搜索结果: 16-30 共查到“知识库 动力系统”相关记录396条 . 查询时间(3.585 秒)
基于波动率测量误差的波动率预测模型
高频数据 已实现极差波动率 测量误差 时变参数模型
2018/11/15
本文研究了一种基于波动率测量误差的波动率预测模型，并做了非线性扩展，期望改进预测效果.考虑到文献中关于波动率可能长记忆性和非线性并存的观点，本文以具有长记忆特征的HAR（heterogeneous autoregressive）模型为基础，加入波动率测量误差后模型持续性有所提高，结合非线性的时变参数模型则达到结构变化和减弱异方差的效果.本文用2652天的沪深300高频数据计算的已实现极差波动率来验...
关于带阻尼的二自由度系统动力消振器
多自由度系统 受迫振动 动力消振器
2019/3/11
二自由度系统的动力消振器是振动力学课程中讲述多自由度系统受迫振动的典型例题.本文讨论阻尼器的存在对消振器工作原理的影响,以及被消振对象的残余振动和阻尼器的振动振幅与阻尼系数的关系.
基于速度反馈分数阶PID控制的达芬振子的主共振
分数阶比例-积分-微分控制 达芬振子 主共振 平均法
2018/12/29
与传统整数阶比例-积分-微分(PID)控制器相比,分数阶比例-积分-微分控制器由于增加了两个控制参数,因此能够更灵活地控制受控对象.研究了基于速度反馈分数阶比例-积分-微分控制的达芬振子的主共振,利用平均法获得了系统的近似解析解.研究发现分数阶比例-积分-微分控制器的比例环节以等效线性阻尼的形式影响系统的共振振幅,积分环节以等效线性阻尼和等效线性刚度的形式影响系统的动力学特性,微分环节以等效线性阻...
多体系统高效动力学算法一直是多体系统动力学的重要研究方向. 近年来,众多高效算法虽然在提高解算效率方面取得了一定研究成果,但大多无法直接给出多体系统的显式动力学方程或解算系统约束力. 基于以上问题,研究了适用于任意树形多体系统动力学解算的约束力算法(constraint force algorithm, CFA) 及其串行化应用. 约束力算法可在解算多体系统动力学的过程中对系统约束力进行求解,该算...
ANISOTROPIC STEP STIFFNESS FROM A KINETIC MODEL OF EPITAXIAL GROWTH
epitaxial growth island dynamics step edge adatoms edge-atoms surface diffusion step stiffness line tension step edge kinetics kinetic steady state Gibbs–Thomson formula Ehrlich–Schwoebel barrier step permeability
2015/10/16
Starting from a detailed model for the kinetics of a step edge or island boundary, we derive a Gibbs–Thomson-type formula and the associated step stiffness as a function of the step edge orientation a...
Self-organization of decaying surface corrugations:A numerical study
Self-organization decaying surface corrugations numerical study
2015/10/16
We study numerically the interplay of surface topography and kinetics in the relaxation of crystal surface corrugations below roughening in two independent space dimensions. The kinetic processes are ...
DISCRETE AND CONTINUUM RELAXATION DYNAMICS OF FACETED CRYSTAL SURFACE IN EVAPORATION MODELS
crystal surface evaporation facet Burton–Cabrera–Frank model subgradient formalism free-boundary problem shock
2015/10/16
We study linkages of two scales in the relaxation of an axisymmetric crystal with a facet in evaporation-condensation kinetics. The macroscale evolution is driven by the motion of concentric circular,...
Island-dynamics model for mound formation:Effect of a step-edge barrier
Island-dynamics model mound formation step-edge barrier
2015/10/16
We formulate and implement a generalized island-dynamics model of epitaxial growth based on the level-set technique to include the effect of an additional energy barrier for the attachment and detachm...
BOSE-EINSTEIN CONDENSATION AT FINITE TEMPERATURES:MEAN FIELD LAWS WITH PERIODIC MICROSTRUCTURE
quantum dynamics Bose-Einstein condensation periodic homogenization finite temperatures two-scale expansion mean field limit
2015/10/16
At finite temperatures below the phase transition point, the Bose-Einstein condensation, the macroscopic occupation of a single quantum state by particles of integer spin, is not complete. In the lang...
Asymptotic analysis for a Vlasov-Fokker-Planck/Compressible Navier-Stokes system of equations
Asymptotic analysis Vlasov-Fokker-Planck Compressible Navier-Stokes system of equations
2015/10/15
This article is devoted to the asymptotic analysis of a system of coupled kinetic and fluid equations, namely the Vlasov-Fokker-Planck equation and a compressible Navier-Stokes equation. Such a system...
Fractional diffusion limit for collisional kinetic equations:A moments method
Kinetic equations linear Boltzmann equation asymptotic analysis diffusion limit anomalous diffusion limit fractional diffusion relaxation equation anomalous diffusive time scale
2015/10/15
This paper is devoted to hydrodynamic limits of linear kinetic equations. We consider situations in which the thermodynamical equilibrium is described by a heavy-tail distribution function rather than...
Anomalous diffusion limit for kinetic equations with degenerate collision frequency
Anomalous diffusion limit kinetic equations degenerate collision frequency
2015/10/15
This paper is devoted to hydrodynamic limits for collisional linear kinetic equations. It is a classical result that under certain conditions on the collision operator, the long time/small mean free p...
Fractional diffusion limit for collisional kinetic equations:a Hilbert expansion approach
Fractional diffusion limit collisional kinetic equations Hilbert expansion
2015/10/15
We develop a Hilbert expansion approach for the derivation of fractional diffusion equations from the linear Boltzmann equation with heavy tail equilibria.
EXISTENCE OF WEAK SOLUTIONS TO KINETIC FLOCKING MODELS
flocking kinetic equations existence velocity averaging CuckerSmale self-organized dynamics
2015/10/15
We establish the global existence of weak solutions to a class of kinetic flocking equations. The models under conideration include the kinetic Cucker-Smale equation [6, 7] with possibly non-symmetric...
Anomalous transport of particles in Plasma physics
Kinetic equations Fokker-Planck operator L′evy statistic anomalous diffusion limit fractional heat equation
2015/10/15
We investigate the long time/small mean-free-path asymptotic behavior of the solutions of a Vlasov-L′evy-Fokker-Planck equation and show that the asymptotic dynamics for the VLFP are described by an a...