Numerical integration of ordinary differential equations on manifolds

Summary This paper is concerned with the problem of developing numerical integration algorithms for differential equations that, when viewed as equations in some Euclidean space, naturally evolve on some embedded submanifold. It is desired to construct algorithms whose iterates also evolve on the same manifold. These algorithms can therefore be viewed as integrating ordinary differential equations on manifolds. The basic method “decouples” the computation of flows on the submanifold from the numerical integration process. It is shown that two classes of single-step and multistep algorithms can be posed and analyzed theoretically, using the concept of “freezing” the coefficients of differential operators obtained from the defining vector field. Explicit third-order algorithms are derived, with additional equations augmenting those of their classical counterparts, obtained from “obstructions” defined by nonvanishing Lie brackets.     

Local and Parallel Finite Element Algorithms for Eigenvalue Problems

Abstract Some new local and parallel finite element algorithms are proposed and analyzed in this paper foreigenvalue problems.With these algorithms, the solution of an eigenvalue problem on a fine grid is reduced tothe solution of an eigenvalue problem on a relatively coarse grid together with solutions of some linear algebraicsystems on fine grid by using some local and parallel procedure.A theoretical tool for analyzing these algorithmsis some local error estimate that is also obtained in this paper for finite element approximations of eigenvectorson general shape-regular grids.     

Generalization of Murty's direct algorithm to linear and convex quadratic programming

Murty's algorithm for the linear complementarity problem is generalized to solve the optimality conditions for linear and convex quadratic programming problems with both equality and inequality constraints. An implementation is suggested which provides both efficiency and tight error control. Numerical experiments as well as field tests in various applications show favorable results.The author thanks K. G. Murty for his encouragement and helpful comments.     

水斗非定常自由水膜流三维贴体数值模拟

本研究采用水斗三维非正交贴体坐标系进行了非定常自由水膜流动的数值解析。对不规则水斗内表面采用三维非正交贴体坐标系下离散点进行拟合,推导了曲面离散点的法向矢量和曲面微元面高斯曲率、平均曲率等几何特征量的计算公式,进而导出流体粒子在运动方向上曲率计算式。在水斗三维贴体坐标系中,还推导了流体粒子在水斗曲面上的运动控制方程。最后对某水轮机水斗内表面非定常自由水膜流进行了数值模拟,得到其非定常水膜流态分布。     

Affine-scaling for linear programs with free variables

The affine-scaling modification of Karmarkar's algorithm is extended to solve problems with free variables. This extended primal algorithm is used to prove two important results. First the geometrically elegant feasibility algorithm proposed by Chandru and Kochar is the same algorithm as the one obtained by appending a single column of residuals to the constraint matrix. Second the dual algorithm as first described by Adler et al., is the same as the extended primal algorithm applied to the dual.     

半导体激光器光束准直系统的功率耦合效率

在长距离无线光通信中，接收点光功率密度与光束发散角平方呈反比关系，为了获得小的发散角和大的功率耦合效率，要求准直系统有较大的数值孔径(NA)，但数值孔径过大会增加像差，因此合理设计功率耦合效率与准直系统的数值孔径就非常重要。该文对半导体激光器光束准直系统中功率耦合效率进行了研究，给出了半导体激光器光束功率耦合效率与k(孔径半径与孔径处等效光束半径之比)的关系表达式，并结合激光器光束准直系统，给出了半导体激光器光束功率耦合效率与准直系统数值孔径的关系表达式。该研究结论对于半导体激光器光束准直系统设计具有参考作用。     

Kalman filtering of a space-time Markov random field

In this paper, finite-dimensional recursive filters for space-time Markov random fields are derived. These filters can be used with the expectation maximization (EM) algorithm to yield maximum likelihood estimates of the parameters of the model.     

Simulation of the Action of a Permeable Barrier on an Ideal Incompressible Channel Flow

Plane ideal incompressible flow in a rectangular channel partitioned by a thin permeable barrier (lattice) is considered. In flowing through the lattice the stream suddenly (jumpwise) changes direction and loses energy. The flow is assumed to be vortical; the vorticity is discontinuous on the lattice. A mathematical formulation of the problem for the stream function is proposed in the form of a nonlinear elliptic equation with coefficients discontinuous on the lattice line. A numerical solution is constructed using the finite-element iteration method. The results of the numerical simulation show how the flow velocity profile in the channel can be controlled by means of permeable barriers.     

Effective magnetic properties of a composite material with circular conductive elements

Effective magnetic properties of a composite meta-material consisting of periodically arranged circular conductive elements are studied theoretically. A general expression for the effective bulk permeability is obtained with mutual effects and lattice ordering being taken into account. The resonance frequency of the permeability is found to be strongly dependent on the size and shape of the unit cell. Frequency dispersion of the permeability is studied with special attention paid to the frequency range, where negative values of the permeability are possible. Corresponding recommendations for optimisation of the meta-materials with negative permeability are made. The results are confirmed by numerical simulations of the finite structure behaviour in an external magnetic field. Received 19 April 2002 Published online 31 July 2002     

Modulated Pulse Generations in a Laser-diode-pumped Passively Q-switched Intracavity-frequency-doubling Nd∶YVO4 Laser

The investigative results of modulated pulse output from an LD end-pumped passively Q-switched intracavity-frequency-doubling Nd∶YVO4/KTP laser with Cr4+∶YAG saturable absorber are presented. The numerical stimulations of these modulated pulses are carried out basing on the rate equations. It indicated that the modulations are attribute to the frequency beating of two eigenstates of the resonant polarized modes. The theoretical calculations are in good agreement with the experimental observations.