An analytical solution for a two-dimensional boundary-value problem that models the transfer of heat to the workpiece during an intermittent grinding process has been previously constructed. In this solution, two vari...
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An analytical solution for a two-dimensional boundary-value problem that models the transfer of heat to the workpiece during an intermittent grinding process has been previously constructed. In this solution, two variable functions in the boundary condition of the problem described the interrelation between the grinding wheel, the workpiece and the grinding fluid. In this paper, a numerical algorithm is developed. This algorithm allows one to study the effect on the workpiece temperature of varying either the velocity of the workpiece and/or the cycle-times related parameters. Our objective is to determine the values of the appropriate parameters so that the amount of material removed is maximized and the amount of coolant required is minimized. (C) 2008 Elsevier Ltd. All rights reserved.
In this paper we provide a framework for constructing general complex geometrical optics solutions for several systems of two variables that can be reduced to a system with the Laplacian as the leading order term. We ...
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In this paper we provide a framework for constructing general complex geometrical optics solutions for several systems of two variables that can be reduced to a system with the Laplacian as the leading order term. We apply these special solutions to the problem of reconstructing inclusions inside a domain filled with known conductivity from local boundary measurements. Computational results demonstrate the versatility of these solutions to determine electrical inclusions.
A model of competitive innovation diffusion is considered. The model is based on the Lotka-Volterra system and an initial-boundary problem for a system of quasilinear parabolic equations. The maximum principle is prov...
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A model of competitive innovation diffusion is considered. The model is based on the Lotka-Volterra system and an initial-boundary problem for a system of quasilinear parabolic equations. The maximum principle is proved for the problem of diffusion of two competitive innovations, and sufficient conditions of existence of optimum control are obtained for the system. A numerical algorithm is constructed for solving optimum control problems, and numerical results for a model example are presented.
In this paper, we discuss nonstationary heat transfer problems in composite materials. This problem can be formulated as the parabolic equation with Stefan-Boltzmann interface conditions. It is proved that there exist...
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In this paper, we discuss nonstationary heat transfer problems in composite materials. This problem can be formulated as the parabolic equation with Stefan-Boltzmann interface conditions. It is proved that there exists a unique global classical solution to one-dimensional problems. Moreover, we propose a numerical algorithm by the finite difference method for this nonlinear transmission problem. Copyright (c) 2007 John Wiley & Sons, Ltd.
In this paper a segregated, implicit projection method is presented and investigated. Although high-Reynolds, turbulent flow has been a motivating factor, the present study is mainly restricted to the incompressible N...
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In this paper a segregated, implicit projection method is presented and investigated. Although high-Reynolds, turbulent flow has been a motivating factor, the present study is mainly restricted to the incompressible Navier-Stokes equations. The proposed method is analyzed for properties like stability, accuracy and consistency, aided by some test examples. In addition, two different flow cases are simulated to evaluate the ability and efficiency of the method compared with other results. (c) 2007 Elsevier Inc. All rights reserved.
A numerical method for an inverse problem of simultaneously determining unknown coefficients in a parabolic equation subject to the specifications of the solution at boundary points and given integral of the solution ...
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A numerical method for an inverse problem of simultaneously determining unknown coefficients in a parabolic equation subject to the specifications of the solution at boundary points and given integral of the solution on space variable along with the usual initial and boundary conditions is proposed. The approach based on trace-type functional formulation of the problem is used. To avoid instability in this approach the Tikhonov regularization method is applied. Some numerical examples using the proposed algorithm are presented.
It shows how the high pressure electric gas discharge plasma near to the local thermodynamic equilibrium point can be modeled. Partial differential equations with variable coefficients and non-linear source terms are ...
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It shows how the high pressure electric gas discharge plasma near to the local thermodynamic equilibrium point can be modeled. Partial differential equations with variable coefficients and non-linear source terms are solved using the finite element method.
Considering the stochastic exchange rate, a four-factor futures model with the underling asset, convenience yield, instantaneous risk free interest rate and exchange rate, is established. These processes follow jump-d...
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Considering the stochastic exchange rate, a four-factor futures model with the underling asset, convenience yield, instantaneous risk free interest rate and exchange rate, is established. These processes follow jump-diffusion processes (Weiner process and Poisson process). The corresponding partial differential equation (PDE) of the futures price is derived. The general solution of the PDE with parameters is drawn. The weight least squares approach is applied to obtain the parameters of above PDE. Variance is substituted by semi-variance in Markowitzs portfolio selection model. Therefore, a class of multi-period semi-variance model is formulated originally. Then, a continuous-time mean-variance portfolio model is also considered. The corresponding stochastic Hamilton-Jacobi-Bellman (HJB) equation of the problem with nonlinear constraints is derived. A numerical algorithm is proposed for finding the optimal solution in this paper. Finally, in order to demonstrate the effectiveness of the theoretical models and numerical methods, the fuel futures in Shanghai exchange market and the Brent crude oil futures in London exchange market are selected to be examples.
The first essay of this dissertation presents a general equilibrium model of a finan- cial intermediary that extends the model first introduced by D. Diamond and P. Dybvig (JPE, 1983) to ...
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The first essay of this dissertation presents a general equilibrium model of a finan- cial intermediary that extends the model first introduced by D. Diamond and P. Dybvig (JPE, 1983) to an infinite-horizon environment. This extension enables the relationship between the real business cycle and the composition of assets held in the banking sector to be studied. As in the D-D model, the bank is modeled as an optimal financial in- termediary coalition here. Moreover, the bank’s optimal policy involves decisions about liquidity that vary systematically over the business cycle. The second essay studies a version of the model in the first essay with a broader set of contracts–the direct mecha- nisms. We design an efficient allocation of the direct mechanism such that truth telling reporting strategy is an Perfect Bayesian Nash equilibrium of the mechanism. Further analysis show that there may still exist other equilibrium. The third essay describes the numerical algorithm we use to solve the model and provides an estimate for the approx- imation error.
The power system is a large-scale nonlinear system, and presents the hybrid characteristic of continuous dynamics and discrete event dynamics. Hence power system is considered as a classic hybrid system. This paper pr...
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ISBN:
(纸本)9787564112493
The power system is a large-scale nonlinear system, and presents the hybrid characteristic of continuous dynamics and discrete event dynamics. Hence power system is considered as a classic hybrid system. This paper proposed a numerical calculating approach which system control theory is applied for evaluation of stepsize. A solution algorithm used to detect and locate events occurred in process of power system numerical simulation is studied, i.e. this algorithm is taken as a feedback controller, controller input is system guard functions, and controller output is the stepsize of numerical calculation. This output stepsize then combined with traditional stepsize choice techniques and an appropriate stepsize is finally determined for numerical simulation. The proposed algorithm can exactly detect and locate events occurred in power system. Finaly, a simple example of power system is given, the results of numerical evaluation show that the proposed approach is reasonable and feasible.
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