Enhanced poisson sum representation for alpha-stable processes

In this paper we present Poisson sum series representations for α-stable (αS) random variables and a-stable processes, in particular concentrating on continuous-time autoregressive (CAR) models driven by α-stable Lévy processes. Our representations aim to provide a conditionally Gaussian framework, which will allow parameter estimation using Rao-Blackwellised versions of state of the art Bayesian computational methods such as particle filters and Markov chain Monte Carlo (MCMC). To overcome the issues due to truncation of the series, novel residual approximations are developed. Simulations demonstrate the potential of these Poisson sum representations for inference in otherwise intractable α-stable models. © 2011 IEEE.

Energy stable and momentum conserving hybrid finite element method for the incompressible Navier-Stokes equations

A hybrid method for the incompressible Navier-Stokes equations is presented. The method inherits the attractive stabilizing mechanism of upwinded discontinuous Galerkin methods when momentum advection becomes significant, equal-order interpolations can be used for the velocity and pressure fields, and mass can be conserved locally. Using continuous Lagrange multiplier spaces to enforce flux continuity across cell facets, the number of global degrees of freedom is the same as for a continuous Galerkin method on the same mesh. Different from our earlier investigations on the approach for the Navier-Stokes equations, the pressure field in this work is discontinuous across cell boundaries. It is shown that this leads to very good local mass conservation and, for an appropriate choice of finite element spaces, momentum conservation. Also, a new form of the momentum transport terms for the method is constructed such that global energy stability is guaranteed, even in the absence of a pointwise solenoidal velocity field. Mass conservation, momentum conservation, and global energy stability are proved for the time-continuous case and for a fully discrete scheme. The presented analysis results are supported by a range of numerical simulations. © 2012 Society for Industrial and Applied Mathematics.

On the stability of a rod adhering to a rigid surface: Shear-induced stable adhesion and the instability of peeling

Using variational methods, we establish conditions for the nonlinear stability of adhesive states between an elastica and a rigid halfspace. The treatment produces coupled criteria for adhesion and buckling instabilities by exploiting classical techniques from Legendre and Jacobi. Three examples that arise in a broad range of engineered systems, from microelectronics to biologically inspired fiber array adhesion, are used to illuminate the stability criteria. The first example illustrates buckling instabilities in adhered rods, while the second shows the instability of a peeling process and the third illustrates the stability of a shear-induced adhesion. The latter examples can also be used to explain how microfiber array adhesives can be activated by shearing and deactivated by peeling. The nonlinear stability criteria developed in this paper are also compared to other treatments. © 2012 Elsevier Ltd. All rights reserved.

Linear gaussian computations for near-exact Bayesian Monte Carlo inference in skewed alpha-stable time series models

In this paper we study parameter estimation for time series with asymmetric α-stable innovations. The proposed methods use a Poisson sum series representation (PSSR) for the asymmetric α-stable noise to express the process in a conditionally Gaussian framework. That allows us to implement Bayesian parameter estimation using Markov chain Monte Carlo (MCMC) methods. We further enhance the series representation by introducing a novel approximation of the series residual terms in which we are able to characterise the mean and variance of the approximation. Simulations illustrate the proposed framework applied to linear time series, estimating the model parameter values and model order P for an autoregressive (AR(P)) model driven by asymmetric α-stable innovations. © 2012 IEEE.

The stochastic implicit Euler method - A stable coupling scheme for Monte Carlo burnup calculations

Existing Monte Carlo burnup codes use various schemes to solve the coupled criticality and burnup equations. Previous studies have shown that the coupling schemes of the existing Monte Carlo burnup codes can be numerically unstable. Here we develop the Stochastic Implicit Euler method - a stable and efficient new coupling scheme. The implicit solution is obtained by the stochastic approximation at each time step. Our test calculations demonstrate that the Stochastic Implicit Euler method can provide an accurate solution to problems where the methods in the existing Monte Carlo burnup codes fail. © 2013 Elsevier Ltd. All rights reserved.

Stable multivariate rational interpolation for parameter-dependent aerospace models

A multivariate, robust, rational interpolation method for propagating uncertainties in several dimensions is presented. The algorithm for selecting numerator and denominator polynomial orders is based on recent work that uses a singular value decomposition approach. In this paper we extend this algorithm to higher dimensions and demonstrate its efficacy in terms of convergence and accuracy, both as a method for response suface generation and interpolation. To obtain stable approximants for continuous functions, we use an L2 error norm indicator to rank optimal numerator and denominator solutions. For discontinous functions, a second criterion setting an upper limit on the approximant value is employed. Analytical examples demonstrate that, for the same stencil, rational methods can yield more rapid convergence compared to pseudospectral or collocation approaches for certain problems. © 2012 AIAA.

Numerically stable Monte Carlo-burnup-thermal hydraulic coupling schemes

This paper presents stochastic implicit coupling method intended for use in Monte-Carlo (MC) based reactor analysis systems that include burnup and thermal hydraulic (TH) feedbacks. Both feedbacks are essential for accurate modeling of advanced reactor designs and analyses of associated fuel cycles. In particular, we investigate the effect of different burnup-TH coupling schemes on the numerical stability and accuracy of coupled MC calculations. First, we present the beginning of time step method which is the most commonly used. The accuracy of this method depends on the time step length and it is only conditionally stable. This work demonstrates that even for relatively short time steps, this method can be numerically unstable. Namely, the spatial distribution of neutronic and thermal hydraulic parameters, such as nuclide densities and temperatures, exhibit oscillatory behavior. To address the numerical stability issue, new implicit stochastic methods are proposed. The methods solve the depletion and TH problems simultaneously and use under-relaxation to speed up convergence. These methods are numerically stable and accurate even for relatively large time steps and require less computation time than the existing methods. © 2013 Elsevier Ltd. All rights reserved.