Seismic anisotropy is a relatively common seismic wave phenomenon in laminated sedimentary rocks such as shale and it can be used to investigate mechanical properties of such rocks and other geological materials. Youn...Seismic anisotropy is a relatively common seismic wave phenomenon in laminated sedimentary rocks such as shale and it can be used to investigate mechanical properties of such rocks and other geological materials. Young's modulus and Poisson's ratio are the most common mechanical properties determined in various rock engineering practices. Approximate and explicit equations are proposed for determining Young's modulus and Poisson's ratio in anisotropic rocks, in which the symmetry plane and symmetry axis of the anisotropy are derived from the constitutive equation of transversely isotropic rock. These equations are based on the media decomposition principle and seismic wave perturbation theory and their accuracy is tested on two sets of laboratory data. A strong correlation is found for Young's modulus in two principal directions and for Poisson's ratio along the symmetry plane. Further, there is an underprediction of Poisson's ratio along the symmetry axis, although the overall behavior follows the trend of the measured data. Tests on a real dataset show that it is necessary to account for anisotropy when characterizing rock mechanical properties of shale. The approximate equations can effectively estimate anisotropic Young's modulus and Poisson's ratio, both of which are critical rock mechanical data input for hydraulic fracturing engineering.展开更多
In this paper, an adaptive estimation algorithm is proposed for non-linear dynamic systems with unknown static parameters based on combination of particle filtering and Simultaneous Perturbation Stochastic Approxi- ma...In this paper, an adaptive estimation algorithm is proposed for non-linear dynamic systems with unknown static parameters based on combination of particle filtering and Simultaneous Perturbation Stochastic Approxi- mation （SPSA） technique. The estimations of parameters are obtained by maximum-likelihood estimation and sampling within particle filtering framework, and the SPSA is used for stochastic optimization and to approximate the gradient of the cost function. The proposed algorithm achieves combined estimation of dynamic state and static parameters of nonlinear systems. Simulation result demonstrates the feasibilitv and efficiency of the proposed algorithm展开更多
Simultaneous perturbation stochastic approximation （SPSA） belongs to the class of gradient-free optimization methods that extract gradient information from successive objective function evaluation. This paper descri...Simultaneous perturbation stochastic approximation （SPSA） belongs to the class of gradient-free optimization methods that extract gradient information from successive objective function evaluation. This paper describes an improved SPSA algorithm, which entails fuzzy adaptive gain sequences, gradient smoothing, and a step rejection procedure to enhance convergence and stability. The proposed fuzzy adaptive simultaneous perturbation approximation （FASPA） algorithm is particularly well suited to problems involving a large number of parameters such as those encountered in nonlinear system identification using neural networks （NNs）. Accordingly, a multilayer perceptron （MLP） network with popular training algorithms was used to predicate the system response. We found that an MLP trained by FASPSA had the desired accuracy that was comparable to results obtained by traditional system identification algorithms. Simulation results for typical nonlinear systems demonstrate that the proposed NN architecture trained with FASPSA yields improved system identification as measured by reduced time of convergence and a smaller identification error.展开更多
The perturbed Kaup-Kupershmidt equation is investigated in terms of the approximate symmetry perturbationmethod and the approximate direct method.The similarity reduction solutions of different orders are obtainedfor ...The perturbed Kaup-Kupershmidt equation is investigated in terms of the approximate symmetry perturbationmethod and the approximate direct method.The similarity reduction solutions of different orders are obtainedfor both methods, series reduction solutions are consequently derived.Higher order similarity reduction equations arelinear variable coefficients ordinary differential equations.By comparison, it is find that the results generated from theapproximate direct method are more general than the results generated from the approximate symmetry perturbationmethod.展开更多
In mathematical physics the main goal of quantum mechanics is to obtain the energy spectrum of an atomic system.In many practices,Schrodinger equation which is a second order and linear differential equation is solved...In mathematical physics the main goal of quantum mechanics is to obtain the energy spectrum of an atomic system.In many practices,Schrodinger equation which is a second order and linear differential equation is solved to do this analysis.There are many theoretic mathematical methods serving this purpose.We use Asymptotic Iteration Method(AIM) to obtain the energy eigenvalues of Schrodinger equation in N-dimensional euclidean space for a potential class given as αr^(2d-2)-βr^(d-2).We also obtain a restriction on the eigenvalues that gives degeneracies.Besides,we crosscheck the eigenvalues and degeneracies using the perturbation theory in the view of the AIM.展开更多
A class of epidemic virus transmission population dynamic system is considered. Firstly, using the functional homotopic analysis method, an initial approximate function is selected. Then, the arbitrary order approxima...A class of epidemic virus transmission population dynamic system is considered. Firstly, using the functional homotopic analysis method, an initial approximate function is selected. Then, the arbitrary order approximate analytic solutions are obtained successively. Finally, the accuracy of the obtained approximate analytic solutions is described. The influence of the various physical parameters for the epidemic virus transmission population dynamic system is discussed.展开更多
In his series of three papers we study singularly perturbed (SP) boundary valueproblems for equations of elliptic and parabolic type. For small values of the pertur-bation parameter parabolic boundary and interior lay...In his series of three papers we study singularly perturbed (SP) boundary valueproblems for equations of elliptic and parabolic type. For small values of the pertur-bation parameter parabolic boundary and interior layers appear in these problems.If classical discretisation methods are used, the solution of the finite differencescheme and the approximation of the diffusive flux do not converge uniformly withrespect to this parameter. Using the method of special, adapted grids, we canconstruct difference schemes that allow approximation of the solution and the nor-malised diffusive flux uniformly with respect to the small parameter.We also consider sillgularly perturbed boundary value problems for convection-diffusion equations. Also for these problems we construct special finite differenceschemes, the solution of which converges ε-uniformly We study what problems ap-pear, when classical schemes are used for the approximation of the spatial deriva-tives. We compare the results with those obtained by the adapted approach. Re-sults of numerical experiments are discussed.In the three papers we first give an introduction on the general problem, andthen we consider respectively (i) Problems for SP parabolic equations, for whichthe solution and the normalised diffusive fluxes are required; (ii) Problems for SPelliptic equations with boundary conditions of Diriclilet, Neumann and RDbin type;(iii) Problems for SP parabolic equation with discontinuous boundary conditions-展开更多
In this series of three papers we study singularly perturbed (SP) boundaryvalue problems for equations of eiliptic and parabolic type- For small values ofthe perturbation parameter parabolic boundary and interior laye...In this series of three papers we study singularly perturbed (SP) boundaryvalue problems for equations of eiliptic and parabolic type- For small values ofthe perturbation parameter parabolic boundary and interior layers appear in theseproblems. If classical discretisation methods are used, the solution of the finitedifference scheme and the approximation of the diffusive flux do not converge uniformly with respect to this parameter. Using the method of special, edapted grids,we can construct difference schemes that allow apprcximation of the solution andthe normalised diffusive flux uniformly with respect to the small parameter.We also consider singularly perturbed boundary value problems for convection-diffusion equations. Also for these problems we construct special finite differenceschemes, the solution of which converges ε-uniformly. We study what problems appear, when classical schemes are used for the approximation of the spatial derivatives. We compare the results with those obtained by the adapted approach. Re-sults of numerical experiments are discussed.In the three papers we first give an introduction on the general problem, andthen we consider respectively (i) Problems for SP parabolic equations, for whichthe solution and the normalised diffusive fluxes are required; (ii) Problems for SPelliptic equations with boundary conditions of Dirichlet, Neumann and Robin type;(iii) Problems for SP parabolic equation with discontinuous boundary conditions.展开更多
In this series of three papers we study singularly perturbed (SP) boundary vaue problems for equations of elliptic and parabolic troe. For small values of the perturbation parameter parabolic boundary and interior lay...In this series of three papers we study singularly perturbed (SP) boundary vaue problems for equations of elliptic and parabolic troe. For small values of the perturbation parameter parabolic boundary and interior layers appear in these problems. If classical discretisation methods are used, the solution of the finite difference scheme and the approximation of the diffusive flux do not converge uniformly with respect to this parameter. Using the method of special, adapted grids,we can construct difference schemes that allow approkimation of the solution and the normalised diffusive flux uniformly with respect to the small parameter.We also consider singularly perturbed boundary value problems for convection diffusion equations. Also for these problems we construct special finite difference schemes, the solution of which converges E-uniformly We study what problems appear, when classical schemes are used for the approximation of the spatial deriva tives. We compare the results with those obtained by the adapted approach. Results of numerical experiments are discussed.In the three papers we first give an introduction on the general problem, and then we consider respectively (i) Problems for SP parabolic equations, for which the solution and the normalised diffusive fluxes are required; (ii) Problems for SP elliptic equations with boundary conditions of Dirichlet, Neumann and Robin type;(iii) Problems for SP parabolic eqllation with discontinuous boundaxy conditions展开更多
In this paper,we study the global optimality of polynomial portfolio optimization(PPO).The PPO is a kind of portfolio selection model with high-order moments and flexible risk preference parameters.We introduce a pert...In this paper,we study the global optimality of polynomial portfolio optimization(PPO).The PPO is a kind of portfolio selection model with high-order moments and flexible risk preference parameters.We introduce a perturbation sample average approximation method,which can give a robust approximation of the PPO in form of linear conic optimization.The approximated problem can be solved globally with Moment-SOS relaxations.We summarize a semidefinite algorithm,which can be used to find reliable approximations of the optimal value and optimizer set of the PPO.Numerical examples are given to show the efficiency of the algorithm.展开更多
基金supported by the National Science and Technology Major Project of China (Grant No. 2016ZX05024001-008)
文摘Seismic anisotropy is a relatively common seismic wave phenomenon in laminated sedimentary rocks such as shale and it can be used to investigate mechanical properties of such rocks and other geological materials. Young's modulus and Poisson's ratio are the most common mechanical properties determined in various rock engineering practices. Approximate and explicit equations are proposed for determining Young's modulus and Poisson's ratio in anisotropic rocks, in which the symmetry plane and symmetry axis of the anisotropy are derived from the constitutive equation of transversely isotropic rock. These equations are based on the media decomposition principle and seismic wave perturbation theory and their accuracy is tested on two sets of laboratory data. A strong correlation is found for Young's modulus in two principal directions and for Poisson's ratio along the symmetry plane. Further, there is an underprediction of Poisson's ratio along the symmetry axis, although the overall behavior follows the trend of the measured data. Tests on a real dataset show that it is necessary to account for anisotropy when characterizing rock mechanical properties of shale. The approximate equations can effectively estimate anisotropic Young's modulus and Poisson's ratio, both of which are critical rock mechanical data input for hydraulic fracturing engineering.
基金the National Natural Science Foundation of China (No. 60404011)
文摘In this paper, an adaptive estimation algorithm is proposed for non-linear dynamic systems with unknown static parameters based on combination of particle filtering and Simultaneous Perturbation Stochastic Approxi- mation （SPSA） technique. The estimations of parameters are obtained by maximum-likelihood estimation and sampling within particle filtering framework, and the SPSA is used for stochastic optimization and to approximate the gradient of the cost function. The proposed algorithm achieves combined estimation of dynamic state and static parameters of nonlinear systems. Simulation result demonstrates the feasibilitv and efficiency of the proposed algorithm
文摘Simultaneous perturbation stochastic approximation （SPSA） belongs to the class of gradient-free optimization methods that extract gradient information from successive objective function evaluation. This paper describes an improved SPSA algorithm, which entails fuzzy adaptive gain sequences, gradient smoothing, and a step rejection procedure to enhance convergence and stability. The proposed fuzzy adaptive simultaneous perturbation approximation （FASPA） algorithm is particularly well suited to problems involving a large number of parameters such as those encountered in nonlinear system identification using neural networks （NNs）. Accordingly, a multilayer perceptron （MLP） network with popular training algorithms was used to predicate the system response. We found that an MLP trained by FASPSA had the desired accuracy that was comparable to results obtained by traditional system identification algorithms. Simulation results for typical nonlinear systems demonstrate that the proposed NN architecture trained with FASPSA yields improved system identification as measured by reduced time of convergence and a smaller identification error.
基金Supported by the National Natural Science Foundation of China under Grant Nos.10735030,10475055,10675065,and 90503006National Basic Research Program of China (973 Program 2007CB814800)
文摘The perturbed Kaup-Kupershmidt equation is investigated in terms of the approximate symmetry perturbationmethod and the approximate direct method.The similarity reduction solutions of different orders are obtainedfor both methods, series reduction solutions are consequently derived.Higher order similarity reduction equations arelinear variable coefficients ordinary differential equations.By comparison, it is find that the results generated from theapproximate direct method are more general than the results generated from the approximate symmetry perturbationmethod.
文摘In mathematical physics the main goal of quantum mechanics is to obtain the energy spectrum of an atomic system.In many practices,Schrodinger equation which is a second order and linear differential equation is solved to do this analysis.There are many theoretic mathematical methods serving this purpose.We use Asymptotic Iteration Method(AIM) to obtain the energy eigenvalues of Schrodinger equation in N-dimensional euclidean space for a potential class given as αr^(2d-2)-βr^(d-2).We also obtain a restriction on the eigenvalues that gives degeneracies.Besides,we crosscheck the eigenvalues and degeneracies using the perturbation theory in the view of the AIM.
基金Project supported by the National Natural Science Foundation of China(No.41275062)the Natural Science Foundation of Zhejiang Province of China(No.LY13A010005)
文摘A class of epidemic virus transmission population dynamic system is considered. Firstly, using the functional homotopic analysis method, an initial approximate function is selected. Then, the arbitrary order approximate analytic solutions are obtained successively. Finally, the accuracy of the obtained approximate analytic solutions is described. The influence of the various physical parameters for the epidemic virus transmission population dynamic system is discussed.
文摘In his series of three papers we study singularly perturbed (SP) boundary valueproblems for equations of elliptic and parabolic type. For small values of the pertur-bation parameter parabolic boundary and interior layers appear in these problems.If classical discretisation methods are used, the solution of the finite differencescheme and the approximation of the diffusive flux do not converge uniformly withrespect to this parameter. Using the method of special, adapted grids, we canconstruct difference schemes that allow approximation of the solution and the nor-malised diffusive flux uniformly with respect to the small parameter.We also consider sillgularly perturbed boundary value problems for convection-diffusion equations. Also for these problems we construct special finite differenceschemes, the solution of which converges ε-uniformly We study what problems ap-pear, when classical schemes are used for the approximation of the spatial deriva-tives. We compare the results with those obtained by the adapted approach. Re-sults of numerical experiments are discussed.In the three papers we first give an introduction on the general problem, andthen we consider respectively (i) Problems for SP parabolic equations, for whichthe solution and the normalised diffusive fluxes are required; (ii) Problems for SPelliptic equations with boundary conditions of Diriclilet, Neumann and RDbin type;(iii) Problems for SP parabolic equation with discontinuous boundary conditions-
文摘In this series of three papers we study singularly perturbed (SP) boundaryvalue problems for equations of eiliptic and parabolic type- For small values ofthe perturbation parameter parabolic boundary and interior layers appear in theseproblems. If classical discretisation methods are used, the solution of the finitedifference scheme and the approximation of the diffusive flux do not converge uniformly with respect to this parameter. Using the method of special, edapted grids,we can construct difference schemes that allow apprcximation of the solution andthe normalised diffusive flux uniformly with respect to the small parameter.We also consider singularly perturbed boundary value problems for convection-diffusion equations. Also for these problems we construct special finite differenceschemes, the solution of which converges ε-uniformly. We study what problems appear, when classical schemes are used for the approximation of the spatial derivatives. We compare the results with those obtained by the adapted approach. Re-sults of numerical experiments are discussed.In the three papers we first give an introduction on the general problem, andthen we consider respectively (i) Problems for SP parabolic equations, for whichthe solution and the normalised diffusive fluxes are required; (ii) Problems for SPelliptic equations with boundary conditions of Dirichlet, Neumann and Robin type;(iii) Problems for SP parabolic equation with discontinuous boundary conditions.
文摘In this series of three papers we study singularly perturbed (SP) boundary vaue problems for equations of elliptic and parabolic troe. For small values of the perturbation parameter parabolic boundary and interior layers appear in these problems. If classical discretisation methods are used, the solution of the finite difference scheme and the approximation of the diffusive flux do not converge uniformly with respect to this parameter. Using the method of special, adapted grids,we can construct difference schemes that allow approkimation of the solution and the normalised diffusive flux uniformly with respect to the small parameter.We also consider singularly perturbed boundary value problems for convection diffusion equations. Also for these problems we construct special finite difference schemes, the solution of which converges E-uniformly We study what problems appear, when classical schemes are used for the approximation of the spatial deriva tives. We compare the results with those obtained by the adapted approach. Results of numerical experiments are discussed.In the three papers we first give an introduction on the general problem, and then we consider respectively (i) Problems for SP parabolic equations, for which the solution and the normalised diffusive fluxes are required; (ii) Problems for SP elliptic equations with boundary conditions of Dirichlet, Neumann and Robin type;(iii) Problems for SP parabolic eqllation with discontinuous boundaxy conditions
基金supported by the National Natural Science Foundation of China(Nos.12071399 and 12171145)Project of Scientific Research Fund of Hunan Provincial Science and Technology Department(No.2018WK4006)Project of Hunan National Center for Applied Mathematics(No.2020ZYT003).
文摘In this paper,we study the global optimality of polynomial portfolio optimization(PPO).The PPO is a kind of portfolio selection model with high-order moments and flexible risk preference parameters.We introduce a perturbation sample average approximation method,which can give a robust approximation of the PPO in form of linear conic optimization.The approximated problem can be solved globally with Moment-SOS relaxations.We summarize a semidefinite algorithm,which can be used to find reliable approximations of the optimal value and optimizer set of the PPO.Numerical examples are given to show the efficiency of the algorithm.
