Time dependent analysis of finite buffer fluid flows and risk models with a dividend barrier

Based on the matrix-analytic approach to fluid flows initiated by Ramaswami, we develop an efficient time dependent analysis for a general Markov modulated fluid flow model with a finite buffer and an arbitrary initial fluid level at time 0. We also apply this to an insurance risk model with a dividend barrier and a general Markovian arrival process of claims with possible dependencies in successive inter-claim intervals and in claim sizes. We demonstrate the implementability and accuracy of our algorithms through a set of numerical examples that could also serve as test cases for comparing other solution approaches.      

The solution of a convection–diffusion–reaction equation arising from cathodic reduction in a pulsating crack

This paper derives the convection–diffusion-reaction equation governing the reaction between the dissolved oxygen in sea-water and the steel walls of a pulsating crack. By the neglect of the diffusion term it is shown that an exact solution of the convection-reaction equation can be obtained. A numerical method for the solution of the complete convection–diffusion-reaction equation is derived by the use of finite differences. The numerical computation of the initial transient and the final periodic steady-state values is also discussed.     

Analysis of combined conduction and radiation heat transfer in presence of participating medium by the development of hybrid method

The current study addresses the mathematical modeling aspects of coupled conductive and radiative heat transfer in the presence of absorbing, emitting and isotropic scattering gray medium within two-dimensional square enclosure. A blended method where the concepts of modified differential approximation employed by combining discrete ordinate method and spherical harmonics method, has been developed for modeling the radiative transport equation. The gray participating medium is bounded by isothermal walls of two-dimensional enclosure which are considered to be opaque, diffuse and gray. The effect of various influencing parameters i.e., radiation-conduction parameter, surface emissivity, single scattering albedo and optical thickness has been illustrated. The adaptability of the present method has also been addressed.     

Successive column correction algorithms for solving sparse nonlinear systems of equations

This paper presents two algorithms for solving sparse nonlinear systems of equations: the CM-successive column correction algorithm and a modified CM-successive column correction algorithm. Aq-superlinear convergence theorem and anr-convergence order estimate are given for both algorithms. Some numerical results and the detailed comparisons with some previously established algorithms show that the new algorithms have some promise of being very effective in practice.This research was partially supported by contracts and grants: DOE DE-AS05-82ER1-13016, AFOSR 85-0243 at Rice University, Houston, U.S.A. and Natural Sciences and Engineering Research Council of Canada grant A-8639.     

Uniform convergence of Galerkin‐multigrid methods for nonconforming finite elements for second‐order problems with less than full elliptic regularity

In this article we prove uniform convergence estimates for the recently developed Galerkin‐multigrid methods for nonconforming finite elements for second‐order problems with less than full elliptic regularity. These multigrid methods are defined in terms of the “Galerkin approach,” where quadratic forms over coarse grids are constructed using the quadratic form on the finest grid and iterated coarse‐to‐fine intergrid transfer operators. Previously, uniform estimates were obtained for problems with full elliptic regularity, whereas these estimates are derived with less than full elliptic regularity here. Applications to the nonconforming P₁, rotated Q₁, and Wilson finite elements are analyzed. The result applies to the mixed method based on finite elements that are equivalent to these nonconforming elements. © 2002 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq 18: 203–217, 2002; DOI 10.1002/num.10004     

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。     

Finite valued feedback laws and piecewise classical solutions

Often, in engineering literature, we find control systems in which the open loop inputs are piecewise constant and take values in a finite set. Such open loop inputs cause the system to have fairly regular solutions. On the other hand, when acting in closed loop, feedback laws taking values in a finite set may not be reinterpreted as open loop inputs of the considered type. In fact, pathological behaviours such as the accumulation of discontinuities may appear (Zeno phenomenon). We give some conditions which can be used as tools for building finite valued feedback laws not causing such pathological behaviours.     

关于B值随机和的完全收敛性的进一步讨论

该文在深入揭示B值非随机和完全收敛性中的一系列等价关系的基础上，给出了随机和完全收敛的充分条件，改进和完善了有关文献中的既有成果，并对矩条件的必要性问题做了初步讨论．     

Application of the finite Hankel transform to a diffusion problem without azimuthal symmetry

The problem treated in this paper concerns calculating the evolution of the pressure in a single-phase, slightly compressible fluid in a porous medium consisting of communicating layers. The fluid is produced through a point sink located on the side of an otherwise sealed cylindrical wellbore. This location of the sink causes the flow around the wellbore to be azimuthally asymmetric.The problem is solved through successive application of Laplace, finite Fourier and finite Hankel transforms. Although apparently straightforward, this approach leads to serious numerical difficulties. The published form of the inversion formula for the finite Hankel transform leads to inaccurate computation for the higher azimuthal modes even with 128 bit arithmetic. An alternative form is developed which enables accurate evaluation of the solution with the more practical 64 bit arithmetic. The technique for two-layer solution presented here can be directly extended to a problem with a larger number of communicating layers. This is the first instance of successful application of the finite Hankel transform to an azimuthally asymmetric diffusion problem.