Numerical Approach for Assessing System Dynamic Availability Via Continuous Time Homogeneous Semi-Markov Processes

Continuous-time homogeneous semi-Markov processes (CTHSMP) are important stochastic tools to model reliability measures for systems whose future behavior is dependent on the current and next states occupied by the process as well as on sojourn times in these states. A method to solve the interval transition probabilities of CTHSMP consists of directly applying any general quadrature method to the N ² coupled integral equations which describe the future behavior of a CTHSMP, where N is the number of states. However, the major drawback of this approach is its considerable computational effort. In this work, it is proposed a new more efficient numerical approach for CTHSMPs described through either transition probabilities or transition rates. Rather than N ² coupled integral equations, the approach consists of solving only N coupled integral equations and N straightforward integrations. Two examples in the context of availability assessment are presented in order to validate the effectiveness of this method against the comparison with the results provided by the classical and Monte Carlo approaches. From these examples, it is shown that the proposed approach is significantly less time-consuming and has accuracy comparable to the method of N ² computational effort.     

Fredholmness of pseudodifference operators in weighted Spaces

The aim of the paper is to present some results concerning pseudodifference operators on ?^N, which are a discrete analog of standard pseudodifferential operators on ?^N. We study the Fredholm property of pseudodifference operators acting in weighted l ^p spaces on ?^N and the Phragmen-Lindelöf principle for solutions of pseudodifference equations and give applications of these results to discrete Schrö dinger operators on ?^N.     

Approximation of a system of singularly perturbed reaction-diffusion parabolic equations in a rectangle

The Dirichlet problem for a system of singularly perturbed reaction-diffusion parabolic equations in a rectangle is considered. The higher order derivatives of the equations are multiplied by a perturbation parameter ?², where ? takes arbitrary values in the interval (0, 1]. When ? vanishes, the system of parabolic equations degenerates into a system of ordinary differential equations with respect to t. When ? tends to zero, a parabolic boundary layer with a characteristic width ? appears in a neighborhood of the boundary. Using the condensing grid technique and the classical finite difference approximations of the boundary value problem, a special difference scheme is constructed that converges ?-uniformly at a rate of O(N ^?2ln² N + N ₀ ^?1 , where \(N = \mathop {\min }\limits_s N_s \), N ^s + 1 and N ₀ + 1 are the numbers of mesh points on the axes x _s and t, respectively.     

Number-theoretic degeneracy of the energy levels of a perturbed N-dimensional isotropic harmonic oscillator

The problem of constructing all integer solutions n₁ ≥ n₂ ≥ … ≥ n_N to the pair of Diophantine equations n = n₁ + … + n_N, m = n₁² + … + n_N² arises in the determination of the degeneracy of a given energy level of an N-dimensional isotropic quantum oscillator that is perturbed by an isotropic quartic potential energy term. This problem is solved recursively (in N) using the concept of a multiplet, which is a finite set of points in a lattice space L^N whose points are N-tuples of integers that sum to zero. The basic definition and properties of multiplets are given and then used to obtain the solutions to the Diophantine equations described above. The classification of multiplets into two types, fundamental and nonfundamental, is shown to have an important role in elucidating the structure of multiplets. The concept of a fundamental multiplet is demonstrated to be an important characterization of the solutions to a pair of Diophantine equations that are closely related to those of the original problem.     

Pointwise estimates for the fundamental solutions of a class of singular parabolic problems

We deal with the Cauchy problem associated to a class of quasilinear singular parabolic equations with L ^∞ coefficients whose prototypes are the p-Laplacian (2N/(N + 1) < p < 2) and the porous medium equation (((N ? 2)/N)₊ < m < 1). We prove existence of and sharp pointwise estimates from above and from below for the fundamental solutions. Our results can be extended to general non-negative L ¹ initial data.     

Approximation of systems of singularly perturbed elliptic reaction-diffusion equations with two parameters

In a rectangle, the Dirichlet problem for a system of two singularly perturbed elliptic reaction-diffusion equations is considered. The higher order derivatives of the ith equation are multiplied by the perturbation parameter ? _i ² (i = 1, 2). The parameters ?_i take arbitrary values in the half-open interval (0, 1]. When the vector parameter ? = (?₁, ?₂) vanishes, the system of elliptic equations degenerates into a system of algebraic equations. When the components ?₁ and (or) ?₂ tend to zero, a double boundary layer with the characteristic width ?₁ and ?₂ appears in the vicinity of the boundary. Using the grid refinement technique and the classical finite difference approximations of the boundary value problem, special difference schemes that converge ?-uniformly at the rate of O(N ^?2ln² N) are constructed, where N = min N _s, N _s + 1 is the number of mesh points on the axis x _s.     

Asymptotically fast solution of toeplitz and related systems of linear equations

We present an inversion algorithm for the solution of a generic N X N Toeplitz system of linear equations with computational complexity O(Nlog²N) and storage requirements O(N). The algorithm relies upon the known structure of Toeplitz matrices and their inverses and achieves speed through a doubling method. All the results are derived and stated in terms of the recent concept of displacement rank, and this is used to extend the scope of the algorithm to include a wider class of matrices than just Toeplitz and also to include block Toeplitz matrices.     

Coupling of a multilevel fast multipole method and a microlocal discretization for the 3-D integral equations of electromagnetism

The aim of this work is to propose an accurate and efficient numerical approximation for high frequency diffraction of electromagnetic waves. In the context of the boundary integral equations presented in F. Collino and B. Després, to be published in J. Comput. Appl. Math., the strategy we propose combines the microlocal discretization (T. Abboud et al., in: Third International Conference on Mathematical Aspects of Wave Propagation Phenomena, SIAM, 1995, pp. 178–187) and the multilevel fast multipole method (J.M. Song, W.C. Chew, Microw. Opt. Tech. Lett. 10 (1) (1995) 14–19). This leads to a numerical method with a reduced complexity, of order O(N^4/3ln(N)+N_iterN^2/3), instead of the complexity O(N_iterN²) for a classical numerical iterative solution of integral equations. Computations on an academic geometry show that the new method improves the efficiency, for a solution with a good level of accuracy. To cite this article: A. Bachelot et al., C. R. Acad. Sci. Paris, Ser. I 336 (2003).     

Homogénéisation de problèmes non linéaires dans des milieux quasi-stratifiés

This Note deals with the homogenization of some nonlinear problems. The aim is to characterize the weak limit of solutions of a particular nonlinear type of equations such that - div (Q^∈ G(x, N^∈ ∇u^∈)) = ∫^∈, where the matrices Q^ɛ and (N^ɛ)⁻¹ have specific dependence on coordinates. Under suitable assumptions, we prove that the weak limit also satisfies an equation of such type.     

Advanced combinations of splitting–shooting–integrating methods for digital image transformations

An image consists of many discrete pixels with greyness of different levels, which can be quantified by greyness values. The greyness values at a pixel can also be represented by an integral as the mean of continuous greyness functions over a small pixel region. Based on such an idea, the discrete images can be produced by numerical integration; several efficient algorithms are developed to convert images under transformations. Among these algorithms, the combination of splitting–shooting–integrating methods (CSIM) is most promising because no solutions of nonlinear equations are required for the inverse transformation. The CSIM is proposed in [6] to facilitate images and patterns under a cycle transformations T⁻¹T, where T is a nonlinear transformation. When a pixel region in two dimensions is split into N² subpixels, convergence rates of pixel greyness by CSIM are proven in [8] to be only O(1/N). In [10], the convergence rates O_p(1/N^1.5) in probability and O_p(1/N²) in probability using a local partition are discovered. The CSIM is well suited to binary images and the images with a few greyness levels due to its simplicity. However, for images with large (e.g., 256) multi-greyness levels, the CSIM still needs more CPU time since a rather large division number is needed.In this paper, a partition technique for numerical integration is proposed to evaluate carefully any overlaps between the transformed subpixel regions and the standard square pixel regions. This technique is employed to evolve the CSIM such that the convergence rate O(1/N²) of greyness solutions can be achieved. The new combinations are simple to carry out for image transformations because no solutions of nonlinear equations are involved in, either. The computational figures for real images of 256×256 with 256 greyness levels display that N=4 is good enough for real applications. This clearly shows validity and effectiveness of the new algorithms in this paper.     

Uniform grid approximation of nonsmooth solutions with improved convergence for a singularly perturbed convection-diffusion equation with characteristic layers

A mixed boundary value problem for a singularly perturbed elliptic convection-diffusion equation with constant coefficients in a square domain is considered. Dirichlet conditions are specified on two sides orthogonal to the flow, and Neumann conditions are set on the other two sides. The right-hand side and the boundary functions are assumed to be sufficiently smooth, which ensures the required smoothness of the desired solution in the domain, except for neighborhoods of the corner points. Only zero-order compatibility conditions are assumed to hold at the corner points. The problem is solved numerically by applying an inhomogeneous monotone difference scheme on a rectangular piecewise uniform Shishkin mesh. The inhomogeneity of the scheme lies in that the approximating difference equations are not identical at different grid nodes but depend on the perturbation parameter. Under the assumptions made, the numerical solution is proved to converge ?-uniformly to the exact solution in a discrete uniform metric at an O(N ^?3/2ln² N) rate, where N is the number of grid nodes in each coordinate direction.     

Note for “Some Exact Blowup Solutions to the pressureless Euler equations in R” [Commun. Nonlinear Sci. Numer. Simul. 16 (2011) 2993-2998]

In this supplementary note, we can generalize the exact solutions for the pressureless Euler equations in [Yuen MW. Some exact blowup solutions to the pressureless Euler equations in R^N, Commun. Nonlinear Sci. Numer. Simulat. 2011;16:2993-8]. Here, the solutions are constructed in implicit or explicit forms.     

Fujita type exponent for fully nonlinear parabolic equations and existence results

In this paper, we prove that a class of parabolic equations involving a second order fully nonlinear uniformly elliptic operator has a Fujita type exponent. These exponents are related with an eigenvalue problem in all RN and play the same role in blow-up theorems as the classical p^?=1+2/N introduced by Fujita for the Laplacian. We also obtain some associated existence results.     

On the number of solutions of a type of one-dimensional pseudodifferential equations in Sobolev-Slobodetsky space

The paper considers homogeneous, one-dimensional pseudodifferential equations of nonnegative order with symbols of the form Σ _i=1 ^N th(k _i x + ω _i )A _i (ξ). Using a relationship between such equations and the systems of singular equations, some estimates for the number of solutions of pseudodifferential equations in the Sobolev-Slobodetsky space are obtained.     

Solving Equations of Free Vibration for a Cylindrical Shell Rotating on Rollers by the Fourier Method

The small free vibrations of an infinite circular cylindrical shell rotating about its axis at a constant angular velocity are considered. The shell is supported on n absolutely rigid cylindrical rollers equispaced on its circle. The roller-supported shell is a model of an ore benefication centrifugal concentrator with a floating bed. The set of linear differential equations of vibrations is sought in the form of a truncated Fourier series containing N terms along the circumferential coordinate. A system of 2N–n linear homogeneous algebraic equations with 2N–n unknowns is derived for the approximate estimation of vibration frequencies and mode shapes. The frequencies ω _k , k = 1, 2, …, 2N–n, are positive roots of the (2N–n)th-order algebraic equation D(ω²) = 0, where D is the determinant of this set. It is shown that the system of 2N–n equations is equivalent to several independent systems with a smaller number of unknowns. As a consequence, the (2N–n)th-order determinant D can be written as a product of lower-order determinants. In particular, the frequencies at N = n are the roots of algebraic equations of an order is lower than 2 and can be found in an explicit form. Some frequency estimation algorithms have been developed for the case of N > n. When N increases, the number of found frequencies also grows, and the frequencies determined at N = n are refined. However, in most cases, the vibration frequencies can not be found for N > n in an explicit form.     

A second order finite difference-spectral method for space fractional diffusion equations

A high order finite difference-spectral method is derived for solving space fractional diffusion equations,by combining the second order finite difference method in time and the spectral Galerkin method in space.The stability and error estimates of the temporal semidiscrete scheme are rigorously discussed,and the convergence order of the proposed method is proved to be O(τ2+Nα-m)in L2-norm,whereτ,N,αand m are the time step size,polynomial degree,fractional derivative index and regularity of the exact solution,respectively.Numerical experiments are carried out to demonstrate the theoretical analysis.     

Displacement ranks of matrices and linear equations

It takes of the order of N³ operations to solve a set of N linear equations in N unknowns or to invert the corresponding coefficient matrix. When the underlying physical problem has some time- or shift-invariance properties, the coefficient matrix is of Toeplitz (or difference or convolution) type and it is known that it can be inverted with O(N²) operations. However non-Toeplitz matrices often arise even in problems with some underlying time-invariance, e.g., as inverses or products or sums of products of possibly rectangular Toeplitz matrices. These non-Toeplitz matrices should be invertible with a complexity between O(N²) and O(N³). In this paper we provide some content for this feeling by introducing the concept of displacement ranks, which serve as a measure of how ‘close’ to Toeplitz a given matrix is.     

Discrete nonlinear hyperbolic equations. Classification of integrable cases

We consider discrete nonlinear hyperbolic equations on quad-graphs, in particular on ?². The fields are associated with the vertices and an equation of the form Q(x ₁, x ₂, x ₃, x ₄) = 0 relates four vertices of one cell. The integrability of equations is understood as 3D-consistency, which means that it is possible to impose equations of the same type on all faces of a three-dimensional cube so that the resulting system will be consistent. This allows one to extend these equations also to the multidimensional lattices ? ^N . We classify integrable equations with complex fields x and polynomials Q multiaffine in all variables. Our method is based on the analysis of singular solutions.     

Analysis of some numerical methods on layer adapted meshes for singularly perturbed quasilinear systems

We consider a coupled system of first-order singularly perturbed quasilinear differential equations with given initial conditions. The leading term of each equation is multiplied by a distinct small positive parameter, which induces overlapping layers. The quasilinear system is discretized by using first and second order accurate finite difference schemes for which we derive general error estimates in the discrete maximum norm. As consequences of these error estimates we establish nodal convergence of O((N ^?1 lnN) ^p ),p=1,2, on the Shishkin mesh and O(N ^?p ),p=1,2, on the Bakhvalov mesh, where N is the number of mesh intervals and the convergence is robust in all of the parameters. Numerical computations are included which confirm the theoretical results.