A new approach for shape preserving interpolating curves

In this paper, we present an new approach to construct the so-called shape preserving interpolation curves. The basic idea is first to approximate the set of interpolated points with a class of MQ quasi-interpolation operators and then pass through the set with the use of multivariate interpolation by using compactly supported radial basis functions. This approach possesses the advantages of certain shape preserving and good approximation behaviors. The proposed algorithm is easy to implement.     

多层积分值三次样条拟插值

目的 在实际问题中,某些插值问题结点处的函数值往往是未知的,而仅仅知道一些连续等距区间上的积分值。为此提出了一种基于未知函数在连续等距区间上的积分值和多层样条拟插值技术来解决函数重构。该方法称之为多层积分值三次样条拟插值方法。方法 首先,利用积分值的线性组合来逼近结点处的函数值;然后,利用传统的三次B-样条拟插值和相应的误差函数来实现多层三次样条拟插值;最后,给出两层积分值三次样条拟插值算子的多项式再生性和误差估计。结果 选取无穷次可微函数对多层积分值三次样条拟插值方法和已有的积分值三次样条拟插值方法进行对比分析。数值实验印证了本文方法在逼近误差和数值收敛阶均稍占优。结论本文多层三次样条拟插值函数能够在整体上很好的逼近原始函数,一阶和二阶导函数。本文方法较之于已有的积分值三次样条拟插值方法具有更好的逼近误差和数值收敛阶。该方法对连续等距区间上积分值的函数重构具有普适性。     

一种新的Multiquadric拟插值

Multiquadric(MQ)是由Hardy提出来的一种径向基函数,至今它已在大地测量学、微分方程数值解等许多方面得到了应用。目前已知的multiquadric拟插值有4种,即,Beatson和Powell的LA、LB和LC以及Wu和Schaback的LD,其中,LB是常数再生的, LC和LD是线性再生的。该文首先给出形如LD的拟插值线性再生时其基函数应具有的性质,然后构造了一种具有线性再生性和保单调性的multiquadric拟插值,并对其逼近误差进行了理论分析。最后,通过两个实例进行数值实验,从算例的结果来看,该拟插值具有良好的逼近精度。     

Circumventing the ill-conditioning problem with multiquadric radial basis functions: Applications to elliptic partial differential equations

Madych and Nelson [1] proved multiquadric (MQ) mesh-independent radial basis functions (RBFs) enjoy exponential convergence. The primary disadvantage of the MQ scheme is that it is global, hence, the coefficient matrices obtained from this discretization scheme are full. Full matrices tend to become progressively more ill-conditioned as the rank increases.In this paper, we explore several techniques, each of which improves the conditioning of the coefficient matrix and the solution accuracy. The methods that were investigated are

• 1.(1) replacement of global solvers by block partitioning, LU decomposition schemes,
• 2.(2) matrix preconditioners,
• 3.(3) variable MQ shape parameters based upon the local radius of curvature of the function being solved,
• 4.(4) a truncated MQ basis function having a finite, rather than a full band-width,
• 5.(5) multizone methods for large simulation problems, and
• 6.(6) knot adaptivity that minimizes the total number of knots required in a simulation problem.

The hybrid combination of these methods contribute to very accurate solutions.Even though FEM gives rise to sparse coefficient matrices, these matrices in practice can become very ill-conditioned. We recommend using what has been learned from the FEM practitioners and combining their methods with what has been learned in RBF simulations to form a flexible, hybrid approach to solve complex multidimensional problems.     

A computationally efficient numerical approach for multi-asset option pricing

Numerical solution of the multi-dimensional partial differential equations arising in the modelling of option pricing is a challenging problem. Mesh-free methods using global radial basis functions (RBFs) have been successfully applied to several types of such problems. However, due to the dense linear systems that need to be solved, the computational cost grows rapidly with dimension. In this paper, we propose a numerical scheme to solve the Black–Scholes equation for valuation of options prices on several underlying assets. We use the derivatives of linear combinations of multiquadric RBFs to approximate the spatial derivatives and a straightforward finite difference to approximate the time derivative. The advantages of the scheme are that it does not require solving a full matrix at each time step and the algorithm is easy to implement. The accuracy of our scheme is demonstrated on a test problem.     

Well-posedness,optimal control and discretization for time-fractional parabolic equations with time-dependent coefficients on metric graphs

We study distributed optimal control problems governed by time-fractional parabolic equations with time dependent coefficients on metric graphs, where the fractional derivative is considered in the Caputo sense. Using the Galerkin method and compactness results, for the spatial part, and approximating the kernel of the time-fractional Caputo derivative by a sequence of more regular kernel functions, we first prove the well-posedness of the system. We then turn to the existence and uniqueness of solutions to the distributed optimal control problem. By means of the Lagrange multiplier method, we develop an adjoint calculus for the right Caputo derivative and derive the corresponding first order optimality system. Moreover, we propose a finite difference scheme to find the approximate solution of the state equation and the resulting optimality system on metric graphs. Finally, examples are provided on two different graphs to illustrate the performance of the proposed difference scheme.     

两类B样条模糊系统及其应用

能够同时逼近函数及其导函数的模糊系统在应用中具有重要意义.本文利用B样条函数作为推理前件,得到了两类能够同时逼近函数及其导函数的B样条模糊系统.其中第一类B样条模糊系统是插值系统且对函数及其一阶导函数分别具有二阶和一阶逼近精度,第二类B样条模糊系统是拟插值系统且对函数及其一阶、二阶导函数均具有二阶逼近精度.最后,将这两类模糊系统应用到一级倒立摆的稳定控制中,仿真结果表明利用这两类模糊系统设计的控制器是可行的,且具有一定的鲁棒性.     

Global regulation of flexible joint robots using approximatedifferentiation

Tomei (1991) presented a globally asymptotically stable PD regulator for robots with flexible joints. A drawback of this scheme is that, as is well known, noise in velocity measurements degrades performance, and numerical differentiation is inaccurate for low and high speeds. On the other hand, approximate differentiation, replacing the derivative operator p by the high pass filter (bp/p+a), is commonly used in applications since it yields good behavior for regulation tasks. In this paper, we show that velocity measurement in Tomei's scheme can be replaced by approximate differentiation preserving global asymptotic stability for all positive values of b and a. Simulations that illustrate our result are also presented     

Well-balanced RKDG2 solutions to the shallow water equations over irregular domains with wetting and drying

This paper presents a new one-dimensional (1D) second-order Runge–Kutta discontinuous Galerkin (RKDG2) scheme for shallow flow simulations involving wetting and drying over complex domain topography. The shallow water equations that adopt water level (instead of water depth) as a flow variable are solved by an RKDG2 scheme to give piecewise linear approximate solutions, which are locally defined by an average coefficient and a slope coefficient. A wetting and drying technique proposed originally for a finite volume MUSCL scheme is revised and implemented in the RKDG2 solver. Extra numerical enhancements are proposed to amend the local coefficients associated with water level and bed elevation in order to maintain the well-balanced property of the RKDG2 scheme for applications with wetting and drying. Friction source terms are included and evaluated using splitting implicit discretization, implemented with a physical stopping condition to ensure stability. Several steady and unsteady benchmark tests with/without friction effects are considered to demonstrate the performance of the present model.     

Numerical approximation of inhomogeneous time fractional Burgers–Huxley equation with B-spline functions and Caputo derivative

A prototype model used to explain the relationship between mechanisms of reaction, convection effects, and transportation of diffusion is the generalized Burgers–Huxley equation. This study presents numerical solution of non-linear inhomogeneous time fractional Burgers–Huxley equation using cubic B-spline collocation method. For this purpose, Caputo derivative is used for the temporal derivative which is discretized by L1 formula and spatial derivative is interpolated with the help of B-spline basis functions, so the dependent variable is continuous throughout the solution range. The validity of the proposed scheme is examined by solving four test problems with different initial-boundary conditions. The algorithm for the execution of scheme is also presented. The effect of non-integer parameter \(\alpha \) and time on dependent variable is studied. Moreover, convergence and stability of the proposed scheme is analyzed, and proved that scheme is unconditionally stable. The accuracy is checked by error norms. Based on obtained results we can say that the proposed scheme is a good addition to the existing schemes for such real-life problems.

     

Quasi-interpolation on the Body Centered Cubic Lattice

This paper introduces a quasi-interpolation method for reconstruction of data sampled on the Body Centered Cubic (BCC) lattice. The reconstructions based on this quasi-interpolation achieve the optimal approximation order offered by the shifts of the quintic box spline on the BCC lattice. We also present a local FIR filter that is used to filter the data for quasi-interpolation. We document the improved quality and fidelity of reconstructions after employing the introduced quasi-interpolation method. Finally the resulting quasi-interpolation on the BCC sampled data are compared to the corresponding quasi-interpolation method on the Cartesian sampled data.     

High order parameter-robust numerical method for time dependent singularly perturbed reaction–diffusion problems

We introduce a high order parameter-robust numerical method to solve a Dirichlet problem for one-dimensional time dependent singularly perturbed reaction-diffusion equation. A small parameter ε is multiplied with the second order spatial derivative in the equation. The parabolic boundary layers appear in the solution of the problem as the perturbation parameter ε tends to zero. To obtain the approximate solution of the problem we construct a numerical method by combining the Crank–Nicolson method on an uniform mesh in time direction, together with a hybrid scheme which is a suitable combination of a fourth order compact difference scheme and the standard central difference scheme on a generalized Shishkin mesh in spatial direction. We prove that the resulting method is parameter-robust or ε-uniform in the sense that its numerical solution converges to the exact solution uniformly well with respect to the singular perturbation parameter ε. More specifically, we prove that the numerical method is uniformly convergent of second order in time and almost fourth order in spatial variable, if the discretization parameters satisfy a non-restrictive relation. Numerical experiments are presented to validate the theoretical results and also indicate that the relation between the discretization parameters is not necessary in practice.     

Entropy minimax expansions for waveform analysis

Consider a collection of waveforms, each of which is treated as a set of independent variables containing information about some other (dependent) variable. This paper addresses the problem of finding informationally efficient expansions of the waveforms. A procedure is described for determining conditional entropy efficient basis functions for the given collection of waveforms, where the entropy is conditioned on the specified dependent variable. Use of these basis functions for approximate waveform reconstruction minimizes the loss of information about the dependent variable (the degree of approximation depending upon the number of basis functions used).     

Neuroadaptive containment control of nonlinear multiagent systems with input saturations

This paper investigates the output containment tracking problem of nonlinear multiagent systems with mismatched uncertain dynamics and input saturations. A neural network–based distributed adaptive command filtered backstepping (CFB) scheme is given, which can guarantee that the containment tracking errors reach to the desired neighborhood of origin and all signals in the closed‐loop system are bounded. Note that error compensation system and virtual control laws established in CFB only use local information, so the given scheme is completely distributed. Moreover, the applied sliding mode differentiator (SMD) can make the outputs of SMD fast approximate the virtual signal and its derivative at each step of backstepping, which can further improve the control quality. Finally, a simulation example is given to show the effectiveness of the proposed scheme.     

Application of the dual reciprocity boundary integral equation technique to solve the nonlinear Klein-Gordon equation

This paper aims to obtain approximate solutions of the Nonlinear Klein-Gordon (NLKG) equation by employing the Boundary Integral Equation (BIE) method and the Dual Reciprocity Boundary Element Method (DRBEM). This method is improved by using a predictor-corrector scheme to the nonlinearity which appears in the problem. We employ the time stepping scheme to approximate the time derivative, and the Linear Radial Basis Functions (LRBFs), are used in the Dual Reciprocity (DR) technique. To confirm the accuracy of the new approach, the numerical results of a Double-Soliton and a problem with inhomogeneous terms are compared with analytical solutions and for the examples possessing single and periodic waves, two conserved quantities associated to the (NLKG) equation, the energy and the momentum are investigated.     

Approximate feedback linearization of a class of nonlinear systems with time-varying delays in states via matrix inequality

In this paper, feedback linearization method is proposed for nonlinear systems with a time varying delay in states. The diffeomorphism is presented to linearize the state-delayed nonlinear system if time-varying delay is known. Furthermore, we propose a control scheme to stabilize the approximate feedback linearizable system under the proposed conditions if the first order derivative of timevarying delay and the parametric uncertainties are finite and measurable.     

Error estimation in smoothed particle hydrodynamics and a new scheme for second derivatives

Several schemes for discretization of first and second derivatives are available in Smoothed Particle Hydrodynamics (SPH). Here, four schemes for approximation of the first derivative and three schemes for the second derivative are examined using a theoretical analysis based on Taylor series expansion both for regular and irregular particle distributions. Estimation of terms in the truncation errors shows that only the renormalized (the first-order consistent) scheme has acceptable convergence properties to approximate the first derivative. None of the second derivative schemes has the first-order consistency. Therefore, they converge only when the particle spacing decreases much faster than the smoothing length of the kernel function.In addition, using a modified renormalization tensor, a new SPH scheme is presented for approximating second derivatives that has the property of first-order consistency. To assess the computational performance of the proposed scheme, it is compared with the best available schemes when applied to a 2D heat equation. The numerical results show at least one order of magnitude improvement in accuracy when the new scheme is used. In addition, the new scheme has higher-order convergence rate on regular particle arrangements even for the case of only four particles in the neighborhood of each particle.     

A computational method for solving time-delay optimal control problems with free terminal time

This paper considers a class of optimal control problems for general nonlinear time-delay systems with free terminal time. We first show that for this class of problems, the well-known time-scaling transformation for mapping the free time horizon into a fixed time interval yields a new time-delay system in which the time delays are variable. Then, we introduce a control parameterization scheme to approximate the control variables in the new system by piecewise-constant functions. This yields an approximate finite-dimensional optimization problem with three types of decision variables: the control heights, the control switching times, and the terminal time in the original system (which influences the variable time delays in the new system). We develop a gradient-based optimization approach for solving this approximate problem. Simulation results are also provided to demonstrate the effectiveness of the proposed approach.     

基于GMM和概率修正码本的源-目标说话人声门波转换

提出了一种用于源-目标说话人声门波导数参数转换的、基于勒让德正交分解的声门波导数波形参数提取方法。该方法将声门波导数波形在6维正交勒让德坐标系中的投影构成了描述其形状的特征矢量,并采用基于GMM的概率分类加权转换算法,使每个特征矢量的转换规则可由多个类所对应的规则的线性加权组合得到,可以使转换性能得到较大的提高。在此基础上,又给出了一种基于GMM的声门波导数波形的码本修正算法,以弥补声门波导数波形参数化而损失的含有说话人个性特征的高频送气分量和波纹分量。实验结果表明,本文方法转换性能明显好于基于矢量量化(VQ)的码本映射算法。     

Trigonometric approximation of optimal periodic control problems with variable delays

A trigonometric approximation scheme for optimal periodic control problems with state and control dependent delays is considered. The formulation of approximate problems is here adapted to a specific form of state equation with variable time delays. Sufficient conditions for the sequence of nearly optimal solutions of approximate problems to be a generalized minimizing sequence for the basic problem are given. The application of the method proposed to a periodic control of chemical reactors with recycles and controlled piping is pointed out.