39 resultados para HJB equation


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Differential equations are often directly solvable by analytical means only in their one dimensional version. Partial differential equations are generally not solvable by analytical means in two and three dimensions, with the exception of few special cases. In all other cases, numerical approximation methods need to be utilized. One of the most popular methods is the finite element method. The main areas of focus, here, are the Poisson heat equation and the plate bending equation. The purpose of this paper is to provide a quick walkthrough of the various approaches that the authors followed in pursuit of creating optimal solvers, accelerated with the use of graphical processing units, and comparing them in terms of accuracy and time efficiency with existing or self-made non-accelerated solvers.

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In this paper we study the well-posedness for a fourth-order parabolic equation modeling epitaxial thin film growth. Using Kato's Method [1], [2] and [3] we establish existence, uniqueness and regularity of the solution to the model, in suitable spaces, namelyC0([0,T];Lp(Ω)) where  with 1<α<2, n∈N and n≥2. We also show the global existence solution to the nonlinear parabolic equations for small initial data. Our main tools are Lp–Lq-estimates, regularization property of the linear part of e−tΔ2 and successive approximations. Furthermore, we illustrate the qualitative behavior of the approximate solution through some numerical simulations. The approximate solutions exhibit some favorable absorption properties of the model, which highlight the stabilizing effect of our specific formulation of the source term associated with the upward hopping of atoms. Consequently, the solutions describe well some experimentally observed phenomena, which characterize the growth of thin film such as grain coarsening, island formation and thickness growth.

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This paper discusses compact-stencil finite difference time domain (FDTD) schemes for approximating the 2D wave equation in the context of digital audio. Stability, accuracy, and efficiency are investigated and new ways of viewing and interpreting the results are discussed. It is shown that if a tight accuracy constraint is applied, implicit schemes outperform explicit schemes. The paper also discusses the relevance to digital waveguide mesh modelling, and highlights the optimally efficient explicit scheme.

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An investigation of the propagation of ion acoustic waves in nonthermal plasmas in the presence of trapped electrons has been undertaken. This has been motivated by space and laboratory plasma observations of plasmas containing energetic particles, resulting in long-tailed distributions, in combination with trapped particles, whereby some of the plasma particles are confined to a finite region of phase space. An unmagnetized collisionless electron-ion plasma is considered, featuring a non-Maxwellian-trapped electron distribution, which is modelled by a kappa distribution function combined with a Schamel distribution. The effect of particle trapping has been considered, resulting in an expression for the electron density. Reductive perturbation theory has been used to construct a KdV-like Schamel equation, and examine its behaviour. The relevant configurational parameters in our study include the superthermality index κ and the characteristic trapping parameter β. A pulse-shaped family of solutions is proposed, also depending on the weak soliton speed increment u0. The main modification due to an increase in particle trapping is an increase in the amplitude of solitary waves, yet leaving their spatial width practically unaffected. With enhanced superthermality, there is a decrease in both amplitude and width of solitary waves, for any given values of the trapping parameter and of the incremental soliton speed. Only positive polarity excitations were observed in our parametric investigation. 

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The nonlinear properties of small amplitude electron-acoustic solitary waves (EAWs) in a homogeneous system of unmagnetized collisionless plasma consisted of a cold electron fluid and isothermal ions with two different temperatures obeying Boltzmann type distributions have been investigated. A reductive perturbation method was employed to obtain the Kadomstev-Petviashvili (KP) equation. At the critical ion density, the KP equation is not appropriate for describing the system. Hence, a new set of stretched coordinates
is considered to derive the modified KP equation. Moreover, the solitary solution, soliton energy and the associated electric field at the critical ion density were computed. The present investigation can be of relevance to the electrostatic solitary structures observed in various space plasma environments, such as Earth’s magnetotail region.

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The generalized KP (GKP) equations with an arbitrary nonlinear term model and characterize many nonlinear physical phenomena. The symmetries of GKP equation with an arbitrary nonlinear term are obtained. The condition that must satisfy for existence the symmetries group of GKP is derived and also the obtained symmetries are classified according to different forms of the nonlinear term. The resulting similarity reductions are studied by performing the bifurcation and the phase portrait of GKP and also the corresponding solitary wave solutions of GKP
equation are constructed.

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Estimates of HIV prevalence are important for policy in order to establish the health status of a country's population and to evaluate the effectiveness of population-based interventions and campaigns. However, participation rates in testing for surveillance conducted as part of household surveys, on which many of these estimates are based, can be low. HIV positive individuals may be less likely to participate because they fear disclosure, in which case estimates obtained using conventional approaches to deal with missing data, such as imputation-based methods, will be biased. We develop a Heckman-type simultaneous equation approach which accounts for non-ignorable selection, but unlike previous implementations, allows for spatial dependence and does not impose a homogeneous selection process on all respondents. In addition, our framework addresses the issue of separation, where for instance some factors are severely unbalanced and highly predictive of the response, which would ordinarily prevent model convergence. Estimation is carried out within a penalized likelihood framework where smoothing is achieved using a parametrization of the smoothing criterion which makes estimation more stable and efficient. We provide the software for straightforward implementation of the proposed approach, and apply our methodology to estimating national and sub-national HIV prevalence in Swaziland, Zimbabwe and Zambia.

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The annotation of Business Dynamics models with parameters and equations, to simulate the system under study and further evaluate its simulation output, typically involves a lot of manual work. In this paper we present an approach for automated equation formulation of a given Causal Loop Diagram (CLD) and a set of associated time series with the help of neural network evolution (NEvo). NEvo enables the automated retrieval of surrogate equations for each quantity in the given CLD, hence it produces a fully annotated CLD that can be used for later simulations to predict future KPI development. In the end of the paper, we provide a detailed evaluation of NEvo on a business use-case to demonstrate its single step prediction capabilities.