This article is concerned with the weak convergence of invariant measures asso- ciated with multivalued stochastic differential equations in the finite dimensional space.
An iterated function system (IFS) is constructed. It is shown that the invariant measure of IFS satisfies the same equation as scaling equation for wavelet transform (WT). Obviously, IFS and scaling equation of WT bot...An iterated function system (IFS) is constructed. It is shown that the invariant measure of IFS satisfies the same equation as scaling equation for wavelet transform (WT). Obviously, IFS and scaling equation of WT both have contraction mapping principle.展开更多
Invariant measures of Markov chains in discrete or continuous time with a countable set of states are characterized by its steady state recurrence relations. Exemplarily, we consider transition matrices and Q-matrices...Invariant measures of Markov chains in discrete or continuous time with a countable set of states are characterized by its steady state recurrence relations. Exemplarily, we consider transition matrices and Q-matrices with upper bandwidth n and lower bandwidth 1 where the invariant measures satisfy an (n + 1)-order linear difference equation. Markov chains of this type arise from applications to queueing problems and population dynamics. It is the purpose of this paper to point out that the forward use of this difference equation is subject to some hitherto unobserved aspects. By means of the concept of generalized continued fractions (GCFs), we prove that each invariant measure is a dominated solution of the difference equation such that forward computation becomes numerically unstable. Furthermore, the GCF-based approach provides a decoupled recursion in which the phenomenon of numerical instability does not appear. The procedure results in an iteration scheme for successively computing approximants of the desired invariant measure depending on some truncation level N. Increasing N leads to the desired solution. A comparison study of forward computation and the GCF-based approach is given for Q-matrices with upper bandwidth 1 and 2.展开更多
针对二维介质目标的电磁成像问题,将正余弦算法(Sine Cosine Algorithm,SCA)与有限元方法(Finite Element Method,FEM)和不变性测试方程(Measured Equation of Invariance,MEI)进行结合提出一种新的成像方法。将FEM与MEI进行结合求解二...针对二维介质目标的电磁成像问题,将正余弦算法(Sine Cosine Algorithm,SCA)与有限元方法(Finite Element Method,FEM)和不变性测试方程(Measured Equation of Invariance,MEI)进行结合提出一种新的成像方法。将FEM与MEI进行结合求解二维介质目标的电磁散射正问题,即求解Helmholtz方程。其中,MEI保证边界截断的精度,FEM适用于复杂介质目标的准确模拟。对于电磁散射逆问题,引入SCA并加以改进提出一种新的重构方法。该方法采用等效原理与格林函数的渐近式求得远区散射场,以测量的散射场和计算的散射场最大偏差为目标函数,采用改进的SCA优化介质参数,使目标函数达到最小值,以此重构散射体。为提高计算效率,采用MPI算法进行并行计算。文中采用基准函数展示了改进的SCA算法的快速收敛性,并采用非规则的均匀介质柱目标验证了成像方法的正确性。展开更多
基金supported by NSFs of China(11471340 and 11461028)
文摘This article is concerned with the weak convergence of invariant measures asso- ciated with multivalued stochastic differential equations in the finite dimensional space.
文摘An iterated function system (IFS) is constructed. It is shown that the invariant measure of IFS satisfies the same equation as scaling equation for wavelet transform (WT). Obviously, IFS and scaling equation of WT both have contraction mapping principle.
文摘Invariant measures of Markov chains in discrete or continuous time with a countable set of states are characterized by its steady state recurrence relations. Exemplarily, we consider transition matrices and Q-matrices with upper bandwidth n and lower bandwidth 1 where the invariant measures satisfy an (n + 1)-order linear difference equation. Markov chains of this type arise from applications to queueing problems and population dynamics. It is the purpose of this paper to point out that the forward use of this difference equation is subject to some hitherto unobserved aspects. By means of the concept of generalized continued fractions (GCFs), we prove that each invariant measure is a dominated solution of the difference equation such that forward computation becomes numerically unstable. Furthermore, the GCF-based approach provides a decoupled recursion in which the phenomenon of numerical instability does not appear. The procedure results in an iteration scheme for successively computing approximants of the desired invariant measure depending on some truncation level N. Increasing N leads to the desired solution. A comparison study of forward computation and the GCF-based approach is given for Q-matrices with upper bandwidth 1 and 2.
文摘针对二维介质目标的电磁成像问题,将正余弦算法(Sine Cosine Algorithm,SCA)与有限元方法(Finite Element Method,FEM)和不变性测试方程(Measured Equation of Invariance,MEI)进行结合提出一种新的成像方法。将FEM与MEI进行结合求解二维介质目标的电磁散射正问题,即求解Helmholtz方程。其中,MEI保证边界截断的精度,FEM适用于复杂介质目标的准确模拟。对于电磁散射逆问题,引入SCA并加以改进提出一种新的重构方法。该方法采用等效原理与格林函数的渐近式求得远区散射场,以测量的散射场和计算的散射场最大偏差为目标函数,采用改进的SCA优化介质参数,使目标函数达到最小值,以此重构散射体。为提高计算效率,采用MPI算法进行并行计算。文中采用基准函数展示了改进的SCA算法的快速收敛性,并采用非规则的均匀介质柱目标验证了成像方法的正确性。
