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  • Articles  (724)
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  • 2005-2009
  • 2000-2004  (65)
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  • 1
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    Stochastic environmental research and risk assessment 11 (1997), S. 397-422 
    ISSN: 1436-3259
    Keywords: Random flow field ; diffusion ; concentration ; fluctuations ; covariance ; variance
    Source: Springer Online Journal Archives 1860-2000
    Topics: Architecture, Civil Engineering, Surveying , Energy, Environment Protection, Nuclear Power Engineering , Geography , Geosciences
    Notes: Abstract The concentration c(x,t) of a nonreactive solute undergoing advection and diffusion in a spatially random divergence-free flow field is analyzed. A leading order formulation for the spatial covariance of the concentration field, $$\overline {c'\left( {x,t} \right)c'\left( {x,t} \right)} $$ , is made. That formulation includes the velocity variability induced macrodispersive flux of the covariance field, and the smoothing effects of diffusion. Previous formulations of the concentration covariance had dropped at least one of these effects. It is shown that both these effects need to be included to obtain a qualitatively correct description of the concentration fluctuations.
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  • 2
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    Design automation for embedded systems 3 (1998), S. 59-73 
    ISSN: 1572-8080
    Keywords: Code generation ; optimization ; digital signal processors
    Source: Springer Online Journal Archives 1860-2000
    Topics: Computer Science
    Notes: Abstract We address the problem of code optimization for embedded DSP microprocessors. Such processors (e.g., those in the TMS320 series) have highly irregular datapaths, and conventional code generation methods typically result in inefficient code. In this paper we formulate and solve some optimization problems that arise in code generation for processors with irregular datapaths. In addition to instruction scheduling and register allocation, we also formulate the accumulator spilling and mode selection problems that arise in DSP microprocessors. We present optimal and heuristic algorithms that determine an instruction schedule simultaneously optimizing accumulator spilling and mode selection. Experimental results are presented.
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    Adsorption 6 (2000), S. 125-136 
    ISSN: 1572-8757
    Keywords: diffusion ; mathematical model ; analytical solution ; hollow material ; composite material ; mass transfer
    Source: Springer Online Journal Archives 1860-2000
    Topics: Chemistry and Pharmacology , Physics , Process Engineering, Biotechnology, Nutrition Technology
    Notes: Abstract The diffusion in hollow particles of solid adsorbent materials was analyzed based on analytical solutions to the basic diffusion equation. Three geometric shapes (plane sheet, cylinder, and sphere) of sorbent material were considered for two kinds of boundary conditions. The equations for determining the equivalent sizes compared to their corresponding solid particles were obtained directly from the theoretical expressions of sorption uptake curves. Among the three hollow particles of impermeable inner surface, the sphere gives the highest gain in effective diffusion rate compared to the corresponding solid particle. For permeable inner surface, at lower hollow volume fractions, the plane sheet shows the highest gain, while at higher hollow volume fractions, the sphere shows the highest gain in effective diffusion rate.
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    Annals of operations research 98 (2000), S. 45-64 
    ISSN: 1572-9338
    Keywords: optimal control ; partial differential equations ; numerical methods ; transdermal systems ; acetylene reactors
    Source: Springer Online Journal Archives 1860-2000
    Topics: Mathematics , Economics
    Notes: Abstract We present an approach to compute optimal control functions in dynamic models based on one-dimensional partial differential algebraic equations (PDAE). By using the method of lines, the PDAE is transformed into a large system of usually stiff ordinary differential algebraic equations and integrated by standard methods. The resulting nonlinear programming problem is solved by the sequential quadratic programming code NLPQL. Optimal control functions are approximated by piecewise constant, piecewise linear or bang-bang functions. Three different types of cost functions can be formulated. The underlying model structure is quite flexible. We allow break points for model changes, disjoint integration areas with respect to spatial variable, arbitrary boundary and transition conditions, coupled ordinary and algebraic differential equations, algebraic equations in time and space variables, and dynamic constraints for control and state variables. The PDAE is discretized by difference formulae, polynomial approximations with arbitrary degrees, and by special update formulae in case of hyperbolic equations. Two application problems are outlined in detail. We present a model for optimal control of transdermal diffusion of drugs, where the diffusion speed is controlled by an electric field, and a model for the optimal control of the input feed of an acetylene reactor given in form of a distributed parameter system.
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    Annals of operations research 98 (2000), S. 65-87 
    ISSN: 1572-9338
    Keywords: train control ; optimal control ; discrete control ; optimal switching times
    Source: Springer Online Journal Archives 1860-2000
    Topics: Mathematics , Economics
    Notes: Abstract We consider the problem of determining an optimal driving strategy in a train control problem with a generalised equation of motion. We assume that the journey must be completed within a given time and seek a strategy that minimises fuel consumption. On the one hand we consider the case where continuous control can be used and on the other hand we consider the case where only discrete control is available. We pay particular attention to a unified development of the two cases. For the continuous control problem we use the Pontryagin principle to find necessary conditions on an optimal strategy and show that these conditions yield key equations that determine the optimal switching points. In the discrete control problem, which is the typical situation with diesel-electric locomotives, we show that for each fixed control sequence the cost of fuel can be minimised by finding the optimal switching times. The corresponding strategies are called strategies of optimal type and in this case we use the Kuhn–Tucker equations to find key equations that determine the optimal switching times. We note that the strategies of optimal type can be used to approximate as closely as we please the optimal strategy obtained using continuous control and we present two new derivations of the key equations. We illustrate our general remarks by reference to a typical train control problem.
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    Annals of operations research 98 (2000), S. 333-351 
    ISSN: 1572-9338
    Keywords: production planning ; stochastic dynamic programming ; optimal control ; long-run average cost
    Source: Springer Online Journal Archives 1860-2000
    Topics: Mathematics , Economics
    Notes: Abstract We consider a production planning problem in a two-machine flowshop subject to breakdown and repair of machines and subject to nonnegativity and upper bound constraints on work-in-process. The objective is to choose machine production rates over time to minimize the long-run average inventory/backlog and production costs. For sufficiently large upper bound on the work-in-process, the problem is formulated as a stochastic dynamic program. We then establish a verification theorem and a partial characterization of the optimal control policy if it exists.
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    Journal of heuristics 6 (2000), S. 39-64 
    ISSN: 1572-9397
    Keywords: telecommunication networks ; optimization ; network design ; equipment placement ; switched network ; router network ; internet
    Source: Springer Online Journal Archives 1860-2000
    Topics: Mathematics
    Notes: Abstract Planning and designing the next generation of IP router or switched broadband networks seems a daunting challenge considering the many complex, interacting factors affecting the performance and cost of such networks. Generally, this complexity implies that it may not even be clear what constitutes a “good” network design for a particular specification. Different network owners or operators may view the same solution differently, depending on their unique needs and perspectives. Nevertheless, we have observed a core common issue arising in the early stages of network design efforts involving leading-edge broadband switched technologies such as ATM, Frame Relay, and SMDS; or even Internet IP router networks. This core issue can be stated as follows: Given a set of service demands for the various network nodes, where should switching or routing equipment be placed to minimize the Installed First Cost of the network? Note that the specified service demands are usually projections for a future scenario and generally entail significant uncertainty. Despite this uncertainty, we have found that network owners and operators generally feel it is worthwhile to obtain high-level advice on equipment placement with a goal of minimizing Installed First Cost. This paper reports on a heuristic approach we have implemented for this problem that has evolved out of real network design projects. A tool with both a Solution Engine and an intuitive Graphical User Interface has been developed. The approach is highly efficient; for example, the tool can often handle LATA-sized networks in seconds or less on a workstation processor. By using only nodal demands rather than the more complex point-to-point demands usually required in tools of this sort, we have created an approach that is not only highly efficient, but is also a better match to real design projects in which demand data is generally scant and highly uncertain.
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    Journal of heuristics 4 (1998), S. 295-321 
    ISSN: 1572-9397
    Keywords: multi-agent systems ; autonomous agents ; cooperation ; optimization
    Source: Springer Online Journal Archives 1860-2000
    Topics: Mathematics
    Notes: Abstract Experiments over a variety of optimization problems indicate that scale-effective convergence is an emergent behavior of certain computer-based agents, provided these agents are organized into an asynchronous team (A-Team). An A-Team is a problem-solving architecture in which the agents are autonomous and cooperate by modifying one another's trial solutions. These solutions circulate continually. Convergence is said to occur if and when a persistent solution appears. Convergence is said to be scale-effective if the quality of the persistent solution increases with the number of agents, and the speed of its appearance increases with the number of computers. This paper uses a traveling salesman problem to illustrate scale-effective behavior and develops Markov models that explain its occurrence in A-Teams, particularly, how autonomous agents, without strategic planning or centralized coordination, can converge to solutions of arbitrarily high quality. The models also perdict two properties that remain to be experimentally confirmed: • construction and destruction are dual processes. In other words, adept destruction can compensate for inept construction in an A-Team, and vice-versa. (Construction refers to the process of creating or changing solutions, destruction, to the process of erasing solutions.) • solution quality is independent of agent-phylum. In other words, A-Teams provide an organizational framework in which humans and autonomous mechanical agents can cooperate effectively.
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    Journal of heuristics 3 (1997), S. 63-81 
    ISSN: 1572-9397
    Keywords: Large-step Markov chain ; optimization ; simulated annealing ; traveling salesman problem
    Source: Springer Online Journal Archives 1860-2000
    Topics: Mathematics
    Notes: Abstract The large-step Markov chain (LSMC) approach is the most effective known heuristic for large symmetric TSP instances; cf. recent results of [Martin, Otto and Felten, 1991] and [Johnson, 1990]. In this paper, we examine relationships among (i) the underlying local optimization engine within the LSMC approach, (ii) the “kick move” perturbation that is applied between successive local search descents, and (iii) the resulting LSMC solution quality. We find that the traditional “double-bridge” kick move is not necessarily optimum: stronger local optimization engines (e.g., Lin-Kernighan) are best matched with stronger kick moves. We also propose use of an adaptive temperature schedule to allow escape from deep basins of attraction; the resulting hierarchical LSMC variant outperforms traditional LSMC implementations that use uniformly zero temperatures. Finally, a population-based LSMC variant is studied, wherein multiple solution paths can interact to achieve improved solution quality.
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    Queueing systems 30 (1998), S. 273-287 
    ISSN: 1572-9443
    Keywords: single server queue ; controlled service rate ; batch Markovian arrival process ; optimization
    Source: Springer Online Journal Archives 1860-2000
    Topics: Computer Science
    Notes: Abstract This paper deals with the problem of the optimal service rate control in the system with BMAP (Batch Markovian Arrival Process) arrival stream. An algorithm for the computation of the embedded stationary queue length distribution is developed. The procedure for the cost criteria calculation is elaborated for any fixed parameters of the multithreshold control policy.
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    Journal of heuristics 4 (1998), S. 281-287 
    ISSN: 1572-9397
    Keywords: optimization ; benchmarking ; overfitting ; general and targeted methods ; method applicability ; practical relevance
    Source: Springer Online Journal Archives 1860-2000
    Topics: Mathematics
    Notes: Abstract Benchmark problems should be hard. True. Methods for solving problems should be useful for more than just “beating” a particular benchmark. Truer still, we believe. In this paper, we examine the worthiness of the approach consisting of concentration on a particular set of benchmark problems, an issue raised by a recent paper by Ian Gent. We find that such a methodology can easily lead to publications of limited general use as far as our ability to solve practical problems is concerned.
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    Queueing systems 28 (1998), S. 337-347 
    ISSN: 1572-9443
    Keywords: optimal control ; reentrant queues ; last-buffer first-served policy
    Source: Springer Online Journal Archives 1860-2000
    Topics: Computer Science
    Notes: Abstract We consider optimal policies for reentrant queues in which customers may be served several times at the same station. We show that for tandem reentrant queues the last-buffer first-served (LBFS) policy stochastically maximizes the departure process.
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    Set-valued analysis 8 (2000), S. 31-50 
    ISSN: 1572-932X
    Keywords: stability in optimization ; generalized equations ; Lipschitz continuity ; mathematical programming ; optimal control
    Source: Springer Online Journal Archives 1860-2000
    Topics: Mathematics
    Notes: Abstract We study two continuity concepts for set-valued maps that play central roles in quantitative stability analysis of optimization problems: Aubin continuity and Lipschitzian localization. We show that various inverse function theorems involving these concepts can be deduced from a single general result on existence of solutions to an inclusion in metric spaces. As applications, we analyze the stability with respect to canonical perturbations of a mathematical program in a Hilbert space and an optimal control problem with inequality control constraints. For stationary points of these problems, Aubin continuity and Lipschitzian localization coincide; moreover, both properties are equivalent to surjectivity of the map of the gradients of the active constraints combined with a strong second-order sufficient optimality condition.
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    Set-valued analysis 8 (2000), S. 111-126 
    ISSN: 1572-932X
    Keywords: viability ; optimal control ; value function
    Source: Springer Online Journal Archives 1860-2000
    Topics: Mathematics
    Notes: Abstract In this paper we explain that various (possibly discontinuous) value functions for optimal control problem under state-constraints can be approached by a sequence of value functions for suitable discretized systems. The key-point of this approach is the characterization of epigraphs of the value functions as suitable viability kernels. We provide new results for estimation of the convergence rate of numerical schemes and discuss conditions for the convergence of discrete optimal controls to the optimal control for the initial problem.
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    Annals of operations research 98 (2000), S. 19-44 
    ISSN: 1572-9338
    Keywords: optimal control ; nonlinear systems ; parabolic systems
    Source: Springer Online Journal Archives 1860-2000
    Topics: Mathematics , Economics
    Notes: Abstract We consider first nonlinear systems of the form x=A(x)x+B(x)u together with a standard quadratic cost functional and replace the system by a sequence of time-varying approximations for which the optimal control problem can be solved explicitly. We then show that the sequence converges. Although it may not converge to a global optimal control of the nonlinear system, we also consider a similar approximation sequence for the equation given by the necessary conditions of the maximum principle and we shall see that the first method gives solutions very close to the optimal solution in many cases. We shall also extend the results to parabolic PDEs which can be written in the above form on some Hilbert space.
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    Journal of heuristics 4 (1998), S. 47-62 
    ISSN: 1572-9397
    Keywords: tabu search ; frequency ; assignment ; constraints ; optimization
    Source: Springer Online Journal Archives 1860-2000
    Topics: Mathematics
    Notes: Abstract The main goal of the Frequency Assignment Problem in mobile radio networks consists of assigning a limited number of frequencies to each radio cell in a cellular network while minimizing electromagnetic interference due to the reuse of frequencies. This problem, known to be NP-hard, is of great importance in practice since better solutions will allow a telecommunications operator to manage larger cellular networks. This paper presents a new Tabu Search algorithm for this application. The algorithm is tested on realistic and large problem instances and compared with other methods based on simulated annealing, constraint programming and graph coloring algorithms. Empirical evidence shows that the Tabu algorithm is very competitive by giving the best solutions to the tested instances.
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    Acta applicandae mathematicae 48 (1997), S. 13-32 
    ISSN: 1572-9036
    Keywords: limit cycles ; vector fields ; oscillation theory ; second-order dynamic systems ; qualitative theory of dynamic systems ; phase portrait ; optimization ; 16th Hilbert Problem
    Source: Springer Online Journal Archives 1860-2000
    Topics: Mathematics
    Notes: Abstract This paper presents a solution to the problem to find isolated closed trajectories of two-dimensional dynamic systems. In contrast to the method of Bendixson’s ring regions, the new method is constructive. It allows the determination of the location of closed trajectories and therefore gives an upper bound for their number. The method is based on the idea to use inherent geometrical and physical extremal properties of these trajectories to transform the problem into an optimization task (isoperimetric problem of variational calculus) that can be solved by numerical algorithms, e.g., by hillclimbing.
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    Celestial mechanics and dynamical astronomy 70 (1998), S. 23-39 
    ISSN: 1572-9478
    Keywords: resonant orbit ; transversal intersection ; resonant jump ; diffusion ; instability
    Source: Springer Online Journal Archives 1860-2000
    Topics: Physics
    Notes: Abstract The importance of the stability characteristics of the planar elliptic restricted three-body problem is that they offer insight about the general dynamical mechanisms causing instability in celestial mechanics. To analyze these concerns, elliptic–elliptic and hyperbolic–elliptic resonance orbits (periodic solutions with lower period) are numerically discovered by use of Newton's differential correction method. We find indications of stability for the elliptic–elliptic resonance orbits because slightly perturbed orbits define a corresponding two-dimensional invariant manifold on the Poincaré surface-section. For the resonance orbit of the hyperbolic–elliptic type, we show numerically that its stable and unstable manifolds intersect transversally in phase-space to induce instability. Then, we find indications that there are orbits which jump from one resonance zone to the next before escaping to infinity. This phenomenon is related to the so-called Arnold diffusion.
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    Acta applicandae mathematicae 46 (1997), S. 29-48 
    ISSN: 1572-9036
    Keywords: Hamilton–Jacobi–Bellman equations ; nonlinear potentials ; nonlinear PDE ; viscosity solutions ; optimal control
    Source: Springer Online Journal Archives 1860-2000
    Topics: Mathematics
    Notes: Abstract A formal method of constructing the viscosity solutions for abstract nonlinear equations of Hamilton–Jacobi–Bellman (HJB) type was developed in the previous work of the author. A new advantage of this method (which was called an ‘nonlinear potentials’ method) is that it gives a possibility to choose at the first step an expected regularity of the solution and then – to construct this solution. This makes the whole procedure more simple because an analysis of regularity of viscosity solutions is usually the most complicated step. Nonlinear potentials method is a generalization of Krylov's approach to study HJB equations. In this article nonlinear potentials method is applied to elliptic degenerate HJB equations in Rd with variable coefficients.
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    Czechoslovak mathematical journal 47 (1997), S. 409-424 
    ISSN: 1572-9141
    Keywords: R δ-set ; homotopic ; contractible ; evolution triple ; evolution inclusion ; compact embedding ; optimal control
    Source: Springer Online Journal Archives 1860-2000
    Topics: Mathematics
    Notes: Abstract In the paper we study the topological structure of the solution set of a class of nonlinear evolution inclusions. First we show that it is nonempty and compact in certain function spaces and that it depends in an upper semicontinuous way on the initial condition. Then by strengthening the hypothesis on the orientor field F(t, x), we are able to show that the solution set is in fact an R δ-set. Finally some applications to infinite dimensional control systems are also presented.
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    Czechoslovak mathematical journal 48 (1998), S. 291-312 
    ISSN: 1572-9141
    Keywords: evolution triple ; optimal control ; monotone operator ; hemicontinuous operator ; parabolic system ; property (Q)
    Source: Springer Online Journal Archives 1860-2000
    Topics: Mathematics
    Notes: Abstract We consider nonlinear systems with a priori feedback. We establish the existence of admissible pairs and then we show that the Lagrange optimal control problem admits an optimal pair. As application we work out in detail two examples of optimal control problems for nonlinear parabolic partial differential equations.
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    Optical review 7 (2000), S. 383-388 
    ISSN: 1349-9432
    Keywords: near-axis scattered light ; optical computed tomography ; time-resolved measurement ; scattering ; diffusion ; random media ; visibility ; photon migration ; computed tomography ; biomedical optics
    Source: Springer Online Journal Archives 1860-2000
    Topics: Physics
    Notes: Abstract To find a basic principle of optical computed tomography (optical CT), a fundamental study was conducted on the use of scattered light in diffuse random media. We call the scattered light that propagates along the optical axis of the incident light beam near-axis scattered light (NASL). The use of NASL for the imaging through a diffuse medium was proposed and its basic characteristics were analyzed. The existence and measurability of NASL were confirmed in the simulation and measurement. To detect NASL efficiently, a technique called the scattering angle differential technique was developed. In CT imaging with a model phantom, the feasibility and effectiveness of the proposed technique were verified. We found that this technique alone was not sufficient to obtain the cross sectional image of an animal body, therefore a technique called the contact technique was devised to overcome the problems of reflection and refraction at the air-tissue interface. Finally, a prototype system was developed which integrated all the proposed techniques. With this system, we could obtain the CT images of a living mouse, in which the blood-rich organs such as liver and kidneys were clearly recognizable.
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    Adsorption 6 (2000), S. 287-291 
    ISSN: 1572-8757
    Keywords: diffusion ; shrinking core ; rectangular isotherm
    Source: Springer Online Journal Archives 1860-2000
    Topics: Chemistry and Pharmacology , Physics , Process Engineering, Biotechnology, Nutrition Technology
    Notes: Abstract The transient uptake response of an adsorbent particle, subjected to a step change in surface concentration, is considered. It is shown that, when the isotherm is highly favorable, the theoretical curves derived for a Langmuirian system reduce asymptotically to the much simpler form for a rectangular isotherm. The simple rectangular model provides a useful approximation even when the form of the actual isotherm is quite far from the rectangular limit.
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    ISSN: 1572-8757
    Keywords: wool ; water vapour ; adsorption ; diffusion ; column dynamics
    Source: Springer Online Journal Archives 1860-2000
    Topics: Chemistry and Pharmacology , Physics , Process Engineering, Biotechnology, Nutrition Technology
    Notes: Abstract Adsorption of water vapour on wool provides not only textile comfort, but also convenience in transportation due to increase in its bulk density. The adsorption and desorption isotherms of water vapour for wool were determined by both volumetric technique using a Coulter Omnisorp 100CX instrument and gravimetric method employing a Cahn 2000 electronic microbalance. Adsorption isotherm fitting to B.E.T. model and hysteresis on desorption was observed. The average effective diffusion coefficient of water in wool was found to be 8.4 × 10-14 m2s-1 at 25°C from gravimetric data. The effects of packing height and air velocity on the breakthrough curves were also investigated in the wool packed columns. For pseudo first order model, k values changing between 0.33 × 10-6 − 69 × 10-6 s-1 was obtained for 2.2–6.4 cm s-1 air velocity and 0.05–0.20 m packing height ranges.
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    Adsorption 6 (2000), S. 5-13 
    ISSN: 1572-8757
    Keywords: multicomponent adsorption ; diffusion ; Maxwell-Stefan model ; linear driving force approximation ; Langmuir isotherm
    Source: Springer Online Journal Archives 1860-2000
    Topics: Chemistry and Pharmacology , Physics , Process Engineering, Biotechnology, Nutrition Technology
    Notes: Abstract An approximate rate equation based on a film-model representation of diffusional mass transfer is developed to describe the kinetics of multicomponent adsorption. The model describes mass transfer as a pseudo-steady state diffusion process through a flat film of thickness equal to one fifth of the particle radius. Starting with an irreversible thermodynamics description of multicomponent diffusion, the flux relationships are integrated across the film yielding analytical expressions for the rate of mass transfer in a multicomponent adsorption system, when adsorption equilibria are described by the extended Langmuir isotherm. The new approximate rate equation can be conveniently used in the numerical simulation of adsorption systems with concentration-dependent micropore or surface diffusivity, and describes the effects of diffusional flux coupling. Results of accuracy comparable with that obtained when using the classical linear-driving-force approximation for systems with constant diffusivities are obtained with this new rate equation for both batch and fixed-bed adsorption calculations. A generalization of the approach based on the Gibbs adsorption isotherm describes mass transfer rates in terms of the spreading-pressure gradient and provides an extension to other multicomponent isotherm forms.
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    The journal of supercomputing 12 (1998), S. 57-68 
    ISSN: 1573-0484
    Keywords: load balancing ; ray tracing ; rendering ; graphics ; image processing ; diffusion
    Source: Springer Online Journal Archives 1860-2000
    Topics: Computer Science
    Notes: Abstract This paper examines the effectiveness of load balancing strategies for ray tracing on large parallel computer systems and cluster computers. Popular static load balancing strategies are shown to be inadequate for rendering complex images with contemporary ray tracing algorithms, and for rendering NTSC resolution images on 128 or more computers. Strategies based on image tiling are shown to be ineffective except on very small numbers of computers. A dynamic load balancing strategy, based on a diffusion model, is applied to a parallel Monte Carlo rendering system. The diffusive strategy is shown to remedy the defects of the static strategies. A hybrid strategy that combines static and dynamic approaches produces nearly optimal performance on a variety of images and computer systems. The theoretical results should be relevant to other rendering and image processing applications.
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    Journal of statistical physics 87 (1997), S. 545-575 
    ISSN: 1572-9613
    Keywords: Random hopping model ; bond impurity ; diffusion ; asymmetric exclusion process ; electrophoresis
    Source: Springer Online Journal Archives 1860-2000
    Topics: Physics
    Notes: Abstract Analytic solution is given in the steady-state limitt→∞ for the system of master equations describing a random walk on one-dimensional periodic lattices with arbitrary hopping rates containing one mobile directional impurity (defect bond). Due to the defect, translational invariance is broken, even if all other rates are identical. The structure of master equations leads naturally to the introduction of a new entity, associated with the walker-impurity pair which we call the quasiwalker. The velocities and diffusion constants for both the random walker and impurity are given, being simply related to that of the quasiparticle through physically meaningful equations. Applications in driven diffusive systems are shown, and connections with the Duke-Rubinstein reptation models for gel electrophoresis are discussed.
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    Journal of statistical physics 90 (1998), S. 1179-1199 
    ISSN: 1572-9613
    Keywords: Irreversibility ; relativistic Ornstein–Uhlenbeck process ; relativistic statistical physics ; diffusion
    Source: Springer Online Journal Archives 1860-2000
    Topics: Physics
    Notes: Abstract We derive, in the “hydrodynamic” limit (large space and time scales), an evolution equation for the particle density in physical space from the (special) relativistic Ornstein–Uhlenbeck process introduced by Debbasch, Mallick, and Rivet. This equation turns out to be identical with the classical diffusion equation, without any relativistic correction. We prove that, in the “hydrodynamic” limit, this result is indeed compatible with special relativity.
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    Journal of statistical physics 99 (2000), S. 903-941 
    ISSN: 1572-9613
    Keywords: effective potential ; reaction ; diffusion ; decay
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    Topics: Physics
    Notes: Abstract In previous work we have developed a general method for casting stochastic partial differential equations (SPDEs) into a functional integral formalism, and have derived the one-loop effective potential for these systems. In this paper we apply the same formalism to a specific field theory of considerable interest, the reaction-diffusion-decay system. When this field theory is subject to white noise we can calculate the one-loop effective potential (for arbitrary polynomial reaction kinetics) and show that it is one-loop ultraviolet renormalizable in 1, 2, and 3 space dimensions. For specific choices of interaction terms the one-loop renormalizability can be extended to higher dimensions. We also show how to include the effects of fluctuations in the study of pattern formation away from equilibrium, and conclude that noise affects the stability of the system in a way which is calculable.
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    Journal of intelligent and robotic systems 19 (1997), S. 39-54 
    ISSN: 1573-0409
    Keywords: extended Jacobian method ; Lagrange multiplier method ; kinematically redundant manipulators ; numerical efficiency ; optimization ; robotics
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    Topics: Computer Science , Mechanical Engineering, Materials Science, Production Engineering, Mining and Metallurgy, Traffic Engineering, Precision Mechanics
    Notes: Abstract Several methods have been proposed in the past for resolving the control of kinematically redundant manipulators by optimizing a secondary criterion. The extended Jacobian method constrains the gradient of this criterion to be in the null space of the Jacobian matrix, while the Lagrange multiplier method represents the gradient as being in the row space. In this paper, a numerically efficient form of the Lagrange multiplier method is presented and is compared analytically, computationally, and operationally to the extended Jacobian method. This paper also presents an improved method for tracking algorithmic singularities over previous work.
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    Journal of intelligent and robotic systems 19 (1997), S. 89-103 
    ISSN: 1573-0409
    Keywords: kinematics ; manipulator ; optimization ; performance criteria ; redundancy ; robot
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    Topics: Computer Science , Mechanical Engineering, Materials Science, Production Engineering, Mining and Metallurgy, Traffic Engineering, Precision Mechanics
    Notes: Abstract A method to simultaneously optimize multiple performance criteria for a redundant manipulator is presented. Preferred formulation requirements for the criteria are discussed, and previously proposed normalization methods are examined. A statistically based variable weighting technique is developed and evaluated. A seven-degree-of-freedom Robotics Research Corporation manipulator is used as a test bed for the multiple criteria optimization scheme.
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    Journal of intelligent and robotic systems 19 (1997), S. 105-117 
    ISSN: 1573-0409
    Keywords: optimization ; Pontryagin’s maximum principle ; redundant manipulators ; state-space augmentation ; trajectory planning
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    Topics: Computer Science , Mechanical Engineering, Materials Science, Production Engineering, Mining and Metallurgy, Traffic Engineering, Precision Mechanics
    Notes: Abstract The off-line global trajectory planning for kinematically redundant manipulators is formulated as an optimization problem whose solution is obtained by applying the Pontryagin’s Maximum Principle. The state space augmentation method is developed to obtain a set of optimal joint trajectories corresponding to a singularity-free Cartesian path which avoids joint limits and conserves joint configuration in cyclic motion. Results of computer simulation conducted on a three-degree-of-freedom planar manipulator are presented and discussed.
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    Machine learning 40 (2000), S. 265-299 
    ISSN: 0885-6125
    Keywords: reinforcement learning ; dynamic programming ; optimal control ; viscosity solutions ; finite difference and finite element methods ; Hamilton-Jacobi-Bellman equation
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    Topics: Computer Science
    Notes: Abstract This paper proposes a study of Reinforcement Learning (RL) for continuous state-space and time control problems, based on the theoretical framework of viscosity solutions (VSs). We use the method of dynamic programming (DP) which introduces the value function (VF), expectation of the best future cumulative reinforcement. In the continuous case, the value function satisfies a non-linear first (or second) order (depending on the deterministic or stochastic aspect of the process) differential equation called the Hamilton-Jacobi-Bellman (HJB) equation. It is well known that there exists an infinity of generalized solutions (differentiable almost everywhere) to this equation, other than the VF. We show that gradient-descent methods may converge to one of these generalized solutions, thus failing to find the optimal control. In order to solve the HJB equation, we use the powerful framework of viscosity solutions and state that there exists a unique viscosity solution to the HJB equation, which is the value function. Then, we use another main result of VSs (their stability when passing to the limit) to prove the convergence of numerical approximations schemes based on finite difference (FD) and finite element (FE) methods. These methods discretize, at some resolution, the HJB equation into a DP equation of a Markov Decision Process (MDP), which can be solved by DP methods (thanks to a “strong” contraction property) if all the initial data (the state dynamics and the reinforcement function) were perfectly known. However, in the RL approach, as we consider a system in interaction with some a priori (at least partially) unknown environment, which learns “from experience”, the initial data are not perfectly known but have to be approximated during learning. The main contribution of this work is to derive a general convergence theorem for RL algorithms when one uses only “approximations” (in a sense of satisfying some “weak” contraction property) of the initial data. This result can be used for model-based or model-free RL algorithms, with off-line or on-line updating methods, for deterministic or stochastic state dynamics (though this latter case is not described here), and based on FE or FD discretization methods. It is illustrated with several RL algorithms and one numerical simulation for the “Car on the Hill” problem.
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    Methodology and computing in applied probability 2 (2000), S. 37-58 
    ISSN: 1387-5841
    Keywords: optimization ; simulation ; Markov chain ; Monte Carlo
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    Topics: Mathematics
    Notes: Abstract We have recently developed a global optimization methodology for solving combinatorial problems with either deterministic or stochastic performance functions. This method, the Nested Partitions (NP) method has been shown to generate a Markov chain and with probability one to converge to a global optimum. In this paper, we study the rate of convergence of the method through the use of Markov Chain Monte Carlo (MCMC) methods, and use this to derive stopping rules that can be applied during simulation-based optimization. A numerical example serves to illustrate the feasibility of our approach.
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    Soft computing 4 (2000), S. 76-80 
    ISSN: 1433-7479
    Keywords: Key words Genetic algorithms ; optimization ; numerical methods ; search methods
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    Topics: Computer Science
    Notes: Abstract  In Genetic Algorithms mutation probability is usually assigned a constant value, therefore all chromosome have the same likelihood of mutation irrespective of their fitness. It is shown in this paper that making mutation a function of fitness produces a more efficient search. This function is such that the least significant bits are more likely to be mutated in high-fitness chromosomes, thus improving their accuracy, whereas low-fitness chromosomes have an increased probability of mutation, enhancing their role in the search. In this way, the chance of disrupting a high-fitness chromosome is decreased and the exploratory role of low-fitness chromosomes is best exploited. The implications of this new mutation scheme are assessed with the aid of numerical examples.
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    Journal of nanoparticle research 2 (2000), S. 123-131 
    ISSN: 1572-896X
    Keywords: nanoparticle ; characterization ; light scattering ; PCS ; interferometry ; diffusion ; polydispersivity
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    Topics: Physics , Technology
    Notes: Abstract Dynamic light scattering (DLS) techniques for studying sizes and shapes of nanoparticles in liquids are reviewed. In photon correlation spectroscopy (PCS), the time fluctuations in the intensity of light scattered by the particle dispersion are monitored. For dilute dispersions of spherical nanoparticles, the decay rate of the time autocorrelation function of these intensity fluctuations is used to directly measure the particle translational diffusion coefficient, which is in turn related to the particle hydrodynamic radius. For a spherical particle, the hydrodynamic radius is essentially the same as the geometric particle radius (including any possible solvation layers). PCS is one of the most commonly used methods for measuring radii of submicron size particles in liquid dispersions. Depolarized Fabry-Perot interferometry (FPI) is a less common dynamic light scattering technique that is applicable to optically anisotropic nanoparticles. In FPI the frequency broadening of laser light scattered by the particles is analyzed. This broadening is proportional to the particle rotational diffusion coefficient, which is in turn related to the particle dimensions. The translational diffusion coefficient measured by PCS and the rotational diffusion coefficient measured by depolarized FPI may be combined to obtain the dimensions of non-spherical particles. DLS studies of liquid dispersions of nanometer-sized oligonucleotides in a water-based buffer are used as examples.
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    Transport in porous media 27 (1997), S. 171-184 
    ISSN: 1573-1634
    Keywords: diffusion ; randon ; gel ; emulsion ; environmental protection.
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    Topics: Geosciences , Technology
    Notes: Abstract The effective diffusion coefficient of radon was determined in polymer/silicate gels and clay suspension used as sealing materials in environmental protection. On the basis of the experimental findings, it was concluded that both materials drastically decrease the convective mass transport in porous media. Simultaneously, the effective diffusion coefficient was reduced significantly. Thus, the radon flux might be decreased by 5 to 6 orders of magnitude in porous systems originally having gas or low water saturation by injection of gel-forming materials or placement of clay suspensions. At high water saturation, however, the diffusion transport of radon can be slightly restricted in consolidated and unconsolidated porous media. The laboratory studies may firmly allow us to conclude that hydrogels and clay suspensions are prospective candidates in an integrated environmental technology to be used for restriction of radon migration in subsurface regions.
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    Journal of mathematical biology 37 (1998), S. 491-533 
    ISSN: 1432-1416
    Keywords: Key words: Competition ; Edge effects ; Reaction ; diffusion ; Lotka ; Volterra ; Ecological reserves
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    Topics: Biology , Mathematics
    Notes: Abstract.  Habitat degradation is the slow – and often subtle – deterioration in habitat quality that accompanies human activities through increases in road density, pesticide use, hunting pressure, etc. Such degradation is of particular concern in fragmented habitats where economic or jurisdictional boundaries rather than ecological ones determine the level of exploitation adjoining habitat patches endure. To examine the consequences habitat degradation might have on species interactions, we posited a patch of pristine habitat surrounded by “matrix” habitat whose degradation level was variable. Using a coupled pair of diffusive Lotka–Volterra competition equations with Robin (mixed) boundary conditions, we modeled the dynamics of two competing species inhabiting the pristine patch and incorporated matrix degradation through a tunable “hostility” parameter representing species’ mortality rates in the matrix. We found that the numerical range of competition coefficients over which one species is the competitive dominant and the other inferior may grow or shrink as matrix quality deteriorates. In some cases, degradation of the exterior habitat would bring about a complete competitive reversal inside the preserve. This result, wherein a formerly inferior species supplants a formerly dominant one – even inside the “protected” remnant patch itself – has policy implications for both nature reserve design and management of human activities outside park boundaries.
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    Journal of mathematical biology 37 (1998), S. 61-83 
    ISSN: 1432-1416
    Keywords: Key words: Evolution of dispersal ; Migration modification ; Reaction ; diffusion ; Montone systems ; Perturbation of Morse decomposition
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    Topics: Biology , Mathematics
    Notes: Abstract.  We consider n phenotypes of a species in a continuous but heterogeneous environment. It is assumed that the phenotypes differ only in their diffusion rates. With haploid genetics and a small rate of mutation, it is shown that the only nontrivial equilibrium is a population dominated by the slowest diffusing phenotype. We also prove that if there are only two possible phenotypes, then this equilibrium is a global attractor and conjecture that this is true in general. Numerical simulations supporting this conjecture and suggesting that this is a robust phenomenon are also discussed.
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    Journal of mathematical chemistry 27 (2000), S. 267-278 
    ISSN: 1572-8897
    Keywords: partially blocked electrodes ; modelling ; diffusion
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    Topics: Chemistry and Pharmacology , Mathematics
    Notes: Abstract The paper presents nonlinear model which stands for effective digital simulation of electrochemical behavior of partially blocked electrodes under linear potential sweep and cyclic voltammetry conditions. The model is based on a system of diffusion equations, also involving the Nernst diffusion layer. The mass transport is assumed to be regular in the entire diffusion space. The influence of the thickness of the resist layer on the behavior of the partially blocked electrodes is investigated. The agreement between the theoretical results and experimental ones is obtained to be admirable for several model electrodes with different blocking degree.
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    Journal of mathematical chemistry 28 (2000), S. 389-401 
    ISSN: 1572-8897
    Keywords: genetic algorithms ; optimization ; transition state structures ; fitness value
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    Topics: Chemistry and Pharmacology , Mathematics
    Notes: Abstract Geometry optimization of transition state structures (first order saddle points) has proven to be a challenging problem in theoretical chemistry. Despite many attempts, no method has been developed that can guarantee convergence to a transition structure. The well-known method of genetic algorithms (GA's) was adapted for this problem, and designed to seek points on a potential energy surface with a zero gradient norm and one negative eigenvalue in the Hessian. A description of genetic algorithms and the software written to optimize first order saddle points is given. The software developed was tested on a mathematical function having minima, maxima, and first order saddle points. The method was capable of finding all of the saddle points, as the results presented demonstrate. Optimization of various transition state structures was then attempted. Although the current genetic algorithm software requires long run times, the algorithm will preferentially seek first order saddle points, weeding out any other stationary points. Thus, the initial guess at the optimum is not as critical as with other methods, and as well, multiple saddle points can be found.
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    Applied mathematics and mechanics 18 (1997), S. 61-68 
    ISSN: 1573-2754
    Keywords: viscoplastic dynamics ; optimal control ; variational principle ; finite element method
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    Topics: Mechanical Engineering, Materials Science, Production Engineering, Mining and Metallurgy, Traffic Engineering, Precision Mechanics , Mathematics , Physics
    Notes: Abstract This paper presents the optimal control variational principle for Perzyna model which is one of the main constitutive relation of viscoplasticity in dynamics. And it could also be transformed to solve the parametric quadratic programming problem. The FEM form of this problem and its implementation have also been discussed in the paper.
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    Applied mathematics and mechanics 19 (1998), S. 757-764 
    ISSN: 1573-2754
    Keywords: products pipeline ; batching transport ; contamination ; convection ; diffusion ; numerical computation ; turbulent flow
    Source: Springer Online Journal Archives 1860-2000
    Topics: Mechanical Engineering, Materials Science, Production Engineering, Mining and Metallurgy, Traffic Engineering, Precision Mechanics , Mathematics , Physics
    Notes: Abstract Contamination between batches in multi-products pipeline transport is studied. The influences of convection and diffusion on the contamination are studied in detail. Diffusion equations, which are mainly controlled by convection, are developed under turbulent pipe flow. The diffusion equation, is separated into a pure convection equation and a pure diffusion equation which are solved by characteristics method and finite difference method respectively to obtain numerical solutions. The results of numerical computation explain the forming and developing of contamination very well.
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    Journal of systems integration 10 (2000), S. 23-39 
    ISSN: 1573-8787
    Keywords: computer-integrated design ; mechanical design ; engineering methodology ; CAD ; optimization
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    Topics: Computer Science
    Notes: Abstract In this paper a methodologyto improve the development of mechanical components during thefirst design phase is proposed. This phase is one of the mostimportant ones in order to build up a product meeting with consumers'approval. The approach is based on a preliminary geometric-structuralmodeling optimization of the component studied. This optimizationis of a multiobjective kind and it aims to obtain some meaningfulgoals to find feasible shapes of the component to design. Themaximization/minimization of the objective functions is performedby an evolutionary algorithm to accomplish a constrained optimizationusing discrete variables. The characteristics of the methodologyare pointed out in relation to the properties of the evolutionaryalgorithm implemented. The paper concludes with an applicationexample of the procedure. The case study is a car gearbox. Threeobjectives are simultaneously pursued: the lowest weight, thegreatest flexural and torsional stiffnesses.
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    ISSN: 1573-8868
    Keywords: simulation ; nonlinear conditioning ; optimization ; FFT ; local perturbation
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    Topics: Geosciences , Mathematics
    Notes: Abstract A fast Fourier transform (FFT) moving average (FFT-MA) method for generating Gaussian stochastic processes is derived. Using discrete Fourier transforms makes the calculations easy and fast so that large random fields can be produced. On the other hand, the basic moving average frame allows us to uncouple the random numbers from the structural parameters (mean, variance, correlation length, ... ), but also to draw the randomness components in spatial domain. Such features impart great flexibility to the FFT-MA generator. For instance, changing only the random numbers gives distinct realizations all having the same covariance function. Similarly, several realizations can be built from the same random number set, but from different structural parameters. Integrating the FFT-MA generator into an optimization procedure provides a tool theoretically capable to determine the random numbers identifying the Gaussian field as well as the structural parameters from dynamic data. Moreover, all or only some of the random numbers can be perturbed so that realizations produced using the FFT-MA generator can be locally updated through an optimization process.
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    Discrete event dynamic systems 10 (2000), S. 307-324 
    ISSN: 1573-7594
    Keywords: stochastic algorithms ; ordinal optimization ; optimization ; hill climbing ; genetic algorithms ; manufacturing process design
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    Topics: Mathematics
    Notes: Abstract Thispaper introduces ordinal hill climbing algorithms for addressingdiscrete manufacturing process design optimization problems usingcomputer simulation models. Ordinal hill climbing algorithmscombine the search space reduction feature of ordinal optimizationwith the global search feature of generalized hill climbing algorithms.By iteratively applying the ordinal optimization strategy withinthe generalized hill climbing algorithm framework, the resultinghybrid algorithm can be applied to intractable discrete optimizationproblems. Computational results on an integrated blade rotormanufacturing process design problem are presented to illustratethe application of the ordinal hill climbing algorithm. The relationshipbetween ordinal hill climbing algorithms and genetic algorithmsis also discussed. This discussion provides a framework for howthe ordinal hill climbing algorithm fits into currently appliedalgorithms, as well as to introduce a bridge between the twoalgorithms.
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    Discrete event dynamic systems 10 (2000), S. 271-294 
    ISSN: 1573-7594
    Keywords: resource allocation ; simulation ; optimization
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    Topics: Mathematics
    Notes: Abstract Stochastic discrete resource allocation problems are difficult to solve. In this paper, we propose a new algorithm designed specifically to tackle them. The algorithm combines with the Nested Partitions method, the Ordinal Optimization techniques, and an efficient simulation control technique. The resulting hybrid algorithm retains the global perspective of the Nested Partitions method and the fast convergence properties of the Ordinal Optimization. Numerical results demonstrate that the hybrid algorithm can be effectively used for many large-scale stochastic discrete optimization problems.
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    Journal of scientific computing 13 (1998), S. 303-321 
    ISSN: 1573-7691
    Keywords: Infiltration processes ; optimization ; partial differential equations
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    Topics: Computer Science
    Notes: Abstract A variety of infiltration techniques can be used to fabricate solid materials, particularly composites. In general these processes can be described with at least one time dependent partial differential equation describing the evolution of the solid phase, coupled to one or more partial differential equations describing mass transport through a porous structure. This paper presents a detailed mathematical analysis of a relatively simple set of equations which is used to describe chemical vapor infiltration. The results demonstrate that the process is controlled by only two parameters, α and β. The optimization problem associated with minimizing the infiltration time is also considered. Allowing α and β to vary with time leads to significant reductions in the infiltration time, compared with the conventional case where α and β are treated as constants.
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    Neural processing letters 12 (2000), S. 115-128 
    ISSN: 1573-773X
    Keywords: evolutionary algorithms ; generalization ; learning ; neural networks ; optimization
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    Topics: Computer Science
    Notes: Abstract This paper proposes a new version of a method (G-Prop, genetic backpropagation) that attempts to solve the problem of finding appropriate initial weights and learning parameters for a single hidden layer Multilayer Perceptron (MLP) by combining an evolutionary algorithm (EA) and backpropagation (BP). The EA selects the MLP initial weights, the learning rate and changes the number of neurons in the hidden layer through the application of specific genetic operators, one of which is BP training. The EA works on the initial weights and structure of the MLP, which is then trained using QuickProp; thus G-Prop combines the advantages of the global search performed by the EA over the MLP parameter space and the local search of the BP algorithm. The application of the G-Prop algorithm to several real-world and benchmark problems shows that MLPs evolved using G-Prop are smaller and achieve a higher level of generalization than other perceptron training algorithms, such as QuickPropagation or RPROP, and other evolutive algorithms. It also shows some improvement over previous versions of the algorithm.
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    Artificial intelligence review 11 (1997), S. 193-225 
    ISSN: 1573-7462
    Keywords: lazy learning ; model selection ; cross validation ; optimization ; attribute selection
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    Topics: Computer Science
    Notes: Abstract Given a set of models and some training data, we would like to find the model that best describes the data. Finding the model with the lowest generalization error is a computationally expensive process, especially if the number of testing points is high or if the number of models is large. Optimization techniques such as hill climbing or genetic algorithms are helpful but can end up with a model that is arbitrarily worse than the best one or cannot be used because there is no distance metric on the space of discrete models. In this paper we develop a technique called “racing” that tests the set of models in parallel, quickly discards those models that are clearly inferior and concentrates the computational effort on differentiating among the better models. Racing is especially suitable for selecting among lazy learners since training requires negligible expense, and incremental testing using leave-one-out cross validation is efficient. We use racing to select among various lazy learning algorithms and to find relevant features in applications ranging from robot juggling to lesion detection in MRI scans.
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    Discrete event dynamic systems 8 (1998), S. 353-364 
    ISSN: 1573-7594
    Keywords: scheduling ; optimal control ; time-decomposition methods
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    Topics: Mathematics
    Notes: Abstract This paper discusses dynamic methods for solving a class of multi-project scheduling problems in which rates of job performances are controllable and resources such as money, energy or manpower per time unit, are renewable and continuously divisible. The objective is to complete the projects as close to the common due date as possible. Two different ways of imposing sequential precedence relations between project jobs are explored by formulating two dynamic models and studying their relationships on the optimal solution. Efficient time-decomposition algorithms for finding either globally optimal schedules or lower bound guided near-optimal solutions are suggested and computationally tested.
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    Journal of mathematical imaging and vision 9 (1998), S. 29-48 
    ISSN: 1573-7683
    Keywords: probabilistic relaxation ; relaxation labeling ; optimization ; combining evidence and contextual classification
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    Topics: Mathematics
    Notes: Abstract Traditional probabilistic relaxation, as proposed by Rosenfeld, Hummel and Zucker, uses a support function which is a double sum over neighboring nodes and labels. Recently, Pelillo has shown the relevance of the Baum-Eagon theorem to the traditional formulation. Traditional probabilistic relaxation is now well understood in an optimization framework. Kittler and Hancock have suggested a form of probabilistic relaxation with product support, based on an evidence combining formula. In this paper we present a formal basis for Kittler and Hancocks probabilistic relaxation. We show that it too has close links with the Baum-Eagon theorem, and may be understood in an optimization framework. We provide some proofs to show that a stable stationary point must be a local maximum of an objective function. We present a new form of probabilistic relaxation that can be used as an approximate maximizer of the global labeling with maximum posterior probability.
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    Discrete event dynamic systems 8 (1998), S. 175-201 
    ISSN: 1573-7594
    Keywords: hybrid systems ; optimal control ; calculus of variations ; manufacturing systems ; queueing systems ; nonsmooth optimization ; two point boundary value problems
    Source: Springer Online Journal Archives 1860-2000
    Topics: Mathematics
    Notes: Abstract We propose a modeling framework for a class of hybrid systems which arise in many manufacturing environments and study related optimal control problems. In this framework, discrete entities have a state characterized by a temporal component whose evolution is described by event-driven dynamics, and a physical component whose evolution is described by time-driven dynamics. As a first step towards developing an optimal control theory for such hybrid systems, we formulate a problem consisting of a single-stage manufacturing process and use calculus of variations techniques to obtain structural properties and an explicit algorithm for deriving optimal policies.
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    Discrete event dynamic systems 8 (1998), S. 37-54 
    ISSN: 1573-7594
    Keywords: Production planning ; stochastic dynamic programming ; vanishing discount approach ; optimal control ; long-run average cost
    Source: Springer Online Journal Archives 1860-2000
    Topics: Mathematics
    Notes: Abstract This paper is concerned with the problem of production planning in a flexible manufacturing system consisting of a single or parallel failure-prone machines producing a number of different products. The objective is to choose the rates of production of the various products over time in order to meet their demands at the minimum long-run average cost of production and surplus. The analysis proceeds with a study of the corresponding problem with a discounted cost. It is shown using the vanishing discount approach for the average cost problem that the Hamilton-Jacobi-Bellman equation in terms of directional derivatives has a solution consisting of the minimal average cost and the so-called potential function. The result helps in establishing a verification theorem, and in specifying an optimal control policy in terms of the potential function. The results settle a hitherto open problem as well as generalize known results.
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    Transport in porous media 41 (2000), S. 149-171 
    ISSN: 1573-1634
    Keywords: hydrodynamic isolation ; plume ; remediation ; genetic algorithms ; optimization ; aquifer
    Source: Springer Online Journal Archives 1860-2000
    Topics: Geosciences , Technology
    Notes: Abstract Produced water constitutes a large amount of waste fluids during the production operation of an oil field. Underground injection for disposing the wastewater from hydrocarbon production is an engineering problem due to the possibility of leakage of injected pollutant material from receiving medium to a drinking water source. This paper describes a method for optimization of polluted aquifer remediation design using one of the artificial intelligence optimization methods, namely Genetic Algorithms (GAs). As a case study, the contaminated area was created by using a groundwater transport simulator, which is based on Method of Characteristics (MOC). Then, the developed computer program was run to find the optimum solution for remediation, and the solution yielded from the program was verified by using a groundwater simulator. The plume was captured and the concentration level of chloride ion within the aquifer was diminished by using extraction wells. The analytical model approach provided different alternatives for appropriate isolation of plume. GAs were used as an optimization technique for making a decision among the alternatives, by considering operation time, number of wells, pumping rate and drawdown as decision variables and constraints.
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    International journal of computers for mathematical learning 5 (2000), S. 189-209 
    ISSN: 1573-1766
    Keywords: computer algebra ; optimization ; Realistic Mathematics Education ; student behaviour ; symbolic calculators
    Source: Springer Online Journal Archives 1860-2000
    Topics: Mathematics
    Notes: Abstract The paper describes a pilot study on the use of computer algebra at upper secondary level. A symbolic calculator was introduced in a pre-examination class studying for advanced pre-university mathematics. With the theoretical framework of Realistic Mathematics Education and Developmental Research as a background, the study focused on the identification of obstacles that students encountered while using computer algebra. Five obstacles were identified that have both a technical and a mathematical character. It is the author's belief that taking these barriers seriously is important in developing useful pedagogical strategies.
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    Transport in porous media 30 (1998), S. 125-154 
    ISSN: 1573-1634
    Keywords: NAPL ; multiphase ; fractal ; soil ; diffusion ; transport ; heterogeneous porous medium
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    Topics: Geosciences , Technology
    Notes: Abstract Volatile organic chemicals from nonaqueous phase liquids trapped in soil spread quickly both into the atmosphere and the groundwater system, resulting in long-lasting pollution of the environment. The extent and speed of spread is strongly influenced by the heterogeneities present in the soil, which interact with the various mechanisms of transport in a complex manner. A semi-analytical model is presented to investigate the effect of soil-heterogeneities on the spreading of pollutants from a nonaqueous phase liquid trapped in a soil. Based on field evidence, soil heterogeneities are modeled as a self-similar fractal process, and diffusive transport of organic chemicals in such a substrate is studied. Various mechanisms of, and resistance to, transport of these contaminants are considered, and it is illustrated how each of these are altered by the presence of heterogeneities. More specifically, it is shown that, while the transport processes at early time are governed by volatilization and dissolution and are quite unaffected by the heterogeneities, the transport processes at late time are strongly dependent on the heterogeneities of the soil and its sorption characteristics. In addition, how failure to recognize these heterogeneities in the soil may result in unsuccessful design of appropriate remediation techniques is discussed.
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    Mathematical geology 32 (2000), S. 87-108 
    ISSN: 1573-8868
    Keywords: heterogeneity ; geostatistics ; optimization ; inversion ; nonlinearity
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    Topics: Geosciences , Mathematics
    Notes: Abstract This paper describes a new method for gradually deforming realizations of Gaussian-related stochastic models while preserving their spatial variability. This method consists in building a stochastic process whose state space is the ensemble of the realizations of a spatial stochastic model. In particular, a stochastic process, built by combining independent Gaussian random functions, is proposed to perform the gradual deformation of realizations. Then, the gradual deformation algorithm is coupled with an optimization algorithm to calibrate realizations of stochastic models to nonlinear data. The method is applied to calibrate a continuous and a discrete synthetic permeability fields to well-test pressure data. The examples illustrate the efficiency of the proposed method. Furthermore, we present some extensions of this method (multidimensional gradual deformation, gradual deformation with respect to structural parameters, and local gradual deformation) that are useful in practice. Although the method described in this paper is operational only in the Gaussian framework (e.g., lognormal model, truncated Gaussian model, etc.), the idea of gradually deforming realizations through a stochastic process remains general and therefore promising even for calibrating non-Gaussian models.
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  • 59
    ISSN: 1573-515X
    Keywords: carbon dioxide ; diffusion ; ebullition ; emission ; freshwater ; hypertrophic lakes ; methane
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    Topics: Chemistry and Pharmacology , Geosciences
    Notes: Abstract The fluxes of CH4 and CO2 to the atmosphere, and the relative contributions of ebullition and molecular diffusion, were determined for a small hypertrophic freshwater lake (Priest Pot, UK) over the period May to October 1997. The average total flux of CH4 and CO2 (estimated from 7 sites on the lake) was approximately 52 mmol m−2 d−1 and was apportioned 12 and 40 mmol m−2 d−1 toCH4 and CO2 respectively. Diffusion across the air-water interface accounted for the loss of 0.4and 40 mmol m−2 d−1 of CH4 and CO2 respectively whilst the corresponding figures for ebullition losses were 12.0 (CH4) and 0.23 (CO2) mmol m−2 d−1. Most CH4 (96%) was lost by ebullition, and most CO2 (99%) by diffusive processes. The ebullition of gas, measured at weekly intervals along a transect of the lake, showed high spatial and temporal variation. The CH4 content of the trapped gas varied between 44 and 88% (by volume) and was highest at the deepest points. Pulses of gas ebullition were detected during periods of rapidly falling barometric pressure. Therelevance of the measurements to global estimates ofcarbon emission from freshwaters are discussed.
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    Transport in porous media 28 (1997), S. 253-284 
    ISSN: 1573-1634
    Keywords: foam ; mobilization ; network simulation ; pressure gradient ; trapping ; diffusion
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    Topics: Geosciences , Technology
    Notes: Abstract Usually, foam in a porous medium flows through a small and spatially varying fraction of available pores, while the bulk of it remains trapped. The trapped foam is under a pressure gradient corresponding to the pressure gradient imposed by the flowing foam and continuous wetting liquid. The imposed pressure gradient and coalescence of the stationary foam lamellae periodically open flow channels in the trapped foam region. Foam lamellae in each of these channels flow briefly, but channels are eventually plugged by smaller bubbles entering into the trapped region. The result is a cycling of flow channels that open and close throughout the trapped foam, leading to intermittent pulsing of foam flow in that region. The dynamic behavior of foam trapped in porous media is modeled here with a pore network simulator. We predict the magnitude of the pressure drop leading to the onset of flow of foam lamellae in the region containing trapped foam. This mobilization pressure drop depends only on the number of lamellae in the flow path and on the geometry of the pores that make up this path. The principles learned in this study allow us to predict the fraction of foam that is trapped in a porous medium under given flow conditions. We present here the first analytic expression for the trapped foam fraction as a function of the pressure gradient, and of the mean and standard deviation of the pore size distribution. This expression provides a missing piece for the continuum foam flow models based on the moments of the volume-averaged population balance of foam bubbles.
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    Journal of automated reasoning 24 (2000), S. 205-223 
    ISSN: 1573-0670
    Keywords: SAT problem ; local search ; meta-heuristics ; optimization
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    Topics: Computer Science
    Notes: Abstract In this paper, we show how Guided Local Search (GLS) can be applied to the SAT problem and show how the resulting algorithm can be naturally extended to solve the weighted MAX-SAT problem. GLS is a general, penalty-based meta-heuristic, which sits on top of local search algorithms to help guide them out of local minima. GLS has been shown to be successful in solving a number of practical real-life problems, such as the traveling salesman problem, BT"s workforce scheduling problem, the radio link frequency assignment problem, and the vehicle routing problem. We present empirical results of applying GLS to instances of the SAT problem from the DIMACS archive and also a small set of weighted MAX-SAT problem instances and compare them with the results of other local search algorithms for the SAT problem.
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  • 62
    ISSN: 1573-1634
    Keywords: solute transport ; nonequilibrium ; heterogeneous porous media ; dispersion ; diffusion ; experiments ; modelling
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    Topics: Geosciences , Technology
    Notes: Abstract Two region models for solute transport in porous media assume that hydrodynamic dispersion in mobile water and solute diffusion within immobile water regions are independent. Experimental and theoretical results for transport through a macropore indicate that hydrodynamic dispersion and solute exchange are interdependent. Experiments were carried out to investigate this problem for a column packed with spherical porous aggregates. The effective diffusion coefficient of a tracer within the agreggates was determined from specific experiments. The dispersivity of the bed was determined from experiments carried out with a column filled with nonporous beads. We took advantage of the dependence of hydrodynamic dispersion on density ratios between the invading and displaced solutions to obtain a set of breakthrough curves corresponding to situations where the diffusion coefficient remains constant, whereas the dispersivity varies. Simulations reproduce correctly the experiments. Small discrepancies are noted that can be corrected either by increasing the dispersion coefficient or by fitting the external mass transfer coefficient. Increased dispersion coefficients probably reveal a modification of Taylor dispersion due to solute exchange. The fitted external mass transfer coefficients are close to the values obtained with classical correlations of the chemical engineering literature.
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    Transport in porous media 32 (1998), S. 187-198 
    ISSN: 1573-1634
    Keywords: diffusion ; dispersion ; miscible ; automaton
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    Topics: Geosciences , Technology
    Notes: Abstract A thermodynamic lattice gas (automaton) model is used to simulate dispersion in porous media. Simulations are constructed at two distinctly different scales, the pore scale at which capillary models are constructed and large scale or Darcy scale at which probabilistic collision rules are introduced. Both models allow for macroscopic (pore scale) phase separation. The pore scale models clearly show the effect of pore structure on dispersion. The large scale (mega scale) simulations indicate that when the pressure difference between the displacing phase and displaced phase is properly chosen (representing the average pressure gradient between the phases). The simulation results are consistent with both theoretical predictions and experimental observations.
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    Space science reviews 83 (1998), S. 351-363 
    ISSN: 1572-9672
    Keywords: cosmic rays ; charged-particle transport ; diffusion
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    Topics: Physics
    Notes: Abstract A review of cosmic-ray transport coefficients, based on historic and recent observations and theoretical insights, is presented. Particular emphasis is on the transport of cosmic rays across the magnetic field, which is of foremost importance, and is presently poorly understood and widely debated.
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    Journal of statistical physics 101 (2000), S. 775-817 
    ISSN: 1572-9613
    Keywords: chaos ; diffusion ; Ehrenfest wind-tree model ; Lorentz gas ; statistical mechanics ; periodic orbits ; Brownian motion ; billiards ; time series analysis
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    Topics: Physics
    Notes: Abstract We investigate the connections between microscopic chaos, defined on a dynamical level and arising from collisions between molecules, and diffusion, characterized by a mean square displacement proportional to the time. We use a number of models involving a single particle moving in two dimensions and colliding with fixed scatterers. We find that a number of microscopically nonchaotic models exhibit diffusion, and that the standard methods of chaotic time series analysis are ill suited to the problem of distinguishing between chaotic and nonchaotic microscopic dynamics. However, we show that periodic orbits play an important role in our models, in that their different properties in our chaotic and nonchaotic models can be used to distinguish them at the level of time series analysis, and in systems with absorbing boundaries. Our findings are relevant to experiments aimed at verifying the existence of chaoticity and related dynamical properties on a microscopic level in diffusive systems.
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    Journal of statistical physics 92 (1998), S. 891-908 
    ISSN: 1572-9613
    Keywords: Random sequential adsorption ; hard-sphere particles ; gravity ; diffusion ; coverage ; structure
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    Topics: Physics
    Notes: Abstract We investigate the coverage and structure of a layer of particles deposited on a line after diffusion in a gravitational field. The dynamics of the depositing particles is controlled by the gravity number N G(=πd 4 Δρg/6k B T), where d is the diameter of the particles, Δρ is the density difference between the particles and the solution, g is the acceleration due to gravity, k B is Boltzmann's constant, and T is the temperature. The position-dependent flux of particles in a gap formed by two preadsorbed particles is estimated by superposition of solutions of a steady-state convective diffusion equation for the flux in the presence of a single preadsorbed particle. The saturation coverages are found with a recursion relation and are in good agreement with those obtained from Brownian dynamics simulation. The jamming coverage increases rapidly with increasing particle size, particularly for large values of Δρ. An algorithm is presented to generate adsorbed configurations from which the structure of the deposit is determined.
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    Journal of statistical physics 98 (2000), S. 835-870 
    ISSN: 1572-9613
    Keywords: Boltzmann equation ; semiconductor ; diffusion ; energy transport model ; entropy dissipation rate
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    Topics: Physics
    Notes: Abstract The diffusion limit of the Boltzmann equation of semiconductors is analyzed. The dominant collisions are the elastic collisions on one hand and the electron–electron collisions with the Pauli exclusion terms on the other hand. Under a nondegeneracy hypothesis on the distribution function, a lower bound of the entropy dissipation rate of the leading term of the Boltzmann kernel for semiconductors in terms of a distance to the space of Fermi–Dirac functions is proved. This estimate and a mean compactness lemma are used to prove the convergence of the solution of the Boltzmann equation to a solution of the energy transport model.
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    Journal of statistical physics 101 (2000), S. 107-124 
    ISSN: 1572-9613
    Keywords: transient chaos ; conditionally invariant measures ; natural measures ; critical state ; diffusion
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    Topics: Physics
    Notes: Abstract Generalized multibaker maps are introduced to model dissipative systems which are spatially extended only in certain directions and escape of particles is allowed in other ones. Effects of nonlinearity are investigated by varying a control parameter. Emphasis is put on the appearance of the critical state representing the borderline of transient chaos, where anomalous behavior sets in. The investigations extend to the conditionally invariant and the related natural measures and to transient diffusion in normal and critical states as well. Permanent chaos is also considered as a special case.
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    Journal of statistical physics 99 (2000), S. 1-29 
    ISSN: 1572-9613
    Keywords: diffusion ; aggregation ; phase transition ; nonequilibrium
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    Topics: Physics
    Notes: Abstract We study the nonequilibrium phase transition in a model of aggregation of masses allowing for diffusion, aggregation on contact, and fragmentation. The model undergoes a dynamical phase transition in all dimensions. The steady-state mass distribution decays exponentially for large mass in one phase. In the other phase, the mass distribution decays as a power law accompanied, in addition, by the formation of an infinite aggregate. The model is solved exactly within a mean-field approximation which keeps track of the distribution of masses. In one dimension, by mapping to an equivalent lattice gas model, exact steady states are obtained in two extreme limits of the parameter space. Critical exponents and the phase diagram are obtained numerically in one dimension. We also study the time-dependent fluctuations in an equivalent interface model in (1+1) dimension and compute the roughness exponent χ and the dynamical exponent z analytically in some limits and numerically otherwise. Two new fixed points of interface fluctuations in (1+1) dimension are identified. We also generalize our model to include arbitrary fragmentation kernels and solve the steady states exactly for some special choices of these kernels via mappings to other solvable models of statistical mechanics.
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    International journal of thermophysics 19 (1998), S. 437-448 
    ISSN: 1572-9567
    Keywords: alkanes ; carbon dioxide ; diffusion ; mixtures ; molecular dynamics ; thermal conductivity ; viscosity
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    Topics: Physics
    Notes: Abstract Equilibrium molecular dynamics simulations of mixtures of n-decane with methane, ethane, and carbon dioxide and of the mixture carbon dioxide–ethane were performed using the anisotropic united atoms model for n-decane and one-and two-center Lennard–Jones models for the light components. The Green–Kubo relations were used to calculate the viscosity, thermal conductivity, and inter- and intradiffusion. Viscosities are predicted with a maximum deviation of 30% at low gas concentrations and less than 10% deviation at high gas concentrations. The viscosity and thermal conductivity are less sensitive to the cross interactions than the diffusion coefficients, which exhibit deviations between models and with experiments of up to 60%.
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    International journal of infrared and millimeter waves 21 (2000), S. 1381-1395 
    ISSN: 1572-9559
    Keywords: gyrotrons ; optimization ; mode competition ; start-up ; recovery
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    Topics: Physics
    Notes: Abstract The opportunity of use of a TE25.10 operating mode for CW 170 GHz/1 MW gyrotron for ITER is estimated. Parameters are optimized to achieve maximum efficiency of the gyrotron with an acceptable Ohmic load on the cavity. The influence of unwanted mode conversion at the output of the resonator, mode competition, electron beam potential depression, ion compensation of the space charge and beam energy recovery is investigated.
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    International journal of thermophysics 19 (1998), S. 491-500 
    ISSN: 1572-9567
    Keywords: equations of state ; optimization ; nonpolar fluids ; methane ; argon ; oxygen
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    Topics: Physics
    Notes: Abstract A new algorithm for the optimization of functional forms of empirical equations of state is presented which considers data sets of different substances simultaneously. In this way, functional forms for empirical equations of state can be developed which yield, on average, the best representation of the thermo-dynamic properties of all substances within larger groups of substances (e.g., “nonpolar” and “polar” substances). The new algorithm is being used to develop a new class of empirical equations of state which meet typical technical requirements on the accuracy of thermodynamic properties with only about 10 fittable coefficients. The first results for nonpolar fluids are reported.
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    International journal of thermophysics 19 (1998), S. 1185-1195 
    ISSN: 1572-9567
    Keywords: acoustic waves ; convection ; diffusion ; heat transfer ; near-critical fluid ; piston effect
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    Topics: Physics
    Notes: Abstract This work brings new insight to the question of the piston effect, which has been found to be the main cause of temperature equilibration in the vicinity of the liquid–vapor critical point under weightlessness conditions. The thermalization process of a near-critical fluid confined in a cavity and submitted to local heating is modeled with special emphasis on the role of gravity and boundary conditions. The solution of the unsteady Navier–Stokes equations written for a hypercom-pressible low-heat-diffusing van der Waals gas is obtained in a 2-D configuration by means of a finite-volume numerical code. Under Earth gravity conditions, the results show that the thermal plume rising from a heat source strongly decreases and rapidly cancels bulk fluid heating when it strikes the top thermo-stated wall. It is proved that convection does not prevent heat transfer by the piston effect but that it causes a sudden enhancement of the cooling piston effect generated at the thermostated top boundary, which leads to an early equilibrium between the cooling and heating piston effects.
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  • 74
    ISSN: 1572-9567
    Keywords: diffusion ; intermolecular potentials ; Raman and Rayleigh spectra ; second virial coefficients ; tetramethylmethane ; tetramethylsilane ; transport properties ; viscosity
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    Topics: Physics
    Notes: Abstract An isotropic temperature-dependent potential (ITDP) is calculated for the description of binary interactions in gaseous tetramethylmethane, C(CH3)4, and tetramethylsilane, Si(CH3)4. The potential parameters of C(CH3)4 and Si(CH3)4 are determined by solving an inverse problem of minimization of the sum of weighted squared relative deviations between experimental and calculated pure gas viscosity (η), second (pVT)-virial coefficient (B), and second acoustic virial coefficient (β) data. At T=0 K they are obtained for C(CH3)4 and Si(CH3)4, respectively, as repulsive parameter n=28.02(12) and 20.79(11), equilibrium distance r m=5.7790(30)×10−10 and 5.9051(36)×10−10 m, potential well depth ε/k B=586.32(42) and 674.75(91) K, and the first excited-level enlargement δ=0.0141(3)×10−10 and 0.0188(3)×10−10 m. The influence of the temperature on the potential parameters r m(T) and ε(T) is implied in the temperature dependence of the effective excited-state enlargement, calculated via the vibrational partition function. The calculated complete sets of normal vibrational frequencies for C(CH3)4 and Si(CH3)4 are consistent with the available experimental data. In addition, good agreement is observed between the calculations and new Raman spectroscopic measurements on C(CH3)4. Tables for recommended thermophysical properties (B, η, and self-diffusion ρD) and effective potential parameters (r m and ε) of the two globular gases are given for the temperature range between 250 and 800 K.
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    Journal of optimization theory and applications 105 (2000), S. 263-276 
    ISSN: 1573-2878
    Keywords: optimal control ; distributed-parameter systems ; Pontryagin maximum principle ; Ekeland variational principle ; unbounded controls
    Source: Springer Online Journal Archives 1860-2000
    Topics: Mathematics
    Notes: Abstract We prove the maximum principle for an optimal control problem governed by the system $$y'(t) + A(t)y(t) = f(t,y(t),u(t)),{\text{ }}u(t) \in U(t), $$ with state constraint $$(y(0),y(T)) \in C \subset H \times H $$ , under three different hypotheses: (H1) C is a convex set with nonempty interior; (H2) $$C = \{ y_0 \} \times C_{0,} {\text{ with }}C_0 $$ a convex set with nonempty interior in H and the evolution system satisfying compactness hypotheses; (H3) the periodic case $$y(0) = y(T)$$ , with the evolution system satisfying compactness hypotheses. We do not assume the controls to be bounded. We give some examples for distributed control problems.
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    Journal of optimization theory and applications 106 (2000), S. 297-307 
    ISSN: 1573-2878
    Keywords: optimization ; statistical models ; convergence
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    Topics: Mathematics
    Notes: Abstract Algorithms based on statistical models compete favorably with other global optimization algorithms as shown by extensive testing results. A theoretical inadequacy of previously used statistical models for smooth objective functions was eliminated by the authors who, in a recent paper, have constructed a P-algorithm for a statistical model for smooth functions. In the present paper, a modification of that P-algorithm with an improved convergence rate is described.
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    Journal of optimization theory and applications 106 (2000), S. 231-264 
    ISSN: 1573-2878
    Keywords: hierarchical control ; manufacturing systems ; stochastic dynamic programming ; optimal control ; long-run average cost
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    Topics: Mathematics
    Notes: Abstract We consider a production planning problem for a dynamic jobshop producing a number of products and subject to breakdown and repair of machines. The machine capacities are assumed to be finite-state Markov chains. As the rates of change of the machine states approach infinity, an asymptotic analysis of this stochastic manufacturing systems is given. The analysis results in a limiting problem in which the stochastic machine availability is replaced by its equilibrium mean availability. The long-run average cost for the original problem is shown to converge to the long-run average cost of the limiting problem. The convergence rate of the long-run average cost for the original problem to that of the limiting problem together with an error estimate for the constructed asymptotic optimal control is established.
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    Journal of optimization theory and applications 106 (2000), S. 627-655 
    ISSN: 1573-2878
    Keywords: variational inequalities ; optimal control ; state constraint ; maximum principle
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    Topics: Mathematics
    Notes: Abstract This work deals with the necessary conditions of optimality for some optimal control problems governed by elliptic variational inequalities. Boundary control and state constrained problems are considered. The techniques used are based on those in Ref. 1 and a new penalty functional is defined in this paper.
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    Journal of optimization theory and applications 107 (2000), S. 275-286 
    ISSN: 1573-2878
    Keywords: optimal control ; thresholds ; multiple equilibria ; instability ; concavity
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    Notes: Abstract An important and numerous literature argues that nonconcavity (often convexity with respect to the state) of the Hamiltonian leads to multiple steady states, instability, and a threshold. This threshold property provides a powerful paradigm to explain history dependency and hysteresis. This paper shows that economically relevant properties (in particular, multiple steady states and thresholds) are possible in strict concave models too. Two corresponding necessary conditions with intuitive economic interpretation are derived.
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    Journal of optimization theory and applications 94 (1997), S. 533-560 
    ISSN: 1573-2878
    Keywords: Polynomial differential equations ; convergence of solutions ; neural network systems ; optimal control
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    Topics: Mathematics
    Notes: Abstract We study polynomial ordinary differential systems $$\dot M(t) = QM - M(M'QM){\text{, }}M(0) = M_0 ,t \geqslant 0,$$ whereQ≥0 is an n×n matrix and M(t) is an n×k matrix. It is proven that, as t grows to infinity, the solution M(t) tends to a limit BU, where U is a k×k orthogonal matrix and B is an n×k matrix whose columns are k pairwise orthogonal, normalized eigenvectors of Q. Moreover, for almost every M 0, these eigenvectors correspond to the k maximal eigenvalues of Q; for an arbitrary Q with independent columns, we provide a procedure of computing B by employing elementary matrix operations on M 0. This result is significant for the study of certain neural network systems, and in this context it shows that M(∞) provides a principal component analyzer.
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    Journal of optimization theory and applications 94 (1997), S. 311-334 
    ISSN: 1573-2878
    Keywords: Mixed penalty method ; Frank–Wolfe method ; optimal control ; relaxed control ; lumped systems ; distributed systems
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    Notes: Abstract We consider a general optimization problem which is an abstract formulation of a broad class of state-constrained optimal control problems in relaxed form. We describe a generalized mixed Frank–Wolfe penalty method for solving the problem and prove that, under appropriate assumptions, accumulation points of sequences constructed by this method satisfy the necessary conditions for optimality. The method is then applied to relaxed optimal control problems involving lumped as well as distributed parameter systems. Numerical examples are given.
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    Journal of optimization theory and applications 94 (1997), S. 619-634 
    ISSN: 1573-2878
    Keywords: Microeconomic models ; optimal control ; linear controls ; singular subarcs ; necessary conditions ; minimum principle as LP ; direct collocation method ; indirect multiple shooting method
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    Notes: Abstract An optimal control problem with four linear controls describing a sophisticated concern model is investigated. The numerical solution of this problem by combination of a direct collocation and an indirect multiple shooting method is presented and discussed. The approximation provided by the direct method is used to estimate the switching structure caused by the four controls occurring linearly. The optimal controls have bang-bang subarcs as well as constrained and singular subarcs. The derivation of necessary conditions from optimal control theory is aimed at the subsequent application of an indirect multiple shooting method but is also interesting from a mathematical point of view. Due to the linear occurrence of the controls, the minimum principle leads to a linear programming problem. Therefore, the Karush–Kuhn–Tucker conditions can be used for an optimality check of the solution obtained by the indirect method.
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    Journal of optimization theory and applications 96 (1998), S. 589-626 
    ISSN: 1573-2878
    Keywords: Nonlinear control ; optimal control ; Hamilton–Jacobi–Bellman equation ; feedback synthesis ; successive approximation ; Galerkin approximation
    Source: Springer Online Journal Archives 1860-2000
    Topics: Mathematics
    Notes: Abstract In this paper, we develop a new method to approximate the solution to the Hamilton–Jacobi–Bellman (HJB) equation which arises in optimal control when the plant is modeled by nonlinear dynamics. The approximation is comprised of two steps. First, successive approximation is used to reduce the HJB equation to a sequence of linear partial differential equations. These equations are then approximated via the Galerkin spectral method. The resulting algorithm has several important advantages over previously reported methods. Namely, the resulting control is in feedback form and its associated region of attraction is well defined. In addition, all computations are performed off-line and the control can be made arbitrarily close to optimal. Accordingly, this paper presents a new tool for designing nonlinear control systems that adhere to a prescribed integral performance criterion.
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    Journal of optimization theory and applications 98 (1998), S. 161-173 
    ISSN: 1573-2878
    Keywords: Robust stabilization ; optimal control ; time-delay systems ; Razumikhin-type approach
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    Topics: Mathematics
    Notes: Abstract In this paper, using a Razumikhin-type approach, the stabilization of a class of uncertain nonlinear systems with time-varying delay is considered. The proposed controller is based on a specific optimal control problem. Global asymptotic stability is guaranteed for the proposed control if some algebraic condition is met. An example illustrates the use of the main result.
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    Computational optimization and applications 11 (1998), S. 195-217 
    ISSN: 1573-2894
    Keywords: optimal control ; spectral numerical methods ; Chebyshev polynomials ; smoothing filters
    Source: Springer Online Journal Archives 1860-2000
    Topics: Computer Science
    Notes: Abstract A pseudospectral method for generating optimal trajectories of linear and nonlinear constrained dynamic systems is proposed. The method consists of representing the solution of the optimal control problem by an mth degree interpolating polynomial, using Chebyshev nodes, and then discretizing the problem using a cell-averaging technique. The optimal control problem is thereby transformed into an algebraic nonlinear programming problem. Due to its dynamic nature, the proposed method avoids many of the numerical difficulties typically encountered in solving standard optimal control problems. Furthermore, for discontinuous optimal control problems, we develop and implement a Chebyshev smoothing procedure which extracts the piecewise smooth solution from the oscillatory solution near the points of discontinuities. Numerical examples are provided, which confirm the convergence of the proposed method. Moreover, a comparison is made with optimal solutions obtained by closed-form analysis and/or other numerical methods in the literature.
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    Computational optimization and applications 16 (2000), S. 5-27 
    ISSN: 1573-2894
    Keywords: dynamic networks of elastic strings ; dynamic domain decomposition ; optimal control
    Source: Springer Online Journal Archives 1860-2000
    Topics: Computer Science
    Notes: Abstract We consider optimal control problems related to exact- and approximate controllability of dynamic networks of elastic strings. In this note we concentrate on problems with linear dynamics, no state and no control constraints. The emphasis is on approximating target states and velocities in part of the network using a dynamic domain decomposition method (d3m) for the optimality system on the network. The decomposition is established via a Uzawa-type saddle-point iteration associated with an augmented Lagrangian relaxation of the transmission conditions at multiple joints. We consider various cost functions and prove convergence of the infinite dimensional scheme for an exemplaric choice of the cost. We also give numerical evidence in the case of simple exemplaric networks.
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  • 87
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    Mathematical methods of operations research 51 (2000), S. 341-352 
    ISSN: 1432-5217
    Keywords: Key words: Stable ditributions ; portfolio management ; optimization
    Source: Springer Online Journal Archives 1860-2000
    Topics: Mathematics , Economics
    Notes: Abstract. The aim of this short review is to outline the main directions of stable Paretian modeling in portfolio management.
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  • 88
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    Mathematical methods of operations research 51 (2000), S. 315-339 
    ISSN: 1432-5217
    Keywords: Key words: Incomplete market ; quadratic hedging ; optimization ; semimartingales ; stochastic integrals ; Kunita-Watanabe projection ; L2-projection ; minimal martingale measure ; variance-optimal martingale measure
    Source: Springer Online Journal Archives 1860-2000
    Topics: Mathematics , Economics
    Notes: Abstract. We review the main results in the theory of quadratic hedging in a general incomplete model of continuous trading with semimartingale price process. The objective is to hedge contingent claims by using portfolio strategies. We describe two types of criteria: the so-called (local) risk-minimization and the mean-variance approaches. From a mathematical viewpoint, these optimization problems lead to new variants of decomposition theorems in stochastic analysis.
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  • 89
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    Applied mathematics and mechanics 21 (2000), S. 1161-1168 
    ISSN: 1573-2754
    Keywords: space manipulator ; motion planning ; optimal control ; wavelet analysis ; TP241
    Source: Springer Online Journal Archives 1860-2000
    Topics: Mechanical Engineering, Materials Science, Production Engineering, Mining and Metallurgy, Traffic Engineering, Precision Mechanics , Mathematics , Physics
    Notes: Abstract The optimal control problem of nonholonomic motion planning of space manipulator was discussed. Utilizing the method of wavelet analysis, the discrete orthogonal wavelets were introduced to solve the optimal control problem, the classical Fourier basic functions were replaced by the wavelet expansion approximation. A numerical algorithm of optimal control was proposed based on wavelet analysis. The numerical simulation shows, the method is effective for nonholonomic motion planning of space manitulator.
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  • 90
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    Hyperfine interactions 126 (2000), S. 215-218 
    ISSN: 1572-9540
    Keywords: emission Mössbauer spectroscopy ; grain boundary ; diffusion ; copper ; 57Co
    Source: Springer Online Journal Archives 1860-2000
    Topics: Physics
    Notes: Abstract Grain boundaries (GBs) in pure Cu specimens were studied by means of 57Fe emission Mössbauer spectroscopy. A spectrum component which can be ascribed to iron atoms at GBs is represented by the single line with isomer shift 0.67 ± 0.05 mm/s. It is interpreted as iron atoms at GB sites with expanded atomic volumes and highly symmetric distribution of surrounding atoms.
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  • 91
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    Applied mathematics and mechanics 21 (2000), S. 19-26 
    ISSN: 1573-2754
    Keywords: structure ; optimization ; topology optimization ; modeling ; dual programming ; O223 ; TU323
    Source: Springer Online Journal Archives 1860-2000
    Topics: Mechanical Engineering, Materials Science, Production Engineering, Mining and Metallurgy, Traffic Engineering, Precision Mechanics , Mathematics , Physics
    Notes: Abstract Topology optimization design of continuum structures that can take account of stress and displacement constraints simultaneously is difficult to solve at present. The main obstacle lies in that, the explicit function expressions between topological variables and stress or displacement constraints can not be obtained using homogenization method or variable density method. Furthermore, large quantities of design variables in the problem make it hard to deal with by the formal mathematical programming approach. In this paper, a smooth model of topology optimization for continuum structures is established which has weight objective considering stress and displacement constraints based on the independent-continuous topological variable concept and mapping transformation method proposed by Sui Yunkang and Yang Deqing. Moreover, the approximate, explicit expressions are given between topological variables and stress or displacement constraints. The problem is well solved by using dual programming approach, and the proposed element deletion criterion implements the inversion of topology variables from the discrete to the continuous. Numerical examples verify the validity of proposed method.
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  • 92
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    Hyperfine interactions 129 (2000), S. 337-347 
    ISSN: 1572-9540
    Keywords: diffusion ; 73As ; GaAs ; GaP ; computer simulation
    Source: Springer Online Journal Archives 1860-2000
    Topics: Physics
    Notes: Abstract Self-diffusion on the As sublattice in intrinsic GaAs and foreign-atom diffusion on the P sublattice in intrinsic GaP were investigated in a direct way by As tracer diffusion measurements using the radioisotope 73As. For this purpose 73As was implanted in both materials at the ISOLDE facility of CERN. Then diffusion annealings were performed followed by serial sectioning and counting of the radioactivity in each section. The resulting profiles were simulated within a computer model which accounts for the observed loss of tracer to the diffusion ambient. The so-obtained diffusion coefficients for As in GaAs and GaP are compared with existing diffusivities in these compounds.
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  • 93
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    Journal of optimization theory and applications 105 (2000), S. 55-72 
    ISSN: 1573-2878
    Keywords: optimal control ; bilinear systems ; nilpotent Lie algebra ; products of exponentials
    Source: Springer Online Journal Archives 1860-2000
    Topics: Mathematics
    Notes: Abstract This paper derives some optimization results for bilinear systems using a higher-order method by characterizing them over matrix Lie groups. In the derivation of the results, first a bilinear system is transformed to a left-invariant system on matrix Lie groups. Then, the product of exponential representation is used to express this system in canonical form. Next, the conditions for optimality are obtained by the principles of variational calculus. It is demonstrated that closed-form analytical solutions exist for classes of bilinear systems whose Lie algebra are nilpotent.
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    Journal of optimization theory and applications 105 (2000), S. 441-455 
    ISSN: 1573-2878
    Keywords: expenditure patterns ; research and development ; optimal control ; calculus of variations
    Source: Springer Online Journal Archives 1860-2000
    Topics: Mathematics
    Notes: Abstract The optimal expenditure pattern for a double-path engineering project, i.e., a project composed of a nonroutine risky R&D path and a routine nonrisky preparatory path, manufacturing related or marketing related, is studied via the calculus of variations to derive a set of twin second-order nonlinear differential equations whose solution yields the optimal joint expenditure. Assuming independence between the risky and nonrisky paths, a constant return per unit time, a gamma-type unimodal conditional-completion density function for the R&D activity, and the principle of diminishing returns on the effort, we find an interesting interplay between the two paths for the peak position and termination of the expenditures. Counterintuitively, we find that the peak expenditure of the R&D path does not necessarily precede that of the preparatory path, although both path expenditure peaks obey the well-known Kamien–Schwartz theorem. That is, for both paths, the expenditure peak positions precede always the peak of the conditional-completion density function of the R&D path.
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  • 95
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    Journal of optimization theory and applications 107 (2000), S. 89-122 
    ISSN: 1573-2878
    Keywords: optimal control ; differential games ; Euler polygonal arcs ; nonsmooth analysis ; proximal aiming ; infinitesimal decrease ; discontinuous universal near-optimal feedback
    Source: Springer Online Journal Archives 1860-2000
    Topics: Mathematics
    Notes: Abstract For a general fixed-duration optimal control problem, the proximal aiming technique of nonsmooth analysis is employed in order to construct a discontinuous feedback law, whose Euler solutions are all optimal to within a prescribed tolerance, universally for all initial data in a prescribed bounded set. The technique is adapted in order to construct universal near-saddle points for two-player fixed-duration differential games of the Krasovskii–Subbotin type.
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    Journal of optimization theory and applications 92 (1997), S. 161-188 
    ISSN: 1573-2878
    Keywords: Production planning ; stochastic dynamic programming ; vanishing discount approach ; optimal control ; long-run average cost
    Source: Springer Online Journal Archives 1860-2000
    Topics: Mathematics
    Notes: Abstract This paper is concerned with the optimal production planning in a dynamic stochastic manufacturing system consisting of a single machine that is failure prone and facing a constant demand. The objective is to choose the rate of production over time in order to minimize the long-run average cost of production and surplus. The analysis proceeds with a study of the corresponding problem with a discounted cost. It is shown using the vanishing discount approach that the Hamilton–Jacobi–Bellman equation for the average cost problem has a solution giving rise to the minimal average cost and the so-called potential function. The result helps in establishing a verification theorem. Finally, the optimal control policy is specified in terms of the potential function.
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  • 97
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    Journal of optimization theory and applications 93 (1997), S. 27-51 
    ISSN: 1573-2878
    Keywords: Robust control ; multiobjective control ; optimal control ; $$\ell _1 $$ –control ; computational methods
    Source: Springer Online Journal Archives 1860-2000
    Topics: Mathematics
    Notes: Abstract In this paper, we study the $$\ell _1 $$ -optimal control problem with additional constraints on the magnitude of the closed-loop frequency response. In particular, we study the case of magnitude constraints at fixed frequency points (a finite number of such constraints can be used to approximate an $$H_\infty $$ -norm constraint). In previous work, we have shown that the primal-dual formulation for this problem has no duality gap and both primal and dual problems are equivalent to convex, possibly infinite-dimensional, optimization problems with LMI constraints. Here, we study the effect of approximating the convex magnitude constraints with a finite number of linear constraints and provide a bound on the accuracy of the approximation. The resulting problems are linear programs. In the one-block case, both primal and dual programs are semi-infinite dimensional. The optimal cost can be approximated, arbitrarily well from above and within any predefined accuracy from below, by the solutions of finite-dimensional linear programs. In the multiblock case, the approximate LP problem (as well as the exact LMI problem) is infinite-dimensional in both the variables and the constraints. We show that the standard finite-dimensional approximation method, based on approximating the dual linear programming problem by sequences of finite-support problems, may fail to converge to the optimal cost of the infinite-dimensional problem.
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    Journal of optimization theory and applications 93 (1997), S. 597-607 
    ISSN: 1573-2878
    Keywords: Optimal control ; gradient flows ; optimization ; decentralized systems ; performance index
    Source: Springer Online Journal Archives 1860-2000
    Topics: Mathematics
    Notes: Abstract In this paper, the problem of computing the suboptimal output feedback gains of decentralized control systems is investigated. First, the problem is formulated. Then, the gradient matrices based on the index function are derived and a new algorithm is established based on some nice properties. This algorithm shows that a suboptimal gain can be computed by solving several ordinary differential equations (ODEs). In order to find an initial condition for the ODEs, an algorithm for finding a stabilizing output feedback gain is exploited, and the convergence of this algorithm is discussed. Finally, an example is given to illustrate the proposed algorithm.
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    Journal of optimization theory and applications 95 (1997), S. 565-580 
    ISSN: 1573-2878
    Keywords: Brownian motion ; diffusion processes ; observers ; dynamic sampling ; optimal control
    Source: Springer Online Journal Archives 1860-2000
    Topics: Mathematics
    Notes: Abstract Dynamic sampling utilizes the option of varying the sampling rates according to the situation of the systems, thus obtaining procedures with improved efficiencies. In this paper, the technique is applied to a typical problem in optimal control theory, that of tracking and controlling the position of an object. It is shown that the dynamic sampling results in a significantly improved procedure for this case, even when applying a suboptimal policy which can be analyzed in closed form.
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    Journal of optimization theory and applications 95 (1997), S. 467-499 
    ISSN: 1573-2878
    Keywords: Flight mechanics ; astrodynamics ; celestial mechanics ; Earth-to-Mars missions ; departure window ; arrival window ; optimization ; sequential gradient-restoration algorithm
    Source: Springer Online Journal Archives 1860-2000
    Topics: Mathematics
    Notes: Abstract This paper deals with the optimal transfer of a spacecraft from a low Earth orbit (LEO) to a low Mars orbit (LMO). The transfer problem is formulated via a restricted four-body model in that the spacecraft is considered subject to the gravitational fields of Earth, Mars, and Sun along the entire trajectory. This is done to achieve increased accuracy with respect to the method of patched conics. The optimal transfer problem is solved via the sequential gradient-restoration algorithm employed in conjunction with a variable-stepsize integration technique to overcome numerical difficulties due to large changes in the gravitational field near Earth and near Mars. The optimization criterion is the total characteristic velocity, namely, the sum of the velocity impulses at LEO and LMO. The major parameters are four: velocity impulse at launch, spacecraft vs. Earth phase angle at launch, planetary Mars/Earth phase angle difference at launch, and transfer time. These parameters must be determined so that ΔV is minimized subject to tangential departure from circular velocity at LEO and tangential arrival to circular velocity at LMO. For given LEO and LMO radii, a departure window can be generated by changing the planetary Mars/Earth phase angle difference at launch, hence changing the departure date, and then reoptimizing the transfer. This results in a one-parameter family of suboptimal transfers, characterized by large variations of the spacecraft vs. Earth phase angle at launch, but relatively small variations in transfer time and total characteristic velocity. For given LEO radius, an arrival window can be generated by changing the LMO radius and then recomputing the optimal transfer. This leads to a one-parameter family of optimal transfers, characterized by small variations of launch conditions, transfer time, and total characteristic velocity, a result which has important guidance implications. Among the members of the above one-parameter family, there is an optimum–optimorum trajectory with the smallest characteristic velocity. This occurs when the radius of the Mars orbit is such that the associated period is slightly less than one-half Mars day.
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