Bounds and Self-Consistent Estimates for the Overall Properties of Nonlinear Composites

Variational ‘self-consistent’ estimates for nonlinearproblems are formulated, building on a variational formulationpreviously developed by the authors. The formulation employsa linear ‘comparison medium’ for whose propertiessome ‘self-consistent’ choice is made. In contrastto linear problems, three possible self-consistent choices presentthemselves. The results that they give are analysed for twoparticular systems (a nonlinear dielectric and a nonlinear lossycomposite) for which bounds are already available. Estimatesbased on self-consistent embedding of a single inclusion ina homogeneous matrix composed of ‘comparison material’are also developed.     

Bifurcations of hyperbolic fixed points for explicit Runge-Kutta methods

Discretization of autonomous ordinary differential equationsby numerical methods might, for certain step sizes, generatesolution sequences not corresponding to the underlying flow—so-called‘spurious solutions’ or ‘ghost solutions’.In this paper we explain this phenomenon for the case of explicitRunge-Kutta methods by application of bifurcation theory fordiscrete dynamical systems. An important tool in our analysisis the domain of absolute stability, resulting from the applicationof the method to a linear test problem. We show that hyperbolicfixed points of the (nonlinear) differential equation are inheritedby the difference scheme induced by the numerical method whilethe stability type of these inherited genuine fixed points iscompletely determined by the method's domain of absolute stability.We prove that, for small step sizes, the inherited fixed pointsexhibit the correct stability type, and we compute the correspondinglimit step size. Moreover, we show in which way the bifurcationsoccurring at the limit step size are connected to the valuesof the stability function on the boundary of the domain of absolutestability, where we pay special attention to bifurcations leadingto spurious solutions. In order to explain a certain kind ofspurious fixed points which are not connected to the set ofgenuine fixed points, we interprete the domain of absolute stabilityas a Mandeibrot set and generalize this approach to nonlinearproblems.     

A combined BIE-FE method for the Stokes equations

A numerical algorithm for the biharmonic equation in domainswith piecewise smooth boundaries is presented. It is intendedfor problems describing the Stokes flow in the situations whereone has corners or cusps formed by parts of the domain boundaryand, due to the nature of the boundary conditions on these partsof the boundary, these regions have a global effect on the shapeof the whole domain and hence have to be resolved with sufficientaccuracy. The algorithm combines the boundary integral equationmethod for the main part of the flow domain and the finite-elementmethod which is used to resolve the corner/cusp regions. Twoparts of the solution are matched along a numerical ‘internalinterface’ or, as a variant, two interfaces, and theyare determined simultaneously by inverting a combined matrixin the course of iterations. The algorithm is illustrated byconsidering the flow configuration of ‘curtain coating’,a flow where a sheet of liquid impinges onto a moving solidsubstrate, which is particularly sensitive to what happens inthe corner region formed, physically, by the free surface andthe solid boundary. The ‘moving contact line problem’is addressed in the framework of an earlier developed interfaceformation model which treats the dynamic contact angle as partof the solution, as opposed to it being a prescribed functionof the contact line speed, as in the so-called ‘slip models’.     

Quadratisation de Certaines Structures de Poisson

On sait associer à certaines structures de Poisson surRⁿ, de 1-jet nul en 0, des actions de R² sur Rⁿ, donnéespar le ‘rotationnel’ de leur partie quadratiqueet un autre champ de vecteurs. Lorsque ces actions sont ‘nonrésonantes’ et ‘hyperboliques’, onmontre que ces structures sont ‘quadratisables’,en ce sens qu'il existe des coordonnées dans lesquelles,elles sont quadratiques. Dans le cas de la dimension 3, nosrésultats mènent à la ‘non-dégénérescence’générique des structures de Poisson quadratiquesà rotationnels inversibles. We can associate with some Poisson structures defined on Rⁿwith a zero 1-jet at zero, actions from R² on Rⁿ, given by the‘curl’ of their quadratic part and another vectorfield. Assuming that those actions are ‘hyperbolics’and without ‘resonances’, we give a normal formfor those structures. On R³, we prove that every quadratic Poissonstructure with invertible curl, is generically ‘non degenerate’.     

On the Existence and Stability of Spatially Structured Solutions of the Reaction-Diffusion Equations

The reaction-diffusion equations for the well-known ‘Brusselator’chemical kinetic model are investigated when the model is madeconsistent with the principle of detailed balance. In contrastto the original model, the corrected one does not show solutionswith ‘spatial structure’ i.e. solutions with multipleinternal maxima and multiple internal global minima in bothdependent variables. Sufficient conditions for stability ofthe solutions are given in terms of a Rayleigh quotient forgeneral boundary conditions for nonlinear reaction-diffusionequations in general. For the particular case of the ‘Brusselator’it is shown that conditions for a change of stability are muchmore unlikely to be attained as a result of the restrictionsof detailed balancing. The detailed sufficiency condition forthe stability of any steady-state solution and for no branchingfrom the ‘equilibrium’ branch solution depends onwhether the solution has global extrema inside the region, onits boundary, or both     

Contrary Statements About Mathematics

The preceding paper ‘Strong statements of analysis’by A. R. D. Mathias defends a so-called full-blooded set theorywithout full detail [3]. He again objects to a weak set theorywhich he calls ‘Mac’, in which the usual Zermelo–Fraenkelseparation scheme is required only for formulas with suitably‘restricted’ quantifiers. I had proposed that suchseparation is adequate for all standard uses of set theory inmathematics. But Mathias has not produced any counter examplesof actual mathematics which requires the use of a stronger separation.     

Timeout control scheme for overloaded M/E2/1 queue

A timeout scheme is considered for controlling an infinite ‘firstcome, first served’ overloaded single-server queue. Inthe overload situation, a customer-rejection mechanism is usedfor timing out ‘older’ customers in the queue, i.e.excluding those who have waited longer than a certain time.Applying ‘level-crossing analysis’ to an M/E₂/1queue, exact analytic expressions of performance such as thedensity and distribution functions of waiting time of the customerswho get served, the mean delay of customers, successful throughput,and ‘goodput’ are determined for this queue.     

Reduced-basis output bound methods for parabolic problems

^** Email: rovas{at}uiuc.edu^*** Email: luc_machiels{at}mckinsey.com^**** Corresponding author. Email: maday{at}ann.jussieu.fr In this paper, we extend reduced-basis output bound methodsdeveloped earlier for elliptic problems, to problems describedby ‘parameterized parabolic’ partial differentialequations. The essential new ingredient and the novelty of thispaper consist in the presence of time in the formulation andsolution of the problem. First, without assuming a time discretization,a reduced-basis procedure is presented to ‘efficiently’compute accurate approximations to the solution of the parabolicproblem and ‘relevant’ outputs of interest. In addition,we develop an error estimation procedure to ‘a posteriorivalidate’ the accuracy of our output predictions. Second,using the discontinuous Galerkin method for the temporal discretization,the reduced-basis method and the output bound procedure areanalysed for the semi-discrete case. In both cases the reduced-basisis constructed by taking ‘snapshots’ of the solutionboth in time and in the parameters: in that sense the methodis close to Proper Orthogonal Decomposition (POD).     

The Galerkin Method for Integral Equations of the First Kind with Logarithmic Kernel: Theory

The aim of this paper is to develop a straightforward analysisof the Galerkin method for two-dimensional boundary integralequations of the first kind with logarithmic kernels. A distinctivefeature of the analysis is that no appeal is made to ‘coercivity’,as a result of which some existence questions cannot be answereddirectly. In return, however, the analysis has no special difficultyin handling corners, cusps, or open arcs. Instead of coercivity,the central feature of the analysis is the positive-definiteproperty of the integral operator for small enough contours.Rates of convergence are predicted theoretically and, in particular,certain linear functionals are shown to exhibit ‘superconvergence’.Numerical results supporting the theory are given in the companionpaper Sloan & Spence (1987) for problems on both open andclosed polygonal arcs.     

Some new aspects of the transient analysis of discrete-parameter Markov models with an application to the evaluation of repair events in power transmission

In Markov reliability modelling, a partitioned state space isused to describe the behaviour of a system each state of whichis associated with the system either being functional or underrepair. Such a system alternates between working and repairperiods indefinitely. Recent research results on the distributionof the sequences of the lengths of working and repair periodsafford the reliability analyst a set of system characteristicswhich can be used in addition to the traditional ones (reliability,point availability, etc.) to describe the system‘s transientbehaviour. In this paper, we present a concise derivation ofclosed-form expressions for the probability mass function andthe factorial moments of the total cumulative ’time‘spent in a subset of the state space by an irreducible or absorbingdiscrete-parameter Markov chain during the first n time instances.This result is then applied to analyse the sequence of repairevents categorized as ’minor‘ and ’major‘of a Markov model of a power transmission system. The numericalimplementation using the Macintosh version of MatLab is alsodiscussed.     

A safeguarded dual weighted residual method

Andreas Veeser ^{The dual weighted residual (DWR) method yields reliable a posteriorierror bounds for linear output functionals provided that theerror incurred by the numerical approximation of the dual solutionis negligible. In that case, its performance is generally superiorthan that of global ‘energy norm’ error estimatorswhich are ‘unconditionally’ reliable. We presenta simple numerical example for which neglecting the approximationerror leads to severe underestimation of the functional error,thus showing that the DWR method may be unreliable. We proposea remedy that preserves the original performance, namely a DWRmethod safeguarded by additional asymptotically higher ordera posteriori terms. In particular, the enhanced estimator isunconditionally reliable and asymptotically coincides with theoriginal DWR method. These properties are illustrated via theaforementioned example.}     

Monodromy and Connectedness

The purpose of this note is initially to present an elementarybut surprising connectedness principle pertaining to the intersectionof a fixed subvariety X of some ambient space Z with anothersubvariety Y which is ‘mobile’ (in the sense ofbeing movable, rather than actually moving). It is via thismobility that monodromy enters the picture, permitting the crucialpassage from ‘relative’ or total-space irreducibilityto ‘absolute’ or fibrewise connectedness (and sometimesirreducibility). A general form of this principle is given inTheorem 2 below. 1991 Mathematics Subject Classification 14C99,15N05.     

The Hausdorff Dimension of Exceptional Sets Associated with Normal Forms

The Hausdorff dimension is obtained for exceptional sets associatedwith linearising a complex analytic diffeomorphism near a fixedpoint, and for related exceptional sets associated with obtaininga normal form of an analytic vector field near a singular point.The exceptional sets consist of eigenvalues which do not satisfya certain Diophantine condition and are ‘close’to resonance. They are related to ‘lim-sup’ setsof a general type arising in the theory of metric Diophantineapproximation and for which a lower bound for the Hausdorffdimension has been obtained.     

Life and Decay

The high cost of maintenance encourages managers to ‘optimize’their maintenance schemes. A facet of the ‘optimizing’performance is being able to predict more precisely the timeto failure of components and equipment. In many cases, failureresults from degradation. Modelling the degradation processis likely to give rise to better prediction of failure times.There has been a variety of approaches to the modelling, andmore recent authors have considered the issues of estimationThis paper reviews some of the models used, and the criteriafor selecting models, and considers some of the practical issues.The maintenance context of the modelling is also considered.     

Combined adaptive control with new adaptation laws

A combination of direct and indirect methods of adaptive controlthat yielded an improved performance (over its constituent methods)is considered in this paper. This combined method has been recentlydeveloped; it was considered that the improvement was due tothe use of a new kind of error—called the closed-loopestimation error. Earlier papers on this combined method useda Lyapunov function and developed stable adaptation laws ofintegral (I) form. Using the same errors, this paper suggestsa new Lyapunov function and its associated adaptation laws ofproportional plus integral (P + I) form, showing that furtherimprovement in the performance can be obtained. Digital simulationresults are presented, indicating that the ‘P’ termimproves the performance in those cases where the ‘I’term alone is not adequate.     

Analogues of complex geometry

We prove that there are no pseudoholomorphic theories of anythingother than curves, even if one allows more general spaces thanalmost complex manifolds. The proof is elementary, except fortheories of pseudoholomorphic hypersurfaces, where topologicaltechniques are needed. Surprisingly, hypersurface theories exist‘microlocally’ (in great abundance) to all ordersperturbatively, but not ‘locally’.     

Numerical analysis of boundary integral solution of the Helmholtz equation in domains with non-smooth boundaries

In the paper we carry out a complete analysis of several efficientnumerical methods for the solution of boundary integral equationsdefined on a non-smooth boundary. In particular the solutionof the Helmholtz equation in the exterior of a closed wedgeis studied. The analytical behaviour of the solution of theresulting boundary integral equation (with a non-compact operator)near the wedge is investigated. Numerical analysis of the collocationand iterated collocation method for the problem is presented.Graded meshes are used to reflect the ‘singular’behaviour of the analytical solution, as well as the degreeof the polynomial approximant, in order to yield results with‘optimal convergence rates’. Finally the convergenceanalysis of some modified two-grid iterative methods for thefast solution of the resulting linear systems is given and numericalresults are presented which agree with the theoretical predictions.     

Radial Limits of Bloch Functions in the unit Disc

Although a function in the Bloch space may have no radial limits,it is shown that there exist bounded linear functionals whichgive ‘average radial limits’ over an interval onthe boundary. An ‘abelian–tauberian’ theoremis proved, characterizing the existence of a radial limit ata given boundary point in terms of these functionals.     

A queueing model of activities in an intensive care unit

^** Email: griffiths{at}cardiff.ac.uk Activities in an intensive care unit (ICU) at a major teachinghospital are modelled by means of a queue-theoretic approach.Using data supplied by the ICU relating to the admissions process,the bed availability and the length of stay of patients, itwas possible to fit theoretical distributions to the observed‘arrival’ and ‘service’ distributions.Queueing equations relevant to a multi-channel system havingrandom arrivals and hyper-exponential service times for eachchannel are set up, and solved iteratively. Results obtainedmatch well with observations, and the model is then utilisedto investigate several ‘what if? ’ scenarios. Referenceis made to a simulation model developed in conjunction withthe queueing model.