A finite cutting plane method for facial disjunctive programs

This paper shows that any linear disjunctive program with a finite number of constraints can be transformed into an equivalent facial program. Based upon linear programming technique, a new, finite cutting plane method is presented for the facial programs.

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Zusammenfassung Die Arbeit zeigt, daß jedes lineare disjunktive Optimierungsproblem mit endlich vielen Restriktionen in ein äquivalentes Fazetten-Problem transformiert werden kann. Auf der Grundlage von linearer Optimierungstechnik wird für das Fazetten-Problem ein neues, endliches Schnittebenenverfahren vorgestellt.

     

用随机模糊方法研究合理确定工程项目工期

站在兼顾业主与建造商的公正立场,基于网络优化技术基础上并以系统的观点,采用随机模糊数学方法研究合理确定项目工期,进而用实际项目进行分析验证,是一种科学合理确定工期的方法.     

基于单纯形方法的双层线性规划全局优化算法

通过分析双层线性规划可行域的结构特征和全局最优解在约束域的极点上达到这一特性,对单纯形方法中进基变量的选取法则进行适当修改后,给出了一个求解双层线性规划局部最优解方法,然后引进上层目标函数对应的一种割平面约束来修正当前局部最优解,直到求得双层线性规划的全局最优解.提出的算法具有全局收敛性,并通过算例说明了算法的求解过程.     

High-throughput concept for tailoring switchable mirrors

The optical properties, the switching kinetics and the lifetime of hydrogen switchable mirrors based on Mg-Ni alloys are determined with particular regard to the composition of the optically active metal-hydride layer in combination with the thickness of the catalytic capping layer. For this, a high-throughput experiment is introduced. The switching kinetics and the reversibility of switchable mirrors are strongly thickness dependent, though the details hinge on the fine structure of the clustered capping layer. Therefore, the kinetics is correlated with the surface structures of Pd on Mg_yNi_1−y as investigated by scanning tunneling microscopy. The results are explained by the so-called strong metal-support interaction (SMSI) state, characterized by a complete encapsulation of the capping layer clusters by oxidized species originating from the support. The SMSI-effect is less important with increasing Pd-layer thickness, and is suppressed by a good wetting of the Pd-clusters on the optically active film. This explains the critical thickness for the catalyzed hydrogen uptake observed in many switchable mirror systems. Moreover, the degradation of the kinetics during cycling is found to depend on the Pd-layer thickness and on the gas environment. Only films, covered with at least 15 nm Pd, show small degradation caused by the SMSI-effect. The SMSI-effect is partly reversible: after changing the gas environment from hydrogen to oxygen, the oxide on the Pd-clusters can be partly removed.     

三维守恒律有限元方法逼近光滑解的误差估计

我们对一个三维守恒律的显式有限元方法证明了H^1范数的二阶误差估计。     

差分流线扩散法的局域稳定性分析

本文讨论差分流线扩散法的局部稳定性分析，在理论上证明了该方法依旧保持着流线扩散法扰动局部影响的特性。     

标的股价服从混合过程的期权定价公式及有限元算法

本文将马尔科夫跳跃过程叠加于 Ito过程 ,形成混合过程 ,并用该过程来刻画股价走势情况。而后在标的股价服从混合过程的基础上 ,推导出了欧式看涨期权的定价公式 ,并对美式看跌期权定价给出了有限元算法。     

Extension of a combined analytical/numerical initial value problem solver for unsteady periodic flow

Here we describe analytical and numerical modifications that extend the Differential Reduced Ejector/ mixer Analysis (DREA), a combined analytical/numerical, multiple species ejector/mixing code developed for preliminary design applications, to apply to periodic unsteady flow. An unsteady periodic flow modelling capability opens a range of pertinent simulation problems including pulse detonation engines (PDE), internal combustion engine ICE applications, mixing enhancement and more fundamental fluid dynamic unsteadiness, e.g. fan instability/vortex shedding problems. Although mapping between steady and periodic forms for a scalar equation is a classical problem in applied mathematics, we will show that extension to systems of equations and, moreover, problems with complex initial conditions are more challenging. Additionally, the inherent large gradient initial condition singularities that are characteristic of mixing flows and that have greatly influenced the DREA code formulation, place considerable limitations on the use of numerical solution methods. Fortunately, using the combined analytical–numerical form of the DREA formulation, a successful formulation is developed and described. Comparison of this method with experimental measurements for jet flows with excitation shows reasonable agreement with the simulation. Other flow fields are presented to demonstrate the capabilities of the model. As such, we demonstrate that unsteady periodic effects can be included within the simple, efficient, coarse grid DREA implementation that has been the original intent of the DREA development effort, namely, to provide a viable tool where more complex and expensive models are inappropriate. Copyright © 2002 John Wiley & Sons, Ltd.     

A marker method for the solution of the damped Burgers' equation

A new method for the solution of the damped Burgers' equation is described. The marker method relies on the definition of a convective field associated with the underlying partial differential equation; the information about the approximate solution is associated with the response of an ensemble of markers to this convective field. Some key aspects of the method, such as the selection of the shape function and the initial loading, are discussed in some details. The marker method is applicable to a general class of nonlinear dispersive partial differential equations. © 2005 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq, 2006     

Approximation of Matrices and a Family of Gander Methods for Polar Decomposition

Two matrix approximation problems are considered: approximation of a rectangular complex matrix by subunitary matrices with respect to unitarily invariant norms and a minimal rank approximation with respect to the spectral norm. A characterization of a subunitary approximant of a square matrix with respect to the Schatten norms, given by Maher, is extended to the case of rectangular matrices and arbitrary unitarily invariant norms. Iterative methods, based on the family of Gander methods and on Higham’s scaled method for polar decomposition of a matrix, are proposed for computing subunitary and minimal rank approximants. Properties of Gander methods are investigated in details. AMS subject classification (2000) 65F30, 15A18