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.     

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.     

An a posteriori error indicator for discontinuous Galerkin discretizations of H(curl)-elliptic partial differential equations

^** Email: paul.houston{at}nottingham.ac.uk^*** Corresponding author. Email: ilaria.perugia{at}unipv.it^**** Email: schoetzau{at}math.ubc.ca We introduce a residual-based a posteriori error indicator fordiscontinuous Galerkin discretizations of H(curl; )-ellipticboundary value problems that arise in eddy current models. Weshow that the indicator is both reliable and efficient withrespect to the approximation error measured in terms of a naturalenergy norm. We validate the performance of the indicator withinan adaptive mesh refinement procedure and show its asymptoticexactness for a range of test problems.     

A Lobatto interpolation grid over the triangle

^** Email: m.blyth{at}uea.ac.uk^*** Email: cpozrikidis{at}ucsd.edu A sequence of increasingly refined interpolation grids overthe triangle is proposed, with the goal of achieving uniformconvergence and ensuring high interpolation accuracy. The numberof interpolation nodes, N, corresponds to a complete mth-orderpolynomial expansion with respect to the triangle barycentriccoordinates, which arises by the horizontal truncation of thePascal triangle. The proposed grid is generated by deployingLobatto interpolation nodes along the three edges of the triangle,and then computing interior nodes by averaged intersectionsto achieve three-fold rotational symmetry. Numerical computationsshow that the Lebesgue constant and interpolation accuracy ofthe proposed grid compares favorably with those of the best-knowngrids consisting of the Fekete points. Integration weights correspondingto the set of Lobatto triangle base points are tabulated.     

The multifacility maximin planar location problem with facility interaction

^** Email: s.salhi{at}kent.ac.uk Two branch-and-bound algorithms are proposed to optimally solvethe maximin formulation for locating p facilities in the plane.Tight upper and lower bounds are constructed and suitable methodsof guiding the search developed. To enhance the method, efficientmeasures for identifying specific squares for subdivision aresuggested. The proposed algorithms are evaluated on a set ofrandomly generated problems of up to five facilities and 120nodes.     

A note on the design of hp-version interior penalty discontinuous Galerkin finite element methods for degenerate problems

^** Email: emmanuil.georgoulis{at}mcs.le.ac.uk^*** Email: al{at}maths.strath.ac.uk We consider a variant of the hp-version interior penalty discontinuousGalerkin finite element method (IP-DGFEM) for second-order problemsof degenerate type. We do not assume uniform ellipticity ofthe diffusion tensor. Moreover, diffusion tensors of arbitraryform are covered in the theory presented. A new, refined recipefor the choice of the discontinuity-penalization parameter (thatis present in the formulation of the IP-DGFEM) is given. Makinguse of the recently introduced augmented Sobolev space framework,we prove an hp-optimal error bound in the energy norm and anh-optimal and slightly p-suboptimal (by only half an order ofp) bound in the L² norm (the latter, for the symmetric versionof the IP-DGFEM), provided that the solution belongs to an augmentedSobolev space.     

An explicit expression for the surface-impedance tensor of a compressible monoclinic material in a state of plane strain

^** Email: y.fu{at}keele.ac.uk^*** Email: d.w.brookes{at}keele.ac.uk We present an explicit expression for the surface-impedancetensor associated with a compressible monoclinic elastic materialin a state of plane strain. Among a wide range of applications,such an explicit expression can, for instance, be used to writedown an explicit secular equation for the surface or interfacialwave speed, and an explicit bifurcation condition for surfaceor interfacial wrinkling. A previously known quartic secularequation for the surface-wave speed is recovered as a by-product.     

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.     

Computation and parametrization of periodic and connecting orbits

Email: g.moore{at}ma.ic.ac.uk or na.gmoore New algorithms for the computation of periodic and connectingorbits of autonomous differential equations are developed. Previousmethods have parametrized these curves by the independent timevariable, but our procedure is based on the canonical arclengthparametrization.     

Optimal allocation of reliability tasks to mitigate faults during system development

^** Email: walter.johnston{at}baesystems.com^*** Email: j.quigley{at}strath.ac.uk^**** Email: lesley.walls{at}strath.ac.uk This paper considers reliability planning for a concept designfor a new system where a portfolio of possible reliability developmenttasks exists; the goal is to find a selection and sequence oftasks to achieve reliability targets subject to time constraintsat minimal cost. This is non-trivial given that each task potentiallycan expose several different weaknesses and each weakness potentiallycan be exposed by several different tasks. We use a Bayesianpoint process model to estimate the system reliability. Theprior distribution maps to a fault register and relates directlyto a set of potential engineering modifications.The likely impactof each task can be assessed using the point process model.An integer programming approach is used to sequence and scheduletasks under the constraint that contractual reliability requirementsmust be met. An illustrative example is provided and an extensionto system availability is proposed.     

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.     

An adaptive boundary element method for the exterior Stokes problem in three dimensions

^** Email: vjervin{at}clemson.edu^*** Email: norbert.heuer{at}brunel.ac.uk We present an adaptive refinement strategy for the h-versionof the boundary element method with weakly singular operatorson surfaces. The model problem deals with the exterior Stokesproblem, and thus considers vector functions. Our error indicatorsare computed by local projections onto 1D subspaces definedby mesh refinement. These indicators measure the error separatelyfor the vector components and allow for component-independentadaption. Assuming a saturation condition, the indicators giverise to an efficient and reliable error estimator. Also we describehow to deal with meshes containing quadrilaterals which arenot shape regular. The theoretical results are underlined bynumerical experiments. To justify the saturation assumption,in the Appendix we prove optimal lower a priori error estimatesfor edge singularities on uniform and graded meshes.     

Decomposition strategies for large-scale continuous location-allocation problems

^** Email: nenad.mladenovic{at}brunel.ac.uk The continuous location–allocation problem requires findingsites for m new facilities in the plane in order to serve nusers such that the total transportation costs are minimized.Several heuristics have been developed to solve this well-studiedglobal optimization problem. However, little work has been doneusing decomposition techniques. In this paper, we examine afew new ways to decompose the location–allocation problem.These strategies are then embedded in a variable neighbourhooddecomposition search heuristic and tested on large instancesof this problem.     

A mortar spectral element method for 3D Maxwell's equations

^** Email: Tahar.Boulmezaoud{at}univ-pau.fr^*** Email: Mohammed.Elrhabi{at}math.jussieu.fr In this paper we propose a mortar spectral element method forsolving Maxwell's equations in 3D bounded cavities. The methodis based on a non-conforming decomposition of the domain intothe union of non-overlapping parallelepipeds. After provingan error estimate, we present some 3D computational resultswhich confirm the performance of the method.     

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.     

A priori and a posteriori analysis of non-conforming finite elements with face penalty for advection-diffusion equations

^** Corresponding author. Email: l.elalaoui{at}imperial.ac.uk^*** Email: ern{at}cermics.enpc.fr^**** Email: erik.burman{at}epfl.ch We analyse a non-conforming finite-element method to approximateadvection–diffusion–reaction equations. The methodis stabilized by penalizing the jumps of the solution and thoseof its advective derivative across mesh interfaces. The a priorierror analysis leads to (quasi-)optimal estimates in the meshsize (sub-optimal by order in the L²-norm and optimal in thebroken graph norm for quasi-uniform meshes) keeping the Pécletnumber fixed. Then, we investigate a residual a posteriori errorestimator for the method. The estimator is semi-robust in thesense that it yields lower and upper bounds of the error whichdiffer by a factor equal at most to the square root of the Pécletnumber. Finally, to illustrate the theory we present numericalresults including adaptively generated meshes.     

Boundary value problems for systems of linear evolution equations

It is shown that the new method for solving initial-boundaryvalue problems for scalar evolution equations recently introducedby one of the authors can also be applied to systems of evolutionequations. The novel step needed in this case is the constructionof a scalar Lax pair by using a suitable parametrization ofthe dispersion relation as well as certain linear transformations.The simultaneous spectral analysis of the Lax pair yields thesolution of a given initial-boundary value problem in termsof an integral in the complex spectral plane which involvesan appropriate x-transform of the initial conditions and anappropriate t-transform of the boundary conditions. These transformsare neither the x-Fourier transform nor the t-Laplace transform,rather they are new transforms custom made for the given systemof partial differential equations (PDEs) and the given domain.This method is illustrated by solving on the half-line the linearizedequations governing infinitesimal deformations in a heat conductingbar. Received 8 January 2003. Revised 18 July 2003. ^* Email: p.a.treharne{at}damtp.cam.ac.uk Email: t.fokas{at}damtp.cam.ac.uk     

On the formation of acceleration and reaction-diffusion wavefronts in autocatalytic-type reaction-diffusion systems

^** Email: d.j.needham{at}reading.ac.uk We consider generalization of the theory for the evolution ofreaction–diffusion and accelerating wavefronts in KPP-typesystems as developed in Needham (2004, Proc. R. Soc. Lond. A,460, 1921–1934) (DN). These generalizations allow forthe removal of a number of technical restrictions imposed inthe paper of DN.     

Differentiated service delivery in cooperative IP-based broadcast and mobile telecommunications networks

Email: angelo.centonza{at}brunel.ac.uk Corresponding author. Email: thomas.owens{at}brunel.ac.uk Email: john.cosmas{at}brunel.ac.uk^¶ Email: y.h.song{at}brunel.ac.uk Received on 26 November 2005. Accepted on 20 March 2007. The evolution of wireless systems has led recently to the deploymentof cooperative network infrastructures where networks basedon different technologies cooperate together to offer innovativeservices which the networks individually could not offer. Cooperativenetwork infrastructures are hybrid systems. Examples of hybridsystems are already in use in areas as diverse power systemsand locomotion systems. It is very important to apply efficientsystem management techniques to hybrid systems that produceadvantageous business case scenarios for each participatingsystem and efficient use of the available resources. In thispaper, scenarios are investigated where cooperation betweenan integrated project (IP)-based broadcast network and an IP-basedmobile telecommunications network has the potential to allowservices to be provided to mobile users which would not be economicalto offer over either an IP-based broadcast network or an IP-basedmobile telecommunications network alone. The paper presentsa novel technique for determining which network to use to deliversuch services at a given point in time. The application of thistechnique in appropriate scenarios has the potential to generateadditional income for both the IP-based broadcast network operatorand the IP-based mobile telecommunications network operatorin an infrastructure where the operators cooperate to offerinnovative services. The paper explains the construction ofutility functions for cooperative IP-based broadcast and mobiletelecommunications networks. These utility functions are thenused to provide results that enable the efficiency of the managementof the network to be assessed in terms of the utility volumegenerated by the innovative services provided.     

The cyclic Barzilai--Borwein method for unconstrained optimization

^** Email: dyh{at}lsec.cc.ac.cn^*** Email: hager{at}math.ufl.edu^**** Email: klaus.schittkowski{at}uni-bayreuth.de^***** Email: hzhang{at}math.ufl.edu In the cyclic Barzilai–Borwein (CBB) method, the sameBarzilai–Borwein (BB) stepsize is reused for m consecutiveiterations. It is proved that CBB is locally linearly convergentat a local minimizer with positive definite Hessian. Numericalevidence indicates that when m > n/2 3, where n is the problemdimension, CBB is locally superlinearly convergent. In the specialcase m = 3 and n = 2, it is proved that the convergence rateis no better than linear, in general. An implementation of theCBB method, called adaptive cyclic Barzilai–Borwein (ACBB),combines a non-monotone line search and an adaptive choice forthe cycle length m. In numerical experiments using the CUTErtest problem library, ACBB performs better than the existingBB gradient algorithm, while it is competitive with the well-knownPRP+ conjugate gradient algorithm.