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A multiparameter, polynomial feedback strategy is introduced to solve the universal adapative tracking problem for a class of multivariable minimum phase system and reference signals generated by a known linear time-invariant differential equation. For 2-input, 2-output, minimum phase systems (A,B,C) with det(CB)0, a different polynomial tracking controller is given which does not invoke a spectrum unmixing set.
Several topological necessary conditions of smooth stabilization in the large have been obtained. In particular, if a smooth single-input nonlinear system is smoothly stabilizable in the large at some point of a connected component of equilibria set, then the connected component is to be an unknoted, unbounded curve.
The polynomial approach introduced in Fuhrmann [1991] is extended to cover the crucial area of AAK theory, namely the characterization of zero location of the Schmidt vectors of the Hankel operators. This is done using the duality theory developed in that paper but with a twist. First we get the standard, lower bound, estimates on the number of unstable zeroes of the minimal degree Schmidt vectors of the Hankel operator. In the case of the Schmidt vector corresponding to the smallest singular the lower bound is in fact achieved. This leads to a solution of a Bezout equation. We use this Bezout equation to introduce another Hankel operator which have singular values that are the inverse of the singular values of the original Hankel operator.
Diffeomorphisms are given between different subsets of linear systems of fixed McMillan degree. The sets considered are the set of all systems of fixed McMillan degree, the subset of stable systems, the subset of bounded real systems, the subset of positive real systems, the subset of stable systems with Hankel singular values bounded by one. State space techniques are used in the proofs.
The paper presents theoretical and numerical investigations on simulation methods for the Boltzmann equation with axisymmetric geometry. The main task is to reduce the computational effort by taking advantage of the symmetry in the solution of the Boltzmann equation.; The reduction automatically leads to the concept of weighting functions for the radial space coordinate and therefore to a modified Boltzmann equation. Consequently the classical simulation methods have to be modified according to the new equation.; The numerical results shown in this paper - rarefied gas flows around a body with axisymmetric geometry - were done in the framework of the European space project HERMES.
The performance of napkins is nowadays improved substantially by embedding granules of a superabsorbent into the cellulose matrix. In this paper a continuous model for the liquid transport in such an Ultra Napkin is proposed. Its mean feature is a nonlinear diffusion equation strongly coupled with an ODE describing a reversible absorbtion process. An efficient numerical method based on a symmetrical time splitting and a finite difference scheme of ADI-predictor-corrector type has been developed to solve these equations in a three dimensional setting. Numerical results are presented that can be used to optimize the granule distribution.
On the Mróz Model
(1992)
The efficient numerical treatment of the Boltzmann equation is a very important task in many fields of application. Most of the practically relevant numerical schemes are based on the simulation of large particle systems that approximate the evolution of the distribution function described by the Boltzmann equation. In particular, stochastic particle systems play an important role in the construction of various numerical algorithms.
Special technological applications like the construction of a dental attachment require structural parts which have very small operall dimensions. Very often these parts are subjected to high loadings. The failure of a small spring was the starting point for an investigation with the aim to design a suitable new spring shape.
Fleeces made from artificial fabric are the basic material for many products, ranging from carpets to napkins. Itturns out that their quality is determined by the distribution of the fibres, which can be measured eithter by the optical transmission properties or by the thickness of the material. In both cases one obtains a 2-dimensional signal and one would like to have an objective quality criterion, based on a suitable analysis of these data, which, moreover, can be automated.; In this paper we propose a solution to this problem, based on multiresolution techniques, which have been developed in image analysis through the last few years. Moreover, we use these techniques to investigate fractal properties of the textures.
We consider three applications of impulse control in financial mathematics, a cash management problem, optimal control of an exchange rate, and portfolio optimisation under transaction costs. We sketch the different ways of solving these problems with the help of quasi-variational inequalities. Further, some viscosity solution results are presented.
An extremely simple and convenient method is presented for computing eigenvalues in quantum mechanics by representing position and momentum operators in a simple matrix form. The simplicity and success of the method is illustrated by numerical results concerning eigenvalues of bound systems and resonances for hermitian and non-hermitian Hamiltonians as well as driven quantum systems.
The analyticity property of the one-dimensional complex Hamiltonian system H(x,p)=H_1(x_1,x_2,p_1,p_2)+iH_2(x_1,x_2,p_1,p_2) with p=p_1+ix_2, x=x_1+ip_2 is exploited to obtain a new class of the corresponding two-dimensional integrable Hamiltonian systems where H_1 acts as a new Hamiltonian and H_2 is a second integral of motion. Also a possible connection between H_1 and H_2 is sought in terms of an auto-B"acklund transformation.
The paper studies the dynamics of transitions between the levels of a Wannier-Stark ladder induced by a resonant periodic driving. The analysis of the problem is done in terms of resonance quasienergy states, which take into account the metastable character of the Wannier-Stark states. It is shown that the periodic driving creates from a localized Wannier-Stark state an extended Bloch-like state with a spatial length varying in time as ~ t^1/2. Such a state can find applications in the field of atomic optics because it generates a coherent pulsed atomic beam.
Continuous and discrete superselection rules induced by the interaction with the environment are investigated for a class of exactly soluble Hamiltonian models. The environment is given by a Boson field. Stable superselection sectors can only emerge if the low frequences dominate and the ground state of the Boson field disappears due to infrared divergence. The models allow uniform estimates of all transition matrix elements between different superselection sectors.
Superselection rules induced by the interaction with the environment are investigated with the help of exactly soluble Hamiltonian models. Starting from the examples of Araki and of Zurek more general models with scattering are presented for which the projection operators onto the induced superselection sectors do no longer commute with the Hamiltonian. The example of an environment given by a free quantum field indicates that infrared divergence plays an essential role for the emergence of induced superselection sectors. For all models the induced superselection sectors are uniquely determined by the Hamiltonian, whereas the time scale of the decoherence depends crucially on the initial state of the total system.
The Fock space of bosons and fermions and its underlying superalgebra are represented by algebras of functions on a superspace. We define Gaussian integration on infinite dimensional superspaces, and construct superanalogs of the classical function spaces with a reproducing kernel - including the Bargmann-Fock representation - and of the Wiener-Segal representation. The latter representation requires the investigation of Wick ordering on Z 2 -graded algebras. As application we derive a Mehler formula for the Ornstein-Uhlenbeck semigroup on the Fock space.
We consider investment problems where an investor can invest in a savings account, stocks and bonds and tries to maximize her utility from terminal wealth. In contrast to the classical Merton problem we assume a stochastic interest rate. To solve the corresponding control problems it is necessary to prove averi cation theorem without the usual Lipschitz assumptions.
The paper studies quantum states of a Bloch particle in presence of external ac and dc fields. Provided the period of the ac field and the Bloch period are commensurate, an effective scattering matrix is introduced, the complex poles of which are the system quasienergy spectrum. The statistics of the resonance width and the Wigner delay time shows a close relation of the problem to random matrix theory of chaotic scattering.
In the Black-Scholes type financial market, the risky asset S 1 ( ) is supposed to satisfy dS 1 ( t ) = S 1 ( t )( b ( t ) dt + Sigma ( t ) dW ( t ) where W ( ) is a Brownian motion. The processes b ( ), Sigma ( ) are progressively measurable with respect to the filtration generated by W ( ). They are known as the mean rate of return and the volatility respectively. A portfolio is described by a progressively measurable processes Pi1 ( ), where Pi1 ( t ) gives the amount invested in the risky asset at the time t. Typically, the optimal portfolio Pi1 ( ) (that, which maximizes the expected utility), depends at the time t, among other quantities, on b ( t ) meaning that the mean rate of return shall be known in order to follow the optimal trading strategy. However, in a real-world market, no direct observation of this quantity is possible since the available information comes from the behavior of the stock prices which gives a noisy observation of b ( ). In the present work, we consider the optimal portfolio selection which uses only the observation of stock prices.
In multicriteria optimization problems the connectedness of the set of efficient solutions (pareto set) is of special interest since it would allow the determination of the efficient solutions without considering non-efficient solutions in the process. In the case of the multicriteria problem to minimize matchings the set of efficient solutions is not connected. The set of minimal solutions E pot with respect to the power ordered set contains the pareto set. In this work theorems about connectedness of E pot are given. These lead to an automated process to detect all efficient solutions.
Many polynomially solvable combinatorial optimization problems (COP) become NP when we require solutions to satisfy an additional cardinality constraint. This family of problems has been considered only recently. We study a newproblem of this family: the k-cardinality minimum cut problem. Given an undirected edge-weighted graph the k-cardinality minimum cut problem is to find a partition of the vertex set V in two sets V 1 , V 2 such that the number of the edges between V 1 and V 2 is exactly k and the sum of the weights of these edges is minimal. A variant of this problem is the k-cardinality minimum s-t cut problem where s and t are fixed vertices and we have the additional request that s belongs to V 1 and t belongs to V 2 . We also consider other variants where the number of edges of the cut is constrained to be either less or greater than k. For all these problems we show complexity results in the most significant graph classes.
A novel method is presented which allows a fast computation of complex energy resonance states in Stark systems, i.e. systems in a homogeneous field. The technique is based on the truncation of a shift-operator in momentum space. Numerical results for space periodic and non-periodic systems illustrate the extreme simplicity of the method.
For periodically driven systems, quantum tunneling between classical resonant stability islands in phase space separated by invariant KAM curves or chaotic regions manifests itself by oscillatory motion of wave packets centered on such an island, by multiplet splittings of the quasienergy spectrum, and by phase space localisation of the quasienergy states on symmetry related ,ux tubes. Qualitatively di,erent types of classical resonant island formation | due to discrete symmetries of the system | and their quantum implications are analysed by a (uniform) semiclassical theory. The results are illustrated by a numerical study of a driven non-harmonic oscillator.
The paper studies metastable states of a Bloch electron in the presence of external ac and dc fields. Provided resonance condition between period of the driving frequency and the Bloch period, the complex quasienergies are numerically calculated for two qualitatively different regimes (quasiregular and chaotic) of the system dynamics. For the chaotic regime an effect of quantum stabilization, which suppresses the classical decay mechanism, is found. This effect is demonstrated to be a kind of quantum interference phenomenon sensitive to the resonance condition.
The Wannier-Bloch resonance states are metastable states of a quantum particle in a space-periodic potential plus a homogeneous field. Here we analyze the states of quantum particle in space- and time-periodic potential. In this case the dynamics of the classical counterpart of the quantum system is either quasiregular or chaotic depending on the driving frequency. It is shown that both the quasiregular and the chaotic motion can also support quantum resonances. The relevance of the obtained result to the problem a of crystal electron under simultaneous influence of d.c. and a.c. electric fields is briefly discussed. PACS: 73.20Dx, 73.40Gk, 05.45.+b
A new method for calculating Stark resonances is presented and applied for illustration to the simple case of a one-particle, one-dimensional model Hamiltonian. The method is applicable for weak and strong dc fields. The only need, also for the case of many particles in multi-dimensional space, are either the short time evolution matrix elements or the eigenvalues and Fourier components of the eigenfunctions of the field-free Hamiltonian.
We study the statistics of the Wigner delay time and resonance width for a Bloch particle in ac and dc fields in the regime of quantum chaos. It is shown that after appropriate rescaling the distributions of these quantities have universal character predicted by the random matrix theory of chaotic scattering.
Performance of some preconditioners for the p - and hp -version of the finite element method in 3D
(2000)
We present an entropy concept measuring quantum localization in dynamical systems based on time averaged probability densities. The suggested entropy concept is a generalization of a recently introduced [PRL 75, 326 (1995)] phase-space entropy to any representation chosen according to the system and the physical question under consideration. In this paper we inspect the main characteristics of the entropy and the relation to other measures of localization. In particular the classical correspondence is discussed and the statistical properties are evaluated within the framework of random vector theory. In this way we show that the suggested entropy is a suitable method to detect quantum localization phenomena in dynamical systems.
The Filter-Diagonalization Method is applied to time periodic Hamiltonians and used to find selectively the regular and chaotic quasienergies of a driven 2D rotor. The use of N cross-correlation probability amplitudes enables a selective calculation of the quasienergies from short time propagation to the time T (N). Compared to the propagation time T (1) which is required for resolving the quasienergy spectrum with the same accuracy from auto-correlation calculations, the cross-correlation time T (N) is shorter by the factor N , that is T (1) = N T (N).
The global dynamical properties of a quantum system can be conveniently visualized in phase space by means of a quantum phase space entropy in analogy to a Poincare section in classical dynamics for two-dimensional time independent systems. Numerical results for the Pullen Edmonds systems demonstrate the properties of the method for systems with mixed chaotic and regular dynamics.
We consider the problem of locating a line or a line segment in three- dimensional space, such that the sum of distances from the linear facility to a given set of points is minimized. An example is planning the drilling of a mine shaft, with access to ore deposits through horizontal tunnels connecting the deposits and the shaft. Various models of the problem are developed and analyzed, and effcient solution methods are given.
We examine the feasibility polyhedron of the uncapacitated hub location problem (UHL) with multiple allocation, which has applications in the fields of air passenger and cargo transportation, telecommunication and postal delivery services. In particular we determine the dimension and derive some classes of facets of this polyhedron. We develop some general rules about lifting facets from the uncapacitated facility location (UFL) for UHL and projecting facets from UHL to UFL. By applying these rules we get a new class of facets for UHL which dominates the inequalities in the original formulation. Thus we get a new formulation of UHL whose constraints are all facet defining. We show its superior computational performance by benchmarking it on a well known data set.
In a discrete-time financial market setting, the paper relates various concepts introduced for dynamic portfolios (both in discrete and in continuous time). These concepts are: value preserving portfolios, numeraire portfolios, interest oriented portfolios, and growth optimal portfolios. It will turn out that these concepts are all associated with a unique martingale measure which agrees with the minimal martingale measure only for complete markets.
Facility Location Problems are concerned with the optimal location of one or several new facilities, with respect to a set of existing ones. The objectives involve the distance between new and existing facilities, usually a weighted sum or weighted maximum. Since the various stakeholders (decision makers) will have different opinions of the importance of the existing facilities, a multicriteria problem with several sets of weights, and thus several objectives, arises. In our approach, we assume the decision makers to make only fuzzy comparisons of the different existing facilities. A geometric mean method is used to obtain the fuzzy weights for each facility and each decision maker. The resulting multicriteria facility location problem is solved using fuzzy techniques again. We prove that the final compromise solution is weakly Pareto optimal and Pareto optimal, if it is unique, or under certain assumptions on the estimates of the Nadir point. A numerical example is considered to illustrate the methodology.
In this paper we deal with single facility location problems in a general normed space where the existing facilities are represented by sets. The criterion to be satis ed by the service facility is the minimization of an increasing function of the distances from the service to the closest point ofeach demand set. We obtain a geometrical characterization of the set of optimal solutions for this problem. Two remarkable cases - the classical Weber problem and the minmax problem with demand sets - are studied as particular instances of our problem. Finally, for the planar polyhedral case we give an algorithmic description of the solution set of the considered problems.
In this paper we deal with the determination of the whole set of Pareto-solutions of location problems with respect to Q general criteria.These criteria include median, center or cent-dian objective functions as particular instances.The paper characterizes the set of Pareto-solutions of a these multicriteria problems. An efficient algorithm for the planar case is developed and its complexity is established. Extensions to higher dimensions as well as to the non-convexcase are also considered.The proposed approach is more general than the previously published approaches to multi-criteria location problems and includes almost all of them as particular instances.
The balance space approach (introduced by Galperin in 1990) provides a new view on multicriteria optimization. Looking at deviations from global optimality of the different objectives, balance points and balance numbers are defined when either different or equal deviations for each objective are allowed. Apportioned balance numbers allow the specification of proportions among the deviations. Through this concept the decision maker can be involved in the decision process. In this paper we prove that the apportioned balance number can be formulated by a min-max operator. Furthermore we prove some relations between apportioned balance numbers and the balance set, and see the representation of balance numbers in the balance set. The main results are necessary and sufficient conditions for the balance set to be exhaustive, which means that by multiplying a vector of weights (proportions of deviation) with its corresponding apportioned balance number a balance point is attained. The results are used to formulate an interactive procedure for multicriteria optimization. All results are illustrated by examples.
In this paper we investigate the problem offending the Nadir point for multicriteria optimization problems (MOP). The Nadir point is characterized by the component wise maximal values of efficient points for (MOP). It can be easily computed in the bicriteria case. However, in general this problem is very difficult. We review some existing methods and heuristics and propose some new ones. We propose a general method to compute Nadir values for the case of three objectives, based on theoretical results valid for any number of criteria. We also investigate the use of the Nadir point for compromise programming, when the goal is to be as far away as possible from the worst outcomes. We prove some results about (weak) Pareto optimality of the resulting solutions. The results are illustrated by examples.
In this paper we address the question of how many objective functions are needed to decide whether a given point is a Pareto optimal solution for a multicriteria optimization problem. We extend earlier results showing that the set of weakly Pareto optimal points is the union of Pareto optimal sets of subproblems and show their limitations. We prove that for strictly quasi-convex problems in two variables Pareto optimality can be decided by consideration of at most three objectives at a time. Our results are based on a geometric characterization of Pareto, strict Pareto and weak Pareto solutions and Helly's Theorem. We also show that a generalization to quasi-convex objectives is not possible, and state a weaker result for this case. Furthermore, we show that a generalization to strictly Pareto optimal solutions is impossible, even in the convex case.
This paper provides an annotated bibliography of multiple objective combinatorial optimization, MOCO. We present a general formulation of MOCO problems, describe the main characteristics of MOCO problems, and review the main properties and theoretical results for these problems. One section is devoted to a brief description of the available solution methodology, both exact and heuristic. The main part of the paper is devoted to an annotation of the existing literature in the field organized problem by problem. We conclude the paper by stating open questions and areas of future research. The list of references comprises more than 350 entries.
At present the standardization of third generation (3G) mobile radio systems is the subject of worldwide research activities. These systems will cope with the market demand for high data rate services and the system requirement for exibility concerning the offered services and the transmission qualities. However, there will be de ciencies with respect to high capacity, if 3G mobile radio systems exclusively use single antennas. Very promising technique developed for increasing the capacity of 3G mobile radio systems the application is adaptive antennas. In this thesis, the benefits of using adaptive antennas are investigated for 3G mobile radio systems based on Time Division CDMA (TD-CDMA), which forms part of the European 3G mobile radio air interface standard adopted by the ETSI, and is intensively studied within the standardization activities towards a worldwide 3G air interface standard directed by the 3GPP (3rd Generation Partnership Project). One of the most important issues related to adaptive antennas is the analysis of the benefits of using adaptive antennas compared to single antennas. In this thesis, these bene ts are explained theoretically and illustrated by computer simulation results for both data detection, which is performed according to the joint detection principle, and channel estimation, which is applied according to the Steiner estimator, in the TD-CDMA uplink. The theoretical explanations are based on well-known solved mathematical problems. The simulation results illustrating the benefits of adaptive antennas are produced by employing a novel simulation concept, which offers a considerable reduction of the simulation time and complexity, as well as increased exibility concerning the use of different system parameters, compared to the existing simulation concepts for TD-CDMA. Furthermore, three novel techniques are presented which can be used in systems with adaptive antennas for additionally improving the system performance compared to single antennas. These techniques concern the problems of code-channel mismatch, of user separation in the spatial domain, and of intercell interference, which, as it is shown in the thesis, play a critical role on the performance of TD-CDMA with adaptive antennas. Finally, a novel approach for illustrating the performance differences between the uplink and downlink of TD-CDMA based mobile radio systems in a straightforward manner is presented. Since a cellular mobile radio system with adaptive antennas is considered, the ultimate goal is the investigation of the overall system efficiency rather than the efficiency of a single link. In this thesis, the efficiency of TD-CDMA is evaluated through its spectrum efficiency and capacity, which are two closely related performance measures for cellular mobile radio systems. Compared to the use of single antennas, the use of adaptive antennas allows impressive improvements of both spectrum efficiency and capacity. Depending on the mobile radio channel model and the user velocity, improvement factors range from six to 10.7 for the spectrum efficiency, and from 6.7 to 12.6 for the spectrum capacity of TD-CDMA. Thus, adaptive antennas constitute a promising technique for capacity increase of future mobile communications systems.
In this paper we derive nonparametric stochastic volatility models in discrete time. These models generalize parametric autoregressive random variance models, which have been applied quite successfully to nancial time series. For the proposed models we investigate nonparametric kernel smoothers. It is seen that so-called nonparametric deconvolution estimators could be applied in this situation and that consistency results known for nonparametric errors- in-variables models carry over to the situation considered herein.
Value Preserving Strategies and a General Framework for Local Approaches to Optimal Portfolios
(1999)
We present some new general results on the existence and form of value preserving portfolio strategies in a general semimartingale setting. The concept of value preservation will be derived via a mean-variance argument. It will also be embedded into a framework for local approaches to the problem of portfolio optimisation.
We consider the determination of optimal portfolios under the threat of a crash. Our main assumption is that upper bounds for both the crash size and the number of crashes occurring before the time horizon are given. We make no probabilistic assumption on the crash size or the crash time distribution. The optimal strategies in the presence of a crash possibility are characterized by a balance problem between insurance against the crash and good performance in the crash-free situation. Explicit solutions for the log-utility case are given. Our main finding is that constant portfolios are no longer optimal ones.
We consider some continuous-time Markowitz type portfolio problems that consist of maximizing expected terminal wealth under the constraint of an upper bound for the Capital-at-Risk. In a Black-Scholes setting we obtain closed form explicit solutions and compare their form and implications to those of the classical continuous-time mean-variance problem. We also consider more general price processes which allow for larger uctuations in the returns.
Linearized flows past slender bodies can be asymptotically described by a linear Fredholm integral equation. A collocation method to solve this equation is presented. In cases where the spectral representation of the integral operator is explicitly known, the collocation method recovers the spectrum of the continuous operator. The approximation error is estimated for two discretizations of the integral operator and the convergence is proved. The collocation scheme is validated in several test cases and extended to situations where the spectrum is not explicit.
The satellite-to-satellite tracking (SST) problems are characterized from mathematical point of view. Uniqueness results are formulated. Moreover, the basic relations are developed between (scalar) approximation of the earth's gravitational potential by "scalar basis systems" and (vectorial) approximation of the gravitational eld by "vectorial basis systems". Finally, the mathematical justication is given for approximating the external geopotential field by finite linear combinations of certain gradient fields (for example, gradient fields of multi-poles) consistent to a given set of SST data.
Being interested in (rotation-)invariant pseudodi erential equations of satellite problems corresponding to spherical orbits, we are reasonably led to generating kernels that depend only on the spherical distance, i. e. in the language of modern constructive approximation form spherical radial basis functions. In this paper approximate identities generated by such (rotation-invariant) kernels which are additionally locally supported are investigated in detail from theoretical as well as numerical point of view. So-called spherical di erence wavelets are introduced. The wavelet transforms are evaluated by the use of a numerical integration rule, that is based on Weyl's law of equidistribution. This approximate formula is constructed such that it can cope with millions of (satellite) data. The approximation error is estimated on the orbital sphere. Finally, we apply the developed theory to the problems of satellite-to-satellite tracking (SST) and satellite gravity gradiometry (SGG).
The aim of this article is to show that moment approximations of kinetic equations based on a Maximum Entropy approach can suffer from severe drawbacks if the kinetic velocity space is unbounded. As example, we study the Fokker Planck equation where explicit expressions for the moments of solutions to Riemann problems can be derived. The quality of the closure relation obtained from the Maximum Entropy approach as well as the Hermite/Grad approach is studied in the case of five moments. It turns out that the Maximum Entropy closure is even singular in equilibrium states while the Hermite/Grad closure behaves reasonably. In particular, the admissible moments may lead to arbitrary large speeds of propagation, even for initial data arbitrary close to global eqilibrium.
The paper concerns the equilibrium state of ultra small semiconductor devices. Due to the quantum drift diffusion model, electrons and holes behave as a mixture of charged quantum fluids. Typically the involved scaled Plancks constants of holes, \(\xi\), is significantly smaller than the scaled Plancks constant of electrons. By setting formally \(\xi=0\) a well-posed differential-algebraic system arises. Existence and uniqueness of an equilibrium solution is proved. A rigorous asymptotic analysis shows that this equilibrium solution is the limit (in a rather strong sense) of quantum systems as \(\xi \to 0\). In particular the ground state energies of the quantum systems converge to the ground state energy of the differential-algebraic system as \(\xi \to 0\).
An asymptotic preserving numerical scheme (with respect to diffusion scalings) for a linear transport equation is investigated. The scheme is adopted from a class of recently developped schemes. Stability is proven uniformly in the mean free path under a CFL type condition turning into a parabolic CFL condition in the diffusion limit.
Starting with general hyperbolic systems of conservation laws, a special sub - class is extracted in which classical solutions can be expressed in terms of a linear transport equation. A characterizing property of this sub - class which contains, for example, all linear systems and non - linear scalar equations, is the existence of so called exponentially exact entropies.
Based on general partitions of unity and standard numerical flux functions, a class of mesh-free methods for conservation laws is derived. A Lax-Wendroff type consistency analysis is carried out for the general case of moving partition functions. The analysis leads to a set of conditions which are checked for the finite volume particle method FVPM. As a by-product, classical finite volume schemes are recovered in the approach for special choices of the partition of unity.
In this chapter, the quantitative numerical simulation of the behavior of deformable linear objects, such as hoses, wires and leaf springs is studied. We first give a short review of the physical approach and the basic solution principle. Then, we give a more detailed description of some key aspects: We introduce a novel approach concerning dynamics based on an algorithm very similar to the one used for (quasi-) static computation. Then, we look at the plastic workpiece deformation, involving a modified computation algorithm and a special representation of the workpiece shape. Then, we give alternative solutions for two key aspects of the algorithm, and investigate the problem of performing the workpiece simulation efficiently, i.e., with desired precision in a short time. In the end, we introduce the inverse modeling problem which must be solved when the gripper trajectory for a given task shall be generated.
A new and systematic basic approach to force- and vision-based robot manipulation of deformable (non-rigid) linear objects is introduced. This approach reduces the computational needs by using a simple state-oriented model of the objects. These states describe the relation between the deformable and rigid obstacles, and are derived from the object image and its features. We give an enumeration of possible contact states and discuss the main characteristics of each state. We investigate the performance of robust transitions between the contact states and derive criteria and conditions for each of the states and for two sensor systems, i.e. a vision sensor and a force/torque sensor. This results in a new and task-independent approach in regarding the handling of deformable objects and in a sensor-based implementation of manipulation primitives for industrial robots. Thus, the usage of sensor processing is an appropriate solution for our problem. Finally, we apply the concept of contact states and state transitions to the description of a typical assembly task. Experimental results show the feasibility of our approach: A robot performs several contact state transitions which can be combined for solving a more complex task.
The paper presents a parallelization technique for the finite pointset method, a numerical method for rarefied gas flows.; First we give a short introduction to the Boltzmann equation, which describes the behaviour of rarefied gas flows. The basic ideas of the finite pointset method are presented and a strategy to parallelize the algorithm will be explained. It is shown that a static processor partition leads to an insufficient load-balance of the processors. Therefore an optimized parallelization technique based on an adaptive processor partition will be introduced, which improves the efficiency of the simulation code over the whole region of interesting flow situation. Finally we present a comparison of the CPU-times between a parallel computer and a vector computer.
Using particle methods to solve the Boltzmann equation for rarefied gases numerically, in realistic streaming problems, huge differences in the total number of particles per cell arise. In order to overcome the resulting numerical difficulties the application of a weighted particle concept is well-suited. The underlying idea is to use different particle masses in different cells depending on the macroscopic density of the gas. Discrepance estimates and numerical results are given.
The wave equation with a Preisach hysteresis operator can be considered as a one-dimensional projection of Maxwell" s equations in a ferromagnetic medium. An initial-boundary value problem for this equation is solved here with emphasizing the fact that under a bounded forcing term the solutions remain bounded. This is due to the strong dissipation of hysteresis energies. New proofs of hysteresis energy inequalities are given without referring to the structure of hysteresis memory.
Elements of the differential topology are used to prove necessary conditions for stabilizability in large by a smooth feedback. Criteria for the smooth feedback stabilizing a smooth nonlinear system locally to have the smooth piecewise smooth extension, which stabilizes the system over a given compact set, have been obtained.
A method of decoupling normalizing transformations has been developed. According to the method only the part of differential equations corresponding to the dynamic on a center manifold has to be modified by means of the normalizing transformations of a Poincare type. The existence of the normalizing transformation completely decoupling the stable dynamic from the center manifold dynamic has been proved. A numerical procedure for the calculation of asymptotic series for the decoupling normalizing transformation has been proposed. The developed method is especially important for the perturbation theory of center manifold and, in particular, for the local stabilization theory. In the paper some sufficient conditions for local stabilization have been given.
On the Moving Preisach Model
(1990)
Fast reconstruction formulae in x-ray computerized tomography demand the directions, in which the measurements are taken, to be equally distributed over the whole circle. In many applications data can only be provided in a restricted range. Here the intrinsic difficulties are studied by giving a singular value decomposition of the Radon transform in a restricted range. Practical limitations are deduced.
We present the concept of a universal adaptive tracking controller for classes of linear systems. For the class of scalar minimum phase systems of relative degree one, adaptive tracking is shown for arbitrary finite dimensional reference signals. The controller requires no identificaiton of the system parameters. Robustness properties are explored.
We present a deterministic simulation scheme for the Boltzmann Semiconductor Equation. The convergence of the method is shown for a simplified space homogeneous case. Numerical experiments, which are very promising, are also given in this situation. The extension for the application to the space inhomogeneous equation with a self consistent electric field is quoted. Theoretical considerations in that case are in preparation.
This essay discusses the multileaf collimator leaf sequencing problem, which occurs in every treatment planning in radiation therapy. The problem is to find a good realization in terms of a leaf sequence in the multileaf collimator such that the time needed to deliver the given dose profile is minimized. A mathematical model using an integer programming formulation has been developed. Additionally, a heuristic, based on existing algorithms and an integer programming formulation, has been developed to enhance the quality of the solutions. Comparing the results to those provided by other algorithms, a significant improvement can be observed.
As shown by Krasnosel" skii, the classical Preisach model allows to construct a hysteresis operator Wbetween spaces of real functions of time. This construction, via the definition of a measure mü in the so-called Preisach plane, is recalled. Characterizations in terms of mü are given for several mapping and continuity properties of W in various function spaces, for the invertibility of W and for the corresponding mapping and continuity properties of the inverse.
The performance of a combustion engine is essentially determined by the charge cycle, i.e. by the inflow of fresh air through the inlet pipe into the cylinder after a combustion cycle. The amount of air, exchanged during this process, depends on many factors, e.g. the number of revolutions per minute, the temperature, the engine and valve geometry. In order to have a tool in designing the engine one is interested in calculating this amount. The proper calculation would involve the solution of three-dimensional hydrodynamical equations governing the gas flow including chemical reactions in a complicated geometry, consisting of the cylinder, valves, inlet and outlet pipe. Since this is clearly too ambitious, we consider a simplified model.
We consider universal adaptive stabilization and tracking controllers for classes of linear systems. Under the technical assumption of linear scaling invariance necessary and sufficient conditions for adaptive stabilization are derived. For scalar systems sufficient conditions for adaptive tracking of finite dimensional reference signals are explored.
In these notes we will discuss some aspects of a problem arising in carindustry. For the sake of clarity we will set the problem into an extremely simplified scheme. Suppose that we have a body which is emitting sound, and that the sound is measured at a finite number of points around the body. We wish to determine the intensity of the sound at an observation point which is moving.
The Trippstadt Problem
(1984)
Close to Kaiserslautern is the town of Trippstadt, which, together with five other small towns forms a local administration unit (Verbandsgemeinde) called Kaiserslautern-Süd. Trippstadt has its own beautiful public swimming pool, which causes problems though; the cost for the upkeep of the pool is higher than the income and thus has to be divided among the towns belonging to the Verbandsgemeinde. Because of this problem the administration wanted to find out which fraction of the total number of pool visitors came from the different towns. They planned to ask each pool guest where he came from. They did this for only three days though because the waiting lines at the cashiers became unbearably long and they could see that because of this the total number of guests would decrease. Then they wondered how to find a better method to get the same data and that was when I was asked to help with the solution of the problem.
Estimation of P(R kl/gleich S) is considered for the simple stress-strength model of failure. Using the Pareto and Power distributions together with their combined form a useful parametric solution is obtained and is illustrated numerically. It is shown that these models are also applicable when only the tails of distributions for R and S are considered. An application to the failure study concerning the fractures is also included.
Stability and Robustness Properties of Universal Adaptive Controllers for First Order Linear Systems
(1987)
The question: What is an adaptive controller? is as old as the word adaptive control itself. In this paper we will adopt a pragmatic viewpoint which identifies adaptive controllers with nonlinear feedback controllers, designed for classes (families) of linear systems. In contrast to classical linear feedback controllers which are designed for individual systems, these non-linear controllers are required to achieve a specific design objective (such as e.g. stability, tracking or decoupling) for a whole prescribed family of linear systems.
Discretizations for the Incompressible Navier-Stokes Equations based on the Lattice Boltzmann Method
(1999)
A discrete velocity model with spatial and velocity discretization based on a lattice Boltzmann method is considered in the low Mach number limit. A uniform numerical scheme for this model is investigated. In the limit, the scheme reduces to a finite difference scheme for the incompressible Navier-Stokes equation which is a projection method with a second order spatial discretization on a regular grid. The discretization is analyzed and the method is compared to Chorin's original spatial discretization. Numerical results supporting the analytical statements are presented.
We present a particle method for the numerical simulation of boundary value problems for the steady-state Boltzmann equation. Referring to some recent results concerning steady-state schemes, the current approach may be used for multi-dimensional problems, where the collision scattering kernel is not restricted to Maxwellian molecules. The efficiency of the new approach is demonstrated by some numerical results obtained from simulations for the (two-dimensional) BEnard's instability in a rarefied gas flow.
In this paper we present a domain decomposition approach for the coupling of Boltzmann and Euler equations. Particle methods are used for both equations. This leads to a simple implementation of the coupling procedure and to natural interface conditions between the two domains. Adaptive time and space discretizations and a direct coupling procedure leads to considerable gains in CPU time compared to a solution of the full Boltzmann equation. Several test cases involving a large range of Knudsen numbers are numerically investigated.