Search results for "Mathematical optimization"
showing 10 items of 1300 documents
Entropy dissipation of moving mesh adaptation
2014
Non-uniform grids and mesh adaptation have become an important part of numerical approximations of differential equations over the past decades. It has been experimentally noted that mesh adaptation leads not only to locally improved solution but also to numerical stability of the underlying method. In this paper we consider nonlinear conservation laws and provide a method to perform the analysis of the moving mesh adaptation method, including both the mesh reconstruction and evolution of the solution. We moreover employ this method to extract sufficient conditions — on the adaptation of the mesh — that stabilize a numerical scheme in the sense of the entropy dissipation.
Interactive Nonlinear Multiobjective Procedures
2006
An overview of the interactive methods for solving nonlinear multiple criteria decision making problems is given. In interactive methods, the decision maker progressively provides preference information so that the most satisfactory compromise can be found. The basic features of several methods are introduced and some theoretical results are provided. In addition, references to modifications and applications as well as to other methods are indicated.
Some Methods for Nonlinear Multi-objective Optimization
2001
A general overview of nonlinear multiobjective optimization methods is given. The basic features of several methods are introduced so that an appropriate method could be found for different purposes. The methods are classified according to the role of a decision maker in the solution process. The main emphasis is devoted to interactive methods where the decision maker progressively provides preference information so that the most satisfactory solution can be found.
Small-gain conditions for stochastic network systems
2013
In this paper, some small-gain conditions are presented for stochastic network systems which can describe many large-scale systems with interconnections, nonlinear behaviors, uncertainties and random disturbances. One subsystem is selected as monitor with the requirement that the gains to other systems are smooth concave functions. The relations of members under the supervise of the monitor are described as bilateral plus multilateral relations of gains. For the deterministic case, the requirement on the monitor can be removed. To demonstrate the power of this result, the small-gain conditions cover interconnected system with two subsystems as a special case. Compared with the existing resu…
MAST-2D diffusive model for flood prediction on domains with triangular Delaunay unstructured meshes
2011
Abstract A new methodology for the solution of the 2D diffusive shallow water equations over Delaunay unstructured triangular meshes is presented. Before developing the new algorithm, the following question is addressed: it is worth developing and using a simplified shallow water model, when well established algorithms for the solution of the complete one do exist? The governing Partial Differential Equations are discretized using a procedure similar to the linear conforming Finite Element Galerkin scheme, with a different flux formulation and a special flux treatment that requires Delaunay triangulation but entire solution monotonicity. A simple mesh adjustment is suggested, that attains t…
Stabilization for a class of nonlinear networked control systems via polynomial fuzzy model approach
2014
This article is concerned with the stabilization problem for nonlinear networked control systems which are represented by polynomial fuzzy models. Two communication features including signal transmission delays and data missing are taken into account in a network environment. To solve the network-induced communication problems, a novel sampled-data fuzzy controller is designed to guarantee that the closed-loop system is asymptotically stable. The stability and stabilization conditions are presented in terms of sum of squares SOS, which can be numerically solved via SOSTOOLS. Finally, a simulation example is provided to demonstrate the feasibility of the proposed method. © 2014 Wiley Periodi…
The design of sum-of-cisoids channel simulators using the iterative nonlinear least square approximation method
2013
In this paper, we propose the iterative nonlinear least square approximation (INLSA) algorithm as an effective method for the design of sum-of-cisoids (SOC) channel simulators assuming non-isotropic scattering conditions. For the characterization of non-isotropic scattering scenarios, we use the von Mises distribution for describing the distribution of the angles-of-arrival (AOAs). The INLSA method relies partially on numerical optimization techniques. This method determines the SOC model parameters iteratively by minimizing the Frobenius error norm. We evaluate the performance of the INLSA method and compare the results with those obtained for the Riemann sum method (RSM) and the Lp-norm m…
Efficient numerical methods for pricing American options under stochastic volatility
2007
Five numerical methods for pricing American put options under Heston's stochastic volatility model are described and compared. The option prices are obtained as the solution of a two-dimensional parabolic partial differential inequality. A finite difference discretization on nonuniform grids leading to linear complementarity problems with M-matrices is proposed. The projected SOR, a projected multigrid method, an operator splitting method, a penalty method, and a componentwise splitting method are considered. The last one is a direct method while all other methods are iterative. The resulting systems of linear equations in the operator splitting method and in the penalty method are solved u…
Reconstructions that combine interpolation with least squares fitting
2015
We develop a reconstruction that combines interpolation and least squares fitting for point values in the context of multiresolution a la Harten. We study the smoothness properties of the reconstruction as well as its approximation order. We analyze how different adaptive techniques (ENO, SR and WENO) can be used within this reconstruction. We present some numerical examples where we compare the results obtained with the classical interpolation and the interpolation combined with least-squares approximation. We develop a reconstruction that combines interpolation and least squares fitting.We study the smoothness properties of the reconstruction and its approximation order.We present some nu…
A fast dual boundary element method for 3D anisotropic crack problems
2009
In the present paper a fast solver for dual boundary element analysis of 3D anisotropic crack problems is formulated, implemented and tested. The fast solver is based on the use of hierarchical matrices for the representation of the collocation matrix. The admissible low rank blocks are computed by adaptive cross approximation (ACA). The performance of ACA against the accuracy of the adopted computational scheme for the evaluation of the anisotropic kernels is investigated, focusing on the balance between the kernel representation accuracy and the accuracy required for ACA. The system solution is computed by a preconditioned GMRES and the preconditioner is built exploiting the hierarchical …