The BAGEL assembler generation library

This paper presents two coupled software packages which receive widespread use in the field of numerical simulations of Quantum Chromo-Dynamics. These consist of the BAGEL library and the BAGEL fermion sparse-matrix library, BFM.The Bagel library can generate assembly code for a number of architectures and is configurable – supporting several precision and memory pattern options to allow architecture specific optimisation. It provides high performance on the QCDOC, BlueGene/L and BlueGene/P parallel computer architectures that are popular in the field of lattice QCD. The code includes a complete conjugate gradient implementation for the Wilson and domain wall fermion actions, making it easy to use for third party codes including the Jefferson Laboratory's CHROMA, UKQCD's UKhadron, and the Riken–Brookhaven–Columbia Collaboration's CPS packages.

Program summary

Program title: BagelCatalogue identifier: AEFE_v1_0Program summary URL:http://cpc.cs.qub.ac.uk/summaries/AEFE_v1_0.htmlProgram obtainable from: CPC Program Library, Queen's University, Belfast, N. IrelandLicensing provisions: GNU Public License V2No. of lines in distributed program, including test data, etc.: 109 576No. of bytes in distributed program, including test data, etc.: 892 841Distribution format: tar.gzProgramming language: C++, assemblerComputer: Massively parallel message passing. BlueGene/QCDOC/others.Operating system: POSIX, Linux and compatible.Has the code been vectorised or parallelized?: Yes. 16 384 processors used.Classification: 11.5External routines: QMP, QDP++Nature of problem: Quantum Chromo-Dynamics sparse matrix inversion for Wilson and domain wall fermion formulations.Solution method: Optimised Krylov linear solver.Unusual features: Domain specific compiler generates optimised assembly code.Running time: 1 h per matrix inversion; multi-year simulations.     

典型网络体系结构的比较分析

当今世界科学技术飞速发展,尤其以通信、计算机、网络为代表的互联网技术更是日新月异,令人眼花燎乱。由于网络的迅速普及和全社会对网络的依赖程度,计算机网络的地位越来越重要。但是,由于主流技术研发企业和用户对B/S和C/S及中间件技术谁优谁劣、谁代表技术潮流发展等等问题的争论不休,已经给基于web的软件开发工作者带来诸多困惑,文章就此三项技术发展变化和应用前景做些分析探讨。     

A novel control loop design and its application to the force balance of vibratory rate sensor

This paper investigates a new loop design approach of force balance control for the vibratory rate sensor application. The proposed force balance control design takes advantages of the modified automatic gain control configuration in controlling the system’s oscillating dynamics at the sense mode. The adapted automatic gain control scheme and force balance strategy, which maintains a constant oscillation magnitude in the sense mode, have several advantages. First it is possible to analyze a complicated nonlinear feedback system using a linear control theory, which resulted in straightforward prediction of closed loop performance. Moreover the control system to achieve the design goals can be implemented using a relatively simple feedback configuration. An application to the vibratory rate sensor using the proposed automatic gain control configuration witnessed that the force balance control can be validated in a practical design process. Experiments using an actual micromachined rate sensor verified the feasibility of the proposed control scheme with demonstration of enhanced performance. Recommended by Editorial Board member Dong Hwan Kim under the direction of Editor Hyun Seok Yang. This work was supported by the BK21 Project, ST-IT Fusion Engineering program in Konkuk University, 2008. This work was supported by the KICOS through a grant provided by the Korean Ministry of Education, Science & Technology in 2008 (No. K20601000001). Sangkyung Sung is an Assistant Professor of the Department of Aerospace Engineering at Konkuk University, Korea. He received the M.S. and Ph.D. degrees in Electrical Engineering from Seoul National University in 1998 and 2003, respectively. His research interests include inertial sensors, avionic system hardware, integrated navigation, and intelligent vehicle technologies. Sukchang Yun is a Ph.D. course student of the Department of Aerospace Information Engineering at Konkuk University, Korea. He received the M.S. degree in Aerospace Engineering from Konkuk University in 2009. His research interests include MEMS mechatronics and control, INS/GPS integration, and instrumentation. Woon-Tahk Sung is an Senior Engineer of the Communication Reserarch Center, Samsung Electronics Co. Ltd. He received the Ph.D. degree in School of Electrical Engineering from Seoul National University in 2007. His research interests include analog and digital control algorithm, MEMS piezo actuator, circuit design for microsystems using VCM. Chang Joo Kim is an Assistant Professor of the Department of Aerospace Engineering at Konkuk University, Korea. He received the Ph.D. degree in Aeronautical Engineering from Seoul National University in 1991. His research interests include nonlinear optimal control, helicopter flight mechanics, and helicopter system design. Young Jae Lee is a Professor of the Department of Aerospace Engineering at Konkuk University, Korea. He received the Ph.D. degree in Aerospace Engineering from the University of Texas at Austin in 1990. His research interests include integrity monitoring of GNSS signal, GBAS, RTK, attitude determination, orbit determination, and GNSS related engineering problems.     

Numerical simulation of the coupling problems of a solid sphere impacting on a liquid free surface

This paper presents a model, using a phase-field method, that is able to simulate the motion of a solid sphere impacting on a liquid surface, including the effects of capillary and hydrodynamic forces. The basic phenomena that were the subject of our research effort are the small scale mechanism such as the wetting property of the solid surface which control the large scale phenomena of the interaction. The coupled problem during the impact will be formulated by the inclusion of the surface energies of the solid surface in the formulation, which gives a reliable prediction of the motion of solid objects in/on/out of a liquid surface and the hydrodynamic behaviours at small scales when the inertia of fluid is less important than its surface tension. Numerical results at different surface wettabilities and impact conditions will be presented and compared with the experiments of Duez el al. [C. Duez, C. Ybert, C. Clanet, L. Bocquet, Nat. Phys. 3 (2007) 180–183] and Lee and Kim [D. Lee, H. Kim, Langmuir 24 (1) (2008) 142].     

Noise removal using hysteretic Hopfield tunnelling network in message transmission systems

A novel approach of two-tier noise removal scheme for message transmission systems is proposed with hysteretic Hopfield tunnelling network (HHTN). The proposed system increases the security of messages and reduces the complexity of recognition of characters due to external distortion or diffusion. Though there are many error detection codes, these codes request retransmission when there is an error. If the error rate is high the number of retransmissions is high which causes a delay in data communication. Kim et al. [Y.S. Kim, Y.M. Kim, J.Y. Choi, and D.K. Baik, Information hiding system stegowaveK for improving capacity, Parallel Distributed Comput. (2003), pp. 423–426] proposed an alternate two-tier communication system with code division multiple access (CDMA) technology and a mapping table. When HHTN is added to the system, the learning ability enables the network to remember patterns and enhances the speed. But when images of larger size are stored, the network fails to recognize, which leads to further research in this area.     

Relaxed stability condition and state feedback H ∞ controller design for T-S fuzzy systems

In this paper, a fuzzy Lyapunov approach is presented for stability analysis and state feedback H _∞ controller design for T-S fuzzy systems. A new stability condition is obtained by relaxing the ones derived in previous papers. Then, a set of LMI-based sufficient conditions which can guarantee the existence of state feedback H _∞ controller for T-S fuzzy systems is proposed. In comparison with the existing literature, the proposed approach not only provides more relaxed stability conditions but also ensures better H _∞ performance. The effectiveness of the proposed approach is shown through two numerical examples. Recommended by Editor Young-Hoon Joo. Xiao-Heng Chang received the B.E. and M.S. degrees from Liaoning Technical University, China, in 1998 and 2004, respectively, and the Ph.D. degree from Northeastern University, China, in 2007. He is currently a Lecturer in the School of Information Science and Engineering, Bohai University, China. His research interests include fuzzy control and robust control as well as their applications. Guang-Hong Yang received the B.S. and M.S. degrees in Northeast University of Technology, China, in 1983 and 1986, respectively, and the Ph.D. degree in Control Engineering from Northeastern University, China (formerly, Northeast University of Technology), in 1994. He was a Lecturer/Associate Professor with Northeastern University from 1986 to 1995. He joined the Nanyang Technological University in 1996 as a Postdoctoral Fellow. From 2001 to 2005, he was a Research Scientist/Senior Research Scientist with the National University of Singapore. He is currently a Professor at the College of Information Science and Engineering, Northeastern University. His current research interests include fault-tolerant control, fault detection and isolation, nonfragile control systems design, and robust control. Dr. Yang is an Associate Editor for the International Journal of Control, Automation, and Systems (IJCAS), and an Associate Editor of the Conference Editorial Board of the IEEE Control Systems Society.     

Ground state of the time-independent Gross-Pitaevskii equation

We present a suite of programs to determine the ground state of the time-independent Gross-Pitaevskii equation, used in the simulation of Bose-Einstein condensates. The calculation is based on the Optimal Damping Algorithm, ensuring a fast convergence to the true ground state. Versions are given for the one-, two-, and three-dimensional equation, using either a spectral method, well suited for harmonic trapping potentials, or a spatial grid.

Program summary

Program title: GPODACatalogue identifier: ADZN_v1_0Program summary URL:http://cpc.cs.qub.ac.uk/summaries/ADZN_v1_0.htmlProgram obtainable from: CPC Program Library, Queen's University, Belfast, N. IrelandLicensing provisions: Standard CPC licence, http://cpc.cs.qub.ac.uk/licence/licence.htmlNo. of lines in distributed program, including test data, etc.: 5339No. of bytes in distributed program, including test data, etc.: 19 426Distribution format: tar.gzProgramming language: Fortran 90Computer: ANY (Compilers under which the program has been tested: Absoft Pro Fortran, The Portland Group Fortran 90/95 compiler, Intel Fortran Compiler)RAM: From <1 MB in 1D to ∼¹⁰² MB for a large 3D gridClassification: 2.7, 4.9External routines: LAPACK, BLAS, DFFTPACKNature of problem: The order parameter (or wave function) of a Bose-Einstein condensate (BEC) is obtained, in a mean field approximation, by the Gross-Pitaevskii equation (GPE) [F. Dalfovo, S. Giorgini, L.P. Pitaevskii, S. Stringari, Rev. Mod. Phys. 71 (1999) 463]. The GPE is a nonlinear Schrödinger-like equation, including here a confining potential. The stationary state of a BEC is obtained by finding the ground state of the time-independent GPE, i.e., the order parameter that minimizes the energy. In addition to the standard three-dimensional GPE, tight traps can lead to effective two- or even one-dimensional BECs, so the 2D and 1D GPEs are also considered.Solution method: The ground state of the time-independent of the GPE is calculated using the Optimal Damping Algorithm [E. Cancès, C. Le Bris, Int. J. Quantum Chem. 79 (2000) 82]. Two sets of programs are given, using either a spectral representation of the order parameter [C.M. Dion, E. Cancès, Phys. Rev. E 67 (2003) 046706], suitable for a (quasi) harmonic trapping potential, or by discretizing the order parameter on a spatial grid.Running time: From seconds in 1D to a few hours for large 3D grids     

Observer-based direct adaptive fuzzy control of uncertain nonlinear systems and its applications

A direct adaptive fuzzy control algorithm is developed for a class of uncertain SISO nonlinear systems. In this algorithm, it doesn’t require to assume that the system states are measurable. Therefore, it is needed to design an observer to estimate the system states. Compared with the numerous alternative approaches with respect to the observer design, the main advantage of the developed algorithm is that on-line computation burden is alleviated. It is proven that the developed algorithm can guarantee that all the signals in the closed-loop system are uniformly ultimately bounded and the tracking error converges to a small neighborhood around zero. The simulation examples validate the feasibility of the developed algorithm. Recommended by Editorial Board member Zhong Li under the direction of Editor Young-Hoon Joo. This work is supported by National Natural Science Foundation of China under grant 60674056, 60874056, and the Foundation of Educational Department of Liaoning Province (2008312). Yan-Jun Liu received the B.S. degree in Applied Mathematics from Shenyang University of Technology in 2001. He received the M.S. degree in Control Theory and Control Engineering from Shenyang University of Technology in 2004 and the Ph.D. degree in Control Theory and Control Engineering from Dalian University of Technology, China, in 2007. His research interests include fuzzy control theory, nonlinear control and adaptive control. Shao-Cheng Tong received the B.S. degree in Department of Mathematics from Jinzhou Normal College, China, in 1982. He received the M.S. degree in Department of Mathematics from Dalian Marine University in 1988 and the Ph.D. degree in Control Theory and Control Engineering from Northeastern University, China, in 1997. His research interests include fuzzy control theory, nonlinear control, adaptive control, and system identification etc. Wei Wang received the B.S. degree in Department of Automation from Northeastern University, China, in 1982. He received the M. S. degree in Department of Automation from Northeastern University in 1984 and the Ph.D. degree in Department of Automation from Northeastern University, China, in 1988. His research interests include adaptive predictive control, intelligent control, and production scheduling method etc. Yong-Ming Li received the B.S. degree in Applied Mathematics from Liaoning University of Technology in 2004. He received the M.S. degree in Applied Mathematics from Liaoning University of Technology in 2007. His research interests include fuzzy control theory, nonlinear control and adaptive control.     

Adaptive Shape-Sensitive Meshing of the Medial Axis

The medial axis transform provides an alternative representation of geometric shape that has many useful properties for analysis modeling. Applications include decomposition of general solids into subregions for mapped meshing, identification of slender regions for dimensional reduction and recognition of small features for suppression. To serve these purposes effectively, it is important to be able to mesh the medial axis so that its geometry is adequately approximated. This paper describes a general idea, which is based on equal distance criteria, for adaptive mesh refinement on the medial axis, assuming its topology has been defined. The completed set of theories and examples for 2D planar objects and 3D solid objects is presented. ID="A1" Correspondence and offprint requests to: C. Armstrong, The Queen's University of Belfast, Ashby Building, Stranmillis Road, Belfast, BT9 5AH. E-mail: c.armstrong@qub.ac.uk     

STC12C5A60S2与PC机的交流电机闭环调速系统

采用宏晶STC12C5A60S2 (1T)高速单片机和PC机设计了三相异步电机闭环变频调速系统.系统分为下位机和上位机两部分.下位机以STC12C5A60S2单片机为核心,采用片上A/D转换器实现转速给定和反馈;采用D/A转换芯片输出模拟电压,控制西门子工业变频器实现调速.PC机作上位机,采用Visual BASIC配...     

A comparison of numerical models for evaporative two-phase flow in a self-heated porous medium

Two different numerical models using the finite difference method (FDM) for one-component time-dependent two-phase flows in a porous medium are investigated: the iterative four-variable model (I4VM) and the direct three-variable model (D3VM). The former includes the pressure gradient and uses the iterative method to solve a system of flow equations, whereas for the latter, the formulation without the pressure gradient is simultaneously solved using the algorithm for tri-tridiagonal equations of three dependent variables. The steady-state solution as well as the unsteady results obtained by two models are compared only for the low heat generation rate below the dryout limit. For the high heat generation rate the effects of two numerical models on the time-dependent flow and dryout behavior up to incipient dryout are discussed in terms of liquid volumetric fraction and liquid superficial velocity distributions. It was found that the I4VM is numerically more stable for the case of strongly nonlinear physical models (e.g. the Ergun constants model of Fand, R. M., Kim, B. Y. K., Lam, A. C. and Phan, R. T., Resistance to the flow of fluids through simple and complex porous media whose matrices are composed of randomly packed spheres. J. Fluids Engng, 1987, 109, 268–274) and enables us to analyze those, whereas the D3VM is advantageous for fast analysis of the weakly nonlinear model (e.g. the Ergun constants model of Macdonald, I. F., El-Sayed, M. S., Mow, K. and Dullien, F. A. L., flow through porous media—the Ergun equation revisited. Ind. Engng Chem. Fundam., 1979, 18, 199–208). Finally, a comparative evaluation of both numerical models is presented.     

Experiences with Sweep3D implementations in Co-array Fortran

As part of the recent focus on increasing the productivity of parallel application developers, Co-array Fortran (CAF) has emerged as an appealing alternative to the Message Passing Interface (MPI). CAF belongs to the family of global address space parallel programming languages; such languages provide the abstraction of globally addressable memory accessed using one-sided communication. At Rice University we are developing caf c, an open source, multiplatform CAF compiler. Our earlier studies show that caf c-compiled CAF programs achieve similar performance to that of corresponding MPI codes for the NAS Parallel Benchmarks. In this paper, we present a study of several CAF implementations of Sweep3D on four modern architectures. We analyze the impact of using one-sided communication in Sweep3D, identify potential sources of inefficiencies and suggest ways to address them. Our results show that we achieve comparable performance to that of the MPI version on three cluster-based architectures and outperform it by up to 10 % on the SGI Altix 3000. This work was supported in part by the Department of Energy under Grant DE-FC03-01ER25504/A000, the Los Alamos Computer Science Institute (LACSI) through LANL contract number 03891-99-23 as part of the prime contract (W-7405-ENG-36) between the DOE and the Regents of the University of California, Texas Advanced Technology Program under Grant 003604-0059-2001, and Compaq Computer Corporation under a cooperative research agreement. This research was performed in part using the Molecular Science Computing Facility (MSCF) in the William R. Wiley Environmental Molecular Sciences Laboratory, a national scientific user facility sponsored by the U.S. Department of Energy’s Office of Biological and Environmental Research and located at the Pacific Northwest National Laboratory. Pacific Northwest is operated for the Department of Energy by Battelle. The computations were performed in part on an Itanium cluster purchased with support from the NSF under Grant EIA-0216467, Intel, and Hewlett Packard and on the National Science Foundation Terascale Computing System at the Pittsburgh Supercomputing Center. Cristian Coarfa and Yuri Dotsenko contributed equally to this work.     

tau: A 1D radiative transfer code for transmission spectroscopy of extrasolar planet atmospheres

The tau code is a 1D line-by-line radiative transfer code, which is generally applicable for modeling transmission spectra of close-in extrasolar planets. The inputs are the assumed temperature–pressure profile of the planetary atmosphere, the continuum absorption coefficients and the absorption cross-sections for the trace molecular absorbers present in the model, as well as the fundamental system parameters taken from the published literature. The program then calculates the optical path through the planetary atmosphere of the radiation from the host star, and quantifies the absorption due to the modeled composition in a transmission spectrum of transit depth as a function of wavelength. The code is written in C++, parallelized using OpenMP, and is available for public download and use from http://www.ucl.ac.uk/exoplanets/.     

Markovian Monte Carlo program EvolFMC v.2 for solving QCD evolution equations

We present the program EvolFMC v.2 that solves the evolution equations in QCD for the parton momentum distributions by means of the Monte Carlo technique based on the Markovian process. The program solves the DGLAP-type evolution as well as modified-DGLAP ones. In both cases the evolution can be performed in the LO or NLO approximation. The quarks are treated as massless. The overall technical precision of the code has been established at 5×¹⁰−4. This way, for the first time ever, we demonstrate that with the Monte Carlo method one can solve the evolution equations with precision comparable to the other numerical methods.

New version program summary

Program title: EvolFMC v.2Catalogue identifier: AEFN_v1_0Program summary URL:http://cpc.cs.qub.ac.uk/summaries/AEFN_v1_0.htmlProgram obtainable from: CPC Program Library, Queen's University, Belfast, N. IrelandLicensing provisions: Standard CPC licence, http://cpc.cs.qub.ac.uk/licence/licence.htmlNo. of lines in distributed program, including binary test data, etc.: 66 456 (7407 lines of C++ code)No. of bytes in distributed program, including test data, etc.: 412 752Distribution format: tar.gzProgramming language: C++Computer: PC, MacOperating system: Linux, Mac OS XRAM: Less than 256 MBClassification: 11.5External routines: ROOT (http://root.cern.ch/drupal/)Nature of problem: Solution of the QCD evolution equations for the parton momentum distributions of the DGLAP- and modified-DGLAP-type in the LO and NLO approximations.Solution method: Monte Carlo simulation of the Markovian process of a multiple emission of partons.Restrictions:

1.

Limited to the case of massless partons.

2.

Implemented in the LO and NLO approximations only.

3.

Weighted events only.

Unusual features: Modified-DGLAP evolutions included up to the NLO level.Additional comments: Technical precision established at 5×¹⁰−4.Running time: For the 10⁶ events at 100 GeV: DGLAP NLO: 27s; C^′-type modified DGLAP NLO: 150s (MacBook Pro with Mac OS X v.10.5.5, 2.4 GHz Intel Core 2 Duo, gcc 4.2.4, single thread).     

A new graphical version of STROTAB: The analysis and fitting of singlet–triplet spectra of asymmetric top molecules in the prolate or oblate limits

The original version of STROTAB has been modified to run under Microsoft Windows using the C++ programming language. The new version takes full advantage of the Microsoft Foundation Classes available within the Microsoft Visual C++ Version 6 development environment. Specifically, windows can be created that edit the input file, summarize the results of the least-squares fit, display the calculated and observed spectra, display whole or partial sections of the calculated spectra as a stick or Gaussian de-convoluted spectrum. A listing of the rotational quantum numbers in the cases (a) and (b) limits for each of the displayed lines is provided. A branch annotating routine provides a quick visual guide to the assignment of the spectrum. A new eigenvalue sorting method has been added as an option that complements the existing method based on the eigenvector coefficients. The new sorting method has eliminated some difficulties that may arise using the existing “Least Ambiguous Method”. The program has been extended to handle near-oblate asymmetric tops using a type III^r representation.New version summaryTitle of program: STROTABVersion number: 2Catalogue identifier:ADCA_v2_0Program summary URL: http://cpc.cs.qub.ac.uk/summaries/ADCA_v2_0Program obtainable from:CPC Program Library, Queen's University of Belfast, N. IrelandReference in CPC to previous version: 93 (1996) 241–264Catalog identifier of previous version: ADCAAuthors of previous version: R.H. Judge, E.D. Womeldorf, R.A. Morris, D.E. Shimp, D.J. Clouthier, D.L. Joo, D.C. MouleDoes the new version supersede the original program: YesComputers for which the program is designed and others on which it has been tested: Pentium Xenon, Pentium Pro and LaterOperating systems or monitors under which program has been tested: Windows 98, Windows 2000, Windows XPProgramming language used in the new version: ANSI C, C++, Microsoft Foundation Class (MFC)No. of lines in distributed program, including test data, etc.:11 913No. of bytes in distributed program, including test data, etc.: 2 816 652Memory required to execute with typical data: 7 MegNo of bits in a word: 16No of processors used: 1Has the code been vectorized or parallelized?: NoNo. of bytes in distributed program, including test data, etc.: ∼3.2 MB (compressed)Distribution format: zip fileAdditional keywords:near oblate top, bootstrap eigenvalue sorting, graphical environment, band contourNature of physical problem: The least-squares/band contour fitting of the singlet–triplet spectra of asymmetric tops of orthorhombic symmetry using a basis set appropriate to the symmetric top limit (prolate or oblate) of the molecule in either Hund's case (a) or case (b) coupling situations.Method of solution: The calculation of the eigenvectors and eigenvalues remains unchanged from the earlier version. An option to sort the eigenvalues of the current J by fitting them to regular progressions formed from earlier J values (bootstrap method) can be used as an option in place of the existing method based on eigenvector coefficients.Reasons for the new version: The earlier version can only handle oblate tops by diagonalizing using the prolate limit. This has turned out to be unacceptable. An improved method of sorting eigenvalues under certain conditions is also needed. A graphical interface has been added to ease the use of the program.Summary of revisions: The Hamiltonian can now be constructed in a limit appropriate the representation for of the molecule. Sorting by an alternate method is now offered. Numerous graphical features have been added.Restrictions on complexity of the problem: The rotational quantum number restrictions are $J⩽255$ and K (or P) ⩽127. The allowed transition frequency minus the band origin frequency must be in the range of ±10 000 cm⁻¹. Up to five decimal places may be reported. The number of observed lines is limited by the dynamic memory and the amount of disk space available. Only molecules of symmetry D_2h, D₂ and C_2v can be accommodated in this version. Only constants of the excited triplet state may be varied.     

Customizable landscape visualizations. Implementation,application and testing of a web-based tool

This paper describes a new approach to delivering visualizations of Digital Elevation Model (D.E.M.) data over the World Wide Web. The delivery system described uses state-of-the art Java™ technology to deliver landscape visualizations, in both two (2D) and three (3D) dimensions, that are unique for each user of the service. An example is given of the use of this service as a teaching aid. A “thin client” approach is used to allow the final service to be accessible, both in terms of delivery speeds and user interface, to the maximum number of “non-geospatially aware” users. The landscape server conforms to the OpenGIS® web map server specifications. The service is live at: http://tsunami.geo.ed.ac.uk/∼kwm/landscapes/     

基于D.S.C.法求解约束优化问题的进化算法

约束优化问题最优解通常分布在可行域边界上或在可行域边界附近,对其求解比较困难。对此类问题提出了一种基于D.S.C(.Davies,Swann,Campey)法的混合进化算法,简记为I.D.S.C。从某个随机解出发,利用改进了停止法则的D.S.C.法进行一维搜索,使得搜索到的解在可行域边界或其附近;采用了新的适应度函数,可以自动选择有潜力的解,无需像类似方法分情况进行选择;同时,为了避免丢掉好的解,算法还启用了保留一定数目可行解的策略。对5个标准的测试函数进行了实验,结果验证了算法的有效性。     

Pricing American options under jump-diffusion models using local weak form meshless techniques

Recently, several numerical methods have been proposed for pricing options under jump-diffusion models but very few studies have been conducted using meshless methods [R. Chan and S. Hubbert, A numerical study of radial basis function based methods for options pricing under the one dimension jump-diffusion model, Tech. Rep., 2010; A. Saib, D. Tangman, and M. Bhuruth, A new radial basis functions method for pricing American options under Merton's jump-diffusion model, Int. J. Comput. Math. 89 (2012), pp. 1164–1185]. Indeed, only a strong form of meshless methods have been employed in these lectures. We propose the local weak form meshless methods for option pricing under Merton and Kou jump-diffusion models. Predominantly in this work we will focus on meshless local Petrov–Galerkin, local boundary integral equation methods based on moving least square approximation and local radial point interpolation based on Wendland's compactly supported radial basis functions. The key feature of this paper is applying a Richardson extrapolation technique on American option which is a free boundary problem to obtain a fixed boundary problem. Also the implicit–explicit time stepping scheme is employed for the time derivative which allows us to obtain a spars and banded linear system of equations. Numerical experiments are presented showing that the presented approaches are extremely accurate and fast.     

AutoDipole - Automated generation of dipole subtraction terms -

We present an automated generation of the subtraction terms for next-to-leading order QCD calculations in the Catani-Seymour dipole formalism. For a given scattering process with n external particles our Mathematica package generates all dipole terms, allowing for both massless and massive dipoles. The numerical evaluation of the subtraction terms proceeds with MadGraph, which provides Fortran code for the necessary scattering amplitudes. Checks of the numerical stability are discussed.

Program summary

Program title: AutoDipoleCatalogue identifier: AEGO_v1_0Program summary URL:http://cpc.cs.qub.ac.uk/summaries/AEGO_v1_0.htmlProgram obtainable from: CPC Program Library, Queen's University, Belfast, N. IrelandLicensing provisions: Standard CPC licence, http://cpc.cs.qub.ac.uk/licence/licence.htmlNo. of lines in distributed program, including test data, etc.: 138 042No. of bytes in distributed program, including test data, etc.: 1 117 665Distribution format: tar.gzProgramming language: Mathematica and FortranComputer: Computers running Mathematica (version 7.0)Operating system: The package should work on every Linux system supported by Mathematica. Detailed tests have been performed on Scientific Linux as supported by DESY and CERN and on openSUSE and Debian.RAM: Depending on the complexity of the problem, recommended at least 128 MB RAMClassification: 11.5External routines: MadGraph (including HELAS library) available under http://madgraph.hep.uiuc.edu/ or http://madgraph.phys.ucl.ac.be/ or http://madgraph.roma2.infn.it/. A copy of the tar file, MG_ME_SA_V4.4.30, is included in the AutoDipole distribution package.Nature of problem: Computation of next-to-leading order QCD corrections to scattering cross sections, regularization of real emission contributions.Solution method: Catani-Seymour subtraction method for massless and massive partons [1,2]; Numerical evaluation of subtracted matrix elements interfaced to MadGraph [3-5] (stand-alone version) using helicity amplitudes and the HELAS library [6,7] (contained in MadGraph).Restrictions: Limitations of MadGraph are inherited.Running time: Dependent on the complexity of the problem with typical run times of the order of minutes.References:

[1]

S. Catani, M.H. Seymour, Nuclear Phys. B 485 (1997) 291, hep-ph/9605323.

[2]

S. Catani, et al., Nuclear Phys. B 627 (2002) 189, hep-ph/0201036.

[3]

T. Stelzer, W.F. Long, Comput. Phys. Comm. 81 (1994) 357, hep-ph/9401258.

[4]

F. Maltoni, T. Stelzer, JHEP 0302 (2003) 027, hep-ph/0208156.

[5]

J. Alwall, et al., JHEP 0709 (2007) 028, arXiv:0706.2334 [hep-ph].

[6]

K. Hagiwara, H. Murayama, I. Watanabe, Nuclear Phys. B 367 (1991) 257.

[7]

H. Murayama, I. Watanabe, K. Hagiwara, KEK-91-11.