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HITTING TIME FOR BESSEL PROCESSES-WALK ON MOVING SPHERES algorithm (WOMS)

ANNALS OF APPLIED PROBABILITY 2013年第6期23卷 2259-2289页

作者： Deaconu, Madalina Herrmann, Samuel Univ Lorraine INRIA Nancy Grand Est IECN UMR 7502 F-54506 Vandoeuvre Les Nancy France Univ Lorraine INRIA Nancy Grand Est Project Team TOSCA F-54506 Vandoeuvre Les Nancy France Univ Bourgogne IMB UMR 5584 F-21078 Dijon France

In this article we investigate the hitting time of some given boundaries for Bessel processes. The main motivation comes from mathematical finance when dealing with volatility models, but the results can also be used in optimal control problems. The aim here is to construct a new and efficient algorithm in order to approach this hitting time. As an application we will consider the hitting time of a given level for the Cox-Ingersoll-Ross process. The main tools we use are on one side, an adaptation of the method of images to this particular situation and on the other side, the connection that exists between Cox-Ingersoll-Ross processes and Bessel processes.

关键词： Bessel processes Cox-Ingersoll-Ross processes hitting time method of images numerical algorithm

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Observational data assimilation in the problem of Black Sea circulation and sensitivity analysis of its solution

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IZVESTIYA ATMOSPHERIC AND OCEANIC PHYSICS 2013年第6期49卷 592-602页

作者： Agoshkov, V. I. Parmuzin, E. I. Shutyaev, V. P. Russian Acad Sci Inst Numer Math Moscow 119991 Russia

The problem of the variational data assimilation of the sea-surface temperature for the model of the Black Sea dynamics has been formulated and numerically studied to reproduce surface heat fluxes. An analysis of sensitivity of the optimal solution to errors in observation data has been conducted. The results of numerical experiments have been presented.

关键词： variational data assimilation numerical algorithm optimal solution heat flux

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Two anisotropic fourth-order partial differential equations for image inpainting

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IET IMAGE PROCESSING 2013年第3期7卷 260-269页

作者： Li, Peng Li, Shuai-Jie Yao, Zheng-An Zhang, Zu-Jin Sun Yat Sen Univ Sch Math & Computat Sci Guangzhou 510275 Guangdong Peoples R China Henan Univ Sci & Technol Sch Math & Stat Luoyang 471003 Peoples R China Gannan Normal Univ Coll Math & Comp Sci Ganzhou 341000 Peoples R China

In this study, the authors propose two fourth-order partial differential equations (PDEs) to inpaint the image. By analysing those anisotropic fourth-order PDEs and comparing their diffusion images, the authors confirm they are forward diffusion or backward diffusion. A numerical algorithm is presented using a finite-difference method and analyse the stability of discretisation. Finally, they show various experimental results and conclude that the proposed new models are better than the second-order and third-order PDEs, especially for weakening the blocky effects.

关键词： finite difference methods image texture numerical stability partial differential equations anisotropic fourth-order partial differential equations image inpainting anisotropic fourth-order PDE diffusion images forward diffusion backward diffusion numerical algorithm finite-difference method stability discretisation second-order PDE third-order PDE blocky effects finite difference methods image texture numerical stability partial differential equations anisotropic fourth-order partial differential equations image inpainting anisotropic fourth-order PDE diffusion images forward diffusion backward diffusion numerical algorithm finite-difference method stability discretisation second-order PDE third-order PDE blocky effects

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On the selection of active slip systems in rate independent crystal plasticity

On the selection of active slip systems in rate independent ...

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16th ESAFORM Conference on Material Forming (ESAFORM 2013)

作者： Orthaber, Markus Antretter, Thomas Gaenser, Hans-Peter Mat Ctr Leoben Forsch GmbH A-8700 Leoben Austria

ISBN: (纸本)9783037857199

Non-uniqueness in the set of active slip systems is a crucial issue in crystal plasticity. To avoid this problem one may perform viscoplastic regularization. This introduces a certain rate dependency, while many crystals are known to behave rate independently. This is sometimes approximated using ver low viscosity parameters in the regularized model, however at the cost of numerical difficulties. Hence, to adequately treat rate independent crystal plasticity an alternative method is needed. The proposed method, Maximum Dissipation Crystal Plasticity (MDCP), achieves uniqueness by selecting the set of active slip systems according to its dissipation. In a finite element calculation, a system of coupled quadratic equations is solved at every integration point to define the material behaviour. This approach is formally equal to the method of incremental energy minimization recently proposed by H. Petryk and M. Kursa (Book of Abstracts of the 8th European Solid Mechanics Conference, Graz, G.A. Holzapfel and R.W. Ogden (eds.)). It can be shown that a viscoplastically regularized model is a limiting case of MDCP, giving similar results when cross hardening becomes negligible. Nevertheless, recent 3D dislocation dynamics calculations by Devincre et al. (Mat. Sci. Eng. A, 400-401 (2005), 182-185) show that cross hardening in face centered cubic crystals is far more important than self hardening. In such cases MDCP gives results distinctly different from its rate dependent counterpart. The proposed method is numerically implemented as user material subroutine into the finite element package ABAQUS within the small as well as large deformation framework, called MDCP and FinDMDCP respectively, such that the simulation of arbitrary load cases is possible.

关键词： crystal plasticity selection of slip systems numerical algorithm finite element method

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Reaction Control System using Hybrid Micro-Thrusters for Guided Sounding Rocket

Reaction Control System using Hybrid Micro-Thrusters for Gui...

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6th International Conference on Recent Advances in Space Technologies (RAST)

作者： Chelaru, Teodor Viorel Chelaru, Adrian Univ POLTTEHN Bucharest Res Ctr Aeronaut & Space Ghe Polizu I Bucharest Romania INCAS Natl Inst Aerosp Res Elie Carafoli Bucharest 061126 Romania

ISBN: (纸本)9781467363969;9781467363952

The paper intend to develop a calculus model for an innovative Reaction Control System (RCS) using hybrid rocket engine technology. Our RCS uses several hybrid micro-thrusters with their thrust modulated by a separate control system. For RCS, each of the thrusters will be able to burn a few minutes and its thrust will be modulated within certain limits by controlling the oxidizer flow. In order to reduce size and weight of the RCS we will use a single oxidizer tank which will have as output a flow distributor. The basic idea is not to stop any of the engines during system's operation but to minimize their thrust reducing the oxidizer flow. This approach is avoiding the inconvenience of repeated stopping and starting of the engine, which can create reliability problems to the entire RCS. By creating thrust imbalance between various hybrid micro thrusters, one can create torques with which the attitude or the trajectory of the vehicle can be adjusted. In terms of calculation model developed, it starts from our theoretical and experimental studies, which aimed to build a computational model for hybrid rocket engine highlighting the scalability, stability and its controllability. These studies were presented in RAST 2011 and are based on our own experiments performed in Electromecanica Ploiesti. Based on this concept we achieve a calculation of the performances of the RCS and an evaluation in their size. Conclusions and any discussion will be focused on technological possibilities for achieving the system and possible areas of application for the RCS.

关键词： hybrid rocket engine nozzle orbital/suborbital vehicle numerical algorithm computation model combustion

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Solution of working space about the 4-DOF parallel mechanism by ADAMS

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2nd International Conference on Advanced Materials Design and Mechanics (ICAMDM 2013)

作者： Zhang Ruihua Lishui Univ Lishui 323000 Zhejiang Peoples R China

ISBN: (纸本)9783037857977

This article is based on ADAMS software platform to solve working space of the 4-DOF parallel mechanism. Design a kind of 4-DOF parallel mechanism and establish virtual prototype on ADAMS software platform. Then through enumeration three branched chain parameters combination, even without the premise of kinematics positive solution, we can solve it working space using the forward solving method and get the branched chain parameter with the reference point position corresponding numerical relations. It greatly simplifies the solution of the working space of parallel mechanism, is more advantageous to parameter optimization and trajectory planning of parallel mechanism.

关键词： ADAMS 4-DOF parallel mechanism Working space Enumeration algorithms numerical algorithm Direct kinematics

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Optimalizace toku grafem

Optimalizace toku grafem

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作者： Popovič, Viktor Charles University of Prague

When it comes to maximization of effectively or minimizing of cost, optimization represents the key activity. There is a number of practical examples that can be implemented into Theory of Graphs and subsequently optimized. This thesis includes the introduction to transportation problem where the consumer demand is met by the lowest price. Also there is maximum flow problem which is to transfer maximum of commodity (petroleum, gas...) through the network where each edge has a capacity restriction. We will also look into the alternative situations where we will maximize the flow along with minimizing of cost. To resolve these problems we will establish numeric algorithms like distribute method, labeling algorithm, shortest augmented path algorithm, and Preflow-Push algorithms. We will also illustrate functionality on example which confirm appropriate application of algorithms and differences among them.

关键词： Graph optimal flow numerical algorithm

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Two-scale Time Homogenization for Isotropic Viscoelastic- Viscoplastic Homogeneous Solids Under Large Numbers of Cycles

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Procedia Engineering 2013年 66卷 598-607页

作者： Sarra Haouala Issam Doghri Université Catholique de Louvain (UCL) Institute of Mechanics Materials and Civil Engineering (IMMC) Bâtiment Euler 4 Avenue G. Lemaître B-1348 Louvain-la-Neuve Belgium

A two-scale time homogenization approach for coupled viscoelastic-viscoplatic (VE-VP) homogeneous solids and structures subjected to large numbers of cycles, is proposed. The main aim is to give a description of the long time behaviour, by calculating the evolution of internal variables within the structure, while reducing the computational overhead. This method consists in decomposing the original VE-VP initial-boundary problem into coupled micro-chronological (fast time scale) and macro-chronological (slow time-scale) problems. The proposed methodology was implemented and studied for J2 VP coupled with VE using fully implicit time integration and a return-mapping algorithm. An illustration of the time homogenization on a simple case is presented and a good agreement with the reference solution is observed.

关键词： Time homogenization two-scale modeling viscoelasticity (VE) viscoplasticity (VP) numerical algorithm

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numerical algorithm for Variational Assimilation of Sea Surface Temperature Data

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COMPUTATIONAL MATHEMATICS AND MATHEMATICAL PHYSICS 2008年第8期48卷 1293-1312页

作者： Agoshkov, V. I. Parmuzin, E. I. Shutyaev, V. P. Russian Acad Sci Inst Numer Math Moscow 119991 Russia

The problem of variational assimilation of sea surface temperature data is formulated and studied. An algorithm for solving the problem is developed. numerical results are presented.

关键词： variational data assimilation numerical algorithm determination of heat fluxes at the sea surface

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Novel numerical inversions of two circular-arc radon transforms in Compton scattering tomography

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INVERSE PROBLEMS IN SCIENCE AND ENGINEERING 2012年第6期20卷 809-839页

作者： Rigaud, Gael Nguyen, Mai K. Louis, Alfred K. ETIS ENSEA Univ Cergy Pontoise CNRS F-95000 Cergy Pontoise France Univ Saarland Fachbereich Math D-66041 Saarbrucken Germany

Compton scattering tomography (CST) is an alternative imaging process which reconstructs, in a two-dimensional slice, the electron density of an object by collecting radiation emitted from an external source and scattered throughout this object. The collected data at specific scattering energies appears essentially as the integral of the electron density on definite families of arcs of circles. Reconstruction of the unknown electron density is achieved by the inversion of the corresponding circular-arcs Radon transforms (CART). We review two existing CST modalities, their corresponding CART and establish their numerical inversion algorithms in the formalism of the so-called circular harmonic decomposition (CHD) for a function. The quality of the reconstructed images is illustrated by numerical simulations on test phantoms. Comparison with standard tomography performances demonstrates the efficiency and interest of this inversion method via CHD in imaging science such as biomedical imaging and non-destructive industrial testing.

关键词： compton scattering tomography inverse problems numerical algorithm biomedical imaging non-destructive testing

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