The problem of maximizing a convex function on a so-called simple set is considered. Based on the optimality conditions [19], an algorithm for solving the problem is proposed. This numerical algorithm is shown to be c...
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The problem of maximizing a convex function on a so-called simple set is considered. Based on the optimality conditions [19], an algorithm for solving the problem is proposed. This numerical algorithm is shown to be convergent. The proposed algorithm has been implemented and tested on a variety of test problems.
Use of the technique of generalized scattering matrices is convenient for solving complicated problems of scattering on the base of decomposition principle. Use of this principle in commonly accepted versions, when th...
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ISBN:
(纸本)9660200269
Use of the technique of generalized scattering matrices is convenient for solving complicated problems of scattering on the base of decomposition principle. Use of this principle in commonly accepted versions, when the decomposition is carried out into characteristic simple segments of common topology (key blocks), is obvious. However in a number of cases decomposition can be successfully applied while modeling the structures, in which some key blocks are not evident. It is shown earlier that, while modeling key blocks by the momentum method at essentially different dimensions of the channels being connected, one can increase calculation accuracy by means of the decomposition of the element into two virtual ones. This idea is realized in this paper in the version, accounting the character of momentum method solution more completely.
This article analyzes the relationship between the short-term interest rate and diversity (i.e., the number of types) in models with heterogeneous agents and incomplete markets. The number of types needed to approxima...
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This article analyzes the relationship between the short-term interest rate and diversity (i.e., the number of types) in models with heterogeneous agents and incomplete markets. The number of types needed to approximate a continuum varies across examples. In all cases, however, the number of types has little effect on the average interest rate and consumption variability. In these models, the set of state variables is large because the equilibrium law of motion depends on the cross-sectional wealth distribution. The article shows how to solve these models numerically by approximating the distribution using moments or percentiles.
An algorithm for the calculation of the electrostatic potential distribution governed by the Poisson-Boltzmann equation is presented. The algorithm is applicable to both a single planar surface and two parallel, ident...
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An algorithm for the calculation of the electrostatic potential distribution governed by the Poisson-Boltzmann equation is presented. The algorithm is applicable to both a single planar surface and two parallel, identical, planar surfaces. The surface under consideration is coated with an ion-penetrable membrane, which bears fixed charges. Both uniformly distributed fixed charges and nonuniformly distributed fixed charges due to the dissociation of the functional groups in the membrane are considered. The liquid phase contains an arbitrary a:b electrolyte or mixed a:b and c:d electrolytes. The result obtained for two parallel surfaces is readily applicable to the estimation of both the electrostatic pressure and the interaction free energy between these surfaces. (C) 1995 Academic Press, Inc.
An algorithm for the computation of a state feedback controller shifting all eigenvalues of the closed loop system to the origin is presented. The available freedom in multi-input systems is used to reduce the norm of...
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An algorithm for the computation of a state feedback controller shifting all eigenvalues of the closed loop system to the origin is presented. The available freedom in multi-input systems is used to reduce the norm of the feedback matrix. The algorithm places one or more eigenvalues in each step using partial feedback laws of minimal norm. This results in an overall feedback matrix whose norm is close to its minimum value in most cases.
The present paper studies topology optimization of truss structures in multiple loading cases and with stress constraints. It is pointed out in the paper that the special difficulty of adding bars and/or deleting bars...
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This paper deals with the techniques for solving ordinary differential equations with essential nonlinearity arising from the representation of frictional force by the sign function of the relative velocity. This prob...
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This paper describes a new numerical calculation algorithm for the nonlinear quadratic optimal problem with nonlinear terminal constraint. Synthetic Riccati transformation proposed earlier by the authors is utilized t...
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This paper describes a new numerical calculation algorithm for the nonlinear quadratic optimal problem with nonlinear terminal constraint. Synthetic Riccati transformation proposed earlier by the authors is utilized to solve the forementioned problem. The state differential equation is changed into two differential equations with respect to the two substates vector selected from the state vector. Then, based on the maximum principle and Kronecker's product, two differential equations with respect to the adjoint variables can be derived. To solve the forementioned differential equations, synthetic Riccati transformation is introduced to obtain a Riccati differential equation and an accessory differential equation. Thus, we can calculate the initial values of the adjoint variables by solving Riccati equations backward in time. The convergence condition about this algorithm also is provided. As the application of this algorithm, an attempt is made to apply it to an optimal trajectory control problem for a two-link manipulator. As the result of the simulation, it is confirmed that the algorithm not only has a performance of both fast convergence and high computation accuracy but also is not subject to the selection of the normal parameter for computation.
The problem of estimating large-scale permeabilities of reservoirs based on knowledge of the small-scale permeabilities is addressed. We present an accurate and fast algorithm to calculate the global permeabilities of...
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The problem of estimating large-scale permeabilities of reservoirs based on knowledge of the small-scale permeabilities is addressed. We present an accurate and fast algorithm to calculate the global permeabilities of two- or three-dimensional correlated and anisotropic block samples, thus providing a fast algorithm for obtaining grid block permeabilities for reservoir simulators from small scale data. The algorithm is tested on both two- and three-dimensional tube networks generated from real images and fractal forgeries modeling porous media. In almost all cases, the algorithm estimates the correct global permeability (calculated using exact but slow algorithms) of the network to better than 5%. The new algorithm is comparable in speed to conventional averaging techniques, such as the geometric mean, but the obtained estimates are always much better.
Consider a Markov-modulated G/G/1 queueing system in which the arrival and the service mechanisms are controlled by an underlying Markov chain. The classical approaches to the waiting time of this type of queueing sys...
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