Analysis of the influence of Spectral Elements for elastic wave propagation on the CFL-Condition

For the simulation of the interaction of elastic waves in CFRP plates with inhomogeneities and defects the spectral finite element method (SEM) is under investigation. The SEM uses high-order shape functions which are composed of Lagrange polynomials with nodes at the Gauss-Lobatto quadrature (GLq) points. In this way we obtain a diagonal mass matrix which makes an explicit time scheme more efficient. The goal of this work is to investigate the effect of SEM on the CFL-Condition. (© 2013 Wiley-VCH Verlag GmbH & Co. KGaA, Weinheim)     

Simulation of Lamb wave interaction with defects in laminated plates by SEM

For the simulation of the interaction of elastic waves in CFRP Plates with inhomogeneities and defects the spectral finite element method (SEM) is under investigation. The SEM uses high-order shape functions which are composed of Lagrange polynomials with nodes at the Gauss-Lobatto quadrature (GLq) points. In this way we obtain a diagonal mass matrix which makes an explicit time scheme more efficient. In a numerical example based on the first order shear deformation theory (FSDT) a computation by FEAP of an interaction with an inhomogeneity is presented. (© 2012 Wiley-VCH Verlag GmbH & Co. KGaA, Weinheim)     

A parametric lifetime model for a multicomponents system with spatial interactions

In this paper, we consider a system made of n components displayed on a structure (eg, a steel plate). We define a parametric model for the hazard function, which includes covariates and spatial interaction between components. The state (nonfailed or failed) of each component is observed at some inspection times. From these data, we consider the problem of model parameter estimation. To achieve this, we suggest to use the SEM algorithm based on a pseudo‐likelihood function. A definition for the time‐to‐failure of the system is given, generalizing the classical cases. A study based on numerical simulations is provided to illustrate the proposed approach.     

SEM Modeling with Singular Moment Matrices Part I: ML-Estimation of Time Series

A structural equation model (SEM) with deterministic intercepts is introduced. The Gaussian likelihood function does not contain determinants of sample moment matrices and is thus well-defined for only one statistical unit. The SEM is applied to the dynamic state space model and compared with the Kalman filter (KF) approach. The likelihood of both methods are shown to be equivalent, but for long time series numerical problems occur in the SEM approach, which are traced to the inversion of the latent state covariance matrix. Both approaches are compared on several aspects. The SEM approach is now open for idiographic (N = 1) analysis and estimation of panel data with correlated units.     

Dispersion analysis of triangle-based spectral element methods for elastic wave propagation

We study the numerical dispersion/dissipation of Triangle-based Spectral Element Methods (TSEM) of order N????1 when coupled with the Leap-Frog (LF) finite difference scheme to simulate the elastic wave propagation over a structured triangulation of the 2D physical domain. The analysis relies on the discrete eigenvalue problem resulting from the approximation of the dispersion relation. First, we present semi-discrete dispersion graphs by varying the approximation polynomial degree and the number of discrete points per wavelength. The fully-discrete ones are then obtained by varying also the time step. Numerical results for the TSEM, resp. TSEM-LF, are compared with those of the classical Quadrangle-based Spectral Element Method (QSEM), resp. QSEM-LF.     

A coupled finite and boundary spectral element method for linear water-wave propagation problems

A coupled boundary spectral element method (BSEM) and spectral element method (SEM) formulation for the propagation of small-amplitude water waves over variable bathymetries is presented in this work. The wave model is based on the mild-slope equation (MSE), which provides a good approximation of the propagation of water waves over irregular bottom surfaces with slopes up to 1:3. In unbounded domains or infinite regions, space can be divided into two different areas: a central region of interest, where an irregular bathymetry is included, and an exterior infinite region with straight and parallel bathymetric lines. The SEM allows us to model the central region, where any variation of the bathymetry can be considered, while the exterior infinite region is modelled by the BSEM which, combined with the fundamental solution presented by Cerrato et al. [A. Cerrato, J. A. González, L. Rodríguez-Tembleque, Boundary element formulation of the mild-slope equation for harmonic water waves propagating over unidirectional variable bathymetries, Eng. Anal. Boundary Elem. 62 (2016) 22–34.] can include bathymetries with straight and parallel contour lines. This coupled model combines important advantages of both methods; it benefits from the flexibility of the SEM for the interior region and, at the same time, includes the fulfilment of the Sommerfeld’s radiation condition for the exterior problem, that is provided by the BSEM. The solution approximation inside the elements is constructed by high order Legendre polynomials associated with Legendre–Gauss–Lobatto quadrature points, providing a spectral convergence for both methods. The proposed formulation has been validated in three different benchmark cases with different shapes of the bottom surface. The solutions exhibit the typical p-convergence of spectral methods.     

On Lagrangian submanifolds in complex hyperquadrics and isoparametric hypersurfaces in spheres

The n-dimensional complex hyperquadric is a compact complex algebraic hypersurface defined by the quadratic equation in the (n+1)-dimensional complex projective space, which is isometric to the real Grassmann manifold of oriented 2-planes and is a compact Hermitian symmetric space of rank 2. In this paper, we study geometry of compact Lagrangian submanifolds in complex hyperquadrics from the viewpoint of the theory of isoparametric hypersurfaces in spheres. From this viewpoint we provide a classification theorem of compact homogeneous Lagrangian submanifolds in complex hyperquadrics by using the moment map technique. Moreover we determine the Hamiltonian stability of compact minimal Lagrangian submanifolds embedded in complex hyperquadrics which are obtained as Gauss images of isoparametric hypersurfaces in spheres with g(=  1, 2, 3) distinct principal curvatures. Dedicated to Professor Hajime Urakawa on his sixtieth birthday. H. Ma was partially supported by NSFC grant No. 10501028, SRF for ROCS, SEM and NKBRPC No. 2006CB805905. Y. Ohnita was partially supported by JSPS Grant-in-Aid for Scientific Research (A) No. 17204006.     

Polynomial reduction of time-space scheduling to time scheduling

We study the University Course Timetabling Problem (UCTP). In particular we deal with the following question: is it possible to decompose UCTP into two problems, namely, (i) a time scheduling, and (ii) a space scheduling. We have arguments that it is not possible. Therefore we study UCTP with the assumption that each room belongs to exactly one type of room. A type of room is a set of rooms, which have similar properties. We prove that in this case UCTP is polynomially reducible to time scheduling. Hence we solve UCTP with the following method: at first we solve time scheduling and subsequently we solve space scheduling with a polynomial O(n³) algorithm. In this way we obtain a radical (exponential) speed-up of algorithms for UCTP. The method was applied at P.J. Šafárik University.     

SEM modeling with singular moment matrices Part III: GLS estimation

We discuss generalized least squares (GLS) and maximum likelihood (ML) estimation for structural equations models (SEM), when the sample moment matrices are possibly singular. This occurs in several instances, for example, for panel data when there are more panel waves than independent replications or for time series data where the number of time points is large, but only one unit is observed. In previous articles, it was shown that ML estimation of the SEM is possible by using a correct Gaussian likelihood function. In this article, the usual GLS fit function is modified so that it is also defined for singular sample moment matrices S. In large samples, GLS and ML estimation perform similarly, and the modified GLS approach is a good alternative when S becomes nearly singular. Both GLS approaches do not work for N = 1, since here S = 0 and the modified GLS approach yields biased estimates. In conclusion, ML estimation (and pseudo ML under misspecification) is recommended for all sample sizes including N = 1.     

A Unified Convergence Theorem

We prove a unified convergence theorem, which presents, in four equivalent forms, the famous Antosik-Mikusinski theorems. In particular, we show that Swartz‘ three uniform convergence principles are all equivalent to the Antosik-Mikusinski theorems.     

Second order modified method of characteristics mixed defect-correction finite element method for time dependent Navier–Stokes problems

In this paper, a second order modified method of characteristics defect-correction (SOMMOCDC) mixed finite element method for the time dependent Navier–Stokes problems is presented. In this method, the hyperbolic part (the temporal and advection term) are treated by a second order characteristics tracking scheme, and the non-linear term is linearized at the same time. Then, we solve the equations with an added artificial viscosity term and correct this solution by using the defect-correction technique. The error analysis shows that this method has a good convergence property. In order to show the efficiency of the SOMMOCDC mixed finite element method, we first present some numerical results of an analytical solution problem, which agrees very well with our theoretical results. Then, we give some numerical results of lid-driven cavity flow with the Reynolds number Re = 5,000, 7,500 and 10,000. From these numerical results, we can see that the schemes can result in good accuracy, which shows that this method is highly efficient.     

Parabolic Littlewood-Paley g-function with rough kernel

In this note, we give the L^p （1 〈 p 〈∞） boundedness of the parabolic Littlewood Paley g-function with rough kernel.     

Inventory models with ramp type demand rate,time dependent deterioration rate,unit production cost and shortages

Manna and Chaudhuri (Eur. J. Oper. Res. 171(2):557–566, 2006) presented a production-inventory system for deteriorating items with demand rate being a linearly ramp type function of time and production rate being proportional to the demand rate. The two models without shortages and with shortages were discussed. Both models were studied assuming that the time point at which the demand is stabilized occurs before the production stopping time. In this paper, we complete this model by considering that: (a) for the model with no shortages; the demand rate is stabilized after the production stopping time and (b) for the model with shortages; the demand rate is stabilized after the production stopping time or after the time when the inventory level reaches zero or after the production restarting time. In addition, we extend the work of Manna and Chaudhuri (Eur. J. Oper. Res. 171(2):557–566, 2006) assuming a general function of time for the variable part of the demand rate.     

A spectral element method using the modal basis and its application in solving second‐order nonlinear partial differential equations

We present a high‐order spectral element method (SEM) using modal (or hierarchical) basis for modeling of some nonlinear second‐order partial differential equations in two‐dimensional spatial space. The discretization is based on the conforming spectral element technique in space and the semi‐implicit or the explicit finite difference formula in time. Unlike the nodal SEM, which is based on the Lagrange polynomials associated with the Gauss–Lobatto–Legendre or Chebyshev quadrature nodes, the Lobatto polynomials are used in this paper as modal basis. Using modal bases due to their orthogonal properties enables us to exactly obtain the elemental matrices provided that the element‐wise mapping has the constant Jacobian. The difficulty of implementation of modal approximations for nonlinear problems is treated in this paper by expanding the nonlinear terms in the weak form of differential equations in terms of the Lobatto polynomials on each element using the fast Fourier transform (FFT). Utilization of the Fourier interpolation on equidistant points in the FFT algorithm and the enough polynomial order of approximation of the nonlinear terms can lead to minimize the aliasing error. Also, this approach leads to finding numerical solution of a nonlinear differential equation through solving a system of linear algebraic equations. Numerical results for some famous nonlinear equations illustrate efficiency, stability and convergence properties of the approximation scheme, which is exponential in space and up to third‐order in time. Copyright © 2014 John Wiley & Sons, Ltd.     

On occupation times in the red of Lévy risk models

In this paper, we obtain analytical expression for the distribution of the occupation time in the red (below level 0) up to an (independent) exponential horizon for spectrally negative Lévy risk processes and refracted spectrally negative Lévy risk processes. This result improves the existing literature in which only the Laplace transforms are known. Due to the close connection between occupation time and many other quantities, we provide a few applications of our results including future drawdown, inverse occupation time, Parisian ruin with exponential delay, and the last time at running maximum.     

On classification of von Neumann algebras in a space with conjugation

In this paper for the first time we show that in the complex Hilbert space with the conjugation operator a classification of von Neumann algebras is possible. Similar classification is known for Krein spaces. Projectors (idempotents) often serve as elements of quantum logic. In operator theories projectors play the role of elements from which bounded operators are constructed. For one special case we show that for any projector from von Neumann algebra which acts in a separable Hilbert space one can always find conjugation operator J adjoined to this algebra for which the projector is self-adjoint.     

Variational integrators of higher order for flexible multibody systems

In this paper we present a time stepping scheme which is based on a variational integrator. This higher-order time stepping scheme includes constraints and a viscoelastic material formulation. A variational integrator is structure-preserving which results from using a discrete variational principle. Therefore, a variational integrator always takes the form of discrete EULER-LAGRANGE equations or the equivalent position-momentum equations. In this framework, we consider the motion of a flexible rope with non-holonomic constraints by the LAGRANGE-multiplier technique. The time stepping scheme is derived from a space-time discretization of HAMILTON's principle. The space discretization is based on one-dimensional linear LAGRANGE polynomials, whereas the time discretization is based on higher-order polynomials and higher-order quadrature rules. (© 2015 Wiley-VCH Verlag GmbH & Co. KGaA, Weinheim)     

A branch-and-bound algorithm for a two-machine flowshop scheduling problem with limited waiting time constraints

In this paper, we consider a two-machine flowshop scheduling problem in which the waiting time of each job between the two machines cannot be greater than a certain time period. For the problem with the objective of minimizing makespan, we identify several dominance properties of the problem and develop a branch-and-bound (B&B) algorithm using the dominance properties. Computational tests are performed on randomly generated test problems for evaluation of performance of the B&B algorithm, and results show that the algorithm can solve problems with up to 150 jobs in a reasonable amount of CPU time.     

A Feynman-Kac type formula for a fixed delay CIR model

Stochastic delay differential equations (SDDE’s) have been used for financial modeling. In this article, we study a SDDE obtained by the equation of a CIR process, with an additional fixed delay term in drift; in particular, we prove that there exists a unique strong solution (positive and integrable) which we call fixed delay CIR process. Moreover, for the fixed delay CIR process, we derive a Feynman-Kac type formula, leading to a generalized exponential-affine formula, which is used to determine a bond pricing formula when the interest rate follows the delay’s equation. It turns out that, for each maturity time T, the instantaneous forward rate is an affine function (with time dependent coefficients) of the rate process and of an auxiliary process (also depending on T). The coefficients satisfy a system of deterministic differential equations.