A recursive rational algorithm for matrix exponentials was obtained by making use of the generalized inverse of a matrix in this paper. On the basis of the n th convergence of Thiele type continued fraction expa...A recursive rational algorithm for matrix exponentials was obtained by making use of the generalized inverse of a matrix in this paper. On the basis of the n th convergence of Thiele type continued fraction expansion, a new type of the generalized inverse matrix valued Padé approximant (GMPA) for matrix exponentials was defined and its remainder formula was proved. The results of this paper were illustrated by some examples.展开更多
The precise integration method proposed for linear time-invariant homogeneous dynamic systems can provide accurate numerical results that approach an exact solution at integration points. However, difficulties arise w...The precise integration method proposed for linear time-invariant homogeneous dynamic systems can provide accurate numerical results that approach an exact solution at integration points. However, difficulties arise when the algorithm is used for non-homogeneous dynamic systems due to the inverse matrix calculation required. In this paper, the structural dynamic equalibrium equations are converted into a special form, the inverse matrix calculation is replaced by the Crout decomposition method to solve the dynamic equilibrium equations, and the precise integration method without the inverse matrix calculation is obtained. The new algorithm enhances the present precise integration method by improving both the computational accuracy and efficiency. Two numerical examples are given to demonstrate the validity and efficiency of the proposed algorithm.展开更多
The use of functions, expressible in terms of Lucas polynomials of the second kind, allows us to write down the solution of linear dynamical systems—both in the discrete and continuous case—avoiding the Jordan...The use of functions, expressible in terms of Lucas polynomials of the second kind, allows us to write down the solution of linear dynamical systems—both in the discrete and continuous case—avoiding the Jordan canonical form of involved matrices. This improves the computational complexity of the algorithms used in literature.展开更多
A fast precise integration method is developed for the time integral of the hyperbolic heat conduction problem. The wave nature of heat transfer is used to analyze the structure of the matrix exponential, leading to t...A fast precise integration method is developed for the time integral of the hyperbolic heat conduction problem. The wave nature of heat transfer is used to analyze the structure of the matrix exponential, leading to the fact that the matrix exponential is sparse. The presented method employs the sparsity of the matrix exponential to improve the original precise integration method. The merits are that the proposed method is suitable for large hyperbolic heat equations and inherits the accuracy of the original version and the good computational efficiency, which are verified by two numerical examples.展开更多
An improved precise integration method （IPIM） for solving the differential Riccati equation （DRE） is presented. The solution to the DRE is connected with the exponential of a Hamiltonian matrix, and the precise in...An improved precise integration method （IPIM） for solving the differential Riccati equation （DRE） is presented. The solution to the DRE is connected with the exponential of a Hamiltonian matrix, and the precise integration method （PIM） for solving the DRE is connected with the scaling and squaring method for computing the exponential of a matrix. The error analysis of the scaling and squaring method for the exponential of a matrix is applied to the PIM of the DRE. Based ,on the error analysis, the criterion for choosing two parameters of the PIM is given. Three kinds of IPIMs for solving the DRE are proposed. The numerical examples machine accuracy solutions. show that the IPIM is stable and gives the展开更多
In order to resolve direction finding problems in the impulse noise,a direction of arrival(DOA)estimation method is proposed.The proposed DOA estimation method can restrain the impulse noise by using infinite norm exp...In order to resolve direction finding problems in the impulse noise,a direction of arrival(DOA)estimation method is proposed.The proposed DOA estimation method can restrain the impulse noise by using infinite norm exponential kernel covariance matrix and obtain excellent performance via the maximumlikelihood(ML)algorithm.In order to obtain the global optimal solutions of this method,a quantum electromagnetic field optimization(QEFO)algorithm is designed.In view of the QEFO algorithm,the proposed method can resolve the difficulties of DOA estimation in the impulse noise.Comparing with some traditional DOA estimation methods,the proposed DOA estimation method shows high superiority and robustness for determining the DOA of independent and coherent sources,which has been verified via the Monte-Carlo experiments of different schemes,especially in the case of snapshot deficiency,low generalized signal to noise ratio(GSNR)and strong impulse noise.Beyond that,the Cramer-Rao bound(CRB)of angle estimation in the impulse noise and the proof of the convergence of the QEFO algorithm are provided in this paper.展开更多
This paper performs perturbation analysis for the exponential of an essentially nonnegative matrix which is perturbed in the way that each entry has a small relative perturbation. For a general essentially nonnegative...This paper performs perturbation analysis for the exponential of an essentially nonnegative matrix which is perturbed in the way that each entry has a small relative perturbation. For a general essentially nonnegative matrix, we obtain an upper bound for the relative error in 2-norm, which is sharper than the existing perturbation results. For a triangular essentially nonnegative matrix, we obtain an upper bound for the relative error in entrywise sense. This bound indicates that, if the spectral radius of an essentially nonnegative matrix is not large, then small entrywise relative perturbations cause small relative error in each entry of its exponential. Finally, we apply our perturbation results to the sensitivity analysis of RC networks and complementary distribution functions of phase-type distributions.展开更多
A new analysis framework based on probability density evolution method(PDEM)and its Chebyshev collocation solution are introduced to predict the dynamic response and short-term extreme load of offshore wind turbine(OW...A new analysis framework based on probability density evolution method(PDEM)and its Chebyshev collocation solution are introduced to predict the dynamic response and short-term extreme load of offshore wind turbine(OWT)towers subjected to random sea state.With regard to the stochastic responses,random function method is employed to generate samples of sea elevation,the probability density evolution equation(PDEE)is solved to calculate time-variant probability density functions of structural responses.For the probabilistic load estimation,a FAST model of NREL 5MW offshore turbine is established to obtain samples of bending moment at the tower base.The equivalent extreme event theory is used to construct a virtual stochastic process(VSP)to assess the short-term extreme load.The results indicate that the proposed approach can predict time-variant probability density functions of the structural responses,and shows good agreement with Monte Carlo simulations.Additionally,the predicted short-term extreme load can capture the fluctuation at the tail of the extreme value distribution,thus is more rational than results from the typical distribution models.Overall,the proposed method shows good adaptation,precision and efficiency for the dynamic response analysis and load estimation of OWT towers.展开更多
The robust global exponential stability of a class of interval recurrent neural networks（RNNs） is studied,and a new robust stability criterion is obtained in the form of linear matrix inequality.The problem of robus...The robust global exponential stability of a class of interval recurrent neural networks（RNNs） is studied,and a new robust stability criterion is obtained in the form of linear matrix inequality.The problem of robust stability of interval RNNs is transformed into a problem of solving a class of linear matrix inequalities.Thus,the robust stability of interval RNNs can be analyzed by directly using the linear matrix inequalities（LMI） toolbox of MATLAB.Numerical example is given to show the effectiveness of the obtained results.展开更多
In this paper, an effective formula for the calculation of the elementary functions of a quaternion variable obtained using the methods of differential equations. Also the elementary functions are obtained from the qu...In this paper, an effective formula for the calculation of the elementary functions of a quaternion variable obtained using the methods of differential equations. Also the elementary functions are obtained from the quaternion matrices.展开更多
Unlike the traditional independent component analysis(ICA)algorithms and some recently emerging linear ICA algorithms that search for solutions in the space of general matrices or orthogonal matrices,in this paper we ...Unlike the traditional independent component analysis(ICA)algorithms and some recently emerging linear ICA algorithms that search for solutions in the space of general matrices or orthogonal matrices,in this paper we propose two new methods which only search for solutions in the space of the matrices with unitary determinant and without whitening.The new algorithms are based on the special linear group SL(n).In order to achieve our target,we first provide a representation theory for any matrix in SL(n),which only simply uses the product of multiple exponentials of traceless matrices.Based on the matrix representation theory,two novel ICA algorithms are developed along with simple analysis on their equilibrium points.Moreover,we apply our methods to the classical problem of signal separation.The experimental results indicate that the superior convergence of our proposed algorithms,which can be expected as two viable alternatives to the ICA algorithms available in publications.展开更多
Risks embedded in asset price dynamics are taken to be accumulations of surprise jumps.A Markov pure jump model is formulated on making variance gamma parameters deterministic functions of the price level.Estimation i...Risks embedded in asset price dynamics are taken to be accumulations of surprise jumps.A Markov pure jump model is formulated on making variance gamma parameters deterministic functions of the price level.Estimation is done by matrix exponentiation of the transition rate matrix for a continuous time finite state Markov chain approximation.The motion is decomposed into a space dependent drift and a space dependent martingale component.Though there is some local mean reversion in the drift,space dependence of the martingale component renders the dynamics to be of the momentum type.Local risk is measured using market calibrated measure distortions that introduce risk charges into the lower and upper prices of two price economies.These risks are compensated by the exponential variation of space dependent arrival rates.Estimations are conducted for the S&P 500 index(SPX),the exchange traded fund for the financial sector(XLF),J.P.Morgan stock prices(JPM),the ratio of JPM to XLF,and the ratio of XLF to SPX.展开更多
In this paper, we present splitting schemes for the two-level Bloch model. After proposing two ways to split the Bloch equation, we show that it is possible in each case togenerate exact numerical solutions of the obt...In this paper, we present splitting schemes for the two-level Bloch model. After proposing two ways to split the Bloch equation, we show that it is possible in each case togenerate exact numerical solutions of the obtained sub-equations. These exact solutionsinvolve matrix exponentials which can be expensive to compute. Here, for 2×2 matriceswe develop equivalent formulations which reduce the computational cost. These splittingschemes are nonstandard ones and conserve all the physical properties (Hermicity, positiveness and trace) of Bloch equations. In addition, they are explicit, making effectivetheir implementation when coupled with the Maxwell’s equations.展开更多
文摘A recursive rational algorithm for matrix exponentials was obtained by making use of the generalized inverse of a matrix in this paper. On the basis of the n th convergence of Thiele type continued fraction expansion, a new type of the generalized inverse matrix valued Padé approximant (GMPA) for matrix exponentials was defined and its remainder formula was proved. The results of this paper were illustrated by some examples.
文摘The precise integration method proposed for linear time-invariant homogeneous dynamic systems can provide accurate numerical results that approach an exact solution at integration points. However, difficulties arise when the algorithm is used for non-homogeneous dynamic systems due to the inverse matrix calculation required. In this paper, the structural dynamic equalibrium equations are converted into a special form, the inverse matrix calculation is replaced by the Crout decomposition method to solve the dynamic equilibrium equations, and the precise integration method without the inverse matrix calculation is obtained. The new algorithm enhances the present precise integration method by improving both the computational accuracy and efficiency. Two numerical examples are given to demonstrate the validity and efficiency of the proposed algorithm.
文摘The use of functions, expressible in terms of Lucas polynomials of the second kind, allows us to write down the solution of linear dynamical systems—both in the discrete and continuous case—avoiding the Jordan canonical form of involved matrices. This improves the computational complexity of the algorithms used in literature.
基金supported by the National Natural Science Foundation of China (Nos. 10902020 and 10721062)
文摘A fast precise integration method is developed for the time integral of the hyperbolic heat conduction problem. The wave nature of heat transfer is used to analyze the structure of the matrix exponential, leading to the fact that the matrix exponential is sparse. The presented method employs the sparsity of the matrix exponential to improve the original precise integration method. The merits are that the proposed method is suitable for large hyperbolic heat equations and inherits the accuracy of the original version and the good computational efficiency, which are verified by two numerical examples.
基金Project supported by the National Natural Science Foundation of China(Nos.10902020 and 10721062)
文摘An improved precise integration method （IPIM） for solving the differential Riccati equation （DRE） is presented. The solution to the DRE is connected with the exponential of a Hamiltonian matrix, and the precise integration method （PIM） for solving the DRE is connected with the scaling and squaring method for computing the exponential of a matrix. The error analysis of the scaling and squaring method for the exponential of a matrix is applied to the PIM of the DRE. Based ,on the error analysis, the criterion for choosing two parameters of the PIM is given. Three kinds of IPIMs for solving the DRE are proposed. The numerical examples machine accuracy solutions. show that the IPIM is stable and gives the
基金supported by the National Natural Science Foundation of China(61571149)the Natural Science Foundation of Heilongjiang Province(LH2020F017)+1 种基金the Initiation Fund for Postdoctoral Research in Heilongjiang Province(LBH-Q19098)the Heilongjiang Province Key Laboratory of High Accuracy Satellite Navigation and Marine Application Laboratory(HKL-2020-Y01).
文摘In order to resolve direction finding problems in the impulse noise,a direction of arrival(DOA)estimation method is proposed.The proposed DOA estimation method can restrain the impulse noise by using infinite norm exponential kernel covariance matrix and obtain excellent performance via the maximumlikelihood(ML)algorithm.In order to obtain the global optimal solutions of this method,a quantum electromagnetic field optimization(QEFO)algorithm is designed.In view of the QEFO algorithm,the proposed method can resolve the difficulties of DOA estimation in the impulse noise.Comparing with some traditional DOA estimation methods,the proposed DOA estimation method shows high superiority and robustness for determining the DOA of independent and coherent sources,which has been verified via the Monte-Carlo experiments of different schemes,especially in the case of snapshot deficiency,low generalized signal to noise ratio(GSNR)and strong impulse noise.Beyond that,the Cramer-Rao bound(CRB)of angle estimation in the impulse noise and the proof of the convergence of the QEFO algorithm are provided in this paper.
基金supported by the National Science Foundation of China under grant number 10571031the Program for New Century Excellent Talents in Universities of China and Shanghai Pujiang Program+1 种基金supported by the Special Funds for Major State Basic Research Projects (2005CB321700)the National Science Foundation of China under grant number 10571031
文摘This paper performs perturbation analysis for the exponential of an essentially nonnegative matrix which is perturbed in the way that each entry has a small relative perturbation. For a general essentially nonnegative matrix, we obtain an upper bound for the relative error in 2-norm, which is sharper than the existing perturbation results. For a triangular essentially nonnegative matrix, we obtain an upper bound for the relative error in entrywise sense. This bound indicates that, if the spectral radius of an essentially nonnegative matrix is not large, then small entrywise relative perturbations cause small relative error in each entry of its exponential. Finally, we apply our perturbation results to the sensitivity analysis of RC networks and complementary distribution functions of phase-type distributions.
基金This research is supported by the National Natural Science Foundation of China(Grant No.51578444)Key Science Research Program of Education Department of Shaanxi Province(Grant No.20JY032).
文摘A new analysis framework based on probability density evolution method(PDEM)and its Chebyshev collocation solution are introduced to predict the dynamic response and short-term extreme load of offshore wind turbine(OWT)towers subjected to random sea state.With regard to the stochastic responses,random function method is employed to generate samples of sea elevation,the probability density evolution equation(PDEE)is solved to calculate time-variant probability density functions of structural responses.For the probabilistic load estimation,a FAST model of NREL 5MW offshore turbine is established to obtain samples of bending moment at the tower base.The equivalent extreme event theory is used to construct a virtual stochastic process(VSP)to assess the short-term extreme load.The results indicate that the proposed approach can predict time-variant probability density functions of the structural responses,and shows good agreement with Monte Carlo simulations.Additionally,the predicted short-term extreme load can capture the fluctuation at the tail of the extreme value distribution,thus is more rational than results from the typical distribution models.Overall,the proposed method shows good adaptation,precision and efficiency for the dynamic response analysis and load estimation of OWT towers.
基金Supported by the Natural Science Foundation of Shandong Province (ZR2010FM038,ZR2010FL017)
文摘The robust global exponential stability of a class of interval recurrent neural networks（RNNs） is studied,and a new robust stability criterion is obtained in the form of linear matrix inequality.The problem of robust stability of interval RNNs is transformed into a problem of solving a class of linear matrix inequalities.Thus,the robust stability of interval RNNs can be analyzed by directly using the linear matrix inequalities（LMI） toolbox of MATLAB.Numerical example is given to show the effectiveness of the obtained results.
文摘In this paper, an effective formula for the calculation of the elementary functions of a quaternion variable obtained using the methods of differential equations. Also the elementary functions are obtained from the quaternion matrices.
文摘Unlike the traditional independent component analysis(ICA)algorithms and some recently emerging linear ICA algorithms that search for solutions in the space of general matrices or orthogonal matrices,in this paper we propose two new methods which only search for solutions in the space of the matrices with unitary determinant and without whitening.The new algorithms are based on the special linear group SL(n).In order to achieve our target,we first provide a representation theory for any matrix in SL(n),which only simply uses the product of multiple exponentials of traceless matrices.Based on the matrix representation theory,two novel ICA algorithms are developed along with simple analysis on their equilibrium points.Moreover,we apply our methods to the classical problem of signal separation.The experimental results indicate that the superior convergence of our proposed algorithms,which can be expected as two viable alternatives to the ICA algorithms available in publications.
文摘Risks embedded in asset price dynamics are taken to be accumulations of surprise jumps.A Markov pure jump model is formulated on making variance gamma parameters deterministic functions of the price level.Estimation is done by matrix exponentiation of the transition rate matrix for a continuous time finite state Markov chain approximation.The motion is decomposed into a space dependent drift and a space dependent martingale component.Though there is some local mean reversion in the drift,space dependence of the martingale component renders the dynamics to be of the momentum type.Local risk is measured using market calibrated measure distortions that introduce risk charges into the lower and upper prices of two price economies.These risks are compensated by the exponential variation of space dependent arrival rates.Estimations are conducted for the S&P 500 index(SPX),the exchange traded fund for the financial sector(XLF),J.P.Morgan stock prices(JPM),the ratio of JPM to XLF,and the ratio of XLF to SPX.
文摘In this paper, we present splitting schemes for the two-level Bloch model. After proposing two ways to split the Bloch equation, we show that it is possible in each case togenerate exact numerical solutions of the obtained sub-equations. These exact solutionsinvolve matrix exponentials which can be expensive to compute. Here, for 2×2 matriceswe develop equivalent formulations which reduce the computational cost. These splittingschemes are nonstandard ones and conserve all the physical properties (Hermicity, positiveness and trace) of Bloch equations. In addition, they are explicit, making effectivetheir implementation when coupled with the Maxwell’s equations.
