A numerical method for solving optimal control problems using state parametrization

A numerical method for solving a special class of optimal control problems is given. The solution is based on state parametrization as a polynomial with unknown coefficients. This converts the problem to a non-linear optimization problem. To facilitate the computation of optimal coefficients, an improved iterative method is suggested. Convergence of this iterative method and its implementation for numerical examples are also given.     

Regular multigraphs and their application to the Monte Carlo evaluation of moments of non-linear functions of Gaussian random variables

This paper expands on the multigraph method for expressing moments of non-linear functions of Gaussian random variables. In particular, it includes a list of regular multigraphs that is needed for the computation of some of these moments. The multigraph method is then used to evaluate numerically the moments of non-Gaussian self-similar processes. These self-similar processes are of interest in various applications and the numerical value of their marginal moments yield qualitative information about the behavior of the probability tails of their marginal distributions.     

An algorithmic decomposition system for second order recurrence relations

A new technique of accurate stable computation of sequences satisfying non-homogeneous three term recurrence relations is presented. A decomposition system consisting of one non-linear and two linear first order recurrence relations is obtained. Forward or backward recursion directions of the linear relations provide additional flexibility in computation. This leads to an integrated system of three algorithms which can accurately compute the desired solution in each region of the solution set to the original second order relations. Applications are well known and numerical examples include Bessel functions of the second kind, Anger-Weber functions, and Lommel functions.     

Finding a strict feasible solution of a linear semidefinite program

This study deals with the performance of projective interior point methods for linear semidefinite program. We propose a modification in the initialization phases of the method in order to reduce the computation time.This purpose is confirmed by numerical experiments showing the efficiency which are presented in the last section of the paper.     

Mixed Boundary Value Problems for some Linear and Non-linear Elliptic Difference Equations

We obtain a priori bounds on difference quotients for some mixedboundary value problems associated with uniformly elliptic differenceequations over rectangular regions. These results are appliedto mildly quasi-linear and mildly non-linear problems to establishexistence and uniqueness criteria. Our estimates are usefulin the numerical computation of these solutions.     

Analytical expressions for the concentrations of substrate,oxygen and mediator in an amperometric enzyme electrode

The theoretical model of Martens and Hall [N. Martens, E.A.H. Hall, Model for an immobilized oxidase enzyme electrode in the presence of two oxidants, Anal. Chem. 66 (1994) 2763–2770] in an immobilized oxidase enzyme electrodes is discussed. This model contains a non-linear term related to enzyme reaction system. In this paper, we obtain approximate analytical solutions for the non-linear equations under steady-state condition by using the homotopy perturbation method (HPM) and homotopy analysis method (HAM). Simple and approximate polynomial expressions for the concentration of substrate, oxygen, reduced mediator and current were obtained in terms of Thiele moduli and the normalized surface concentrations of species. Furthermore, in this work the numerical simulation of the problem is also reported using Scilab/Matlab program. An agreement between analytical and numerical results is noted.     

A new third order exponentially fitted discretization for the solution of non-linear two point boundary value problems on a graded mesh

This paper puts forward a novel graded mesh implicit scheme resting upon full step discretization of order three for computation of non-linear two point boundary value problems. The suggested method is compact and employs three nodal points for the unknown function $u(x)$ in spatial axis. We have also performed error analysis of the cited method. The given method was tried (implemented) upon multiple problems in Cartesian and Polar coordinates with extremely favorable outcomes. This method, though meant for scalar equations, was further extended to compute the vector equations of two point nonlinear boundary value problems. To check the validity of the proposed scheme, we applied it to multiple problems and obtained supporting numerical computations.     

Numerical solution of the momentum and heat transfer equations for a hydromagnetic flow due to a stretching sheet of a non-uniform property micropolar liquid

A study of the hydromagnetic flow due to a stretching sheet and heat transfer in an incompressible micropolar liquid is made. Temperature-dependent thermal conductivity and a non-uniform heat source/sink render the problem analytically intractable and hence a numerical study is made using the shooting method based on Runge-Kutta and Newton-Raphson methods. The two problems of horizontal and vertical stretching are considered to implement the numerical method. The former problem involves one-way coupling between linear momentum and heat transport equations and the latter involves two-way coupling. Further, both the problems involve two-way coupling between the non-linear equations of conservation of linear and angular momentums. A similarity transformation arrived at for the problem using the Lie group method facilitates the reduction of coupled, non-linear partial differential equations into coupled, non-linear ordinary differential equations. The algorithm for solving the resulting coupled, two-point, non-linear boundary value problem is presented in great detail in the paper. Extensive computation on velocity and temperature profiles is presented for a wide range of values of the parameters, for prescribed surface temperature (PST) and prescribed heat flux (PHF) boundary conditions.     

Hydrodynamic processes on beach: Wave breaking,up-rush,and backwash

This paper presents two-dimensional numerical predictions of wave breaking, up-rush, and backwash in inner surf and swash zones and analyzes the hydrodynamic processes involved. In the numerical simulations, the Reynolds Averaged Navier–Stokes (RANS) equations, a non-linear k–ε turbulence closure, and a piecewise linear interface construction volume of fluid (PLIC-VOF) method are employed. On the basis of a series of model calibration using experimental data, plunging and spilling breakers are simulated at different wave parameters and slope angles. The numerical results indicate that there are non-linear interactions between hydrodynamic characteristics in surf zones such as wave breaking heights and those in swash zones such as up-rush heights, and the breaker type plays an important role in hydrodynamic processes in the two zones.     

Symbolic computation of limit cycles associated with Hilbert’s 16th problem

This paper is concerned with the practical complexity of the symbolic computation of limit cycles associated with Hilbert’s 16th problem. In particular, in determining the number of small-amplitude limit cycles of a non-linear dynamical system, one often faces computing the focus values of Hopf-type critical points and solving lengthy coupled polynomial equations. These computations must be carried out through symbolic computation with the aid of a computer algebra system such as Maple or Mathematica, and thus usually gives rise to very large algebraic expressions. In this paper, efficient computations for the focus values and polynomial equations are discussed, showing how to deal with the complexity in the computation of non-linear dynamical systems.     

Global existence and uniqueness of solution of the initial boundary value problem for a class of non-Newtonian fluids with vacuum

The aims of this paper are to discuss global existence and uniqueness of solution for a class of non-Newtonian fluids with vacuum in one-dimensional bounded interval. The important point in this paper is that we allow the initial vacuum. In particular, these results are used to prove similar results for more general non-Newtonian fluids, and applied to numerical computation. This work is partially supported by the 985 program of Jilin University, China Postdoctoral Sciences Foundation, and NSF Grant ([10571072]; [10601009]).     

Design space exploration based on variational sensitivity analysis

This contribution deals with variational sensitivity analysis of a non-linear solid shell in context of shape optimisation. A technique to explore the structural design is outlined. It is based on the analytical derivation and efficient computation of the Fréchet derivatives of the state functions with respect to the full space of all possible design parameters. This overhead of sensitivity information is examined by a principal component analysis (PCA) in order to detect design changes with major and minor influence on the structural response, the objectives and constraints. This knowledge enables the engineers to understand and improve structural optimisation models and to detect possible numerical defects in the early stage. (© 2014 Wiley-VCH Verlag GmbH & Co. KGaA, Weinheim)     

Finite difference scheme of a model for nonlinear wave-wave interaction in ionic media

In the paper, the coupled 1D nonlinear Schr?dinger system (CNLS) is considered as the model equation for wave-wave interaction in ionic media. A finite difference scheme is derived for the model equations. A new six-point scheme, which is equivalent to the multi-symplectic integrator, is derived. The numerical simulation is also presented for the model equations.     

On Efficient Computation of the Optimization Problem Arising in the Inverse Modeling of Non-Stationary Multiphase Multicomponent Flow Through Porous Media

In this paper we discuss a method of solving inverse problems in non-isothermal multiphase multicomponent flow through porous media. The conceptual model is described by a system of non-linear partial differential equations which involve unknown parameters. These parameters are to be determined using a set of observations at discrete points in space and time by an optimization method. It is based on a reduced Gauss-Newton iteration in combination with an efficient gradient computation which takes advantage of a recently developed efficient numerical simulation technique. A sensitivity analysis is carried out for the optimum parameter set. Numerical experiments are performed for a one dimensional column experiment carried out at the VEGAS, University of Stuttgart, Germany.     

大规模严格凸二次规划问题一个新算法

根据广义乘子法的思想,将具有等式约束和非负约束的凸二次规划问题转化只有非负约束的简单凸二次规划,通过简单凸二次规划来得到解等式约束一非负约束的凸二次规划新算法,新算法不用求逆矩阵,这样可充分保持矩阵的稀疏性,用来解大规模稀疏问题,数值结果表明：在微机４８６／３３上就能解较大规模的凸二次规划。     

Exponential stability of non-linear hyperbolic distributed complex-valued parameter systems: The linear fuzzy operator inequality approach

In this work, exponential stability of non-linear hyperbolic distributed complex-valued parameter systems has been addressed. Using a linear fuzzy operator inequality approach, which is a novel notion proposed for the first time in this work, delay-dependent sufficient conditions for the exponential stability in complex Hilbert spaces are established in terms of linear matrix inequalities (LMIs). Finally, numerical computation illustrates our result.     

The semantics and complexity of parallel programs for vector computations. Part I: A case study using ADA

Recent research in parallel numerical computation has tended to focus on the algorithmic level. Less attention has been given to the programming level where algorithm is matched, to some extent, to computer architecture. This two-part paper presents a three-level approach to parallel programming which distinguishes between mathematical algorithm, program and computer architecture. In part I, we motivate our approach by a case study using the Ada language. In part II, a mathematical concept of parallel algorithm is introduced in terms of partial orders. This serves as the basis of a theory of parallel computation which makes possible a precise semantics and a precise criterion of complexity of parallel programs. It also suggests some notation for specifying parallel numerical algorithms. To illustrate the ideas presented in part II, we concentrate here on parallel numerical computations which have vector spaces as their central data type and which are intended to be executed on a multi-processor system. The Ada language, with its task constructs, allows one to program computer algorithms to be executed on multi-processor systems, rather than on vector (pipelined) architectures. To provide a concrete example of the general problem of programming parallel numerical algorithms for multi-processor computers, we do a case study of how Ada can be used to program the solution of a system of linear equations on such computers. The case study includes an analysis of complexity which addresses the cost of data movement and process control/synchronization as well as the usual arithmetic complexity.Dedicated to Peter Naur on the occasion of his 60th birthdayThis research was partially supported by NSF Grants DCR-8406290 & CCR-8712192.     

Convex Semi-Infinite Parametric Programming: Uniform Convergence of the Optimal Value Functions of Discretized Problems

The continuity of the optimal value function of a parametric convex semi-infinite program is secured by a weak regularity condition that also implies the convergence of certain discretization methods for semi-infinite problems. Since each discretization level yields a parametric program, a sequence of optimal value functions occurs. The regularity condition implies that, with increasing refinement of the discretization, this sequence converges uniformly with respect to the parameter to the optimal value function corresponding to the original semi-infinite problem. Our result is applicable to the convergence analysis of numerical algorithms based on parametric programming, for example, rational approximation and computation of the eigenvalues of the Laplacian.     

Numerical computation of neighboring optimum feedback control schemes in real-time

A modification of the theory of neighboring extremals is presented which leads to a new formulation of a linear boundary value problem for the perturbation of the state and adjoint variables around a reference trajectory. On the basis of the multiple shooting algorithm, a numerical method for stable and efficient computation of perturbation feedback schemes is developed. This method is then applied to guidance problems in astronautics. Using as much stored a priori information about the precalculated flight path as possible, the only computational work to be done on the board computer for the computation of a regenerated optimal control program is a single integration of the state differential equations and the solution of a few small systems of linear equations. The amount of computation is small enough to be carried through on modern board computers for real-time. Nevertheless, the controllability region is large enough to compensate realistic flight disturbances, so that optimality is preserved.