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
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
A novel adaptive fault-tolerant control scheme in the differential algebraic framework was proposed for attitude control of a heavy lift launch vehicle （HLLV）. By using purely mathematical transformations, the decou...A novel adaptive fault-tolerant control scheme in the differential algebraic framework was proposed for attitude control of a heavy lift launch vehicle （HLLV）. By using purely mathematical transformations, the decoupled input-output representations of HLLV were derived, rendering three decoupled second-order systems, i.e., pitch, yaw and roll channels. Based on a new type of numerical differentiator, a differential algebraic observer （DAO） was proposed for estimating the system states and the generalized disturbances, including various disturbances and additive fault torques. Driven by DAOs, three improved proportional-integral- differential （PID） controllers with disturbance compensation were designed for pitch, yaw and roll control. All signals in the closed-loop system were guaranteed to be ultimately uniformly bounded by utilization of Lyapunov＇s indirect method. The convincing numerical simulations indicate that the proposed control scheme is successful in achieving high performance in the presence of parametric perturbations, external disturbances, noisy corruptions, and actuator faults.展开更多
An idea of relaxing the effect of delay when computing the Runge-Kutta stages in the current step and a class of two-step continuity Runge-Kutta methods （TSCRK） is presented. Their construction, their order conditio...An idea of relaxing the effect of delay when computing the Runge-Kutta stages in the current step and a class of two-step continuity Runge-Kutta methods （TSCRK） is presented. Their construction, their order conditions and their convergence are studied. The two-step continuity Runge-Kutta methods possess good numerical stability properties and higher stage-order, and keep the explicit process of computing the Runge-Kutta stages. The numerical experiments show that the TSCRK methods are efficient.展开更多
The notions of practical φ0-stability were introduced for stochastic differential equations. Sufficient conditions on such practical properties were obtained by using the comparison principle and the cone-valued Lyap...The notions of practical φ0-stability were introduced for stochastic differential equations. Sufficient conditions on such practical properties were obtained by using the comparison principle and the cone-valued Lyapunov function methods. Based on an extended comparison theorem, a perturbation theory of stochastic differential systems was given.展开更多
The asymptotic and stable properties of general stochastic functional differential equations are investigated by the multiple Lyapunov function method, which admits non-negative up-per bounds for the stochastic deriva...The asymptotic and stable properties of general stochastic functional differential equations are investigated by the multiple Lyapunov function method, which admits non-negative up-per bounds for the stochastic derivatives of the Lyapunov functions, a theorem for asymptotic properties of the LaSal e-type described by limit sets of the solutions of the equations is obtained. Based on the asymptotic properties to the limit set, a theorem of asymptotic stability of the stochastic functional differential equations is also established, which enables us to construct the Lyapunov functions more easily in application. Particularly, the wel-known classical theorem on stochastic stability is a special case of our result, the operator LV is not required to be negative which is more general to fulfil and the stochastic perturbation plays an important role in it. These show clearly the improvement of the traditional method to find the Lyapunov functions. A numerical simulation example is given to il ustrate the usage of the method.展开更多
Numerical methods for Differential-Algebraic systems with discontinuous right-hand sides is discussed. A class of continuous Rosenbrock methods are constructed, and numerical experiments show that the continuous Rosen...Numerical methods for Differential-Algebraic systems with discontinuous right-hand sides is discussed. A class of continuous Rosenbrock methods are constructed, and numerical experiments show that the continuous Rosenbrock methods are effective. Applying the methods, a fast and high-precision numerical algorithm is given to deal with typical discontinuous parts, which occur frequently in differential-algebraic systems(DAS).展开更多
Missile interception problem can be regarded as a two-person zero-sum differential games problem,which depends on the solution of Hamilton-Jacobi-Isaacs(HJI)equa-tion.It has been proved impossible to obtain a closed-f...Missile interception problem can be regarded as a two-person zero-sum differential games problem,which depends on the solution of Hamilton-Jacobi-Isaacs(HJI)equa-tion.It has been proved impossible to obtain a closed-form solu-tion due to the nonlinearity of HJI equation,and many iterative algorithms are proposed to solve the HJI equation.Simultane-ous policy updating algorithm(SPUA)is an effective algorithm for solving HJI equation,but it is an on-policy integral reinforce-ment learning(IRL).For online implementation of SPUA,the dis-turbance signals need to be adjustable,which is unrealistic.In this paper,an off-policy IRL algorithm based on SPUA is pro-posed without making use of any knowledge of the systems dynamics.Then,a neural-network based online adaptive critic implementation scheme of the off-policy IRL algorithm is pre-sented.Based on the online off-policy IRL method,a computa-tional intelligence interception guidance(CIIG)law is developed for intercepting high-maneuvering target.As a model-free method,intercepting targets can be achieved through measur-ing system data online.The effectiveness of the CIIG is verified through two missile and target engagement scenarios.展开更多
In this paper the method of design of kinematical and dynamical equations of mechanical systems, applied to numerical ealization, is proposed. The corresponding difference equations, which are obtained, give a guarant...In this paper the method of design of kinematical and dynamical equations of mechanical systems, applied to numerical ealization, is proposed. The corresponding difference equations, which are obtained, give a guarantee of computations with a given precision. The equations of programmed constraints and those of constraint perturbations are defined. The stability of the programmed manifold for numerical solutions of the kinematical and dynamical equations is obtained by corresponding construction of the constraint perturbation equations. The dynamical equations of system with programmed constraints are set up in the form of Lagrange’s equations in generalized coordinates. Certain inverse problems of rigid body dynamics are examined.展开更多
The suboptimal control program via memoryless state feedback strategies for LQ differential games with multiple players is studied in this paper. Sufficient conditions for the existence of the suboptimal strategies fo...The suboptimal control program via memoryless state feedback strategies for LQ differential games with multiple players is studied in this paper. Sufficient conditions for the existence of the suboptimal strategies for LQ differential games are presented. It is shown that the suboptimal strategies of LQ differential games are associated with a coupled algebraic Riccati inequality. Furthermore, the problem of designing suboptimal strategies is considered. A non-convex optimization problem with BMI constrains is formulated to design the suboptimal strategies which minimizes the performance indices of the closed-loop LQ differential games and can be solved by using LMI Toolbox of MATLAB. An example is given to illustrate the proposed results.展开更多
This paper deals with the numerical solution of initial value problems for systems of differential equations with two delay terms. We investigate the stability of adaptations of the θ-methods in the numerical solutio...This paper deals with the numerical solution of initial value problems for systems of differential equations with two delay terms. We investigate the stability of adaptations of the θ-methods in the numerical solution of test equations u'(t) = a 11 u(t) + a12v(t) + b11 u(t - τ1) + b12v(t-τ2,v'(t) = a21 u(t) + a22 v(t) + b21 u(t -τ1,) + b22 v(t -τ2), t>0,with initial conditionsu(t)=u0(t),v(t) =v0(t), t≤0.where aij, bij∈C, τj >0, i,j = 1,2,, and u0(t), v0(t)are continuous and complex valued. Sufficient conditions for the asymptotic stability of test equation are derived. Furthermore, with respect to an appropriate definition of stability for the numerical method, it is proved that the linear θ-method is stable if and only if 1/2≤θ≤1 and the one-leg θ-method is stable if and only if θ= 1.展开更多
Similar to the method of continuum mechanics, the variation of the price of index futures is viewed to be continuous and regular. According to the characteristic of index futures, a basic equation of price of index fu...Similar to the method of continuum mechanics, the variation of the price of index futures is viewed to be continuous and regular. According to the characteristic of index futures, a basic equation of price of index futures was established. It is a differential equation, its solution shows that the relation between time and price forms a logarithmic circle. If the time is thought of as the probability of its corresponding price, then such a relation is perfectly coincided with the main assumption of the famous formula of option pricing, based on statistical theory, established by Black and Scholes, winner of 1997 Nobel’ prize on economy. In that formula, the probability of price of basic assets (they stand for index futures here) is assummed to be a logarithmic normal distribution. This agreement shows that the same result may be obtained by two analytic methods with different bases. However, the result, given by assumption by Black_Scholes, is derived from the solution of the differential equation.展开更多
In this paper author studies the solvability of abstract hopulsive differential equations on Banach space X. By terms of integrated bisendgroup, author obtains the existence of abstract impulsive differential equation...In this paper author studies the solvability of abstract hopulsive differential equations on Banach space X. By terms of integrated bisendgroup, author obtains the existence of abstract impulsive differential equations with finite contant impulses and gives a condition which makes the impulsive equation be solvable for a Variable impuls.展开更多
in this paper, taking enterprise vitality as a target, an evaluation method of the economic development state of enterprise is proposed by using differential model. The solution of the differential model is discussed....in this paper, taking enterprise vitality as a target, an evaluation method of the economic development state of enterprise is proposed by using differential model. The solution of the differential model is discussed. The direct fitting methods and operational formulas for the parameters in the differenticl model are given. The feasible conditions of the methods are shown. It is an advantage that the methods have gotten rid of discretization error in contrast with the methods of grey theory.展开更多
In order to study three-point BVPs for fourth-order impulsive differential equation of the form with the following boundary conditions u'(0) = u(1) = 0. u'(0) == 0 = u'(1) -φq(α)u'(η). the authors t...In order to study three-point BVPs for fourth-order impulsive differential equation of the form with the following boundary conditions u'(0) = u(1) = 0. u'(0) == 0 = u'(1) -φq(α)u'(η). the authors translate the fourth-order impulsive differential equations with p-Laplacian (*) into three-point BVPs for second-order differential equation without impulses and two-point BVPs for second-order impulsive differential equation by a variable transform. Based on it, existence theorems of positive solutions for the boundary value problems (*) are obtained.展开更多
A class of parallel Runge-Kutta Methods for differential-algebraic equations of index 2are constructed for multiprocessor system. This paper gives the order conditions and investigatesthe convergence theory for such m...A class of parallel Runge-Kutta Methods for differential-algebraic equations of index 2are constructed for multiprocessor system. This paper gives the order conditions and investigatesthe convergence theory for such methods.展开更多
A class of parallel Rosenbrock methods for differential algebraic equations are presented in this paper. The local truncation errors are defined and the order conditions are established by using the DA-trees and DA-se...A class of parallel Rosenbrock methods for differential algebraic equations are presented in this paper. The local truncation errors are defined and the order conditions are established by using the DA-trees and DA-series. The paper also deals with the convergence of the parallel Rosenbrock methods for h -> 0 and states the bounds for the global errors of the methods. Some particular methods are obtained by solving the order equations and a numerical example is given, from which the theoretical orders are actually observed.展开更多
基金supported by the PhD Research Startup Foundation of Hubei University of Economics(Grand No.XJ23BS42).
文摘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.
基金supported by the National Board for Higher Mathematics,Mumbai,India under Grant No.2/48(5)/2013/NBHM(R.P.)/RD-II/688 dt 16.01.2014
文摘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.
基金Foundation item： Project（2012M521538） supported by China Postdoctoral Science Foundation Project suppolted by Postdoctoral Science Foundation of Central South University
文摘A novel adaptive fault-tolerant control scheme in the differential algebraic framework was proposed for attitude control of a heavy lift launch vehicle （HLLV）. By using purely mathematical transformations, the decoupled input-output representations of HLLV were derived, rendering three decoupled second-order systems, i.e., pitch, yaw and roll channels. Based on a new type of numerical differentiator, a differential algebraic observer （DAO） was proposed for estimating the system states and the generalized disturbances, including various disturbances and additive fault torques. Driven by DAOs, three improved proportional-integral- differential （PID） controllers with disturbance compensation were designed for pitch, yaw and roll control. All signals in the closed-loop system were guaranteed to be ultimately uniformly bounded by utilization of Lyapunov＇s indirect method. The convincing numerical simulations indicate that the proposed control scheme is successful in achieving high performance in the presence of parametric perturbations, external disturbances, noisy corruptions, and actuator faults.
文摘An idea of relaxing the effect of delay when computing the Runge-Kutta stages in the current step and a class of two-step continuity Runge-Kutta methods （TSCRK） is presented. Their construction, their order conditions and their convergence are studied. The two-step continuity Runge-Kutta methods possess good numerical stability properties and higher stage-order, and keep the explicit process of computing the Runge-Kutta stages. The numerical experiments show that the TSCRK methods are efficient.
基金Project (60704007) supported by the National Natural Science Foundation of China
文摘The notions of practical φ0-stability were introduced for stochastic differential equations. Sufficient conditions on such practical properties were obtained by using the comparison principle and the cone-valued Lyapunov function methods. Based on an extended comparison theorem, a perturbation theory of stochastic differential systems was given.
基金supported by the National Natural Science Foundation of China(61370136)the Hainan Province Science and Technology Cooperation Fund Project(KJHZ2015-36)the Hainan Province Introduced and Integrated Demonstration Projects(YJJC20130009)
基金supported by the National Natural Science Foundation of China(61273126)the Natural Science Foundation of Guangdong Province(10251064101000008+1 种基金S201210009675)the Fundamental Research Funds for the Central Universities(2012ZM0059)
文摘The asymptotic and stable properties of general stochastic functional differential equations are investigated by the multiple Lyapunov function method, which admits non-negative up-per bounds for the stochastic derivatives of the Lyapunov functions, a theorem for asymptotic properties of the LaSal e-type described by limit sets of the solutions of the equations is obtained. Based on the asymptotic properties to the limit set, a theorem of asymptotic stability of the stochastic functional differential equations is also established, which enables us to construct the Lyapunov functions more easily in application. Particularly, the wel-known classical theorem on stochastic stability is a special case of our result, the operator LV is not required to be negative which is more general to fulfil and the stochastic perturbation plays an important role in it. These show clearly the improvement of the traditional method to find the Lyapunov functions. A numerical simulation example is given to il ustrate the usage of the method.
文摘Numerical methods for Differential-Algebraic systems with discontinuous right-hand sides is discussed. A class of continuous Rosenbrock methods are constructed, and numerical experiments show that the continuous Rosenbrock methods are effective. Applying the methods, a fast and high-precision numerical algorithm is given to deal with typical discontinuous parts, which occur frequently in differential-algebraic systems(DAS).
文摘Missile interception problem can be regarded as a two-person zero-sum differential games problem,which depends on the solution of Hamilton-Jacobi-Isaacs(HJI)equa-tion.It has been proved impossible to obtain a closed-form solu-tion due to the nonlinearity of HJI equation,and many iterative algorithms are proposed to solve the HJI equation.Simultane-ous policy updating algorithm(SPUA)is an effective algorithm for solving HJI equation,but it is an on-policy integral reinforce-ment learning(IRL).For online implementation of SPUA,the dis-turbance signals need to be adjustable,which is unrealistic.In this paper,an off-policy IRL algorithm based on SPUA is pro-posed without making use of any knowledge of the systems dynamics.Then,a neural-network based online adaptive critic implementation scheme of the off-policy IRL algorithm is pre-sented.Based on the online off-policy IRL method,a computa-tional intelligence interception guidance(CIIG)law is developed for intercepting high-maneuvering target.As a model-free method,intercepting targets can be achieved through measur-ing system data online.The effectiveness of the CIIG is verified through two missile and target engagement scenarios.
基金Supported by Russian Fund of Fund amental Investigations(Pr.990101064)and Russian Minister of Educatin
文摘In this paper the method of design of kinematical and dynamical equations of mechanical systems, applied to numerical ealization, is proposed. The corresponding difference equations, which are obtained, give a guarantee of computations with a given precision. The equations of programmed constraints and those of constraint perturbations are defined. The stability of the programmed manifold for numerical solutions of the kinematical and dynamical equations is obtained by corresponding construction of the constraint perturbation equations. The dynamical equations of system with programmed constraints are set up in the form of Lagrange’s equations in generalized coordinates. Certain inverse problems of rigid body dynamics are examined.
基金Supported by National Natural Science Foundation of P. R. China (10272001, 60334030, and 60474029)
文摘The suboptimal control program via memoryless state feedback strategies for LQ differential games with multiple players is studied in this paper. Sufficient conditions for the existence of the suboptimal strategies for LQ differential games are presented. It is shown that the suboptimal strategies of LQ differential games are associated with a coupled algebraic Riccati inequality. Furthermore, the problem of designing suboptimal strategies is considered. A non-convex optimization problem with BMI constrains is formulated to design the suboptimal strategies which minimizes the performance indices of the closed-loop LQ differential games and can be solved by using LMI Toolbox of MATLAB. An example is given to illustrate the proposed results.
文摘This paper deals with the numerical solution of initial value problems for systems of differential equations with two delay terms. We investigate the stability of adaptations of the θ-methods in the numerical solution of test equations u'(t) = a 11 u(t) + a12v(t) + b11 u(t - τ1) + b12v(t-τ2,v'(t) = a21 u(t) + a22 v(t) + b21 u(t -τ1,) + b22 v(t -τ2), t>0,with initial conditionsu(t)=u0(t),v(t) =v0(t), t≤0.where aij, bij∈C, τj >0, i,j = 1,2,, and u0(t), v0(t)are continuous and complex valued. Sufficient conditions for the asymptotic stability of test equation are derived. Furthermore, with respect to an appropriate definition of stability for the numerical method, it is proved that the linear θ-method is stable if and only if 1/2≤θ≤1 and the one-leg θ-method is stable if and only if θ= 1.
文摘Similar to the method of continuum mechanics, the variation of the price of index futures is viewed to be continuous and regular. According to the characteristic of index futures, a basic equation of price of index futures was established. It is a differential equation, its solution shows that the relation between time and price forms a logarithmic circle. If the time is thought of as the probability of its corresponding price, then such a relation is perfectly coincided with the main assumption of the famous formula of option pricing, based on statistical theory, established by Black and Scholes, winner of 1997 Nobel’ prize on economy. In that formula, the probability of price of basic assets (they stand for index futures here) is assummed to be a logarithmic normal distribution. This agreement shows that the same result may be obtained by two analytic methods with different bases. However, the result, given by assumption by Black_Scholes, is derived from the solution of the differential equation.
文摘In this paper author studies the solvability of abstract hopulsive differential equations on Banach space X. By terms of integrated bisendgroup, author obtains the existence of abstract impulsive differential equations with finite contant impulses and gives a condition which makes the impulsive equation be solvable for a Variable impuls.
文摘in this paper, taking enterprise vitality as a target, an evaluation method of the economic development state of enterprise is proposed by using differential model. The solution of the differential model is discussed. The direct fitting methods and operational formulas for the parameters in the differenticl model are given. The feasible conditions of the methods are shown. It is an advantage that the methods have gotten rid of discretization error in contrast with the methods of grey theory.
基金Supported by the National Natural Foundation of China (10371006)the Youth Teachers Science Projects of Central University for Nationalities (No.A08).
文摘In order to study three-point BVPs for fourth-order impulsive differential equation of the form with the following boundary conditions u'(0) = u(1) = 0. u'(0) == 0 = u'(1) -φq(α)u'(η). the authors translate the fourth-order impulsive differential equations with p-Laplacian (*) into three-point BVPs for second-order differential equation without impulses and two-point BVPs for second-order impulsive differential equation by a variable transform. Based on it, existence theorems of positive solutions for the boundary value problems (*) are obtained.
文摘A class of parallel Runge-Kutta Methods for differential-algebraic equations of index 2are constructed for multiprocessor system. This paper gives the order conditions and investigatesthe convergence theory for such methods.
基金the National Natural Science Foundation of China (No. 19871080)
文摘A class of parallel Rosenbrock methods for differential algebraic equations are presented in this paper. The local truncation errors are defined and the order conditions are established by using the DA-trees and DA-series. The paper also deals with the convergence of the parallel Rosenbrock methods for h -> 0 and states the bounds for the global errors of the methods. Some particular methods are obtained by solving the order equations and a numerical example is given, from which the theoretical orders are actually observed.
