Post-processing with computable error bounds for the finite element approximation of a nonlinear heat conduction problem

Email: ain{at}mcs.le.ac.uk Email: D.Kelly{at}unsw.edu.au^* Email: I.Sloan{at}unsw.edu.au^** Email: swang{at}cs.curtin.edu.au It is shown how the finite element approximation of a nonlinearheat conduction problem may be post-processed to yield enhancedapproximations to the solution and the flux at any point inthe domain. Sharp computable bounds on the accuracy of the post-processedapproximations are derived. A criterion is identified for guidingadaptive refinements of the finite element discretization. Anumerical example is given illustrating the theoretical results.     

A two-time-scale model for hospital patient flow

^** Email: m.ramakrishnan{at}ms.unimelb.edu.au^*** Email: david.sier{at}csiro.au^**** Email: p.taylor{at}ms.unimelb.edu.au Hospitals are currently facing high incidences of ambulancebypass, long waiting lists for elective procedures and a significantproportion of patients experiencing long stays in the emergencydepartment before moving to a bed in a ward. We observe thatthe system of wards and the emergency department in essenceoperates on two time-scales: the wards operate on a time-scaleof days, whereas the state of the emergency department evolveson a much faster time-scale. This observation has motivatedus to construct a two-time-scale model for a hospital system.The faster time-scale is modelled by a continuous time Markovchain, whereas the slower time-scale (ward occupancy) is modelledby a discrete time Markov chain. Given the nature of the system,the state of the wards has a direct impact on the emergencydepartment.     

Null Riemannian cubics in tension in SO(3)

^** Email: lyle{at}maths.uwa.edu.au^*** Email: popiet01{at}maths.uwa.edu.au Riemannian cubics in tension in the rotation group SO(3) arevariational curves with applications to interpolation problemsin computer graphics and rigid-body trajectory planning. Theyare related by a linking equation to Lie quadratics in tension(LQT) in the Lie algebra so(3). This paper provides a qualitativeanalysis of the null case of LQT in so(3).     

Transformations between isospectral membranes yield conformal maps

^** Email: H.Gottlieb{at}griffith.edu.au In two dimensions, contrary to the known situation that a conformaltransformation yields isospectral density functions for vibratingmembranes, it is shown that a coordinate transformation leadingto isospectral densities must be conformal.     

Radially isospectral annular membranes

^** Email: h.gottlieb{at}griffith.edu.au By utilizing transformations of both the radial coordinate andthe radial wave function, densities of annular membranes whichare radially isospectral to any given radial density are produced.In particular, new families of annular membrane densities arefound which are radially isospectral to a uniform membrane.Some new generalizations for completely isospectral annularmembranes (including angle-dependent densities) are also given.     

Determining the optimal constrained multi-item (Q, r) inventory policy by maximising risk-adjusted profit

^** Email: john.betts{at}infotech.monash.edu.au^*** Email: robertj{at}unimelb.edu.au The predominant approach to determining replenishment batchsizes for capital constrained multi-item inventories is to assumethat at some point in time the replenishment of all items willcoincide, and that batch sizes are small enough that the constraintis not violated when this event occurs. However, when an inventoryconsists of a large number of independently replenished components,the probability that all replenishments coincide is very small.The standard approach thus results in unnecessarily conservativebatch sizes that under-utilise the available resource, resultingin lower profit than would be the case if a small risk of violatingthe constraint was tolerated. In this paper, a new approachto determining constrained batch sizes is presented where, fora certain average investment, the probability of exceeding abinding, or fixed, constraint on capital is determined. Thisprobability is used to define an adjustment factor to be appliedto expressions for company profit so that an optimal trade-offbetween maximising profit and reducing risk of failure is obtainedsimply by optimising this adjusted profit. By optimising profitadjusted for the risk of exceeding the constraint, the new modelyields batch sizes that are larger, and result in greater profitabilitythan those recommended under traditional models.     

On the solvability for the mixed-type Lyapunov equation

^** Email: xsf{at}math.pku.edu.cn^*** Email: mscheng{at}math.pku.edu.cn In this paper, the linear matrix equation X = AXB^* + BXA^* +Q is considered, which is called the mixed-type Lyapunov equation.Some necessary and sufficient conditions for the existence ofa unique solution are presented. Since a Hermitian positivesemidefinite solution is important from the application pointof view, some sufficient conditions for the existence of a Hermitianpositive semidefinite solution are derived.     

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.     

Solving parallel machines scheduling problems with sequence-dependent setup times using variable neighbourhood search

^** Corresponding author. Email: mahdi{at}dcc.ufmg.br^*** Email: martin{at}dcc.ufmg.br^**** Email: mateus{at}dcc.ufmg.br^***** Email: pardalos{at}ufl.edu Variable neighbourhood search (VNS) is a modern metaheuristicbased on systematic changes of the neighbourhood structure withina search to solve optimization problems. The aim of this paperis to propose and analyse a VNS algorithm to solve schedulingproblems with parallel machines and sequence-dependent setuptimes, which are of great importance on the industrial context.Three versions of a greedy randomized adaptive search procedurealgorithm are used to compare with the proposed VNS algorithmto highlight its advantages in terms of generality, qualityand speed for large instances.     

Electrical coupling in proton exchange membrane fuel cell stacks: mathematical and computational modelling

^** Corresponding author. Email: wetton{at}math.ubc.ca^*** Email: Peter.Berg{at}uoit.ca^**** Email: caglara{at}uwgb.edu^***** Email: kpromisl{at}math.msu.edu^****** Email: jean.st-pierre{at}ballard.com A mathematical model describing the effects of electrical couplingof proton exchange membrane unit fuel cells through shared bipolarplates is developed. Here, the unit cells are described by simple,steady-state, 1D models appropriate for straight reactant gaschannel designs. A linear asymptotic version of the model isused to give analytic insight into the effect of the coupling,including estimates of the extent of the coupling in terms ofthe number of adjacent cells affected. An efficient numericalmethod is developed to solve the non-linear coupled system.Numerical results showing the effects on stack voltage due toa single cell with anomalous oxidant flow rate are given. Theeffects on stack performance due to end plate effects are alsogiven. It is shown that electrical coupling has a significanteffect on fuel cell performance.     

Variable neighbourhood search for redundancy allocation problems

^** Email: ycliang{at}saturn.yzu.edu.tw^*** Email: s929512{at}mail.yzu.edu.tw^**** Email: s927522{at}mail.yzu.edu.tw A variable neighbourhood search (VNS) algorithm has been developedto solve the redundancy allocation problem (RAP). The VNS methodis perfectly suited to those combinatorial problems with potentialneighbourhood structures, as in the case of the RAP. The moststudied configuration of the RAP is a series system of s-independentk-out-of-n:G subsystems the so-called series–parallelsystem. The RAP is to select the optimal combination and redundancylevels of components to meet system-level constraints. Two typesof objectives are considered in this study—system reliabilitymaximization and system cost minimization. The VNS algorithmis tested on sets of benchmark problems and compared to thebest heuristics in the literature such as tabu search, multipleweighted objective heuristic, ant colony optimization and geneticalgorithm. Computational results show the advantages and benefitsof VNS for solving both types of RAP while considering bothsolution quality and computational efficiency.     

New results on quadratic stabilization of switched linear systems with polytopic uncertainties

^** Corresponding author. Email: longwang{at}pku.edu.cn^*** Email: jizj{at}mech.pku.edu.cn In this paper, the quadratic stabilization of switched linearsystems with polytopic uncertainties is considered. Comparedwith the existing result, a more general switching control methodis proposed to guarantee the quadratic stabilization. This switchingcontrol method is based on the partition of the vertex matrixset of each subsystem. By this method, the matrix inequalitiesneeded to be solved are always less than those needed to besolved before except one extreme case; for this case, it isequal. The switched control synthesis problem is also studiedfor both switched state feedback and output feedback. Severalbilinear matrix inequality based conditions are derived forboth cases.     

A coupled multivalued model for ice streams and its numerical simulation

^** Email: nati{at}dma.uvigo.es^*** Email: durany{at}dma.uvigo.es^**** Email: anaisabel.munoz{at}urjc.es^***** Email: emanuele.schiavi{at}urjc.es^****** Email: carlosv{at}udc.es This paper deals with the numerical solution of a non-linearmodel describing a free-boundary problem arising in modern glaciology.Considering a shallow, viscous ice sheet flow along a soft,deformable bed, a coupled non-linear system of differentialequations can be obtained. Particularly, an obstacle problemis then deduced and solved in the framework of its complementarityformulation. We present the numerical solution of the resultingmultivalued system modelling the ice sheet non-Newtonian dynamicsdriven by the underlying drainage system. Our numerical resultsshow the existence of fast ice streams when positive wave-likeinitial conditions are considered. The solutions are numericallycomputed with a decoupling iterative method and finite-elementtechnique. A duality algorithm and a projected Gauss–Seidelmethod are the alternatives used to cope with the resultingvariational inequality while the explicit treatment, Newtonmethod or a duality method are proposed to deal with the non-linearsource term. Finally, the numerical solutions are physicallyinterpreted and some comparisons among the numerical methodsare then discussed.     

Finite element approximation of the Neumann eigenvalue problem in domains with multiple cracks

^** Email: belhach{at}poncelet.univ-metz.fr^*** Email: bucur{at}math.univ-metz.fr^**** Email: jmse{at}math.univ-metz.fr We study the Neumann–Laplacian eigenvalue problem in domainswith multiple cracks. We derive a mixed variational formulationwhich holds on the whole geometric domain (including the cracks)and implements efficient finite-element discretizations forthe computation of eigenvalues. Optimal error estimates aregiven and several numerical examples are presented, confirmingthe efficiency of the method. As applications, we numericallyinvestigate the behaviour of the low eigenvalues in domainswith a large number of cracks.     

A unified framework for the numerical solution of general quadratic matrix equations

^** Email: vassilios.tsachouridis{at}ieee.org^*** Email: N.karcanias{at}city.ac.uk^**** Email: ixp{at}le.ac.uk Algebraic quadratic equations are special cases of a singlegeneralized algebraic quadratic matrix equation (GQME). Thispaper focuses on the numerical solution of the GQME using probability-1homotopy methods. A synoptic review of these methods and theirapplication to algebraic matrix equations is provided as background.A large variety of analysis and design problems in systems andcontrol are reported as special cases of the presented frameworkand some of them are illustrated via numerical examples fromthe literature.     

A stabilized finite-element method for the Stokes problem including element and edge residuals

^** Email: raraya{at}ing-mat.udec.cl^*** Corresponding author. Email: gbarrene{at}ing-mat.udec.cl^**** Email: valentin{at}lncc.br A new stabilized finite-element method is presented for theStokes problem. The method is of a Douglas–Wang type,and includes a positive jump term controlling the residual ofthe Cauchy stress tensor on the internal edges of the triangulation.A priori error estimates are obtained in the natural norms ofthe unknowns and an a posteriori error estimator is proposed,analysed and tested through numerical experiments.     

On the numerical solution of involutive ordinary differential systems: enhanced linear algebra

^** Email: jukka.tuomela{at}joensuu.fi^*** Corresponding author. Email: arponen{at}maths.warwick.ac.uk^**** Email: villesamuli.normi{at}joensuu.fi We analyse some Runge–Kutta type methods for computing1D integral manifolds, i.e. solutions to ordin-ary differentialequations and differential-algebraic equations. We show thatwe can compute the solutions which respect all the constraintsof the problem reliably and reasonably quickly. Moreover, weshow that the so-called impasse points are regular points inour approach and hence require no special attention.     

Parallel variable neighbourhood search algorithms for job shop scheduling problems

^** Email: msevkli{at}fatih.edu.tr^*** Corresponding author. Email: mehmetaydin{at}acm.org, mehmet.aydin{at}beds.ac.uk Variable neighbourhood search (VNS) is one of the most recentmetaheuristics used for solving combinatorial optimization problemsin which a systematic change of neighbourhood with a local searchis carried out. However, as happens with other metaheuristics,it takes a long time to reach some useful solutions while solvingsome sort of hard combinatorial problems such as job shop scheduling(JSS). Parallelization is one of the most considerable policiesto overcome this matter. In this paper, firstly, a number ofVNS algorithms are examined for JSS problems and then four differentparallelization policies are taken into account to determineefficient parallelization for VNS algorithms. The experimentationreveals the performance of various VNS algorithms and the efficiencyof policies to follow in parallelization. In the end, the unilateral-ringtopology, a noncentral parallelization method, is found as themost efficient policy.     

The Z-transform and linear multistep stability

^** Email: mapjjc{at}maths.bath.ac.uk^*** Corresponding author. Email: ath{at}maths.bath.ac.uk^**** Email: hl{at}maths.bath.ac.uk This paper makes systematic use of control-theoretic methodssuch as the -transform, small-gain theorems and frequency-domainstability criteria in the analysis of the stability behaviourof linear multistep methods. Some of the results in Nevanlinna'swork are recovered and a number of new boundedness and asymptoticproperties of solutions of numerical schemes are obtained. Inparticular, we give a careful and detailed analysis of the nonlinearstability properties of strictly zero-stable methods.     

Explicit stability conditions for time-discrete vector Lur'e-type systems

^** Email: gilmi{at}cs.bgu.ac.il^*** Email: rmedina{at}ulagos.cl Non-linear discrete-time Lur'e-type systems are considered.Explicit stability conditions are suggested. They are formulatedin terms of the determinants of characteristic polynomials.Moreover, an estimate for the region of attraction of the zerosolution is derived.