended. The existence and uniqueness of the solution of the auxiliary problem for the generalized set-valued strongly nonlinear mixed variational-like inequalities are proved, a novel and innovative three-step iterative algorithm to compute approximate solution is constructed, and the existence of the solution of the generalized set-valued strongly nonlinear mixed variational-like inequality is shown using the auxiliary principle iterative sequences generated by the algorithm technique. The convergence of three-step is also proved.
文摘The exponentially-distributed random timestepping algorithm with boundary test is implemented to evaluate the prices of some variety of single one-sided barrier option contracts within the framework of Black-Scholes model, giving efficient estimation of their hitting times. It is numerically shown that this algorithm, as for the Brownian bridge technique, can improve the rate of weak convergence from order one-half for the standard Monte Carlo to order 1. The exponential timestepping algorithm, however, displays better results, for a given amount of CPU time, than the Brownian bridge technique as the step size becomes larger or the volatility grows up. This is due to the features of the exponential distribution which is more strongly peaked near the origin and has a higher kurtosis compared to the normal distribution, giving more stability of the exponential timestepping algorithm at large time steps and high levels of volatility.
基金Supported by Natural Science Foundation of Beijing of China (No.2005AA501140)
文摘This paper puts forward a new variable step size LMS adaptive algorithm based on variable region. The step size p（k） in the algorithm varies with the variation of the region of deviation e （k） to ensure the optimization of the three performance objectives including initial convergent speed, trace ability of the time-varying system and steady disregulation. The paper demonstrates the convergence of the algorithm accompanied by random noise,
文摘Discusses the optimization of machining operation sequencing by simulated annealing, and building a simulated annealing optimization model. From which, a new way to optimize operation sequencing can be developed.
文摘According to the exact expression of the maladjustment, an equation for calculating the boundary of step-size in MLMS algorithm is derived and the relationship between the convergence rate and step-size is discussed in detail. It is shown that the threshold of the step-size is constrained by maladjustment. Three different properties are presented between the LMS and MLMS algorithms based on comparison. It is indicated that MLMS does not differ significantly from LMS when the given maladjustment is small.
基金National Natural Science Foundation of China(No.61105102)
文摘The conventional A* algorithm may suffer from the infinite loop and a large number of search data in the process of motion planning for manipulator. To solve the problem,an improved A* algorithm is proposed in this paper by the means of selecting middle points and applying variable step segments searching during the searching process. In addition,a new method is proposed for collision detection in the workspace. In this paper,the MOTOMAN MH6 manipulator with 6-DOF is applied for motion plan. The algorithm is based on the basis of the simplification for the manipulator and obstacles by cylinder enveloping. Based on the analysis of collision detection,the free space can be achieved which makes it possible for the entire body to avoid collisions with obstacles. Compared with the Conventional A*,the improved algorithm deals with less searching points and performs more efficiently. The simulation developed in VC + + with OpenGL and the actual system experiments prove effectiveness and feasibility of this improved method.
基金financial support from the special fund of China’s central government for the development of local colleges and universities―the project of national first-level discipline in Oil and Gas Engineering, the National Science Fund for Distinguished Young Scholars of China (Grant No. 51125019)the National Program on Key fundamental Research Project (973 Program, Grant No. 2011CB201005)
文摘Compared with vertical and horizontal wells, the solution and computation of transient pressure responses of slanted wells are more complex. Vertical and horizontal wells are both simplified cases of slanted wells at particular inclination, so the model for slanted wells is more general and more complex than other models for vertical and horizontal wells. Many authors have studied unsteady-state flow of fluids in slanted wells and various solutions have been proposed. However, until now, few of the published results pertain to the computational efficiency. Whether in the time domain or in the Laplace domain, the computation of integration of complex functions is necessary in obtaining pressure responses of slanted wells, while the computation of the integration is complex and time-consuming. To obtain a perfect type curve the computation time is unacceptable even with an aid of high-speed computers. The purpose of this paper is to present an efficient algorithm to compute transient pressure distributions caused by slanted wells in reservoirs. Based on rigorous derivation, the transient pressure solution for slanted wells of any inclination angle is presented. Assuming an infinite-conductivity wellbore, the location of the equivalent-pressure point is determined. More importantly, according to the characteristics of the integrand in a transient pressure solution for slanted wells, the whole integral interval is partitioned into several small integral intervals, and then the method of variable substitution and the variable step-size piecewise numerical integration are employed. The amount of computation is significantly reduced and the computational efficiency is greatly improved. The algorithm proposed in this paper thoroughly solved the difficulty in the efficient and high-speed computation of transient pressure distribution of slanted wells with any inclination angle.
基金Supported by the National Natural Science Foundation of China (No.61003236 61171053)+2 种基金the Doctoral Fund of Ministry of Education of China (No.20113223110002)the Natural Science Major Program for Colleges and Universities in Jiangsu Province (No.11KJA520001)Science & Technology Innovation Fund for higher education institutions of Jiangsu Province (CXZZ12_0481)
文摘During range-based self-localization of Wireless Sensor Network (WSN) nodes, the number and placement methods of beacon nodes have a great influence on the accuracy of localization. This paper proves a theorem which describes the relationship between the placement of beacon nodes and whether the node can be located in 3D indoor environment. In fact, as the highest locating accuracy can be acquired when the beacon nodes form one or more equilateral triangles in 2D plane, we generalizes this conclusion to 3D space, and proposes a beacon nodes selection algorithm based on the minimum condition number to get the higher locating accuracy, which can minimize the influence of distance measurement error. Simulation results show that the algorithm is effective and feasible.
文摘We give a study result to analyze a rather different, semi-analytical numerical algorithms based on splitting-step methods with their applications to mathematical finance. As certain subsistent numerical schemes may fail due to producing negative values for financial variables which require non-negativity preserving. These algorithms which we are analyzing preserve not only the non-negativity, but also the character of boundaries (natural, reflecting, absorbing, etc.). The derivatives of the CIR process and the Heston model are being extensively studied. Beyond plain vanilla European options, we creatively apply our splitting-step methods to a path-dependent option valuation. We compare our algorithms to a class of numerical schemes based on Euler discretization which are prevalent currently. The comparisons are given with respect to both accuracy and computational time for the European call option under the CIR model whereas with respect to convergence rate for the path-dependent option under the CIR model and the European call option under the Heston model.
