Applied Mathematics Commons^™

Continuity Of Metric Projection, Pólya Algorithm, Strict Best Approximation, And Tubularity Of Convex Sets, Robert Huotari, Wu Li

Mathematics & Statistics Faculty Publications

The notion of tubularity of a convex subset, K, of l∞ (n) was originally introduced to study the convergence of the Pólya algorithm. It is shown in the present paper that this geometric condition provides a characterization of thosed closed convex sets onto which the set-valued metric projection is continuous. In the development of this result, Rice′s strict best approximation is characterized in three new ways, and is shown, assuming tubularity of K, to be a continuous selection. The class of sets on which the Pólya algorithm is known to converge is enlarged to include …

Time-Discretization Of Hamiltonian Dynamical Systems, Yosi Shibberu

Mathematical Sciences Technical Reports (MSTR)

Difference equations for Hamiltonian systems are derived from a discrete variational principle. The difference equations completely determine piecewise-linear, continuous trajectories which exactly conserve the Hamiltonian function at the midpoints of each linear segment. A generating function exists for transformations between the vertices of the trajectories. Existence and uniqueness results are present as well as simulation results for a simple pendulum and an inverse square law system.

Electrostatic Positioning Of Droplets In Turbulent Flows (Lstm 375/Te/93), Nihad E. Daidzic, Adrian Melling

Aviation Department Publications

Report LSTM 375/TE/93, Lehrstuhl fuer Stroemungsmechanik Universitaet Erlangen-Nuernberg Cauerstr. 4, 8520 Erlangen Germany.

Optimal Control And Differential Games With Measures, E. N. Barron, R. Jensen, J. L. Menaldi

Mathematics Faculty Research Publications

We consider control problems with trajectories which involve ordinary measureable control functions and controls which are measures. The payoff involves a running cost in time and a running cost against the control measures. In the optimal control problem we are trying to minimize this payoff with both controls. In the differential game problem we are trying to minimize the cost with the ordinary controls assuming that the measure controls are chosen to maximize the cost. We will characterize the value functions in both cases using viscosity solution theory by deriving the Bellman and Isaacs equations.

Construction Of Process Control Charts Using Asymmetric Data, Bruce Sivwright

Theses : Honours

As part of my undergraduate degree I studied various areas in quality control. Included in these areas of study was the concept of control charts, which are becoming increasingly more important in industry for effective manufacturing processes. The general form for constructing a control chart assumes that the outcomes of the process conform to a normal distribution. Data gathered at an industrial site in Western Australia illustrates that this is not always the case. The distribution of the data collected for a specific manufacturing process was found to be significantly different from the normal distribution, in that it was right …

Some Stability Problems In Droplet Formation And Breakup (Report Lstm 351/T/92)., Nihad E. Daidzic

Aviation Department Publications

In this study the instability of droplets and cylindrical jets is investigated. The understanding of these processes has both academic and practical value. Instability of cylindrical jets is theoretically investigated for infinitesimal and finite, but small initial amplitudes (linear and nonlinear stability). For droplets, only linear theory is presented. It is assumed that the capillary force play a dominant role. It is determined that the viscosity exerts a damping effect. In the first section we give an introduction, after which the linear stability theory of cylindrical liquid jets is presented. In the third section the nonlinear jet stability theory is …

Hierarchical Flux-Based Thermal-Structural Finite Element Analysis Method, Sandra P. Polesky

Mechanical & Aerospace Engineering Theses & Dissertations

A hierarchical flux-based finite element method is developed for both one- and two-dimensional thermal-structural analyses. Derivation of the finite element equations is presented. The resulting finite element matrices associated with the flux-based formulation are evaluated in closed-form. The hierarchical finite elements include additional degrees of freedom in the approximation of the element variable distributions by the use of nodeless variables. The nodeless variables offer increased solution accuracy without the need for defining actual nodes and rediscretizing the finite element model. Thermal and structural responses obtained using the hierarchical flux-based method are compared with results obtained from a conventional linear finite …

Singular Ergodic Control For Multidimensional Gaussian Processes, J. L. Menaldi, M. Robin, M. I. Taksar

Mathematics Faculty Research Publications

A multidimensional Wiener process is controlled by an additive process of bounded variation. A convex nonnegative function measures the cost associated with the position of the state process, and the cost of controlling is proportional to the displacement induced. We minimize a limiting time-average expected (ergodic) criterion. Under reasonable assumptions, we prove that the optimal discounted cost converges to the optimal ergodic cost. Moreover, under some additional conditions there exists a convex Lipschitz continuous function solution to the corresponding Hamilton-Jacobi-Bellman equation which provides an optimal stationary feedback control.

A Mathematical Model And Simulation Of Natural Circulation Loop Thermalhydraulics, Nihad E. Daidzic

Aviation Department Publications

In this work, a simple, nonlinear, seventh-order mathematical model with lumped parameter analysis of the thermalhydraulic processes in a natural circulation steam boiler loop is presented. Digital simulation has been performed in order to predict open loop transients in severe accidental situations. Parts of the circulation loop such as the steam drum, downcomer, and riser were modelled separately on the basis of the integral balance equations. The two-phase flow in the steam drum and in the riser was modelled with the aid of a homogeneous-equilibrium, two-phase flow model. Special care was taken to ensure the stability of the numerical scheme, …

Computation Of Planar Store Trajectories Using An Adaptive Grid Procedure, William D. Hack

Theses and Dissertations

The objective of this research was to compare a quasi-analytical, potential flow/three-degree-of-freedom model to an implicit-Euler algorithm for the calculation of store trajectories. The implicity algorithm uses a cell- centered, finite-volume, spatial discretization applied to the Euler equations, written in time-dependent, curvilinear-coordinates. A flux-differencing Roe scheme is employed to find the split-fluxes and the Steger/Warming flux-vector method is used to calculate the flux-Jacobians. The potential flow and implicit- Euler algorithm are combined with a three-degree-of-freedom algorithm to evaluate the planar, freefall trajectories of a simple store shape. The research uses two different grid-modification techniques in the implicit algorithm evaluation. Data …

Miscellaneous Publication 17/91 - Mudas - Model Of An Uncertain Dryland Agricultural System: A Description, R. S. Kingwell, A. D. Bathgate

Farm Systems and Economics research reports

In the early 1980s, the Department of Agriculture developed a mixed integer whole-farm mathematical programming model of the dryland farming system in the eastern wheatbelt of Western Australia (Morrison et al. 1986). The model named MIDAS (Model of an Integrated Dryland Agricultural System) was constructed, tested and scrutinised by a multi-disciplinary team of researchers, advisers, farm management consultants and farmers (Kingwell 1987a). The model described in some detail the biology and finances of the dryland farming system in an average season and calculated profit-maximising farm plans.

MIDAS remains an often used tool in research and extension, being applied to many …

Mapping Efficient Numerical Methods To The Solution Of Multiple Objective Linear Programs, Michael A. Shields

Theses and Dissertations

This investigation was initiated to increase the speed, accuracy and capacity of m-simplex algorithms for solving multiple objective linear programming problems. Specifically, improvements were sought through the application of general numerical techniques. It soon became apparent that the m- simplex algorithm, like the simplex algorithm, is heavily dependent upon the technology of solving related systems of linear equations. The numerical arguments for the application of LU triangular matrix factorization techniques to simplex computations are well known. OF special significance to m-simplex performance is the case of rank-k updates to basis factorizations. A stable and efficient LU approach to the rank-k …

A Duality Approach To Best Uniform Convex Approximation, S. E. Weinstein, Yuesheng Xu

Mathematics & Statistics Faculty Publications

Let C[a, b] be the space of continuous functions on [a, b] endowed with the uniform norm llƒll _∞ = sup{ Iƒ(x)1 :x∈ [a, b]}. Let K be the set of convex functions defined on [a, b]. A function g* ∈ K is said to be a best uniform convex approximation to ƒ ∈ C[a, b] if ∥ƒ - g*∥ _∞ = inf { ∥ƒ - g∥_∞ : g ∈ K}.

Grid Generation And Flow Computation About A Martian Entry Vehicle, John Edward Stewart

Mechanical & Aerospace Engineering Theses & Dissertations

A number of vehicles are currently being proposed for a manned mission to Mars. One of these vehicles has a modified blunt-nosed cone configuration. Experimental results have been obtained for this vehicle in 1968. These results show lift-over-drag ratios comparable to those needed for Mars entry. Computations are performed here to verify the earlier results and to further describe the flight characteristics of this vehicle.

An analytical method is used to define the surface of this vehicle. A single-block volume grid is generated around the vehicle using an algebraic Two-Boundary Grid Generation algorithm (TBGG) and transfinite interpolation. Euler solutions are …

Numerical Investigation Of A Non-Newtonian Material Through A Sudden Pipe Expansion, V. G. Masanja

Tanzania Journal of Engineering and Technology (TJET)

A numerical method for solving two dimensional elliptic boundary-value problems of fourth order is used for finding stationary solutions of the equations of motion for a laminar flow through a sudden pipe expansion of an incompressible non-Newtonian fluid with a constitutive equation of the Reiner-Rivlin (R-R) type. Results for the Newtonian fluid, which is a special case, are in excellent agreement with those by previous investigators and they demonstrate the reliability, superiority and accuracy of the method. Results for the non-Newtonian cases could be of value for fixing ideas about visco-elastic behaviour although the R-R fluid allows only inelasticity: this …

On The Optimal Reward Function Of The Continuous Time Multiarmed Bandit Problem, José Luis Menaldi, Maurice Robin

Mathematics Faculty Research Publications

The optimal reward function associated with the so-called "multiarmed bandit problem" for general Markov-Feller processes is considered. It is shown that this optimal reward function has a simple expression (product form) in terms of individual stopping problems, without any smoothness properties of the optimal reward function neither for the global problem nor for the individual stopping problems. Some results relative to a related problem with switching cost are obtained.

Remarks On Estimates For The Green Function, Jose Luis Menaldi

Mathematics Faculty Research Publications

No abstract provided.

Best Quasi-Convex Uniform Approximation, S. E. Weinstein, Yuesheng Xu

Mathematics & Statistics Faculty Publications

No abstract provided.

Some Estimates For Finite Difference Approximations, José-Luis Menaldi

Mathematics Faculty Research Publications

Some estimates for the approximation of optimal stochastic control problems by discrete time problems are obtained. In particular an estimate for the solutions of the continuous time versus the discrete time Hamilton-Jacobi-Bellman equations is given. The technique used is more analytic than probabilistic.

On Asymptotic Behavior Of Stopping Time Problems, Jose Luis Menaldi, Maurice Robin

Mathematics Faculty Research Publications

No abstract provided.

On The Numerical Approximations Of An Optimal Correction Problem, M. C. Bancora-Imbert, P. L. Chow, J. L. Menaldi

Mathematics Faculty Research Publications

The numerical solution of an optimal correction problem for a damped random linear oscillator is studied. A numerical algorithm for the discretized system of the associated dynamic programming equation is given. To initiate the computation, we adopt a numerical scheme derived from the deterministic version of the problem. Next, a correction-type algorithm based on a discrete maximum principle is introduced to ensure the convergence of the iteration procedure.

Finite Element Thermal-Structural Analysis Of Cable-Stiffened Space Structures, Ajay Kumar Pandey

Mechanical & Aerospace Engineering Theses & Dissertations

Finite element thermal-structural analyses of cable-stiffened space structures are presented. A computational scheme for calculation of prestresses in the cable-stiffened structures is also described. The determination of thermal loads on orbiting space structures due to environmental heating is described briefly. Three finite element structural analysis techniques are presented for the analysis of prestressed structures. Linear, stress stiffening and large displacement analysis techniques are investigated.

The three techniques are employed for structural analysis of prestressed cable structures at different prestress levels. The three analyses produce similar results at small prestress. but at higher prestress differences between the results become significant. For …

Optimal Stochastic Scheduling Of Power Generation Systems With Scheduling Delays And Large Cost Differentials, G. L. Blankenship, J.-L. Menaldi

Mathematics Faculty Research Publications

The optimal scheduling or unit commitment of power generation systems to meet a random demand involves the solution of a class of dynamic programming inequalities for the optimal cost and control law. We study the behavior of this optimality system in terms of two parameters: (i) a scheduling delay, e.g., the startup time of a generation unit; and (ii) the relative magnitudes of the costs (operating or starting) of different units. In the first case we show that under reasonable assumptions the optimality system has a solution for all values of the delay, and, as the delay approaches zero, that …

An Interval Newton Method, E R. Hansen, R I. Greenberg

Computer Science: Faculty Publications and Other Works

We introduce an interval Newton method for bounding solutions of systems of nonlinear equations. It entails three subalgorithms. The first is a Gauss-Seidel-type step. The second is a real (noninterval) Newton iteration. The third solves the linearized equations by elimination. We explain why each subalgorithm is desirable and how they fit together to provide solutions in as little as one-third or one-quarter the time required by Krawczyk's method [7] in our implementations.

An Interval Arithmetic Newton Method For Solving Systems Of Nonlinear Equations, Ronald I. Greenberg, Eldon R. Hansen

Computer Science: Faculty Publications and Other Works

We introduce an interval Newton method for bounding solutions of systems of nonlinear equations. It entails three sub-algorithms. The first is a Gauss-Seidel type step. The second is a real (non-interval) Newton iteration. The third solves the linearized equations by elimination. We explain why each sub-algorithm is desirable and how they fit together to provide solutions in as little as 1/3 to 1/4 the time required by a commonly used method due to Krawczyk.

Optimal Control Of Stochastic Integrals And Hamilton-Jacobi-Bellman Equations, Ii, Pierre-Louis Lions, José-Luis Menaldi

Mathematics Faculty Research Publications

We consider the solution of a stochastic integral control problem, and we study its regularity. In particular, we characterize the optimal cost as the maximum solution of ∀v ∈ V, A(v)u ≤ ƒ(v) in D'(Ο), u = 0 on ∂Ο, u ∈ W^1,∞(Ο),

where A(v) is a uniformly elliptic second order operator and V is the set of the values of the control.

Optimal Control Of Stochastic Integrals And Hamilton-Jacobi-Bellman Equations, I, Pierre-Louis Lions, José-Luis Menaldi

Mathematics Faculty Research Publications

We consider the solution of a stochastic integral control problem and we study its regularity. In particular, we characterize the optimal cost as the maximum solution of ∀v ∈ V, A(v)u ≤ ƒ(v) in D'(Ο), u = 0 on ∂Ο, u ∈ W^1,∞(Ο),

where A(v) is a uniformly elliptic second order operator and V is the set of the values of the control.

On The Optimal Stopping Time Problem For Degenerate Diffusions, J. L. Menaldi

Mathematics Faculty Research Publications

In this paper we give a characterization of the optimal cost of a stopping time problem as the maximum solution of a variational inequality without coercivity. Some properties of continuity for the optimal cost are also given.

On The Optimal Impulse Control Problem For Degenerate Diffusions, J. L. Menaldi

Mathematics Faculty Research Publications

In this paper, we give a characterization of the optimal cost of an impulse control problem as the maximum solution of a quasi-variational inequality without assuming nondegeneracy. An estimate of the velocity of uniform convergence of the sequence of stopping time problems associated with the impulse control problem is given.

A Numerical Method For The Solution Of The Schrödinger Equation By A Trial Wavefunction Improvement Formula, Chun-Sheng Ko

Masters Theses

A numerical method and corresponding computer algorithm for solving the one-dimensional radial Schrödinger equation to any desired accuracy is developed. The method uses a finite difference scheme in which an initial trial wavefunction is digitalized over a lattice covering the region of integration. The values of a rough solution are then altered at each lattice point by a simple improvement formula decreasing the value of the variational energy until the desired minimum is reached. The accuracy of these solutions depends only on the grid size. This method is characterized and tested with a harmonic oscillator potential. Practical evaluations and applications …