A numerical experimental study of inverse preconditioning for the parallel iterative solution to 3D finite element flow equations

Integration of the subsurface flow equation by finite elements (FE) in space and finite differences (FD) in time requires the repeated solution to sparse symmetric positive definite systems of linear equations. Iterative techniques based on preconditioned conjugate gradients (PCG) are one of the most attractive tool to solve the problem on sequential computers. A present challenge is to make PCG attractive in a parallel computing environment as well. To this aim a key factor is the development of an efficient parallel preconditioner. FSAI (factorized sparse approximate inverse) and enlarged FSAI relying on the approximate inverse of the coefficient matrix appears to be a most promising parallel preconditioner. In the present paper PCG using FSAI, diagonal and pARMS (parallel algebraic recursive multilevel solvers) preconditioners is implemented on the IBM SP4/512 and CLX/768 supercomputers with up to 32 processors to solve underground flow problems of a large size. The results show that FSAI may allow for a parallel relative efficiency larger than 50% on the largest problems with p=32 processors. Moreover, FSAI turns out to be significantly less expensive and more robust than pARMS. Finally, it is shown that for p in the upper range may be much improved if PCG–FSAI is implemented on CLX.     

等腰三角形Mindlin板的自由振动分析

提出了一种新方法来对基于 Mindlin剪切变形理论的等腰三角形板进行自由振动分析 .此方法采用了一种新的基函数并利用 pb-2 Rayleigh-Ritz边界函数得到了一种新型的 Ritz方法 .这种方法的有效性通过收敛性和对比性分析得到了证实 .数值结果表明此方法相当精确有效 .     

Finite element modal solutions of planar photonic crystal fibers with rectangular air-holes

Modal solutions of planar photonic crystal waveguides with rectangular air-holes are presented by using a rigorous full-vectorial finite element-based approach. The effective indices, mode field profiles, spot-sizes, power confinements, modal hybridness, beat lengths and group velocity dispersions are shown for the fundamental and higher order modes of the quasi-TE and TM polarizations.     

A complete boundary integral formulation for compressible Navier–Stokes equations

A complete boundary integral formulation for compressible Navier–Stokes equations with time discretization by operator splitting is developed using the fundamental solutions of the Helmholtz operator equation with different order. The numerical results for wall pressure and wall skin friction of two‐dimensional compressible laminar viscous flow around airfoils are in good agreement with field numerical methods. Copyright © 2004 John Wiley & Sons, Ltd.     

Optimal Investment in a Levy Market

In this paper we consider the optimal investment problem in a market where the stock price process is modeled by a geometric Levy process (taking into account jumps). Except for the geometric Brownian model and the geometric Poissonian model, the resulting models are incomplete and there are many equivalent martingale measures. However, the model can be completed by the so-called power-jump assets. By doing this we allow investment in these new assets and we can try to maximize the expected utility of these portfolios. As particular cases we obtain the optimal portfolios based in stocks and bonds, showing that the new assets are superfluous for certain martingale measures that depend on the utility function we use.     

A Verified Optimization Technique to Locate Chaotic Regions of Hénon Systems

We present a new verified optimization method to find regions for Hénon systems where the conditions of chaotic behaviour hold. The present paper provides a methodology to verify chaos for certain mappings and regions. We discuss first how to check the set theoretical conditions of a respective theorem in a reliable way by computer programs. Then we introduce optimization problems that provide a model to locate chaotic regions. We prove the correctness of the underlying checking algorithms and the optimization model. We have verified an earlier published chaotic region, and we also give new chaotic places located by the new technique.     

牛顿弦截法预估校正迭代格式的收敛阶

研究如下形式的牛顿弦截法的预估校正(P.C.)格式:P(预估):~xk+1=xk-(xk-xk-1)f(xk)f(xk)-f(xk-1)C(校正):xk+1=xk-(~xk+1-xk)f(xk)f~(xk+1)-f(xk)证明了它的收敛阶为2.618.     

On the excitation of a closely spaced array by a line source

An infinite row of periodically spaced, identical rigid circularcylinders is excited by an acoustic line source which is parallelto the generators of the cylinders. A method for calculatingthe scattered field accurately and efficiently is presented.When the cylinders are sufficiently close together, Rayleigh–Blochsurface waves that propagate energy to infinity along the arrayare excited. An expression is derived which enables the amplitudesof these surface waves to be computed without requiring thesolution to the full scattering problem.     

Quantitative Comparison of REAPDOR and TRAPDOR Experiments by Numerical Simulations and Determination of H–Al Distances in Zeolites

Quantitative H–Al distances in acid sites of two zeolites with MFI and IFR framework topology were obtained by numerical simulation of ¹H{²⁷Al} rotational echo adiabatic passage double resonance (REAPDOR) experiments. A ²⁷Al offset-dependent data set yields for each resolved ¹H NMR line a corresponding nuclear electric quadrupole coupling constant of the neighboring ²⁷Al site. This information is used for analyzing a second data set for on-resonance irradiation, where the dipolar evolution time (number of rotor cycles) was varied, to yield the ¹H–²⁷Al dipolar coupling constant. Numerical simulations indicate that the REAPDOR method does not depend significantly on the polar angles, defining the orientation of the electric field gradient tensor of ²⁷Al with respect to the Al–H dipolar vector. In contrast, the transfer of populations in double resonance sequence is sensitive to these angles, and it can be thus used to measure them.     

Numerical analysis of the Toda lattice equations

Numerical solutions to three systems of integrable evolutionary equations from the Toda lattice hierarchy are analyzed. These are the classical Toda lattice, the second local dispersive flow, and the second extended dispersive flow. Special attention is given to the properties of soliton solutions. For the equations of the second local flow, two types of solitons interacting in a special manner are found. Solutions corresponding to various initial data are qualitatively outlined.