An improved progressive preconditioning method for steady non‐cavitating and sheet‐cavitating flows

An improved progressive preconditioning method for analyzing steady inviscid and laminar flows around fully wetted and sheet‐cavitating hydrofoils is presented. The preconditioning matrix is adapted automatically from the pressure and/or velocity flow‐field by a power‐law relation. The cavitating calculations are based on a single fluid approach. In this approach, the liquid/vapour mixture is treated as a homogeneous fluid whose density is controlled by a barotropic state law. This physical model is integrated with a numerical resolution derived from the cell‐centered Jameson's finite volume algorithm. The stabilization is achieved via the second‐and fourth‐order artificial dissipation scheme. Explicit four‐step Runge–Kutta time integration is applied to achieve the steady‐state condition. Results presented in the paper focus on the pressure distribution on hydrofoils wall, velocity profiles, lift and drag forces, length of sheet cavitation, and effect of the power‐law preconditioning method on convergence speed. The results show satisfactory agreement with numerical and experimental works of others. The scheme has a progressive effect on the convergence speed. The results indicate that using the power‐law preconditioner improves the convergence rate, significantly. Copyright © 2010 John Wiley & Sons, Ltd.     

解大型线性方程组的ATOR方法

本文提出了一种数值求解大型稀疏线性方程组Ax=b的具有三个参数的迭代法,我们称之为ATOR法,并且指出,熟知的Jacobi法、Gauss-Seidel法,SOR法,AOR法和TOR法为其特例.同时,我们对具有某些性质的系数矩阵A——Hermite正定矩阵、H-矩阵、L-矩阵和对角占优矩阵,讨论了ATOR法的收敛性以及给出了迭代矩阵谱半径的表达式和上界估计。     

最小化非光滑复合函数的投影Hessian校正算法的收敛性

本文考虑复合函数 F(x)=f(x)+h(c(x))最小化问题,给出了校正矩阵逼近 Langrangian 函数的“单边投影 Hessian”的 Broyden-类型方法;此方法是 Q-超线性收敛的.文中还叙述了两个校正算法,并且证明了在合理的条件下,这两种算法都具有局部的两步 Q-超线性收敛性.     

Regenerative queueing processes and their qualitative and quantitative analysis

Recently developed methods of qualitative analysis for regenerative processes arising in queueing are presented. These methods are essentially qualitative and use notions such as coupling, probability metrics, etc. They are developed for studying various properties of regenerative models, including convergence rate to a stationary regime, continuity of their characteristics with respect to some parameters and first-occurrence time of an event such as queue overflowing. In spite of their qualitative nature they lead to good quantitative estimates of underlying properties with computer methods available to calculate them.     

On the convergence of cross decomposition

Cross decomposition is a recent method for mixed integer programming problems, exploiting simultaneously both the primal and the dual structure of the problem, thus combining the advantages of Dantzig—Wolfe decomposition and Benders decomposition. Finite convergence of the algorithm equipped with some simple convergence tests has been proved. Stronger convergence tests have been proposed, but not shown to yield finite convergence.In this paper cross decomposition is generalized and applied to linear programming problems, mixed integer programming problems and nonlinear programming problems (with and without linear parts). Using the stronger convergence tests finite exact convergence is shown in the first cases. Unbounded cases are discussed and also included in the convergence tests. The behaviour of the algorithm when parts of the constraint matrix are zero is also discussed. The cross decomposition procedure is generalized (by using generalized Benders decomposition) in order to enable the solution of nonlinear programming problems.     

A general Hsu-Robbins-Erdős Type estimate of tail probabilities of sums of independent identically distributed random variables

Periodica Mathematica Hungarica - Let X 1,X 2,... be a sequence of independent and identically distributed random variables, and put % MATHTYPE!MTEF!2!1!+-%...     

Local Feasible QP-Free Algorithms for the Constrained Minimization of SC1 Functions

We consider the problem of minimizing an SC¹ function subject to inequality constraints. We propose a local algorithm whose distinguishing features are that: (a) a fast convergence rate is achieved under reasonable assumptions that do not include strict complementarity at the solution; (b) the solution of only linear systems is required at each iteration; (c) all the points generated are feasible. After analyzing a basic Newton algorithm, we propose some variants aimed at reducing the computational costs and, in particular, we consider a quasi-Newton version of the algorithm.     

Epi-Convergence and Lower and Epi-Upper Semicontinuous Approximations in Distribution

The paper introduces an extension of the epi-convergence, the lower semicontinuous approximation and the epi-upper semicontinuous approximation of random real functions in distribution. The new notions could be helpful tools for sensitivity analyzes of stochastic optimization problems. The research is evoked by S. Vogel and continues the research started by Vogel and the author.     

Near-Optimal Controls of Discrete-Time Dynamic Systems Driven by Singularly-Perturbed Markov Chains

This work is devoted to near-optimal controls of large-scale discrete-time nonlinear dynamic systems driven by Markov chains; the underlying problem is to minimize an expected cost function. Our main goal is to reduce the complexity of the underlying systems. To achieve this goal, discrete-time control models under singularly-perturbed Markov chains are introduced. Using a relaxed control representation, our effort is devoted to finding near-optimal controls. Lumping the states in each irreducible class into a single state gives rise to a limit system. Applying near-optimal controls of the limit system to the original system, near-optimal controls of the original system are derived.     

On the Pointwise Limit of Vector Charges with the Saks Property

The well-known theorem about the density of the space of probability charges with the Saks property in the space of all probability charges in the pointwise topology is proved in the vector case. New features are the uniform Saks property for the family of charges and sufficient conditions for the pointwise limit of a sequence of charges to have the Saks property.