Volumetric path following algorithms for linear programming

We consider the construction of small step path following algorithms using volumetric, and mixed volumetric-logarithmic, barriers. We establish quadratic convergence of a volumetric centering measure using pure Newton steps, enabling us to use relatively standard proof techniques for several subsequently needed results. Using a mixed volumetric-logarithmic barrier we obtain an O(n ^1/4 m ^1/4 L) iteration algorithm for linear programs withn variables andm inequality constraints, providing an alternative derivation for results first obtained by Vaidya and Atkinson. In addition, we show that the same iteration complexity can be attained while holding the work per iteration to O(n ² m), as opposed to O(nm ²), operations, by avoiding use of the true Hessian of the volumetric barrier. Our analysis also provides a simplified proof of self-concordancy of the volumetric and mixed volumetric-logarithmic barriers, originally due to Nesterov and Nemirovskii. This paper was first presented at the 1994 Faculty Research Seminar “Optimization in Theory and Practice”, at the University of Iowa Center for Advanced Studies.     

The multiple-scale wave equation

An analytic and numerical study of the behavior of the linear nonhomogeneous wave equation of the form ε²u_tt = Δu + tf with high wave speed (ε 1) is carried out. This study was initially motivated by meteorological observations which have indicated the presence of large spatial scale gravity waves in the neighborhood of a number of summer and winter storms, mainly from visible images of ripples in clouds in satellite photos. There is a question as to whether the presence of these waves is caused by the nearby storms. Since the linear wave equation is an approximation to the full system describing pressure waves in the atmosphere, yet is considerably more tractable, we have chosen to analyze the behavior of the linear nonhomogeneous wave equation with high wave speed. The analysis is shown to be valid in one, two, and three space dimensions. Partly because of the high wave speed, the solution is known to consist of behavior which changes on two different time scales, one rapid and one slow. Additionally, because of the presence of the nonhomogeneous forcing term tf, we show that there is a component of the solution which will vary only on a very large spatial scale. Since even the linearized wave equation can give rise to persistent large spatial scale waves under the right conditions, the implication is that certain storms could be responsible for the generation of large-scale waves. Numerical simulations in one and two dimensions confirm analytic results.     

Adaptive remeshing for ductile fracture prediction in metal formingRemaillage adaptatif pour la prévision de la rupture ductile en mise en forme

The analysis of mechanical structures using the Finite Element Method in the framework of large elastoplastic strain, needs frequent remeshing of the deformed domain during computation. Indeed, the remeshing is due to the large geometrical distortion of finite elements and the adaptation to the physical behavior of the solution. This paper gives the necessary steps to remesh a mechanical structure during large elastoplastic deformations with damage. An important part of this process is constituted by geometrical and physical error estimates. The proposed method is integrated in a computational environment using the ABAQUS/Explicit solver and the BL2D-V2 adaptive mesher. To cite this article: H. Borouchaki et al., C. R. Mecanique 330 (2002) 709–716.     

无偏的岭回归迭代算法

本文探讨线性模型的无偏的岭回归迭代算法,这种算法保持最小二乘法的性质,当存在较为严重的共线性时,它能给出较为精确的参数及其协差阵的估计值;当存在严格的共线性时,给出参数及其协差阵的无穷多解中的一个,这个解由初值决定。文章还给出了算法的收敛性及一些其它性质的证明。     

Montgomery Multiplication in GF(2k)

We show that the multiplication operation c=a · b · r^-1 in the field GF(2^k can be implemented significantly faster in software than the standard multiplication, where r is a special fixed element of the field. This operation is the finite field analogue of the Montgomery multiplication for modular multiplication of integers. We give the bit-level and word-level algorithms for computing the product, perform a thorough performance analysis, and compare the algorithm to the standard multiplication algorithm in GF(2^k. The Montgomery multiplication can be used to obtain fast software implementations of the discrete exponentiation operation, and is particularly suitable for cryptographic applications where k is large.     

Computation of the quasi-stationary distributions inM(n)/GI/1/K andGI/M(n)/1/K queues

In this paper, we provide numerical means to compute the quasi-stationary (QS) distributions inM/GI/1/K queues with state-dependent arrivals andGI/M/1/K queues with state-dependent services. These queues are described as finite quasi-birth-death processes by approximating the general distributions in terms of phase-type distributions. Then, we reduce the problem of obtaining the QS distribution to determining the Perron-Frobenius eigenvalue of some Hessenberg matrix. Based on these arguments, we develop a numerical algorithm to compute the QS distributions. The doubly-limiting conditional distribution is also obtained by following this approach. Since the results obtained are free of phase-type representations, they are applicable for general distributions. Finally, numerical examples are given to demonstrate the power of our method.     

Research on sound radiation from body in free field

I.IntroductionWhenastructurcvibratcs,itsvibratingsurfacewillmakesurroundingmediummovetogethcrwithit.Ifthernotionissofastthatthcmediumroundthestructureproduccaloca1contractionandcxpansionandthcypropagatefaraway,thesoundradiationisformed.Itispossiblctodcscribeanalytica11ytheradiationfic1dofsimplyandregularlyshapcdsourcessuchaspointsoundsourccs,spherica1soundsourccsandinflnite1engthllnearsoundsourccs,butitisa1mostimpossib1ctosolvetheradiationfiledbyanyanalyt-ica1methodforsourcesofvcrycomplicateds…     

一类求解线性约束非线性规划问题的可行方向法

Wilson,Han和Powell提出的序列二次规划方法(简称SQP方法)是求解非线性规划问题的一个著名方法,这种方法每次迭代的搜索方向是通过求解一个二次规划子问题得到的,本文受[1]启发,得到二次规划子问题的一个近似解,进而给出了一类求解线性约束非线性规划问题的可行方向法,在约束集合满足正则性的条件下,证明了该算法对五种常用线性搜索方法具有全局收敛性。     

Optimal algebraic multilevel preconditioning for local refinement along a line

The application of some recently proposed algebraic multilevel methods for the solution of two-dimensional finite element problems on nonuniform meshes is studied. The locally refined meshes are created by the newest vertex mesh refinement method. After the introduction of this refinement technique it is shown that, by combining levels of refinement, a preconditioner of optimal order can be constructed for the case of local refinement along a line. Its relative condition number is accurately estimated. Numerical tests demonstrating the performance of the proposed preconditioners will be reported in a forthcoming paper.     

一种新型的二元光学器件——多位相光束分束器的制作

本文报道了用于多光束分束器的反射式16位相值二元光学器件的制作。该二元光学器件把一束光束分成5×5光束阵列。测量的衍射效率为76.16%,接近理论设计值79.68%。该二元光学器件的有效孔径为10mm×10mm。