This paper concerns the implementation of the orthogonal polynomials using the Galerkin method for solving Volterra integro-differential and Fredholm integro-differential equations. The constructed orthogonal polynomi...This paper concerns the implementation of the orthogonal polynomials using the Galerkin method for solving Volterra integro-differential and Fredholm integro-differential equations. The constructed orthogonal polynomials are used as basis functions in the assumed solution employed. Numerical examples for some selected problems are provided and the results obtained show that the Galerkin method with orthogonal polynomials as basis functions performed creditably well in terms of absolute errors obtained.展开更多
The present work describes the application of the method of fundamental solutions (MFS) along with the analog equation method (AEM) and radial basis function (RBF) approximation for solving the 2D isotropic and ...The present work describes the application of the method of fundamental solutions (MFS) along with the analog equation method (AEM) and radial basis function (RBF) approximation for solving the 2D isotropic and anisotropic Helmholtz problems with different wave numbers. The AEM is used to convert the original governing equation into the classical Poisson's equation, and the MFS and RBF approximations are used to derive the homogeneous and particular solutions, respectively. Finally, the satisfaction of the solution consisting of the homogeneous and particular parts to the related governing equation and boundary conditions can produce a system of linear equations, which can be solved with the singular value decomposition (SVD) technique. In the computation, such crucial factors related to the MFS-RBF as the location of the virtual boundary, the differential and integrating strategies, and the variation of shape parameters in multi-quadric (MQ) are fully analyzed to provide useful reference.展开更多
The Asymptotic Waveform Evaluation (AWE) technique is an extrapolation method that provides a reduced-order model of linear system and has already been successfully used to analyze wideband electromagnetic scattering ...The Asymptotic Waveform Evaluation (AWE) technique is an extrapolation method that provides a reduced-order model of linear system and has already been successfully used to analyze wideband electromagnetic scattering problems. As the number of unknowns increases, the size of Method Of Moments (MOM) impedance matrix grows very rapidly, so it is a prohibitive task for the computation of wideband Radar Cross Section (RCS) from electrically large object or multi-objects using the traditional AWE technique that needs to solve directly matrix inversion. In this paper, an AWE technique based on the Characteristic Basis Function (CBF) method, which can reduce the matrix size to a manageable size for direct matrix inversion, is proposed to analyze electromagnetic scattering from multi-objects over a given frequency band. Numerical examples are presented to il-lustrate the computational accuracy and efficiency of the proposed method.展开更多
Segmented all-electron basis set of triple zeta valence quality plus polarization functions(TZP)for the elements of the fifth row to be used together with the zero-order regular approximation(ZORA)is carefully constru...Segmented all-electron basis set of triple zeta valence quality plus polarization functions(TZP)for the elements of the fifth row to be used together with the zero-order regular approximation(ZORA)is carefully constructed.To correctly describe electrons distant from atomic nuclei,the basis set is augmented with diffuse functions giving rise to a set designated as ATZP-ZORA.At the ZORA-B3LYP theoretical level,these sets are used to calculate the ionization energy and mean dipole polarizability of some atoms,bond length,dissociation energy,and harmonic vibrational frequency of diatomic molecules.Then,these results are compared with the theoretical and experimental data found in the literature.Even considering that our sets are relatively compact,they are sufficiently accurate and reliable to perform property calculations involving simultaneously electrons from the inner shell and outer shell.The performances of the ZORA and second-order Douglas-Kroll-Hess Hamiltonians are evaluated and the results are also discussed.展开更多
A non-orthogonal predefined exponential basis set is used to handle half-bounded domains in multi domain spectral method (MDSM). This approach works extremely well for real-valued semi-infinite differential problems. ...A non-orthogonal predefined exponential basis set is used to handle half-bounded domains in multi domain spectral method (MDSM). This approach works extremely well for real-valued semi-infinite differential problems. It spans simultaneously wide range of exponential decay rates with multi scaling and does not suffer from zero crossing. These two conditions are necessary for many physical problems. For comparison, the method is used to solve different problems and compared with analytical and published results. The comparison exhibits the strengths and accuracy of the presented basis set.展开更多
It is one of the most important part to build an accurate gravity model in geophysical exploration.Traditional gravity modelling is usually based on grid method,such as difference method and finite element method wide...It is one of the most important part to build an accurate gravity model in geophysical exploration.Traditional gravity modelling is usually based on grid method,such as difference method and finite element method widely used.Due to self-adaptability lack of division meshes and the difficulty of high-dimensional calculation.展开更多
Recently many research works have been conducted and published regarding fractional order differential equations. There are several approaches available for numerical approximations of the solution of fractional order...Recently many research works have been conducted and published regarding fractional order differential equations. There are several approaches available for numerical approximations of the solution of fractional order diffusion equations. Spectral collocation method based on Lagrange’s basis polynomials to approximate numerical solutions of one-dimensional (1D) space fractional diffusion equations are introduced in this research paper. The proposed form of approximate solution satisfies non-zero Dirichlet’s boundary conditions on both boundaries. Collocation scheme produce a system of first order Ordinary Differential Equations (ODE) from the fractional diffusion equation. We applied this method with four different sets of collocation points to compare their performance.展开更多
The reduced basis methods (RBM) have been demonstrated as a promising numerical technique for statics problems and are extended to structural dynamic problems in this paper. Direct step-by-step integration and mode su...The reduced basis methods (RBM) have been demonstrated as a promising numerical technique for statics problems and are extended to structural dynamic problems in this paper. Direct step-by-step integration and mode superposition are the most widely used methods in the field of the finite element analysis of structural dynamic response and solid mechanics. Herein these two methods are both transformed into reduced forms according to the proposed reduced basis methods. To generate a reduced surrogate model with small size, a greedy algorithm is suggested to construct sample set and reduced basis space adaptively in a prescribed training parameter space. For mode superposition method, the reduced basis space comprises the truncated eigenvectors from generalized eigenvalue problem associated with selected sample parameters. The reduced generalized eigenvalue problem is obtained by the projection of original generalized eigenvalue problem onto the reduced basis space. In the situation of direct integration, the solutions of the original increment formulation corresponding to the sample set are extracted to construct the reduced basis space. The reduced increment formulation is formed by the same method as mode superposition method. Numerical example is given in Section 5 to validate the efficiency of the presented reduced basis methods for structural dynamic problems.展开更多
This paper presents an efficient numerical technique for solving multi-term linear systems of fractional ordinary differential equations(FODEs)which have been widely used in modeling various phenomena in engineering a...This paper presents an efficient numerical technique for solving multi-term linear systems of fractional ordinary differential equations(FODEs)which have been widely used in modeling various phenomena in engineering and science.An approximate solution of the system is sought in the formof the finite series over the Müntz polynomials.By using the collocation procedure in the time interval,one gets the linear algebraic system for the coefficient of the expansion which can be easily solved numerically by a standard procedure.This technique also serves as the basis for solving the time-fractional partial differential equations(PDEs).The modified radial basis functions are used for spatial approximation of the solution.The collocation in the solution domain transforms the equation into a system of fractional ordinary differential equations similar to the one mentioned above.Several examples have verified the performance of the proposed novel technique with high accuracy and efficiency.展开更多
A new partial pricing column rule is proposed to the basis-deficiency-allowing simplex method developed by Pan.Computational results obtained with a set of small problems and a set of standard NETLIB problems show its...A new partial pricing column rule is proposed to the basis-deficiency-allowing simplex method developed by Pan.Computational results obtained with a set of small problems and a set of standard NETLIB problems show its promise of success.展开更多
The multilevel characteristic basis function method(MLCBFM)with the adaptive cross approximation(ACA)algorithm for accelerated solution of electrically large scattering problems is studied in this paper.In the convent...The multilevel characteristic basis function method(MLCBFM)with the adaptive cross approximation(ACA)algorithm for accelerated solution of electrically large scattering problems is studied in this paper.In the conventional MLCBFM based on Foldy-Lax multiple scattering equations,the improvement is only made in the generation of characteristic basis functions(CBFs).However,it does not provide a change in impedance matrix filling and reducing matrix calculation procedure,which is time-consuming.In reality,all the impedance and reduced matrix of each level of the MLCBFM have low-rank property and can be calculated efficiently.Therefore,ACA is used for the efficient generation of two-level CBFs and the fast calculation of reduced matrix in this study.Numerical results are given to demonstrate the accuracy and efficiency of the method.展开更多
Investigations into the magnetohydrodynamics of viscous fluids have become more important in recent years,owing to their practical significance and numerous applications in astro-physical and geo-physical phenomena.In...Investigations into the magnetohydrodynamics of viscous fluids have become more important in recent years,owing to their practical significance and numerous applications in astro-physical and geo-physical phenomena.In this paper,the radial base function was utilized to answer fractional equation associated with fluid flow passing through two parallel flat plates with a magnetic field.The magnetohydrodynamics coupled stress fluid flows between two parallel plates,with the bottom plate being stationary and the top plate moving at a persistent velocity.We compared the radial basis function approach to the numerical method(fourth-order Range-Kutta)in order to verify its validity.The findings demonstrated that the discrepancy between these two techniques is quite negligible,indicating that this method is very reliable.The impact of the magnetic field parameter and Reynolds number on the velocity distribution perpendicular to the fluid flow direction is illustrated.Eventually,the velocity parameter is compared for diverse conditionsα,Reynolds and position(y),the maximum of which occurs atα=0.4.Also,the maximum velocity values occur inα=0.4 and Re=1000 and the concavity of the graph is less forα=0.8.展开更多
A boundary integral method with radial basis function approximation is proposed for numerically solving an important class of boundary value problems governed by a system of thermoelastostatic equations with variable ...A boundary integral method with radial basis function approximation is proposed for numerically solving an important class of boundary value problems governed by a system of thermoelastostatic equations with variable coe?cients. The equations describe the thermoelastic behaviors of nonhomogeneous anisotropic materials with properties that vary smoothly from point to point in space. No restriction is imposed on the spatial variations of the thermoelastic coe?cients as long as all the requirements of the laws of physics are satis?ed. To check the validity and accuracy of the proposed numerical method, some speci?c test problems with known solutions are solved.展开更多
Background:This article investigates the Least-Squares Monte Carlo Method by using different polynomial basis in American Asian Options pricing.The standard approach in the option pricing literature is to choose the b...Background:This article investigates the Least-Squares Monte Carlo Method by using different polynomial basis in American Asian Options pricing.The standard approach in the option pricing literature is to choose the basis arbitrarily.By comparing four different polynomial basis we show that the choice of basis interferes in the option's price.Methods:We assess Least-Squares Method performance in pricing four different American Asian Options by using four polynomial basis:Power,Laguerre,Legendre and Hermite A.To every American Asian Option priced,three sets of parameters are used in order to evaluate it properly.Results:We show that the choice of the basis interferes in the option's price by showing that one of them converges to the option's value faster than any other by using fewer simulated paths.In the case of an Amerasian call option,for example,we find that the preferable polynomial basis is Hermite A.For an Amerasian put option,the Power polynomial basis is recommended.Such empirical outcome is theoretically unpredictable,since in principle all basis can be indistinctly used when pricing the derivative.Conclusion:In this article The Least-Squares Monte Carlo Method performance is assessed in pricing four different types of American Asian Options by using four different polynomial basis through three different sets of parameters.Our results suggest that one polynomial basis is best suited to perform the method when pricing an American Asian option.Theoretically all basis can be indistinctly used when pricing the derivative.However,our results does not confirm these.We find that when pricing an American Asian put option,Power A is better than the other basis we have studied here whereas when pricing an American Asian call,Hermite A is better.展开更多
In this paper,we develop novel local discontinuous Galerkin(LDG)methods for fractional diffusion equations with non-smooth solutions.We consider such problems,for which the solutions are not smooth at boundary,and the...In this paper,we develop novel local discontinuous Galerkin(LDG)methods for fractional diffusion equations with non-smooth solutions.We consider such problems,for which the solutions are not smooth at boundary,and therefore the traditional LDG methods with piecewise polynomial solutions suffer accuracy degeneracy.The novel LDG methods utilize a solution information enriched basis,simulate the problem on a paired special mesh,and achieve optimal order of accuracy.We analyze the L2 stability and optimal error estimate in L2-norm.Finally,numerical examples are presented for validating the theoretical conclusions.展开更多
In this paper,hierarchical basis method for second order nonsymmetric andindefinite elliptic problem on a polygonal domain(possibly nonconvex)discreted by avertex-centered covolume method is constructed.
This study aimed to optimize the rapid test factors of dry basis weight of reconstituted tobacco, in order to afford a reference test method for companies which produce reconstituted tobacco to better control the basi...This study aimed to optimize the rapid test factors of dry basis weight of reconstituted tobacco, in order to afford a reference test method for companies which produce reconstituted tobacco to better control the basis weight and coating ratio on line. The dry basis weight of reconstituted tobacco was tested by fast method and normal oven method individually. And the effects on the test values of different test factors such as temperature, time and the number of baking sheets were studied. Then the test values of these two methods were compared, so the proper factors of rapid test method were determined. As the baking temperature rose from 130 ℃ to 150 ℃, and the baking time rose from 1 min to 2 min, the difference between fast test method and normal oven method grew, and when the number of baking pieces rose from 3 pieces to 5 pieces, the difference between the two methods went down. The optimum test condition was baking temperature of 130 ℃, baking time of 1 min, and baking sample sheet number of 5. Under this condition, the value of fast test method was the closest to the test value of normal oven method, and meanwhile, the test factor was more proper for testing on line. The study will provide a reference for online controlling of dry basis weight and coating ratio of reconstituted tobacco.展开更多
This study evaluates the effectiveness of a new technique that transforms doma in integrals into boundary integrals that is applicable to the boundary element method.Si mulations were conducted in which two-dimensiona...This study evaluates the effectiveness of a new technique that transforms doma in integrals into boundary integrals that is applicable to the boundary element method.Si mulations were conducted in which two-dimensional surfaces were approximated by inter polation using radial basis functions with full and compact supports.Examples involving Poisson’s equation are presented using the boundary element method and the proposed te chnique with compact radial basis functions.The advantages and the disadvantages are e xamined through simulations.The effects of internal poles,the boundary mesh refinemen t and the value for the support of the radial basis functions on performance are assessed.展开更多
Characteristic Basis Function Method (CBFM) is a novel approach for analyzing the ElectroMagnetic (EM) scattering from electrically large objects. Based on dividing the studied object into small blocks, the CBFM is su...Characteristic Basis Function Method (CBFM) is a novel approach for analyzing the ElectroMagnetic (EM) scattering from electrically large objects. Based on dividing the studied object into small blocks, the CBFM is suitable for parallel computing. In this paper, a static load balance parallel method is presented by combining Message Passing Interface (MPI) with Adaptively Modified CBFM (AMCBFM). In this method, the object geometry is partitioned into distinct blocks, and the serial number of blocks is sent to related nodes according to a certain rule. Every node only needs to calculate the information on local blocks. The obtained results confirm the accuracy and efficiency of the proposed method in speeding up solving large electrical scale problems.展开更多
文摘This paper concerns the implementation of the orthogonal polynomials using the Galerkin method for solving Volterra integro-differential and Fredholm integro-differential equations. The constructed orthogonal polynomials are used as basis functions in the assumed solution employed. Numerical examples for some selected problems are provided and the results obtained show that the Galerkin method with orthogonal polynomials as basis functions performed creditably well in terms of absolute errors obtained.
文摘The present work describes the application of the method of fundamental solutions (MFS) along with the analog equation method (AEM) and radial basis function (RBF) approximation for solving the 2D isotropic and anisotropic Helmholtz problems with different wave numbers. The AEM is used to convert the original governing equation into the classical Poisson's equation, and the MFS and RBF approximations are used to derive the homogeneous and particular solutions, respectively. Finally, the satisfaction of the solution consisting of the homogeneous and particular parts to the related governing equation and boundary conditions can produce a system of linear equations, which can be solved with the singular value decomposition (SVD) technique. In the computation, such crucial factors related to the MFS-RBF as the location of the virtual boundary, the differential and integrating strategies, and the variation of shape parameters in multi-quadric (MQ) are fully analyzed to provide useful reference.
基金Supported by the National Natural Science Foundation of China (No. 60771034 )the 211 Project of Anhui University
文摘The Asymptotic Waveform Evaluation (AWE) technique is an extrapolation method that provides a reduced-order model of linear system and has already been successfully used to analyze wideband electromagnetic scattering problems. As the number of unknowns increases, the size of Method Of Moments (MOM) impedance matrix grows very rapidly, so it is a prohibitive task for the computation of wideband Radar Cross Section (RCS) from electrically large object or multi-objects using the traditional AWE technique that needs to solve directly matrix inversion. In this paper, an AWE technique based on the Characteristic Basis Function (CBF) method, which can reduce the matrix size to a manageable size for direct matrix inversion, is proposed to analyze electromagnetic scattering from multi-objects over a given frequency band. Numerical examples are presented to il-lustrate the computational accuracy and efficiency of the proposed method.
基金the Conselho Nacional de Desenvolvimento Científico Tecnológico(Brazilian Agency)。
文摘Segmented all-electron basis set of triple zeta valence quality plus polarization functions(TZP)for the elements of the fifth row to be used together with the zero-order regular approximation(ZORA)is carefully constructed.To correctly describe electrons distant from atomic nuclei,the basis set is augmented with diffuse functions giving rise to a set designated as ATZP-ZORA.At the ZORA-B3LYP theoretical level,these sets are used to calculate the ionization energy and mean dipole polarizability of some atoms,bond length,dissociation energy,and harmonic vibrational frequency of diatomic molecules.Then,these results are compared with the theoretical and experimental data found in the literature.Even considering that our sets are relatively compact,they are sufficiently accurate and reliable to perform property calculations involving simultaneously electrons from the inner shell and outer shell.The performances of the ZORA and second-order Douglas-Kroll-Hess Hamiltonians are evaluated and the results are also discussed.
文摘A non-orthogonal predefined exponential basis set is used to handle half-bounded domains in multi domain spectral method (MDSM). This approach works extremely well for real-valued semi-infinite differential problems. It spans simultaneously wide range of exponential decay rates with multi scaling and does not suffer from zero crossing. These two conditions are necessary for many physical problems. For comparison, the method is used to solve different problems and compared with analytical and published results. The comparison exhibits the strengths and accuracy of the presented basis set.
基金provided by China Geological Survey with the project(Nos.DD20190707,DD20190012)the Fundamental Research Funds for China Central public research Institutes with the project(No.JKY202014)
文摘It is one of the most important part to build an accurate gravity model in geophysical exploration.Traditional gravity modelling is usually based on grid method,such as difference method and finite element method widely used.Due to self-adaptability lack of division meshes and the difficulty of high-dimensional calculation.
文摘Recently many research works have been conducted and published regarding fractional order differential equations. There are several approaches available for numerical approximations of the solution of fractional order diffusion equations. Spectral collocation method based on Lagrange’s basis polynomials to approximate numerical solutions of one-dimensional (1D) space fractional diffusion equations are introduced in this research paper. The proposed form of approximate solution satisfies non-zero Dirichlet’s boundary conditions on both boundaries. Collocation scheme produce a system of first order Ordinary Differential Equations (ODE) from the fractional diffusion equation. We applied this method with four different sets of collocation points to compare their performance.
文摘The reduced basis methods (RBM) have been demonstrated as a promising numerical technique for statics problems and are extended to structural dynamic problems in this paper. Direct step-by-step integration and mode superposition are the most widely used methods in the field of the finite element analysis of structural dynamic response and solid mechanics. Herein these two methods are both transformed into reduced forms according to the proposed reduced basis methods. To generate a reduced surrogate model with small size, a greedy algorithm is suggested to construct sample set and reduced basis space adaptively in a prescribed training parameter space. For mode superposition method, the reduced basis space comprises the truncated eigenvectors from generalized eigenvalue problem associated with selected sample parameters. The reduced generalized eigenvalue problem is obtained by the projection of original generalized eigenvalue problem onto the reduced basis space. In the situation of direct integration, the solutions of the original increment formulation corresponding to the sample set are extracted to construct the reduced basis space. The reduced increment formulation is formed by the same method as mode superposition method. Numerical example is given in Section 5 to validate the efficiency of the presented reduced basis methods for structural dynamic problems.
基金funded by the National Key Research and Development Program of China(No.2021YFB2600704)the National Natural Science Foundation of China(No.52171272)the Significant Science and Technology Project of the Ministry of Water Resources of China(No.SKS-2022112).
文摘This paper presents an efficient numerical technique for solving multi-term linear systems of fractional ordinary differential equations(FODEs)which have been widely used in modeling various phenomena in engineering and science.An approximate solution of the system is sought in the formof the finite series over the Müntz polynomials.By using the collocation procedure in the time interval,one gets the linear algebraic system for the coefficient of the expansion which can be easily solved numerically by a standard procedure.This technique also serves as the basis for solving the time-fractional partial differential equations(PDEs).The modified radial basis functions are used for spatial approximation of the solution.The collocation in the solution domain transforms the equation into a system of fractional ordinary differential equations similar to the one mentioned above.Several examples have verified the performance of the proposed novel technique with high accuracy and efficiency.
基金This work is supported by the NSF of China,No.10371017NSF Grant of Hangzhou Dianzi University KYS091504025.
文摘A new partial pricing column rule is proposed to the basis-deficiency-allowing simplex method developed by Pan.Computational results obtained with a set of small problems and a set of standard NETLIB problems show its promise of success.
基金supported by the National Natural Science Foundation of China (No.61401003)the Specialized Research Fund for the Doctoral Program of Higher Education of China (No.20123401110006)the Natural Science Research Project of Anhui Education ( No. KJ2015A436)
文摘The multilevel characteristic basis function method(MLCBFM)with the adaptive cross approximation(ACA)algorithm for accelerated solution of electrically large scattering problems is studied in this paper.In the conventional MLCBFM based on Foldy-Lax multiple scattering equations,the improvement is only made in the generation of characteristic basis functions(CBFs).However,it does not provide a change in impedance matrix filling and reducing matrix calculation procedure,which is time-consuming.In reality,all the impedance and reduced matrix of each level of the MLCBFM have low-rank property and can be calculated efficiently.Therefore,ACA is used for the efficient generation of two-level CBFs and the fast calculation of reduced matrix in this study.Numerical results are given to demonstrate the accuracy and efficiency of the method.
文摘Investigations into the magnetohydrodynamics of viscous fluids have become more important in recent years,owing to their practical significance and numerous applications in astro-physical and geo-physical phenomena.In this paper,the radial base function was utilized to answer fractional equation associated with fluid flow passing through two parallel flat plates with a magnetic field.The magnetohydrodynamics coupled stress fluid flows between two parallel plates,with the bottom plate being stationary and the top plate moving at a persistent velocity.We compared the radial basis function approach to the numerical method(fourth-order Range-Kutta)in order to verify its validity.The findings demonstrated that the discrepancy between these two techniques is quite negligible,indicating that this method is very reliable.The impact of the magnetic field parameter and Reynolds number on the velocity distribution perpendicular to the fluid flow direction is illustrated.Eventually,the velocity parameter is compared for diverse conditionsα,Reynolds and position(y),the maximum of which occurs atα=0.4.Also,the maximum velocity values occur inα=0.4 and Re=1000 and the concavity of the graph is less forα=0.8.
文摘A boundary integral method with radial basis function approximation is proposed for numerically solving an important class of boundary value problems governed by a system of thermoelastostatic equations with variable coe?cients. The equations describe the thermoelastic behaviors of nonhomogeneous anisotropic materials with properties that vary smoothly from point to point in space. No restriction is imposed on the spatial variations of the thermoelastic coe?cients as long as all the requirements of the laws of physics are satis?ed. To check the validity and accuracy of the proposed numerical method, some speci?c test problems with known solutions are solved.
文摘Background:This article investigates the Least-Squares Monte Carlo Method by using different polynomial basis in American Asian Options pricing.The standard approach in the option pricing literature is to choose the basis arbitrarily.By comparing four different polynomial basis we show that the choice of basis interferes in the option's price.Methods:We assess Least-Squares Method performance in pricing four different American Asian Options by using four polynomial basis:Power,Laguerre,Legendre and Hermite A.To every American Asian Option priced,three sets of parameters are used in order to evaluate it properly.Results:We show that the choice of the basis interferes in the option's price by showing that one of them converges to the option's value faster than any other by using fewer simulated paths.In the case of an Amerasian call option,for example,we find that the preferable polynomial basis is Hermite A.For an Amerasian put option,the Power polynomial basis is recommended.Such empirical outcome is theoretically unpredictable,since in principle all basis can be indistinctly used when pricing the derivative.Conclusion:In this article The Least-Squares Monte Carlo Method performance is assessed in pricing four different types of American Asian Options by using four different polynomial basis through three different sets of parameters.Our results suggest that one polynomial basis is best suited to perform the method when pricing an American Asian option.Theoretically all basis can be indistinctly used when pricing the derivative.However,our results does not confirm these.We find that when pricing an American Asian put option,Power A is better than the other basis we have studied here whereas when pricing an American Asian call,Hermite A is better.
文摘In this paper,we develop novel local discontinuous Galerkin(LDG)methods for fractional diffusion equations with non-smooth solutions.We consider such problems,for which the solutions are not smooth at boundary,and therefore the traditional LDG methods with piecewise polynomial solutions suffer accuracy degeneracy.The novel LDG methods utilize a solution information enriched basis,simulate the problem on a paired special mesh,and achieve optimal order of accuracy.We analyze the L2 stability and optimal error estimate in L2-norm.Finally,numerical examples are presented for validating the theoretical conclusions.
基金This work was supported by the National Natural Science Foundation of China under grant 10071015
文摘In this paper,hierarchical basis method for second order nonsymmetric andindefinite elliptic problem on a polygonal domain(possibly nonconvex)discreted by avertex-centered covolume method is constructed.
基金Supported by Science and Technology Planning Project of China Tobacco Schweitzer(Yunnan)Reconstituted Tobacco Co.,Ltd.(KY-17-ZL-01)China Tobacco Yunnan Industrial Co.,Ltd.(2016YL02)
文摘This study aimed to optimize the rapid test factors of dry basis weight of reconstituted tobacco, in order to afford a reference test method for companies which produce reconstituted tobacco to better control the basis weight and coating ratio on line. The dry basis weight of reconstituted tobacco was tested by fast method and normal oven method individually. And the effects on the test values of different test factors such as temperature, time and the number of baking sheets were studied. Then the test values of these two methods were compared, so the proper factors of rapid test method were determined. As the baking temperature rose from 130 ℃ to 150 ℃, and the baking time rose from 1 min to 2 min, the difference between fast test method and normal oven method grew, and when the number of baking pieces rose from 3 pieces to 5 pieces, the difference between the two methods went down. The optimum test condition was baking temperature of 130 ℃, baking time of 1 min, and baking sample sheet number of 5. Under this condition, the value of fast test method was the closest to the test value of normal oven method, and meanwhile, the test factor was more proper for testing on line. The study will provide a reference for online controlling of dry basis weight and coating ratio of reconstituted tobacco.
文摘This study evaluates the effectiveness of a new technique that transforms doma in integrals into boundary integrals that is applicable to the boundary element method.Si mulations were conducted in which two-dimensional surfaces were approximated by inter polation using radial basis functions with full and compact supports.Examples involving Poisson’s equation are presented using the boundary element method and the proposed te chnique with compact radial basis functions.The advantages and the disadvantages are e xamined through simulations.The effects of internal poles,the boundary mesh refinemen t and the value for the support of the radial basis functions on performance are assessed.
文摘Characteristic Basis Function Method (CBFM) is a novel approach for analyzing the ElectroMagnetic (EM) scattering from electrically large objects. Based on dividing the studied object into small blocks, the CBFM is suitable for parallel computing. In this paper, a static load balance parallel method is presented by combining Message Passing Interface (MPI) with Adaptively Modified CBFM (AMCBFM). In this method, the object geometry is partitioned into distinct blocks, and the serial number of blocks is sent to related nodes according to a certain rule. Every node only needs to calculate the information on local blocks. The obtained results confirm the accuracy and efficiency of the proposed method in speeding up solving large electrical scale problems.