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Association Journal of CSIAM
Supervised by Ministry of Education of PRC
Sponsored by Xi'an Jiaotong University
ISSN 1005-3085  CN 61-1269/O1

Table of Content

    15 June 2016, Volume 33 Issue 3 Previous Issue    Next Issue
    A Mathematical Model and its Semi-analytical Solution for the Flow of Anisotropic Confined Aquifer with Two Radial Layers Considering Heterogeneity of Well Skin
    WANG Yu-lin, XIE Kang-he, HUANG Da-zhong, LI Chuan-xun
    2016, 33 (3):  221-233.  doi: 10.3969/j.issn.1005-3085.2016.03.001
    Abstract ( 28 )   PDF (9411KB) ( 4 )   Save
    Considering the properties of heterogeneity and anisotropy of wellbore skin, a mathematical model for the unsteady 3D flow in an anisotropic confined aquifer with two radial layers is developed. Using the Laplace transform technique and matrix theory, the solutions of drawdown for skin zone and formation zone, as well as the distribution of flux along well screen, are derived. Basing on the derived solutions, a numerical program is developed, and the flow subjected to stochastic change of permeability of layered skin zone is analyzed. The results indicate that: the vertical distribution of drawdown within skin zone and its vicinity, as well as the flux along well screen depend on the vertical heterogeneity of skin zone. While the influence range of skin zone is closely related with the vertical permeability of confined aquifer. Improvement of permeability or increasing thickness of negative skin can effectively raise well production. The magnitude of drawdown is mainly decided by the vertical permeability of formation zone and less influenced by the radial permeability of formation zone when radial permeability in skin zone is low, while the drawdown is obviously affected by not only the vertical permeability but also the radial permeability of formation zone when radial permeability in skin zone is comparatively large.
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    Dynamic Asset Allocation with Event Risk under Inflation
    FEI Wei-yin, LU Qin-yun, HU Hui-min, XIA Deng-feng
    2016, 33 (3):  234-242.  doi: 10.3969/j.issn.1005-3085.2016.03.002
    Abstract ( 27 )   PDF (287KB) ( 12 )   Save
    This paper studies the effect of the inflation factor and jump on an investor's optimal allocation strategy with event risk under inflation. First, through deducing the dynamics of the asset price discounted by inflation, a stochastic optimal control model for dynamic asset allocation with inflation is established under the event-risk framework, where the asset price and return volatility follow jump-diffusion processes. Second, by using the dynamic programming principle, we derive approximate analytical solutions to the optimal portfolio problem for the investor with power utility. Finally, the influence of the inflation volatility, asset price jump size and return volatility jump size on an investor's optimal asset allocation strategy in simplified model is analyzed through the Matlab.
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    Convergence Analysis of Compressive Sensing Based on SCAD Iterative Thresholding Algorithm
    ZHANG Hui, ZHANG Hai, GOU Ming
    2016, 33 (3):  243-258.  doi: 10.3969/j.issn.1005-3085.2016.03.003
    Abstract ( 25 )   PDF (197KB) ( 10 )   Save
    Compressive sensing based on SCAD has good theoretical properties for sparse signal reconstruction with noise. It is vital to study this kind of algorithms. The iterative thresholding algorithm is one of the most efficient algorithms to solve the problem of compressed sensing. In this paper, we study the convergence of the iterative thresholding algorithm for compressive sensing based on SCAD. We give some sufficient conditions on the convergence of the iterative thresholding algorithm. We prove that the algorithm is convergent with exponentially decaying error. Furthermore, we study the convergence of an improved iterative thresholding SCAD algorithm based on an approximate message passing algorithm.
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    Bayesian Network Parameter Reduction Technique Based on Algebraic Decision Diagrams
    WANG Yao, SUN Qin
    2016, 33 (3):  259-269.  doi: 10.3969/j.issn.1005-3085.2016.03.004
    Abstract ( 26 )   PDF (9730KB) ( 3 )   Save
    Bayesian network is an effective tool for uncertainty knowledge presentation and inference. Bayesian network inference algorithm is one of the main fields in Bayesian network research. Currently, in almost every inference algorithm, the conditional probability distribution (CPD) of each node in a Bayesian network is represented in the form of conditional probability table (CPT). However, there is an exponential increase in the number of probability parameters of each CPT as the number of father nodes grows, which will cause an upsurge in the number of parameters in a Bayesian network and finally reduce the inference efficiency. To improve the inference efficiency of Bayesian network, the algebraic decision diagram (ADD) is proposed to represent the CPD of each node in a Bayesian network. Furthermore, by using the theory of ordered binary decision diagram, we analyze and verify the principle that ADD reduces the parameters of a Bayesian network by characterizing the context-specific independence among the parent-child nodes of the net. In addition, the algorithm for converting a CPT into its equivalent ADD is deduced. Eventually, the efficiency of ADD in parameter storage is validated by an example. It shows that for any Bayesian network with the context-specific independence, the parameters of the net can be reduced in the form of the equivalent ADD compared to the form of CPT, which provides a powerful tool for improving the inference efficiency of Bayesian network.
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    Granger Causality Detecting Based on Graphical Modelling
    WEI Yue-song
    2016, 33 (3):  270-278.  doi: 10.3969/j.issn.1005-3085.2016.03.005
    Abstract ( 30 )   PDF (186KB) ( 7 )   Save
    The Granger causality is an important criterion for measuring the dynamic relationship among system variables. In this paper, we apply the graphical model method to explore the Granger causal relations among variables. The Granger causality graph is established and its structural identification is investigated based on the conditional mutual information and permutation test. The test statistics is estimated using the correlation integral of chaos theory and its limiting distribution is proved. Finally, the Granger causality among main international stock markets is investigated using the proposed method.
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    Explicit Solutions to Compressible Euler Equations on Invariant Subspaces
    ZHU Chun-rong, ZHU Dan-xia
    2016, 33 (3):  279-286.  doi: 10.3969/j.issn.1005-3085.2016.03.006
    Abstract ( 33 )   PDF (149KB) ( 7 )   Save
    The Euler equations are a very important model in fluid mechanics, which have been wide used in many areas. Constructing their explicit solutions is a very significant part in mathematical physics. Explicit solutions can provide the concrete examples to understand their nonlinear phenomena and physical implications. This paper is devoted to construct the explicit solutions to compressible Euler equations by using the invariant subspace method. In the sense of variable changes, the invariant conditions yield the invariant subspaces related to compressible Euler equations. On these invariant subspaces, they are reduced to systems of first-order ordinary differential equations. Then some explicit solutions of compressible Euler equations are obtained by solving these systems.
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    Criteria for $\mathcal{H}$-tensors and its Application
    WANG Feng, SUN De-shu
    2016, 33 (3):  287-297.  doi: 10.3969/j.issn.1005-3085.2016.03.007
    Abstract ( 31 )   PDF (156KB) ( 13 )   Save
    $\mathcal{H}$-tensors play an important role in the stability study of automatic control systems, polynomial optimization problems, medical image de-noising problems, and so on. But it is not easy to determine whether a given tensor is an $\mathcal{H}$-tensor or not in practice. In this paper, we give some practical criteria for $\mathcal{H}$-tensors by constructing different positive diagonal matrices and applying some techniques of inequalities. As an application, some sufficient conditions for the positive definiteness of an even-order real symmetric tensor are given. Advantages of obtained results are illustrated by numerical examples.
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    New Exact Solutions to a Category of Variable-coefficient PDEs and Computerized Mechanization
    LI Ba-cui
    2016, 33 (3):  298-308.  doi: 10.3969/j.issn.1005-3085.2016.03.008
    Abstract ( 22 )   PDF (117KB) ( 8 )   Save
    The variable-coefficient partial differential equations are not only used in many physical models, but also fundamentally applied in the field of nonlinear science. In order to solve certain variable-coefficient partial differential equations, the auxiliary elliptic-like equation method is introduced in this article by means of the symbolic computation software. The basic idea of the new algorithm is that if certain variable-coefficient partial differential equation can be converted into the form of elliptic equation, then its solutions are readily obtained. By taking the Kadomtsev-Petviashvili equation for an example, not only the effectiveness of the algorithm is demonstrated, but many new solutions are worked out, including dark solitary wave, bell profile solitary wave solutions and Jacobian elliptic function solutions, which may be useful for depicting  nonlinear physical phenomena.
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    A Balanced Finite Element Method of Least-squares Formulation for Singularly Perturbed Reaction-diffusion Problems
    QIU Chang-xin, ZHAO Wei-jia, SONG Li-na
    2016, 33 (3):  309-318.  doi: 10.3969/j.issn.1005-3085.2016.03.009
    Abstract ( 28 )   PDF (148KB) ( 9 )   Save
    For a kind of the singularly perturbed reaction-diffusion problem, the standard energy norm is too weak to measure adequately the errors of solutions computed by finite element methods. The multiplier of this problem gives an unbalanced norm whose different components have different orders of convergence. In the paper, we introduce a new stronger norm, construct the least-squares finite element method (LSFEM) in this new norm and develop a robust and stable numerical approach for more general singularly perturbed reaction-diffusion problems in 1D spaces. At last, numerical examples are presented to illustrate the proposed method and theoretical results.
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    Numerical Simulation of Free Surface for Navier-Stokes Equations
    HUANG Yu-ping, LUO Zhi-qiang
    2016, 33 (3):  319-330.  doi: 10.3969/j.issn.1005-3085.2016.03.010
    Abstract ( 27 )   PDF (733KB) ( 10 )   Save
    A Crank-Nicolson finite difference method for incompressible Navier-Stokes equations is developed and is applied to find the numerical solution of wave elevation on the free surface in a two dimensional tank. The numerical simulation of wave elevation on the free surface is studied with different excited accelerations and Reynolds number. From the benchmarks, the proposed finite difference method agrees well with the previous published works. As shown in the numerical results, we draw a conclusion that the wave elevations decay gradually with time. The number of the beating periods diminish gradually when the Reynolds number decreases. Finally, we find that the wave elevations on the free surface keep a related stable height, when the Reynolds number decreases.
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