聚并破碎的SQMOM方法

[李东岳]

对于给定的NDF，划分为$i$个$N_{pp}$，对每个$i$上定义$k$阶矩$m_k^i$，给定$m_k^i$，可以计算第$i$区间的节点$d^i_0,d^i_1$以及权重$w^i_0,w^i_1$：
\begin{equation}
\begin{split}
w^i_0&=w^i_1=0.5
\\
d^i_0&=m_1^i-\frac{1}{\sqrt{3}}\sqrt{\frac{m_3^i}{m_1^i}-{m_1^i}^2}
\\
d^i_1&=m_1^i+\frac{1}{\sqrt{3}}\sqrt{\frac{m_3^i}{m_1^i}-{m_1^i}^2}
\end{split}
\end{equation}
对于仅考虑破碎的PBE：
\begin{equation}\label{pbe}
\frac{\p n(d)}{\p t}=\int_d^{d_{max}}g(d')\beta(d|d')n(d')\rd d'-g(d)n(d)
\end{equation}
对方程\eqref{pbe}在$i$上取$k$阶矩：
\begin{equation}\label{m}
\frac{\p m_k^i}{\p t}=\int_{d_{i-1/2}}^{d_{i+1/2}}\int_d^{d_{max}}g(d')d^k\beta(d|d')n(d')\rd d'\rd d-\sum^2_{j=0} g(d_j^i)w_j^i(d_j^i)^k
\end{equation}
\begin{equation}
\begin{split}
\int_{d_{i-1/2}}^{d_{i+1/2}}\int_d^{d_{max}}g(d')\beta(d|d')n(d')\rd d'\rd d&=
\int_{d_{i-1/2}}^{d_{max}}g(d')n(d')\left(\int_{d_{i-1/2}}^{d'}\beta(d|d')\rd d\right)\rd d'
\\&=
\sum_{m=i}^{N}\sum_{j=0}^2g(d_j^m)w_j^m\left(\int_{d_{i-1/2}}^{d_j^m}d^k\beta(d|d_j^m)\rd d\right)
\end{split}
\end{equation}
Therefore
\begin{equation}
\frac{\p m_k^i}{\p t}=\sum_{m=i}^{N}\sum_{j=0}^2g(d_j^m)w_j^m\left(\int_{d_{i-1/2}}^{d_j^m}d^k\beta(d|d_j^m)\rd d\right)-\sum^2_{j=0} g(d_j^i)w_j^i(d_j^i)^k
\end{equation}