235 resultados para Nichtlineare PDE, Optionsbewertung, kompaktes Finite-Differenzenverfahren, Konvergenz, unvollständiger Markt, inverses Problem, SQP

em Cambridge University Engineering Department Publications Database


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The optimal control of problems that are constrained by partial differential equations with uncertainties and with uncertain controls is addressed. The Lagrangian that defines the problem is postulated in terms of stochastic functions, with the control function possibly decomposed into an unknown deterministic component and a known zero-mean stochastic component. The extra freedom provided by the stochastic dimension in defining cost functionals is explored, demonstrating the scope for controlling statistical aspects of the system response. One-shot stochastic finite element methods are used to find approximate solutions to control problems. It is shown that applying the stochastic collocation finite element method to the formulated problem leads to a coupling between stochastic collocation points when a deterministic optimal control is considered or when moments are included in the cost functional, thereby forgoing the primary advantage of the collocation method over the stochastic Galerkin method for the considered problem. The application of the presented methods is demonstrated through a number of numerical examples. The presented framework is sufficiently general to also consider a class of inverse problems, and numerical examples of this type are also presented. © 2011 Elsevier B.V.

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Water front structures have suffered significant damage in many of the recent earthquakes. These include gravity type quay walls, vertically composite walls, cantilever retaining walls, anchored bulkheads and similar structures. One of the primary causes for the poor performance of these classes of structures is the liquefaction of the foundation soil and in some instances liquefaction of the backfill soil. The liquefaction of the soil in-front of the quay wall tends to cause large lateral displacements and rotation of the wall. Often such gravity walls are placed on rubble mound deposited onto the sea bed.This paper presents finite element analyses of such a problem in which strength degradation of the foundation soil and the backfill material will be modelled using PZ mark III constitutive model. The performance of the wall in terms of its lateral displacement, vertical settlement and/or the rotation suffered by the wall will be presented. In addition, the contours of the horizontal and vertical effective stresses and the excess pore pressure ratio will be presented at different time instants together with hyrdraulic gradients. Immediately after the earthquake, the hydraulic gradients indicate migration of pore water into the region below the wall, suggesting further softening of the foundation soil below the wall.

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This paper extends the air-gap element (AGE) to enable the modeling of flat air gaps. AGE is a macroelement originally proposed by Abdel-Razek et al.for modeling annular air gaps in electrical machines. The paper presents the theory of the new macroelement and explains its implementation within a time-stepped finite-element (FE) code. It validates the solution produced by the new macroelement by comparing it with that obtained by using an FE mesh with a discretized air gap. It then applies the model to determine the open-circuit electromotive force of an axial-flux permanent-magnet machine and compares the results with measurements.

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In speech recognition systems language model (LMs) are often constructed by training and combining multiple n-gram models. They can be either used to represent different genres or tasks found in diverse text sources, or capture stochastic properties of different linguistic symbol sequences, for example, syllables and words. Unsupervised LM adaptation may also be used to further improve robustness to varying styles or tasks. When using these techniques, extensive software changes are often required. In this paper an alternative and more general approach based on weighted finite state transducers (WFSTs) is investigated for LM combination and adaptation. As it is entirely based on well-defined WFST operations, minimum change to decoding tools is needed. A wide range of LM combination configurations can be flexibly supported. An efficient on-the-fly WFST decoding algorithm is also proposed. Significant error rate gains of 7.3% relative were obtained on a state-of-the-art broadcast audio recognition task using a history dependently adapted multi-level LM modelling both syllable and word sequences. ©2010 IEEE.

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Simulated annealing is a popular method for approaching the solution of a global optimization problem. Existing results on its performance apply to discrete combinatorial optimization where the optimization variables can assume only a finite set of possible values. We introduce a new general formulation of simulated annealing which allows one to guarantee finite-time performance in the optimization of functions of continuous variables. The results hold universally for any optimization problem on a bounded domain and establish a connection between simulated annealing and up-to-date theory of convergence of Markov chain Monte Carlo methods on continuous domains. This work is inspired by the concept of finite-time learning with known accuracy and confidence developed in statistical learning theory.