Lubrication analysis of externally pressurized circular porous bearings

The present study introduces a mathematical formulation for externally pressurized circular porous bearings. A porous layer is used to cover one of the bearing surfaces. An empirical boundary condition with a nonzero tangential velocity, which is known as the velocity slip at the interface, is incorporated into the analysis. The effect of pressure on lubricant viscosity is also considered. The mathematical model consists of two coupled partial differential equations; the first governs the pressure distribution in the film and the second governs the pressure distribution in the porous layer. A simultaneous numerical solution of these equations with the boundary conditions is presented. The effects of porous layer permeability parameter, lubricant viscosity parameter, recess radius, and film thickness on pressure distribution and load-carrying capacity are presented and discussed.     

A stochastic programming model using an endogenously determined worst case risk measure for dynamic asset allocation

We present a new approach to asset allocation with transaction costs. A multiperiod stochastic linear programming model is developed where the risk is based on the worst case payoff that is endogenously determined by the model that balances expected return and risk. Utilizing portfolio protection and dynamic hedging, an investment portfolio similar to an option-like payoff structure on the initial investment portfolio is characterized. The relative changes in the expected terminal wealth, worst case payoff, and risk aversion, are studied theoretically and illustrated using a numerical example. This model dominates a static mean-variance model when the optimal portfolios are evaluated by the Sharpe ratio. Received: August 15, 1999 / Accepted: October 1, 2000?Published online December 15, 2000     

Model and extended Kuhn–Tucker approach for bilevel multi-follower decision making in a referential-uncooperative situation

When multiple followers are involved in a bilevel decision problem, the leader’s decision will be affected, not only by the reactions of these followers, but also by the relationships among these followers. One of the popular situations within this bilevel multi-follower issue is where these followers are uncooperatively making their decisions while having cross reference to decision information of the other followers. This situation is called a referential-uncooperative situation in this paper. The well-known Kuhn–Tucker approach has been previously successfully applied to a one-leader-and-one-follower linear bilevel decision problem. This paper extends this approach to deal with the above-mentioned linear referential-uncooperative bilevel multi-follower decision problem. The paper first presents a decision model for this problem. It then proposes an extended Kuhn–Tucker approach to solve this problem. Finally, a numerical example illustrates the application of the extended Kuhn–Tucker approach.     

Numerical scheme for multilayer shallow-water model in the low-Froude number regime

The aim of this note is to present a multi-dimensional numerical scheme approximating the solutions to the multilayer shallow-water model in the low-Froude-number regime. The proposed strategy is based on a regularized model where the advection velocity is modified with a pressure gradient in both mass and momentum equations. The numerical solution satisfies the dissipation of energy, which acts for mathematical entropy, and the main physical properties required for simulations within oceanic flows.     

Solving the Asymmetric Travelling Salesman Problem with time windows by branch-and-cut

Many optimization problems have several equivalent mathematical models. It is often not apparent which of these models is most suitable for practical computation, in particular, when a certain application with a specific range of instance sizes is in focus. Our paper addresses the Asymmetric Travelling Salesman Problem with time windows (ATSP-TW) from such a point of view. The real–world application we aim at is the control of a stacker crane in a warehouse.?We have implemented codes based on three alternative integer programming formulations of the ATSP-TW and more than ten heuristics. Computational results for real-world instances with up to 233 nodes are reported, showing that a new model presented in a companion paper outperforms the other two models we considered – at least for our special application – and that the heuristics provide acceptable solutions. Received: August 1999 / Accepted: September 2000?Published online April 12, 2001     

Model selection for regression on a fixed design

We deal with the problem of estimating some unknown regression function involved in a regression framework with deterministic design points. For this end, we consider some collection of finite dimensional linear spaces (models) and the least-squares estimator built on a data driven selected model among this collection. This data driven choice is performed via the minimization of some penalized model selection criterion that generalizes on Mallows' C _p . We provide non asymptotic risk bounds for the so-defined estimator from which we deduce adaptivity properties. Our results hold under mild moment conditions on the errors. The statement and the use of a new moment inequality for empirical processes is at the heart of the techniques involved in our approach. Received: 2 July 1997 / Revised version: 20 September 1999 / Published online: 6 July 2000     

Vertex-Disjoint Packing of Two Steiner Trees: polyhedra and branch-and-cut

Consider the problem of routing the electrical connections among two large terminal sets in circuit layout. A realistic model for this problem is given by the vertex-disjoint packing of two Steiner trees (2VPST), which is known to be NP-complete. This work presents an investigation on the 2VPST polyhedra. The main idea is to start from facet-defining inequalities for a vertex-weighted Steiner tree polyhedra. Some of these inequalities are proven to also define facets for the packing polyhedra, while others are lifted to derive new important families of inequalities, including proven facets. Separation algorithms are provided. Branch-and-cut implementation issues are also discussed, including some new practical techniques to improve the performance of the algorithm. The resulting code is capable of solving problems on grid graphs with up to 10000 vertices and 5000 terminals in a few minutes. Received: August 1999 / Accepted: January 2001?Published online April 12, 2001     

Augmented Lagrangian Homotopy Method for the Regularization of Total Variation Denoising Problems

This paper presents a homotopy procedure which improves the solvability of mathematical programming problems arising from total variational methods for image denoising. The homotopy on the regularization parameter involves solving a sequence of equality-constrained optimization problems where the positive regularization parameter in each optimization problem is initially large and is reduced to zero. Newton’s method is used to solve the optimization problems and numerical results are presented.     

A numerical computation of a non-dimensional form of stream water quality model with hydrodynamic advection–dispersion–reaction equations

Mathematical models of water quality assessment problems often arise in environmental science. The modelling often involves numerical methods to solve the equations. In this research, two mathematical models are used to simulate pollution due to sewage effluent in the nonuniform flow of water in a stream with varied current velocity. The first is a hydrodynamic model that provides the velocity field and elevation of the water flow. The second is a dispersion model, where the commonly used governing factor is the one-dimensional advection–dispersion–reaction equation that gives the pollutant concentration fields. In the simulation processes, we used the Crank–Nicolson method system of a hydrodynamic model and the backward time central space scheme for the dispersion model. Finally, we present a numerical simulation that confirms the results of the techniques.     

An analytical and numerical study of the Stefan problem with convection by means of an enthalpy method

In this paper, we consider a theoretical and numerical study of the Stefan problem with convection, described by the Navier–Stokes equations with no‐slip boundary conditions. The mathematical formulation adopted is based on the enthalpy method. The existence of a weak solution is proved in the bidimensional case. The numerical effectiveness of the model considered is confirmed by some numerical results. Copyright © 2001 John Wiley & Sons, Ltd.     

An extended algorithm for separated continuous linear programs

Separated continuous linear programs (SCLP) are a class of continuous linear programs which, among other things, can serve as a useful model for dynamic network problems where storage is permitted at the nodes. Recent work on SCLP has produced a detailed duality theory, conditions under which an optimal solution exists with a finite number of breakpoints, a purification algorithm, as well as a convergent algorithm for solving SCLP under certain assumptions on the problem data. This paper combines much of this work to develop a possible approach for solving a wider range of SCLP problems, namely those with fairly general costs. The techniques required to implement the algorithm are no more than standard (finite-dimensional) linear programming and line searching, and the resulting algorithm is simplex-like in nature. We conclude the paper with the numerical results obtained by using a simple implementation of the algorithm to solve a small problem. Received: May 1994 / Accepted: March 2002?Published online June 25, 2002     

Stability of solutions to parameterized nonlinear complementarity problems

n such that x≥0,  F(x,u)-v≥0 , and F(x,u)-v ^T·x=0 where these are vector inequalities. We characterize the local upper Lipschitz continuity of the (possibly set-valued) solution mapping which assigns solutions x to each parameter pair (v,u). We also characterize when this solution mapping is locally a single-valued Lipschitzian mapping (so solutions exist, are unique, and depend Lipschitz continuously on the parameters). These characterizations are automatically sufficient conditions for the more general (and usual) case where v=0. Finally, we study the differentiability properties of the solution mapping in both the single-valued and set-valued cases, in particular obtaining a new characterization of B-differentiability in the single-valued case, along with a formula for the B-derivative. Though these results cover a broad range of stability properties, they are all derived from similar fundamental principles of variational analysis. Received March 30, 1998 / Revised version received July 21, 1998 Published online January 20, 1999     

Existence of Weak Solutions Up to Collision for Viscous Fluid‐Solid Systems with Slip

We study in this paper the movement of a rigid solid inside an incompressible Navier‐Stokes flow within a bounded domain. We consider the case where slip is allowed at the fluid/solid interface through a Navier condition. Taking into account slip at the interface is very natural within this model, as classical no‐slip conditions lead to unrealistic collisional behavior between the solid and the domain boundary. We prove for this model existence of weak solutions of Leray type, up to collision, in three dimensions. The key point is that, due to the slip condition, the velocity field is discontinuous across the fluid/solid interface. This prevents obtaining global H¹ bounds on the velocity, which makes many aspects of the theory of weak solutions for Dirichlet conditions inappropriate. © 2014 Wiley Periodicals, Inc.     

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’.     

Continuous and Discrete Clebsch Variational Principles

The Clebsch method provides a unifying approach for deriving variational principles for continuous and discrete dynamical systems where elements of a vector space are used to control dynamics on the cotangent bundle of a Lie group via a velocity map. This paper proves a reduction theorem which states that the canonical variables on the Lie group can be eliminated, if and only if the velocity map is a Lie algebra action, thereby producing the Euler–Poincaré (EP) equation for the vector space variables. In this case, the map from the canonical variables on the Lie group to the vector space is the standard momentum map defined using the diamond operator. We apply the Clebsch method in examples of the rotating rigid body and the incompressible Euler equations. Along the way, we explain how singular solutions of the EP equation for the diffeomorphism group (EPDiff) arise as momentum maps in the Clebsch approach. In the case of finite-dimensional Lie groups, the Clebsch variational principle is discretized to produce a variational integrator for the dynamical system. We obtain a discrete map from which the variables on the cotangent bundle of a Lie group may be eliminated to produce a discrete EP equation for elements of the vector space. We give an integrator for the rotating rigid body as an example. We also briefly discuss how to discretize infinite-dimensional Clebsch systems, so as to produce conservative numerical methods for fluid dynamics.      

Finite element analysis of laminar and turbulent flows using LES and subgrid-scale models

Numerical simulations of laminar and turbulent flows in a lid driven cavity and over a backward-facing step are presented in this work. The main objectives of this research are to know more about the structure of turbulent flows, to identify their three-dimensional characteristic and to study physical effects due to heat transfer. The filtered Navier–Stokes equations are used to simulate large scales, however they are supplemented by subgrid-scale (SGS) models to simulate the energy transfer from large scales toward subgrid-scales, where this energy will be dissipated by molecular viscosity. Two SGS models are applied: the classical Smagorinsky’s model and the Dynamic model for large eddy simulation (LES). Both models are implemented in a three-dimensional finite element code using linear tetrahedral elements. Qualitative and quantitative aspects of two and three-dimensional flows in a lid-driven cavity and over a backward-facing step, using LES, are analyzed comparing numerical and experimental results obtained by other authors.