Exact solution for an optimal impermeable parachute problem

In the paper there are solved direct and inverse boundary problems and analytical solutions are obtained for optimization problems in the case of some nonlinear integral operators. It is modeled the plane potential flow of an inviscid, incompressible and nonlimited fluid jet, witch encounters a symmetrical, curvilinear obstacle—the deflector of maximal drag. There are derived integral singular equations, for direct and inverse problems and the movement in the auxiliary canonical half-plane is obtained. Next, the optimization problem is solved in an analytical manner. The design of the optimal airfoil is performed and finally, numerical computations concerning the drag coefficient and other geometrical and aerodynamical parameters are carried out. This model corresponds to the Helmholtz impermeable parachute problem.     

Optimal Design of Plane Frames under Uncertainty: A Comparison of Two Approaches

Using the first collapse theorem, the necessary and sufficient survival conditions of an elasto-plastic structure consist of the yield condition and the equilibrium condition. In practical applications several random model parameters have to be taken into account. This leads to a stochastic optimization problem which cannot be solved using the traditional methods. Instead of that, appropriate (deterministic) substitute problems must be formulated. Here, the design of plane frames is considered, where the applied load is supposed to be stochastic. In the first approach the recourse problem will be formulated in the standard form of stochastic linear programming (SLP). In order to apply efficient numerical solution procedures (LP-solvers), approximate recourse problems based on discretization (RPD) and the expected value problem (EVP) are introduced. In the second approach – based on the yield condition – a quadratic cost function will be introduced. After the formulation of the stochastic optimization problem, the expected cost based optimization problem (ECBOP) and the minimum expected cost problem (MECP) are formulated as representatives of appropriate substitute problems. Subsequently, comparative numerical results using these methods are presented. (© 2009 Wiley-VCH Verlag GmbH & Co. KGaA, Weinheim)     

Numerical solutions of the first boundary-value problem for the telegraph equation on open contours

The first plane initial—boundary-value problem for the telegraph equation is reduced by a Chebyshev—Laguerre temporal integral transform to a sequence of stationary boundary-value problems for elliptic equations. Their solutions are sought in integral form. This leads to a recursive sequence of integral equations of the first kind that are solved by the collocation method with isolation of singularities. The sought function is determined by the inverse transform.Translated from Vychislitel'naya i Prikladnaya Matematika, No. 72, pp. 57–62, 1990.     

Variational Statement of the Schrödinger Equation with a Nonstationary Nonlinearity and Its Integrals of Motion

The inverse variational problem is solved for the nonlocal nonlinear Schrödinger equation modeling filamentation processes in various nonlinear media. The corresponding integral relations generalizing conservation laws to the nonconservative case are obtained.     

Reduction of three-dimensional dynamical elasticity theory problems with arbitrarily located plane slits to integral equations

By generalizing a method described earlier /1/ for reducing three-dimensional dynamical problems of elasticity theory for a body with a slit to integral equations, integral equations are obtained for an infinite body with arbitrarily located plane slits. The interaction of disc-shaped slits located in one plane is investigated when normal external forces that vary sinusoidally with time (steady vibrations) are given on their surfaces.

Problems of the reduction of dynamical three-dimensional elasticity theory problems to integral equations for an infinite body weakened by a plane slit were examined in /1, 2/. The solution of the initial problem is obtained in /1/ by applying a Laplace integral transform in time to the appropriate equations and constructing the solution in the form of Helmholtz potentials with densities characterizing the opening of the slit during deformation of the body. The problem under consideration is solved in /2/ by using the fundamental Stokes solution /3/ with subsequent construction of the solution in the form of an analogue of the elastic potential of a double layer.     

The method of fundamental solutions for the Oseen steady‐state viscous flow past obstacles of known or unknown shapes

In this paper, the steady‐state Oseen viscous flow equations past a known or unknown obstacle are solved numerically using the method of fundamental solutions (MFS), which is free of meshes, singularities, and numerical integrations. The direct problem is linear and well‐posed, whereas the inverse problem is nonlinear and ill‐posed. For the direct problem, the MFS computations of the fluid flow characteristics (velocity, pressure, drag, and lift coefficients) are in very good agreement with the previously published results obtained using other methods for the Oseen flow past circular and elliptic cylinders, as well as past two circular cylinders. In the inverse obstacle problem the boundary data and the internal measurement of the fluid velocity are minimized using the MATLAB^© optimization toolbox lsqnonlin routine. Regularization was found necessary in the case the measured data are contaminated with noise. Numerical results show accurate and stable reconstructions of various star‐shaped obstacles of circular, bean, or peanut cross‐section.     

Effect of magnetic field on the flow of a fourth order fluid

A study is made of the flow engendered in a semi-infinite expanse of an incompressible non-Newtonian fluid by an infinite rigid plate moving with an arbitrary velocity in its own plane. The fluid is considered to be fourth order and electrically conducting. A magnetic field is applied in the transverse direction to the flow. The nonlinear problem is solved for constant magnetic field analytically using reduction methods as well as numerically and expressions for the velocity field are obtained. Limiting cases of interest can be deduced by choosing suitable parametric values.     

Integral equation solution for the flow due to the motion of a body of arbitrary shape near a plane interface at small Reynolds number

The problem of determining the slow viscous flow due to an arbitrary motion of a particle of arbitrary shape near a plane interface is formulated exactly as a system of three linear Fredholm integral equations of the first kind, which is shown to have a unique solution. A numerical method based on these integral equations is proposed. In order to test this method valid for arbitrary particle shape, the problem of arbitrary motion of a sphere is worked out and compared with the available analytical solution. This technique can be also extended to low Reynolds number flow due to the motion of a finite number of bodies of arbitrary shape near a plane interface. As an example the case of two equal sized spheres moving parallel and perpendicular to the interface is solved in the limiting case of infinite viscosity ratio.     

On Minimal Entropy and Stability

We study n-manifolds Y whose fundamental groups are subexponential extensions of the fundamental group of some closed locally symmetric manifold X of negative curvature. We show that, in this case, MinEnt(Y)ⁿ is an integral multiple of MinEnt(X)ⁿ, and the value MinEnt(Y) is generally not attained (unless if Y is diffeomorphic to X). This gives a new class of manifolds for which the minimal entropy problem is completely solved. Several examples (even complex projective), obtained by gluings and by taking plane intersections in complex projective space, are described. Some problems about topological stability, related to the minimal entropy problem, are also discussed.     

Einige singuläre Integralgleichungen in der Relaxationsgasdynamik

The relaxation drag of a slender profile or profile arrangement in plane, steady, relaxing subsonic gas flow is studied. Especially, the question is discussed which shapes the profiles must have in order to minimize the relaxation drag. These optimization problems lead to a number of singular integral equations of first kind, one of which is solved as an example with the help of a suitable chosen ansatz.     

On the convergence of the vortex loop method with regularization for the Neumann boundary value problem on a plane screen

We consider a linear integral equation with a supersingular integral treated in the sense of the Hadamard finite value, which arises in the solution of the Neumann boundary value problem for the Laplace equation with the representation of the solution in the form of a doublelayer potential. We consider the case in which the exterior boundary value problem is solved outside a plane surface (a screen). For the integral operator in the above-mentioned equation, we suggest quadrature formulas of the vortex loop method with regularization, which provide its approximation on the entire surface when using an unstructured partition. In the problem in question, the derivative of the unknown density of the double-layer potential, as well as the errors of quadrature formulas, has singularities in a neighborhood of the screen edge. We construct a numerical scheme for the integral equation on the basis of the suggested quadrature formulas and prove an estimate for the norm of the inverse matrix of the resulting system of linear equations and the uniform convergence of the numerical solutions to the exact solution of the supersingular integral equation on the grid.     

The flow pattern in a liquid layer and the spectrum of the boundary-value problem when the surface tension depends non-linearly on the temperature

The flow of a liquid in a plane channel on the bottom of which a specified temperature distribution is maintained while the free surface is thermally isolated is considered. The surface tension of the liquid depends quadratically on the temperature. The system of Navier-Stokes and heat conduction equations possess a self-similar solution which leads to the non-linear eigenvalue problem of finding the flow temperature fields in the channel. The spectrum of this problem is investigated analytically for low Marangoni numbers (the second approximation) and numerically in the limiting case of an ideally heat conducting liquid for any Marangoni number. The pattern of the thermocapillary flow in the layer is analysed as a function of the parameter values. The non-uniqueness of the solution, which is typical for problems of this kind, is established. The results are compared with those obtained previously in the first approximation with respect to the Marangoni number.     

A wavelets method for plane elasticity problem

A Neumann boundary value problem of plane elasticity problem in the exterior circular domain is reduced into an equivalent natural boundary integral equation and a Poisson integral formula with the DtN method. Using the trigonometric wavelets and Galerkin method, we obtain a fast numerical method for the natural boundary integral equation which has an unique solution in the quotient space. We decompose the stiffness matrix in our numerical method into four circulant and symmetrical or antisymmetrical submatrices, and hence the solution of the associated linear algebraic system can be solved with the fast Fourier transform (FFT) and the inverse fast Fourier transform (IFFT) instead of the inverse matrix. Examples are given for demonstrating our method has good accuracy of our method even though the exact solution is almost singular.     

Spectral Approach to D‐bar Problems

We present the first numerical approach to D‐bar problems having spectral convergence for real analytic, rapidly decreasing potentials. The proposed method starts from a formulation of the problem in terms of an integral equation that is numerically solved with Fourier techniques. The singular integrand is regularized analytically. The resulting integral equation is approximated via a discrete system that is solved with Krylov methods. As an example, the D‐bar problem for the Davey‐Stewartson II equations is considered. The result is used to test direct numerical solutions of the PDE.© 2017 Wiley Periodicals, Inc.     

Stability of Merton's portfolio optimization problem for Lévy models

Merton's classical portfolio optimization problem for an investor, who can trade in a risk-free bond and a stock, can be extended to the case where the driving noise of the logreturns is a pure jump process instead of a Brownian motion. Benth et al. [4,5] solved the problem and found the optimal control implicitly given by an integral equation in the hyperbolic absolute risk aversion (HARA) utility case. There are several ways to approximate a Levy process with infinite activity by neglecting the small jumps or approximating them with a Brownian motion, as discussed in Asmussen and Rosinski [1]. In this setting, we study stability of the corresponding optimal investment problems. The optimal controls are solutions of integral equations, for which we study convergence. We are able to characterize the rate of convergence in terms of the variance of the small jumps. Additionally, we prove convergence of the corresponding wealth processes and indirect utilities (value functions).     

N-dimensional fractional Fokker-Planck equation and its solutions for anomalous radial two-phase flow in porous media

In this paper we present a time fractional Fokker-Planck equation (fFPE) for radial two-phase flow of liquid and gas in porous media. The fFPE of order α is solved for both two- and three-dimensional flow patterns using the Laplace transform method. The general solutions of the fFPE for both two- and three- dimensional flows are given as a convolution integral of the input and a kernel in the Laplace domain. Special solutions for a large value and a periodic boundary condition are also given in the time domain when the inverse Laplace transform can be found analytically. The fFPE for two-phase flow in porous media presented in this paper is the first report of its kind.     

Optimality criteria coupled adaptive mesh method for optimal shape design of Stokes flow

An adaptive mesh method combined with the optimality criteria algorithm is applied to optimal shape design problems of fluid dynamics. The shape sensitivity analysis of the cost functional is derived. The optimization problem is solved by a simple but robust optimality criteria algorithm, and an automatic local adaptive mesh refinement method is proposed. The mesh adaptation, with an indicator based on the material distribution information, is itself shown as a shape or topology optimization problem. Taking advantages of this algorithm, the optimal shape design problem concerning fluid flow can be solved with higher resolution of the interface and a minimum of additional expense. Details on the optimization procedure are provided. Numerical results for two benchmark topology optimization problems are provided and compared with those obtained by other methods. Copyright © 2016 John Wiley & Sons, Ltd.     

On the acceleration of the double smoothing technique for unconstrained convex optimization problems

In this article, we investigate the possibilities of accelerating the double smoothing (DS) technique when solving unconstrained nondifferentiable convex optimization problems. This approach relies on the regularization in two steps of the Fenchel dual problem associated with the problem to be solved into an optimization problem having a differentiable strongly convex objective function with Lipschitz continuous gradient. The doubly regularized dual problem is then solved via a fast gradient method. The aim of this article is to show how the properties of the functions in the objective of the primal problem influence the implementation of the DS approach and its rate of convergence. The theoretical results are applied to linear inverse problems by making use of different regularization functionals.     

An asymptotic approach in problems of crack identification

An asymptotic approach to solving problems of the identification of a rectilinear crack of small relative size is presented. The solution of the direct problem is reduced to solving a boundary integral equation. Using the proposed approach, its kernel is investigated, and the main part of the asymptotic form is singled out. The inverse problem of determining the crack parameters from prescribed information on the amplitudes of the displacement on the boundary of a layer is solved. Transcendental equations are obtained, from which the characteristics of a crack are determined in stages. Numerical results of the solution of the inverse problem are presented.     

Application of an optimization problem in Max-Plus algebra to scheduling problems

The problem tackled in this paper deals with products of a finite number of triangular matrices in Max-Plus algebra, and more precisely with an optimization problem related to the product order. We propose a polynomial time optimization algorithm for 2×2 matrices products. We show that the problem under consideration generalizes numerous scheduling problems, like single machine problems or two-machine flow shop problems. Then, we show that for 3×3 matrices, the problem is NP-hard and we propose a branch-and-bound algorithm, lower bounds and upper bounds to solve it. We show that an important number of results in the literature can be obtained by solving the presented problem, which is a generalization of single machine problems, two- and three-machine flow shop scheduling problems. The branch-and-bound algorithm is tested in the general case and for a particular case and some computational experiments are presented and discussed.