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  • Articles  (2,913)
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  • 1
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    Springer
    Journal of optimization theory and applications 106 (2000), S. 23-48 
    ISSN: 1573-2878
    Keywords: Optimal control ; investment policy ; tax depreciation ; economic depreciation
    Source: Springer Online Journal Archives 1860-2000
    Topics: Mathematics
    Notes: Abstract This paper analyzes the investment policy consequences of incorporating a tax depreciation rate different from the economic depreciation rate. Most often, firms choose their tax depreciation rate in a strategic way. Therefore, it would be a coincidence, should the optimization process lead to a tax depreciation rate that equals the economic depreciation rate. The implications of a difference between tax depreciation rate and economic depreciation rate are investigated in an optimal control model for the determination of the firm investment policy over time.
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  • 2
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    Journal of global optimization 17 (2000), S. 97-126 
    ISSN: 1573-2916
    Keywords: Differential-algebraic equations ; Global optimization ; Optimal control
    Source: Springer Online Journal Archives 1860-2000
    Topics: Mathematics
    Notes: Abstract The accurate solution of optimal control problems is crucial in many areas of engineering and applied science. For systems which are described by a nonlinear set of differential-algebraic equations, these problems have been shown to often contain multiple local minima. Methods exist which attempt to determine the global solution of these formulations. These algorithms are stochastic in nature and can still get trapped in local minima. There is currently no deterministic method which can solve, to global optimality, the nonlinear optimal control problem. In this paper a deterministic global optimization approach based on a branch and bound framework is introduced to address the nonlinear optimal control problem to global optimality. Only mild conditions on the differentiability of the dynamic system are required. The implementa-tion of the approach is discussed and computational studies are presented for four control problems which exhibit multiple local minima.
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  • 3
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    Journal of theoretical probability 12 (1999), S. 255-270 
    ISSN: 1572-9230
    Keywords: Optimal control ; stochastic differential equations ; convergence in law ; unbounded control set ; suboptimal control
    Source: Springer Online Journal Archives 1860-2000
    Topics: Mathematics
    Notes: Abstract We describe a change of time technique for stochastic control problems with unbounded control set. We demonstrate the technique on a class of maximization problems that do not have optimal controls. Given such a problem, we introduce an extended problem which has the same value function as the original problem and for which there exist optimal controls that are expressible in simple terms. This device yields a natural sequence of suboptimal controls for the original problem. By this we mean a sequence of controls for which the payoff functions approach the value function.
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  • 4
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    Journal of optimization theory and applications 103 (1999), S. 641-655 
    ISSN: 1573-2878
    Keywords: Optimal control ; Haar wavelets
    Source: Springer Online Journal Archives 1860-2000
    Topics: Mathematics
    Notes: Abstract This paper introduces the application of Haar wavelets to the optimal control synthesis for linear time-varying systems. Based upon some useful properties of Haar wavelets, a special product matrix, a related coefficient matrix, and an operational matrix of backward integration are proposed to solve the adjoint equation of optimization. The results obtained by the proposed Haar approach are almost the same as those obtained by the conventional Riccati method.
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  • 5
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    Journal of optimization theory and applications 101 (1999), S. 623-649 
    ISSN: 1573-2878
    Keywords: Optimal control ; state-constrained problems ; numerical algorithms
    Source: Springer Online Journal Archives 1860-2000
    Topics: Mathematics
    Notes: Abstract In this paper, we describe the implementation aspects of an optimization algorithm for optimal control problems with control, state, and terminal constraints presented in our earlier paper. The important aspect of the implementation is that, in the direction-finding subproblems, it is necessary only to impose the state constraint at relatively few points in the time involved. This contributes significantly to the algorithmic efficiency. The algorithm is applied to solve several optimal control problems, including the problem of the abort landing of an aircraft in the presence of windshear.
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  • 6
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    Journal of optimization theory and applications 103 (1999), S. 75-93 
    ISSN: 1573-2878
    Keywords: Optimal control ; state inequality constraints ; global state space form ; differential-algebraic boundary-value problems ; minimal coordinates ; trajectory optimization
    Source: Springer Online Journal Archives 1860-2000
    Topics: Mathematics
    Notes: Abstract A new approach based on a global state space form is introduced for solving trajectory optimization problems with state inequality constraints via indirect methods. The use of minimal coordinates on a boundary arc of the state constraint eliminates severe problems, which occur for standard methods and are due to the appearance of differential-algebraic boundary-value problems. Together with a hybrid approach and a careful treatment of some interior-point conditions, we obtain an efficient and reliable solution method.
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  • 7
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    Journal of optimization theory and applications 103 (1999), S. 623-640 
    ISSN: 1573-2878
    Keywords: Optimal control ; discrete systems ; Haar wavelets
    Source: Springer Online Journal Archives 1860-2000
    Topics: Mathematics
    Notes: Abstract The state analysis and optimal control of time-varying discrete systems via Haar wavelets are the main tasks of this paper. First, we introduce the definition of discrete Haar wavelets. Then, a comparison between Haar wavelets and other orthogonal functions is given. Based upon some useful properties of the Haar wavelets, a special product matrix and a related coefficient matrix are proposed; also, a shift matrix and a summation matrix are derived. These matrices are very effective in solving our problems. The local property of the Haar wavelets is applied to shorten the calculation procedures.
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  • 8
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    Journal of optimization theory and applications 100 (1999), S. 435-439 
    ISSN: 1573-2878
    Keywords: Optimal control ; flow round obstacles ; Pontryagin principle ; discretization
    Source: Springer Online Journal Archives 1860-2000
    Topics: Mathematics
    Notes: Abstract A question of flow around an obstacle leads to an optimal control problem. If an optimum path exists, then it is calculable from the Pontryagin principle. The optimum is verified to be reached, using a discretization of the problem.
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  • 9
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    Journal of optimization theory and applications 101 (1999), S. 259-283 
    ISSN: 1573-2878
    Keywords: Optimal control ; dynamic programming ; interior-point methods ; sequential quadratic programming
    Source: Springer Online Journal Archives 1860-2000
    Topics: Mathematics
    Notes: Abstract A dynamic programming method is presented for solving constrained, discrete-time, optimal control problems. The method is based on an efficient algorithm for solving the subproblems of sequential quadratic programming. By using an interior-point method to accommodate inequality constraints, a modification of an existing algorithm for equality constrained problems can be used iteratively to solve the subproblems. Two test problems and two application problems are presented. The application examples include a rest-to-rest maneuver of a flexible structure and a constrained brachistochrone problem.
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  • 10
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    Journal of optimization theory and applications 100 (1999), S. 515-525 
    ISSN: 1573-2878
    Keywords: Optimal control ; linear-quadratic control ; time-varying feedback
    Source: Springer Online Journal Archives 1860-2000
    Topics: Mathematics
    Notes: Abstract This paper discusses the performance of controlled linear dynamic systems that use time-varying feedforward signals and time-varying linear-quadratic (LQ) feedback gains. Such a time-varying LQ controller can bring a dynamic system to a desired final state in roughly half the time required by a time-invariant LQ controller, since it pushes at both ends, i.e., it uses significant control effort near the end of the maneuver, as well as at the beginning, to meet the specified end conditions; there is no overshoot and no settling time. This requires a more complex controller and some care with the high gains near the final time. A MATLAB3 code is listed that synthesizes and simulates zero-order-hold time-varying LQ controllers. The precision landing of a helicopter using four controls is treated as an example.
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  • 11
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    Journal of optimization theory and applications 101 (1999), S. 651-676 
    ISSN: 1573-2878
    Keywords: Optimal control ; dynamic models ; optimal growth ; turnpike theorems
    Source: Springer Online Journal Archives 1860-2000
    Topics: Mathematics
    Notes: Abstract A neighborhood turnpike theorem is proved for continuous-time, infinite-horizon optimization models with positive discounting. Our approach is a primal one and no differentiability assumption is made. The basic hypothesis is a condition of uniform concavity at the point defining the undiscounted steady state. The main novelty here is that we formulate the theorem by taking the undiscounted steady state as the turnpike.
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  • 12
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    Neural computing & applications 7 (1998), S. 295-308 
    ISSN: 1433-3058
    Keywords: Adaptive ; Backpropagation ; Multivariable ; Neural networks ; Optimal control ; Submarine
    Source: Springer Online Journal Archives 1860-2000
    Topics: Computer Science , Mathematics
    Notes: Abstract Recently, there have been many attempts to use neural networks as a feedback controller. However, most of the reported cases seek to control Single-Input Single-Output (SISO) systems using some sort of adaptive strategy. In this paper, we demonstrate that neural networks can be used for the control of complex multivariable, rather than simply SISO, systems. A modified direct control scheme using a neural network architecture is used with backpropagation as the adaptive algorithm. The proposed algorithm is designed for Multi-Input Multi-Output (MIMO) systems, and is similar to that proposed by Saerens and Soquet [1] and Goldenthal and Farrell [2] for (SISO) systems, and differs only in the form of the gradient approximation. As an example of the application of this approach, we investigate the control of the dynamics of a submarine vehicle with four inputs and four outputs, in which the differential stern, bow and rudder control surfaces are dynamically coordinated to cause the submarine to follow commanded changes in roll, yaw rate, depth rate and pitch attitude. Results obtained using this scheme are compared with those obtained using optimal linear quadratic control.
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  • 13
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    Journal of optimization theory and applications 97 (1998), S. 623-644 
    ISSN: 1573-2878
    Keywords: Optimal control ; bang-bang control ; free boundary problems ; parabolic equations ; homogenizations ; optimality conditions
    Source: Springer Online Journal Archives 1860-2000
    Topics: Mathematics
    Notes: Abstract We study a simple model of chemical vapor deposition on a silicon wafer. The control is the flux of chemical species, and the objective is to grow the semiconductor film so that its surface attains a prescribed profile as nearly as possible. The surface is spatially fast oscillating due to the small feature scale, and therefore the problem is formulated in terms of its homogenized approximation. We prove that the optimal control is bang-bang, and we use this information to develop a numerical scheme for computing the optimal control.
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  • 14
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    Journal of global optimization 13 (1998), S. 43-59 
    ISSN: 1573-2916
    Keywords: Resource constrained scheduling ; renewable and nonrenewable resources ; Optimal control
    Source: Springer Online Journal Archives 1860-2000
    Topics: Mathematics
    Notes: Abstract The paper addresses problems of allocating continuously divisible resources among multiple production activities. The resources are allowed to be doubly constrained, so that both usage at every point of time and cumulative consumption over a planning horizon are limited as it is often the case in project and production scheduling. The objective is to track changing in time demands for the activities as closely as possible. We propose a general continuous-time model that states the problem in a form of the optimal control problem with non-linear speed-resource usage functions. With the aid of the maximum principle, properties of the solutions are derived to characterize optimal resource usage policies. On the basis of this analytical investigation, numerical scheduling methods are suggested and computationally studied.
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  • 15
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    Journal of optimization theory and applications 98 (1998), S. 65-82 
    ISSN: 1573-2878
    Keywords: Optimal control ; switching times ; state jumps ; transformations ; optimal parameter selection problem ; automatic differentiation
    Source: Springer Online Journal Archives 1860-2000
    Topics: Mathematics
    Notes: Abstract In this paper, we consider a class of optimal control problems in which the dynamical system involves a finite number of switching times together with a state jump at each of these switching times. The locations of these switching times and a parameter vector representing the state jumps are taken as decision variables. We show that this class of optimal control problems is equivalent to a special class of optimal parameter selection problems. Gradient formulas for the cost functional and the constraint functional are derived. On this basis, a computational algorithm is proposed. For illustration, a numerical example is included.
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  • 16
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    Journal of global optimization 12 (1998), S. 215-223 
    ISSN: 1573-2916
    Keywords: Optimal control ; Exact penalization ; Directional differentiability ; Subdifferentiability ; Necessary optimality conditions ; Nonsmooth analysis
    Source: Springer Online Journal Archives 1860-2000
    Topics: Mathematics
    Notes: Abstract The nonsmoothness is viewed by many people as at least an undesirable (if not unavoidable) property. Our aim here is to show that recent developments in Nonsmooth Analysis (especially in Exact Penalization Theory) allow one to treat successfully even some quite ‘smooth’ problems by tools of Nonsmooth Analysis and Nondifferentiable Optimization. Our approach is illustrated by one Classical Control Problem of finding optimal parameters in a system described by ordinary differential equations.
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  • 17
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    Journal of global optimization 13 (1998), S. 109-122 
    ISSN: 1573-2916
    Keywords: Optimal control ; Pontryagin maximum principle ; Global optimality
    Source: Springer Online Journal Archives 1860-2000
    Topics: Mathematics
    Notes: Abstract Let a trajectory and control pair $$(\bar x{\text{, }}\bar u{\text{)}}$$ maximize globally the functional g(x(T)) in the basic optimal control problem. Then (evidently) any pair (x,u) from the level set of the functional g corresponding to the value g( $$\bar x$$ (T)) is also globally optimal and satisfies the Pontryagin maximum principle. It is shown that this necessary condition for global optimality of $$(\bar x{\text{, }}\bar u{\text{)}}$$ turns out to be a sufficient one under the additional assumption of nondegeneracy of the maximum principle for every pair (x,u) from the above-mentioned level set. In particular, if the pair $$(\bar x{\text{, }}\bar u{\text{)}}$$ satisfies the Pontryagin maximum principle which is nondegenerate in the sense that for the Hamiltonian H, we have along the pair $$(\bar x{\text{, }}\bar u{\text{)}}$$ $$\mathop {{\text{max}}}\limits_u {\text{ }}H$$ ≢ $$\mathop {{\text{min}}}\limits_u {\text{ }}H$$ on [0,T], and if there is no another pair (x,u) such that g(x(T))=g( $$\bar x$$ (T)), then $$(\bar x{\text{, }}\bar u{\text{)}}$$ is a global maximizer.
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  • 18
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    Journal of optimization theory and applications 99 (1998), S. 1-22 
    ISSN: 1573-2878
    Keywords: Optimal control ; dynamical systems ; decomposition ; aggregation
    Source: Springer Online Journal Archives 1860-2000
    Topics: Mathematics
    Notes: Abstract This paper is concerned with the reduction of a class of optimal control problems to simpler problems by using decomposition and aggregation. Decomposition is shown to provide a good approximation when the system dynamics involve nearly decomposable matrices or variables with strong and weak interactions. Aggregation provides a good approximation if each of the decomposed matrices has one or more dominant eigenvalues. It is shown how one can construct nearly-optimal controls for the given system from the optimal solutions of the simpler reduced problems.
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  • 19
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    Journal of mathematical biology 35 (1997), S. 775-792 
    ISSN: 1432-1416
    Keywords: Key words: Chemotherapy ; HIV ; Optimal control ; Ordinary differential equation system
    Source: Springer Online Journal Archives 1860-2000
    Topics: Biology , Mathematics
    Notes: Abstract.  Using an existing ordinary differential equation model which describes the interaction of the immune system with the human immunodeficiency virus (HIV), we introduce chemotherapy in an early treatment setting through a dynamic treatment and then solve for an optimal chemotherapy strategy. The control represents the percentage of effect the chemotherapy has on the viral production. Using an objective function based on a combination of maximizing benefit based on T cell counts and minimizing the systemic cost of chemotherapy (based on high drug dose/strength), we solve for the optimal control in the optimality system composed of four ordinary differential equations and four adjoint ordinary differential equations.
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  • 20
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    Acta mathematicae applicatae sinica 13 (1997), S. 425-437 
    ISSN: 1618-3932
    Keywords: Optimal control ; tandem queueing system
    Source: Springer Online Journal Archives 1860-2000
    Topics: Mathematics
    Notes: Abstract We consider a two-station tandem queue with no intermediate buffer. Jobs at the first station may be blocked when the following station is occupied by another job. The objective is to control the arrival and departure processes, subject to some capacity limits, so that an expected discounted profit function is maximized. We prove that the optimal control policy is of a threshold type, and the characterization of the threshold is provided.
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  • 21
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    Mathematics of control, signals, and systems 10 (1997), S. 247-264 
    ISSN: 1435-568X
    Keywords: Descriptor systems ; Differential algebraic equations ; Optimal control ; Strangeness index ; Riccati differential-algebraic equations ; Euler-Lagrange equations ; Linear feedback
    Source: Springer Online Journal Archives 1860-2000
    Topics: Electrical Engineering, Measurement and Control Technology , Mathematics , Technology
    Notes: Abstract We study linear quadratic optimal control problems for linear variable coefficient descriptor systems. Generalization from the case of standard control problems leads to several difficulties. We discuss a behavioral approach that solves some of these difficulties. Furthermore, an analysis of general rectangular systems is given and generalized Euler-Lagrange equations and Riccati differential algebraic equations are discussed.
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  • 22
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    Journal of optimization theory and applications 95 (1997), S. 101-126 
    ISSN: 1573-2878
    Keywords: Optimal control ; Lagrange multipliers ; augmented Lagrangians ; variational inequalities
    Source: Springer Online Journal Archives 1860-2000
    Topics: Mathematics
    Notes: Abstract We investigate optimal control problems governed by variational inequalities involving constraints on the control, and more precisely the example of the obstacle problem. In this paper, we discuss some augmented Lagrangian algorithms to compute the solution.
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  • 23
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    Mathematical methods of operations research 45 (1997), S. 63-79 
    ISSN: 1432-5217
    Keywords: Optimal control ; Markov decision processes ; light traffic ; discounted cost ; average cost
    Source: Springer Online Journal Archives 1860-2000
    Topics: Mathematics , Economics
    Notes: Abstract We consider Markov Decision Processes under light traffic conditions. We develop an algorithm to obtain asymptotically optimal policies for both the total discounted and the average cost criterion. This gives a general framework for several light traffic results in the literature. We illustrate the method by deriving the asymptotically optimal control of a simple ATM network.
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  • 24
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    Journal of optimization theory and applications 93 (1997), S. 103-119 
    ISSN: 1573-2878
    Keywords: Optimal control ; variational convergence ; functional differential equations
    Source: Springer Online Journal Archives 1860-2000
    Topics: Mathematics
    Notes: Abstract The paper deals with the variational convergence of a sequence of optimal control problems for functional differential state equations with deviating argument. Variational limit problems are found under various conditions of convergence of the input data. It is shown that, upon sufficiently weak assumptions on convergence of the argument deviations, the limit problem can assume a form different from that of the whole sequence. In particular, it can be either an optimal control problem for an integro-differential equation or a purely variational problem. Conditions are found under which the limit problem preserves the form of the original sequence.
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  • 25
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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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  • 26
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    Journal of optimization theory and applications 94 (1997), S. 273-309 
    ISSN: 1573-2878
    Keywords: Optimal control ; Euler flow equations ; sequential quadratic programming
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    Topics: Mathematics
    Notes: Abstract In this paper, we study a design problem for a duct flow with a shock. The presence of the shock causes numerical difficulties. Good shock-capturing schemes with low continuity properties often cannot be combined successfully with efficient optimization methods requiring smooth functions. A remedy studied in this paper is to introduce the shock location as an explicit variable. This allows one to fit the shock and yields a problem with sufficiently smooth functions. We prove the existence of optimal solutions, Fréchet differentiability, and the existence of Lagrange multipliers. In the second part, we introduce and investigate the discrete problem and study the relations between the optimality conditions for the infinite-dimensional problem and the discretized one. This reveals important information for the numerical solution of the problem. Numerical examples are given to demonstrate the theoretical findings.
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  • 27
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    Journal of optimization theory and applications 94 (1997), S. 155-168 
    ISSN: 1573-2878
    Keywords: Optimal control ; Bellman function ; value function
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    Topics: Mathematics
    Notes: Abstract In this paper, time-optimal control problems with closed terminal sets are considered. We give conditions which guarantee the Bellman function to be Hölder and Lipschitz continuous. We then prove that the condition for Lipschitz continuity is also necessary.
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  • 28
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    Journal of optimization theory and applications 95 (1997), S. 323-346 
    ISSN: 1573-2878
    Keywords: Optimal control ; sequential quadratic programming ; dynamic programming ; Newton method
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    Topics: Mathematics
    Notes: Abstract Efficient sequential quadratic programming (SQP) implementations are presented for equality-constrained, discrete-time, optimal control problems. The algorithm developed calculates the search direction for the equality-based variant of SQP and is applicable to problems with either fixed or free final time. Problem solutions are obtained by solving iteratively a series of constrained quadratic programs. The number of mathematical operations required for each iteration is proportional to the number of discrete times N. This is contrasted by conventional methods in which this number is proportional to N 3. The algorithm results in quadratic convergence of the iterates under the same conditions as those for SQP and simplifies to an existing dynamic programming approach when there are no constraints and the final time is fixed. A simple test problem and two application problems are presented. The application examples include a satellite dynamics problem and a set of brachistochrone problems involving viscous friction.
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    Applied mathematics & optimization 33 (1996), S. 1-33 
    ISSN: 1432-0606
    Keywords: Optimal control ; Value function ; Analytic semigroups ; Semiconcave functions ; Distributed parameter systems ; 49K20 ; 49L20 ; 47B44 ; 49J52
    Source: Springer Online Journal Archives 1860-2000
    Topics: Mathematics
    Notes: Abstract In this paper we continue to study properties of the value function and of optimal solutions of a semilinear Mayer problem in infinite dimensions. Applications concern systems governed by a state equation of parabolic type. In particular, the issues of the joint Lipschitz continuity and semiconcavity of the value function are treated in order to investigate the differentiability of the value function along optimal trajectories.
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    Algorithmica 15 (1996), S. 17-49 
    ISSN: 1432-0541
    Keywords: Scheduling ; Multiprocessor scheduling ; Parallel algorithms ; NP-completeness ; Theoretical computer science ; Operations research ; Optimal control
    Source: Springer Online Journal Archives 1860-2000
    Topics: Computer Science , Mathematics
    Notes: Abstract In this paper we present several new results in the theory of homogeneous multiprocessor scheduling. We start with some assumptions about the behavior of tasks, with associated precedence constraints, as processor power is applied. We assume that as more processors are applied to a task, the time taken to compute it decreases, yielding some speedup. Because of communication, synchronization, and task scheduling overhead, this speedup increases less than linearly with the number of processors applied. We also assume that the number of processors which can be assigned to a task is a continuous variable, with a view to exploiting continuous mathematics. The optimal scheduling problem is to determine the number of processors assigned to each task, and task sequencing, to minimize the finishing time. These assumptions allow us to recast the optimal scheduling problem in a form which can be addressed by optimal control theory. Various theorems can be proven which characterize the optimal scheduling solution. Most importantly, for the special case where the speedup function of each task isp α , wherep is the amount of processing power applied to the task, we can directly solve our equations for the optimal solution. In this case, for task graphs formed from parallel and series connections, the solution can be derived by inspection. The solution can also be shown to be shortest path from the initial to the final state, as measured by anl 1/α distance metric, subject to obstacle constraints imposed by the precedence constraints.
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    Applied mathematics & optimization 34 (1996), S. 191-230 
    ISSN: 1432-0606
    Keywords: Optimal control ; Retarded systems ; Control in infinite-dimensional state space ; Primary 49K25 ; Secondary 34K35
    Source: Springer Online Journal Archives 1860-2000
    Topics: Mathematics
    Notes: Abstract Necessary conditions are proved for the optimal control of solutions of ordinary and retarded differential equations in a Banach state space, with mixed and pure state restrictions. The treatment includes the possibility of point targets. A generalization of earlier results for finite-dimensional or Hilbert state spaces is obtained.
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    Applied mathematics & optimization 33 (1996), S. 227-252 
    ISSN: 1432-0606
    Keywords: Lagrange-Newton method ; Sequential quadratic programming ; Optimal control ; Weakly singular Hammerstein integral equations ; Control constraints ; 49M05 ; 49K22
    Source: Springer Online Journal Archives 1860-2000
    Topics: Mathematics
    Notes: Abstract We investigate local convergence of an SQP method for nonlinear optimal control of weakly singular Hammerstein integral equations. Sufficient conditions for local quadratic convergence of the method are discussed.
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    Journal of optimization theory and applications 89 (1996), S. 129-155 
    ISSN: 1573-2878
    Keywords: Optimal control ; stochastic control ; Hamilton-Jacobi-Bellman equation ; environmental problems ; dynamics of the firm ; marketable permits
    Source: Springer Online Journal Archives 1860-2000
    Topics: Mathematics
    Notes: Abstract This contribution attempts to determine the effects of environmental regulation on the growth of an individual firm. Here, it is assumed that the firm revenue is stochastic. The government tries to reduce pollution by creating a market on which the firm has to buy permits in order to be allowed to pollute the environment. Pollution is an inevitable byproduct of the firm production process, and in our model the firm is offered two ways to deal with it. The first is to buy marketable permits, and the second is to clean up pollution which can be achieved through investing in abatement capital stock. It turns out that the firm optimal trajectory consists of at most seven different policies. They can be depicted in a feedback diagram from which we can conclude that, provided that the firm never faces a shortage of cash, productive and abatement capital stocks ultimately reach their equilibrium levels where marginal revenue equals marginal costs.
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    Journal of optimization theory and applications 89 (1996), S. 351-372 
    ISSN: 1573-2878
    Keywords: Optimal control ; bounded state ; inequality constraints
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    Topics: Mathematics
    Notes: Abtract Various methods have been proposed for the numerical solution of optimal control problems with bounded state variables. In this paper, a new method is put forward and compared with two other methods, one of which makes use of adjoint variables whereas the other does not. Some conclusions are drawn on the usefulness of the three methods involved.
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    Journal of optimization theory and applications 91 (1996), S. 299-320 
    ISSN: 1573-2878
    Keywords: Optimal control ; limit cycles ; Hopf bifurcation
    Source: Springer Online Journal Archives 1860-2000
    Topics: Mathematics
    Notes: Abstract The purpose of this paper is to characterize pathways to Hopf bifurcation in continuous time, concave, two-dimensional optimal control models. It is shown that essentially two pathways exist: control-state interaction and growth. The knowledge of such pathways provides a criterion at the stage of modelling on the potential complexity of optimal trajectories.
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    Communications in Numerical Methods in Engineering 12 (1996), S. 13-20 
    ISSN: 1069-8299
    Keywords: open channel flows ; Riemann solver ; Engineering ; Engineering General
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    Topics: Mathematics , Technology
    Notes: An efficient numerical method is developed for the one-dimensional open channel flow equations. The scheme is a modification of one presented recently, but with an improvement in the efficiency made through the use of the arithmetic mean as an average of flow variables across the interface between adjacent states. Numerical results are shown for two problems, and an indication of the efficiency gained is given.
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    Communications in Numerical Methods in Engineering 12 (1996), S. 21-29 
    ISSN: 1069-8299
    Keywords: finite element systems ; elliptic partial differential equations ; approximate LU factorization ; explicit matrix inversion ; preconditioning ; Engineering ; Engineering General
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    Notes: A new class of explicit generalized approximate inverse finite element matrix algorithmic methods, based on the concept of LU-sparse factorization procedures, without inverting the decomposition factors, has recently been introduced. The large sparse unsymmetric coefficient matrix of irregular structure is factorized approximately and, in conjunction with approximate inverse matrix techniques, yields explicit preconditioned methods for the finite element (FE) and finite difference (FD) method. The numerical implementation of these algorithms is presented and Fortran subroutines for the efficient solution of the sparse unsymmetric linear systems are given.
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    Communications in Numerical Methods in Engineering 12 (1996), S. 147-148 
    ISSN: 1069-8299
    Keywords: Engineering ; Engineering General
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    Communications in Numerical Methods in Engineering 12 (1996), S. 149-150 
    ISSN: 1069-8299
    Keywords: Engineering ; Engineering General
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    Communications in Numerical Methods in Engineering 12 (1996), S. 63-73 
    ISSN: 1069-8299
    Keywords: asymptotic solution ; natural frequencies ; membrane vibrations ; Engineering ; Engineering General
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    Notes: In the paper an asymptotic formula has been developed to correct the discretization error for the finite element predicted natural frequencies of membrane transverse vibration problems. The general idea behind deriving this asymptotic formula is that, when the finite element size approaches zero, a discretized finite element system approaches a continuous system and the predicted natural frequencies of the system from the finite element analysis therefore approach the exact solutions of the system. Without losing generality, several different finite element mesh patterns have been considered and the same asymptotic formula for correcting the finite element predicted natural frequency has been obtained for all the different mesh patterns because of the uniqueness of the exact solution to the natural frequency of a real structure. The usefulness, effectiveness and efficiency of the present asymptotic formula have been assessed by a simple but critical problem, for which the exact solution is available for comparison. In order to investigate the applicability of the asymptotic formula to practical engineering problems, two challenging membrane vibration problems of irregular shapes, an L-shape and a tapered shape with a circular hole in the centre, have also been analysed. The related numerical results have demonstrated that the asymptotic formula provides a very useful post-processing error corrector for the finite element predicted natural frequencies of membrane transverse vibration problems, even though the problem domains are of irregular shape. The greatest advantage in using the present asymptotic formula is that it yields a solution of higher accuracy, by simply using the formula to correct the rough solution obtained from a much coarser finite element mesh with fewer degrees of freedom, without any further finite element calculation.
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    Communications in Numerical Methods in Engineering 12 (1996), S. 107-114 
    ISSN: 1069-8299
    Keywords: beam ; vibration ; trial functions ; Ritz method ; Engineering ; Engineering General
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    Topics: Mathematics , Technology
    Notes: Free vibration of beams with intermediate point supports is studied by the classical Ritz method within the context of Euler beam theory. For the Ritz method, the displacement of a beam is approximated by a set of admissible trial functions which must satisfy the kinematic conditions at the ends and intermediate supports of the beam. To this end, a polynomial is superimposed on the conventional single-span beam vibration functions to form continuous-span or modified beam vibration functions. These modified beam functions are taken as the admissible trial functions for subsequent formulation. Stiffness and mass matrices are formulated using the conventional procedure and the resulting linear eigen-equation can be solved easily. A number of numerical examples are given to demonstrate the accuracy and efficiency of the present method.
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    Communications in Numerical Methods in Engineering 12 (1996), S. 141-145 
    ISSN: 1069-8299
    Keywords: numerical integration ; Gauss quadrature rules ; Engineering ; Engineering General
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    Notes: The advance of powerful software for symbolic and numerical computations such as Mathematica sheds a new light on a paper by Golub and Welsch from 1969. Based on this paper the author describes a Mathematica procedure for determining the weights and abscissae of a Gauss quadrature rule with a user-defined weight function. After a brief description of the algorithm and its implementation examples demonstrate the usefulness of the procedure. The procedure is extremely useful if one has to compute many integrals with the same, possibly weakly singular, weight function. This might happen, for example, in the boundary element method.
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    Communications in Numerical Methods in Engineering 12 (1996), S. 127-134 
    ISSN: 1069-8299
    Keywords: Laplace equation ; singularities ; boundary integral method ; Engineering ; Engineering General
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    Notes: The authors present a new singular function boundary integral method for the numerical solution of problems with singularities which is based on approximation of the solution by the leading terms of the local asymptotic expansion. The essential boundary conditions are weakly enforced by means of appropriate Lagrange multipliers. The method is applied to a benchmark Laplace-equation problem, the Motz problem, giving extremely accurate estimates for the leading singular coefficients. The method converges exponentially with the number of singular functions and requires a low computational cost. Comparisons are made to the analytical solution and other numerical methods.
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    Communications in Numerical Methods in Engineering 12 (1996), S. 115-125 
    ISSN: 1069-8299
    Keywords: experimental measurements ; filtering ; dynamics ; structures ; models ; Engineering ; Engineering General
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    Notes: The paper presents a filtering algorithm which corrects the results of measurements of certain physical quantities if some information about the model of the system is known. The results of measurements are not only obtained in an explicit form for the considered variable but also in a form of dependent variables which are related to the measured quantity by certain mathematical relations. Combining the information obtained from different measurements, much better accuracy can be reached. It is proved that the proposed algorithm is able not only to enhance the measured data but also to detect the errors of the instruments.
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    Communications in Numerical Methods in Engineering 12 (1996) 
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    Keywords: Engineering ; Engineering General
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    Communications in Numerical Methods in Engineering 12 (1996), S. 221-222 
    ISSN: 1069-8299
    Keywords: Engineering ; Engineering General
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    Communications in Numerical Methods in Engineering 12 (1996), S. 151-159 
    ISSN: 1069-8299
    Keywords: response reanalysis ; structural modifications ; matrix partitioning ; Sherman-Morrison formula ; Engineering ; Engineering General
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    Notes: The paper lays out an exact method, using the receptance strategy, to calculate the frequency response of a modified structure. A direct inversion of the modified impedance matrix is proposed, which reduces the computation time for successive calculations of an evolving design of the structure.
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    Communications in Numerical Methods in Engineering 12 (1996), S. 175-180 
    ISSN: 1069-8299
    Keywords: permanent capillar-heavy waves ; conformal mapping ; circular shaped channels ; Zeidler's method ; Engineering ; Engineering General
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    Notes: E. Zeidler gave an existence and uniqueness proof for permanent heavy and capillar-heavy waves in circular shaped channels. Based on this proof and on a general computational method for constructing the solutions numerically given by the author (1991), the case of permanent heavy waves in circular shaped channels was recently computed by the author. In this work the case of permanent capillar-heavy waves in circular shaped channels is considered.
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    Communications in Numerical Methods in Engineering 12 (1996), S. 161-173 
    ISSN: 1069-8299
    Keywords: inverse identification ; non-linear behaviour ; material parameters ; sensitivity analysis ; finite elements ; Engineering ; Engineering General
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    Notes: The identification of materials rheological behaviour in the non-linear range is based on experimental tests. When using direct identification methods, one faces the problem of the interpretation of the experimental tests, which requires the assumption of deformation homogeneity and therefore the use of approximation methods. Since this assumption is often not satisfied in the case of non-linear behaviour, material parameters are not assessed precisely. In the paper, an inverse identification method is proposed to avoid the problems raised by interpretation of the experimental tests and to determine material parameters more accurately. The algorithm developed consists of both an optimization method and a finite element method. This method is applied to the inverse identification of viscoplastic parameters of an aluminium alloy, with an investigation on the effect of the initial guess and errors in experimental data on the identified values.
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    Communications in Numerical Methods in Engineering 12 (1996), S. 181-184 
    ISSN: 1069-8299
    Keywords: finite elements ; infinite elements ; mapping functions ; unbounded domains ; Engineering ; Engineering General
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    Notes: A few of the published three-dimensional Serendipity infinite element mapping functions have been discovered to be in error. The paper gives corrected versions of the defective mapping functions. The problems only relate to three-dimensional elements of the Serendipity type, when they extend to infinity in two or more directions. The new version of the mapping functions have been tested and appear to be robust.
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    Communications in Numerical Methods in Engineering 12 (1996), S. 185-196 
    ISSN: 1069-8299
    Keywords: homogenization ; boundary conditions ; periodicity ; finite element ; Engineering ; Engineering General
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    Notes: The numerical solution of homogenization equations by the finite element (FE) method is explained briefly. The issue of extracting boundary conditions from the periodicity assumption is addressed and a direct method utilizing symmetry is presented. Using this method, the computation of the elements of the constitutive matrix of a composite material is reduced to a very conventional boundary value problem with known forces and boundary conditions which can be carried out with any FE code. Two examples are presented.
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    Communications in Numerical Methods in Engineering 12 (1996) 
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    Keywords: Engineering ; Engineering General
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    Communications in Numerical Methods in Engineering 12 (1996), S. 269-270 
    ISSN: 1069-8299
    Keywords: Engineering ; Engineering General
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    Communications in Numerical Methods in Engineering 12 (1996), S. 209-220 
    ISSN: 1069-8299
    Keywords: boundary element method ; dual reciprocity ; radial basis functions ; augmented thin plate splines ; body forces ; Engineering ; Engineering General
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    Notes: This paper presents a novel dual reciprocity formulation for elasticity problems with body forces in which the approximating functions are given in terms of augmented thin plate splines (ATPS). It is shown that the ATPS approximation is capable of correctly representing gravitational and centrifugal body forces, and provides superior accuracy for general load cases.
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    Communications in Numerical Methods in Engineering 12 (1996), S. 197-208 
    ISSN: 1069-8299
    Keywords: curved surface ; triangular mesh ; automatic generation ; Bézier patches ; Engineering ; Engineering General
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    Notes: The paper deals with the discretization of any given multi-connected curved surface into triangular elements with straight sides. The method evolves from an initial rough triangular mesh generated from a set of input points which describe the geometry of the problem domain. Interior nodes are distributed according to user-established node-spacing functions of pre-specified spacing control parameters, and they are linked using the advancing front technique. Particular attention is paid to obtaining good distribution of interior nodes in the vicinity of the domain limits. Surface geometry representation is established using triangular Bézier patches with G1 continuity. This approach ensures a geometrically well-defined working platform for the subsequent discretization of the problem domain. The proposed method requires minimum input from the user and allows mesh gradation and remeshing to be carried out in a straightforward manner. Furthermore, problems associated with variations in the domain geometry as a result of local remeshing are eliminated with the aid of the geometrically pre-defined discretization platform. Results are presented for a range of both curved and planar surfaces, typical of those which might be encountered in hydrodynamics modelling involving flows with a free surface. The presented results demonstrate the flexibility and power of the technique.
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    Communications in Numerical Methods in Engineering 12 (1996), S. 229-234 
    ISSN: 1069-8299
    Keywords: higher-order beam element ; best-fit stress prediction ; a priori error analysis ; Engineering ; Engineering General
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    Notes: It is known that finite elements try to capture stresses within each discretized local region in a ‘best-fit’ sense. In the paper we examine the performance of a beam element based on a higher-order shear deformation theory and show that the best-fit paradigm accounts for the manner in which through-the-thickness displacement and stresses are modelled. An a priori prediction derived from the paradigm is confirmed by a carefully chosen numerical experiment. This provides a measure of the quality of approximation as well as another ‘falsification’ of the best-fit paradigm.
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    Communications in Numerical Methods in Engineering 12 (1996), S. 223-228 
    ISSN: 1069-8299
    Keywords: Discretization ; heat conduction ; simulation ; Engineering ; Engineering General
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    Notes: A different approach to discretization is described with which complicated three-dimensional heat transfer problems can be solved with a finite volume approach on a general curvilinear grid. It represents an improvement on the existing methods in that it can easily be expanded to three-dimensional problems. A concise explanation of the transformation process is given, together with a discussion of the discretization procedure. The method is evaluated by solving two simple test problems and comparing the results with those of existing methods and the analytical solution. In conclusion it is found that this method yields equally or more accurate results than the existing methods, with the additional advantage of being easily expandable to three-dimensional problems.
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    Communications in Numerical Methods in Engineering 12 (1996), S. 243-248 
    ISSN: 1069-8299
    Keywords: finite elements ; automatic generation ; Engineering ; Engineering General
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    Notes: Finite element generation methods, such as Delaunay, allow the meshing of shapes from a set of nodes. These nodes must previously exist. The authors present a simple, fast and reliable method to generate them in an unstructured way in N-dimensional space. Its main characteristic is to easily allow variation of the node density by introducing a density function, either analytical or discretized. This function can also be anisotropic. Some nodes can have a pre-fixed position. Inner lines and holes can also be specified in the domain to be meshed. Generated nodes are to be connected according to triangles in 2D and tetrahedrals in 3D.
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    Communications in Numerical Methods in Engineering 12 (1996), S. 235-242 
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    Keywords: finite member element ; modified theory ; geometrical non-linearity ; Engineering ; Engineering General
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    Notes: In the paper a modified non-linear member element is derived which can lead to satisfactory computed results even for large loading and displacement increments from pre-instability to post-instability of structures. The high accuracy of this element is proved by numerical examples.
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    Communications in Numerical Methods in Engineering 12 (1996) 
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    Communications in Numerical Methods in Engineering 12 (1996), S. 249-256 
    ISSN: 1069-8299
    Keywords: obstacle problems ; quadratic programming ; finite element ; Engineering ; Engineering General
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    Notes: The numerical solution of problems involving frictionless contact between an elastic body and a rigid obstacle is considered. The elastic body may undergo small or large deformation. Finite element discretization and repetitive linearization lead to a sequence of quadratic programming (QP) problems for incremental displacement. The performances of several QP algorithms, including two new versions of a modified steepest descent algorithm, are compared in this context. Numerical examples include a string, a membrane and an Euler-Bernoulli beam, in contact with flat and non-flat rigid obstacles.
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    Communications in Numerical Methods in Engineering 12 (1996), S. 317-319 
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    Keywords: Engineering ; Engineering General
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    Communications in Numerical Methods in Engineering 12 (1996), S. 271-280 
    ISSN: 1069-8299
    Keywords: Engineering ; Engineering General
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    Notes: The authors study the shape optimization of a complex cracked shell under complex criteria. The shell is one of various cases of a turboshaft, and optimization criteria are associated to the cost, the technology, and above all the working conditions for the turboshaft. The optimization criteria involved are of course the weight of the structure, but also the plastic instability and critical stress intensity factor. All computations have been made with the Ansys finite element program in which an optimization module exists.
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    Communications in Numerical Methods in Engineering 12 (1996), S. 257-267 
    ISSN: 1069-8299
    Keywords: mode-matching ; Helmholtz' equation ; DtN ; finite element ; Engineering ; Engineering General
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    Notes: Finite element (FE) mode-matching procedures for the solution of Helmholtz' equation on an unbounded domain are reviewed and a symmetric general formulation is presented. This is a formal restatement of procedures applied previously to computations involving scattering of shallow water waves, acoustic transmission in non-uniform ducts and acoustic radiation from prismatic sheet metal ducts. An essential feature of the method is the use of a Galerkin procedure, rather than collocation, to match a finite computational model to a truncated modal expansion with the desired radiation characteristics. The method produces a symmetric set of linear equations which can be solved to give the unknown nodal values of the dependent variable and the modal coefficients of an outer expansion. Either of these sets of variables can be eliminated prior to solution to yield a reduced set of equations in the remaining parameters. The reduced equations obtained by eliminating the modal coefficients are shown to be identical to those obtained by applying a truncated Dirichlet-to-Neumann (DtN) boundary condition. If applied in this form, mode-matching can therefore be regarded as an alternative to the DtN method for generating this common set of discrete equations while permitting simultaneous solution for the modal coefficients in the outer region.
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    Communications in Numerical Methods in Engineering 12 (1996), S. 281-294 
    ISSN: 1069-8299
    Keywords: wavelets ; measures ; stability ; domains ; differential equations ; Engineering ; Engineering General
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    Notes: The paper investigates the accuracy and numerical stability of a class of wavelet Galerkin formulations on irregular domains. The method of numerical boundary measures is based upon a domain embedding strategy in which the irregular domain of interest is embedded in a larger domain having regular geometry. One advantage of the domain embedding method is that the boundary conditions on the larger, regular domain can be enforced in a straightforward manner, and the solution procedure can exploit the highly structured form of the resulting governing equations. The defining characteristic of this method is that the calculation of integrals along the irregular boundary are carried out using recently derived numerical boundary measures. In addition, the coercive bilinear forms characterizing the boundary value problem of interest must be calculated when restricted to the actual domain. In the case of wavelet Galerkin formulations, this calculation is accomplished with the three term connection coefficients that characterize the numerical boundary measure. The numerical stability and accuracy of the domain embedding procedure is compared to a newly developed wavelet-based finite element formulation.
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    Communications in Numerical Methods in Engineering 12 (1996), S. 371-372 
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    Keywords: Engineering ; Engineering General
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    Communications in Numerical Methods in Engineering 12 (1996), S. 295-302 
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    Keywords: mesh generation ; adaptivity ; iterated fractal systems ; Engineering ; Engineering General
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    Notes: In the paper the author presents a novel point of view for the refinement and derefinement algorithms of triangular nested meshes using fractal concepts and iterated function systems (IFS). The fractal behaviour can be understood in the sense that these meshes feature a remarkable amplifying invariance under changes of magnification. Here we compare the meshes obtained by the combination of these algorithms with those presented by Bova and Carey (1992). Although both of the meshes are very similar, the current algorithms automatically build and manage sequences of nested irregular discretizations of the domain. The author illustrates here how the application of IFS families is equivalent to the use of an adaptive strategy that combines the refinement procedure with the derefinement one.
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    Communications in Numerical Methods in Engineering 12 (1996), S. 303-316 
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    Keywords: stretching functions ; mesh refinement ; finite differences ; truncation error ; composite grids ; regularity ; Engineering ; Engineering General
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    Notes: In this work the truncation-error criteria of Thompson and Mastin (1985) are combined with conditions of vanishing second and higher derivatives at both endpoints for the purpose of deriving new classes of one-dimensional stretching functions for mesh refinement in finite-difference numerics. With these elementary stretching functions, matching of the slopes between adjacent grid patches then automatically confers Cn regularity upon the composite stretching function. Formulated with reference to two conceptions of truncation order (fixed relative distribution against fixed number of nodes) the resulting mappings are shown to provide particularly advantageous node distributions at both ends simultaneously (with concomitantly higher truncation error in between). Viewed overall, the truncation-error functions compare favourably with those for sinh, tanh and erf - mappings whose utility for mesh refinement was established by Thompson and Mastin. The numerical labour of implementing the new stretching functions is only slightly greater than that required for the error function. An illustrative derivation involving Cn patching leads to two-sided stretching functions, which allow the slopes at both ends to be prescribed arbitrarily. This formulation differs from a previous approach described by Vinokur (1983).
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    Communications in Numerical Methods in Engineering 12 (1996), S. 331-341 
    ISSN: 1069-8299
    Keywords: glass ; finite element ; strategy's creep forming ; sheet ; manufacture ; Engineering ; Engineering General
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    Notes: An original optimization strategy for creep forming is carried out by finite element thermodependent viscoplastic models. For reference design glass products, an optimum forming database is developed in two steps: the first step analyses feasibility, with elastic and viscoplastic finite element models, with regard to initial manufacture choices. With thermodependent viscoplastic finite element models, the second step leads to optimum forming parameters, concerning skeleton bending radii and/or non-homogeneous heating adjustments.
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    Communications in Numerical Methods in Engineering 12 (1996), S. 321-330 
    ISSN: 1069-8299
    Keywords: solid-shell structure ; 3D solid element ; degenerated shell element ; DOF expanding ; multipoint constraint equations ; Engineering ; Engineering General
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    Notes: The paper presents a degree of freedom expanding method for dealing with the connections of 3D isoparametric solid elements and the degenerated shell elements. By introducing two degrees of freedom to describe the elongation in the normal direction of the shell node linked with solid elements, a series of multipoint constraint equations which provide proper connections of solid and shell nodes are raised. The method gives a complete solution to the problem of connection between 3D isoparametric solid elements and degenerated shell elements even for the thermal elasto-plastic problem. It can adapt to complex junctions and simplify programming. Numerical examples are also presented to demonstrate the accuracy and feasibility in thermal elasto-plastic analysis.
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    Communications in Numerical Methods in Engineering 12 (1996), S. 351-357 
    ISSN: 1069-8299
    Keywords: anisotropy ; finite elements ; layers ; Engineering ; Engineering General
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    Notes: A modification of the usual quadrangle (2D) and brick (3D) finite element for field problems is proposed. It allows the principal directions of the conductivity tensor (anisotropy directions) to be derived from the geometrical shape of the finite element and to change within it. An internal layering is assumed which is parallel to the boundary at two opposite faces (top and bottom) of the element. Without an explicit computation of angles the anisotropy directions are parallel and perpendicular to this layering. An application is the modelling of pore fluid flow in sedimentary basins.
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    Communications in Numerical Methods in Engineering 12 (1996), S. 343-349 
    ISSN: 1069-8299
    Keywords: mesh generation ; Delaunay mesh ; Watsens method ; Engineering ; Engineering General
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    Notes: Automated mesh generation using a combined octree/Delaunay approach typically requires that rectangular elements be bounded by other rectangular elements which are not more that one division smaller (i.e. 1/8 the volume in 3D). This limitation is sometimes referred to as the 2 : 1 rule. This paper presents a modification which allows for any level of difference.
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    Communications in Numerical Methods in Engineering 12 (1996) 
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    Keywords: Engineering ; Engineering General
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    Communications in Numerical Methods in Engineering 12 (1996), S. 359-369 
    ISSN: 1069-8299
    Keywords: Navier-Stokes ; artificial compressibility methodology ; Engineering ; Engineering General
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    Notes: The paper considers the problem of laminar incompressible viscous flow through a wavy channel. An artificial compressibility method using the approximate factorization technique is applied to solve the velocity-pressure formulation of the Navier-Stokes equations written in curvilinear non-orthogonal coordinates. The physical domain used was one wavelength of the channel in which appropriate periodicity conditions were applied in order to find a solution independent of entry effects. Flow separation was observed for high Re numbers and/or large wave amplitudes of the channel. The effect of inertia to the velocity profiles was observed, and pressure and shear stress were calculated along the length of the channel. These flows have great interest in industry and medicine such as for the extracorporeal membrane oxygenator.
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    Communications in Numerical Methods in Engineering 12 (1996), S. 445-446 
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    Keywords: Engineering ; Engineering General
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    Communications in Numerical Methods in Engineering 12 (1996), S. 383-394 
    ISSN: 1069-8299
    Keywords: symmetrically laminated plates ; anisotropy ; fundamental solutions ; boundary integral equations ; Engineering ; Engineering General
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    Notes: In the paper the bending problem of moderately thick symmetrically laminated anisotropic plates is considered, based on the first-order transverse shear deformation plate theory. Using the method of plane wave decomposition and Hörmander's operator method, the fundamental solution of the plates is presented. The boundary integral equation of the plates is formulated by taking the fundamental solution presented as the weighted function and using the method of weighted residuals. The numerical calculation of the boundary integral equation presented is discussed in detail. Some examples are presented and compared with the exact solutions and the numerical solutions available in the literature. The numerical results show that the present method has a satisfactory rate of convergence and acceptable accuracy with a reasonable boundary mesh.
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    Communications in Numerical Methods in Engineering 12 (1996), S. 373-381 
    ISSN: 1069-8299
    Keywords: finite element method ; mesh refinement ; adaptivity ; singularities near edges ; Engineering ; Engineering General
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    Notes: This paper is concerned with several refinement techniques of finite element meshes for treating elliptic boundary value problems in domains with re-entrant edges and corners. A priori mesh grading is explained, and it is combined with the well-known adaptive finite element method. For two representative examples the numerically determined error norms are recorded, and the different strategies are compared.
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    Communications in Numerical Methods in Engineering 12 (1996), S. 395-411 
    ISSN: 1069-8299
    Keywords: finite volume ; high-order discretization ; non-oscillatory schemes ; pressure interpolation ; non-staggered grid ; Engineering ; Engineering General
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    Notes: The paper addresses the problem of convection discretization by extension and application of numerical schemes used in compressible flows: SONIC-A, SONIC-B, UNO2, MUSCL and MINMOD to predict steady incompressible recirculating convection dominated flows. A new scheme, SONIC-Q, is proposed together with a third-order non-oscillatory practice for pressure interpolation in non-staggered grids. Finite-volume calculations of the Navier-Stokes equations of a standard 2D driven square cavity standard test case and the laminar flow over a fence using primitive variables and non-staggered grid systems have shown that the schemes are alternatives to the conventional ones used in general algorithms for incompressible recirculating flows. In general these composite high-order schemes have proved to be good candidates to overcome the problems of false-diffusion and unboundedness encountered in non-composite high-order upwind schemes used in incompressible flows.
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    Communications in Numerical Methods in Engineering 12 (1996), S. 425-431 
    ISSN: 1069-8299
    Keywords: time integration ; finite element method ; least squares formulation ; multistep methods ; Engineering ; Engineering General
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    Notes: The paper presents a formulation and analysis of three and four step least squares algorithms for first order IVPs. The three step algorithm is derived using cubic Lagrangian interpolation, and is found to be third order accurate but only conditionally stable. Fourth order Lagrangian interpolation is used to obtain a four step least squares scheme which is A0-stable but inconsistent.
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    Communications in Numerical Methods in Engineering 12 (1996), S. 413-424 
    ISSN: 1069-8299
    Keywords: boundary integral equation ; necessary and sufficient condition ; plane elasticity problem ; Engineering ; Engineering General
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    Notes: With respect to a given boundary value problem, the corresponding conventional boundary integral equation is shown to yield non-equivalent solutions, which are dependent upon Poisson's ratio and geometry. In the paper a systematic method for establishing a necessary and sufficient boundary integral formulation has been proposed for two-dimensional elastostatic problems. Numerical analyses show that the conventional boundary integral equation yields incorrect results when the scale in the fundamental solution approaches a degenerate scale value. However, the results of the necessary and sufficient boundary integral equation are in good agreement with analytical solutions of the boundary value problem.
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    Communications in Numerical Methods in Engineering 12 (1996), S. 519-520 
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    Keywords: Engineering ; Engineering General
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    Communications in Numerical Methods in Engineering 12 (1996) 
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    Communications in Numerical Methods in Engineering 12 (1996), S. 433-444 
    ISSN: 1069-8299
    Keywords: two-phase flow ; solute transport ; interphase exchange ; porous media ; finite element ; Engineering ; Engineering General
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    Notes: The development of a numerical method for modelling two-phase flows and solute transport, particularly with interphase exchange in porous media, is presented. The governing equations are derived to describe two immiscible and compressible fluids flows such as water-air and two-phase solute transport with interphase exchange. Technically, the standard finite element method and a strongly implicit procedure are employed to solve the fully coupled governing equations. Pressures of two-phase fluids and solute concentrations in two-phase fluids are taken as the primary unknown variables, and the discretized equations are solved by a direct type of solver. Application examples are shown to confirm the applicability of the numerical method.
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    Communications in Numerical Methods in Engineering 12 (1996), S. 447-454 
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    Keywords: inviscid drops ; coalescence ; boundary element method ; Engineering ; Engineering General
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    Notes: A numerical method is used to simulate the motion of inviscid drops colliding and coalescing at a solid surface. The equations of motion are solved by a boundary element method in which the free surface of the drop is represented by a moving grid. The numerical results include the configuration of the drop during coalescence and the kinetic and potential energies. A numerical example is used to demonstrate the way in which coalescence affects the configuration of the free surface.
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    Communications in Numerical Methods in Engineering 12 (1996), S. 455-459 
    ISSN: 1069-8299
    Keywords: harmonic differential quadrature method ; computational complexity ; differential quadrature ; numerical method ; centrosymmetric matrix ; computational mechanics ; Engineering ; Engineering General
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    Notes: The structure of weighting coefficient matrices of harmonic differential quadrature (HDQ) is found to be either centrosymmetric or skew centrosymmetric, depending on the order of the corresponding derivatives. The properties of both matrices are briefly discussed in the paper. It is noted that the computational effort of the harmonic quadrature for some problems can be further reduced by up to 75 per cent by using the properties of the above-mentioned matrices.
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    Communications in Numerical Methods in Engineering 12 (1996), S. 471-482 
    ISSN: 1069-8299
    Keywords: numerical methods ; constitutive equations ; composite ; mixing formulation ; anisotropic elastoplastic model ; mapping stress tensor space ; Engineering ; Engineering General
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    Notes: A general constitutive model adequate for analysis of the thermomechanical response of composite materials is presented. The model is based on the mixture of the basic substances of the composite and allows the evaluation of the interdependence between the constitutive behaviour of different compounding materials. The behaviour of the each compound is modelled by a general anisotropic thermo-elasto-plastic model, termed the ‘base model’. The different base models for each compound are combined using mixing theory to simulate the behaviour of the multiphase material.
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    Communications in Numerical Methods in Engineering 12 (1996), S. 483-495 
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    Keywords: finite element method ; solid modelling ; optimal interpolation ; a posteriori error estimation ; adaptive interpolation ; Engineering ; Engineering General
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    Notes: The problem of approximating functions is considered in a general domain in one and two dimensions using piecewise polynomial interpolation. An error estimator is proposed which shows how to adaptively determine the interpolation degree. Numerical examples are given.
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    Communications in Numerical Methods in Engineering 12 (1996), S. 461-470 
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    Keywords: linear polyhedra ; symbolic integration ; polynomial functions ; monomials ; tetrahedron ; hexahedron ; Engineering ; Engineering General
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    Notes: The paper concerns analytical integration of polynomial functions over linear polyhedra in three-dimensional space. To the authors' knowledge this is a first presentation of the analytical integration of monomials over a tetrahedral solid in 3D space. A linear polyhedron can be obtained by decomposing it into a set of solid tetrahedrons, but the division of a linear polyhedral solid in 3D space into tetrahedra sometimes presents difficulties of visualization and could easily lead to errors in nodal numbering, etc We have taken this into account and also the linearity property of integration to derive a symbolic integration formula for linear hexahedra in 3D space. We have also used yet another fact that a hexahedron could be built up in two, and only two, distinct ways from five tetrahedral shaped elements These symbolic integration formulas are then followed by an illustrative numerical example for a rectangular prism element, which clearly verifies the formulas derived for the tetrahedron and hexahedron elements.
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    Communications in Numerical Methods in Engineering 12 (1996), S. 497-505 
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    Keywords: weight function approach ; edge crack problem ; Engineering ; Engineering General
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    Notes: A fundamental field for the edge crack problem is suggested, and the field is composed of the singular displacement field and the complementary regular field. The boundary displacement of the fundamental field plays the role of the weight function in the edge crack problem. After multiplying the boundary traction in the physical problem with the weight function and performing integration along the boundary, the stress intensity factor at the crack tip is obtainable. Numerical examples are given to demonstrate the use of the suggested weight function approach.
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    Communications in Numerical Methods in Engineering 12 (1996), S. 543-555 
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    Keywords: control volume method ; finite element interpolation ; fluid flow ; upwind schemes ; Engineering ; Engineering General
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    Notes: Together with the finite element method (FEM), the control volume method (CVM) is of particular interest for the numerical solution of partial differential equations. The accuracy of computation of the CVM almost matches that of FEM in contour-adapted co-ordinates or block-structured meshes of a single element type. The CVM is superior to the FEM in terms of physical interpretation and ease of handling. The paper presents an interpretation of the FEM that allows it to be treated like a CVM. This formal CVM, which is based on FEM techniques, combines the advantages of both methods. The method is applied to the discretization of the Navier-Stokes equation.
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    Communications in Numerical Methods in Engineering 12 (1996), S. 557-568 
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    Keywords: hyperbolic equations ; finite-difference methods ; Padé approximants ; sequential and parallel implementation ; Engineering ; Engineering General
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    Notes: Techniques for two-time level difference schemes are presented for the numerical solution of first-order hyperbolic partial differential equations. The space derivative is approximated by (i) a low-order, and (ii) a higher-order backward difference replacement, resulting in a system of first-order ordinary differential equations, the solutions of which satisfy recurrence relations. The methods are obtained from the recurrence relations and are tested on three linear problems and one non-linear problem from the literature.
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    Communications in Numerical Methods in Engineering 12 (1996), S. 507-517 
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    Keywords: non-linear constitutive model ; anisotropy ; finite strains ; axisymmetrical finite elements ; vascular biomechanics ; soft tissue biomechanics ; Engineering ; Engineering General
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    Notes: To explore the mechanical non-linear behaviour of anisotropic arterial walls on a computational basis, the formulation of a continuum based elastic potential is a major task and challenge to the analyst. The present communication is concerned with the constitutive modelling and numerical analysis of vascular segments covering finite strains. Special attention is paid to a two term potential that constitutes an essential foundation for accurate simulation within the entire strain domain. Axisymmetrical membrane elements are assembled to match the geometry of blood vessels. Numerical results confirm the theoretical approach by referring to experimental data of different rat arteries.
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    Communications in Numerical Methods in Engineering 12 (1996), S. 569-579 
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    Keywords: frictional contact ; large deformation ; one-pass approach ; master segment ; slave node ; contact constraint ; Engineering ; Engineering General
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    Notes: In the context of large deformation analysis for metal forming processes a new one-pass approach for the frictional contact is proposed. This approach eliminates the short comings of traditional one-pass and two-pass approaches both from the constraint requirement and solution convergence points of view. Implemented in an updated Lagrangian framework with the Perturbed Lagrangian formulation of Ju and Taylor for non-linear frictional contact, a patch test and typical examples have been worked out to prove the validity of the proposed approach. It is observed that a finer surface discretization of the slave and master surfaces is no longer needed to enforce contact constraint.
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    Communications in Numerical Methods in Engineering 12 (1996), S. 581-594 
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    Keywords: acoustics ; finite element method ; error estimation ; Engineering ; Engineering General
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    Notes: A posteriori error estimation has become very popular, mainly in linear elasticity. A robust implementation of the superconvergent patch recovery technique of O. C. Zienkiewicz and J. Z. Zhu is presented for acoustic finite element analyses: the original concepts are extended to complex variables, and both local and global behaviours of the recovery procedure and the error estimation are studied. The numerical tests confirm the improvement of the rates of convergence for the recovered solution and also show the reliability of the error estimator except at frequencies corresponding either to the analytical or to the finite element eigenfrequencies.
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    Communications in Numerical Methods in Engineering 12 (1996), S. 595-595 
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    Keywords: Engineering ; Engineering General
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    Communications in Numerical Methods in Engineering 12 (1996), S. 599-608 
    ISSN: 1069-8299
    Keywords: finite elements ; moving grids ; moving bodies ; mesh velocity ; ALE ; Engineering ; Engineering General
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    Notes: A Laplacian smoothing of the mesh velocities with variable diffusivity based on the distance from moving bodies is introduced. This variable diffusivity enforces a more uniform mesh velocity in the region close to the moving bodies. Given that in most applications these are regions where small elements are located, the new procedure decreases element distortion considerably, reducing the need for local or global remeshing, and in some cases avoiding it altogether.
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    Communications in Numerical Methods in Engineering 12 (1996), S. 767-773 
    ISSN: 1069-8299
    Keywords: curved beam element ; membrane locking ; shear locking ; strain based element ; transformation matrix ; Engineering ; Engineering General
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    Notes: Two curved beam elements with two nodes and three nodes are designed based on strain fields. At the element level, curvature and membrane strain fields are approximated independently and shear strain fields are incorporated into the formulation by the equilibrium equations. The displacement fields are obtained by integrating the assumed strain fields. Two examples are given to verify the formulations and demonstrate the numerical performance of the two curved beam elements. Analysis results obtained reveal that the elements describe the curved beam behaviour correctly and show exceptional accuracy throughout a wide slenderness range.
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    Communications in Numerical Methods in Engineering 12 (1996), S. 775-785 
    ISSN: 1069-8299
    Keywords: membrane ; wrinkle ; non-linear ; elasticity ; finite-element method ; sail ; Engineering ; Engineering General
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    Notes: This is a presentation of a quadrilateral finite element for wrinkled curved elastic membranes. A modified form of the deformation gradient enables us to avoid the spurious compressive stresses generated by a classical model. It results in non-linear relations for the eigencomponents of the Cauchy stress tensor, which are solved by means of a secant method. The application of the element to sail design is presented in this paper.
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    Communications in Numerical Methods in Engineering 12 (1996), S. 795-804 
    ISSN: 1069-8299
    Keywords: RLW equation ; finite element methods ; Petrov-Galerkin ; Engineering ; Engineering General
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    Notes: The RLW equation is solved by a least-squares technique using linear space-time finite elements. In simulations of the migration of a single solitary wave this algorithm is shown to have higher accuracy and better conservation than a recent difference scheme based on cubic spline interpolation functions. In addition, for very small amplitude waves (≤ 0.09) it has higher accuracy than an approach using quadratic B-spline finite elements within Galerkin's method. The development of an undular bore is modelled.
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