Refine
Year of publication
- 2002 (18) (remove)
Document Type
- Report (18) (remove)
Has Fulltext
- yes (18)
Keywords
- Mathematikunterricht (3)
- HJB equation (2)
- Modellierung (2)
- Portfolio optimisation (2)
- Standortplanung (2)
- modelling (2)
- praxis orientated (2)
- praxisorientiert (2)
- stochastic control (2)
- Aktien (1)
Faculty / Organisational entity
We present a unified approach of several boundary conditions for lattice Boltzmann models. Its general framework is a generalization of previously introduced schemes such as the bounce-back rule, linear or quadratic interpolations, etc. The objectives are two fold: first to give theoretical tools to study the existing boundary conditions and their corresponding accuracy; secondly to design formally third- order accurate boundary conditions for general flows. Using these boundary conditions, Couette and Poiseuille flows are exact solution of the lattice Boltzmann models for a Reynolds number Re = 0 (Stokes limit). Numerical comparisons are given for Stokes flows in periodic arrays of spheres and cylinders, linear periodic array of cylinders between moving plates and for Navier-Stokes flows in periodic arrays of cylinders for Re < 200. These results show a significant improvement of the overall accuracy when using the linear interpolations instead of the bounce-back reflection (up to an order of magnitude on the hydrodynamics fields). Further improvement is achieved with the new multi-reflection boundary conditions, reaching a level of accuracy close to the quasi-analytical reference solutions, even for rather modest grid resolutions and few points in the narrowest channels. More important, the pressure and velocity fields in the vicinity of the obstacles are much smoother with multi-reflection than with the other boundary conditions. Finally the good stability of these schemes is highlighted by some simulations of moving obstacles: a cylinder between flat walls and a sphere in a cylinder.
La Teoría de localización abarca las posibilidades, para que con la ayuda de modelos matemáticos se busquen localizaciones teniendo en cuenta que los intereses económicos y administrativos sean óptimos. Así por ejemplo se encuentra la mejor localización para el almacén central de una empresa, cuando la suma de los gastos de transporte y de almacenaje sean mínimos y cuando se utilice el almacén óptimo. Si por otro lado, la administración busca la localización de una nueva estación de bomberos o de un hospital, hay que tener en cuenta un importante criterio para la localización óptima y es que la distancia mayor no sobrepase un valor dado.
Dealing with problems from locational planning in schools can enrich the mathematical education. In this report we describe planar locational problems which can be used in mathematical lessons. The problems production of a semiconductor plate, design of a fire brigade building and the warehouse problem are from real-world. The problems are worked out detailed so that the usage for school lessons is possible.
To a network N(q) with determinant D(s;q) depending on a parameter vector q Î Rr via identification of some of its vertices, a network N^ (q) is assigned. The paper deals with procedures to find N^ (q), such that its determinant D^ (s;q) admits a factorization in the determinants of appropriate subnetworks, and with the estimation of the deviation of the zeros of D^ from the zeros of D. To solve the estimation problem state space methods are applied.
Lattice Boltzmann Model for Free-Surface flow and Its Application to Filling Process in Casting
(2002)
A generalized lattice Boltzmann model to simulate free-surface is constructed in both two and three dimensions. The proposed model satisfies the interfacial boundary conditions accurately. A distinctive feature of the model is that the collision processes is carried out only on the points occupied partially or fully by the fluid. To maintain a sharp interfacial front, the method includes an anti-diffusion algorithm. The unknown distribution functions at the interfacial region are constructed according to the first order Chapman-Enskog analysis. The interfacial boundary conditions are satisfied exactly by the coefficients in the Chapman-Enskog expansion. The distribution functions are naturally expressed in the local interfacial coordinates. The macroscopic quantities at the interface are extracted from the least-square solutions of a locally linearized system obtained from the known distribution functions. The proposed method does not require any geometric front construction and is robust for any interfacial topology. Simulation results of realistic filling process are presented: rectangular cavity in two dimensions and Hammer box, Campbell box, Sheffield box, and Motorblock in three dimensions. To enhance the stability at high Reynolds numbers, various upwind-type schemes are developed. Free-slip and no-slip boundary conditions are also discussed.
In the present paper a kinetic model for vehicular traffic leading to multivalued fundamental diagrams is developed and investigated in detail. For this model phase transitions can appear depending on the local density and velocity of the flow. A derivation of associated macroscopic traffic equations from the kinetic equation is given. Moreover, numerical experiments show the appearance of stop and go waves for highway traffic with a bottleneck.
We study high dimensional integration in the quantum model of computation. We develop quantum algorithms for integration of functions from Sobolev classes \(W^r_p [0,1]^d\) and analyze their convergence rates. We also prove lower bounds which show that the proposed algorithms are, in many cases, optimal within the setting of quantum computing. This extends recent results of Novak on integration of functions from Hölder classes.
In this paper we consider short term storage systems. We analyze presorting strategies to improve the effiency of these storage systems. The presorting task is called Batch PreSorting Problem (BPSP). The BPSP is a variation of an assigment problem, i.e., it has an assigment problem kernel and some additional constraints. We present different types of these presorting problems, introduce mathematical programming formulations and prove the NP-completeness for one type of the BPSP. Experiments are carried out in order to compare the different model formulations and to investigate the behavior of these models.
Monte Carlo & Beyond
(2002)
Many rendering problems can only be solved using Monte Carlo integration. The noise and variance inherent with the statistical method efficiently can be reduced by stratification. So far only uncorrelated stratification methods were used that in addition depend on the dimension of the integration domain. Based on rank-1-lattices we present a new stratification technique that removes this dependency on dimension, is much more efficient by correlation, is trivial to implement, and robust to use. The superiority of the new scheme is demonstrated for standard rendering algorithms.