Krylov subspace approximations for the exponential Euler method: Error estimates and the harmonic Ritz approximant

We study Krylov subspace methods for approximating the matrix-function vector product φ(tA)b where φ(z) = [exp(z) - 1]/z. This product arises in the numerical integration of large stiff systems of differential equations by the Exponential Euler Method, where A is the Jacobian matrix of the system. Recently, this method has found application in the simulation of transport phenomena in porous media within mathematical models of wood drying and groundwater flow. We develop an a posteriori upper bound on the Krylov subspace approximation error and provide a new interpretation of a previously published error estimate. This leads to an alternative Krylov approximation to φ(tA)b, the so-called Harmonic Ritz approximant, which we find does not exhibit oscillatory behaviour of the residual error.

Mean and variance of estimates of the bispectrum of a harmonic random process-an analysis including leakage effects

Analytical expressions are derived for the mean and variance, of estimates of the bispectrum of a real-time series assuming a cosinusoidal model. The effects of spectral leakage, inherent in discrete Fourier transform operation when the modes present in the signal have a nonintegral number of wavelengths in the record, are included in the analysis. A single phase-coupled triad of modes can cause the bispectrum to have a nonzero mean value over the entire region of computation owing to leakage. The variance of bispectral estimates in the presence of leakage has contributions from individual modes and from triads of phase-coupled modes. Time-domain windowing reduces the leakage. The theoretical expressions for the mean and variance of bispectral estimates are derived in terms of a function dependent on an arbitrary symmetric time-domain window applied to the record. the number of data, and the statistics of the phase coupling among triads of modes. The theoretical results are verified by numerical simulations for simple test cases and applied to laboratory data to examine phase coupling in a hypothesis testing framework

Distribution harmonic state estimation based on a modified PSO considering parameters uncertainty

This paper presents a new algorithm based on a Modified Particle Swarm Optimization (MPSO) to estimate the harmonic state variables in a distribution networks. The proposed algorithm performs the estimation for both amplitude and phase of each injection harmonic currents by minimizing the error between the measured values from Phasor Measurement Units (PMUs) and the values computed from the estimated parameters during the estimation process. The proposed algorithm can take into account the uncertainty of the harmonic pseudo measurement and the tolerance in the line impedances of the network as well as the uncertainty of the Distributed Generators (DGs) such as Wind Turbines (WTs). The main features of the proposed MPSO algorithm are usage of a primary and secondary PSO loop and applying the mutation function. The simulation results on 34-bus IEEE radial and a 70-bus realistic radial test networks are presented. The results demonstrate that the speed and the accuracy of the proposed Distribution Harmonic State Estimation (DHSE) algorithm are very excellent compared to the algorithms such as Weight Least Square (WLS), Genetic Algorithm (GA), original PSO, and Honey Bees Mating Optimization (HBMO).

Distribution harmonic state estimation based on a hybrid PSO and SA algorithm considering parameters uncertainty

This paper presents a new algorithm based on a Hybrid Particle Swarm Optimization (PSO) and Simulated Annealing (SA) called PSO-SA to estimate harmonic state variables in distribution networks. The proposed algorithm performs estimation for both amplitude and phase of each harmonic currents injection by minimizing the error between the measured values from Phasor Measurement Units (PMUs) and the values computed from the estimated parameters during the estimation process. The proposed algorithm can take into account the uncertainty of the harmonic pseudo measurement and the tolerance in the line impedances of the network as well as uncertainty of the Distributed Generators (DGs) such as Wind Turbines (WT). The main feature of proposed PSO-SA algorithm is to reach quickly around the global optimum by PSO with enabling a mutation function and then to find that optimum by SA searching algorithm. Simulation results on IEEE 34 bus radial and a realistic 70-bus radial test networks are presented to demonstrate the speed and accuracy of proposed Distribution Harmonic State Estimation (DHSE) algorithm is extremely effective and efficient in comparison with the conventional algorithms such as Weight Least Square (WLS), Genetic Algorithm (GA), original PSO and Honey Bees Mating Optimization (HBMO) algorithm.

An approximate method for the solution of an influence function foil rolling model

Fleck and Johnson (Int. J. Mech. Sci. 29 (1987) 507) and Fleck et al. (Proc. Inst. Mech. Eng. 206 (1992) 119) have developed foil rolling models which allow for large deformations in the roll profile, including the possibility that the rolls flatten completely. However, these models require computationally expensive iterative solution techniques. A new approach to the approximate solution of the Fleck et al. (1992) Influence Function Model has been developed using both analytic and approximation techniques. The numerical difficulties arising from solving an integral equation in the flattened region have been reduced by applying an Inverse Hilbert Transform to get an analytic expression for the pressure. The method described in this paper is applicable to cases where there is or there is not a flat region.

Smoothing a Discrete Hazard Function for the Number of Patients Colonized with Methicillin-Resistance Staphylococcus Aureus in an Intensive Care Unit

A new method for estimating the time to colonization of Methicillin-resistant Staphylococcus Aureus (MRSA) patients is developed in this paper. The time to colonization of MRSA is modelled using a Bayesian smoothing approach for the hazard function. There are two prior models discussed in this paper: the first difference prior and the second difference prior. The second difference prior model gives smoother estimates of the hazard functions and, when applied to data from an intensive care unit (ICU), clearly shows increasing hazard up to day 13, then a decreasing hazard. The results clearly demonstrate that the hazard is not constant and provide a useful quantification of the effect of length of stay on the risk of MRSA colonization which provides useful insight.