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Smoluchowski-Kramers Approximation for Stochastic Differential Equations under Discretization
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作者 Li Ge 《应用概率统计》 北大核心 2025年第4期622-635,共14页
This paper studies the Smoluchowski–Kramers approximation for a discrete-time dynamical system modeled as the motion of a particle in a force field.We show that the approximation holds for the drift-implicit Euler–M... This paper studies the Smoluchowski–Kramers approximation for a discrete-time dynamical system modeled as the motion of a particle in a force field.We show that the approximation holds for the drift-implicit Euler–Maruyama discretization and derive its convergence rate.In particular,the solution of the discretized system converges to the solution of the first-order limit equation in the mean-square sense,and this convergence is independent of the order in which the mass parameterμand the step size h tend to zero. 展开更多
关键词 stochastic differential equations Smoluchowski-Kramers approximation driftimplicit Euler-Maruyama scheme convergence rate
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Two-to-one differential game via improved MOGWO
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作者 BAI Yu ZHOU Di +2 位作者 ZHANG Bolun HE Zhen HE Ping 《Journal of Systems Engineering and Electronics》 2025年第1期233-255,共23页
When the maneuverability of a pursuer is not significantly higher than that of an evader,it will be difficult to intercept the evader with only one pursuer.Therefore,this article adopts a two-to-one differential game ... When the maneuverability of a pursuer is not significantly higher than that of an evader,it will be difficult to intercept the evader with only one pursuer.Therefore,this article adopts a two-to-one differential game strategy,the game of kind is generally considered to be angle-optimized,which allows unlimited turns,but these practices do not take into account the effect of acceleration,which does not correspond to the actual situation,thus,based on the angle-optimized,the acceleration optimization and the acceleration upper bound constraint are added into the game for consideration.A two-to-one differential game problem is proposed in the three-dimensional space,and an improved multi-objective grey wolf optimization(IMOGWO)algorithm is proposed to solve the optimal game point of this problem.With the equations that describe the relative motions between the pursuers and the evader in the three-dimensional space,a multi-objective function with constraints is given as the performance index to design an optimal strategy for the differential game.Then the optimal game point is solved by using the IMOGWO algorithm.It is proved based on Markov chains that with the IMOGWO,the Pareto solution set is the solution of the differential game.Finally,it is verified through simulations that the pursuers can capture the escapee,and via comparative experiments,it is shown that the IMOGWO algorithm performs well in terms of running time and memory usage. 展开更多
关键词 differential game improved multi-objective grey wolf optimization(IMOGWO) cooperative pursuit optimal game point
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Remote sensing of air pollution incorporating integrated-path differential-absorption and coherent-Doppler lidar 被引量:2
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作者 Ze-hou Yang Yong Chen +5 位作者 Chun-li Chen Yong-ke Zhang Ji-hui Dong Tao Peng Xiao-feng Li Ding-fu Zhou 《Defence Technology(防务技术)》 SCIE EI CAS CSCD 2024年第1期594-601,共8页
An innovative complex lidar system deployed on an airborne rotorcraft platform for remote sensing of atmospheric pollution is proposed and demonstrated.The system incorporates integrated-path differential absorption l... An innovative complex lidar system deployed on an airborne rotorcraft platform for remote sensing of atmospheric pollution is proposed and demonstrated.The system incorporates integrated-path differential absorption lidar(DIAL) and coherent-doppler lidar(CDL) techniques using a dual tunable TEA CO_(2)laser in the 9—11 μm band and a 1.55 μm fiber laser.By combining the principles of differential absorption detection and pulsed coherent detection,the system enables agile and remote sensing of atmospheric pollution.Extensive static tests validate the system’s real-time detection capabilities,including the measurement of concentration-path-length product(CL),front distance,and path wind speed of air pollution plumes over long distances exceeding 4 km.Flight experiments is conducted with the helicopter.Scanning of the pollutant concentration and the wind field is carried out in an approximately 1 km slant range over scanning angle ranges from 45°to 65°,with a radial resolution of 30 m and10 s.The test results demonstrate the system’s ability to spatially map atmospheric pollution plumes and predict their motion and dispersion patterns,thereby ensuring the protection of public safety. 展开更多
关键词 differential absorption LIDAR COHERENT Doppler lidar Remoting sensing Atmospheric pollution
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Optimality of Group Testing with Differential Misclassification
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作者 LI Yiming ZHANG Hong LIU Aiyi 《应用概率统计》 CSCD 北大核心 2024年第4期644-662,共19页
Group testing is a method that can be used to estimate the prevalence of rare infectious diseases,which can effectively save time and reduce costs compared to the method of random sampling.However,previous literature ... Group testing is a method that can be used to estimate the prevalence of rare infectious diseases,which can effectively save time and reduce costs compared to the method of random sampling.However,previous literature only demonstrated the optimality of group testing strategy while estimating prevalence under some strong assumptions.This article weakens the assumption of misclassification rate in the previous literature,considers the misclassification rate of the infected samples as a differentiable function of the pool size,and explores some optimal properties of group testing for estimating prevalence in the presence of differential misclassification conforming to this assumption.This article theoretically demonstrates that the group testing strategy performs better than the sample by sample procedure in estimating disease prevalence when the total number of sample pools is given or the size of the test population is determined.Numerical simulation experiments were conducted to evaluate the performance of group tests in estimating prevalence in the presence of dilution effect. 展开更多
关键词 group testing sensitivity SPECIFICITY dilution effect differential misclassification PREVALENCE
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Linear-quadratic and norm-bounded combined differential game guidance scheme with obstacle avoidance for attacking defended aircraft in three-player engagement
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作者 Xintao Wang Ming Yang +2 位作者 Songyan Wang Mingzhe Hou Tao Chao 《Defence Technology(防务技术)》 SCIE EI CAS CSCD 2024年第12期136-155,共20页
A differential game guidance scheme with obstacle avoidance,based on the formulation of a combined linear quadratic and norm-bounded differential game,is designed for a three-player engagement scenario,which includes ... A differential game guidance scheme with obstacle avoidance,based on the formulation of a combined linear quadratic and norm-bounded differential game,is designed for a three-player engagement scenario,which includes a pursuer,an interceptor,and an evader.The confrontation between the players is divided into four phases(P1-P4)by introducing the switching time,and proposing different guidance strategies according to the phase where the static obstacle is located:the linear quadratic game method is employed to devise the guidance scheme for the energy optimization when the obstacle is located in the P1 and P3 stages;the norm-bounded differential game guidance strategy is presented to satisfy the acceleration constraint under the circumstance that the obstacle is located in the P2 and P4 phases.Furthermore,the radii of the static obstacle and the interceptor are taken as the design parameters to derive the combined guidance strategy through the dead-zone function,which guarantees that the pursuer avoids the static obstacle,and the interceptor,and attacks the evader.Finally,the nonlinear numerical simulations verify the performance of the game guidance strategy. 展开更多
关键词 Active defense aircraft differential game theory Three-player confrontation Energy optimization Acceleration constraint Obstacle avoidance
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Products of multiplication,composition and differentiation on weighted Bergman spaces in the unit ball
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作者 ZHANG Chao QIN Yuehai 《中山大学学报(自然科学版)(中英文)》 北大核心 2025年第2期160-169,共10页
The boundness and compactness of products of multiplication,composition and differentiation on weighted Bergman spaces in the unit ball are studied.We define the differentiation operator on the space of holomorphic fu... The boundness and compactness of products of multiplication,composition and differentiation on weighted Bergman spaces in the unit ball are studied.We define the differentiation operator on the space of holomorphic functions in the unit ball by radial derivative.Then we extend the Sharma's results. 展开更多
关键词 composition operator multiplication operator differentiation operator weighted Bergman space
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Design of a novel discrete dual-switching tracking differentiator
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作者 HAN Kun ZHANG Hao-bo 《Journal of Central South University》 2025年第6期2208-2223,共16页
Signal filtering and differential acquisition are classic yet challenging issues in control engineering.The discrete-time optimal control(DTOC)based on classic tracking differentiator(TD)can effectively extract differ... Signal filtering and differential acquisition are classic yet challenging issues in control engineering.The discrete-time optimal control(DTOC)based on classic tracking differentiator(TD)can effectively extract differentiation signals and filter signals,while eliminating the chattering problem that arises during the discretization of the continuous solution.However,under external disturbance,the convergence mode may change,leading to overshoot and noise amplification.In this paper,a dual-switching strategy is proposed,which can alternate between the base double-integral system and its dual system according to the quadrant of the system’s state.And a novel linearized control law is also introduced,deriving a novel dual-switch tracking differentiator.Further analysis of system convergence and time optimality is provided.Simulation results show that the application of this dual-switching strategy notably reduces overshoot in both tracking and differential signals while enhancing noise filtering performance.Moreover,experiments conducted on a permanent magnet synchronous motor(PMSM)platform,where the proposed TD acts as a filter in the speed feedback loop,demonstrate that the standard deviation between the reference speed and the target speed(at a constant speed of 378 r/min)decreased from 5.63 r/min to 4.93 r/min,compared to the moving average algorithm. 展开更多
关键词 tracking differentiator discrete time optimal control dual-switching strategy speed filtering
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Screening Rat Hypertension-Related Genes By Differential Display
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作者 曹宇清 张晨晖 +2 位作者 李倩虹 徐平 周爱儒 《北京大学学报(医学版)》 CAS CSCD 1994年第S1期56-62,共7页
ScreeningRatHypertension-RelatedGenesByDifferentialDisplayCaoYuqing曹宇清,ZhangChenhui张晨晖,LiQianhong李倩虹,XuPing徐... ScreeningRatHypertension-RelatedGenesByDifferentialDisplayCaoYuqing曹宇清,ZhangChenhui张晨晖,LiQianhong李倩虹,XuPing徐平,ZhouAiru周爱儒,and... 展开更多
关键词 differential DISPLAY Hypertension- related gene VASCULAR SMOOTH MUSCLE cells
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LINEAR QUADRATIC NONZERO-SUM DIFFERENTIAL GAMES WITH RANDOM JUMPS 被引量:3
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作者 吴臻 于志勇 《应用数学和力学》 CSCD 北大核心 2005年第8期945-950,共6页
The existence and uniqueness of the solutions for one kind of forward-backward stochastic differential equations with Brownian motion and Poisson process as the noise source were given under the monotone conditions.Th... The existence and uniqueness of the solutions for one kind of forward-backward stochastic differential equations with Brownian motion and Poisson process as the noise source were given under the monotone conditions.Then these results were applied to nonzero-sum differential games with random jumps to get the explicit form of the open-loop Nash equilibrium point by the solution of the forward-backward stochastic differential equations. 展开更多
关键词 随机微分方程 泊松过程 随机微分对策
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真核生物mRNA差显技术(Differential Display)的研究进展 被引量:12
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作者 李玉京 李子银 李振声 《生物技术通报》 CAS CSCD 1998年第5期23-30,共8页
真核生物mRNA差显技术(DiferentialDisplay)的创立及其对该技术的一系列改进,为研究与生殖、发育、细胞分化、癌变、病变、衰老、程序化死亡及抗逆性与抗病性等生命过程有关的基因的差异表达,以及有关基因的... 真核生物mRNA差显技术(DiferentialDisplay)的创立及其对该技术的一系列改进,为研究与生殖、发育、细胞分化、癌变、病变、衰老、程序化死亡及抗逆性与抗病性等生命过程有关的基因的差异表达,以及有关基因的分子克隆提供了有效工具。本文简要概述差显技术的原理、优越性、主要缺陷、技术改进等方面的研究进展。 展开更多
关键词 真核生物 MRNA 差别显示 CDNA-AFLP cDNA-RFLP
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THE BASIC THEORY OF SOLUTIONS OF FUNCTIONAL DIFFERENTIAL EQUATIONS WITH BOUNDED DELAY IN THE SPACE OF INTEGRABLE FUNCTIONS
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作者 刘永清 李远清 《华南理工大学学报(自然科学版)》 EI CAS CSCD 北大核心 1997年第7期67-73,共7页
在可积函数空间中讨论有界滞量泛函微分方程,建立其解的基本理论,包括解的存在性,唯一性及延展性。
关键词 有界滞量的泛函微分方程 存在性 唯一性 延展性 可积函数空间
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Design of PID controller with incomplete derivation based on differential evolution algorithm 被引量:16
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作者 Wu Lianghong Wang Yaonan +1 位作者 Zhou Shaowu Tan Wen 《Journal of Systems Engineering and Electronics》 SCIE EI CSCD 2008年第3期578-583,共6页
To determine the optimal or near optimal parameters of PID controller with incomplete derivation, a novel design method based on differential evolution (DE) algorithm is presented. The controller is called DE-PID co... To determine the optimal or near optimal parameters of PID controller with incomplete derivation, a novel design method based on differential evolution (DE) algorithm is presented. The controller is called DE-PID controller. To overcome the disadvantages of the integral performance criteria in the frequency domain such as IAE, ISE, and ITSE, a new performance criterion in the time domain is proposed. The optimization procedures employing the DE algorithm to search the optimal or near optimal PID controller parameters of a control system are demonstrated in detail. Three typical control systems are chosen to test and evaluate the adaptation and robustness of the proposed DE-PID controller. The simulation results show that the proposed approach has superior features of easy implementation, stable convergence characteristic, and good computational efficiency. Compared with the ZN, GA, and ASA, the proposed design method is indeed more efficient and robust in improving the step response of a control system. 展开更多
关键词 PID controller incomplete derivation differential evolution parameter tuning.
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Differential game strategy in three-player evasion and pursuit scenarios 被引量:14
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作者 SUN Qilong QI Naiming +1 位作者 XIAO Longxu LIN Haiqi 《Journal of Systems Engineering and Electronics》 SCIE EI CSCD 2018年第2期352-366,共15页
A conflict of three players, including an attacker, a defender, and a target with bounded control is discussed based on the differential game theories in which the target and the defender use an optimal pursuit strate... A conflict of three players, including an attacker, a defender, and a target with bounded control is discussed based on the differential game theories in which the target and the defender use an optimal pursuit strategy. The current approach chooses the miss distance as the outcome of the conflict. Different optimal guidance laws are investigated, and feasible conditions are analyzed for the attacker to accomplish an attacking task. For some given conditions, the attacker cannot intercept the target by only using a one-to-one optimal pursuit guidance law; thus, a guidance law for the attacker to reach a critical safe value is investigated.Specifically, the guidance law is divided into two parts. Before the engagement time between the defender and the attacker, the attacker uses this derived guidance law to guarantee that the evasion distance from the defender is safe, and that the zero-effort-miss(ZEM) distance between the attacker and the target is the smallest.After that engagement time, the attacker uses the optimal one-toone guidance law to accomplish the pursuit task. The advantages and limited conditions of these derived guidance laws are also investigated by using nonlinear simulations. 展开更多
关键词 three players differential game theory zero-effort-miss(ZEM) distance guidance law
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Differential evolution algorithm for hybrid flow-shop scheduling problems 被引量:10
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作者 Ye Xu Ling Wang 《Journal of Systems Engineering and Electronics》 SCIE EI CSCD 2011年第5期794-798,共5页
Aiming at the hybrid flow-shop (HFS) scheduling that is a complex NP-hard combinatorial problem with wide engineering background, an effective algorithm based on differential evolution (DE) is proposed. By using a... Aiming at the hybrid flow-shop (HFS) scheduling that is a complex NP-hard combinatorial problem with wide engineering background, an effective algorithm based on differential evolution (DE) is proposed. By using a special encoding scheme and combining DE based evolutionary search and local search, the exploration and exploitation abilities are enhanced and well balanced for solving the HFS problems. Simulation results based on some typical problems and comparisons with some existing genetic algorithms demonstrate the proposed algorithm is effective, efficient and robust for solving the HFS problems. 展开更多
关键词 hybrid flow-shop (HFS) scheduling differential evolution (DE) local search.
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Nonlinear differential geometric guidance for maneuvering target 被引量:3
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作者 Jikun Ye Humin Lei +2 位作者 Dongfeng Xue Jiong Li Lei Shao 《Journal of Systems Engineering and Electronics》 SCIE EI CSCD 2012年第5期752-760,共9页
Based on the idea of zeroing the line of sight rate(LOSR),a novel nonlinear differential geometric(DG) law for intercepting the agile target is proposed.In the first part,the DG formulations are utilized to descri... Based on the idea of zeroing the line of sight rate(LOSR),a novel nonlinear differential geometric(DG) law for intercepting the agile target is proposed.In the first part,the DG formulations are utilized to describe the relatively kinematics model of missile and target,and the nonlinear DG guidance(DGG) law is proposed based on the nonlinear control theory to eliminate the influence brought by target.Further,the missile guidance commands are derived to overcome the information loss caused by decoupling condition,the new necessary initial condition is developed to guarantee capture the agile target.Then,the designed nonlinear DGG commands are transformed from an arc-length system to the time domain.A desirable aspect of the designed guidance law is that it does not require rigorous information about target acceleration.Representative numerical results show that the designed guidance law obtain a better performance than the traditional DGG law for agile target. 展开更多
关键词 GUIDANCE differential geometric nonlinear control STABILITY maneuvering target
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Improved differential evolution algorithm for resource-constrained project scheduling problem 被引量:4
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作者 Lianghong Wu Yaonan Wang Shaowu Zhou 《Journal of Systems Engineering and Electronics》 SCIE EI CSCD 2010年第5期798-805,共8页
An improved differential evolution(IDE)algorithm that adopts a novel mutation strategy to speed up the convergence rate is introduced to solve the resource-constrained project scheduling problem(RCPSP)with the obj... An improved differential evolution(IDE)algorithm that adopts a novel mutation strategy to speed up the convergence rate is introduced to solve the resource-constrained project scheduling problem(RCPSP)with the objective of minimizing project duration Activities priorities for scheduling are represented by individual vectors and a senal scheme is utilized to transform the individual-represented priorities to a feasible schedule according to the precedence and resource constraints so as to be evaluated.To investigate the performance of the IDE-based approach for the RCPSP,it is compared against the meta-heuristic methods of hybrid genetic algorithm(HGA),particle swarm optimization(PSO) and several well selected heuristics.The results show that the proposed scheduling method is better than general heuristic rules and is able to obtain the same optimal result as the HGA and PSO approaches but more efficient than the two algorithms. 展开更多
关键词 differential evolution algorithm project soheduling resource constraint priority-based scheduling.
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Differential uplift and settlement between inner column and diaphragm wall in top-down excavation 被引量:5
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作者 王丽 郑刚 欧若楠 《Journal of Central South University》 SCIE EI CAS CSCD 2015年第9期3578-3590,共13页
Top structure and basement will confront the risk of being damaged on account of large stress and strain fields incurred by differential uplift and settlement between inner column and diaphragm wall in top-down method... Top structure and basement will confront the risk of being damaged on account of large stress and strain fields incurred by differential uplift and settlement between inner column and diaphragm wall in top-down method. Top-down excavation of the Metro Line 10 in Shanghai was modeled with finite element analysis software ABAQUS and parameters of subsoil were obtained by inverse analysis. Based on the finite element model and parameters, changes in the following factors were made to find more effective methods to restrain differential uplift and settlement: length of diaphragm wall, thickness of jet-grouting reinforcement layer, ways of subsoil reinforcement, sequence of pit excavation, connection between slabs and diaphragm wall or column and width of pit. Several significant results are acquired. The longer the diaphragm wall is, the greater the differential uplift between column and diaphragm wall is. Rigidity of roof slab is in general not strong enough to keep diaphragm wall and column undergoing the same uplift during excavation; Uplift at head of column and differential uplift between column and diaphragm wall decrease when subsoil from-16.6 to-43 m in pit is reinforced through jet-grouting. But, as excavation proceeds to a lower level, benefit from soil reinforcement diminishes. During the process applying vertical load, the larger the depth of diaphragm wall is, the smaller the settlement is at head of column and diaphragm wall, and the greater the differential settlement is between column and diaphragm wall. When friction connection is implemented between column, diaphragm wall and floor slabs, uplifts at head of column and diaphragm wall are larger than those of the case when tie connection is implemented, and so does differential uplift between column and diaphragm wall. The maximum deflection of diaphragm wall decreases by 58% on account of soil reinforcement in pit. The maximum deflection of diaphragm wall decreases by 61.2% when friction connection is implemented instead of tie connection. 展开更多
关键词 top-down method differential uplift differential settlement jump-layer excavation diaphragm wall with outriggers
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Differential amplification method for flow structures analysis of centrifugal pump between design and off-design points 被引量:2
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作者 ZHANG He-hui DENG Sheng-xiang QU Ying-jie 《Journal of Central South University》 SCIE EI CAS CSCD 2017年第6期1443-1449,共7页
The three-dimensional internal flow field of centrifugal pump is complex and variable with design parameters and operation conditions. The post-processing technique named differential amplification method was proposed... The three-dimensional internal flow field of centrifugal pump is complex and variable with design parameters and operation conditions. The post-processing technique named differential amplification method was proposed for the comparison study of different flow structures. The full steady flow fields of an industrial centrifugal pump working on-design and off-design points were numerically investigated by solving Reynolds average Navier-Stokes equations together with a shear-stress transport(SST) k-? turbulence model. And the numerically predicted performance curves of the studied pump agree well with test measurement results. Compared with the flow flied on design point under the help of differential amplification method, the disturbance caused by interaction between blade and volute tongue is very obvious and it extends to the diffuser pipe on the working point with 0.8 times rated flux. While on the point with 1.2 times rated flux, the flow distribution in impeller region is roughly even and it flows more to the bottom section of the diffuser pipe. The above method was proved to be good at displaying the subtle secondary flow structure changes with a higher resolution effect relative to single isolated case observation, which helps the optimization decision-making from multiple design cases. 展开更多
关键词 differential AMPLIFICATION COMPUTATIONAL fluid dynamics (CFD) flow structure CENTRIFUGAL PUMP
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Extended differential geometric guidance law for intercepting maneuvering targets 被引量:4
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作者 HUANG Jingshuai ZHANG Hongbo +1 位作者 TANG Guojian BAO Weimin 《Journal of Systems Engineering and Electronics》 SCIE EI CSCD 2018年第5期1046-1057,共12页
Without assumptions made on motion states of missile and target, an extended differential geometric guidance law is derived. Through introducing a line of sight rotation coordinate system, the derivation is simplified... Without assumptions made on motion states of missile and target, an extended differential geometric guidance law is derived. Through introducing a line of sight rotation coordinate system, the derivation is simplified and has more explicit physical significances. The extended law is theoretically applicable to any engagement scenarios. Then, on basis of the extended law, a modified one is designed without the requirement of target acceleration and an approach is proposed to determining the applied direction of commanded missile acceleration. Qualitative analysis is carried out to study the capture performance and a criterion for capture is given. Simulation results indicate the two laws are effective and make up the deficiency that pure proportional navigation suitable for endoatmospheric interceptions cannot deal with high-speed maneuvering targets. Furthermore, the correctness of the criterion is validated. 展开更多
关键词 missile guidance maneuvering target extended differential geometric guidance law capture performance proportional navigation
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Approximate Controllability of Second-Order Neutral Stochastic Differential Equations with Infinite Delay and Poisson Jumps 被引量:4
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作者 PALANISAMY Muthukumar CHINNATHAMBI Rajivganthi 《Journal of Systems Engineering and Electronics》 SCIE EI CSCD 2015年第5期1033-1048,共16页
The modelling of risky asset by stochastic processes with continuous paths, based on Brow- nian motions, suffers from several defects. First, the path continuity assumption does not seem reason- able in view of the po... The modelling of risky asset by stochastic processes with continuous paths, based on Brow- nian motions, suffers from several defects. First, the path continuity assumption does not seem reason- able in view of the possibility of sudden price variations (jumps) resulting of market crashes. A solution is to use stochastic processes with jumps, that will account for sudden variations of the asset prices. On the other hand, such jump models are generally based on the Poisson random measure. Many popular economic and financial models described by stochastic differential equations with Poisson jumps. This paper deals with the approximate controllability of a class of second-order neutral stochastic differential equations with infinite delay and Poisson jumps. By using the cosine family of operators, stochastic analysis techniques, a new set of sufficient conditions are derived for the approximate controllability of the above control system. An example is provided to illustrate the obtained theory. 展开更多
关键词 Approximate controllability Hilbert space Poisson jumps second-order neutral stochas-tic differential equations semigroup theory.
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