In this paper, the dissipative and the forced terms of the Duffing equation are considered as the perturbations of nonlinear Hamiltonian equations and the perturbational effect is indicated by parameter ε. Firstly, b...In this paper, the dissipative and the forced terms of the Duffing equation are considered as the perturbations of nonlinear Hamiltonian equations and the perturbational effect is indicated by parameter ε. Firstly, based on the gradient- Hamiltonian decomposition theory of vector fields, by using splitting methods, this paper constructs structure-preserving algorithms （SPAs） for the Duffing equation. Then, according to the Liouville formula, it proves that the Jacobian matrix determinants of the SPAs are equal to that of the exact flow of the Duffing equation. However, considering the explicit Runge Kutta methods, this paper finds that there is an error term of order p＋l for the Jacobian matrix determinants. The volume evolution law of a given region in phase space is discussed for different algorithms, respectively. As a result, the sum of Lyapunov exponents is exactly invariable for the SPAs proposed in this paper. Finally, through numerical experiments, relative norm errors and absolute energy errors of phase trajectories of the SPAs and the Heun method （a second-order Runge-Kutta method） are compared. Computational results illustrate that the SPAs are evidently better than the Heun method when e is small or equal to zero.展开更多
基于不需要后验密度解析形式的随机梯度哈密尔顿蒙特卡洛(stochastic gradient Hamiltonian Monte Carlo,SGHMC)方法对AR-GJR-GARCH模型的参数进行了贝叶斯估计。以2019.3.13—2020.1.2和2020.1.3—2020.11.3两个时间段的中证医药指数...基于不需要后验密度解析形式的随机梯度哈密尔顿蒙特卡洛(stochastic gradient Hamiltonian Monte Carlo,SGHMC)方法对AR-GJR-GARCH模型的参数进行了贝叶斯估计。以2019.3.13—2020.1.2和2020.1.3—2020.11.3两个时间段的中证医药指数的数据为例,对本文提出的方法进行了检验。结果显示,所得的参数估计值反映了与该指数的波动性相关的市场背景信息。展开更多
Based on the gradient-Hamiltonian decomposition （GHD） theory of vector fields, an algorithm （ called as GHD algorithm） is proposed in this paper. For the GHD algorithm, visual interpretations of the advantages in ...Based on the gradient-Hamiltonian decomposition （GHD） theory of vector fields, an algorithm （ called as GHD algorithm） is proposed in this paper. For the GHD algorithm, visual interpretations of the advantages in stability are given by using the eigenvalue curves. From the numerical results for linear decay systems, it reaches the conclusion that the GHD algorithm proposed in this paper has a better computational accuracy than other algorithms and presents a replication of long time qualitative properties of the underlying system.展开更多
基金Project supported by the National Natural Science Foundation of China (Grant No 10572021)the Doctoral Programme Foundation of Institute of Higher Education of China (Grant No 20040007022)
文摘In this paper, the dissipative and the forced terms of the Duffing equation are considered as the perturbations of nonlinear Hamiltonian equations and the perturbational effect is indicated by parameter ε. Firstly, based on the gradient- Hamiltonian decomposition theory of vector fields, by using splitting methods, this paper constructs structure-preserving algorithms （SPAs） for the Duffing equation. Then, according to the Liouville formula, it proves that the Jacobian matrix determinants of the SPAs are equal to that of the exact flow of the Duffing equation. However, considering the explicit Runge Kutta methods, this paper finds that there is an error term of order p＋l for the Jacobian matrix determinants. The volume evolution law of a given region in phase space is discussed for different algorithms, respectively. As a result, the sum of Lyapunov exponents is exactly invariable for the SPAs proposed in this paper. Finally, through numerical experiments, relative norm errors and absolute energy errors of phase trajectories of the SPAs and the Heun method （a second-order Runge-Kutta method） are compared. Computational results illustrate that the SPAs are evidently better than the Heun method when e is small or equal to zero.
文摘基于不需要后验密度解析形式的随机梯度哈密尔顿蒙特卡洛(stochastic gradient Hamiltonian Monte Carlo,SGHMC)方法对AR-GJR-GARCH模型的参数进行了贝叶斯估计。以2019.3.13—2020.1.2和2020.1.3—2020.11.3两个时间段的中证医药指数的数据为例,对本文提出的方法进行了检验。结果显示,所得的参数估计值反映了与该指数的波动性相关的市场背景信息。
基金Sponsored by the National Natural Science Foundation of China (10572021)the Doctoral Programme Foundation of Institute of Higher Educationof China (20040007022)the Program for New Century Excellent Talents in University of Fujian Province
文摘Based on the gradient-Hamiltonian decomposition （GHD） theory of vector fields, an algorithm （ called as GHD algorithm） is proposed in this paper. For the GHD algorithm, visual interpretations of the advantages in stability are given by using the eigenvalue curves. From the numerical results for linear decay systems, it reaches the conclusion that the GHD algorithm proposed in this paper has a better computational accuracy than other algorithms and presents a replication of long time qualitative properties of the underlying system.
