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Research on the differential coefficient least-squares optimization method of reverse time migration in acoustic-reflected S-wave imaging logging
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作者 Li Yu-Sheng Wu Hong-Liang +4 位作者 Liu Peng Feng Zhou Wang Ke-Wen Zhang Hao Zhang Wen-Hao 《Applied Geophysics》 2025年第4期1259-1270,1498,共13页
The numerical dispersion phenomenon in the finite-difference forward modeling simulations of the wave equation significantly affects the imaging accuracy in acoustic reflection logging.This issue is particularly prono... The numerical dispersion phenomenon in the finite-difference forward modeling simulations of the wave equation significantly affects the imaging accuracy in acoustic reflection logging.This issue is particularly pronounced in the reverse time migration(RTM)method used for shear-wave(S-wave)logging imaging.This not only affects imaging accuracy but also introduces ambiguities in the interpretation of logging results.To address this challenge,this study proposes the use of a least-squares difference coefficient optimization algorithm aiming to suppress the numerical dispersion phenomenon in the RTM of S-wave reflection imaging logging.By optimizing the difference coefficients,the high-precision finite-difference algorithm serves as an effective operator for both forward and backward RTM processes.This approach is instrumental in eliminating migration illusions,which are often caused by numerical dispersion.The effectiveness of this optimized algorithm is demonstrated through numerical results,which indicate that it can achieve more accurate forward imaging results across various conditions,including high-and low-velocity strata,and is effective in both large and small spatial grids.The results of processing real data demonstrate that numerical dispersion optimization effectively reduces migration artifacts and diminishes ambiguities in logging interpretations.This optimization offers crucial technical support to the RTM method,enhancing its capability for accurately modeling and imaging S-wave reflections. 展开更多
关键词 acoustic reflection imaging logging finite-difference forward modeling reverse time migration least-squares optimization algorithm
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A New Inversion-free Iterative Method for Solving the Nonlinear Matrix Equation and Its Application in Optimal Control
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作者 GAO Xiangyu XIE Weiwei ZHANG Lina 《应用数学》 北大核心 2026年第1期143-150,共8页
In this paper,we consider the maximal positive definite solution of the nonlinear matrix equation.By using the idea of Algorithm 2.1 in ZHANG(2013),a new inversion-free method with a stepsize parameter is proposed to ... In this paper,we consider the maximal positive definite solution of the nonlinear matrix equation.By using the idea of Algorithm 2.1 in ZHANG(2013),a new inversion-free method with a stepsize parameter is proposed to obtain the maximal positive definite solution of nonlinear matrix equation X+A^(*)X|^(-α)A=Q with the case 0<α≤1.Based on this method,a new iterative algorithm is developed,and its convergence proof is given.Finally,two numerical examples are provided to show the effectiveness of the proposed method. 展开更多
关键词 Nonlinear matrix equation Maximal positive definite solution Inversion-free iterative method Optimal control
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Crushing evolution in pebble bed based on a novel method:a crushable DEM study
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作者 Jian Wang Ming‑Zhun Lei +4 位作者 Ming‑Zong Liu Qi‑Gang Wu Zi‑Cong Cai Kai‑Song Wang Hai‑Shun Deng 《Nuclear Science and Techniques》 2026年第1期212-224,共13页
In this paper,a novel method for investigating the particle-crushing behavior of breeding particles in a fusion blanket is proposed.The fractal theory and Weibull distribution are combined to establish a theoretical m... In this paper,a novel method for investigating the particle-crushing behavior of breeding particles in a fusion blanket is proposed.The fractal theory and Weibull distribution are combined to establish a theoretical model,and its validity was verified using a simple impact test.A crushable discrete element method(DEM)framework is built based on the previously established theoretical model.The tensile strength,which considers the fractal theory,size effect,and Weibull variation,was assigned to each generated particle.The assigned strength is then used for crush detection by comparing it with its maximum tensile stress.Mass conservation is ensured by inserting a series of sub-particles whose total mass was equal to the quality loss.Based on the crushable DEM framework,a numerical simulation of the crushing behavior of a pebble bed with hollow cylindrical geometry under a uniaxial compression test was performed.The results of this investigation showed that the particle withstands the external load by contact and sliding at the beginning of the compression process,and the results confirmed that crushing can be considered an important method of resisting the increasing external load.A relatively regular particle arrangement aids in resisting the load and reduces the occurrence of particle crushing.However,a limit exists to the promotion of resistance.When the strain increases beyond this limit,the distribution of the crushing position tends to be isotropic over the entire pebble bed.The theoretical model and crushable DEM framework provide a new method for exploring the pebble bed in a fusion reactor,considering particle crushing. 展开更多
关键词 Crushing behavior Granular material Discrete element method Pebble bed Fractal theory
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A Deep Reinforcement Learning-Based Partitioning Method for Power System Parallel Restoration
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作者 Changcheng Li Weimeng Chang +1 位作者 Dahai Zhang Jinghan He 《Energy Engineering》 2026年第1期243-264,共22页
Effective partitioning is crucial for enabling parallel restoration of power systems after blackouts.This paper proposes a novel partitioning method based on deep reinforcement learning.First,the partitioning decision... Effective partitioning is crucial for enabling parallel restoration of power systems after blackouts.This paper proposes a novel partitioning method based on deep reinforcement learning.First,the partitioning decision process is formulated as a Markov decision process(MDP)model to maximize the modularity.Corresponding key partitioning constraints on parallel restoration are considered.Second,based on the partitioning objective and constraints,the reward function of the partitioning MDP model is set by adopting a relative deviation normalization scheme to reduce mutual interference between the reward and penalty in the reward function.The soft bonus scaling mechanism is introduced to mitigate overestimation caused by abrupt jumps in the reward.Then,the deep Q network method is applied to solve the partitioning MDP model and generate partitioning schemes.Two experience replay buffers are employed to speed up the training process of the method.Finally,case studies on the IEEE 39-bus test system demonstrate that the proposed method can generate a high-modularity partitioning result that meets all key partitioning constraints,thereby improving the parallelism and reliability of the restoration process.Moreover,simulation results demonstrate that an appropriate discount factor is crucial for ensuring both the convergence speed and the stability of the partitioning training. 展开更多
关键词 Partitioning method parallel restoration deep reinforcement learning experience replay buffer partitioning modularity
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An improved open-top dynamic chambers method for measuring the exchange fluxes of N_(2)O,NO and NH_(3) from farmland
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作者 Minhang Tan Yining Hu +6 位作者 Yifei Song Zixuan Huang Yujing Mu Junfeng Liu Chenglong Zhang Pengfei Liu Yuanyuan Zhang 《Journal of Environmental Sciences》 2026年第1期535-545,共11页
The application of nitrogen fertilizers in agricultural fields can lead to the release of nitrogen-containing gases(NCGs),such as NO_(x),NH_(3) and N_(2)O,which can significantly impact regional atmospheric environmen... The application of nitrogen fertilizers in agricultural fields can lead to the release of nitrogen-containing gases(NCGs),such as NO_(x),NH_(3) and N_(2)O,which can significantly impact regional atmospheric environment and con-tribute to global climate change.However,there remain considerable research gaps in the accurate measurement of NCGs emissions from agricultural fields,hindering the development of effective emission reduction strategies.We improved an open-top dynamic chambers(OTDCs)system and evaluated the performance by comparing the measured and given fluxes of the NCGs.The results showed that the measured fluxes of NO,N_(2)O and NH_(3)were 1%,2%and 7%lower than the given fluxes,respectively.For the determination of NH_(3) concentration,we employed a stripping coil-ion chromatograph(SC-IC)analytical technique,which demonstrated an absorption efficiency for atmospheric NH_(3) exceeding 96.1%across sampling durations of 6 to 60 min.In the summer maize season,we utilized the OTDCs system to measure the exchange fluxes of NO,NH_(3),and N_(2)O from the soil in the North China Plain.Substantial emissions of NO,NH_(3) and N_(2)O were recorded following fertilization,with peaks of 107,309,1239 ng N/(m^(2)·s),respectively.Notably,significant NCGs emissions were observed following sus-tained heavy rainfall one month after fertilization,particularly with NH_(3) peak being 4.5 times higher than that observed immediately after fertilization.Our results demonstrate that the OTDCs system accurately reflects the emission characteristics of soil NCGs and meets the requirements for long-term and continuous flux observation. 展开更多
关键词 Open-top dynamic chambers Nitrogen-containing gases Soil emissions North China Plain method evaluation
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Numerical Simulation of the Welding Deformation of Marine Thin Plates Based on a Temperature Gradient-thermal Strain Method
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作者 Lin Wang Yugang Miao +3 位作者 Zhenjian Zhuo Chunxiang Lin Benshun Zhang Duanfeng Han 《哈尔滨工程大学学报(英文版)》 2026年第1期122-135,共14页
Marine thin plates are susceptible to welding deformation owing to their low structural stiffness.Therefore,the efficient and accurate prediction of welding deformation is essential for improving welding quality.The t... Marine thin plates are susceptible to welding deformation owing to their low structural stiffness.Therefore,the efficient and accurate prediction of welding deformation is essential for improving welding quality.The traditional thermal elastic-plastic finite element method(TEP-FEM)can accurately predict welding deformation.However,its efficiency is low because of the complex nonlinear transient computation,making it difficult to meet the needs of rapid engineering evaluation.To address this challenge,this study proposes an efficient prediction method for welding deformation in marine thin plate butt welds.This method is based on the coupled temperature gradient-thermal strain method(TG-TSM)that integrates inherent strain theory with a shell element finite element model.The proposed method first extracts the distribution pattern and characteristic value of welding-induced inherent strain through TEP-FEM analysis.This strain is then converted into the equivalent thermal load applied to the shell element model for rapid computation.The proposed method-particularly,the gradual temperature gradient-thermal strain method(GTG-TSM)-achieved improved computational efficiency and consistent precision.Furthermore,the proposed method required much less computation time than the traditional TEP-FEM.Thus,this study lays the foundation for future prediction of welding deformation in more complex marine thin plates. 展开更多
关键词 Marine thin plate Welding deformation Numerical simulation Temperature gradient-thermal strain method Shell element
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Precision and trueness of a method for determing antimony content in groundwater using hydride generation-atomic fluorescence spectrometry
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作者 Bing-bing Liu Lin Zhang Ke Li 《Journal of Groundwater Science and Engineering》 2026年第1期49-58,共10页
At present,there is currently a lack of unified standard methods for the determination of antimony content in groundwater in China.The precision and trueness of related detection technologies have not yet been systema... At present,there is currently a lack of unified standard methods for the determination of antimony content in groundwater in China.The precision and trueness of related detection technologies have not yet been systematically and quantitatively evaluated,which limits the effective implementation of environmental monitoring.In response to this key technical gap,this study aimed to establish a standardized method for determining antimony in groundwater using Hydride Generation–Atomic Fluorescence Spectrometry(HG-AFS).Ten laboratories participated in inter-laboratory collaborative tests,and the statistical analysis of the test data was carried out in strict accordance with the technical specifications of GB/T 6379.2—2004 and GB/T 6379.4—2006.The consistency and outliers of the data were tested by Mandel's h and k statistics,the Grubbs test and the Cochran test,and the outliers were removed to optimize the data,thereby significantly improving the reliability and accuracy.Based on the optimized data,parameters such as the repeatability limit(r),reproducibility limit(R),and method bias value(δ)were determined,and the trueness of the method was statistically evaluated.At the same time,precision-function relationships were established,and all results met the requirements.The results show that the lower the antimony content,the lower the repeatability limit(r)and reproducibility limit(R),indicating that the measurement error mainly originates from the detection limit of the method and instrument sensitivity.Therefore,improving the instrument sensitivity and reducing the detection limit are the keys to controlling the analytical error and improving precision.This study provides reliable data support and a solid technical foundation for the establishment and evaluation of standardized methods for the determination of antimony content in groundwater. 展开更多
关键词 Mandel's h and k statistics Grubbs test Cochran test Repeatability limit Reproducibility limit method bias value
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LEAST-SQUARES METHOD-BASED FEATURE FITTING AND EXTRACTION IN REVERSE ENGINEERING 被引量:3
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作者 Ke YinglinSun QingLu ZhenCollege of Mechanical andEnergy Engineering,Zhejiang University,Hangzhou 310027, China 《Chinese Journal of Mechanical Engineering》 SCIE EI CAS CSCD 2003年第2期163-166,共4页
The main purpose of reverse engineering is to convert discrete data pointsinto piecewise smooth, continuous surface models. Before carrying out model reconstruction it issignificant to extract geometric features becau... The main purpose of reverse engineering is to convert discrete data pointsinto piecewise smooth, continuous surface models. Before carrying out model reconstruction it issignificant to extract geometric features because the quality of modeling greatly depends on therepresentation of features. Some fitting techniques of natural quadric surfaces with least-squaresmethod are described. And these techniques can be directly used to extract quadric surfaces featuresduring the process of segmentation for point cloud. 展开更多
关键词 reverse engineering feature extraction least-squares method segmentationand surface fitting
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Solution of shallow-water equations using least-squares finite-element method 被引量:3
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作者 S.J. Liang J,-H, Tang M.-S. Wu 《Acta Mechanica Sinica》 SCIE EI CAS CSCD 2008年第5期523-532,共10页
A least-squares finite-element method (LSFEM) for the non-conservative shallow-water equations is presented. The model is capable of handling complex topography, steady and unsteady flows, subcritical and supercriti... A least-squares finite-element method (LSFEM) for the non-conservative shallow-water equations is presented. The model is capable of handling complex topography, steady and unsteady flows, subcritical and supercritical flows, and flows with smooth and sharp gradient changes. Advantages of the model include: (1) sources terms, such as the bottom slope, surface stresses and bed frictions, can be treated easily without any special treatment; (2) upwind scheme is no needed; (3) a single approximating space can be used for all variables, and its choice of approximating space is not subject to the Ladyzhenskaya-Babuska-Brezzi (LBB) condition; and (4) the resulting system of equations is symmetric and positive-definite (SPD) which can be solved efficiently with the preconditioned conjugate gradient method. The model is verified with flow over a bump, tide induced flow, and dam-break. Computed results are compared with analytic solutions or other numerical results, and show the model is conservative and accurate. The model is then used to simulate flow past a circular cylinder. Important flow charac-teristics, such as variation of water surface around the cylinder and vortex shedding behind the cylinder are investigated. Computed results compare well with experiment data and other numerical results. 展开更多
关键词 least-square finite-element method Shallow-water equations DAM-BREAK Vortex shedding
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Least-squares finite-element method for shallow-water equations with source terms 被引量:2
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作者 Shin-Jye Liang Tai-Wen Hsu 《Acta Mechanica Sinica》 SCIE EI CAS CSCD 2009年第5期597-610,共14页
Numerical solution of shallow-water equations (SWE) has been a challenging task because of its nonlinear hyperbolic nature, admitting discontinuous solution, and the need to satisfy the C-property. The presence of s... Numerical solution of shallow-water equations (SWE) has been a challenging task because of its nonlinear hyperbolic nature, admitting discontinuous solution, and the need to satisfy the C-property. The presence of source terms in momentum equations, such as the bottom slope and friction of bed, compounds the difficulties further. In this paper, a least-squares finite-element method for the space discretization and θ-method for the time integration is developed for the 2D non-conservative SWE including the source terms. Advantages of the method include: the source terms can be approximated easily with interpolation functions, no upwind scheme is needed, as well as the resulting system equations is symmetric and positive-definite, therefore, can be solved efficiently with the conjugate gradient method. The method is applied to steady and unsteady flows, subcritical and transcritical flow over a bump, 1D and 2D circular dam-break, wave past a circular cylinder, as well as wave past a hump. Computed results show good C-property, conservation property and compare well with exact solutions and other numerical results for flows with weak and mild gradient changes, but lead to inaccurate predictions for flows with strong gradient changes and discontinuities. 展开更多
关键词 Shallow-water equations Source terms least-squares finite-element method DAM-BREAK C-property
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NEGATIVE NORM LEAST-SQUARES METHODS FOR THE INCOMPRESSIBLE MAGNETOHYDRODYNAMIC EQUATIONS 被引量:2
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作者 高少芹 段火元 《Acta Mathematica Scientia》 SCIE CSCD 2008年第3期675-684,共10页
The purpose of this article is to develop and analyze least-squares approximations for the incompressible magnetohydrodynamic equations. The major advantage of the least-squares finite element method is that it is not... The purpose of this article is to develop and analyze least-squares approximations for the incompressible magnetohydrodynamic equations. The major advantage of the least-squares finite element method is that it is not subjected to the so-called Ladyzhenskaya-Babuska-Brezzi (LBB) condition. The authors employ least-squares functionals which involve a discrete inner product which is related to the inner product in H^-1(Ω). 展开更多
关键词 The incompressible MHDs equation negative norm VORTICITY least-squares mixed finite element method
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ON THE BREAKDOWNS OF THE GALERKIN AND LEAST-SQUARES METHODS 被引量:2
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作者 Zhong Baojiang(钟宝江) 《Numerical Mathematics A Journal of Chinese Universities(English Series)》 SCIE 2002年第2期137-148,共12页
The Galerkin and least-squares methods are two classes of the most popular Krylov subspace methOds for solving large linear systems of equations. Unfortunately, both the methods may suffer from serious breakdowns of t... The Galerkin and least-squares methods are two classes of the most popular Krylov subspace methOds for solving large linear systems of equations. Unfortunately, both the methods may suffer from serious breakdowns of the same type: In a breakdown situation the Galerkin method is unable to calculate an approximate solution, while the least-squares method, although does not really break down, is unsucessful in reducing the norm of its residual. In this paper we first establish a unified theorem which gives a relationship between breakdowns in the two methods. We further illustrate theoretically and experimentally that if the coefficient matrix of a lienar system is of high defectiveness with the associated eigenvalues less than 1, then the restarted Galerkin and least-squares methods will be in great risks of complete breakdowns. It appears that our findings may help to understand phenomena observed practically and to derive treatments for breakdowns of this type. 展开更多
关键词 large linear systems iterative methods Krylov subspace methods GALERKIN method least-squares method FOM GMRES breakdown stagnation restarting preconditioners.
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A robust compact least-squares reconstruction method for compressible turbulent flow simulations of complex configurations 被引量:1
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作者 Jia YAN Zhengyu NIU +3 位作者 Xiaoquan YANG Jue DING Xiaolong TANG Peifeng WENG 《Chinese Journal of Aeronautics》 SCIE EI CAS CSCD 2023年第12期113-138,共26页
For the second-order finite volume method,implicit schemes and reconstruction methods are two main algorithms which influence the robustness and efficiency of the numerical simulations of compressible turbulent flows.... For the second-order finite volume method,implicit schemes and reconstruction methods are two main algorithms which influence the robustness and efficiency of the numerical simulations of compressible turbulent flows.In this paper,a compact least-squares reconstruction method is proposed to calculate the gradients for the distribution of flow field variables approximation.The compactness of the new reconstruction method is reflected in the gradient calculation process.The geometries of the face-neighboring elements are no longer utilized,and the weighted average values at the centroid of the interfaces are used to calculate the gradients instead of the values at the centroid of the face-neighboring elements.Meanwhile,an exact Jacobian solving strategy is developed for implicit temporal discretization.The accurate processing of Jacobian matrix can extensively improve the invertibility of the Jacobian matrix and avoid introducing extra numerical errors.In addition,a modified Venkatakrishnan limiter is applied to deal with the shock which may appear in transonic flows and the applicability of the mentioned methods is enhanced further.The combination of the proposed methods makes the numerical simulations of turbulent flow converge rapidly and steadily with an adaptive increasing CFL number.The numerical results of several benchmarks indicate that the proposed methods perform well in terms of robustness,efficiency and accuracy,and have good application potential in turbulent flow simulations of complex configurations. 展开更多
关键词 Compact least-squares reconstruction method Exact Jacobian matrix Finite volume method Implicit schemes Turbulent flow
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Least-Squares Seismic Inversion with Stochastic Conjugate Gradient Method 被引量:2
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作者 Wei Huang Hua-Wei Zhou 《Journal of Earth Science》 SCIE CAS CSCD 2015年第4期463-470,共8页
With the development of computational power, there has been an increased focus on data-fitting related seismic inversion techniques for high fidelity seismic velocity model and image, such as full-waveform inversion a... With the development of computational power, there has been an increased focus on data-fitting related seismic inversion techniques for high fidelity seismic velocity model and image, such as full-waveform inversion and least squares migration. However, though more advanced than conventional methods, these data fitting methods can be very expensive in terms of computational cost. Recently, various techniques to optimize these data-fitting seismic inversion problems have been implemented to cater for the industrial need for much improved efficiency. In this study, we propose a general stochastic conjugate gradient method for these data-fitting related inverse problems. We first prescribe the basic theory of our method and then give synthetic examples. Our numerical experiments illustrate the potential of this method for large-size seismic inversion application. 展开更多
关键词 least-squares seismic inversion stochastic conjugate gradient method data fitting Kirchhoff migration.
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AN ASSESSMENT OF THE MESHLESS WEIGHTED LEAST-SQUARE METHOD 被引量:3
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作者 PanXiaofei SzeKimYim ZhangXiong 《Acta Mechanica Solida Sinica》 SCIE EI 2004年第3期270-282,共13页
The meshless weighted least-square (MWLS) method was developed based on the weighted least-square method. The method possesses several advantages, such as high accuracy, high stability and high e?ciency. Moreover, t... The meshless weighted least-square (MWLS) method was developed based on the weighted least-square method. The method possesses several advantages, such as high accuracy, high stability and high e?ciency. Moreover, the coe?cient matrix obtained is symmetric and semi- positive de?nite. In this paper, the method is further examined critically. The e?ects of several parameters on the results of MWLS are investigated systematically by using a cantilever beam and an in?nite plate with a central circular hole. The numerical results are compared with those obtained by using the collocation-based meshless method (CBMM) and Galerkin-based meshless method (GBMM). The investigated parameters include the type of approximations, the type of weight functions, the number of neighbors of an evaluation point, as well as the manner in which the neighbors of an evaluation point are determined. This study shows that the displacement accuracy and convergence rate obtained by MWLS is comparable to that of the GBMM while the stress accuracy and convergence rate yielded by MWLS is even higher than that of GBMM. Furthermore, MWLS is much more e?cient than GBMM. This study also shows that the instability of CBMM is mainly due to the neglect of the equi- librium residuals at boundary nodes. In MWLS, the residuals of all the governing equations are minimized in a weighted least-square sense. 展开更多
关键词 MESHLESS MESHFREE least-square weighted residual
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A two-step weighted least-squares method for joint estimation of source and sensor locations: A general framework 被引量:10
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作者 Ding WANG Jiexin YIN +2 位作者 Tao TANG Ruirui LIU Zhidong WU 《Chinese Journal of Aeronautics》 SCIE EI CAS CSCD 2019年第2期417-443,共27页
It is well known that the Two-step Weighted Least-Squares(TWLS) is a widely used method for source localization and sensor position refinement. For this reason, we propose a unified framework of the TWLS method for jo... It is well known that the Two-step Weighted Least-Squares(TWLS) is a widely used method for source localization and sensor position refinement. For this reason, we propose a unified framework of the TWLS method for joint estimation of multiple disjoint sources and sensor locations in this paper. Unlike some existing works, the presented method is based on more general measurement model, and therefore it can be applied to many different localization scenarios.Besides, it does not have the initialization and local convergence problem. The closed-form expression for the covariance matrix of the proposed TWLS estimator is also derived by exploiting the first-order perturbation analysis. Moreover, the estimation accuracy of the TWLS method is shown analytically to achieve the Cramér-Rao Bound(CRB) before the threshold effect takes place. The theoretical analysis is also performed in a common mathematical framework, rather than aiming at some specific signal metrics. Finally, two numerical experiments are performed to support the theoretical development in this paper. 展开更多
关键词 Cramér-Rao Bound(CRB) DISJOINT sources General framework Performance analysis Sensor position refinement SOURCE localization WEIGHTED least-squarES
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Initial costates derived by near-optimal reference sequence and least-squares method
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作者 Shaozhao LU Yao ZHANG Quan HU 《Chinese Journal of Aeronautics》 SCIE EI CAS CSCD 2024年第5期377-391,共15页
In this paper,we present a novel initial costates solver for initializing time-optimal trajectory problems in relative motion with continuous low thrust.The proposed solver consists of two primary components:training ... In this paper,we present a novel initial costates solver for initializing time-optimal trajectory problems in relative motion with continuous low thrust.The proposed solver consists of two primary components:training a Multilayer Perceptron(MLP)for generating reference sequence and Time of Flight(TOF)to the target,and deriving a system of linear algebraic equations for obtaining the initial costates.To overcome the challenge of generating training samples for the MLP,the backward generation method is proposed to obtain five different training databases.The training database and sample form are determined by analyzing the input and output correlation using the Pearson correlation coefficient.The best-performing MLP is obtained by analyzing the training results with various hyper-parameter combinations.A reference sequence starting from the initial states is obtained by integrating forward with the near-optimal control vector from the output of MLP.Finally,a system of linear algebraic equations for estimating the initial costates is derived using the reference sequence and the necessary conditions for optimality.Simulation results demonstrate that the proposed initial costates solver improves the convergence ratio and reduce the function calls of the shooting function.Furthermore,Monte-Carlo simulation illustrates that the initial costates solver is applicable to different initial velocities,demonstrating excellent generalization ability. 展开更多
关键词 Relative motion Expanding training database Multilayer perceptron Initial costates least-squares method
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Complex derivatives valuation: applying the Least-Squares Monte Carlo Simulation Method with several polynomial basis
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作者 Ursula Silveira Monteiro de Lima Carlos Patricio Samanez 《Financial Innovation》 2016年第1期1-14,共14页
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
关键词 Complex derivatives valuation least-squares Monte Carlo method Amerasian options Polynomial basis
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An Adaptive Least-Squares Mixed Finite Element Method for Fourth Order Parabolic Problems
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作者 Ning Chen Haiming Gu 《Applied Mathematics》 2013年第4期675-679,共5页
A least-squares mixed finite element (LSMFE) method for the numerical solution of fourth order parabolic problems analyzed and developed in this paper. The Ciarlet-Raviart mixed finite element space is used to approxi... A least-squares mixed finite element (LSMFE) method for the numerical solution of fourth order parabolic problems analyzed and developed in this paper. The Ciarlet-Raviart mixed finite element space is used to approximate. The a posteriori error estimator which is needed in the adaptive refinement algorithm is proposed. The local evaluation of the least-squares functional serves as a posteriori error estimator. The posteriori errors are effectively estimated. The convergence of the adaptive least-squares mixed finite element method is proved. 展开更多
关键词 ADAPTIVE method least-squarES Mixed Finite Element method FOURTH Order Parabolic Problems least-squarES Functional A POSTERIORI Error
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LEAST-SQUARES MIXED FINITE ELEMENT METHOD FOR A CLASS OF STOKES EQUATION
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作者 顾海明 羊丹平 +1 位作者 隋树林 刘新民 《Applied Mathematics and Mechanics(English Edition)》 SCIE EI 2000年第5期557-566,共10页
A least-squares mixed finite element method was formulated for a class of Stokes equations in two dimensional domains. The steady state and the time-dependent Stokes' equations were considered. For the stationary ... A least-squares mixed finite element method was formulated for a class of Stokes equations in two dimensional domains. The steady state and the time-dependent Stokes' equations were considered. For the stationary equation, optimal H-t and L-2-error estimates are derived under the standard regularity assumption on the finite element partition ( the LBB-condition is not required). Far the evolutionary equation, optimal L-2 estimates are derived under the conventional Raviart-Thomas spaces. 展开更多
关键词 least-squarES mixed finite element method error estimates
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