AGE method simulations of a turbulent far‐wake compared to spectral DNS

Turbulent flow simulation methods based on finite differences are attractive for their simplicity, flexibility and efficiency, but not always for accuracy or stability. This paper demonstrates that a good compromise is possible with the advected grid explicit (AGE) method. Starting from the same initial field as a previous spectral DNS, AGE method simulations of a planar turbulent wake were carried out as DNS, and then at three levels of reduced resolution. The latter cases were in a sense large‐eddy simulations (LES), although no specific sub‐grid‐scale model was used. Results for the two DNS methods, including variances and power spectra, were very similar, but the AGE simulation required much less computational effort. Small‐scale information was lost in the reduced resolution runs, but large‐scale mean and instantaneous properties were reproduced quite well, with further large reductions in computational effort. Quality of results becomes more sensitive to the value chosen for one of the AGE method parameters as resolution is reduced, from which it is inferred that the numerical stability procedure controlled by the parameter is acting in part as a sub‐grid‐scale model. Copyright © 2002 John Wiley & Sons, Ltd.     

A stochastic algorithm using one sample point per iteration and diminishing stepsizes

A stochastic algorithm for finding stationary points of real-valued functions defined on a Euclidean space is analyzed. It is based on the Robbins-Monro stochastic approximation procedure. Gradient evaluations are done by means of Monte Carlo simulations. At each iteratex _i , one sample point is drawn from an underlying probability space, based on which the gradient is approximated. The descent direction is against the approximation of the gradient, and the stepsize is 1/i. It is shown that, under broad conditions, w.p.1 if the sequence of iteratesx ₁,x ₂,...generated by the algorithm is bounded, then all of its accumulation points are stationary.     

红外热像仪参数的双黑体测量装置

对红外热像仪参数双黑体测量装置的工作原理进行了介绍。装置采用双黑体及反射型靶标为温差辐射源，可实现黑体温度温差准直辐射的定期校准和红外热像仪参数测量量值的溯源，也可实现红外热像仪参数的可控性，以及对它进行稳定的、可复现的精确测量。推导出利用红外热像仪参数双黑体测量装置测量信号传递函数SiTF数学模型，分析了红外热像仪参数测量装置的客观因素——仪器常数，针对仪器常数对SiTF测量的影响进行了试验。试验结果表明，仪器常数对红外热像仪SiTF参数测量精度影响较大，并同时影响时域与空域NETD及3D噪声的准确测量。     

迈克尔逊干涉仪中补偿板与干涉条纹

通过分析缺失补偿板的迈克尔逊干涉仪中的附加光程差,推出干涉条纹满足的方程式,并用计算机模拟了动镜移动过程中变化的干涉条纹,与实验结果相一致.     

鞅差序列的Bernstein型不等式及其应用

本文将独立随机变量序列的Bernstein型不等式推广到鞅差序列情形,给出该不等式的一个应用,并在一定条件下证明了非参数回归中函数估计的强相合性.     

TWO-POINT BOUNDARY VALUE PROBLEM FOR A CLASS OF SECOND-ORDER DIFFERENCE EQUATIONS

In this paper, we apply a critical point theorem and obtain the condition for the existence of three solutions to two-point boundary value problem of a second order nonlinear difference equation.     

Multilevel preconditioners for a quadrature Galerkin solution of a biharmonic problem

Efficient multilevel preconditioners are developed and analyzed for the quadrature finite element Galerkin approximation of the biharmonic Dirichlet problem. The quadrature scheme is formulated using the Bogner–Fox–Schmit rectangular element and the product two‐point Gaussian quadrature. The proposed additive and multiplicative preconditioners are uniformly spectrally equivalent to the operator of the quadrature scheme. The preconditioners are implemented by optimal algorithms, and they are used to accelerate convergence of the preconditioned conjugate gradient method. Numerical results are presented demonstrating efficiency of the preconditioners. © 2005 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq 2006     

Adaptive Algorithm for Constrained Least-Squares Problems

This paper is concerned with the implementation and testing of an algorithm for solving constrained least-squares problems. The algorithm is an adaptation to the least-squares case of sequential quadratic programming (SQP) trust-region methods for solving general constrained optimization problems. At each iteration, our local quadratic subproblem includes the use of the Gauss–Newton approximation but also encompasses a structured secant approximation along with tests of when to use this approximation. This method has been tested on a selection of standard problems. The results indicate that, for least-squares problems, the approach taken here is a viable alternative to standard general optimization methods such as the Byrd–Omojokun trust-region method and the Powell damped BFGS line search method.     

ON A LINEAR DELAY DIFFERENCE EQUATION WITH IMPULSES

IIntroductlonLet N denote the set of all Integers．FOr any a;b E N,define N(a)＝{a,a＋1,…},N(a,b)二{a,a＋1,…,b}when a＜b．Consider the dlf卜巳renceequationl 凸x。＋P。x。－。＝0;nEN(0)andN4n。;2—“－””’”门二l0 凸X。,＝~X。,,JENO);where A denotes the forward difference operator八。。＝x。＋l一 x。,{P。} Isa sequence ofnon－negative real numbers,{nj}Is a sequence ofnon－negativeIntegers with nj＜nj＋lfor j E N(1)and nj一 co as ;一 co,{4}Is a sequence。I优。且皿mb ers,…     

Coupled intervals in the discrete calculus of variations: necessity and sufficiency

In this work we study nonnegativity and positivity of a discrete quadratic functional with separately varying endpoints. We introduce a notion of an interval coupled with 0, and hence, extend the notion of conjugate interval to 0 from the case of fixed to variable endpoint(s). We show that the nonnegativity of the discrete quadratic functional is equivalent to each of the following conditions: The nonexistence of intervals coupled with 0, the existence of a solution to Riccati matrix equation and its boundary conditions. Natural strengthening of each of these conditions yields a characterization of the positivity of the discrete quadratic functional. Since the quadratic functional under consideration could be a second variation of a discrete calculus of variations problem with varying endpoints, we apply our results to obtain necessary and sufficient optimality conditions for such problems. This paper generalizes our recent work in [R. Hilscher, V. Zeidan, Comput. Math. Appl., to appear], where the right endpoint is fixed.