The uniqueness of solutions to discrete, victor, two-point boundary value problems

Difference equations which may arise as discrete approximations to two-point boundary value problems for systems of second-order, ordinary differential equations are investigated and conditions are formulated under which solutions to the discrete problem are unique. Some existence, uniqueness implies existence, and convergence theorems for solutions to the discrete problem are also presented.

Non-linear analysis of the thermo-electro-mechanical behaviour of shear deformable FGM plates with piezoelectric actuators

This paper investigates the non-linear bending behaviour of functionally graded plates that are bonded with piezoelectric actuator layers and subjected to transverse loads and a temperature gradient based on Reddy's higher-order shear deformation plate theory. The von Karman-type geometric non-linearity, piezoelectric and thermal effects are included in mathematical formulations. The temperature change is due to a steady-state heat conduction through the plate thickness. The material properties are assumed to be graded in the thickness direction according to a power-law distribution in terms of the volume fractions of the constituents. The plate is clamped at two opposite edges, while the remaining edges can be free, simply supported or clamped. Differential quadrature approximation in the X-axis is employed to convert the partial differential governing equations and the associated boundary conditions into a set of ordinary differential equations. By choosing the appropriate functions as the displacement and stress functions on each nodal line and then applying the Galerkin procedure, a system of non-linear algebraic equations is obtained, from which the non-linear bending response of the plate is determined through a Picard iteration scheme. Numerical results for zirconia/aluminium rectangular plates are given in dimensionless graphical form. The effects of the applied actuator voltage, the volume fraction exponent, the temperature gradient, as well as the characteristics of the boundary conditions are also studied in detail. Copyright (C) 2004 John Wiley Sons, Ltd.

Gauge Poisson representations for birth/death master equations

Poisson representation techniques provide a powerful method for mapping master equations for birth/death processes -- found in many fields of physics, chemistry and biology -- into more tractable stochastic differential equations. However, the usual expansion is not exact in the presence of boundary terms, which commonly occur when the differential equations are nonlinear. In this paper, a gauge Poisson technique is introduced that eliminates boundary terms, to give an exact representation as a weighted rate equation with stochastic terms. These methods provide novel techniques for calculating and understanding the effects of number correlations in systems that have a master equation description. As examples, correlations induced by strong mutations in genetics, and the astrophysical problem of molecule formation on microscopic grain surfaces are analyzed. Exact analytic results are obtained that can be compared with numerical simulations, demonstrating that stochastic gauge techniques can give exact results where standard Poisson expansions are not able to.

On the existence of solutions to boundary value problems on time scales

This work formulates existence theorems for solutions to two-point boundary value problems on time scales. The methods used include maximum principles, a priori bounds and topological degree theory.

Analytical solutions of linear finite- and small-strain one-dimensional consolidation

Analytical solutions are presented for linear finite-strain one-dimensional consolidation of initially unconsolidated soil layers with surcharge loading for both one- and two-way drainage. These solutions complement earlier solutions for initially unconsolidated soil layers without surcharge and initially normally consolidated soil layers with surcharge. Small-strain solutions for the consolidation of initially unconsolidated soil layers with surcharge loading are also presented, and the relationship between the earlier solutions for initially unconsolidated soil without surcharge and the corresponding small-strain solutions, which was not addressed in the earlier work, is clarified. The new solutions for initially unconsolidated soil with surcharge loading can be applied to the analysis of low stress consolidation tests and to the partial validation of numerical solutions of non-linear finite-strain consolidation. They also clarify a formerly perplexing aspect of finite-strain solution charts first noted in numerical solutions. Copyright (C) 2004 John Wiley Sons, Ltd.

Global behavior of positive solutions of nonlinear three-point boundary value problems

We investigate the structure of the positive solution set for nonlinear three-point boundary value problems of the form u('') + h(t) f(u) = 0, u(0) = 0, u(1) = lambdau(eta), where eta epsilon (0, 1) is given lambda epsilon (0, 1/n) is a parameter, f epsilon C ([0, infinity), [0, infinity)) satisfies f (s) > 0 for s > 0, and h epsilon C([0, 1], [0, infinity)) is not identically zero on any subinterval of [0, 1]. Our main results demonstrate the existence of continua of positive solutions of the above problem. (C) 2004 Elsevier Ltd. All rights reserved.

Theoretical and numerical analysis of large-scale heat transfer problems with temperature-dependent pore-fluid densities

Purpose - In many scientific and engineering fields, large-scale heat transfer problems with temperature-dependent pore-fluid densities are commonly encountered. For example, heat transfer from the mantle into the upper crust of the Earth is a typical problem of them. The main purpose of this paper is to develop and present a new combined methodology to solve large-scale heat transfer problems with temperature-dependent pore-fluid densities in the lithosphere and crust scales. Design/methodology/approach - The theoretical approach is used to determine the thickness and the related thermal boundary conditions of the continental crust on the lithospheric scale, so that some important information can be provided accurately for establishing a numerical model of the crustal scale. The numerical approach is then used to simulate the detailed structures and complicated geometries of the continental crust on the crustal scale. The main advantage in using the proposed combination method of the theoretical and numerical approaches is that if the thermal distribution in the crust is of the primary interest, the use of a reasonable numerical model on the crustal scale can result in a significant reduction in computer efforts. Findings - From the ore body formation and mineralization points of view, the present analytical and numerical solutions have demonstrated that the conductive-and-advective lithosphere with variable pore-fluid density is the most favorite lithosphere because it may result in the thinnest lithosphere so that the temperature at the near surface of the crust can be hot enough to generate the shallow ore deposits there. The upward throughflow (i.e. mantle mass flux) can have a significant effect on the thermal structure within the lithosphere. In addition, the emplacement of hot materials from the mantle may further reduce the thickness of the lithosphere. Originality/value - The present analytical solutions can be used to: validate numerical methods for solving large-scale heat transfer problems; provide correct thermal boundary conditions for numerically solving ore body formation and mineralization problems on the crustal scale; and investigate the fundamental issues related to thermal distributions within the lithosphere. The proposed finite element analysis can be effectively used to consider the geometrical and material complexities of large-scale heat transfer problems with temperature-dependent fluid densities.

A note on the Balanced method

Recently the Balanced method was introduced as a class of quasi-implicit methods for solving stiff stochastic differential equations. We examine asymptotic and mean-square stability for several implementations of the Balanced method and give a generalized result for the mean-square stability region of any Balanced method. We also investigate the optimal implementation of the Balanced method with respect to strong convergence.

A windows program for the derivation of steady-state equations in enzyme systems

Despite the number of computer-assisted methods described for the derivation of steady-state equations of enzyme systems, most of them are focused on strict steady-state conditions or are not able to solve complex reaction mechanisms. Moreover, many of them are based on computer programs that are either not readily available or have limitations. We present here a computer program called WinStes, which derives equations for both strict steady-state systems and those with the assumption of rapid equilibrium, for branched or unbranched mechanisms, containing both reversible and irreversible conversion steps. It solves reaction mechanisms involving up to 255 enzyme species, connected by up to 255 conversion steps. The program provides all the advantages of the Windows programs, such as a user-friendly graphical interface, and has a short computation time. WinStes is available free of charge on request from the authors. (c) 2006 Elsevier Inc. All rights reserved.

Towards a Modeling Environment for Earth Systems Simulations

The developments of models in Earth Sciences, e.g. for earthquake prediction and for the simulation of mantel convection, are fare from being finalized. Therefore there is a need for a modelling environment that allows scientist to implement and test new models in an easy but flexible way. After been verified, the models should be easy to apply within its scope, typically by setting input parameters through a GUI or web services. It should be possible to link certain parameters to external data sources, such as databases and other simulation codes. Moreover, as typically large-scale meshes have to be used to achieve appropriate resolutions, the computational efficiency of the underlying numerical methods is important. Conceptional this leads to a software system with three major layers: the application layer, the mathematical layer, and the numerical algorithm layer. The latter is implemented as a C/C++ library to solve a basic, computational intensive linear problem, such as a linear partial differential equation. The mathematical layer allows the model developer to define his model and to implement high level solution algorithms (e.g. Newton-Raphson scheme, Crank-Nicholson scheme) or choose these algorithms form an algorithm library. The kernels of the model are generic, typically linear, solvers provided through the numerical algorithm layer. Finally, to provide an easy-to-use application environment, a web interface is (semi-automatically) built to edit the XML input file for the modelling code. In the talk, we will discuss the advantages and disadvantages of this concept in more details. We will also present the modelling environment escript which is a prototype implementation toward such a software system in Python (see www.python.org). Key components of escript are the Data class and the PDE class. Objects of the Data class allow generating, holding, accessing, and manipulating data, in such a way that the actual, in the particular context best, representation is transparent to the user. They are also the key to establish connections with external data sources. PDE class objects are describing (linear) partial differential equation objects to be solved by a numerical library. The current implementation of escript has been linked to the finite element code Finley to solve general linear partial differential equations. We will give a few simple examples which will illustrate the usage escript. Moreover, we show the usage of escript together with Finley for the modelling of interacting fault systems and for the simulation of mantel convection.

Elliptic Gaudin models and elliptic KZ equations

The Gaudin models based on the face-type elliptic quantum groups and the XYZ Gaudin models are studied. The Gaudin model Hamiltonians are constructed and are diagonalized by using the algebraic Bethe ansatz method. The corresponding face-type Knizhnik–Zamolodchikov equations and their solutions are given.

An introduction to efficiency and productivity analysis

The second edition of An Introduction to Efficiency and Productivity Analysis is designed to be a general introduction for those who wish to study efficiency and productivity analysis. The book provides an accessible, well-written introduction to the four principal methods involved: econometric estimation of average response models; index numbers, data envelopment analysis (DEA); and stochastic frontier analysis (SFA). For each method, a detailed introduction to the basic concepts is presented, numerical examples are provided, and some of the more important extensions to the basic methods are discussed. Of special interest is the systematic use of detailed empirical applications using real-world data throughout the book. In recent years, there have been a number of excellent advance-level books published on performance measurement. This book, however, is the first systematic survey of performance measurement with the express purpose of introducing the field to a wide audience of students, researchers, and practitioners. Indeed, the 2nd Edition maintains its uniqueness: (1) It is a well-written introduction to the field. (2) It outlines, discusses and compares the four principal methods for efficiency and productivity analysis in a well-motivated presentation. (3) It provides detailed advice on computer programs that can be used to implement these performance measurement methods. The book contains computer instructions and output listings for the SHAZAM, LIMDEP, TFPIP, DEAP and FRONTIER computer programs. More extensive listings of data and computer instruction files are available on the book's website: (www.uq.edu.au/economics/cepa/crob2005).

Solution of adsorption problems involving steep moving profiles

The moving finite element collocation method proposed by Kill et al. (1995) Chem. Engng Sci. 51 (4), 2793-2799 for solution of problems with steep gradients is further developed to solve transient problems arising in the field of adsorption. The technique is applied to a model of adsorption in solids with bidisperse pore structures. Numerical solutions were found to match the analytical solution when it exists (i.e. when the adsorption isotherm is linear). The method is simple yet sufficiently accurate for use in adsorption problems, where global collocation methods fail. (C) 1998 Elsevier Science Ltd. All rights reserved.

Theory of multidimensional parametric band-gap simultons

Multidimensional spatiotemporal parametric simultons (simultaneous solitary waves) are possible in a nonlinear chi((2)) medium with a Bragg grating structure, where large effective dispersion occurs near two resonant band gaps for the carrier and second-harmonic field, respectively. The enhanced dispersion allows much reduced interaction lengths, as compared to bulk medium parametric simultons. The nonlinear parametric band-gap medium permits higher-dimensional stationary waves to form. In addition, solitons can occur with lower input powers than conventional nonlinear Schrodinger equation gap solitons. In this paper, the equations for electromagnetic propagation in a grating structure with a parametric nonlinearity are derived from Maxwell's equation using a coupled mode Hamiltonian analysis in one, two, and three spatial dimensions. Simultaneous solitary wave solutions are proved to exist by reducing the equations to the coupled equations describing a nonlinear parametric waveguide, using the effective-mass approximation (EMA). Exact one-dimensional numerical solutions in agreement with the EMA solutions are also given. Direct numerical simulations show that the solutions have similar types of stability properties to the bulk case, providing the carrier waves are tuned to the two Bragg resonances, and the pulses have a width in frequency space less than the band gap. In summary, these equations describe a physically accessible localized nonlinear wave that is stable in up to 3 + 1 dimensions. Possible applications include photonic logic and switching devices. [S1063-651X(98)06109-1].