Properties of the weighted logarithmic matrix norms

Mingzhu Liu Department of Mathematics, Harbin Institute of Technology, Harbin 150001, China Email: ghu{at}hit.edu.cn, ghuca{at}yahoo.ca Email: mzliu{at}hit.edu.cn Received on January 31, 2006; Accepted on December 9, 2006 In this paper, we are concerned with the properties of the weightedlogarithmic matrix norms. A relation between the elliptic logarithmicmatrix norm and the weighted logarithmic matrix norm is given.Based on Lyapunov equations, two weighted logarithmic matrixnorms are constructed which are less than 1-logarithmic matrixnorm and -logarithmic matrix norm, respectively. Then, an iterativescheme is presented to obtain the logarithmically -efficientmatrix norm. Numerical examples are given to illustrate theresults.     

Numerical stabilization of polynomial and matrix

Email: jdhan{at}sia.cn Email: zhjiang{at}sia.cn Corresponding author Email: nyy{at}sia.cn Received on March 6, 2006; Accepted on September 4, 2006 In this paper, the conception of numerical stabilization, whichis related to mantissa digits of computer and dimensions ofsystem, is described; and several strategies for the numericalstabilization of polynomial and matrix are presented.     

Newton's method on Riemannian manifolds: Smale's point estimate theory under the {gamma}-condition

^** Email: cli{at}zju.edu.cn^*** Email: wjh{at}zjut.edu.cn The -conditions for vector fields on Riemannian manifolds areintroduced. The -theory and the -theory for Newton's methodon Riemannian manifolds are established under the -conditions.Applications to analytic vector fields are provided and theresults due to Dedieu et al. (2003, IMA J. Numer. Anal., 23,395–419) are improved.     

A semi-Markov maintenance model with credit rating application

Email: g.damico{at}unich.it Received on 6 December 2006. Accepted on 2 April 2008. The impact of a preventive rating maintenance policy on therating process is investigated through the definition of a semi-Markovmaintenance model with imperfect repair at random times. Theresults allow us to study the rating migrations process in thetransient and the asymptotic case.     

Estimating vaccine coverage by using computer algebra

Email: altmannd{at}rki.deEmail: altmann{at}mathematik.hu-berlin.de The approach of N Gay for estimating the coverage of a multivalentvaccine from antibody prevalence data in certain age cohortsis complemented by using computer aided elimination theory ofvariables. Hereby, Gay's usage of numerical approximation canbe replaced by exact formulae which are surprisingly nice, too.     

Total Flux Estimates for a Finite-Element Approximation of Elliptic Equations

An elliptic boundary-value problem on a domain with prescribedDirichlet data on _I is approximated using a finite-elementspace of approximation power h^K in the L² norm. It is shownthat the total flux across _I can be approximated with an errorof O(h^K) when is a curved domain in Rⁿ (n = 2 or 3) and isoparametricelements are used. When is a polyhedron, an O(h^2K–2)approximation is given. We use these results to study the finite-elementapproximation of elliptic equations when the prescribed boundarydata on _I is the total flux. Present address: School of Mathematical and Physical Sciences,University of Sussex, Brighton, Sussex BN1 9QH.     

Robust H{infty} dynamic output feedback control for 2D linear parameter-varying systems

James Lam Department of Mechanical Engineering, The University of Hong Kong, Pokfulam Road, Hong Kong Changhong Wang Space Control and Inertial Technology Research Center, Harbin Institute of Technology, Harbin 150001, People's Republic of China Corresponding author. Email: ligangwu{at}hit.edu.cn Email: james.lam{at}hku.hk Email: cwang{at}hit.edu.cn Received on June 28, 2006; Accepted on October 1, 2007 This paper is concerned with the problem of robust dynamicoutput feedback control for 2D discrete-time linear parameter-varyingsystems. Given a Fornasini–Marchesini local state-spacesystem with linear varying parameters, our attention is focussedon the design of full-order dynamic output feedback controller,which guarantees the closed-loop system to be asymptoticallystable and has a prescribed disturbance attenuation performance.A sufficient condition for the existence of a desired robustoutput feedback controller is established in terms of parameterizedlinear matrix inequalities, and the corresponding controllersynthesis is cast into a convex optimization problem which canbe efficiently handled by using standard numerical software.A numerical example is provided to illustrate the effectivenessof the proposed design method.     

Gearbox failure diagnosis based on vector autoregressive modelling of vibration data and dynamic principal component analysis

Email: mgt.liu{at}utoronto.ca Email: makis{at}mie.utoronto.ca Received on 4 August 2006. Accepted on 14 December 2006. An effective gearbox failure diagnosis helps prevent catastrophicgearbox failure and can contribute to significant economic benefits.This paper proposes a gear failure diagnosis method based onvector autoregressive modelling of high-frequency vibrationdata, dimensionality reduction applying dynamic principal componentanalysis (PCA) and condition monitoring using a multivariatecontrol chart. After extracting useful information from thevibration data obtained from distinct directions via dynamicPCA, a failure diagnosis scheme is implemented and tested usingreal gearbox vibration data. It is shown that the failure diagnosisscheme can indicate the gear teeth failure pattern when thegear is damaged, which has not been demonstrated in the previousstudies. For a comparison, PCA is applied to the same data set.The results show that the advantages of dynamic PCA over PCAfor failure diagnosis using vibration data consist not onlyin indicating more accurately the occurrence of incipient faultand the actual gear condition, but also in a much lower falsealarm rate.     

Estimation and decomposition of cost efficiency in the health care food service sector: an extended stochastic frontier approach

K. M. Matawie School of Computing and Mathematics, University of Western Sydney, Locked Bag 1797, Penrith South DC NSW 1797, Australia Email: a.assaf{at}uws.edu.au Corresponding author. Email: k.matawie{at}uws.edu.au Received on 11 February 2007. Accepted on 14 September 2007. This paper introduces and implements an extended stochasticfrontier model to estimate and decompose cost efficiency (CE)in the health care foodservice sector. The interesting featureof this model is that it allows differentiation between thethree different types of efficiency: technical efficiency (TE),allocative efficiency (AE) and their associated CE. A completeillustration of these efficiencies is presented using a cross-sectionalsample of 101 hospital foodservice operations. Results showedthat the model and all its parameter coefficients were plausible,significant and satisfy all theoretical requirements. It wasalso clear that the average efficiency scores were lower forTE (80%) than AE (88%), indicating that TE is the main sourceof CE and requires further attention.     

Characterization of Distributions through Maximization of {alpha}-Entropies

This paper provides characterizations of the Pareto distributionof the second kind, the Pearson type-VII distribution and thet-distribution. These characterizations have been obtained throughmaximization of -entropies. As 1, characterizations of the exponential,the Laplace, and the normal distributions are obtained. On sabbatical leave from the Department of Statistics, YarmoukUniversity, Irbid, Jordan.     

Estimates of the region of attraction of continuous-time cascade systems

Xiao-Song Yang Department of Mathematics, Huazhong University of Science and Technology Wuhan, Hubei 430074, People's Republic of China Huimin Li Departments of Mathematics and Control and Engineering, Huazhong University of Science and Technology Wuhan, Hubei 430074, People's Republic of China Corresponding author. Email: yangxs{at}cqupt.edu.cn Received on May 1, 2006; Accepted on October 6, 2006 In this paper, we first present some new sufficient conditionsfor global asymptotic stability of continuous-time cascade systems.Then, we give some detailed results on the region of attractionof continuous-time cascade systems. Some examples are presentedto illustrate these results.     

An inventory model for stock with advertising sensitive demand

K. S. Chaudhuri Department of Mathematics, Jadavpur University, Kolkata-700 032, West Bengal, India Corresponding author. Email: shib_sankar{at}yahoo.com Email: k_s_chaudhuri{at}yahoo.com The effect of advertising media and sales effort on future demandof merchandize is considered. In an oligopolistic marketingsystem, it is quite natural to boost sales by using advertisingand sales effort to earn more money from a business sector.Determination of demand and costs due to advertising and saleseffort is quite difficult. The approach in this paper is toconcentrate on investment for the purpose of advertising andincreasing sales effort in order to maximize profit. The paperextends an inventory model over finite and infinite time horizonswhere demand is influenced by the level of stock, advertisingmedia and sales effort. The associated profit maximization problemis solved by the ‘Euler–Lagrange method’.The model is illustrated with a numerical example.     

Realistic a Priori and a Posteriori Error Bounds for Computed Eigenvalues

Permanent address: Department of Engineering Mathematics, Cairo University, Giza, Egypt. A priori and a posteriori error bounds are given for the computedeigenpair (, ) of the eigenvalue problem Ax = x, which are shownto be more realistic than some of the available ones. A simplemethod is also presented for computing the backward error. Finallya scaling procedure is explained for reducing the residual error.     

Delay-dependent dissipativity of singular time-delay systems

Email: msmahmoud{at}kfupm.edu.sa Received on September 21, 2007; Revision received March 10, 2008. Accepted on April 30, 2008 In this paper, new results are established for the delay-dependentproblems of dissipative analysis and state-feedback synthesisof singular time-delay (STD) systems with polytopic uncertainties.The developed results for the nominal singular system encompassavailable results on approach, passivity and positive realnessfor STD systems as special cases. All the sufficient stabilityconditions are cast as linear matrix inequality-based feasibilitytests. Robust dissipativity results are also derived. Numericalexamples are provided.     

Estimation of the production frequencies for manufacturing systems

Email: dimitri.lefebvre{at}utbm.fr This work deals with the production frequencies estimation formanufacturing systems by measurement of the buffers content.The considered systems are modelled by continuous Petri nets.The estimation problem has exact and approximated solutionsthat are described. In the case of approximated solutions, theestimation error is also valued. At last, when the set of solutionscontains several elements, the Petri net evolution equationis completed to give one unique solution.     

The Convergence of Operator Approximations at Turning Points

Present address: Department of Mathematics, University of Reading, Reading RG6 2AX. We consider the convergence of solution curves of approximationsto parameter-dependent operator equations of the form G(, x)= 0. Provided G_x(, x) remains non-singular this problem is cateredfor by a simple extension to standard theory. In this paper,however, attention is concentrated on solution curves throughcertain singular points (⁰, x⁰), and the main result is thatconvergence depends on consistency and stability results forthe linear eigenvalue problem G_x(⁰, x⁰)0 = 0.     

A calibration algorithm for simulation-based pricing models

Don L. McLeish Department of Statistics and Actuarial Science, University of Waterloo, Waterloo,Ontario N2L 3G1, Canada Corresponding author. Email: mreesor{at}uwo.ca Email: dlmcleis{at}math.uwaterloo.ca Received on 20 February 2007. Accepted on 15 March 2007. Derivative pricing models require calibration to market conditionsin order to determine quantities such as hedging positions andthe prices of other instruments. For stochastic models and/orcomplex derivatives whose prices are not of an analytic form,prices must be computed via simulation and the calibration ismore difficult. A method to facilitate the calibration of simulation-basedpricing models is proposed. The algorithm uses a statisticallydesigned experiment to select the points at which simulationsare performed. The method is quite general as it is independentof the stochastic model for the underlying and allows for differentobjective functions that can incorporate information such asopen interest and volume. Furthermore, market prices from European-and/or American-style derivatives covering a range of strikeprices and maturities can be handled by this technique. Examplesshow the procedure is successful at calibrating well-known assetpricing models to both simulated and market data.     

Differentiated service delivery in cooperative IP-based broadcast and mobile telecommunications networks

Email: angelo.centonza{at}brunel.ac.uk Corresponding author. Email: thomas.owens{at}brunel.ac.uk Email: john.cosmas{at}brunel.ac.uk^¶ Email: y.h.song{at}brunel.ac.uk Received on 26 November 2005. Accepted on 20 March 2007. The evolution of wireless systems has led recently to the deploymentof cooperative network infrastructures where networks basedon different technologies cooperate together to offer innovativeservices which the networks individually could not offer. Cooperativenetwork infrastructures are hybrid systems. Examples of hybridsystems are already in use in areas as diverse power systemsand locomotion systems. It is very important to apply efficientsystem management techniques to hybrid systems that produceadvantageous business case scenarios for each participatingsystem and efficient use of the available resources. In thispaper, scenarios are investigated where cooperation betweenan integrated project (IP)-based broadcast network and an IP-basedmobile telecommunications network has the potential to allowservices to be provided to mobile users which would not be economicalto offer over either an IP-based broadcast network or an IP-basedmobile telecommunications network alone. The paper presentsa novel technique for determining which network to use to deliversuch services at a given point in time. The application of thistechnique in appropriate scenarios has the potential to generateadditional income for both the IP-based broadcast network operatorand the IP-based mobile telecommunications network operatorin an infrastructure where the operators cooperate to offerinnovative services. The paper explains the construction ofutility functions for cooperative IP-based broadcast and mobiletelecommunications networks. These utility functions are thenused to provide results that enable the efficiency of the managementof the network to be assessed in terms of the utility volumegenerated by the innovative services provided.     

Technically optimal inspection policy with arithmetical adaption

A process is considered whose quality deteriorates accordingto a constant failure intensity . As in practice it can be difficultto estimate the true value of the purpose of this paper isto present a strategy which can be applied without knowing .In order to maximize the number of conforming items per timeunit perfect inspections and renewals are performed. The lengthof the inspection interval is described by an arithmetical sequenceand changes by the time depending on perceived assignable causes.Optimal adaptive control plans provide nearly the same performanceas in the case when is known.     

Finite Element Approximation of a Rigid Punch Indenting a Membrane

Optimal order H¹ and L error bounds are obtained for a continuouspiecewise linear finite element approximation of an obstacleproblem, where the obstacle's height as well as the contactzone, _c, are a priori unknown. The problem models the indentationof a membrane by a rigid punch. For R², given ,g R⁺ and an obstacle defined over E we consider the minimization of |v|²_1,+gµover (v, µ) H¹₀() x R subject to v+µ on E. In additionwe show under certain nondegeneracy conditions that dist (_c,^h_c)Ch ln 1/h, where ^h_c is the finite element approximation to_c. Finally we show that the resulting algebraic problem canbe solved using a projected SOR algorithm.