Asymptotic Expansion in Nonlinear Filtering with Homogenization

The problem of nonlinear filtering is studied for a class of diffusions whose statistics depend periodically on the state and a small parameter ε . Our purpose here is to show that, under some assumptions, the conditional density of the filtering problem admits an asymptotic expansion (see [2]). Accepted 9 September 1999     

Designing Statistically Similar RVEs for 3D Dual Phase Steel Microstructures

This contribution presents a method for the construction of three-dimensional Statistically Similar Representative Volume Elements (SSRVEs) for dual phase steels (DP steels). From such kind of advanced high strength steels, enhanced material properties are observed, which originate in the interaction of the individual constituents of the material on the microscale. Our aim is to directly incorporate the microstructure in the material modeling, which can be accomplished by applying i. e. the FE² method. A RVE representing the real material is used in the microscopic boundary value problem, which is solved at each macroscopic integration point. Since such RVEs usually exhibit a high complexity due to the underlying real microstructure, high computational costs are a drawback of the approach. We replace this RVE with a SSRVE, which has a lower complexity but which is still able to represent the mechanical behavior of the RVE and thus of the real microstructure. Virtual experiments show the performance of the method. (© 2013 Wiley-VCH Verlag GmbH & Co. KGaA, Weinheim)     

非线性各向异性椭圆方程的均匀化

通过结合各向异性Sobolev空间与经典的补偿紧性技巧,得到了一类非线性各向异性椭圆方程的均匀化结果.     

A Possible Homogenization Approach for the Numerical Simulation of Periodic Microstructures with Defects

We present a general strategy, adapted from classical homogenization theory, to approximate at the fine scale the solution to an elliptic equation with oscillatory coefficient when this coefficient is a locally perturbed periodic function. We illustrate numerically the efficiency of the approach. The setting considered is a particular case of a more general method which is developed in works in preparation [6].     

Homogenization of Nonlinear Degenerate Non-monotone Elliptic Operators in Domains Perforated with Tiny Holes

The paper deals with the homogenization problem beyond the periodic setting, for a degenerated nonlinear non-monotone elliptic type operator on a perforated domain Ω ^ε in ℝ ^N with isolated holes. While the space variable in the coefficients a ₀ and a is scaled with size ε (ε>0 a small parameter), the system of holes is scaled with ε ² size, so that the problem under consideration is a reiterated homogenization problem in perforated domains. The homogenization problem is formulated in terms of the general, so-called deterministic homogenization theory combining real homogenization algebras with the Σ-convergence method. We present a new approach based on the Besicovitch type spaces to solve deterministic homogenization problems, and we obtain a very general abstract homogenization results. We then illustrate this abstract setting by providing some concrete applications of these results to, e.g., the periodic homogenization, the almost periodic homogenization, and others.     

Multiple-scale Homogenization for Weakly Nonlinear Conservation Laws with Rapid Spatial Fluctuations

We consider hyperbolic conservation laws with rapid periodic spatial fluctuations and study initial value problems that correspond to small perturbations about a steady state. Weakly nonlinear solutions are computed asymptotically using multiple spatial and temporal scales to capture the homogenized solution as well as its long-term behavior. We show that the linear problem may be destabilized through interactions between two solution modes and the periodic structure. We also show that a discontinuity, either in the initial data or due to shock formation, introduces rapid spatial and temporal fluctuations to leading order in its zone of influence. The evolution equations we derive for the homogenized leading-order solution are more general than their counterparts for conservation laws having no rapid spatial variations. In particular, these equations may be diffusive for certain general flux vectors. Selected examples are solved numerically to substantiate the asymptotic results.     

Homogenization of a Class of Nonlinear Variational Inequalities with Applications in Fluid Film Flow

The authors consider the homogenization of a class of nonlinear variational inequalities, which include rapid oscillations with respect to a parameter. The homogenization of the corresponding class of differential equations is also studied. The results are applied to some models for the pressure in a thin fluid film fluid between two surfaces which are in relative motion. This is an important problem in the lubrication theory. In particular, the analysis includes the effects of surface roughness on both faces and the phenomenon of cavitation. Moreover, the fluid can be modeled as Newtonian or non-Newtonian by using a Rabinowitsch fluid model.     

Homogenization of a Nonlinear Convection-Diffusion Equation with Rapidly Oscillating Coefficients and Strong Convection

A Cauchy problem for a nonlinear convection-diffusion equationwith periodic rapidly oscillating coefficients is studied. Underthe assumption that the convection term is large, it is provedthat the limit (homogenized) equation is a nonlinear diffusionequation which shows dispersion effects. The convergence ofthe homogenization procedure is justified by using a new versionof a two-scale convergence technique adapted to rapidly movingcoordinates.     

Reflected BSDE and Locally Periodic Homogenization of Semilinear PDEs with Nonlinear Neumann Boundary Condition

We study the homogenization of semilinear partial differential equations (PDEs) with nonlinear Neumann boundary condition, locally periodic coefficients, and highly oscillating drift and nonlinear term. Our method is entirely probabilistic, as in a periodic case by Ouknine and Pardoux [14 Ouknine , Y. , and Pardoux , É. 2002 . Homogenization of PDEs with non linear boundary condition, Seminar on Stochastic Analysis, Random Fields and Applications, III (Ascona, 1999). Progresses of Probability, 52, Birkhäuser, Basel , pp. 229 – 242 . [Google Scholar]] and builds on our earlier work [5 Diakhaby , A. , and Ouknine , Y. 2006 . Locally periodic homogenization of reflected diffusion . Journal of Applied Mathematics and Stochastic Analysis . [Google Scholar]], which gives us the locally periodic counterpart of Theorem 2.2 in Tanaka [21 Tanaka , H. 1984 . Homogenization of diffusion processes with boundary conditions . Stochastic Analysis and Applications 7 : 411 – 437 . Advanced Probability and Related Topics 7, Dekker, New York . [Google Scholar]].     

A Multiresolution Method for Numerical Reduction and Homogenization of Nonlinear ODEs

The multiresolution analysis (MRA) strategy for the reduction of a nonlinear differential equation is a procedure for constructing an equation directly for the coarse scale component of the solution. The MRA homogenization process is a method for building a simpler equation whose solution has the same coarse behavior as the solution to a more complex equation. We present two multiresolution reduction methods for nonlinear differential equations: a numerical procedure and an analytic method. We also discuss one possible appproach to the homogenization method.     

Homogenization of the Maxwell Equations: Case II. Nonlinear Conductivity

The Maxwell equations with uniformly monotone nonlinear electric conductivity in a heterogeneous medium, which may be non-periodic, are homogenized by two-scale convergence. We introduce a new set of function spaces appropriate for the nonlinear Maxwell system. New compactness results, of two-scale type, are proved for these function spaces. We prove existence of a unique solution for the heterogeneous system as well as for the homogenized system. We also prove that the solutions of the heterogeneous system converge weakly to the solution of the homogenized system. Furthermore, we prove corrector results, important for numerical implementations.     

Nonlinear Phase Unwinding of Functions

We study a natural nonlinear analogue of Fourier series. Iterative Blaschke factorization allows one to formally write any holomorphic function F as a series which successively unravels or unwinds the oscillation of the function

$$\begin{aligned} F = a_1 B_1 + a_2 B_1 B_2 + a_3 B_1 B_2 B_3 + \cdots \end{aligned}$$

where \(a_i \in \mathbb {C}\) and \(B_i\) is a Blaschke product. Numerical experiments point towards rapid convergence of the formal series but the actual mechanism by which this is happening has yet to be explained. We derive a family of inequalities and use them to prove convergence for a large number of function spaces: for example, we have convergence in \(L^2\) for functions in the Dirichlet space \(\mathcal {D}\). Furthermore, we present a numerically efficient way to expand a function without explicit calculations of the Blaschke zeroes going back to Guido and Mary Weiss.

     

Irreversible Phase Transitions in Steel

We present a mathematical model for the austenite–pearlite and austenite–martensite phase transitions in eutectoid carbon steel. The austenite–pearlite phase change is described by the Additivity Rule. For the austenite–martensite phase change we propose a new rate law, which takes into account its irreversibility. We investigate questions of existence and uniqueness for the three-dimensional model and finally present numerical calculations of a continuous cooling transformation diagram for the eutectoid carbon steel C1080. © 1997 by B.G. Teubner Stuttgart-John Wiley & Sons, Ltd.     

对一般非齐次非线性扩散方程的变换

通过欧拉方程中的变换,将一般非齐次非线性扩散方程转化为常系数非线性演化方程,并给出两个非齐次非线性扩散方程的同形变换.     

Homogenization of Boundary Value Problems in Plane Domains with Frequently Alternating Type of Nonlinear Boundary Conditions: Critical Case

In the present paper we consider a boundary homogenization problem for the Poisson’s equation in a bounded domain and with a part of the boundary conditions of highly oscillating type (alternating between homogeneous Neumman condition and a nonlinear Robin type condition involving a small parameter). Our main goal in this paper is to investigate the asymptotic behavior as ε → 0 of the solution to such a problem in the case when the length of the boundary part, on which the Robin condition is specified, and the coefficient, contained in this condition, take so-called critical values. We show that in this case the character of the nonlinearity changes in the limit problem. The boundary homogenization problems were investigate for example in [1, 2, 4]. For the first time the effect of the nonlinearity character change via homogenization was noted for the first time in [5]. In that paper an effective model was constructed for the boundary value problem for the Poisson’s equation in the bounded domain that is perforated by the balls of critical radius, when the space dimension equals to 3. In the last decade a lot of works appeared, e.g., [6–10], in which this effect was studied for different geometries of perforated domains and for different differential operators. We note that in [6–10] only perforations by balls were considered. In papers [11, 12] the case of domains perforated by an arbitrary shape sets in the critical case was studied.     

Homogenization in open sets with holes

Let Q^r be a cylindrical bar with r cylindrical cavities having generators parallel to those of Q^r. Let Ω be the cross-section of the bar, Ω1 the cross-section of the domain occupied by the material and $\text{Ω}{}^{\mathrm{i}}\text{(i = 1,…, r)}$ the cross- sections of the cavities:

$\text{Ω}\text{?}{}^{\mathrm{i}}\text{? Ω}\text{Ω}\text{?}{}^{\mathrm{i}}\text{∩}\text{Ω}\text{?}{}^{\mathrm{k}}\text{= φ, i ≠ k}$

. The study of the elastic torsion of this bar leads to the following problem [see 2., 3., 267–320)]:

$\text{Δ?}{}_{\mathrm{r}}\text{+ 2μα = 0 in Ω1}$

$\text{?}{}_{\mathrm{r¦?\Omega }}\text{= 0}$

(1)

$\text{?}{}_{\mathrm{r}}\text{=}\text{constant on}\text{?Ω}{}^{\mathrm{i}}\text{; i = 1,…, r}$

where μ is the shear modulus of the material, α is the angle of twist and $\text{?}{}_{\mathrm{r}}$ represents the stress function. In this paper the problem (1) with an increasing number of holes which are distributed periodically is considered. One would like to know if $\text{?}{}_{\mathrm{r}}$ has a limit $\text{?}{}_{\mathrm{\infty }}\text{as}\text{r → + ∞}$, and if so, the equation satisfied by this limit. This is an “homogenization” problem — the heterogeneous bar Q^r is replaced by a homogeneous one, the response of which under torsion approximates as closely as possible that of Q^r. A more general problem will be studied and the case of elastic torsion will be obtained as an application. The proof uses the energy method [see Lions (Collège de France, 1975–1977), Tartar (Collège de France, 1977)] and extension theorems. A related problem is the homogenization of a perforated plate [cf. Duvaut (to appear)].     

基于样条变换的PLS回归的非线性结构分析

基于样条变换的:PLS非线性回归模型既吸取了样条函数分段拟合以适应任意曲线连续变化的优点,又借鉴了偏最小二乘回归方法能够有效解决自变量集合高度相关的技术.针对多元加法模型,从理论和仿真试验的角度分别验证了,对于多个独立自变量对单因变量为非线性关系的数据系统,基于样条变换的PLS回归方法不仅能够有效实现自变量对因变量的整体预测,而且能够提取各维自变量对因变量的单独非线性作用特征,从而确定数据系统内部的复杂非线性结构关系,增强了模型的可解释性.     

On the Convergence of a Non-incremental Homogenization Method for Nonlinear Elastic Composite Materials

In order to simulate the nonlinear behaviour of elastomer composite materials, we use a homogenization technique which induces nonlinear problems. This paper presents a non-incremental solving method which allows the reduction of computational costs. In this paper the equivalence between the proposed solving method and a Newton-type method is proved, which allows us to prove the convergence under realistic assumptions. Numerical results on a composite illustrate the performances of this method.     

A Second-Order Synchrosqueezing Transform with a Simple Form of Phase Transformation

To model a non-stationary signal as a superposition of amplitude and frequency-modulated Fourier-like oscillatory modes is important to extract information, such as the underlying dynamics, hidden in the signal. Recently, the synchrosqueezed wavelet transform (SST) and its variants have been developed to estimate instantaneous frequencies and separate the components of non-stationary multicomponent signals. The short-time Fourier transform-based SST (FSST for short) reassigns the frequency variable to sharpen the time-frequency representation and to separate the components of a multicomponent non-stationary signal. However, FSST works well only with multicomponent signals having slowly changing frequencies. To deal with multicomponent signals having fast-changing frequencies, the second-order FSST (FSST2 for short) was proposed. The key point for FSST2 is to construct a phase transformation of a signal which is the instantaneous frequency when the signal is a linear chirp. In this paper we consider a phase transformation for FSST2 which has a simpler expression than that used in the literature. In the study the theoretical analysis of FSST2 with this phase transformation, we observe that the proof for the error bounds for the instantaneous frequency estimation and component recovery is simpler than that with the conventional phase transformation. We also provide some experimental results which show that this FSST2 performs well in non-stationary multicomponent signal separation.