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Stochastic Approximate Solutions of Stochastic Differential Equations with Random Jump Magnitudes and Non-Lipschitz Coefficients 被引量:1
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作者 毛伟 胡良剑 《Journal of Donghua University(English Edition)》 EI CAS 2015年第4期642-647,共6页
A class of stochastic differential equations with random jump magnitudes( SDEwRJMs) is investigated. Under nonLipschitz conditions,the convergence of semi-implicit Euler method for SDEwRJMs is studied. The main purpos... A class of stochastic differential equations with random jump magnitudes( SDEwRJMs) is investigated. Under nonLipschitz conditions,the convergence of semi-implicit Euler method for SDEwRJMs is studied. The main purpose is to prove that the semi-implicit Euler solutions converge to the true solutions in the mean-square sense. An example is given for illustration. 展开更多
关键词 stochastic differential equations(SDEs) random jump magnitudes numerical analysis non-lipschitz coefficients
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Non-contact of Solutions to Stochastic Differential Equations Driven by Semimartingale with Non-Lipschitz Coefficients
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作者 费为银 《Journal of Donghua University(English Edition)》 EI CAS 2011年第5期516-518,共3页
A class of stochastic differential equations(SDEs) driven by semimartingale with non-Lipschitz coefficients was studied.By using Gronwall inequality,the non-confluence of solutions is proved under the general conditions.
关键词 stochastic differential equations non-confluence of solutions local characteristic of semimartingale non-lipschitz coefficients Gronwall lemma
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EULER SCHEME AND MEASURABLE FLOWS FOR STOCHASTIC DIFFERENTIAL EQUATIONS WITH NON-LIPSCHITZ COEFFICIENTS
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作者 王志明 《Acta Mathematica Scientia》 SCIE CSCD 2018年第1期157-168,共12页
For a stochastic differential equation with non-Lipschitz coefficients, we construct, by Euler scheme, a measurable flow of the solution, and we prove the solution is a Markov process.
关键词 stochastic differential equation Euler scheme measurable flow Markov property non-lipschitz
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REGULARITY PROPERTY OF SOLUTION TO TWO-PARAMETER STOCHASTIC VOLTERRA EQUATION WITH NON-LIPSCHITZ COEFFICIENTS
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作者 姜国 王湘君 《Acta Mathematica Scientia》 SCIE CSCD 2013年第3期872-882,共11页
This article proves the existence and uniqueness of solution to two-parameter stochastic Volterra equation with non-Lipschitz coefficients and driven by Brownian sheet, where the main tool is Bihari's inequality in t... This article proves the existence and uniqueness of solution to two-parameter stochastic Volterra equation with non-Lipschitz coefficients and driven by Brownian sheet, where the main tool is Bihari's inequality in the plane. Moreover, we also discuss the time regularity property of the solution by Kolmogorov's continuity criterion. 展开更多
关键词 Stochastic Volterra equation Brownian sheet Bihari's inequality non-lipschitz Picard's approximation
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Backward Doubly Stochastic Differential Equations with Stochastic Non-Lipschitz Coefficients
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作者 Si-yan XU Yi-dong ZHANG 《Acta Mathematicae Applicatae Sinica》 SCIE CSCD 2024年第4期908-928,共21页
In this paper,we prove an existence and uniqueness theorem for backward doubly stochastic differential equations under a new kind of stochastic non-Lipschitz condition which involves stochastic and timedependent condi... In this paper,we prove an existence and uniqueness theorem for backward doubly stochastic differential equations under a new kind of stochastic non-Lipschitz condition which involves stochastic and timedependent condition.As an application,we use the result to obtain the existence of stochastic viscosity solution for some nonlinear stochastic partial differential equations under stochastic non-Lipschitz conditions. 展开更多
关键词 Stochastic non-lipschitz coefficients backward doubly stochastic differential equation stochastic viscosity solutions
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L^p Solutions of BSDEs with a New Kind of Non-Lipschitz Coefficients 被引量:1
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作者 Shengjun FAN Long JIANG 《Acta Mathematicae Applicatae Sinica》 SCIE CSCD 2019年第4期695-707,共13页
In this paper, we are interested in solving multidimensional backward stochastic differential equations(BSDEs) with a new kind of non-Lipschitz coefficients. We establish an existence and uniqueness result of the L^p(... In this paper, we are interested in solving multidimensional backward stochastic differential equations(BSDEs) with a new kind of non-Lipschitz coefficients. We establish an existence and uniqueness result of the L^p(p > 1) solutions, which includes some known results as its particular cases. 展开更多
关键词 BACKWARD stochastic differential equation non-lipschitz coefficients Mao’s CONDITION Constantin’s CONDITION Lp solution
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Rate of Convergence of Euler's Approximations for SDEs with Non-Lipschitz Coefficients 被引量:1
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作者 Ji Cheng LIU 《Acta Mathematica Sinica,English Series》 SCIE CSCD 2013年第8期1555-1568,共14页
We prove that Euler's approximations for stochastic differential equations driven by infinite many Brownian motions and with non-Lipschitz coefficients converge almost surely. Moreover, the rate of convergence is obt... We prove that Euler's approximations for stochastic differential equations driven by infinite many Brownian motions and with non-Lipschitz coefficients converge almost surely. Moreover, the rate of convergence is obtained. 展开更多
关键词 Stochastic differential equations non-lipschitz Euler's approximations
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A Programming Method for Mean Behavior of Fourier Coefficients of Modular Forms on Sparse Sequences
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作者 HU Yuanrui YAO Weili 《数学进展》 北大核心 2025年第4期709-724,共16页
Let f be a primitive holomorphic cusp form with even integral weight k≥2 for the full modular groupΓ=SL(2,Z)andλ_(sym^(j)f)(n)be the n-th coefficient of Dirichlet series of j-th symmetric L-function L(s,sym^(j)f)at... Let f be a primitive holomorphic cusp form with even integral weight k≥2 for the full modular groupΓ=SL(2,Z)andλ_(sym^(j)f)(n)be the n-th coefficient of Dirichlet series of j-th symmetric L-function L(s,sym^(j)f)attached to f.In this paper,we study the mean value distribution over a specific sparse sequence of positive integers of the following sum∑(a^(2)+b^(2)+c^(2)+d^(2)≤x(a,b,c,d)∈Z^(4))λ_(sym^(j))^(i)f(a^(2)+b^(2)+c^(2)+d^(2))where j≥2 is a given positive integer,i=2,3,4 andαis sufficiently large.We utilize Python programming to design algorithms for higher power conditions,combining Perron's formula,latest results of representations of natural integers as sums of squares,as well as analytic properties and subconvexity and convexity bounds of automorphic L-functions,to ensure the accuracy and verifiability of asymptotic formulas.The conclusion we obtained improves previous results and extends them to a more general settings. 展开更多
关键词 automorphic L-function holomorphic cusp form Fourier coefficient
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Field system-level calibration method for accelerometer considering nonlinear coefficients
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作者 WU Haotian YU Ruihang +2 位作者 CAO Juliang MA Caixia YANG Bainan 《Journal of Systems Engineering and Electronics》 2025年第3期814-824,共11页
In order to get rid of the dependence on high-precision centrifuges in accelerometer nonlinear coefficients calibration,this paper proposes a system-level calibration method for field condition.Firstly,a 42-dimension ... In order to get rid of the dependence on high-precision centrifuges in accelerometer nonlinear coefficients calibration,this paper proposes a system-level calibration method for field condition.Firstly,a 42-dimension Kalman filter is constructed to reduce impact brought by turntable.Then,a biaxial rotation path is designed based on the accelerometer output model,including orthogonal 22 positions and tilt 12 positions,which enhances gravity excitation on nonlinear coefficients of accelerometer.Finally,sampling is carried out for calibration and further experiments.The results of static inertial navigation experiments lasting 4000 s show that compared with the traditional method,the proposed method reduces the position error by about 390 m. 展开更多
关键词 ACCELEROMETER nonlinear coefficient system-level calibration rotation path
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New Series Involving Binomial Coefficients(Ⅲ)
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作者 SUN Zhi-wei 《Chinese Quarterly Journal of Mathematics》 2025年第4期372-392,共21页
We evaluate some series with summands involving a single binomial coefficient(^6k 3k).For example,we prove that■Motivated by Galois theory,we introduce the so-called Duality Principle for irrational series of Ramanu... We evaluate some series with summands involving a single binomial coefficient(^6k 3k).For example,we prove that■Motivated by Galois theory,we introduce the so-called Duality Principle for irrational series of Ramanujan’s type or Zeilberger’s type,and apply it to find 26 new irrational series identities.For example,we conjecture that■where ■for any integer d≡0,1 (mod 4) with (d/k) the Kronecker symbol. 展开更多
关键词 Binomial coefficient Combinatorial identity Infinite series Kronecker symbol L-FUNCTION
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Calculating Sound Absorption Coefficients of Sound-Absorbing Materials Using Flow Resistivity
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作者 ZHU Congyun SHAO Zhenya DING Guofang 《Journal of Donghua University(English Edition)》 2025年第2期197-203,共7页
To minimize the calculation errors in the sound absorption coefficient resulting from inaccurate measurements of flow resistivity,a simple method for determining the sound absorption coefficient of soundabsorbing mate... To minimize the calculation errors in the sound absorption coefficient resulting from inaccurate measurements of flow resistivity,a simple method for determining the sound absorption coefficient of soundabsorbing materials is proposed.Firstly,the sound absorption coefficients of a fibrous sound-absorbing material are measured at two different frequencies using the impedance tube method.Secondly,utilizing the empirical formulas for the wavenumber and acoustic impedance in the fibrous material,the flow resistivity and porosity of the sound-absorbing materials are calculated using the MATLAB cycle program.Thirdly,based on the values obtained through reverse calculations,the sound absorption coefficient,the real and the imaginary parts of the acoustic impedance of the sound-absorbing material at different frequencies are theoretically computed.Finally,the accuracy of these theoretical calculations is verified through experiments.The experimental results indicate that the calculated values are basically consistent with the measured values,demonstrating the feasibility and reliability of this method. 展开更多
关键词 sound-absorbing material sound absorption coefficient flow resistivity acoustic impedance
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Blow-Up Solutions in a Parabolic Equation with Variable Coefficients and Memory Boundary Flux
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作者 ZHANG An-lei LIU Bing-chen 《Chinese Quarterly Journal of Mathematics》 2025年第1期74-81,共8页
This paper deals with a semilinear parabolic problem involving variable coefficients and nonlinear memory boundary conditions.We give the blow-up criteria for all nonnegative nontrivial solutions,which rely on the beh... This paper deals with a semilinear parabolic problem involving variable coefficients and nonlinear memory boundary conditions.We give the blow-up criteria for all nonnegative nontrivial solutions,which rely on the behavior of the coefficients when time variable tends to positive infinity.Moreover,the global existence of solutions are discussed for non-positive exponents. 展开更多
关键词 Semilinear parabolic equation Nonlinear memory boundary flux Variable coefficient BLOW-UP
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Tuning the Coefficients of Thermal Expansion of the Crystallized Cordierite Glasses by Thermal Treatment Protocols
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作者 DUAN Qiang KE Xuefei +1 位作者 QIAO Ang TAO Haizheng 《Journal of Wuhan University of Technology(Materials Science)》 2025年第5期1239-1243,共5页
Focusing on the ultralow expansion functionality of the crystalized glass containing the cordierite crystal phase with the molar composition 20.7MgO·20.7Al_(2)O_(3)·51.6SiO_(2)·7.0TiO_(2),we systematica... Focusing on the ultralow expansion functionality of the crystalized glass containing the cordierite crystal phase with the molar composition 20.7MgO·20.7Al_(2)O_(3)·51.6SiO_(2)·7.0TiO_(2),we systematically investigated impacts of thermal treatment protocols on T dependence of coefficients of thermal expansion(CTE).Except for the phase compositions,morphology is identified as another important factor to control the T dependence of CTE.By using X-ray diffraction and scanning electron microscope,various modes of T dependence of CTE for crystallized glasses are ascribed to their different phase compositions and microstructure with finely dispersed nanoparticles.These understanding contributes to the further modification of CTE of the crystalized glass by altering their thermal treatment scenarios. 展开更多
关键词 coefficients of thermal expansion crystalized glass CORDIERITE thermal treatment protocols
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Rockfall kinematics and restitution coefficients via inertial navigation technology
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作者 XIE Hui LIANG Feng +3 位作者 SHI Wenbing LU Yancheng CONG Junyu LUO Yixin 《Journal of Mountain Science》 2025年第11期4093-4112,共20页
Rockfall kinematic characteristics exhibit significant randomness and are influenced by factors such as rock mass properties,slope morphology,impact angle,and slope materials.Accurately determining the key parameters ... Rockfall kinematic characteristics exhibit significant randomness and are influenced by factors such as rock mass properties,slope morphology,impact angle,and slope materials.Accurately determining the key parameters of rockfall movement is critical for understanding motion patterns and effectively preventing and controlling rockfall hazards.In this study,a monitoring system consisting of selfdeveloped inertial navigation equipment,high-speed cameras,and an unmanned aerial vehicle was used to conduct onsite motion tests involving four differently shaped rock specimens on three types of slopes(bedrock,detritus,and clast bedding).The selfdeveloped inertial navigation system integrated a highdynamic-range accelerometer(±400 g)and a shockresistant gyroscope(±4000°/s),capable of robustly collecting data during the test.The data collected from these tests were processed to extract key kinematic parameters such as velocity,trajectory,restitution coefficients,and friction coefficients.The test results demonstrated that the inertial navigation system accurately recorded the acceleration and angular velocity of the rocks during motion,with these measurements closely aligning with the field data.The normal and tangential restitution coefficients were found to be influenced primarily by the slope material and impact angle,with higher normal restitution coefficients observed for low-angle impacts.The normal restitution coefficients ranged from 0.35 to 0.86,whereas the tangential restitution coefficients ranged from 0.46 to 0.91,depending on the slope materials.Additionally,the sliding friction coefficient was calculated to be between 0.66 and 0.78,whereas the rolling friction coefficient for the slab-shaped specimen was determined to be 0.53.These findings provide valuable data for improving the accuracy of rockfall trajectory predictions and the design of protective structures. 展开更多
关键词 ROCKFALL Inertial navigation technology Field tests Rockfall kinematic parameters Restitution coefficients
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Peak Wind Force Coefficients of Porous Panels Mounted on the Roofs of High-Rise Buildings
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作者 Tomoko Aihara Yasushi Uematsu 《Journal of Civil Engineering and Architecture》 2025年第6期266-278,共13页
Wind tunnel experiment and CFD(computational fluid dynamics)simulation with LES(large eddy simulation)have been conducted to investigate the characteristics of peak wind force coefficients of porous panels mounted on ... Wind tunnel experiment and CFD(computational fluid dynamics)simulation with LES(large eddy simulation)have been conducted to investigate the characteristics of peak wind force coefficients of porous panels mounted on the roofs of high-rise buildings.First,aerodynamic modelling of porous panels was discussed.The relation between pressure loss coefficient and porosity was obtained.Then,a wind tunnel experiment was conducted to measure the wind forces(net wind pressures)acting on solid and porous panels mounted on the roof of a high-rise building.Because it was difficult to measure the pressures on both sides of thin,porous panel at the same location simultaneously,we proposed to use the roof edge pressures near the panel for the panel’s inside-surface pressures.This experimental method was validated by a CFD simulation reproducing the wind tunnel experiment.The characteristics of peak wind force coefficients of porous panels mounted on the roofs of high-rise buildings were made clear.Finally,positive and negative peak wind force coefficients for designing the rooftop porous panels were proposed. 展开更多
关键词 Rooftop panel POROSITY peak wind force coefficient wind tunnel experiment CFD LES
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Prescribed Performance Control of Nonlinear Systems With Unknown Sign-Switching Virtual Control Coefficients
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作者 Jin-Zi Yang Jin-Xi Zhang Tianyou Chai 《IEEE/CAA Journal of Automatica Sinica》 2025年第7期1381-1390,共10页
The problem of high-performance tracking controlfor the lower-triangular systems with unknown sign-switchingvirtual control coefficients as well as unmatched disturbances isinvestigated in this paper.Instead of the on... The problem of high-performance tracking controlfor the lower-triangular systems with unknown sign-switchingvirtual control coefficients as well as unmatched disturbances isinvestigated in this paper.Instead of the online estimation algorithm,the sliding mode method and the Nussbaum gain technique,a group of orientation functions are employed to handlethe unknown sign-switching virtual control coefficients.The controllaw is combined with the orientation functions and the barrierfunctions lumped in a recursive manner.It achieves outputtracking with the preassigned rate,overshoot,and accuracy.Incontrast with the existing solutions,it is effective for the nearlymodel-free case,with the requirement for information of neitherthe system nonlinearities nor their bounding functions of theplant,nor the bounds of the disturbances.In addition,our controllerexhibits significant simplicity,without parameter identification,disturbance estimation,function approximation,derivativecalculation,dynamic surfaces,or command filtering.Twosimulation examples are conducted to substantiate the efficacyand advantages of our approach. 展开更多
关键词 High-performance control lower-triangular systems reference tracking unknown sign-switching virtual control coefficients
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GLOBAL WELL-POSEDNESS FOR THE 3D INCOMPRESSIBLE HEAT-CONDUCTING MAGNETOHYDRODYNAMIC FLOWS WITH TEMPERATURE-DEPENDENT COEFFICIENTS
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作者 Qingyan LI Zhenhua GUO 《Acta Mathematica Scientia》 2025年第3期951-981,共31页
In this paper,we consider an initial boundary value problem for the nonhomo-geneous heat-conducting magnetohydrodynamic fuids when the viscosityμ,magnetic dif-fusivity v and heat conductivity k depend on the temperat... In this paper,we consider an initial boundary value problem for the nonhomo-geneous heat-conducting magnetohydrodynamic fuids when the viscosityμ,magnetic dif-fusivity v and heat conductivity k depend on the temperature according to μ(0)=°,k(0)=08,v(0)=07,withα,>0,β≥0.We prove the global existence of a unique strong solution provided that ■ is suitably small.In addition,we also get some results of the large-time behavior and exponential decay estimates. 展开更多
关键词 incompressible heat-conducting magnetohydrodynamic equations temperature-dependent coefficients strong solutions global existence exponential decay
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Exact P-wave reflection and transmission coefficients for horizontal transversely isotropic media at an imperfectly welded contact interface under in-situ horizontal stress
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作者 Xin-Peng Pan Cheng-Xu Lu +1 位作者 Hao-Wen Xu Da-Zhou Zhang 《Petroleum Science》 2025年第4期1497-1512,共16页
A comprehensive understanding of exact seismic P-wave reflection and transmission(R/T)coefficients at imperfectly welded or non-welded contact interfaces holds paramount importance in the realm of seismic exploration.... A comprehensive understanding of exact seismic P-wave reflection and transmission(R/T)coefficients at imperfectly welded or non-welded contact interfaces holds paramount importance in the realm of seismic exploration.Nonetheless,scant attention has been devoted in previous literature to the investigation of stress-dependent exact R/T coefficients in horizontal transversely isotropic(HTI)media,characterized by a horizontal symmetry axis,at such interfaces.Addressing this scholarly gap,we present exact R/T coefficient formulations specifically tailored to an imperfectly welded contact interface separating two HTI media under the influence of in-situ horizontal stress.We begin by deriving the equation of motion for a stressed HTI medium,utilizing the theoretical framework of acoustoelasticity to examine the impact of in-situ horizontal stress on the overarching elastic properties of HTI media.Precise boundary conditions are then established at the imperfectly welded contact interface by applying generalized stress-strain relationships and linear-slip theory,with the influence of in-situ horizontal stress on the interface further explored through the linear-slip model.By integrating these elements with the seismic wave displacement equation,we derive exact R/T coefficient formulations applicable to an imperfectly welded contact interface between two HTI media.Numerical analyses are conducted to elucidate the effects of in-situ horizontal stress on critical parameters such as rock density,seismic wave velocity,Thomsen-type anisotropy parameters,R/T coefficients,and seismic reflection responses at the imperfectly welded contact interface.Furthermore,the proposed formulations are frequency-dependent,with the imperfectly welded contact interface acting as a frequency-selective filter for both reflected and transmitted waves.Notably,under conditions of sufficiently large incident angles,the sensitivity of R/T coefficients to key influencing factors increases significantly.The derived R/T coefficient formulations and the accompanying numerical results offer valuable insights for fracture characterization,stress-dependent parameter inversion,and in-situ stress detection. 展开更多
关键词 Exact R/T coefficients Acoustoelasticity theory Linear-slip theory Stress-dependent parameters Frequency-dependent formulations`
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Estimation of Peak Wind Force Coefficients Acting on Domed Free Roofs Based on the Quasi-Steady Theory
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作者 Yasushi Uematsu Wei Ding 《Journal of Civil Engineering and Architecture》 2025年第4期157-166,共10页
The present paper investigates the methods for estimating the maximum(positive)and the minimum(negative)peak wind force coefficients on domed free roofs based on the quasi-steady theory and the peak factor method,in w... The present paper investigates the methods for estimating the maximum(positive)and the minimum(negative)peak wind force coefficients on domed free roofs based on the quasi-steady theory and the peak factor method,in which the experimental results obtained from our previous studies(2019,2025)are used.Focus is on the distributions of the peak wind force coefficients along the centerline parallel to the wind direction considering that domed free roof is an axisymmetric body.Empirical formulas are provided to the distributions of mean wind force coefficient,RMS(root mean square)fluctuating wind force coefficient and peak factors as a function of the rise/span ratio of the roof and the turbulence intensity of the approach flow in the along-wind direction at the mean roof height.The proposed methods are validated by the experimental results for the peak wind force coefficients.The methods would provide useful information to structural engineers when estimating the design wind loads on cladding/components of domed free roofs. 展开更多
关键词 Domed free roof peak wind force coefficient quasi-steady theory peak factor wind tunnel experiment
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Detecting Vehicle Mechanical Defects Using an Ensemble Deep Learning Model with Mel Frequency Cepstral Coefficients from Acoustic Data
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作者 Mudasir Ali Muhammad Faheem Mushtaq +3 位作者 Urooj Akram Nagwan Abdel Samee Mona M.Jamjoom Imran Ashraf 《Computer Modeling in Engineering & Sciences》 2025年第11期1863-1901,共39页
Differentiating between regular and abnormal noises in machine-generated sounds is a crucial but difficult problem.For accurate audio signal classification,suitable and efficient techniques are needed,particularly mac... Differentiating between regular and abnormal noises in machine-generated sounds is a crucial but difficult problem.For accurate audio signal classification,suitable and efficient techniques are needed,particularly machine learning approaches for automated classification.Due to the dynamic and diverse representative characteristics of audio data,the probability of achieving high classification accuracy is relatively low and requires further research efforts.This study proposes an ensemble model based on the LeNet and hierarchical attention mechanism(HAM)models with MFCC features to enhance the models’capacity to handle bias.Additionally,CNNs,bidirectional LSTM(BiLSTM),CRNN,LSTM,capsule network model(CNM),attention mechanism(AM),gated recurrent unit(GRU),ResNet,EfficientNet,and HAM models are implemented for performance comparison.Experiments involving the DCASE2020 dataset reveal that the proposed approach works better than the others,achieving an impressive 99.13%accuracy and 99.56%k-fold cross-validation accuracy.Comparison with state-of-the-art studies further validates this performance.The study’s findings highlight the potential of the proposed approach for accurate fault detection in vehicles,particularly involving the use of acoustic data. 展开更多
关键词 Vehicle defect detection sound classification acoustic analysis deep learning hybrid model Mel frequency cepstral coefficients
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