Investigation and reduction of variance of a weighted estimate in numerical statistical simulation

The efficiency of the “value” and “partial value” modeling related to the construction of a modeling distribution for an auxiliary random variable by multiplying the initial density by a value function is investigated. The value function usually corresponds to a solution of the adjoint equation. Conditions under which the value modeling of the initial distribution reduces the variance compared to the direct simulation are obtained. It is proved that the variance of the weighted estimate is bounded in the case of the partial value modeling. This proposition provides a basis for a method for determining whether or not the variance of the weighted estimate is bounded. This method uses the majorizing adjoint equation. Using a practically important problem in transport theory as an example, the asymptotic optimization of the distribution of the mean free path is presented. The application of the proposed method of the investigation of the variance boundedness for the analysis of the classical exponential transformation method of simulating the mean free path of a particle in the one-dimensional and the spherical variants is discussed.     

On the Numerical Range of Operator Polynomials

An upper bound for the number of components of the numerical range of matrix polynomials is established. We also establish a necessary condition and a sufficient condition for the connectedness of the numerical range of a quadratic selfadjoint matrix polynomial. The boundary of the numerical range of linear matrix polynomials is also considered.     

Large-scale effects on meso-scale modeling for scalar transport

The transport of scalar quantities passively advected by velocity fields with a component at small scale ℓ can be modeled at scales larger than ℓ by means of an effective drift and an effective diffusivity, which can be determined by means of multiple-scale techniques. We show that the presence of a weak flow at large scales Lℓ induces interesting effects on the scalar transport at the meso-scales (i.e. at scales intermediate between ℓ and L). In particular, it gives rise to non-isotropic and non-homogeneous corrections to the meso-scale drift and diffusivity. We discuss an approximation that allows us to retain the second-order effects caused by the large-scale flow. This provides a rather accurate meso-scale modeling for both asymptotic and pre-asymptotic scalar transport properties. Numerical simulations in model flows are used to illustrate the importance of such large-scale effects.     

财经类院校数学建模的教学与实践

针对经济、管理类专业学生的特点 ,介绍了在财经类院校开展数学建模活动的意义、方法和步骤 ,总结了开展数学建模竞赛的经验 .     

Numerical differentiation from a viewpoint of regularization theory

In this paper, we discuss the classical ill-posed problem of numerical differentiation, assuming that the smoothness of the function to be differentiated is unknown. Using recent results on adaptive regularization of general ill-posed problems, we propose new rules for the choice of the stepsize in the finite-difference methods, and for the regularization parameter choice in numerical differentiation regularized by the iterated Tikhonov method. These methods are shown to be effective for the differentiation of noisy functions, and the order-optimal convergence results for them are proved.

     

Atomistic packing models for experimentally investigated swelling states induced by CO2 in glassy polysulfone and poly(ether sulfone)

Atomistic packing models have been created, which help to better understand the experimentally observed swelling behavior of glassy polysulfone and poly (ether sulfone), under CO₂ gas pressures up to 50 bar at 308 K. The experimental characterization includes the measurement of the time‐dependent volume dilation of the polymer samples after a pressure step and the determination of the corresponding gas concentrations by gravimetric gas‐sorption measurements. The models obtained by force‐field‐based molecular mechanics and molecular dynamics methods allow a detailed atomistic analysis of representative swelling states of polymer/gas systems, with respect to the dilation of the matrix. Also, changes of free volume distribution and backbone mobility are accessible. The behavior of gas molecules in unswollen and swollen polymer matrices is characterized in terms of sorption, diffusion, and plasticization. © 2006 Wiley Periodicals, Inc. J Polym Sci Part B: Polym Phys 44: 1874–1897, 2006     

Willis环状脑动脉瘤系统的自适应模糊控制

针对不确定非线性生物系统—W illis环状脑动脉瘤系统,利用高斯型模糊逻辑系统的逼近能力及新构造的Lyapunov函数,基于模糊建模提出了一种自适应模糊控制器设计的新方案.该方案把逼近误差引入到控制器设计条件中用以改善系统的动态性能.不但设计简单还保证了控制方法的鲁棒性与稳定性.通过反向传播算法调整模糊基函数参数及递归最小二乘法调整参数向量,θ更新控制律,实现了理想跟踪.从理论上研究了脑动脉瘤内血流速度的非线性行为及控制,具有实际意义.仿真结果表明该控制方法的有效性.     

Experience Gained Using Second-Moment Closure Modeling for Transitional Flows Due to Boundary Layer Separation

This paper presents detailed information on the experience gained during the attempts to model a set of transitional flows due to boundary layer separation. These flows are developed on a flat plate with a semi-circular leading edge and they have been coded by the ERCOFTAC Special Interest Group on Transition, as T3L flows. Different freestream velocities and turbulence intensities configure these transitional flows and, by consequence, govern the transition mechanism, resulting in larger or smaller transitional regions. The modeling of the T3L flows has been performed by adopting a low-Reynolds number second-moment closure turbulence model. The results showed satisfactory agreement with the experimental measurements, although some difficulties regarding successful convergence have been faced. The final conclusion is that turbulence modeling can present quite accurate results for transitional flows without any additional use of ad-hoc modifications or additional equations based on various transition models and intermittency transport modeling.     

Modeling plane turbulent Couette flow

Among the salient features of shear-driven plane Couette flow is the constancy of the total shear stress (viscous and turbulent) across the flow. This constancy gives rise to a quasi-homogenous core region, which makes the bulk of the flow substantially different from pressure-driven Poiseuille flow. The present second-moment closure study addresses the conflicting hypotheses relating to turbulent Couette flow. The inclusion of a new wall-proximity function in the wall-reflection part of the pressure-strain model seems mandatory, and the greement with recent experimental and direct numerical simulation (DNS) results is encouraging. Analysis of model computations in the range 750 ≤ Re ≤ 35,000 and comparisons with low-Re DNS data suggest that plane Couette flow exhibits a local-equilibrium core region, in which anisotropic, homogeneous turbulence prevails. However, the associated variation of the mean velocity in the core, as obtained by the model, conflicts with the intuitively appealing assumption of homogeneous mean shear. The constancy of the velocity gradient exhibited by the DNS therefore signals a deficiency in the modeled transport equation for the energy dissipation rate.     

A note on stability of the Douglas splitting method

In this note some stability results are derived for the Douglas splitting method. The relevance of the theoretical results is tested for an advection-reaction equation.