Search results for "PROB"

Representing compact sets of compact operators and of compact range vector measures

1987

Stationary and Nontationary Response Probability Density Function of a Beam under Poisson White Noise

2011

In this paper an approximate explicit probability density function for the analysis of external oscillations of a linear and geometric nonlinear simply supported beam driven by random pulses is proposed. The adopted impulsive loading model is the Poisson White Noise , that is a process having Dirac’s delta occurrences with random intensity distributed in time according to Poisson’s law. The response probability density function can be obtained solving the related Kolmogorov-Feller (KF) integro-differential equation. An approximated solution, using path integral method, is derived transforming the KF equation to a first order partial differential equation. The method of characteristic is the…

Singular tori as attractors of four-wave-interaction systems

2009

We study the spatiotemporal dynamics of the Hamiltonian four-wave interaction in its counterpropagating configuration. The numerical simulations reveal that, under rather general conditions, the four-wave system exhibits a relaxation process toward a stationary state. Considering the Hamiltonian system associated to the stationary state, we provide a global geometrical view of all the stationary solutions of the system. The analysis reveals that the stationary state converges exponentially toward a pinched torus of the Hamiltonian system in the limit of an infinite nonlinear medium. The singular torus thus plays the role of an attractor for the spatiotemporal wave system. The topological pr…

A Continuous Approach to FETI-DP Mortar Methods: Application to Dirichlet and Stokes Problem

2013

In this contribution we extend the FETI-DP mortar method for elliptic problems introduced by Bernardi et al. [2] and Chacon Vera [3] to the case of the incompressible Stokes equations showing that the same results hold in the two dimensional setting. These ideas extend easily to three dimensional problems. Finally some numerical tests are shown as a conclusion. This contribution is a condensed version of a more detailed forthcoming paper. We use standard notation, see for instance [1].

The Two-Jacobian Scheme for Systems of Conservation Laws

2006

A Domain Imbedding Method with Distributed Lagrange Multipliers for Acoustic Scattering Problems

2003

The numerical computation of acoustic scattering by bounded twodimensional obstacles is considered. A domain imbedding method with Lagrange multipliers is introduced for the solution of the Helmholtz equation with a second-order absorbing boundary condition. Distributed Lagrange multipliers are used to enforce the Dirichlet boundary condition on the scatterer. The saddle-point problem arising from the conforming finite element discretization is iteratively solved by the GMRES method with a block triangular preconditioner. Numerical experiments are performed with a disc and a semi-open cavity as scatterers.

Truncation, Information, and the Coefficient of Variation

1989

The Fisher information in a random sample from the truncated version of a distribution that belongs to an exponential family is compared with the Fisher information in a random sample from the un- truncated distribution. Conditions under which there is more information in the selection sample are given. Examples involving the normal and gamma distributions with various selection sets, and the zero-truncated binomial, Poisson, and negative binomial distributions are discussed. A property pertaining to the coefficient of variation of certain discrete distributions on the non-negative integers is introduced and shown to be satisfied by all binomial, Poisson, and negative binomial distributions.

Robust H<inf>∞</inf> control of Markovian jump systems with mixed time delays

2010

In this paper, the problem of stability analysis and control synthesis for Markovian jump linear systems with time delays and norm-bounded uncertainties is studied. The model under consideration consists of different time-invariant discrete, neutral and distributed delays. Delay-dependent sufficient conditions for the design of a mode-dependent delayed state feedback H ∞ control are given in terms of linear matrix inequalities (LMIs). A controller which guarantees stochastic stability and a prescribed level of H ∞ performance for the closed-loop system is then developed. A Lyapunov-Krasovskii functional (LKF) method underlies the control design. A numerical example with simulation results i…

A Fixed Domain Approach in Shape Optimization Problems with Neumann Boundary Conditions

2008

Fixed domain methods have well-known advantages in the solution of variable domain problems, but are mainly applied in the case of Dirichlet boundary conditions. This paper examines a way to extend this class of methods to the more difficult case of Neumann boundary conditions.

$$\mathscr {K}$$-Convergence of Finite Volume Solutions of the Euler Equations

2020

We review our recent results on the convergence of invariant domain-preserving finite volume solutions to the Euler equations of gas dynamics. If the classical solution exists we obtain strong convergence of numerical solutions to the classical one applying the weak-strong uniqueness principle. On the other hand, if the classical solution does not exist we adapt the well-known Prokhorov compactness theorem to space-time probability measures that are generated by the sequences of finite volume solutions and show how to obtain the strong convergence in space and time of observable quantities. This can be achieved even in the case of ill-posed Euler equations having possibly many oscillatory s…