Search results for "Monotonic function"
showing 10 items of 87 documents
Monotonic solution of flow and transport problems in heterogeneous media using Delaunay unstructured triangular meshes
2013
Transport problems occurring in porous media and including convection, diffusion and chemical reactions, can be well represented by systems of Partial Differential Equations. In this paper, a numerical procedure is proposed for the fast and robust solution of flow and transport problems in 2D heterogeneous saturated media. The governing equations are spatially discretized with unstructured triangular meshes that must satisfy the Delaunay condition. The solution of the flow problem is split from the solution of the transport problem and it is obtained with an approach similar to the Mixed Hybrid Finite Elements method, that always guarantees the M-property of the resulting linear system. The…
A choice of bilevel linear programming solving parameters: factoraggregation approach
2013
Our paper deals with the problem of choosing correct parameters for the bilevel linear program- ming solving algorithm proposed by M. Sakawa and I. Nishizaki. We suggest an approach based on fac- toraggregation, which is a specially designed general aggregation operator. The idea of factoraggregation arises from factorization by the equivalence relation generated by the upper level objective function. We prove several important properties of the factorag- gregation result regarding the analysis of param- eters in order to find an optimal solution for the problem. We illustrate the proposed method with some numerical and graphical examples, in particu- lar we consider a modification of the m…
Time optimization and state-dependent constraints in the quantum optimal control of molecular orientation
2014
We apply two recent generalizations of monotonically convergent optimization algorithms to the control of molecular orientation by laser fields. We show how to minimize the control duration by a step-wise optimization and maximize the field-free molecular orientation using state-dependent constraints. We discuss the physical relevance of the different results.
A Positive Definite Advection Scheme for Use in Long Range Transport Models: Extension to Monotonicity
1992
Numerical modeling of atmospheric transport processes requires the solution of the continuity equation for prognostic variables such as momentum, heat, water vapor, liquid water or chemical species of the atmosphere. Although in the literature many advection schemes are known to solve this problem (Lax and Wendroff 1964, Crowley 1968, Tremback et al. 1987, Bott 1989a,b), these algorithms show different disadvantages, which sometimes yield undesirably poor numerical results. For instance, the upstream method is known to produce large numerical diffusion. The higher order versions of the advection schemes of Tremback et al. (1987) are much less diffusive. Unfortunately, the schemes are not po…
Existence and uniqueness of solutions to a quasilinear parabolic equation with quadratic gradients in financial markets
2005
A quasilinear parabolic equation with quadratic gradient terms is analyzed. The equation models an optimal portfolio in so-called incomplete financial markets consisting of risky assets and non-tradable state variables. Its solution allows to compute an optimal portfolio strategy. The quadratic gradient terms are essentially connected to the assumption that the so-called relative risk aversion function is not logarithmic. The existence of weak global-in-time solutions in any dimension is shown under natural hypotheses. The proof is based on the monotonicity method of Frehse. Furthermore, the uniqueness of solutions is shown under a smallness condition on the derivatives of the covariance (?…
How to standardize (if you must)
2017
In many situations we are interested in appraising the value of a certain characteristic for a given individual relative to the context in which this value is observed. In recent years this problem has become prominent in the evaluation of scientific productivity and impact. A popular approach to such relative valuations consists in using percentile ranks. This is a purely ordinal method that may sometimes lead to counterintuitive appraisals, in that it discards all information about the distance between the raw values within a given context. By contrast, this information is partly preserved by using standardization, i.e., by transforming the absolute values in such a way that, within the s…
Monotonic solution of heterogeneous anisotropic diffusion problems
2013
Anisotropic problems arise in various areas of science and engineering, for example groundwater transport and petroleum reservoir simulations. The pure diffusive anisotropic time-dependent transport problem is solved on a finite number of nodes, that are selected inside and on the boundary of the given domain, along with possible internal boundaries connecting some of the nodes. An unstructured triangular mesh, that attains the Generalized Anisotropic Delaunay condition for all the triangle sides, is automatically generated by properly connecting all the nodes, starting from an arbitrary initial one. The control volume of each node is the closed polygon given by the union of the midpoint of…
Monotone cubic spline interpolation for functions with a strong gradient
2021
Abstract Spline interpolation has been used in several applications due to its favorable properties regarding smoothness and accuracy of the interpolant. However, when there exists a discontinuity or a steep gradient in the data, some artifacts can appear due to the Gibbs phenomenon. Also, preservation of data monotonicity is a requirement in some applications, and that property is not automatically verified by the interpolator. Hence, some additional techniques have to be incorporated so as to ensure monotonicity. The final interpolator is not actually a spline as C 2 regularity and monotonicity are not ensured at the same time. In this paper, we study sufficient conditions to obtain monot…
Magnetic order in the heavy fermion system Ce(Cu1−xNix)2Ge2
1990
Abstract The magnetic phase diagram of the heavy fermion (HF) systems Ce(Cu 1−x Ni x ) 2 Ge 2 is discussed utilizing results of transport, thermodynamic and neutron-scattering measurements. While the Kondo temperature increases monotonically with x, a complex x-dependence is found for the Neel temperature, associated with a transition from local-moment to itinerant HF magnetism.
Monotonically convergent optimal control theory of quantum systems with spectral constraints on the control field
2009
We propose a new monotonically convergent algorithm which can enforce spectral constraints on the control field (and extends to arbitrary filters). The procedure differs from standard algorithms in that at each iteration the control field is taken as a linear combination of the control field (computed by the standard algorithm) and the filtered field. The parameter of the linear combination is chosen to respect the monotonic behavior of the algorithm and to be as close to the filtered field as possible. We test the efficiency of this method on molecular alignment. Using band-pass filters, we show how to select particular rotational transitions to reach high alignment efficiency. We also con…