APPROXIMATION

作品数:1231被引量:1216H指数:13
导出分析报告
相关领域:理学更多>>
相关作者:曹飞龙吴嘎日迪谢庭藩沈燮昌周颂平更多>>
相关机构:北京大学宁夏大学西北工业大学中国计量学院更多>>
相关期刊:更多>>
相关基金:国家自然科学基金国家重点基础研究发展计划国家教育部博士点基金中国博士后科学基金更多>>
-

检索结果分析

结果分析中...
选择条件:
  • 期刊=Journal of Computational Mathematicsx
条 记 录,以下是1-10
视图:
排序:
APPROXIMATING THE STATIONARY BELLMAN EQUATION BY HIERARCHICAL TENSOR PRODUCTS
《Journal of Computational Mathematics》2024年第3期638-661,共24页Mathias Oster Leon Sallandt Reinhold Schneider 
support from the Research Training Group“Differential Equation-and Data-driven Models in Life Sciences and Fluid Dynamics:An Interdisciplinary Research Training Group(DAEDALUS)”(GRK 2433)funded by the German Research Foundation(DFG).
We treat infinite horizon optimal control problems by solving the associated stationary Bellman equation numerically to compute the value function and an optimal feedback law.The dynamical systems under consideration ...
关键词:Feedback control Dynamic programming Hamilton-Jacobi-Bellman Tensor product approximation Variational Monte-Carlo 
AN EFFICIENT FINITE DIFFERENCE METHOD FOR STOCHASTIC LINEAR SECOND-ORDER BOUNDARY-VALUE PROBLEMS DRIVEN BY ADDITIVE WHITE NOISES
《Journal of Computational Mathematics》2024年第2期432-453,共22页Mahboub Baccouch 
partially supported by the NASA Nebraska Space Grant Program and UCRCA at the University of Nebraska at Omaha.
In this paper,we develop and analyze a finite difference method for linear second-order stochastic boundary-value problems(SBVPs)driven by additive white noises.First we regularize the noise by the Wong-Zakai approxim...
关键词:Boundary-value problems Finite-difference method Additive white noise Wiener process Mean-square convergence Wong-Zakai approximation 
KNOT PLACEMENT FOR B-SPLINE CURVE APPROXIMATION VIA l_(∞,1)-NORM AND DIFFERENTIAL EVOLUTION ALGORITHM
《Journal of Computational Mathematics》2022年第4期589-606,共18页Jiaqi Luo Hongmei Kang Zhouwang Yang 
supported by the National Natural Science Foundation of China(Nos.11871447,11801393);the Natural Science Foundation of Jiangsu Province(No.BK20180831).
In this paper,we consider the knot placement problem in B-spline curve approximation.A novel two-stage framework is proposed for addressing this problem.In the first step,the l_(∞,1)-norm model is introduced for the ...
关键词:B-spline curve approximation Knot placement l_(∞ 1)-norm Differential Evolution algorithm 
A STOCHASTIC MOVING BALLS APPROXIMATION METHOD OVER A SMOOTH INEQUALITY CONSTRAINT
《Journal of Computational Mathematics》2020年第3期528-546,共19页Leiwu Zhang 
We consider the problem of minimizing the average of a large number of smooth component functions over one smooth inequality constraint.We propose and analyze a stochastic Moving Balls Approximation(SMBA)method.Like s...
关键词:Smooth convex constrained minimization.Large scale problem.Moving Balls Approximation Regularized logistic regression 
NUMERICAL SOLUTIONS OF NONAUTONOMOUS STOCHASTIC DELAY DIFFERENTIAL EQUATIONS BY DISCONTINUOUS GALERKIN METHODS被引量:1
《Journal of Computational Mathematics》2019年第3期419-436,共18页Xinjie Dai Aiguo Xiao 
the National Natural Science Foundation of China(No.11671343).
This paper considers a class of discontinuous Galerkin method,which is constructed by Wong-Zakai approximation with the orthonormal Fourier basis,for numerically solving nonautonomous Stratonovich stochastic delay dif...
关键词:DISCONTINUOUS GALERKIN method Wong-Zakai APPROXIMATION NONAUTONOMOUS Stratonovich stochastic delay differential equation 
DESCENT DIRECTION STOCHASTIC APPROXIMATION ALGORITHM WITH ADAPTIVE STEP SIZES
《Journal of Computational Mathematics》2019年第1期76-94,共19页Zorana Luzanin Irena Stojkovska Milena Kresoja 
A stochastic approximation (SA)algorithm with new adaptive step sizes for solving unconstrained minimization problems in noisy environment is proposed.New adaptive step size scheme uses ordered statistics of fixed num...
关键词:UNCONSTRAINED OPTIMIZATION STOCHASTIC OPTIMIZATION STOCHASTIC APPROXIMATION NOISY function Adaptive step size DESCENT direction Linear regression model 
A SPARSE GRID STOCHASTIC COLLOCATION AND FINITE VOLUME ELEMENT METHOD FOR CONSTRAINED OPTIMAL CONTROL PROBLEM GOVERNED BY RANDOM ELLIPTIC EQUATIONS被引量:1
《Journal of Computational Mathematics》2018年第2期310-330,共21页Liang Ge Tongjun Sun 
The work is partly supported by the Natural Science Foundation of China (Grant No. 11271231, 11301300, 61572297), by the Shandong Province Outstanding Young Scientists Research Award Fhnd Project (Grant No. BS2013DX010), by the Natural Science Foundation of Shandong Province, China (Grant No. ZR2014FM003), and by the Shandong Academy of Sciences Youth Fund Project (Grant No. 2013QN007).
In this paper, a hybird approximation scheme for an optimal control problem governed by an elliptic equation with random field in its coefficients is considered. The random coefficients are smooth in the physical spac...
关键词:Optimal control problem Random elliptic equations Finite volume element Sparse grid Smolyak approximation A priori error estimates. 
LOW RANK APPROXIMATION SOLUTION OF A CLASS OF GENERALIZED LYAPUNOV EQUATION
《Journal of Computational Mathematics》2016年第4期407-420,共14页Xuefeng Duan Zhuling Jiang Anping Liao 
In this paper, we consider the low rank approximation solution of a generalized Lya- punov equation which arises in the bilinear model reduction. By using the variation prin- ciple, the low rank approximation solution...
关键词:Generalized Lyapunov equation Bilinear model reduction Low rank approxi-mation solution Numerical method. 
STRONG PREDICTOR-CORRECTOR APPROXIMATION FOR STOCHASTIC DELAY DIFFERENTIAL EQUATIONS被引量:3
《Journal of Computational Mathematics》2015年第6期587-605,共19页Yuanling Niu Chengjian Zhang Kevin Burrage 
This work is supported by National Natural Science Foundation of China (Nos. 11401594, 11171125, 91130003) and the New Teachers' Specialized Research Fund for the Doctoral Program from Ministry of Education of China (No. 20120162120096).
This paper presents a strong predictor-corrector method for the numerical solution of stochastic delay differential equations (SDDEs) of ItS-type. The method is proved to be mean-square convergent of order min{1/2,p...
关键词:Strong predictor-corrector approximation Stochastic delay differential equa- tions CONVERGENCE Mean-square stability Numerical experiments Vectorised simulation. 
A PRIORI ERROR ESTIMATES FOR LEAST-SQUARES MIXED FINITE ELEMENT APPROXIMATION OF ELLIPTIC OPTIMAL CONTROL PROBLEMS
《Journal of Computational Mathematics》2015年第2期113-127,共15页Hongfei Hongxing Rui 
Acknowledgements. The authors would like to thank the editor and the anonymous referee for their valuable comments and suggestions on an earlier version of this paper. The work of Hongxing Rui (corresponding author) was supported by the NationM Natural Science Founda- tion of China (No. 11171190). The work of Hongfei Fu was supported by the National Natural Science Foundation of China (No. 11201485), the Promotive Research Fund for Excellent Young and Middle-aged Scientists of Shandong Province (No. BS2013NJ001), and the Fundamental Research Funds for the Central Universities (No. 14CX02217A).
In this paper, a constrained distributed optimal control problem governed by a first- order elliptic system is considered. Least-squares mixed finite element methods, which are not subject to the Ladyzhenkaya-Babuska-...
关键词:Optimal control Least-squares mixed finite element methods First-order el-liptic system A priori error estimates. 
检索报告 对象比较 聚类工具 使用帮助 返回顶部