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.     

On an Application of Newton's Method to Nonlinear Operators with w-Conditioned Second Derivative

We present a new approach to study the convergence of Newton's method in Banach spaces, which relax the conditions appearing in the usual studies. The approach is based on the bound required for the second derivative of the operator involved. An application to a nonlinear integral equation is presented.     

On a class of new and practical performance indexes for approximation of fold bifurcations of nonlinear power flow equations

Efficient measurement of the performance index (the distance of a loading parameter from the voltage collapse point) is one of the key problems in power system operations and planning and such an index indicates the severity of a power system with regard to voltage collapse. There exist many interesting methods and ideas to compute this index. However, some successful methods are not yet mathematically justified while other mathematically sound methods are often proposed directly based on the bifurcation theory and they require the initial stationary state to be too close to the unknown turning point to make the underlying methods practical.This paper first gives a survey of several popular methods for estimating the fold bifurcation point including the continuation methods, bifurcation methods and the test function methods (Seydel's direct solution methods, the tangent vector methods and the reduced Jacobian method) and discuss their relative advantages and problems. Test functions are usually based on scaling of the determinant of the Jacobian matrix and it is generally not clear how to determine the behaviour of such functions. As the underlying nonlinear equations are of a particular type, this allows us to do a new analysis of the determinants of the Jacobian and its submatrices in this paper. Following the analysis, we demonstrate how to construct a class of test functions with a predictable analytical behaviour so that a suitable index can be produced. Finally, examples of two test functions from this class are proposed. For several standard IEEE test systems, promising numerical results have been achieved.     

Numerical solutions of the shallow water equations with discontinuous bed topography

A simple scheme is developed for treatment of vertical bed topography in shallow water flows. The effect of the vertical step on flows is modelled with the shallow water equations including local energy loss terms. The bed elevation is denoted with z_b^‐ for the left and z_b⁺ for the right values at each grid point, hence exactly representing a discontinuity in the bed topography. The surface gradient method (SGM) is generalized to reconstruct water depths at cell interfaces involving a vertical step so that the fluxes at the cell interfaces can accurately be calculated with a Riemann solver. The scheme is verified by predicting a surge crossing a step, a tidal flow over a step and dam‐break flows on wet/dry beds. The results have shown good agreements compared with analytical solutions and available experimental data. The scheme is efficient, robust, and may be used for practical flow calculations. Copyright © 2002 John Wiley & Sons, Ltd.     

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     

Generic replica symmetric field-theory for short range Ising spin glasses

Symmetry considerations and a direct, Hubbard-Stratonovich type, derivation are used to construct a replica field-theory relevant to the study of the spin glass transition of short range models in a magnetic field. A mean-field treatment reveals that two different types of transitions exist, whenever the replica number n is kept larger than zero. The Sherrington-Kirkpatrick critical point in zero magnetic field between the paramagnet and replica magnet (a replica symmetric phase with a nonzero spin glass order parameter) separates from the de Almeida-Thouless line, along which replica symmetry breaking occurs. We argue that for studying the de Almeida-Thouless transition around the upper critical dimension d = 6, it is necessary to use the generic cubic model with all the three bare masses and eight cubic couplings. The critical role n may play is also emphasized. To make perturbative calculations feasible, a new representation of the cubic interaction is introduced. To illustrate the method, we compute the masses in one-loop order. Some technical details and a list of vertex rules are presented to help future renormalisation-group calculations. Received 9 October 2001     

Instabilities in the Chapman-Enskog Expansion and Hyperbolic Burnett Equations

It is well-known that the classical Chapman-Enskog procedure does not work at the level of Burnett equations (the next step after the Navier-Stokes equations). Roughly speaking, the reason is that the solutions of higher equations of hydrodynamics (Burnett's, etc.) become unstable with respect to short-wave perturbations. This problem was recently attacked by several authors who proposed different ways to deal with it. We present in this paper one of possible alternatives. First we deduce a criterion for hyperbolicity of Burnett equations for the general molecular model and show that this criterion is not fulfilled in most typical cases. Then we discuss in more detail the problem of truncation of the Chapman-Enskog expansion and show that the way of truncation is not unique. The general idea of changes of coordinates (based on analogy with the theory of dynamical systems) leads finally to nonlinear Hyperbolic Burnett Equations (HBEs) without using any information beyond the classical Burnett equations. It is proved that HBEs satisfy the linearized H-theorem. The linear version of the problem is studied in more detail, the complete Chapman-Enskog expansion is given for the linear case. A simplified proof of the Slemrod identity for Burnett coefficients is also given.     

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.     

Finite Element Solution of Conical Diffraction Problems

This paper is devoted to the numerical study of diffraction by periodic structures of plane waves under oblique incidence. For this situation Maxwell's equations can be reduced to a system of two Helmholtz equations in R ² coupled via quasiperiodic transmission conditions on the piecewise smooth interfaces between different materials. The numerical analysis is based on a strongly elliptic variational formulation of the differential problem in a bounded periodic cell involving nonlocal boundary operators. We obtain existence and uniqueness results for discrete solutions and provide the corresponding error analysis.