The composite Euler method for stiff stochastic differential equations

In this paper we present the composite Euler method for the strong solution of stochastic differential equations driven by d-dimensional Wiener processes. This method is a combination of the semi-implicit Euler method and the implicit Euler method. At each step either the semi-implicit Euler method or the implicit Euler method is used in order to obtain better stability properties. We give criteria for selecting the semi-implicit Euler method or the implicit Euler method. For the linear test equation, the convergence properties of the composite Euler method depend on the criteria for selecting the methods. Numerical results suggest that the convergence properties of the composite Euler method applied to nonlinear SDEs is the same as those applied to linear equations. The stability properties of the composite Euler method are shown to be far superior to those of the Euler methods, and numerical results show that the composite Euler method is a very promising method. (C) 2001 Elsevier Science B.V. All rights reserved.

Composite auction method for suppressing unreasonable electricity price spikes in a competitive electricity market

The existence of undesirable electricity price spikes in a competitive electricity market requires an efficient auction mechanism. However, many of the existing auction mechanism have difficulties in suppressing such unreasonable price spikes effectively. A new auction mechanism is proposed to suppress effectively unreasonable price spikes in a competitive electricity market. It optimally combines system marginal price auction and pay as bid auction mechanisms. A threshold value is determined to activate the switching between the marginal price auction and the proposed composite auction. Basically when the system marginal price is higher than the threshold value, the composite auction for high price electricity market is activated. The winning electricity sellers will sell their electricity at the system marginal price or their own bid prices, depending on their rights of being paid at the system marginal price and their offers' impact on suppressing undesirable price spikes. Such economic stimuli discourage sellers from practising economic and physical withholdings. Multiple price caps are proposed to regulate strong market power. We also compare other auction mechanisms to highlight the characteristics of the proposed one. Numerical simulation using the proposed auction mechanism is given to illustrate the procedure of this new auction mechanism.

A multi-scaled approach for simulating chemical reaction systems

In this paper we give an overview of some very recent work, as well as presenting a new approach, on the stochastic simulation of multi-scaled systems involving chemical reactions. In many biological systems (such as genetic regulation and cellular dynamics) there is a mix between small numbers of key regulatory proteins, and medium and large numbers of molecules. In addition, it is important to be able to follow the trajectories of individual molecules by taking proper account of the randomness inherent in such a system. We describe different types of simulation techniques (including the stochastic simulation algorithm, Poisson Runge–Kutta methods and the balanced Euler method) for treating simulations in the three different reaction regimes: slow, medium and fast. We then review some recent techniques on the treatment of coupled slow and fast reactions for stochastic chemical kinetics and present a new approach which couples the three regimes mentioned above. We then apply this approach to a biologically inspired problem involving the expression and activity of LacZ and LacY proteins in E. coli, and conclude with a discussion on the significance of this work.

Stochastic modelling and simulations for solute transport in porous media

A stochastic model for solute transport in aquifers is studied based on the concepts of stochastic velocity and stochastic diffusivity. By applying finite difference techniques to the spatial variables of the stochastic governing equation, a system of stiff stochastic ordinary differential equations is obtained. Both the semi-implicit Euler method and the balanced implicit method are used for solving this stochastic system. Based on the Karhunen-Loeve expansion, stochastic processes in time and space are calculated by means of a spatial correlation matrix. Four types of spatial correlation matrices are presented based on the hydraulic properties of physical parameters. Simulations with two types of correlation matrices are presented.

The Equilibrium Flux Method for the calculation of flows with non-equilbrium chemical reactions

The Equilibrium Flux Method [1] is a kinetic theory based finite volume method for calculating the flow of a compressible ideal gas. It is shown here that, in effect, the method solves the Euler equations with added pseudo-dissipative terms and that it is a natural upwinding scheme. The method can be easily modified so that the flow of a chemically reacting gas mixture can be calculated. Results from the method for a one-dimensional non-equilibrium reacting flow are shown to agree well with a conventional continuum solution. Results are also presented for the calculation of a plane two-dimensional flow, at hypersonic speed, of a dissociating gas around a blunt-nosed body.

Matrix elements of U(2n) generators in a multishell spin-orbit basis. I. The del-operator MEs in a two-shell composite Gelfand-Paldus basis

This is the first in a series of three articles which aimed to derive the matrix elements of the U(2n) generators in a multishell spin-orbit basis. This is a basis appropriate to many-electron systems which have a natural partitioning of the orbital space and where also spin-dependent terms are included in the Hamiltonian. The method is based on a new spin-dependent unitary group approach to the many-electron correlation problem due to Gould and Paldus [M. D. Gould and J. Paldus, J. Chem. Phys. 92, 7394, (1990)]. In this approach, the matrix elements of the U(2n) generators in the U(n) x U(2)-adapted electronic Gelfand basis are determined by the matrix elements of a single Ll(n) adjoint tensor operator called the del-operator, denoted by Delta(j)(i) (1 less than or equal to i, j less than or equal to n). Delta or del is a polynomial of degree two in the U(n) matrix E = [E-j(i)]. The approach of Gould and Paldus is based on the transformation properties of the U(2n) generators as an adjoint tensor operator of U(n) x U(2) and application of the Wigner-Eckart theorem. Hence, to generalize this approach, we need to obtain formulas for the complete set of adjoint coupling coefficients for the two-shell composite Gelfand-Paldus basis. The nonzero shift coefficients are uniquely determined and may he evaluated by the methods of Gould et al. [see the above reference]. In this article, we define zero-shift adjoint coupling coefficients for the two-shell composite Gelfand-Paldus basis which are appropriate to the many-electron problem. By definition, these are proportional to the corresponding two-shell del-operator matrix elements, and it is shown that the Racah factorization lemma applies. Formulas for these coefficients are then obtained by application of the Racah factorization lemma. The zero-shift adjoint reduced Wigner coefficients required for this procedure are evaluated first. All these coefficients are needed later for the multishell case, which leads directly to the two-shell del-operator matrix elements. Finally, we discuss an application to charge and spin densities in a two-shell molecular system. (C) 1998 John Wiley & Sons.

Analysis of acousto-ultrasonic characteristics for contact-type transducers coupled to composite laminated plates

The acousto-ultrasonic (AU) input-output characteristics for contact-type transmitting and receiving transducers coupled to composite laminated plates are considered in this paper. Combining a multiple integral transform method, an ordinary discrete layer theory for the laminates and some simplifying assumptions for the electro-mechanical transduction behaviour of the transducers, an analytical solution is developed which can deal with all the wave processes involved in the AU measurement system, i.e, wave generation, wave propagation and wave reception. The spectral response of the normal contact pressure sensed by the receiving transducer due to an arbitrary input pulse excited by the transmitting transducer is obtained. To validate the new analytical-numerical spectral technique in the low-frequency regime, the results are compared with Mindlin plate theory solutions. Based on the analytical results, numerical calculations are carried out to investigate the influence of various external parameters such as frequency content of the input pulse, transmitter/receiver spacing and transducer aperture on the output of the measurement system. The results show that the presented analytical-numerical procedure is an effective tool for understanding the input-output characteristics of the AU technique for laminated plates. (C) 2001 Elsevier Science Ltd. All rights reserved.

Modelling of Lamb waves in composite laminated plates excited by interdigital transducers

The technique of permanently attaching interdigital transducers (IDT) to either flat or curved structural surfaces to excite single Lamb wave mode has demonstrated great potential for quantitative non-destructive evaluation and smart materials design, In this paper, the acoustic wave field in a composite laminated plate excited by an IDT is investigated. On the basis of discrete layer theory and a multiple integral transform method, an analytical-numerical approach is developed to evaluate the surface velocity response of the plate due to the IDTs excitation. In this approach, the frequency spectrum and wave number spectrum of the output of IDT are obtained directly. The corresponding time domain results are calculated by applying a standard inverse fast Fourier transformation technique. Numerical examples are presented to validate the developed method and show the ability of mode selection and isolation. A new effective way of transfer function estimation and interpretation is presented by considering the input wave number spectrum in addition to the commonly used input frequency spectrum. The new approach enables the simple physical evaluation of the influences of IDT geometrical features such as electrode finger widths and overall dimension and excitation signal properties on the input-output characteristics of IDT. Finally, considering the convenience of Mindlin plate wave theory in numerical computations as well as theoretical analysis, the validity is examined of using this approximate theory to design IDT for the excitation of the first and second anti-symmetric Lamb modes. (C) 2002 Elsevier Science Ltd. All rights reserved.

Single mode Lamb waves in composite laminated plates generated by piezoelectric transducers

The technique of permanently attaching piezoelectric transducers to structural surfaces has demonstrated great potential for quantitative non-destructive evaluation and smart materials design. For thin structural members such as composite laminated plates, it has been well recognized that guided Lamb wave techniques can provide a very sensitive and effective means for large area interrogation. However, since in these applications multiple wave modes are generally generated and the individual modes are usually dispersive, the received signals are very complex and difficult to interpret. An attractive way to deal with this problem has recently been introduced by applying piezoceramic transducer arrays or interdigital transducer (IDT) technologies. In this paper, the acoustic wave field in composite laminated plates excited by piezoceramic transducer arrays or IDT is investigated. Based on dynamic piezoelectricity theory, a discrete layer theory and a multiple integral transform method, an analytical-numerical approach is developed to evaluate the input impedance characteristics of the transducer and the surface velocity response of the plate. The method enables the quantitative evaluation of the influence of the electrical characteristics of the excitation circuit, the geometric and piezoelectric properties of the transducer array, and the mechanical and geometrical features of the laminate. Numerical results are presented to validate the developed method and show the ability of single wave mode selection and isolation. The results show that the interaction between individual elements of the piezoelectric array has a significant influence on the performance of the IDT, and these effects can not be neglected even in the case of low frequency excitation. It is also demonstrated that adding backing materials to the transducer elements can be used to improve the excitability of specific wave modes. (C) 2002 Elsevier Science Ltd. All rights reserved.

Application of the maximum entropy method to the (2 + 1)D four-fermion model

We investigate spectral functions extracted using the maximum entropy method from correlators measured in lattice simulations of the (2+1)-dimensional four-fermion model. This model is particularly interesting because it has both a chirally broken phase with a rich spectrum of mesonic bound states and a symmetric phase where there are only resonances. In the broken phase we study the elementary fermion, pion, sigma, and massive pseudoscalar meson; our results confirm the Goldstone nature of the π and permit an estimate of the meson binding energy. We have, however, seen no signal of σ→ππ decay as the chiral limit is approached. In the symmetric phase we observe a resonance of nonzero width in qualitative agreement with analytic expectations; in addition the ultraviolet behavior of the spectral functions is consistent with the large nonperturbative anomalous dimension for fermion composite operators expected in this model.

Analysis of the free vibration of rectangular plates with central cut-outs using the discrete Ritz method

We present an analysis of the free vibration of plates with internal discontinuities due to central cut-outs. A numerical formulation for a basic L-shaped element which is divided into appropriate sub-domains that are dependent upon the location of the cut-out is used as the basic building element. Trial functions formed to satisfy certain boundary conditions are employed to define the transverse deflection of each sub-domain. Mathematical treatments in terms of the continuities in displacement, slope, moment, and higher derivatives between the adjacent sub-domains are enforced at the interconnecting edges. The energy functional results, from the proper assembly of the coupled strain and kinetic energy contributions of each sub-domain, are minimized via the Ritz procedure to extract the vibration frequencies and. mode shapes of the plates. The procedures are demonstrated by considering plates with central cut-outs that are subjected to two types of boundary conditions. (C) 2003 Elsevier Ltd. All rights reserved.

Modelling the input-output behaviour of piezoelectric structural health monitoring systems for composite plates

This paper investigates the input-output characteristics of structural health monitoring systems for composite plates based on permanently attached piezoelectric transmitter and sensor elements. Using dynamic piezoelectricity theory and a multiple integral transform method to describe the propagating and scattered flexural waves an electro-mechanical model for simulating the voltage input-output transfer function for circular piezoelectric transmitters and sensors adhesively attached to an orthotropic composite plate is developed. The method enables the characterization of all three physical processes, i.e. wave generation, wave propagation and wave reception. The influence of transducer, plate and attached electrical circuit characteristics on the voltage output behaviour of the system is examined through numerical calculations, both in frequency and the time domain. The results show that the input-output behaviour of the system is not properly predicted by the transducers' properties alone. Coupling effects between the transducers and the tested structure have to be taken into account, and adding backing materials to the piezoelectric elements can significantly improve the sensitivity of the system. It is shown that in order to achieve maximum sensitivity, particular piezoelectric transmitters and sensors need to be designed according to the structure to be monitored and the specific frequency regime of interest.

Depth of cure and surface microhardness of composite resin cured with blue LED curing lights

Objectives. This study examined the depth of cure and surface microhardness of Filtek Z250 composite resin (3M-Espe) (shades B1, A3, and C4) when cured with three commercially available tight emitting diode (LED) curing lights [E-light (GC), Elipar Freelight (3M-ESPE), 475H (RF Lab Systems)], compared with a high intensity quartz tungsten halogen (HQTH) light (Kerr Demetron Optilux 501) and a conventional quartz tungsten halogen (QTH) lamp (Sirona S1 dental unit). Methods. The effects of light source and resin shade were evaluated as independent variables. Depth of cure after 40 s of exposure was determined using the ISO 4049:2000 method, and Vickers hardness determined at 1.0 mm intervals. Results. HQTH and QTH lamps gave the greatest depth of cure. The three LED lights showed similar performances across all parameters, and each unit exceeded the ISO standard for depth of cure except GC ELight for shade B1. In terms of shade, LED lights gave greater curing depths with A3 shade, while QTH and HQTH tights gave greater curing depths with C4 shade. Hardness at the resin surface was not significantly different between LED and conventional curing lights, however, below the surface, hardness reduced more rapidly for the LED lights, especially at depths beyond 3 mm. Significance. Since the performance of the three LED lights meets the ISO standard for depth of cure, these systems appear suitable for routine clinical application for resin curing. (C) 2003 Academy of Dental Materials. Published by Elsevier Ltd. All rights reserved.

Ultimate strength of continuous composite beams in combined bending and shear

The contributions of the concrete slab and composite action to the vertical shear strength of continuous steel-concrete composite beams are ignored in current design codes, which result in conservative designs. This paper investigates the ultimate strength of continuous composite beams in combined bending and shear by using the finite element analysis method. A three-dimensional finite element model has been developed to account for the geometric and material nonlinear behaviour of continuous composite beams. The finite element model is verified by experimental results and then used to study the effects of the concrete slab and shear connection on the vertical shear strength. The moment-shear interaction strength of continuous composite beams is also investigated by varying the moment/ shear ratio. It is shown that the concrete slab and composite action significantly increase the ultimate strength of continuous composite beams. Based on numerical results, design models are proposed for the vertical shear strength and moment-shear interaction of continuous composite beams. The proposed design models, which incorporates the effects of the concrete slab, composite action, stud pullout failure and web shear buckling, are compared with experimental results with good agreement. (C) 2003 Elsevier Ltd. All rights reserved.

Strength analysis of steel-concrete composite beams in combined bending and shear

Despite experimental evidences, the contributions of the concrete slab and composite action to the vertical shear strength of simply supported steel-concrete composite beams are not considered in current design codes, which lead to conservative designs. In this paper, the finite element method is used to investigate the flexural and shear strengths of simply supported composite beams under combined bending and shear. A three-dimensional finite element model has been developed to account for geometric and material nonlinear behavior of composite beams, and verified by experimental results. The verified finite element model is than employed to quantify the contributions of the concrete slab and composite action to the moment and shear capacities of composite beams. The effect of the degree of shear connection on the vertical shear strength of deep composite beams loaded in shear is studied. Design models for vertical shear strength including contributions from the concrete slab and composite action and for the ultimate moment-shear interaction ate proposed for the design of simply supported composite beams in combined bending and shear. The proposed design models provide a consistent and economical design procedure for simply supported composite beams.