The positive definiteness of real quadratic forms with convolution structures plays an important rolein stability analysis for time-stepping schemes for nonlocal operators. In this work, we present a novel analysistoo...The positive definiteness of real quadratic forms with convolution structures plays an important rolein stability analysis for time-stepping schemes for nonlocal operators. In this work, we present a novel analysistool to handle discrete convolution kernels resulting from variable-step approximations for convolution operators.More precisely, for a class of discrete convolution kernels relevant to variable-step L1-type time discretizations, weshow that the associated quadratic form is positive definite under some easy-to-check algebraic conditions. Ourproof is based on an elementary constructing strategy by using the properties of discrete orthogonal convolutionkernels and discrete complementary convolution kernels. To our knowledge, this is the first general result onsimple algebraic conditions for the positive definiteness of variable-step discrete convolution kernels. Using theunified theory, we obtain the stability for some simple nonuniform time-stepping schemes straightforwardly.展开更多
This is one of our series works on discrete energy analysis of the variable-step BDF schemes.In this part,we present stability and convergence analysis of the third-order BDF(BDF3)schemes with variable steps for linea...This is one of our series works on discrete energy analysis of the variable-step BDF schemes.In this part,we present stability and convergence analysis of the third-order BDF(BDF3)schemes with variable steps for linear diffusion equations,see,e.g.,[SIAM J.Numer.Anal.,58:2294-2314]and[Math.Comp.,90:1207-1226]for our previous works on the BDF2 scheme.To this aim,we first build up a discrete gradient structure of the variable-step BDF3 formula under the condition that the adjacent step ratios are less than 1.4877,by which we can establish a discrete energy dissipation law.Mesh-robust stability and convergence analysis in the L^(2) norm are then obtained.Here the mesh robustness means that the solution errors are well controlled by the maximum time-step size but independent of the adjacent time-step ratios.We also present numerical tests to support our theoretical results.展开更多
Four numerical schemes are introduced for the analysis of photocurrent transients in organic photovoltaic devices.Themathematicalmodel for organic polymer solar cells contains a nonlinear diffusion-reaction partial di...Four numerical schemes are introduced for the analysis of photocurrent transients in organic photovoltaic devices.Themathematicalmodel for organic polymer solar cells contains a nonlinear diffusion-reaction partial differential equation system with electrostatic convection attached to a kinetic ordinary differential equation.To solve the problem,Polynomial-based differential quadrature,Sinc,and Discrete singular convolution are combined with block marching techniques.These schemes are employed to reduce the problem to a nonlinear algebraic system.The iterative quadrature technique is used to solve the reduced problem.The obtained results agreed with the previous exact one and the finite element method.Further,the effects of different times,different mobilities,different densities,different geminate pair distances,different geminate recombination rate constants,different generation efficiencies,and supporting conditions on photocurrent have been analyzed.The novelty of this paper is that these schemes for photocurrent transients in organic polymer solar cells have never been presented before,so the results may be useful for improving the performance of solar cells.展开更多
As a kind of weak-path dependent options, barrier options are an important kind of exotic options. Because the pricing formula for pricing barrier options with discrete observations cannot avoid computing a high dimen...As a kind of weak-path dependent options, barrier options are an important kind of exotic options. Because the pricing formula for pricing barrier options with discrete observations cannot avoid computing a high dimensional integral, numerical calculation is time-consuming. In the current studies, some scholars just obtained theoretical derivation, or gave some simulation calculations. Others impose underlying assets on some strong assumptions, for example, a lot of calculations are based on the Black-Scholes model. This thesis considers Merton jump diffusion model as the basic model to derive the pricing formula of discrete double barrier option;numerical calculation method is used to approximate the continuous convolution by calculating discrete convolution. Then we compare the results of theoretical calculation with simulation results by Monte Carlo method, to verify their efficiency and accuracy. By comparing the results of degeneration constant parameter model with the results of previous models we verified the calculation method is correct indirectly. Compared with the Monte Carlo simulation method, the numerical results are stable. Even if we assume the simulation results are accurate, the time consumed by the numerical method to achieve the same accuracy is much less than the Monte Carlo simulation method.展开更多
An integrated energy system (IES) is a regional energy system incorporating distributed multi-energy systems to serve various energy demands such as electricity, heating, cooling, and gas. The reliability analysis pla...An integrated energy system (IES) is a regional energy system incorporating distributed multi-energy systems to serve various energy demands such as electricity, heating, cooling, and gas. The reliability analysis plays a key role in guaranteeing the safety and adequacy of an IES. This paper aims to build a capacity reliability model of an IES. The multi-energy correlation in the IES can generate the dependent capacity outage states, which is the distinguished reliability feature of an IES from a generation system. To address this issue, this paper presents a novel analytical method to model the dependent multi-energy capacity outage states and their joint outage probabilities of an IES for its reliability assessment. To model the dependent multi-energy capacity outage states, a new multi-dimensional matrix method is presented in the capacity outage probability table (COPT) model of the generation system. Furthermore, a customized multi-dimensional discrete convolution algorithm is proposed to compute the reliability model, and the adequacy indices are calculated in an accurate and efficient way. Case studies demonstrate the correctness and efficiency of the proposed method. The capacity value of multi-energy conversion facilities is also quantified by the proposed method.展开更多
In this review article we discuss different techniques to solve numerically the time-dependent Schrodinger equation on unbounded domains.We present in detail the most recent approaches and describe briefly alternative...In this review article we discuss different techniques to solve numerically the time-dependent Schrodinger equation on unbounded domains.We present in detail the most recent approaches and describe briefly alternative ideas pointing out the relations between these works.We conclude with several numerical examples from different application areas to compare the presented techniques.We mainly focus on the one-dimensional problem but also touch upon the situation in two space dimensions and the cubic nonlinear case.展开更多
The high penetration of variable renewable energies requires the flexibility from both the generation and demand sides. This raises the necessity of modeling stochastic and flexible energy resources in power system op...The high penetration of variable renewable energies requires the flexibility from both the generation and demand sides. This raises the necessity of modeling stochastic and flexible energy resources in power system operation. However,some distributed energy resources have both stochasticity and flexibility, e.g., prosumers with distributed photovoltaics and energy storage, and plug-in electric vehicles with stochastic charging behavior and demand response capability. Such partly controllable participants pose challenges to modeling the aggregate behavior of large numbers of entities in power system operation. This paper proposes a new perspective on the aggregate modeling of such energy resources in power system operation.Specifically, a unified controllability-uncontrollability-decomposed model for various energy resources is established by modeling the controllable and uncontrollable parts of energy resources separately. Such decomposition enables the straightforward aggregate modeling of massive energy resources with different controllabilities by integrating their controllable components with linking constraints and uncontrollable components with dependent discrete convolution. Furthermore, a two-stage stochastic unit commitment model based on the proposed model for power system operation is established. The proposed model is tested using a three-bus system and real Qinghai provincial power grid of China. The result shows that this model is able to characterize at high accuracy the aggregate behavior of massive energy resources with different levels of controllability so that their flexibility can be fully explored.展开更多
In this work,we are concerned with the stability and convergence analysis of the second-order backward difference formula(BDF2)with variable steps for the molecular beam epitaxial model without slope selection.We firs...In this work,we are concerned with the stability and convergence analysis of the second-order backward difference formula(BDF2)with variable steps for the molecular beam epitaxial model without slope selection.We first show that the variable-step BDF2 scheme is convex and uniquely solvable under a weak time-step constraint.Then we show that it preserves an energy dissipation law if the adjacent time-step ratios satisfy r_(k):=τ_(k)/τ_(k-1)<3.561.Moreover,with a novel discrete orthogonal convolution kernels argument and some new estimates on the corresponding positive definite quadratic forms,the L^(2)norm stability and rigorous error estimates are established,under the same step-ratio constraint that ensures the energy stability,i.e.,0<r_(k)<3.561.This is known to be the best result in the literature.We finally adopt an adaptive time-stepping strategy to accelerate the computations of the steady state solution and confirm our theoretical findings by numerical examples.展开更多
We study solutions to convolution equations for functions with discrete support in R^n, a special case being functions with support in the integer points. The Fourier transform of a solution can be extended to a holom...We study solutions to convolution equations for functions with discrete support in R^n, a special case being functions with support in the integer points. The Fourier transform of a solution can be extended to a holomorphic function in some domains in C^n, and we determine possible domains in terms of the properties of the convolution operator.展开更多
Unlike the traditional Laplace transform, the Sumudu transform of a function, when approximated as a power series, may be readily inverted using factorial-based coefficient diminution. This technique offers straightfo...Unlike the traditional Laplace transform, the Sumudu transform of a function, when approximated as a power series, may be readily inverted using factorial-based coefficient diminution. This technique offers straightforward computational advantages for approximate range-limited numerical solutions of certain ordinary, mixed, and partial linear differential and integro-differential equations. Furthermore, discrete convolution (the Cauchy product), may also be utilized to assist in this approximate inversion method of the Sumudu transform. Illustrative examples are provided which elucidate both the applicability and limitations of this method.展开更多
基金Hong-Lin Liao was supported by National Natural Science Foundation of China(Grant No.12071216)Tao Tang was supported by Science Challenge Project(Grant No.TZ2018001)+3 种基金National Natural Science Foundation of China(Grants Nos.11731006 and K20911001)Tao Zhou was supported by National Natural Science Foundation of China(Grant No.12288201)Youth Innovation Promotion Association(CAS)Henan Academy of Sciences.
文摘The positive definiteness of real quadratic forms with convolution structures plays an important rolein stability analysis for time-stepping schemes for nonlocal operators. In this work, we present a novel analysistool to handle discrete convolution kernels resulting from variable-step approximations for convolution operators.More precisely, for a class of discrete convolution kernels relevant to variable-step L1-type time discretizations, weshow that the associated quadratic form is positive definite under some easy-to-check algebraic conditions. Ourproof is based on an elementary constructing strategy by using the properties of discrete orthogonal convolutionkernels and discrete complementary convolution kernels. To our knowledge, this is the first general result onsimple algebraic conditions for the positive definiteness of variable-step discrete convolution kernels. Using theunified theory, we obtain the stability for some simple nonuniform time-stepping schemes straightforwardly.
基金supported by NSF of China under grant number 12071216supported by NNW2018-ZT4A06 project+1 种基金supported by NSF of China under grant numbers 12288201youth innovation promotion association(CAS).
文摘This is one of our series works on discrete energy analysis of the variable-step BDF schemes.In this part,we present stability and convergence analysis of the third-order BDF(BDF3)schemes with variable steps for linear diffusion equations,see,e.g.,[SIAM J.Numer.Anal.,58:2294-2314]and[Math.Comp.,90:1207-1226]for our previous works on the BDF2 scheme.To this aim,we first build up a discrete gradient structure of the variable-step BDF3 formula under the condition that the adjacent step ratios are less than 1.4877,by which we can establish a discrete energy dissipation law.Mesh-robust stability and convergence analysis in the L^(2) norm are then obtained.Here the mesh robustness means that the solution errors are well controlled by the maximum time-step size but independent of the adjacent time-step ratios.We also present numerical tests to support our theoretical results.
文摘Four numerical schemes are introduced for the analysis of photocurrent transients in organic photovoltaic devices.Themathematicalmodel for organic polymer solar cells contains a nonlinear diffusion-reaction partial differential equation system with electrostatic convection attached to a kinetic ordinary differential equation.To solve the problem,Polynomial-based differential quadrature,Sinc,and Discrete singular convolution are combined with block marching techniques.These schemes are employed to reduce the problem to a nonlinear algebraic system.The iterative quadrature technique is used to solve the reduced problem.The obtained results agreed with the previous exact one and the finite element method.Further,the effects of different times,different mobilities,different densities,different geminate pair distances,different geminate recombination rate constants,different generation efficiencies,and supporting conditions on photocurrent have been analyzed.The novelty of this paper is that these schemes for photocurrent transients in organic polymer solar cells have never been presented before,so the results may be useful for improving the performance of solar cells.
文摘As a kind of weak-path dependent options, barrier options are an important kind of exotic options. Because the pricing formula for pricing barrier options with discrete observations cannot avoid computing a high dimensional integral, numerical calculation is time-consuming. In the current studies, some scholars just obtained theoretical derivation, or gave some simulation calculations. Others impose underlying assets on some strong assumptions, for example, a lot of calculations are based on the Black-Scholes model. This thesis considers Merton jump diffusion model as the basic model to derive the pricing formula of discrete double barrier option;numerical calculation method is used to approximate the continuous convolution by calculating discrete convolution. Then we compare the results of theoretical calculation with simulation results by Monte Carlo method, to verify their efficiency and accuracy. By comparing the results of degeneration constant parameter model with the results of previous models we verified the calculation method is correct indirectly. Compared with the Monte Carlo simulation method, the numerical results are stable. Even if we assume the simulation results are accurate, the time consumed by the numerical method to achieve the same accuracy is much less than the Monte Carlo simulation method.
基金This work was supported in part by the National Natural Science Foundation of China (No. 51637008)the National Key Research and Development Program of China (No. 2016YFB0901900).
文摘An integrated energy system (IES) is a regional energy system incorporating distributed multi-energy systems to serve various energy demands such as electricity, heating, cooling, and gas. The reliability analysis plays a key role in guaranteeing the safety and adequacy of an IES. This paper aims to build a capacity reliability model of an IES. The multi-energy correlation in the IES can generate the dependent capacity outage states, which is the distinguished reliability feature of an IES from a generation system. To address this issue, this paper presents a novel analytical method to model the dependent multi-energy capacity outage states and their joint outage probabilities of an IES for its reliability assessment. To model the dependent multi-energy capacity outage states, a new multi-dimensional matrix method is presented in the capacity outage probability table (COPT) model of the generation system. Furthermore, a customized multi-dimensional discrete convolution algorithm is proposed to compute the reliability model, and the adequacy indices are calculated in an accurate and efficient way. Case studies demonstrate the correctness and efficiency of the proposed method. The capacity value of multi-energy conversion facilities is also quantified by the proposed method.
文摘In this review article we discuss different techniques to solve numerically the time-dependent Schrodinger equation on unbounded domains.We present in detail the most recent approaches and describe briefly alternative ideas pointing out the relations between these works.We conclude with several numerical examples from different application areas to compare the presented techniques.We mainly focus on the one-dimensional problem but also touch upon the situation in two space dimensions and the cubic nonlinear case.
基金supported by the Science and Technology Project of the State Grid Corporation of China (No. SGJSJY00GHJS2100183)。
文摘The high penetration of variable renewable energies requires the flexibility from both the generation and demand sides. This raises the necessity of modeling stochastic and flexible energy resources in power system operation. However,some distributed energy resources have both stochasticity and flexibility, e.g., prosumers with distributed photovoltaics and energy storage, and plug-in electric vehicles with stochastic charging behavior and demand response capability. Such partly controllable participants pose challenges to modeling the aggregate behavior of large numbers of entities in power system operation. This paper proposes a new perspective on the aggregate modeling of such energy resources in power system operation.Specifically, a unified controllability-uncontrollability-decomposed model for various energy resources is established by modeling the controllable and uncontrollable parts of energy resources separately. Such decomposition enables the straightforward aggregate modeling of massive energy resources with different controllabilities by integrating their controllable components with linking constraints and uncontrollable components with dependent discrete convolution. Furthermore, a two-stage stochastic unit commitment model based on the proposed model for power system operation is established. The proposed model is tested using a three-bus system and real Qinghai provincial power grid of China. The result shows that this model is able to characterize at high accuracy the aggregate behavior of massive energy resources with different levels of controllability so that their flexibility can be fully explored.
基金supported by National Natural Science Foundation of China(Grant No.12071216)supported by National Natural Science Foundation of China(Grant No.11731006)+2 种基金the NNW2018-ZT4A06 projectsupported by National Natural Science Foundation of China(Grant Nos.11822111,11688101 and 11731006)the Science Challenge Project(Grant No.TZ2018001)。
文摘In this work,we are concerned with the stability and convergence analysis of the second-order backward difference formula(BDF2)with variable steps for the molecular beam epitaxial model without slope selection.We first show that the variable-step BDF2 scheme is convex and uniquely solvable under a weak time-step constraint.Then we show that it preserves an energy dissipation law if the adjacent time-step ratios satisfy r_(k):=τ_(k)/τ_(k-1)<3.561.Moreover,with a novel discrete orthogonal convolution kernels argument and some new estimates on the corresponding positive definite quadratic forms,the L^(2)norm stability and rigorous error estimates are established,under the same step-ratio constraint that ensures the energy stability,i.e.,0<r_(k)<3.561.This is known to be the best result in the literature.We finally adopt an adaptive time-stepping strategy to accelerate the computations of the steady state solution and confirm our theoretical findings by numerical examples.
文摘We study solutions to convolution equations for functions with discrete support in R^n, a special case being functions with support in the integer points. The Fourier transform of a solution can be extended to a holomorphic function in some domains in C^n, and we determine possible domains in terms of the properties of the convolution operator.
文摘Unlike the traditional Laplace transform, the Sumudu transform of a function, when approximated as a power series, may be readily inverted using factorial-based coefficient diminution. This technique offers straightforward computational advantages for approximate range-limited numerical solutions of certain ordinary, mixed, and partial linear differential and integro-differential equations. Furthermore, discrete convolution (the Cauchy product), may also be utilized to assist in this approximate inversion method of the Sumudu transform. Illustrative examples are provided which elucidate both the applicability and limitations of this method.
