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Large Deviations for Fractional Stochastic Heat Equation with Gaussian Noise Rough in Space
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作者 WANG Zhi LIU Junfeng 《数学进展》 北大核心 2025年第6期1368-1392,共25页
In this paper we study the Freidlin-Wentzell's large deviation principle for the following nonlinear fractional stochastic heat equation driven by Gaussian noise∂/∂tu^(ε)=D_(δ)^(α)(t,x)+√εσ(u^(ε)(t,x))W(t,x... In this paper we study the Freidlin-Wentzell's large deviation principle for the following nonlinear fractional stochastic heat equation driven by Gaussian noise∂/∂tu^(ε)=D_(δ)^(α)(t,x)+√εσ(u^(ε)(t,x))W(t,x),(t,x)∈[0,T]×R,where D_(δ)^(α)is a nonlocal fractional differential operator and W is the Gaussian noise which is white in time and behaves as a fractional Brownian motion with Hurst index H satisfying 3-α/4<H<1/2,in the space variable.The weak convergence approach plays an important role. 展开更多
关键词 fractional stochastic heat equation fractional Brownian motion large deviation principle weak convergence
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ASYMPTOTICS OF LARGE DEVIATIONS OF FINITE DIFFERENCE METHOD FOR STOCHASTIC CAHN-HILLIARD EQUATION
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作者 Diancong JIN Derui SHENG 《Acta Mathematica Scientia》 2025年第3期1078-1106,共29页
In this work, we first derive the one-point large deviations principle (LDP) for both the stochastic Cahn–Hilliard equation with small noise and its spatial finite difference method (FDM). Then, we focus on giving th... In this work, we first derive the one-point large deviations principle (LDP) for both the stochastic Cahn–Hilliard equation with small noise and its spatial finite difference method (FDM). Then, we focus on giving the convergence of the one-point large deviations rate function (LDRF) of the spatial FDM, which is about the asymptotical limit of a parametric variational problem. The main idea for proving the convergence of the LDRF of the spatial FDM is via the Γ-convergence of objective functions. This relies on the qualitative analysis of skeleton equations of the original equation and the numerical method. In order to overcome the difficulty that the drift coefficient is not one-sided Lipschitz continuous, we derive the equivalent characterization of the skeleton equation of the spatial FDM and the discrete interpolation inequality to obtain the uniform boundedness of the solution to the underlying skeleton equation. These play important roles in deriving the T-convergence of objective functions. 展开更多
关键词 large deviations rate function finite difference method convergence analysis F-convergence stochastic Cahn-Hilliard equation
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Angular deviations and influential factors of Burgers orientation relationship duringβ→αphase transformation in titanium alloys
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作者 Ming-bing LI Kai WANG +6 位作者 Bin WANG Chao LV Xin-nan WANG Xing LI Zhi-shou ZHU Hui-long HOU Xin-qing ZHAO 《Transactions of Nonferrous Metals Society of China》 2025年第9期2903-2917,共15页
The angular deviations and influential factors of Burgers orientation relationship(BOR)in Ti-6Al-4V and Ti-6.5Al-2Zr-1Mo-1V alloys were investigated by optical microscope(OM),scanning electron microscope(SEM),electron... The angular deviations and influential factors of Burgers orientation relationship(BOR)in Ti-6Al-4V and Ti-6.5Al-2Zr-1Mo-1V alloys were investigated by optical microscope(OM),scanning electron microscope(SEM),electron backscattered diffraction(EBSD)and high-angle annular dark-field scanning transmission electron microscope(HAADF-STEM).A spherical center angle model was introduced to calculate the angular deviations from the ideal BOR between α and β phases.The results indicate thatαand β phases in α colonies of both alloys do not follow the perfect BOR during β→α phase transformation,with angular deviation values less than 3°.Through detailed microstructure characterization,the broad face of α/β interfaces viewed along two different electron incident directions shows the atomic-scale terrace-ledge structure,and many dislocations are observed within α and β phases and near α/β interfaces.Further studies reveal that the angular deviations mainly originate from lattice distortions caused by dislocations in α and β phases and lattice mismatches at α/β interfaces. 展开更多
关键词 titanium alloy Burgers orientation relationship angular deviation α/βinterface DISLOCATION lattice distortion
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Moderate Deviations for the Optimal Values of Sample Average Approximation with Adaptive Multiple Importance Sampling
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作者 Wenjin ZHANG 《Journal of Mathematical Research with Applications》 2025年第2期275-284,共10页
In this paper, we use sample average approximation with adaptive multiple importance sampling to explore moderate deviations for the optimal values. Utilizing the moderate deviation principle for martingale difference... In this paper, we use sample average approximation with adaptive multiple importance sampling to explore moderate deviations for the optimal values. Utilizing the moderate deviation principle for martingale differences and an appropriate Delta method, we establish a moderate deviation principle for the optimal value. Moreover, for a functional form of stochastic programming, we obtain a functional moderate deviation principle for its optimal value. 展开更多
关键词 adaptive multiple importance sampling martingale difference moderate deviation
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SMALL PERTURBATION CRAMER METHODS AND MODERATE DEVIATIONS FOR MARKOV PROCESSES 被引量:2
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作者 高付清 《Acta Mathematica Scientia》 SCIE CSCD 1995年第4期394-405,共12页
This paper presents a small perturbation Cramer method for obtaining the large deviation principle of a family of measures (β,ε> 0) on a topological vector space. As an application, we obtain the moderate deviati... This paper presents a small perturbation Cramer method for obtaining the large deviation principle of a family of measures (β,ε> 0) on a topological vector space. As an application, we obtain the moderate deviation estimations for uniformly ergodic Markov processes. 展开更多
关键词 Large deviations Cramer methods Markov processes moderate deviations.
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聚类-最小一乘回归法识别地下水测试数据可疑值
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作者 刘金巍 曹月婷 +2 位作者 吕永高 边超 赵淼 《中国无机分析化学》 北大核心 2026年第1期108-115,共8页
为增强地下水检测数据的可靠性检验成效,并提升内部质量控制水平,本研究运用马氏距离聚类、最小一乘法回归以及t化残差联合技术来评估数据的可疑程度,同时结合离子平衡检验结果,精准确定可疑数据及其具体组分。研究结果显示:马氏距离聚... 为增强地下水检测数据的可靠性检验成效,并提升内部质量控制水平,本研究运用马氏距离聚类、最小一乘法回归以及t化残差联合技术来评估数据的可疑程度,同时结合离子平衡检验结果,精准确定可疑数据及其具体组分。研究结果显示:马氏距离聚类方法能够有效应对地下水组分存在的共线性及非正态分布特性,借助自然断点法确定聚类数量与初始聚类中心,从而增强了聚类结果的稳定性。通过采用对异常值敏感度较低的最小一乘法回归分析并计算t化残差,使得异常值更为直观。构建的基于t化残差与离子平衡检验结果的可疑数据判定矩阵,实现了对可疑数据及其组分的精确识别。方法显著提升了地下水样品数据合理性分析或复测的针对性,拓展了实验室内部质量控制的手段,提高了质量控制的质量与效率。 展开更多
关键词 地下水 可疑值 聚类 最小一乘法
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Edge detection in the potential field using the correlation coefficients of multidirectional standard deviations 被引量:5
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作者 徐梦龙 杨长保 +2 位作者 吴燕冈 陈竞一 郇恒飞 《Applied Geophysics》 SCIE CSCD 2015年第1期23-34,120,121,共14页
Most edge-detection methods rely on calculating gradient derivatives of the potential field, a process that is easily affected by noise and is therefore of low stability. We propose a new edge-detection method named c... Most edge-detection methods rely on calculating gradient derivatives of the potential field, a process that is easily affected by noise and is therefore of low stability. We propose a new edge-detection method named correlation coefficient of multidirectional standard deviations(CCMS) that is solely based on statistics. First, we prove the reliability of the proposed method using a single model and then a combination of models. The proposed method is evaluated by comparing the results with those obtained by other edge-detection methods. The CCMS method offers outstanding recognition, retains the sharpness of details, and has low sensitivity to noise. We also applied the CCMS method to Bouguer anomaly data of a potash deposit in Laos. The applicability of the CCMS method is shown by comparing the inferred tectonic framework to that inferred from remote sensing(RS) data. 展开更多
关键词 Edge detection Correlation coefficient multidirectional standard deviation Bouguer anomaly
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计及风电不确定性的电网前瞻调度多时段平衡风险分级预警
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作者 穆泽雨 陈思远 +5 位作者 许沛东 司睿绮 张俊 徐箭 黄河 陈亦平 《电力系统自动化》 北大核心 2026年第1期61-73,共13页
随着风电逐渐成为电力供应主体,风电不确定性引发的日内功率预测偏差将使电力平衡面临严峻挑战。前瞻调度是衔接日前调度计划与日内自动发电控制的有效手段。为此,提出风电不确定性下电网前瞻调度平衡风险分级预警方法。首先,构建前瞻... 随着风电逐渐成为电力供应主体,风电不确定性引发的日内功率预测偏差将使电力平衡面临严峻挑战。前瞻调度是衔接日前调度计划与日内自动发电控制的有效手段。为此,提出风电不确定性下电网前瞻调度平衡风险分级预警方法。首先,构建前瞻调度约束集以刻画系统的运行边界,通过解析化数学推导分析了风电不确定性对系统运行边界的影响,并在此基础上提出了计及多资源爬坡能力的平衡风险分级预警机制。然后,提出基于点估计与矩阵正态分布理论的样本增强方法,通过参数化数据生成方式扩充少数类样本,提高模型的预测准确率与场景覆盖率。最后,基于净负荷偏差与资源可调容量两个关键指标,构建前瞻调度的多时段平衡风险预警模型,对未来几小时系统的平衡风险进行分级预警。在IEEE 118节点标准算例中进行了仿真验证,结果表明,所提方法可快速准确地对未来几小时系统的平衡风险进行预警,分级预警结果能为前瞻调度提供有效的参考信息。 展开更多
关键词 风电 不确定性 前瞻调度 预测 预警 净负荷偏差 资源可调容量 样本增强 平衡风险
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航空发动机盲腔螺母精密拧紧技术
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作者 张宗江 李小强 +2 位作者 韩玉杰 李兆宇 张铭铭 《北京航空航天大学学报》 北大核心 2026年第1期260-274,共15页
航空发动机转子狭小盲腔连接质量对转子整体装配质量具有极大的影响,综合国内外现状,由于缺乏盲腔结构高效精准装配工装,导致螺栓连接工艺的精确控制能力不足,进而影响转子盘轴零部件配合表面的连接力学性能,针对某型号盲腔螺母拧紧装... 航空发动机转子狭小盲腔连接质量对转子整体装配质量具有极大的影响,综合国内外现状,由于缺乏盲腔结构高效精准装配工装,导致螺栓连接工艺的精确控制能力不足,进而影响转子盘轴零部件配合表面的连接力学性能,针对某型号盲腔螺母拧紧装配需求,将盲腔螺母拧紧系统分为拧紧力矩传递机构和操作执行机构。在拧紧力矩传递机构设计上,对拧紧工艺扭矩法与扭矩转角法进行比较,确定扭矩转角法作为最终执行工艺,同时,设计力矩传递结构,并对关键部件进行强度和寿命校核,考虑力矩损失建立输入输出力矩模型,确定拧紧工具输入扭矩,实现拧紧力矩的高精度控制;在操作执行机构设计上,对操作执行机构进行机械设计,并对高精度运动部件蜗轮蜗杆进行3DCS仿真,同时,利用MATLAB进行轨迹规划与运动学仿真;基于以上研究开发感知系统及控制系统,进行视觉识别,实现设备的高精度控制,并进行盲腔螺母拧紧技术实验验证,对提高该狭小盘间盲腔螺栓阵列连接质量一致性具有重要意义。 展开更多
关键词 航空发动机 盲腔 扭矩转角法 力矩控制 轨迹规划 偏差分析
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线性模型下的稳健模型平均方法
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作者 杨佳音 李海霞 +2 位作者 常海艳 付利亚 宋亚飞 《工程数学学报》 北大核心 2026年第1期156-166,共11页
模型平均通过对备选模型的估计进行加权平均得到新估计,该方法具有预测精度高、风险小等优点。现有的频率模型平均方法均是基于最小二乘方法,因此对异常值比较敏感。提出了稳健的Mallows模型平均和基于信息准则的模型平均,通过选取稳健... 模型平均通过对备选模型的估计进行加权平均得到新估计,该方法具有预测精度高、风险小等优点。现有的频率模型平均方法均是基于最小二乘方法,因此对异常值比较敏感。提出了稳健的Mallows模型平均和基于信息准则的模型平均,通过选取稳健目标函数和稳健的误差标准差提升方法的稳健性。模拟研究表明数据中存在异常值或服从重尾分布时,提出的方法明显优于基于最小二乘方法的模型平均。最后,将稳健的模型平均方法应用到波士顿房价数据集上,验证了所提出方法的有效性。 展开更多
关键词 模型平均 稳健估计 迭代加权最小二乘 稳健权重 绝对中位偏差
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LARGE DEVIATIONS AND MODERATE DEVIATIONS FOR m-NEGATIVELY ASSOCIATED RANDOM VARIABLES 被引量:8
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作者 胡亦钧 明瑞星 杨文权 《Acta Mathematica Scientia》 SCIE CSCD 2007年第4期886-896,共11页
M-negatively associated random variables, which generalizes the classical one of negatively associated random variables and includes m-dependent sequences as its particular case, are introduced and studied. Large devi... M-negatively associated random variables, which generalizes the classical one of negatively associated random variables and includes m-dependent sequences as its particular case, are introduced and studied. Large deviation principles and moderate deviation upper bounds for stationary m-negatively associated random variables are proved. Kolmogorov-type and Marcinkiewicz-type strong laws of large numbers as well as the three series theorem for m-negatively associated random variables are also given. 展开更多
关键词 negatively associated random variables stationary sequence strong law of large numbers large deviations moderate deviations
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MODERATE DEVIATIONS AND LARGEDE VIATIONS FOR A TEST OF SYMMETRY BASED ON KERNEL DENSITY ESTIMATOR 被引量:5
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作者 何晓霞 高付清 《Acta Mathematica Scientia》 SCIE CSCD 2008年第3期665-674,共10页
Let fn be a non-parametric kernel density estimator based on a kernel function K. and a sequence of independent and identically distributed random variables taking values in R. The goal of this article is to prove mod... Let fn be a non-parametric kernel density estimator based on a kernel function K. and a sequence of independent and identically distributed random variables taking values in R. The goal of this article is to prove moderate deviations and large deviations for the statistic sup |fn(x) - fn(-x) |. 展开更多
关键词 Symmetry test kernel estimator moderate deviations large deviations
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Effects of Comprehensive Eccentricity of Involute Cam on Gear Profile Deviations 被引量:5
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作者 WANG Liding LING Siying +2 位作者 MAYong WANG Xiaodong LOU Zhifeng 《Chinese Journal of Mechanical Engineering》 SCIE EI CAS CSCD 2011年第3期392-398,共7页
The manufacturing accuracy of ultra-precision master gears signifies the technological capability of the ultra-precision gear.Currently,there is little report about the manufacturing technologies of ultra-precision ma... The manufacturing accuracy of ultra-precision master gears signifies the technological capability of the ultra-precision gear.Currently,there is little report about the manufacturing technologies of ultra-precision master gears at home and aboard.In order to meet the requirement of grinding ultra precision master gear,the gear grinder with flat-faced wheel Y7125 is chosen as the object machine tool and the geometric model of its precision generating part,the involute cam,is established.According to the structure of the involute cam,the effective working section and its adjustable range of the cam are determined,and the mathematical expressions of the effects of comprehensive eccentricity of the involute cam on gear profile deviations are derived.According to the primary harmonic trends of the deviation curve,it is shown that gear profile form and slope deviations in different work generating sections of the involute cam are different which the latter changes with the cam eccentricity obviously.Then,the issues of extreme values and methods of error compensation are studied and the conclusion that large adjustable range is benefit to search the optimal involute-cam section which is responding to the minimum gear profile deviations is obtained.A group of examples are calculated by choosing master gears with d=120 mm and m=2-6 mm and an involute cam with base diameter djcam =117 mm.And it is found that the maximum gear profile deviation counts for no more than 5% of the cam eccentricity after error compensation.A gear-grinding experiment on the master gear with m=2 mm is conducted by choosing different sections of the involute cam and the differences of gear profile deviations then the existence of the cam eccentricity are verified.The research discloses the rule of gear profile deviations caused by the comprehensive eccentricity of the involute cam and provides the theoretical guidance and the processing methods for grinding profile of the ultra precision master gear. 展开更多
关键词 gear grinder with flat-faced wheel involute cam ultra precision master gear gear profile deviations error compensation
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RELATIVE ENTROPY AND LARGE DEVIATIONS UNDER SUBLINEAR EXPECTATIONS 被引量:6
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作者 高付清 徐明周 《Acta Mathematica Scientia》 SCIE CSCD 2012年第5期1826-1834,共9页
We give a definition of relative entropy with respect to a sublinear expectation and establish large deviation principle for the empirical measures for independent random variables under the sublinear expectation.
关键词 sublinear expectation relative entropy large deviation empirical measure
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LARGE DEVIATIONS FOR SOME DEPENDENT SEQUENCES 被引量:6
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作者 胡舒合 王学军 《Acta Mathematica Scientia》 SCIE CSCD 2008年第2期295-300,共6页
Let (Xi) be a martingale difference sequence and Sn=∑^ni=1Xi Suppose (Xi) i=1 is bounded in L^p. In the case p ≥2, Lesigne and Volny (Stochastic Process. Appl. 96 (2001) 143) obtained the estimation μ(Sn ... Let (Xi) be a martingale difference sequence and Sn=∑^ni=1Xi Suppose (Xi) i=1 is bounded in L^p. In the case p ≥2, Lesigne and Volny (Stochastic Process. Appl. 96 (2001) 143) obtained the estimation μ(Sn 〉 n) ≤ cn^-p/2, Yulin Li (Statist. Probab. Lett. 62 (2003) 317) generalized the result to the case when p ∈ (1,2] and obtained μ(Sn 〉 n) ≤ cn^l-p, these are optimal in a certain sense. In this article, the authors study the large deviation of Sn for some dependent sequences and obtain the same order optimal upper bounds for μ(Sn 〉 n) as those for martingale difference sequence. 展开更多
关键词 Large deviation φ-mixing sequence NA sequence linear process
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工业机器人机械本体设计研究
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作者 单金炜 《科学技术创新》 2026年第1期75-78,共4页
为了提升工业机器人机械本体的设计效率与运动精度,开展工业机器人机械本体设计研究。通过介绍模块化设计方法和自动化装配技术,分析结构参数化设计与运动学自主求解的关键问题。研究提出基于SolidWorks平台的自动装配方案,采用SelectBy... 为了提升工业机器人机械本体的设计效率与运动精度,开展工业机器人机械本体设计研究。通过介绍模块化设计方法和自动化装配技术,分析结构参数化设计与运动学自主求解的关键问题。研究提出基于SolidWorks平台的自动装配方案,采用SelectByID2和AddMate3函数实现结构模块的精确搭接。结合人体生物力学比例建立参数化设计体系,通过D-H规则构建连杆坐标系模块库。运用矩阵运算和数值解法实现运动学正逆解的自动求解。研究结果表明:该方法能够有效控制结构搭接偏差,显著提高机械臂运动轨迹精度,模块化设计模式可快速生成不同构型的机器人本体,参数化系统确保尺寸调整时的结构协调性,运动学自主求解技术降低了分析门槛,为工业机器人的高效设计与性能优化提供了可靠的技术支持。 展开更多
关键词 工业 机器人 机械 本体 运动学 偏差
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MODERATE DEVIATIONS FOR PARAMETER ESTIMATORS IN FRACTIONAL ORNSTEIN-UHLENBECK PROCESS 被引量:4
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作者 高付清 蒋辉 汪宝彬 《Acta Mathematica Scientia》 SCIE CSCD 2010年第4期1125-1133,共9页
We study moderate deviations for estimators of the drift parameter of the fractional Ornstein-Uhlenbeck process. Two moderate deviation principles are obtained.
关键词 Large deviations moderate deviations Ornstein-Uhlenbeck process
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Numerical study on aero-optical imaging deviations of vehicles at different altitudes 被引量:6
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作者 XU Liang ZHANG Ziye +2 位作者 WANG Tao WU Jianhui CHEN Xi 《Optoelectronics Letters》 EI 2022年第2期97-102,共6页
When the vehicle is flying in the atmosphere at high speed, the optical head and the atmosphere will have severe friction, thus forming a complex flow field, which makes the target image shift in the optical imaging s... When the vehicle is flying in the atmosphere at high speed, the optical head and the atmosphere will have severe friction, thus forming a complex flow field, which makes the target image shift in the optical imaging system. The influence of altitude on aero-optical imaging deviation is studied in this paper. The geometric modeling and mesh generation of a typical blunt nosed high-speed vehicle were carried out, and the three-dimensional(3 D) flow field density was obtained by a large amount of computational fluid dynamic calculation. In order to complete the optical calculation, the backward ray tracing method and the backward ray tracing stop criterion were used. The results show that as the height increases, the imaging deviation decreases gradually, and the imaging deviation slope increases and tends to be flat and close to zero. 展开更多
关键词 CALCULATION deviation BACKWARD
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MOMENTS AND LARGE DEVIATIONS FOR SUPERCRITICAL BRANCHING PROCESSES WITH IMMIGRATION IN RANDOM ENVIRONMENTS 被引量:3
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作者 Chunmao HUANG Chen WANG Xiaoqiang WANG 《Acta Mathematica Scientia》 SCIE CSCD 2022年第1期49-72,共24页
Let(Z_(n))be a branching process with immigration in a random environmentξ,whereξis an independent and identically distributed sequence of random variables.We show asymptotic properties for all the moments of Z_(n) ... Let(Z_(n))be a branching process with immigration in a random environmentξ,whereξis an independent and identically distributed sequence of random variables.We show asymptotic properties for all the moments of Z_(n) and describe the decay rates of the n-step transition probabilities.As applications,a large deviation principle for the sequence log Z_(n) is established,and related large deviations are also studied. 展开更多
关键词 branching process with immigration random environment MOMENTS harmonic moments large deviations
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