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Model Predictions of Charged-Particle Azimuthal Distributions and forward-backward Correlations in pp Interactions at s1/2= 900 GeV

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Communications in Theoretical Physics 2019年第10期71卷 1172-1178页

作者： R.Khan M.Ajaz Y.Ali H.Younis G.Khan Z.Wazir A.Zaman A.Khan Department of Physics Abdul Wali Khan UniversityMardan23200Pakistan Department of Physics COMSATS UniversityIslamabad44000Pakistan Department of Physics International Islamic UniversityIslamabad44000Pakistan

We report inelastic interactions of protons at the center of mass energy s1/2 = 900 Ge V, by using different event generators to study the forward-backward(FB) correlation in summed transverse momentum and multiplicity of produced charged particles. The transverse momentum, p T ≥ 100 Me V, and pseudorapidity, | η | 500 Me V. For FB correlations, EPOS, and Sybill2.3 c results are in a good agreement with the data as compared to the other ***, for the azimuthal distribution, EPOS-LHC, DPMJETIII, and Sibyll2.3 c show good agreement with the data for full η region. In general, EPOS provides a better description of the data for both the quantities studied in this paper.

关键词： forward-backward correlation CRMC models LHC ATLAS

A Mean-Field Stochastic Maximum Principle for Optimal Control of forward-backward Stochastic Differential Equations with Jumps via Malliavin Calculus

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Journal of Applied Mathematics and Physics 2018年第1期6卷 138-154页

作者： Qing Zhou Yong Ren School of Science Beijing University of Posts and Telecommunications Beijing China Department of Mathematics Anhui Normal University Wuhu China

This paper considers a mean-field type stochastic control problem where the dynamics is governed by a forward and backward stochastic differential equation (SDE) driven by Lévy processes and the information available to the controller is possibly less than the overall information. All the system coefficients and the objective performance functional are allowed to be random, possibly non-Markovian. Malliavin calculus is employed to derive a maximum principle for the optimal control of such a system where the adjoint process is explicitly expressed.

关键词： Malliavin Calculus Maximum Principle forward-backward Stochastic Differential Equations Mean-Field Type Jump Diffusion Partial Information

Non-Markovian forward-backward Stochastic Differential Equations with Discontinuous Coefficients

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Applied Mathematics 2020年第4期11卷 328-343页

作者： Yin Hong Department of Mathematics State University of New York Brockport NY USA

In this paper, the existence and uniqueness of a weak solution in the sense of [1] and [2] has been shown for a class of fully coupled forward-backward SDE (FBSDE) such that the forward drift coefficient is allowed to be discontinuous with respect to the backward component of the solution. The novelty of this paper lies on the fact that the FBSDE is non-Markovian, i.e., the coefficients of the FBSDEs are allowed to be random. This type of FBSDEs is inspired by the regime shift model, where the short term interest rate switches between regimes according to the rate level. As a consequence, the discontinuity of the system becomes inevitable, making it violate the usual assumptions of most existing results for FBSDEs. We show the weak well-posedness of the FBSDE by an approximation scheme, along with the decoupling strategy.

关键词： Non-Markovian forward-backward SDEs Discontinuous Coefficients Krylov Estimates Weak Solution

MAXIMUM PRINCIPLE FOR OPTIMAL CONTROLPROBLEM OF FULLY COUPLEDforward-backward STOCHASTIC SYSTEMS

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Systems Science and Mathematical Sciences 1998年第3期11卷 249-259页

作者： WU Zhen(College of Mathematics and System Sciences, Shandong University, Ji’nan 250100, China) 山东大学数学学院山东济南

The optimal control problem of fully coupled forward-backward stochastic systems is put forward. A necessary condition, called maximum principle, for an optimal control of the problem with the control domain being con... 详细信息

关键词： Stochastic differential equations forward-backward stochastic systems maximumprinciple

A NEW PSEUDOSPECTRAL APPROXIMATION FOR THE FOWARD-backward HEAT EQUATION

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Acta Mathematica Scientia 1996年第2期16卷 121-128页

作者：叶兴德江金生

In this paper,we propose a new numerical method which is a least squares approximaton based on pseudospectral method for the forward-backward heat equation. The existence and uniqueness of the solution of the least squares approximation are proved. Error estimates for this approximation are given,which show that tile order of convergence depends only on the regularity of tile solution and the right hand of the forward-backward heat equation.

关键词： forward-backward heat equation pseudospectral method the least

A FIRST-ORDER SPLITTING METHOD FOR SOLVING A LARGE-SCALE COMPOSITE CONVEX OPTIMIZATION PROBLEM

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Journal of Computational Mathematics 2019年第5期37卷 666-688页

作者： Yuchao Tang Guorong Wu Chuanxi Zhu School of Management Nanchang UniversityNanchang 330031China Department of Mathematics Nanchang UniversityNanchang 330031China Department of Radiology and BRIC University of North Carolina at Chapel HillNC27599USA

In this paper, we construct several efficient first-order splitting algorithms for solving a multi-block composite convex optimization problem. The objective function includes a smooth function with a Lipschitz continuous gradient, a proximable convex function that may be nonsmooth, and a finite sum composed of a proximable function and a bounded linear operator. To solve such an optimization problem, we transform it into the sum of three convex functions by defining an appropriate inner product space. Based on the dual forward-backward splitting algorithm and the primal-dual forward-backward splitting algorithm, we develop several iterative algorithms that involve only computing the gradient of the differentiable function and proximity operators of related convex functions. These iterative algorithms are matrix-inversion-free and completely splitting algorithms. Finally, we employ the proposed iterative algorithms to solve a regularized general prior image constrained compressed sensing model that is derived from computed tomography image reconstruction. Numerical results show that the proposed iterative algorithms outperform the compared algorithms including the alternating direction method of multipliers, the splitting primal-dual proximity algorithm, and the preconditioned splitting primal-dual proximity algorithm.

关键词： forward-backward splitting method Primal-dual Dual Proximity operator

Existence of Young measure solutions of a class of singular diffusion equations

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Progress in Natural Science:Materials International 2002年第4期 20-25页

作者： YIN Jingxue and WANG Chunpeng(Department of Mathematics, Jilin University, Changchun 130012, China)

The first initial-boundary value problem of a class of singular diffusion equations with the flux sublinear growth and the potential without convexity is investigated. Such equations may be strongly degenerate, singular and forward-backward. Inspired by the idea in a recent work of Demoulini, we first discuss the regular case by introducing the Young measure solutions and prove the existence of such solutions. Consequently, we approximate the extreme case by the method of regularization. By means of some uniform estimates and some techniques, the existence of Young measure solutions with bounded variation is established.

关键词： singular diffusion equations forward-backward Young measure solutions.

Some properties of Young measure solutions for a class of nonlinear diffusion equations

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Progress in Natural Science:Materials International 2002年第7期 34-39页

作者： WANG Chunpeng and YIN Jingxue(Department of Mathematics, Jilin University, Changchun 130012, China)

This paper is concerned with the first initial-boundary value problem of a class of singular diffusion equations with the flux sublinear growth and the potential without convexity, in which the properties of Young measure solutions are discussed, and the uniqueness, stability are proved, and the asymptotic behaviors of solutions and their energy as the time goes to infinity are investigated.

关键词： singular diffusion equations forward-backward Young measure solutions.