Search

Incident Photosynthetically Active Radiation (PAR) is a critical parameter for modelling ecosystem productivity. An algorithm for estimating instantaneous PAR from Moderate Resolution Imaging Spectroradiometer (MODIS) data was developed earlier; however, daily-integrated PAR is more meaningful than instantaneous PAR in many cases because many land surface models require a daily or coarser temporal resolution. This paper compares two different algorithms (adjusted sinusoidal interpolation and look-up table) for estimating daily-integrated PAR from instantaneous PAR values. Statistical analysis of the validation results indicates that the look-up table method more accurately estimates daily-integrated PAR than the use of adjusted sinusoidal interpolation. We also investigated how window size, daytime length and the number of overpass counts per day affect bias and the relative error of estimation. Validation using field measurements, and comparison with the Geostationary Operational Environmental Satellites PAR product, demonstrates that data collected by MODIS can be used to provide reliable estimates of daily-integrated PAR. [ABSTRACT FROM AUTHOR]

This paper is a numerical study of populations with dispersion (Fickian diffusion) in one or two directions and with a finite number of impulsive culling sites. The intensities and locations of the culling sites are used for optimal control of the population density. The identifications of the model parameters and location of the culling sites are determined from the given population density data. The Levenberg-Marquardt, variation of the simulated-annealing and semilinear-SOR algorithms are used. [ABSTRACT FROM AUTHOR]

This paper deals with the robust design of a passive vehicle suspension system. A robust design methodology based on a multi-objective evolutionary algorithm (MOEA) is used to handle the trade-off between the considered conflicting performance requirements under uncertainty and feasibility constraints. A constrained multi-objective optimisation problem is formulated and the notion of Pareto-optimality is used to increase the quality of the candidate design solutions obtained at each generation by the MOEA. To save computation time, a simplified physical model (quarter car) is considered and the optimisation is performed in the frequency domain, using relevant transmissibilities of the system. The robustness is directly investigated by means of analytical robustness indexes. Time-consuming a posteriori methods, like designs of experiments or Monte Carlo analysis, are therefore avoided. A set of non-dominated solutions is obtained. Thus the designer not only selects a special design, in accordance with the wanted vehicle configuration, but also includes the robustness of each performance requirement in his final decision. [ABSTRACT FROM AUTHOR]

This paper proposes a combination of differential evolution (DE) and estimation of distribution algorithm (EDA) to design photonic crystal fiber structures with desired properties over the C communication band. In order to determine the effective index of propagation of the mode and then, the other properties of structure, a finite difference frequency domain (FDFD) solver is applied. The results revealed that the proposed method is a powerful tool for solving this optimization problem. The optimized PCF exhibits a dispersion of 0.22 ps nm-1 km-1 at 1.55 µm wavelength with a variance of ±0.4 ps nm-1 km-1 over the C communication band and a nearly zero dispersion slope. [ABSTRACT FROM AUTHOR]

The objective of this paper is the analytical presentation of the Alan Wolf's Algorithm with the derivation of the equations needed to implement BASGEN and fixed evolution time algorithms, used for the numerical calculation of the largest positive Lyapunov exponent of an unknown time series. An improvement of the above algorithm is proposed by introducing a new stability criterion to make the algorithm more robust and improve its reliability. [ABSTRACT FROM AUTHOR]

In this paper, we consider the problem of approximating a function by Bernstein-type polynomials that preserve the integral and non-negativity of the original function on the interval [0, 1], obtaining the Kantorovich-Bernstein polynomials, but providing a novel approach with advantages in numerical analysis. We then develop a Markov finite approximation method based on piecewise Bernstein-type polynomials for the computation of stationary densities of Markov operators, providing numerical results for piecewise constant and piecewise linear algorithms. [ABSTRACT FROM AUTHOR]

Multigrid methods have been proven to be an efficient approach in accelerating the convergence rate of numerical algorithms for solving partial differential equations. This paper investigates whether multigrid methods are helpful to accelerate the convergence rate of evolutionary algorithms for solving global optimization problems. A novel multigrid evolutionary algorithm is proposed and its convergence is proven. The algorithm is tested on a set of 13 well-known benchmark functions. Experiment results demonstrate that multigrid methods can accelerate the convergence rate of evolutionary algorithms and improve their performance. [ABSTRACT FROM AUTHOR]

The paper derives a multiplicative update equation for the convex Broyden family of quasi-Newton (QN) updates. The well-known multiplicative Broyden-fletcher-Goldfarb-Shanno (BFGS) update is a special case of this. Using a self-scaling parameter, the formula is extended to the SR1 update. It is shown that for each Broyden update, a pair of multiplicative update formulae can be defined (coincident in the case of Davidon-fletcher-Powell (DFP)). The multiplicative updates are used to define limited-memory QN algorithms, denoted the L-Broyden methods, of which L-BFGS is a special case. Numerical results show that the L-Broyden methods are competitive with extensions of the variable storage conjugate gradients limited memory QN method to other Broyden updates, but that L-BFGS with Shanno scaling remains the most efficient and reliable method in the L-Broyden family. [ABSTRACT FROM AUTHOR]

This paper discusses the application of the (surface) equivalence principle algorithm (EPA) in solving electromagnetic scattering by multiple metallic and dielectric objects of arbitrary shape. The EPA introduced earlier by Li, Chew and Jiang is generalized for an arbitrary number of metallic and dielectric scatterers and for an arbitrary surface integral equation formulation. The properties of the algorithm are investigated and discussed in detail. The major benefit of EPA is that it essentially improves the condition number of the system matrix. This is crucial when the matrix equation is solved iteratively, e.g. with Krylov subspace methods. The conditioning of the matrix equation due to EPA is found to be almost independent of the surface integral equation formulation. This is a significant difference compared to the traditional method of moments and fast multipole methods where the conditioning of the matrix depends strongly on the underlying surface integral equation formulation. Another result is that the original EPA can lead to a loss of accuracy if the equivalence surfaces are close to each other or close to the original targets. As a remedy for this problem a novel EPA, called tangential EPA (T-EPA), is developed. The developed algorithm is applied to solve electromagnetic scattering by a relative large number of (isolated) metallic and homogeneous dielectric objects and to efficiently model complex metamaterial structures. [ABSTRACT FROM AUTHOR]

This paper deals with hierarchical bases for the preconditioning of the Electric Field Integral Equation on arbitrary 3D meshes with triangular cells. The basis functions are constructed on subsequent groupings of the initial triangular cells, which give rise to a nested family of meshes with non-simplex cells. The previously published hierarchic set of basis functions acts as a preconditioner for dense meshes, but it may lose effectiveness when the domain of the most extended basis functions is comparable with the wavelength, thus limiting the application range of the method. The present work undertakes to overcome this limitation by introducing two tiers of basis functions, related to the hierarchic cell groupings. By suitably modifying the grouping algorithm a coarser level is obtained, on which non-hierarchic basis functions are defined. Hierarchy in the basis function defined on detail meshes is preserved instead. Numerical results show the effectiveness for structures with electrical sizes beyond the resonance region. [ABSTRACT FROM AUTHOR]

A numerical study of model-based methods for derivative-free optimization is presented. These methods typically include a geometry phase whose goal is to ensure the adequacy of the interpolation set. The paper studies the performance of an algorithm that dispenses with the geometry phase altogether (and therefore does not attempt to control the position of the interpolation set). Data are presented describing the evolution of the condition number of the interpolation matrix and the accuracy of the gradient estimate. The experiments are performed on smooth unconstrained optimization problems with dimensions ranging between 2 and 15. [ABSTRACT FROM AUTHOR]

This paper introduces new variance reduction techniques and computational improvements to Monte Carlo methods for pricing American-style options. For simulation algorithms that compute lower bounds of American option values, we apply martingale control variates and introduce the local policy enhancement, which adopts a local simulation to improve the exercise policy. For duality-based upper bound methods, specifically the primal-dual simulation algorithm, we have developed two improvements. One is sub-optimality checking, which saves unnecessary computation when it is sub-optimal to exercise the option along the sample path; the second is boundary distance grouping, which reduces computational time by skipping computation on selected sample paths based on the distance to the exercise boundary. Numerical results are given for single asset Bermudan options, moving window Asian options and Bermudan max options. In some examples the computational time is reduced by a factor of several hundred, while the confidence interval of the true option value is considerably tighter than before the improvements. [ABSTRACT FROM AUTHOR]

In this paper, we present a trust region algorithm with memory for equality constrained optimization problems. Different from the traditional trust region algorithms, our trust region model includes memory of the past iterations, which makes the algorithm more farsighted in the sense that its behavior is not completely dominated by the local nature of the objective function, but rather by a more global view. The global convergence is established by using a nonmonotone technique. We report numerical tests to examine the effectiveness of the algorithm. [ABSTRACT FROM AUTHOR]

This paper presents the numerical study to examine the characteristics of fluid flow and solute transport in a rough fracture subject to effective normal stresses. The aperture distribution is generated by using the self-affine fractal model. In order to represent a nonlinear relationship between the supported normal stress and the fracture aperture, we combine a simple mechanical model with the local flow model. The solute transport is simulated using the random walk particle following algorithm. Results of numerical simulations show that the flow is significantly affected by the geometry of aperture distribution varying with the effective normal stress level, while it is slightly affected by the fractal dimension that determines the degree of the fracture surface roughness. However, solute transport is influenced by the effective normal stress as well as the fracture surface roughness. [ABSTRACT FROM AUTHOR]

Motivated by a numerical example that shows that a feasible version of Mehrotra's original predictor-corrector algorithm might be inefficient in practice, Salahi et al. [M. Salahi, J. Peng and T. Terlaky, On Mehrotra-type predictor-corrector algorithms, to apper in SIAM J. Optim.] proposed a so-called safeguard-based variant of the algorithm that enjoys polynomial iteration complexity, although its practical efficiency is preserved. In this paper, we analyse the same Mehrotra's algorithm from a different perspective. We give a condition on the maximum step size in the predictor direction, the violation of which might imply a very small or zero step size in the corrector direction of the algorithm. This might explain the reason for occasional ill behaviour of the feasible version of Mehrotra's original algorithm. We propose to cut the maximum step size in the predictor direction if it is above a certain threshold. If this cut does not give a desirable step size, then we cut it for the second time that allows us to give a lower bound for the step size in the corrector direction. This enables us to prove an O(n5/2log (n/ε)) worst case iteration complexity bound for the new algorithm. By slightly modifying the Newton system in the corrector step, we reduce the iteration complexity to O (n3/2log (n/ε)). Finally, we report some illustrative computational results using the McIPM software package. [ABSTRACT FROM AUTHOR]

Conventional integration techniques employed in continuous numerical methods can only be applied to regular blocks such as tetrahedrons or cubes. Therefore using such methods to compute the volume and centroid of blocks restricts the application of discontinuous numerical methods to the analysis of blocky systems. Subdividing a block into sub-blocks may solve this problem, but an algorithm which can be applied to blocks of different shapes has not been introduced. A new procedure for computing the volume and centroid of an arbitrarily shaped block based on area calculation using two-dimensional simplex integration and formulations of three-dimensional simplex integration developed by Shi is introduced in this paper. The new algorithm is easy to program and can be used instead of the complicated and time-consuming mesh generation approach. The proposed algorithm was programmed using VC + + and is verified using an illustrative example. [ABSTRACT FROM AUTHOR]

Kolodko and Schoenmakers (2006) and Bender and Schoenmakers (2006) introduced a policy iteration that allows the achievement of a tight lower approximations of the price for early exercise options via a nested Monte Carlo simulation in a Markovian setting. In this paper we enhance the algorithm by a scenario selection method. It is demonstrated by numerical examples that the scenario selection can significantly reduce the number of inner simulations actually performed, and thus can greatly speed up the method (by up to a factor of 15 in some examples). Moreover, it is shown that the modified algorithm retains the desirable properties of the original, such as the monotone improvement property, termination after a finite number of iteration steps, and numerical stability. [ABSTRACT FROM AUTHOR]

This paper aims to propose operational algorithms to retrieve the total atmospheric water vapour content (W) using the Spinning Enhanced Visible and Infrared Imager (SEVIRI) on-board Meteosat 8. MODTRAN3.5 was used to obtain simulated data in the thermal infrared channels IR10.8 and IR12.0, in order to determine the numerical values of the coefficients of the algorithms. The algorithm proposed for land pixels takes into account the SEVIRI observation geometry and the radiometric temperatures obtained in the split-window channels at two different times during a day and requires a minimum difference of 10 K in terms of temperature between the two situations. Comprehensive error analyses gave rms errors lower than 0.5 g cm-2 when observations were taken between the nadir and 50°. The algorithm is validated with in situ values, i.e. radiosondes and W measurements with a CIMEL CE318 sun photometer, both obtained from a field campaign, with rms validation errors of 0.2 and 0.7 g cm-2, respectively. Additionally, six stations all over the SEVIRI field of view were selected to validate the algorithm from radiosondes data, providing an rms error of 0.4 g cm-2. Concerning sea pixels, the linear atmosphere-surface temperature relation is adapted to SEVIRI and takes into account the sea-surface temperature, the atmospheric effective temperature, and the radiometric temperature in the IR10.8 channel. The total error obtained from this methodology has a value between 0.8 and 1.1 g cm-2, and the validation is carried out using radiosonde data from four stations near the sea, providing rms errors lower than 0.6 g cm-2. [ABSTRACT FROM AUTHOR]

This paper presents an uncertainty analysis of a temperature measurement system. This has been carried out by analytical methods and verified by the algorithms based on interval arithmetic. A resistance temperature detector (RTD) based temperature measurement system is considered to illustrate the analysis. [ABSTRACT FROM AUTHOR]

Using Ripley's K-function in testing spatial randomness, Koen's estimated critical values deviated notably from Ripley's approximation formula; the former, however, came from an incorrect algorithm. This paper reports new estimates, which agree very well with Ripley's approximation and recommends that the approximation formula can be used instead of Monte-Carlo tests. [ABSTRACT FROM AUTHOR]

The Digital Elevation Model that has been derived from the February 2000 Shuttle Radar Topography Mission (SRTM) has been one of the most important publicly available new spatial data sets in recent years. However, the 'finished' grade version of the data (also referred to as Version 2) still contains data voids (some 836,000 km2) - and other anomalies - that prevent immediate use in many applications. These voids can be filled using a range of interpolation algorithms in conjunction with other sources of elevation data, but there is little guidance on the most appropriate void-filling method. This paper describes: (i) a method to fill voids using a variety of interpolators, (ii) a method to determine the most appropriate void-filling algorithms using a classification of the voids based on their size and a typology of their surrounding terrain; and (iii) the classification of the most appropriate algorithm for each of the 3,339,913 voids in the SRTM data. Based on a sample of 1304 artificial but realistic voids across six terrain types and eight void size classes, we found that the choice of void-filling algorithm is dependent on both the size and terrain type of the void. Contrary to some previous findings, the best methods can be generalised as: kriging or inverse distance weighting interpolation for small and medium size voids in relatively flat low-lying areas; spline interpolation for small and medium-sized voids in high-altitude and dissected terrain; triangular irregular network or inverse distance weighting interpolation for large voids in very flat areas, and an advanced spline method (ANUDEM) for large voids in other terrains. [ABSTRACT FROM AUTHOR]

This paper studies serial flow lines, in which each station consists of multiple identical reliable parallel machines. The parallel machines of different work stations are not necessarily identical, viz., station processing times are assumed to be exponentially distributed with non-identical mean service rates. Initially, a model consisting of two stations with multiple parallel machines and an intermediate buffer is solved analytically, by developing a recursive algorithm that generates the transition matrix for any value of the intermediate buffer capacity. This model is used as a decomposition block for solving larger lines. More specifically, the decomposition block is solved via exact Markovian analysis and then the decomposition equations and an algorithm that simultaneously solves them are derived in order to evaluate the performance measures of large production systems with multiple parallel-machine stations. Numerical results are provided for large production lines with up to 1000 workstations. These results are compared against simulation and the average percentage error is found to be very small. [ABSTRACT FROM AUTHOR]

This paper deals with the existence and necessary optimality conditions for an optimal control problem governed by a phase-field transition system. The one-point boundary (time variable) state condition is considered. A numerical algorithm of gradient type and numerical implementation are reported, too. [ABSTRACT FROM AUTHOR]

In this paper, a method based on the clonal selection algorithm (CLONALG) is presented to design a reconfigurable dual-beam linear antenna array with excitation distributions differing only in phase. The CLONALG is a relatively novel population-based evolutionary algorithm inspired by the clonal selection principle of the human immune system (IS). From the practical implementation viewpoints, the proposed method takes discrete phase shifters into account during synthesis. Numerical examples showing a good agreement between the desired pattern and the synthesized pattern by using CLONALG are given. [ABSTRACT FROM AUTHOR]

This paper presents a fast iterative solution based on the quadrature sampled pre-corrected fast fourier transform (QSPCFFT) algorithm used to accelerate a method of moment discretization of the mixed potential integral equation (MPIE) for the analysis of circuits printed in a layered medium. The QSPCFFT algorithm is applied to accelerate the computation of all far interactions, and has a complexity that scales as O (N log N) and memory that scales as O(N). The algorithm is efficiently applied to broad-band analysis of printed circuits since the far-field is not constrained by the wavelength, but is determined rather by the local discretization. [ABSTRACT FROM AUTHOR]

In this paper, N-player linear quadratic differential games that are sign-indefinite for infinite horizon weakly coupled large-scale systems are discussed. After establishing the asymptotic structure and local uniqueness of the solution for cross-coupled sign-indefinite algebraic Riccati equations (CSARE), a new algorithm for solving CSARE is provided. It is shown that the proposed algorithm attains linear convergence. Moreover, in order to reduce the computational workspace, the recursive algorithm is combined. Finally, a high-order approximation strategy based on the proposed iterative solutions is described. As a result, it was recently proved that the numerical strategy achieves a high-order approximation of the equilibrium value. As another important feature, when the small parameters are unknown, a parameter-independent strategy is developed. [ABSTRACT FROM AUTHOR]

The computation of the greatest common divisor (GCD) of several polynomials is a problem that emerges in many fields of applications. The GCD computation has a non-generic nature and thus its numerical computation is a hard problem. In this paper we examine the family of matrix pencil methods for GCD computation and investigate their performance as far as their complexity, error analysis and their effectiveness for evaluating approximate solutions. The relative merits of the various variants of such methods are examined for the different cases of sets of polynomials with varying number of elements and degree. The developed algorithms combine symbolical and numerical programming and this is what we define here as hybrid computations. The combination of numerical operations with symbolical programming can improve the nature of the methods and guarantees the stability of the algorithm. Furthermore, it emphasizes the significance of hybrid computations in complex problems such as the computation of GCD. All methods are tested thoroughly for several sets of polynomials and the results are presented in tables. [ABSTRACT FROM AUTHOR]

A novel approach to arbitrary array pattern synthesis utilizing weighted biorthogonal modes is presented in this paper. The algorithm, involving arrays with arbitrary geometry and incorporating mutual coupling effect, can accurately determine element excitations required to yield desired field pattern. The mutual orthogonality of modes is used to ensure the agreement between the desired and computed patterns. The effectiveness of the method is demonstrated with several numerical examples. [ABSTRACT FROM AUTHOR]

Consider the discrete dynamical system generated by a map F. It is said that it is globally periodic if there exists a natural number p such that Fp(x) = x for all x in the phase space. On the other hand, it is called completely integrable if it has as many functionally independent first integrals as the dimension of the phase space. In this paper, we relate both concepts. We also give a large list of globally periodic dynamical systems together with a complete set of their first integrals, emphasizing the ones coming from difference equations. [ABSTRACT FROM AUTHOR]

The aim of our paper is to provide a new class of five-phase anti-lock brake algorithms (that use wheel deceleration logic-based switching) and a simple mathematical background that explains their behavior. First, we completely characterize the conditions required for our algorithm to work. Next, we explain how to compute analytically an approximation of the Poincaré map of the system (without using numerical integration) and show how to calibrate the algorithm’s parameters to obtain the most efficient limit cycle. [ABSTRACT FROM AUTHOR]

In 1970 Kovarik proposed approximate orthogonalization algorithms. One of them (algorithm B) has quadratic convergence but requires at each iteration the inversion of a matrix of similar dimension to the initial one. An attempt to overcome this difficulty was made by replacing the inverse with a finite Neumann series expansion involving the original matrix and its adjoint. Unfortunately, this new algorithm loses the quadratic convergence and requires a large number of terms in the Neumann series which results in a dramatic increase in the computational effort per iteration. In this paper we propose a much simpler algorithm which, by using only the first two terms in a different series expansion, gives us the desired result with linear convergence. Systematic numerical experiments for collocation and Toeplitz matrices are also described. [ABSTRACT FROM AUTHOR]

A finite-difference scheme often employed for the valuation of options from the Black–Scholes equation is the Crank–Nicolson (CN) scheme. The CN scheme is second order in both time and asset. For a rapid valuation with a reasonable resolution of the option price curve, it requires extremely small steps in both time and asset. In this paper, we present high-accuracy finite-difference methods for the Black–Scholes equation in which we employ the fourth-order L-stable Simpson-type (LSIMP) time integration schemes developed earlier and the well-known Numerov method for discretization in the asset direction. The resulting schemes, called LSIMP–NUM, are fourth order in both time and asset. The LSIMP–NUM schemes obtained can provide a rapid, stable and accurate resolution of option prices, allowing for relatively large steps in both time and asset. We compare the computational efficiency of the LSIMP–NUM schemes with the CN and Douglas schemes by considering valuation of European options and American options via the linear complementarity approach. [ABSTRACT FROM AUTHOR]

In this paper, we present numerical results obtained from a robust, locally conformal 3-D Orthogonal Grid Finite Difference (OGFD) thermal algorithm introduced in Part I of out current investigation [Al-Rizzo et al., 2006] integrated with an Orthogonal Grid Finite-Difference Time Domain (OGFDTD) scheme [AI-Rizzo et al., 2000], which accurately models the volumetric electromagnetic (EM) power deposition pattern. A unified meshing scheme, which utilizes identical overlapping grids in Cartesian and cylindrical coordinates, is employed within the load zone in the OGFDTD and OGFD models. Local temperature profiles excited by the absorbed microwave energy were measured at seven locations within the sample as a function of heating time. In order to benchmark, or validate our model, an alternative analysis of the coupled EM and thermal simulations was performed using state-of-the-art, Finite Element Method-based Ansoft's High Frequency Structure Simulator (HFSS) and the coupled thermal/stress analysis tool ePHYSICS (http://www.ansoft.com). Additionally, we compare our numerical simulations against measured dynamic temperature profiles induced within a mineral ore sample maintained for exposure period of 28.5 minutes inside a cylindrical multimode heating furnace energized at 915 MHz with a microwave source power of 12.5 kW and accompanied with significant temperature elevation. A combination of convective and radiation thermal boundary conditions are considered at the interfaces between the cavity walls, air, and sample. There is a general agreement between simulated and measured spatial and temporal temperature profiles, which validates the proposed model. Results indicate that inevitable fluctuations in the frequency spectrum and output power of the magnetron, non-uniformity of sample packing, and heat released by uncontrolled exothermic chemical reactions have a significant effect on the comparisons between measured and computed temperature patterns. [ABSTRACT FROM AUTHOR]

The p -centre problem is to locate p facilities on a network so as to minimize the largest distance from a demand point to its nearest facility. The problem is NP-complete for an arbitrary network. In this paper, genetic algorithms (GAs) to solve this problem are developed via two different representations. The nodes are taken as weighted, and the demand points are assumed to coincide with the nodes. Computational results obtained from the proposed GAs for different network sizes and different values of p are presented and compared for two different representations. [ABSTRACT FROM AUTHOR]

In this paper, we report on a non-uniform mesh smart alternating group explicit (SMAGE) parallel algorithm for the solution of non-linear singular two-point boundary value (BV) problems. The proposed method requires three non-uniform grid points and is applicable to both singular and non-singular problems. We also discuss the Newton-SMAGE parallel algorithm for the non-linear difference equations. The error analysis of the method is discussed and numerical tests are performed to demonstrate the utility of the proposed SMAGE iterative methods. [ABSTRACT FROM AUTHOR]

This paper presents a three-dimensional (3-D) localization system for ultra-wideband (UWB) impulsive noise sources. The localization algorithm is in terms of time difference of arrival (TDOA). Firstly, a feasibility study of the 3-D localization scheme is carried out numerically. Then, the effectiveness and limitation of the scheme are revealed. Our proposal is validated by measurement in an open site. [ABSTRACT FROM AUTHOR]

This paper is devoted to numerical solutions for a class of jump-diffusions with regime switching. After briefly reviewing the notion of Jump-diffusions with regime switching, finite-difference procedures are constructed. Under simple conditions, it is proved that the algorithm converges to the desired limit by means or a martingale problem formulation. Numerical experiments are carried out to demonstrate the performance of the algorithm. [ABSTRACT FROM AUTHOR]

In this paper, an algorithm is introduced for feasibility problems associated with frequency-dependent, linear matrix inequalities - these problems correspond to H2 or H∞ robust performance tests for a given controller, in the face of feedback perturbations. To this effect, an auxiliary H2 cost-functional is introduced and a sequence of H2 problems with a single linear constraint is considered in which the H2 cost-functional is kept unchanged while the linear constraints are iteratively modified. It is shown that, in each step, the auxiliary optimal solution moves closer (in the sense of a weighted quadratic norm) to the target feasible set. Conditions are also established under which the sequence of solutions to the auxiliary problems yields a solution to the original feasibility problem. The method is illustrated by a numerical example corresponding to a H∞ robust performance test for a multivariable system. [ABSTRACT FROM AUTHOR]

In this paper, we propose two new filtering algorithms which are a combination of user-based and item-based collaborative filtering schemes. The first one, Hybrid-Ib, identifies a reasonably large neighbourhood of similar users and then uses this subset to derive the item-based recommendation model. The second algorithm, Hybrid-CF, starts by locating items similar to the one for which we want a prediction, and then, based on that neighbourhood, it generates its user-based predictions. We start by describing the execution steps of the algorithms and proceed with extended experiments. We conclude that our algorithms are directly comparable to existing filtering approaches, with Hybrid-CF producing favorable or, in the worst case, similar results in all selected evaluation metrics. † E-mail: kmarg@uom.gr [ABSTRACT FROM AUTHOR]

In this paper, an innovative displacement-based adaptive pushover procedure, whereby a set of laterally applied displacements, rather than forces, is monotonically applied to the structure, is presented. The integrity of the analysis algorithm is verified through an extensive comparative study involving static and dynamic nonlinear analysis of 12 reinforced concrete buildings subjected to four diverse acceleration records. It is shown that the new approach manages to provide much improved response predictions, throughout the entire deformation range, in comparison to those obtained by force-based methods. In addition, the proposed algorithm proved to be numerically stable, even in the highly inelastic region, whereas the additional modelling and computational effort, with respect to conventional pushover procedures, is negligible. This novel adaptive pushover method is therefore shown to constitute an appealing displacement-based tool for structural assessment, fully in line with the recently introduced deformation- and performance-oriented trends in the field of earthquake engineering. [ABSTRACT FROM AUTHOR]

In the paper, a new trust region algorithm is given for nonlinear inequality constrained optimization problems. Motivated by a dual problem introduced by Han and Mangasarian [Han, S. P., Mangasarian, O. L. (1983). A dual differentiable exact penalty function. Math. Programming 25:293-306], which is a nonnegatively constrained maximization problem, we construct a trust region algorithm for solving the dual problem. At each iteration, we only need to minimize a quadratic subproblem with simple bound constraints. Under the condition that the iterate sequence generated by the algorithm is contained in some bounded closed set, any accumulation point of the sequence is a Karush- Kuhn-Tucker point of the original problem. [ABSTRACT FROM AUTHOR]

This paper presents a review of recent advancements in computational methodology for aeroacoustics problems. High-order finite difference methods for computation of linear and nonlinear acoustic waves are the primary focus of the review. Schemes for numerical simulation of linear waves include explicit optimized and DRP finite-difference operators, compact schemes, wavenumber extended upwind schemes and leapfrog-like algorithms. Both spatial approximations and time-integration techniques, which include low-dissipation low-dispersion Adams-Bashforth and Runge-Kutta (RK) methods, are examined. Wave propagation properties are analysed in the wavenumber and frequency space. Different approaches to eliminate short-wave spurious numerical waves are also reviewed. Methods for simulating nonlinear acoustic phenomena include essentially non-oscillatory (ENO) schemes, numerical adaptive filtering for high-order explicit and compact finite-difference operators, MacCormack and adaptive compact nonlinear algorithms. A literature survey of other CAA methods is provided in the introductory part. [ABSTRACT FROM AUTHOR]

This paper addresses a method of nonlinear controller construction based on a model with a state-dependent representation for a nonlinear system. In this method, the controller construction and generation of manipulated values are separated. A nonlinear system and its controller are firstly expressed by the coefficients of the state-dependent representation without any approximation. At the stage of controller implementation for the nonlinear system, the manipulated values are calculated by means of an algorithm off the numerical analysis. The properties of the proposed method are analysed. With the analytical considerations and simulation studies, the proposed method is compared with several nonlinear control methods, such as exact linearization method and the linear approximation method, and its merits are verified. [ABSTRACT FROM AUTHOR]

In this paper, a Galerkin-based method is applied to a single machine infinite busbar (SMIB) power system. The method computes the separatrix cycle and the exact values for the input mechanical power at which a limit cycle bifurcates from the separatrix cycle. The first part of the algorithm approximates the limit cycle by a truncated Fourier series which employs N harmonics, where N is a user-specified. The second part of the algorithm finds the exact value of the input mechanical power by utilizing the fact that the separatrix cycle must approach the saddle point. The algorithm is applied to simple example with N = 3. Data is given which relates the damping coefficient to the input mechanical power. [ABSTRACT FROM AUTHOR]

The paper describes a domain decomposition strategy which allows high efficiency parallel simulations of turbomachinery flows. The implicit ADI parallel solver is based on the scalar approximate factorisation. The Navier-Stokes (NS) and turbulence model equations are discretised by centred finite differences. The results prove that the parallel calculations with domain decomposition, in which each sub-domain explicitly communicates with the adjacent ones at the end of each implicit iteration, may suffer from a considerable deterioration of the convergence rate. A simple sub-iterative domain recoupling strategy allows recovering the convergence rate of a single processor computation. The strategy is carefully analysed and optimised in terms of inter-processor data communication rate and algorithm memory requirements. The span-wise domain decomposition is particularly suited for turbomachinery flows and is applied to a radial impeller and to an axial turbine stator and stage to prove the validity and the accuracy of the proposed approach. The results indicate that the parallel recoupled algorithm usually reach efficiencies of 0.8, with peaks over 0.9 with up to 16 processors, thereby allowing a considerable speed-up of design and verification calculations. [ABSTRACT FROM AUTHOR]

This paper deals with an analytical and computation strategy, based on the adjoint variable approach and boundary integral equation (BIE) formulations, for evaluating void or crack shape sensitivities of objective functionals. Boundary-only expressions for such sensitivities are sought in the context of linear elastodynamics. An evolutionary hybrid algorithm with the gradient mutation is employed for the identification of material defects. Numerical tests of sensitivity expressions and identification of an internal crack and void are presented. [ABSTRACT FROM AUTHOR]

Large linear systems arising in CFD problems are often solved using iterative methods which typically combine an accelerator such as GMRES and a preconditioner. This paper presents results using several preconditioning techniques, which are not standard in CFD. Numerical tests are carried out for solving three-dimensional incompressible, compressible and magnetohydrodynamic (MHD) problems. A selection of numerical results is presented showing in particular that the flexible GMRES algorithm preconditioned with ILUT factorization provides a fairly robust iterative solver. [ABSTRACT FROM AUTHOR]

Manufacturing-related have traditionally made independence assumptions on associated stochastic processes in order to achieve tractability of analytical models and simplify Monte Carlo models. This paper aims to alert users to potential deleterious implications stemming from unfounded independence assumptions in traditional stochastic models of manufacturing systems. Specifically, it demonstrates the dramatic impact that appreciable autocorrelations can have on manufacturing performance measures through a preliminary study of prediction errors incurred in ignoring dependence. To this end, the study compared performance measures of common manufacturing models with renewal components to their autocorrelated counterparts, drawn From the TES (Transform-Expand-sample) class. TES models constitute a versatile class of stochastic processes, designed to capture empirical distributions and autocorrelation. simultaneously, and as such, are suitable for both Monte Carlo simulation and analytical modeling of autocorrelated time series. A brief overview of simple TES processes and their generation algorithms is also included. [ABSTRACT FROM AUTHOR]

The idea of the index of a differential algebraic equation (DAE) (or implicit differential equation) has played a fundamental role in both the analysis of DAEs and the development of numerical algorithms for DAEs. DAEs frequently arise as partial discretizations of partial differential equations (PDEs). In order to relate properties of the PDE to those of the resulting DAE it is necessary to have a concept of the index of a possibly constrained PDE. Using the finite dimensional theory as motivation, this paper will examine what one appropriate analogue is for infinite dimensional systems. A general definition approach will be given motivated by the desire to consider numerical methods. Specific examples illustrating several kinds of behavior will be considered in some detail. It is seen that our definition differs from purely algebraic definitions. Numerical solutions, and simulation difficulties, can be misinterpreted if this index information is missing. [ABSTRACT FROM AUTHOR]

In this paper new stability theorems for Yee's Finite Difference Time-Domain (FDTD) formulation are derived based on the energy method. A numerical energy expression is proposed. This numerical energy is dependent on the FDTD model's E and H field components. It is shown that if the numerical energy is bounded, then all the field components will also be bounded as the simulation proceeds. The theorems in this paper are inspired by similar results in nonlinear dynamical system. The new theorems are used to prove the stability of a FDTD model containing non-homogeneous dielectrics, perfect electric conductor (PEC) boundary, nonlinear dielectric and also linear/nonlinear lumped elements. The theorems are intended to complement the well-known Courant-Friedrich-Lewy (CFL) Criterion. Finally it is shown how the theorems can be used as a test, to determine if the formulation of new lumped element in FDTD is proper or not. A proper formulation will preserve the dynamical stability of the FDTD model. The finding reported in this paper will have implications in the manner stability analysis of FDTD algorithm is carried out in the future. [ABSTRACT FROM AUTHOR]