Computation of an ARMA covariance function is a common ingredient in analysis and synthesis of various problems in stochastic control, estimation and signal processing. In this paper, we present an algorithm based on ...
详细信息
Computation of an ARMA covariance function is a common ingredient in analysis and synthesis of various problems in stochastic control, estimation and signal processing. In this paper, we present an algorithm based on simple polynomial calculations. Compared to alternative strategies, its computational load increases slowly with the order of the process. Further, it shows good numerical robustness and applies to multivariable ARMA processes, even with complex-valued coefficients.
A numerical technique is developed for solving coupled electrochemical reaction-diffusion equations. Through analyzing the nonlinearity of the problem, a trial and error iterating procedure is constructed. The coeffic...
详细信息
A numerical technique is developed for solving coupled electrochemical reaction-diffusion equations. Through analyzing the nonlinearity of the problem, a trial and error iterating procedure is constructed. The coefficient matrix is arranged as a tridiagonal form with elements of block matrix and is decomposed to LU form. A compact forward and backward substitution algorithm based on the shift of inversing block matrix by Gauss-Jordan full pivoting is developed. A large number of node points is required to converge the calculation, Computation experiences show that the iteration converges very quickly. The effects of inner diffusion on the electrochemical reaction are analyzed by numerical solutions. (C) 2002 Published by Elsevier Science B.V.
This paper proposes an algorithm, referred to as BNAfm (Brownian network analyzer with finite element method), for computing the stationary distribution of a semimartingale reflecting Brownian motion (SRBM) in a hyper...
详细信息
This paper proposes an algorithm, referred to as BNAfm (Brownian network analyzer with finite element method), for computing the stationary distribution of a semimartingale reflecting Brownian motion (SRBM) in a hypercube. The SRBM serves as an approximate model of queueing networks with finite buffers. Our BNAfm algorithm is based on the finite element method and an extension of a generic algorithm developed by Dai and Harrison [14]. It uses piecewise polynomials to form an approximate subspace of an infinite-dimensional functional space. The BNAfm algorithm is shown to produce good estimates for stationary probabilities, in addition to stationary moments. This is in contrast to the BNAsm algorithm (Brownian network analyzer with spectral method) of Dai and Harrison [14], which uses global polynomials to form the approximate subspace and which sometimes fails to produce meaningful estimates of these stationary probabilities. Extensive computational experiences from our implementation are reported, which may be useful for future numerical research on SRBMs. A three-station tandem network with finite buffers is presented to illustrate the effectiveness of the Brownian approximation model and our BNAfm algorithm.
Incremental transmission loss analysis has been used for decades, but recent interest in its application to loss allocation calls for new in-depth results. This paper demonstrates that, for incremental methods to be a...
详细信息
Incremental transmission loss analysis has been used for decades, but recent interest in its application to loss allocation calls for new in-depth results. This paper demonstrates that, for incremental methods to be applied correctly in loss allocation, it is first necessary to specify the load distribution and loss supply strategies. Incremental loss allocation among bus power injections is shown to be arbitrary and, therefore, open to challenge as discriminatory. Loss allocation is possible among incremental loads and/or generators, but the proportion of the total losses assigned to either one is arbitrary. Unique, nonarbitrary incremental loss allocations are however possible among the "equivalent" incremental bilateral exchanges between generators and loads. From these basic components it is possible then to calculate the allocation among generators or loads in any specified proportion. The main results, although developed initially for small increments, are extended to large variations. Finally, a general incremental loss allocation algorithm is developed and tested.
In this note, a new numerical algorithm for an eigenvalue assignment problem, which arises from singular system control, is developed. The algorithm is based on orthogonal row/column compressions which can be implemen...
详细信息
In this note, a new numerical algorithm for an eigenvalue assignment problem, which arises from singular system control, is developed. The algorithm is based on orthogonal row/column compressions which can be implemented in a numerically reliable way.
We consider L-infinity -norm minimal controllability problems for vibrating systems. In the common method of modal truncation controllability constraints are first reformulated as an infinite sequence of moment equati...
详细信息
We consider L-infinity -norm minimal controllability problems for vibrating systems. In the common method of modal truncation controllability constraints are first reformulated as an infinite sequence of moment equations, which is then truncated to a finite set of equations. Thus, feasible controls are represented as solutions of moment problems. In this paper, we propose a different approach, namely to replace the sequence of moment equations by a sequence of moment inequalities. In this way, the feasible set is enlarged. If a certain relaxation parameter tends to zero, the enlarged sets approach the original feasible set. numerical examples illustrate the advantages of this new approach compared with the classical method of moments. The introduction of moment inequalities can be seen as a regularization method, that can be used to avoid oscillatory effects. This regularizing effect follows from the fact that for each relaxation parameter, the whole sequence of eigenfrequencies is taken into account, whereas in the method of modal truncation, only a finite number of frequencies is considered.
In this paper, we extend the work of Daripa et al. [14-16,7] to a larger class of elliptic problems in a variety of domains. In particular, analysis-based fast algorithms to solve inhomogeneous elliptic equations of t...
详细信息
In this paper, we extend the work of Daripa et al. [14-16,7] to a larger class of elliptic problems in a variety of domains. In particular, analysis-based fast algorithms to solve inhomogeneous elliptic equations of three different types in three different two-dimensional domains are derived. Dirichlet, Neumann and mixed boundary value problems are treated in all these cases. Three different domains considered are: (i) interior of a circle, (ii) exterior of a circle, and (iii) circular annulus. Three different types of elliptic problems considered are: (i) Poisson equation, (ii) Helmholtz equation (oscillatory case), and (iii) Helmholtz equation (monotone case). These algorithms are derived from an exact formula for the solution of a large class of elliptic equations (where the coefficients of the equation do not depend on the polar angle when written in polar coordinates) based on Fourier series expansion and a one-dimensional ordinary differential equation. The performance of these algorithms is illustrated for several of these problems. numerical results are presented.
A simple numerical algorithm for the design of a rectangular directional coupler (RDC) with arbitrary couplings is proposed. The performance of a designed RDC is also described. It is seen that the measured data agree...
详细信息
A simple numerical algorithm for the design of a rectangular directional coupler (RDC) with arbitrary couplings is proposed. The performance of a designed RDC is also described. It is seen that the measured data agree well with the results predicted by using the proposed algorithm.
A method to analyse and solve symmetric bifurcations by establishing the bifurcation equations using an asymptotic expansion method is presented. The bifurcation equations are obtained using a decomposition of the spa...
详细信息
A method to analyse and solve symmetric bifurcations by establishing the bifurcation equations using an asymptotic expansion method is presented. The bifurcation equations are obtained using a decomposition of the spaces by means of the theory of Lyapunov-Schmidt, To solve the bifurcation equations an asymptotic expansion method along the lines of Koiter is applied. The expansion is presented in a form suited for implementation in a finite element context. The present paper is focused on the treatment of symmetric multiple bifurcations where new forms of the bifurcation equations are established. The accuracy of the method is verified with three examples. Copyright (C) 2001 John Wiley & Sons, Ltd.
We present a review of the constrained interpolation profile (CIP) method that is known as a general numerical solver for solid, liquid, gas, and plasmas. This method is a kind of semi-Lagrangian scheme and has been e...
详细信息
We present a review of the constrained interpolation profile (CIP) method that is known as a general numerical solver for solid, liquid, gas, and plasmas. This method is a kind of semi-Lagrangian scheme and has been extended to treat incompressible flow in the framework of compressible fluid. Since it uses primitive Euler representation, it is suitable for multiphase analysis. The recent version of this method guarantees the exact mass conservation even in the framework of a semi-Lagrangian scheme. We provide a comprehensive review of the strategy of the CIP method, which has a compact support and subcell resolution, including a front-capturing algorithm with functional transformation, a pressure-based algorithm, and other miscellaneous physics such as the elastic-plastic effect an;l surface tension. Some practical applications are also reviewed, such as milk crown or coronet, laser-induced melting, and turbulent mixing layer of liquid-gas interface. (C) 2001 Academic Press.
暂无评论