A Nonstandard Finite Difference Scheme for Solving One Dimensional Nonlinear Heat Transfer

A nonstandard finite difference scheme is developed to solve an initial-boundary value problem involving a quartic nonlinearity that arises in heat transfer with thermal radiation. Not only does the scheme satisfy the positivity condition, but it is also stable for large values of the equation parameters.     

Managing variances in manufacturing system design

The goal of this paper is to investigate how uncertainties in demand and production should be incorporated into manufacturing system design problems. We examine two problems in manufacturing system design: the resource allocation problem and the product grouping problem. In the resource allocation problem, we consider the issue of how to cope with uncertainties when we utilize two types of resources: actual processing capacity and stored capacity (inventory). A closed form solution of the optimal allocation scheme for each type of capacity is developed, and its performance is compared to that of the conventional scheme where capacity allocation and inventory control decisions are made sequentially. In the product grouping problem, we consider the issue of how we design production lines when each line is dedicated to a certain set of products. We formulate a mathematical program in which we simultaneously determine the number of production lines and the composition of each line. Two heuristics are developed for the problem.     

Regularization of a discrete scheme governing the three-dimensional evolution of a fluid-fluid interface

A regularized discrete scheme is developed that describes the three-dimensional evolution of the interface between fluids with different viscosities and densities in the Leibenzon-Muskat model. The regularization is achieved by smoothing the kernel of the singular integral involved in the differential equation governing the moving interface. The discrete scheme is tested by solving the problem of a drop of one fluid evolving in a translational flow of another.     

An efficient heuristic for scheduling in a flowshop to minimize total weighted flowtime of jobs

The problem of scheduling in a flowshop is considered with the objective of minimizing the total weighted flowtime of jobs. A heuristic algorithm is developed by the introduction of lower bounds on the completion times of jobs and the development of heuristic preference relations for the scheduling problem under study. An improvement scheme is incorporated in the heuristic to enhance the quality of its solution. The proposed heuristic, with and without the improvement scheme, and the existing heuristics are evaluated by a large number of randomly generated problems. The results of an extensive computational investigation for various problem sizes are presented. It has been observed that both versions of the proposed heuristic perform better than the existing heuristics in giving a superior solution quality and that the proposed heuristic without the improvement scheme yields a good solution by requiring a negligible CPU time. In addition, an experimental investigation is carried out to evaluate the effectiveness of the improvement scheme when implemented in the proposed heuristic and the existing heuristics, as well as the effectiveness of a variant of the scheme. The results are also discussed.     

对流扩散方程的四阶紧凑迎风差分格式

§1.引言 流动和传热传质的基本方程均是对流扩散型的.对流扩散方程的高阶紧凑差分格式,作为提高计算可靠性和节省计算量的一条有效途径,已引起相当的重视.作为该领域的一大进展,新近由Dennis推出的对流扩散方程四阶紧凑格式,在二维情形下呈九点式且勿须引入中间变量,只涉及对流扩散量本身,能在较粗网格下获取较为准确的数值结果.从本质上说,该格式系指数型四阶紧凑格式的多项式型翻版.它与指数型紧凑格     

Optimal m-stage Runge-Kutta schemes for steady-state solutions of hyperbolic equations

A numerical scheme is developed to find optimal parameters and time step of m-stage Runge-Kutta (RK) schemes for accelerating the convergence to -steady-state solutions of hyperbolic equations. These optimal RK schemes can be applied to a spatial discretization over nonuniform grids such as Chebyshev spectral discretization. For each m given either a set of all eigenvalues or a geometric closure of all eigenvalues of the discretization matrix, a specially structured nonlinear minimax problem is formulated to find the optimal parameters and time step. It will be shown that each local solution of the minimax problem is also a global solution and therefore the obtained m-stage RK scheme is optimal. A numerical scheme based on a modified version of the projected Lagrangian method is designed to solve the nonlinear minimax problem. The scheme is generally applicable to any stage number m. Applications in solving nonsymmetric systems of linear equations are also discussed. © 1993 John Wiley & Sons, Inc.     

Mathematical Modelling of Heat Flow in Czochralski Crystal Pulling

A mathematical model of the heat flow in the holm region incrystal pulling by the Czochralski technique is developed. Thisis a moving boundary problem with two moving boundaries, thephase change surface and the air—liquid meniscus. Usingthe enthalpy method and co-ordinate transformation techniques,the problem is cast into a form suitable for numerical solution.A numerical scheme is outlined, and some results for the growthof germanium crystals are shown.     

Control Parametrization and Finite Element Method for Controlling Multi-species Reactive Transport in a Rectangular Diffuser Unit

The paper describes a problem involving optimal effluent release in a rectangular diffuser unit. The total amount of effluent released is to be maximized while observing given concentration bounds at the release end of the unit. The effluent degrades while passing through the unit. A computational scheme using combined control parametrization and finite element method is developed for solving the problem. Numerical examples have been solved to illustrate the efficiency of our method.     

An eigenvalue problem arising in a patch formation model

A simple numerical scheme has been developed for the solution of the eigenvalue problem arising in a patch formation model given by Del Grosso et al. [1]. The scheme is based on finding bounds which separate the eigenvalues. The exact eigenvalues are obtained by solving an algebraic equation given by the corresponding regular Frobenius series solution. At the same time eigenfunctions may also be obtained from this series solution.     

Numerical method for solving a boundary-value problem of thermoelasticity

We consider the problem of determining the stress-strain state of an elastoplastic layer under impulse heating. The theory of small elastoplastic strains with linear hardening is used. A boundary-value problem is obtained for the equations of thermoelasticity whose coefficients at any time are functionals of strain history. A method is developed for solving this problem, based on discretization by space and time variables and application of an appropriate difference scheme. This scheme constructs a recursive evolution process for the state column at the nodes of the space grid. Numerical implementation of the method has demonstrated its reliability and efficiency.Translated from Vychislitel'naya i Prikladnaya Matematika, No. 58, pp. 66–71, 1986.     

Spectral discretization of a mixed Schrödinger boundary-value problem and application

Paraxial approximation to the Helmholtz equation in ocean acoustic leads to solve a mixed Schrödinger boundary-value problem. The numerical analysis is performed combining a spectral method in the depth direction and a leap-frog scheme in the propagation direction. A convergence analysis for the approximation is developed, providing error estimates.     

A column generation method for inverse shortest path problems

In this paper we formulate an inverse shortest path problem as a special linear programming problem. A column generation scheme is developed that is able to keep most columns of the LP model implicit and to generate necessary columns by shortest path algorithms. This method can get an optimal solution in finitely many steps. Some numerical results are reported to show that the algorithm has a good performance.The authors gratefully acknowledge the partial support of Croucher Foundation.     

Gradient projection and local region search for multiobjective optimisation

This paper presents a new method for multiobjective optimisation based on gradient projection and local region search. The gradient projection is conducted through the identification of normal vectors of an efficient frontier. The projection of the gradient of a nonlinear utility function onto the tangent plane of the efficient frontier at a given efficient solution leads to the definition of a feasible local region in a neighbourhood of the solution. Within this local region, a better efficient solution may be sought. To implement such a gradient-based local region search scheme, a new auxiliary problem is developed. If the utility function is given explicitly, this search scheme results in an iterative optimisation algorithm capable of general nonseparable multiobjective optimisation. Otherwise, an interactive decision making algorithm is developed where the decision maker (DM) is expected to provide local preference information in order to determine trade-off directions and step sizes. Optimality conditions for the algorithms are established and the convergence of the algorithms is proven. A multiobjective linear programming (MOLP) problem is taken for example to demonstrate this method both graphically and analytically. A nonlinear multiobjective water quality management problem is finally examined to show the potential application of the method to real world decision problems.     

A multi-product loading problem: a model and solution method

An important operational problem arises during the transportation and delivery of several products, which cannot be mixed, in the same vehicle at regular intervals. The vehicle has compartments to keep the products separately. Therefore, a scheme of allocation of compartments which we call vehicle loading problem to maximize the efficiency of the system while the demands for the products at the destination(s) are satisfied. A mixed binary model is developed for this multi-product loading problem. The solution method is based on simultaneously exploring the primal and dual structures derived from the Lagrangian relaxation. Subset sum problems are obtained as subproblems to the partial Lagrangian. An algorithm is developed and its convergence is proved. The efficiency of the method is demonstrated by running, randomly chosen test problems. An initial solution finding method is also developed.     

A new averaging scheme for the riemann problem in pure water

The numerical investigation of shock phenomena in gas or liquid media where enthalpy is the preferred thermodynamic variable poses special problems. When an expression for internal energy is available, the usual procedure is to employ a splitting scheme to remove source terms from the Euler equations, then upwind-biased shock capturing algorithms are built around the Riemann problem for the conservative system which remains. However, when the governing equations arc formulated in terms of total enthalpy, treatment of a pressure time derivative as a source term leads to a Riemann problem for a system where one equation is not a conservation law. The present research establishes that successful upwind-biased shock capturing schemes can be based upon the pseudo-conservative system. A new averaging scheme for solving the associated Riemann problem is developed. The method is applied to numerical simulations of shock wave propagation in pure water.     

Mixed linear complementary formulation of lateral contacts among a system of parallel beams

A novel linear complementary formulation is developed in this paper to deal with multiple lateral contacts at a number of cross sections for a structure consisting of many parallel beams and having rigid body displacements. The proposed method can be used to handle a challenging situation where the number of potential contact pairs exceeds the total number of available lateral displacements at a cross section. The traditional displacement-based contact algorithms cannot be employed to solve this type of contact problem. In this paper, a mixed force–displacement scheme is developed. This scheme removes the restriction on the number of contact pairs at a cross section and is suitable for handling contacts among many parallel beams. It is proven that a unique solution to the linear complementary equations obtained using the mixed force–displacement scheme exists and can be obtained using the Lemke algorithm. Numerical results for an example application show that the scheme is indeed convergent and accurate.     

A linearized finite-difference scheme for the numerical solution of the nonlinear cubic Schrödinger equation

A linearized finite-difference scheme is used to transform the initial/boundary-value problem associated with the nonlinear Schrödinger equation into a linear algebraic system. This method is developed by re placing the time and the space partial derivatives by parametric finite-difference re placements and the nonlinear term by an appropriate parametric linearized scheme based on Taylor’s expansion. The resulting finite-difference method is analysed for stability and convergence. The results of a number of numerical experiments for the single-soliton wave are given.     

H∞norm approximation of discrete-time systems by constant matrices

The problem of approximating a given discrete-time system by a constant matrix in H_∞ norms sense is considered. A computational scheme is given. Some related results are developed. The solution is based on allpass imbedding of bounded real matrices.     

Games,Critical Paths and Assignment Problems in Permutation Flow Shops and Cyclic Scheduling Flow Line Environments

In this paper we address the non-pre-emptive flow shop scheduling problem for makespan minimization in a new modelling framework. A lower bound generation scheme is developed by using appropriately defined linear assignment problems and, based on this new approach, a special class of permutation flow shop problems is identified. We present a game theoretic interpretation of our modelling approach which leads to an integer programming formulation of the scheduling problem. A new branch and bound scheme is developed based on these results. The major advantage of our modelling framework and branch-and- bound approach is that it can be easily extended to address a general class of cyclic scheduling problems for production flow lines with blocking. After a discussion of this extension, we report on computational experience that indicates the very satisfactory performance of the new optimal solution procedure for cyclic scheduling problems with finite capacity buffers.     

Use of specific Green's functions for solving direct problems involving a heterogeneous rigid frame porous medium slab solicited by acoustic waves

A domain integral method employing a specific Green's function (i.e. incorporating some features of the global problem of wave propagation in an inhomogeneous medium) is developed for solving direct and inverse scattering problems relative to slab‐like macroscopically inhomogeneous porous obstacles. It is shown how to numerically solve such problems, involving both spatially‐varying density and compressibility, by means of an iterative scheme initialized with a Born approximation. A numerical solution is obtained for a canonical problem involving a two‐layer slab. Copyright © 2006 John Wiley & Sons, Ltd.