Forecasting error amending is a universal solution to improve short-term wind power forecasting accuracy no matter what specific forecasting algorithms are applied. The error correction model should be presented consi...Forecasting error amending is a universal solution to improve short-term wind power forecasting accuracy no matter what specific forecasting algorithms are applied. The error correction model should be presented considering not only the nonlinear and non-stationary characteristics of forecasting errors but also the field application adaptability problems. The kernel recursive least-squares(KRLS) model is introduced to meet the requirements of online error correction. An iterative error modification approach is designed in this paper to yield the potential benefits of statistical models, including a set of error forecasting models. The teleconnection in forecasting errors from aggregated wind farms serves as the physical background to choose the hybrid regression variables. A case study based on field data is found to validate the properties of the proposed approach. The results show that our approach could effectively extend the modifying horizon of statistical models and has a better performance than the traditional linear method for amending short-term forecasts.展开更多
For nonlinear state estimation driven by non-Gaussian noise,the estimator is required to be updated iteratively.Since the iterative update approximates a linear process,it fails to capture the nonlinearity of observat...For nonlinear state estimation driven by non-Gaussian noise,the estimator is required to be updated iteratively.Since the iterative update approximates a linear process,it fails to capture the nonlinearity of observation models,and this further degrades filtering accuracy and consistency.Given the flaws of nonlinear iteration,this work incorporates a recursive strategy into generalized M-estimation rather than the iterative strategy.The proposed algorithm extends nonlinear recursion to nonlinear systems using the statistical linear regression method.The recursion allows for the gradual release of observation information and consequently enables the update to proceed along the nonlinear direction.Considering the correlated state and observation noise induced by recursions,a separately reweighting strategy is adopted to build a robust nonlinear system.Analogous to the nonlinear recursion,a robust nonlinear recursive update strategy is proposed,where the associated covariances and the observation noise statistics are updated recursively to ensure the consistency of observation noise statistics,thereby completing the nonlinear solution of the robust system.Compared with the iterative update strategies under non-Gaussian observation noise,the recursive update strategy can facilitate the estimator to achieve higher filtering accuracy,stronger robustness,and better consistency.Therefore,the proposed strategy is more suitable for the robust nonlinear filtering framework.展开更多
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
Order-recursive least-squares(ORLS)algorithms are applied to the prob-lems of estimation and identification of FIR or ARMA system parameters where a fixedset of input signal samples is available and the desired order ...Order-recursive least-squares(ORLS)algorithms are applied to the prob-lems of estimation and identification of FIR or ARMA system parameters where a fixedset of input signal samples is available and the desired order of the underlying model isunknown.On the basis of several universal formulae for updating nonsymmetric projec-tion operators,this paper presents three kinds of LS algorithms,called nonsymmetric,symmetric and square root normalized fast ORLS algorithms,respectively.As to the au-thors’ knowledge,the first and the third have not been so far provided,and the second isone of those which have the lowest computational requirement.Several simplified versionsof the algorithms are also considered.展开更多
The piecewise linear recursive convolution （PLRC） finite-different time-domain （FDTD） method greatly improves accuracy over the original recursive convolution （RC） FDTD approach but retains its speed and efficie...The piecewise linear recursive convolution （PLRC） finite-different time-domain （FDTD） method greatly improves accuracy over the original recursive convolution （RC） FDTD approach but retains its speed and efficiency advantages. A PLRC-FDTD formulation for magnetized plasma which incorporates both anisotropy and frequency dispersion at the same time is presented, enabled the transient analysis of magnetized plasma media. The technique is illustrated by numerical simulations the reflection and transmission coefficients through a magnetized plasma layer. The results show that the PLRC-FDTD method has significantly improved the accuracy over the original RC method.展开更多
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
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
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
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
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
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
The piecewise linear recursive convolution （PLRC） finite-different time-domain （FDTD） method improves accuracy over the original recursive convolution （RC） FDTD approach and current density convolution （JEC） b...The piecewise linear recursive convolution （PLRC） finite-different time-domain （FDTD） method improves accuracy over the original recursive convolution （RC） FDTD approach and current density convolution （JEC） but retains their advantages in speed and efficiency. This paper describes a revised piecewise linear recursive convolution PLRC-FDTD formulation for magnetized plasma which incorporates both anisotropy and frequency dispersion at the same time, enabling the transient analysis of magnetized plasma media. The technique is illustrated by numerical simulations of the reflection and transmission coefficients through a magnetized plasma layer. The results show that the revised PLRC-FDTD method has improved the accuracy over the original RC FDTD method and JEC FDTD method.展开更多
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
This paper presents the recursive asymptotic hybrid matrix method for acoustic waves in multilayered piezoelectric media. The hybrid matrix method preserves the numerical stability and accuracy across large and small ...This paper presents the recursive asymptotic hybrid matrix method for acoustic waves in multilayered piezoelectric media. The hybrid matrix method preserves the numerical stability and accuracy across large and small thicknesses. For discussion and comparison, the scattering matrix method is also presented in physics-based form and coherent form. The latter form resembles closely that of hybrid matrix method and helps to highlight their relationship and distinction. For both scattering and hybrid matrix methods, their formulations in terms of eigenwaves solution are provided concisely. Making use of the hybrid matrix, the recursive asymptotic method without eigenwaves solution is described and discussed. The method bypasses the intricacies of eigenvalue-eigenvector approach and requires only elementary matrix operations along with thin- layer asymptotic approximation. It can be used to determine Green’s function matrix readily and facilitates the trade-off between computation efficiency and accuracy.展开更多
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
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
In this paper, a least-squares finite element method for the upper-convected Maxell (UCM) fluid is proposed. We first linearize the constitutive and momentum equations and then apply a least-squares method to the line...In this paper, a least-squares finite element method for the upper-convected Maxell (UCM) fluid is proposed. We first linearize the constitutive and momentum equations and then apply a least-squares method to the linearized version of the viscoelastic UCM model. The L2 least-squares functional involves the residuals of each equation multiplied by proper weights. The corresponding homogeneous functional is equivalent to a natural norm. The error estimates of the finite element solution are analyzed when the conforming piecewise polynomial elements are used for the unknowns.展开更多
The Modified Recursive Fourier Meth(MRFM) is presented here and applied to DISA series integrated substation automation systems for AC measurement comparing with the other measure methods used in RTUs. The application...The Modified Recursive Fourier Meth(MRFM) is presented here and applied to DISA series integrated substation automation systems for AC measurement comparing with the other measure methods used in RTUs. The application shows its high accuracy, good real time response. And it can measure harmonic in real bine.展开更多
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
A mesh-free method is presented to investigate the static bending properties of functionally graded carbon nanotube-reinforced composite(FG-CNTRC)plates.The curvature of the plate is directly interpolated with the nod...A mesh-free method is presented to investigate the static bending properties of functionally graded carbon nanotube-reinforced composite(FG-CNTRC)plates.The curvature of the plate is directly interpolated with the nodal deflections due to the higher-order continuity property of the moving leastsquares approximation,establishing a mesh-free computational scheme where the nodal deflections are the only unknowns.The convergence and efficiency of the proposed method are studied based on a homogeneous square plate.The FG-CNTRC plates are modeled with continuously varying Young’s moduli along the thickness direction according to the volume fraction of the carbon nanotubes(CNTs).Detailed studies have been conducted on the effects of different boundary conditions,CNT volume fractions,geometric shapes,and width-to-thickness ratios on bending behavior.CNT efficiency parameters are introduced to account for load transfer between the nanotubes and the matrix,treating the nanocomposites as orthotropic materials.However,in the actual structure,arranging the CNTs in the desired direction is more difficult compared to other fibers.Therefore,in the present study,CNTs in the composites are considered to be arranged randomly,resulting in the composite properties being treated as isotropic.The study includes second-order derivatives of deflections,and the finite element method typically requires C1 continuity for interpolation,which introduces challenges in building elements and constructing interpolation functions.The distinct advantage of the mesh-free method is that it requires only C0 weight functions.A mesh-free computational scheme based on moving leastsquares approximations for composite plates using Kirchhoffplate theory is established.Bending analyses of homogeneous and FG-CNTRC plates are conducted using the proposed method.Aspects such as boundary conditions,CNT volume fractions,geometric shapes,and width-to-thickness ratios are also discussed.Regular node arrangements and background meshes are adopted in the present study.Results are computed using different scalar parameters and numbers of nodes.Convergence properties for the central deflection of isotropic plates are analyzed in terms of the number of nodes and different scalar parameters.The normalized central deflection is defined and examined under various boundary conditions.展开更多
基金partly supported by National Natural Science Foundation of China(No.51190101)science and technology project of State Grid,Research on the combined planning method for renewable power base based on multi-dimensional characteristics of wind and solar energy
文摘Forecasting error amending is a universal solution to improve short-term wind power forecasting accuracy no matter what specific forecasting algorithms are applied. The error correction model should be presented considering not only the nonlinear and non-stationary characteristics of forecasting errors but also the field application adaptability problems. The kernel recursive least-squares(KRLS) model is introduced to meet the requirements of online error correction. An iterative error modification approach is designed in this paper to yield the potential benefits of statistical models, including a set of error forecasting models. The teleconnection in forecasting errors from aggregated wind farms serves as the physical background to choose the hybrid regression variables. A case study based on field data is found to validate the properties of the proposed approach. The results show that our approach could effectively extend the modifying horizon of statistical models and has a better performance than the traditional linear method for amending short-term forecasts.
基金co-supported by the National Natural Science Foundation of China(No.62303246,No.62103204)the China Postdoctoral Science Foundation(No.2023M731788)。
文摘For nonlinear state estimation driven by non-Gaussian noise,the estimator is required to be updated iteratively.Since the iterative update approximates a linear process,it fails to capture the nonlinearity of observation models,and this further degrades filtering accuracy and consistency.Given the flaws of nonlinear iteration,this work incorporates a recursive strategy into generalized M-estimation rather than the iterative strategy.The proposed algorithm extends nonlinear recursion to nonlinear systems using the statistical linear regression method.The recursion allows for the gradual release of observation information and consequently enables the update to proceed along the nonlinear direction.Considering the correlated state and observation noise induced by recursions,a separately reweighting strategy is adopted to build a robust nonlinear system.Analogous to the nonlinear recursion,a robust nonlinear recursive update strategy is proposed,where the associated covariances and the observation noise statistics are updated recursively to ensure the consistency of observation noise statistics,thereby completing the nonlinear solution of the robust system.Compared with the iterative update strategies under non-Gaussian observation noise,the recursive update strategy can facilitate the estimator to achieve higher filtering accuracy,stronger robustness,and better consistency.Therefore,the proposed strategy is more suitable for the robust nonlinear filtering framework.
基金This study was funded by the National Natural Science Foundation of China(Nos.11972077 and 12272039).
文摘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.
文摘Order-recursive least-squares(ORLS)algorithms are applied to the prob-lems of estimation and identification of FIR or ARMA system parameters where a fixedset of input signal samples is available and the desired order of the underlying model isunknown.On the basis of several universal formulae for updating nonsymmetric projec-tion operators,this paper presents three kinds of LS algorithms,called nonsymmetric,symmetric and square root normalized fast ORLS algorithms,respectively.As to the au-thors’ knowledge,the first and the third have not been so far provided,and the second isone of those which have the lowest computational requirement.Several simplified versionsof the algorithms are also considered.
基金The project was supported by the National Natural Science Foundation of China (60471002) and the Jiangxi ProvincialNatural Science Foundation (0412014)
文摘The piecewise linear recursive convolution （PLRC） finite-different time-domain （FDTD） method greatly improves accuracy over the original recursive convolution （RC） FDTD approach but retains its speed and efficiency advantages. A PLRC-FDTD formulation for magnetized plasma which incorporates both anisotropy and frequency dispersion at the same time is presented, enabled the transient analysis of magnetized plasma media. The technique is illustrated by numerical simulations the reflection and transmission coefficients through a magnetized plasma layer. The results show that the PLRC-FDTD method has significantly improved the accuracy over the original RC method.
基金This project is supported by Research Foundation for Doctoral Program of Higher Education, China (No.98033532)
文摘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.
文摘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.
基金the National Science Council ot Taiwan,China for funding this research(Project no.:NSC 94-2218-E-035-011)
文摘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.
基金the National Science Council of Taiwan for funding this research (NSC 96-2221-E-019-061).
文摘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.
基金supported by the National Basic Research Program of China (2005CB321701)NSF of mathematics research special fund of Hebei Province(08M005)
文摘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）.
基金partially supported by the National Natural Science Foundation of China (No.41230318)
文摘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.
基金National Natural Science Foundation of China (No. 60471002) and the Natural Science Foundation ofJiangxi Province (No. 0412014)
文摘The piecewise linear recursive convolution （PLRC） finite-different time-domain （FDTD） method improves accuracy over the original recursive convolution （RC） FDTD approach and current density convolution （JEC） but retains their advantages in speed and efficiency. This paper describes a revised piecewise linear recursive convolution PLRC-FDTD formulation for magnetized plasma which incorporates both anisotropy and frequency dispersion at the same time, enabling the transient analysis of magnetized plasma media. The technique is illustrated by numerical simulations of the reflection and transmission coefficients through a magnetized plasma layer. The results show that the revised PLRC-FDTD method has improved the accuracy over the original RC FDTD method and JEC FDTD method.
基金supported by the National Natural Science Foundation of China(Nos.11702329,12102247)the Shanghai Key Lab of Vehicle Aerodynamics and Vehicle Thermal Management Systems,China(No.VATLAB-2021-01)。
文摘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.
文摘This paper presents the recursive asymptotic hybrid matrix method for acoustic waves in multilayered piezoelectric media. The hybrid matrix method preserves the numerical stability and accuracy across large and small thicknesses. For discussion and comparison, the scattering matrix method is also presented in physics-based form and coherent form. The latter form resembles closely that of hybrid matrix method and helps to highlight their relationship and distinction. For both scattering and hybrid matrix methods, their formulations in terms of eigenwaves solution are provided concisely. Making use of the hybrid matrix, the recursive asymptotic method without eigenwaves solution is described and discussed. The method bypasses the intricacies of eigenvalue-eigenvector approach and requires only elementary matrix operations along with thin- layer asymptotic approximation. It can be used to determine Green’s function matrix readily and facilitates the trade-off between computation efficiency and accuracy.
文摘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.
文摘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.
文摘In this paper, a least-squares finite element method for the upper-convected Maxell (UCM) fluid is proposed. We first linearize the constitutive and momentum equations and then apply a least-squares method to the linearized version of the viscoelastic UCM model. The L2 least-squares functional involves the residuals of each equation multiplied by proper weights. The corresponding homogeneous functional is equivalent to a natural norm. The error estimates of the finite element solution are analyzed when the conforming piecewise polynomial elements are used for the unknowns.
文摘The Modified Recursive Fourier Meth(MRFM) is presented here and applied to DISA series integrated substation automation systems for AC measurement comparing with the other measure methods used in RTUs. The application shows its high accuracy, good real time response. And it can measure harmonic in real bine.
文摘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.
基金supported by the National Natural Science Foundation of China(No.52374110)Key scientific and technological projects of Henan province(No.242102320337)Basic Research Fund of Zhongyuan University of Technology(No.K2022QN008).
文摘A mesh-free method is presented to investigate the static bending properties of functionally graded carbon nanotube-reinforced composite(FG-CNTRC)plates.The curvature of the plate is directly interpolated with the nodal deflections due to the higher-order continuity property of the moving leastsquares approximation,establishing a mesh-free computational scheme where the nodal deflections are the only unknowns.The convergence and efficiency of the proposed method are studied based on a homogeneous square plate.The FG-CNTRC plates are modeled with continuously varying Young’s moduli along the thickness direction according to the volume fraction of the carbon nanotubes(CNTs).Detailed studies have been conducted on the effects of different boundary conditions,CNT volume fractions,geometric shapes,and width-to-thickness ratios on bending behavior.CNT efficiency parameters are introduced to account for load transfer between the nanotubes and the matrix,treating the nanocomposites as orthotropic materials.However,in the actual structure,arranging the CNTs in the desired direction is more difficult compared to other fibers.Therefore,in the present study,CNTs in the composites are considered to be arranged randomly,resulting in the composite properties being treated as isotropic.The study includes second-order derivatives of deflections,and the finite element method typically requires C1 continuity for interpolation,which introduces challenges in building elements and constructing interpolation functions.The distinct advantage of the mesh-free method is that it requires only C0 weight functions.A mesh-free computational scheme based on moving leastsquares approximations for composite plates using Kirchhoffplate theory is established.Bending analyses of homogeneous and FG-CNTRC plates are conducted using the proposed method.Aspects such as boundary conditions,CNT volume fractions,geometric shapes,and width-to-thickness ratios are also discussed.Regular node arrangements and background meshes are adopted in the present study.Results are computed using different scalar parameters and numbers of nodes.Convergence properties for the central deflection of isotropic plates are analyzed in terms of the number of nodes and different scalar parameters.The normalized central deflection is defined and examined under various boundary conditions.
