Markov chain splitting methods in structural reliability integral estimation

Monte Carlo simulation methods involving splitting of Markov chains have been used in evaluation of multi-fold integrals in different application areas. We examine in this paper the performance of these methods in the context of evaluation of reliability integrals from the point of view of characterizing the sampling fluctuations. The methods discussed include the Au-Beck subset simulation, Holmes-Diaconis-Ross method, and generalized splitting algorithm. A few improvisations based on first order reliability method are suggested to select algorithmic parameters of the latter two methods. The bias and sampling variance of the alternative estimators are discussed. Also, an approximation to the sampling distribution of some of these estimators is obtained. Illustrative examples involving component and series system reliability analyses are presented with a view to bring out the relative merits of alternative methods. (C) 2015 Elsevier Ltd. All rights reserved.

p Dissipative operator

In this paper the authors prove that the generalized positive p selfadjoint (GPpS) operators in Banach space satisfy the generalized Schwarz inequality, solve the maximal dissipative extension representation of p dissipative operators in Banach space by using the inequality and introducing the generalized indefinite inner product (GIIP) space, and apply the result to a certain type of Schrodinger operator.

Stress intensity factors calculation in anti-plane fracture problem by orthogonal integral extraction method based on femol

For an anti-plane problem, the differential operator is self-adjoint and the corresponding eigenfunctions belong to the Hilbert space. The orthogonal property between eigenfunctions (or between the derivatives of eigenfunctions) of anti-plane problem is exploited. We developed for the first time two sets of radius-independent orthogonal integrals for extraction of stress intensity factors (SIFs), so any order SIF can be extracted based on a certain known solution of displacement (an analytic result or a numerical result). Many numerical examples based on the finite element method of lines (FEMOL) show that the present method is very powerful and efficient.

Generalized rayleigh principle and its applications

In this paper, we mainly deal with cigenvalue problems of non-self-adjoint operator. To begin with, the generalized Rayleigh variational principle, the idea of which was due to Morse and Feshbach, is examined in detail and proved more strictly in mathematics. Then, other three equivalent formulations of it are presented. While applying them to approximate calculation we find the condition under which the above variational method can be identified as the same with Galerkin's one. After that we illustrate the generalized variational principle by considering the hydrodynamic stability of plane Poiseuille flow and Bénard convection. Finally, the Rayleigh quotient method is extended to the cases of non-self-adjoint matrix in order to determine its strong eigenvalne in linear algebra.

Effective and Robust Generalized Predictive Speed Control of Induction Motor

14 p.

Invariants, Lie-Bäcklund operators and Bäcklund transformations

This thesis is mainly concerned with the application of groups of transformations to differential equations and in particular with the connection between the group structure of a given equation and the existence of exact solutions and conservation laws. In this respect the Lie-Bäcklund groups of tangent transformations, particular cases of which are the Lie tangent and the Lie point groups, are extensively used.

In Chapter I we first review the classical results of Lie, Bäcklund and Bianchi as well as the more recent ones due mainly to Ovsjannikov. We then concentrate on the Lie-Bäcklund groups (or more precisely on the corresponding Lie-Bäcklund operators), as introduced by Ibragimov and Anderson, and prove some lemmas about them which are useful for the following chapters. Finally we introduce the concept of a conditionally admissible operator (as opposed to an admissible one) and show how this can be used to generate exact solutions.

In Chapter II we establish the group nature of all separable solutions and conserved quantities in classical mechanics by analyzing the group structure of the Hamilton-Jacobi equation. It is shown that consideration of only Lie point groups is insufficient. For this purpose a special type of Lie-Bäcklund groups, those equivalent to Lie tangent groups, is used. It is also shown how these generalized groups induce Lie point groups on Hamilton's equations. The generalization of the above results to any first order equation, where the dependent variable does not appear explicitly, is obvious. In the second part of this chapter we investigate admissible operators (or equivalently constants of motion) of the Hamilton-Jacobi equation with polynornial dependence on the momenta. The form of the most general constant of motion linear, quadratic and cubic in the momenta is explicitly found. Emphasis is given to the quadratic case, where the particular case of a fixed (say zero) energy state is also considered; it is shown that in the latter case additional symmetries may appear. Finally, some potentials of physical interest admitting higher symmetries are considered. These include potentials due to two centers and limiting cases thereof. The most general two-center potential admitting a quadratic constant of motion is obtained, as well as the corresponding invariant. Also some new cubic invariants are found.

In Chapter III we first establish the group nature of all separable solutions of any linear, homogeneous equation. We then concentrate on the Schrodinger equation and look for an algorithm which generates a quantum invariant from a classical one. The problem of an isomorphism between functions in classical observables and quantum observables is studied concretely and constructively. For functions at most quadratic in the momenta an isomorphism is possible which agrees with Weyl' s transform and which takes invariants into invariants. It is not possible to extend the isomorphism indefinitely. The requirement that an invariant goes into an invariant may necessitate variants of Weyl' s transform. This is illustrated for the case of cubic invariants. Finally, the case of a specific value of energy is considered; in this case Weyl's transform does not yield an isomorphism even for the quadratic case. However, for this case a correspondence mapping a classical invariant to a quantum orie is explicitly found.

Chapters IV and V are concerned with the general group structure of evolution equations. In Chapter IV we establish a one to one correspondence between admissible Lie-Bäcklund operators of evolution equations (derivable from a variational principle) and conservation laws of these equations. This correspondence takes the form of a simple algorithm.

In Chapter V we first establish the group nature of all Bäcklund transformations (BT) by proving that any solution generated by a BT is invariant under the action of some conditionally admissible operator. We then use an algorithm based on invariance criteria to rederive many known BT and to derive some new ones. Finally, we propose a generalization of BT which, among other advantages, clarifies the connection between the wave-train solution and a BT in the sense that, a BT may be thought of as a variation of parameters of some. special case of the wave-train solution (usually the solitary wave one). Some open problems are indicated.

Most of the material of Chapters II and III is contained in [I], [II], [III] and [IV] and the first part of Chapter V in [V].

Measurement of the neutron (^3He) spin structure function at low Q^2 : a connection between the Bjorken and Drell-Hearn-Gerasimov sum rules

The spin dependent cross sections, σT_1/2 and σT_3/2 , and asymmetries, A_∥ and A_⊥ for ³He have been measured at the Jefferson Lab's Hall A facility. The inclusive scattering process ³He(e,e)X was performed for initial beam energies ranging from 0.86 to 5.1 GeV, at a scattering angle of 15.5°. Data includes measurements from the quasielastic peak, resonance region, and the deep inelastic regime. An approximation for the extended Gerasimov-Drell-Hearn integral is presented at a 4-momentum transfer Q² of 0.2-1.0 GeV².

Also presented are results on the performance of the polarized ³He target. Polarization of ³He was achieved by the process of spin-exchange collisions with optically pumped rubidium vapor. The ³He polarization was monitored using the NMR technique of adiabatic fast passage (AFP). The average target polarization was approximately 35% and was determined to have a systematic uncertainty of roughly ±4% relative.

Paranormal operator on a Hilbert space

In this thesis an extensive study is made of the set P of all paranormal operators in B(H), the set of all bounded endomorphisms on the complex Hilbert space H. T ϵ B(H) is paranormal if for each z contained in the resolvent set of T, d(z, σ(T))//(T-zI)^-1 = 1 where d(z, σ(T)) is the distance from z to σ(T), the spectrum of T. P contains the set N of normal operators and P contains the set of hyponormal operators. However, P is contained in L, the set of all T ϵ B(H) such that the convex hull of the spectrum of T is equal to the closure of the numerical range of T. Thus, N≤P≤L.

If the uniform operator (norm) topology is placed on B(H), then the relative topological properties of N, P, L can be discussed. In Section IV, it is shown that: 1) N P and L are arc-wise connected and closed, 2) N, P, and L are nowhere dense subsets of B(H) when dim H ≥ 2, 3) N = P when dimH ˂ ∞ , 4) N is a nowhere dense subset of P when dimH ˂ ∞ , 5) P is not a nowhere dense subset of L when dimH ˂ ∞ , and 6) it is not known if P is a nowhere dense subset of L when dimH ˂ ∞.

The spectral properties of paranormal operators are of current interest in the literature. Putnam [22, 23] has shown that certain points on the boundary of the spectrum of a paranormal operator are either normal eigenvalues or normal approximate eigenvalues. Stampfli [26] has shown that a hyponormal operator with countable spectrum is normal. However, in Theorem 3.3, it is shown that a paranormal operator T with countable spectrum can be written as the direct sum, N ⊕ A, of a normal operator N with σ(N) = σ(T) and of an operator A with σ(A) a subset of the derived set of σ(T). It is then shown that A need not be normal. If we restrict the countable spectrum of T ϵ P to lie on a C²-smooth rectifiable Jordan curve G_o, then T must be normal [see Theorem 3.5 and its Corollary]. If T is a scalar paranormal operator with countable spectrum, then in order to conclude that T is normal the condition of σ(T) ≤ G_o can be relaxed [see Theorem 3.6]. In Theorem 3.7 it is then shown that the above result is not true when T is not assumed to be scalar. It was then conjectured that if T ϵ P with σ(T) ≤ G_o, then T is normal. The proof of Theorem 3.5 relies heavily on the assumption that T has countable spectrum and cannot be generalized. However, the corollary to Theorem 3.9 states that if T ϵ P with σ(T) ≤ G_o, then T has a non-trivial lattice of invariant subspaces. After the completion of most of the work on this thesis, Stampfli [30, 31] published a proof that a paranormal operator T with σ(T) ≤ G_o is normal. His proof uses some rather deep results concerning numerical ranges whereas the proof of Theorem 3.5 uses relatively elementary methods.

Spin-Hall effect in the generalized honeycomb lattice with Rashba spin-orbit interaction

We study the spin-Hall effect in a generalized honeycomb lattice, which is described by a tight-binding Hamiltonian including the Rashba spin-orbit coupling and inversion-symmetry breaking terms brought about by a uniaxial pressure. The calculated spin-Hall conductance displays a series of exact or approximate plateaus for isotropic or anisotropic hopping integral parameters, respectively. We show that these plateaus are a consequence of the various Fermi-surface topologies when tuning epsilon(F). For the isotropic case, a consistent two-band analysis, as well as a Berry-phase interpretation. are also given. (C) 2009 Elsevier B.V. All rights reserved.

Prediction of simultaneously large and opposite generalized Goos-Hanchen shifts for TE and TM light beams in an asymmetric double-prism configuration

It is predicted that large and opposite generalized Goos-Hanchen (GGH) shifts may occur simultaneously for TE and TM light beams upon reflection from an asymmetric double-prism configuration when the angle of incidence is below but near the critical angle for total reflection, which may lead to interesting applications in optical devices and integrated optics. Numerical simulations show that the magnitude of the GGH shift can be of the order of beam's width.

Alpha decay half-lives of heavy nuclei within a generalized liquid drop model

Theoretical alpha-decay half-lives of the heaviest nuclei are calculated using the experimental Q value. The barriers in the quasi-molecular shape path is determined within a Generalized Liquid Drop Model (GLDM) and the WKB approximation is used. The results are compared with calculations using the Density-Dependent, M3Y (DDM3Y) effective interaction and the Viola-Seaborg-Sobiczewski (VSS) formulae. The calculations provide consistent estimates for the half-lives of the a decay chains of these superheavy elements. The experimental data stand between the GLDM calculations and VSS ones in the most time.

alpha decay half-lives of new superheavy nuclei within a generalized liquid drop model

The alpha decay half-lives of the recently produced isotopes of the 112, 114, 116 and 118 nuclei and decay products have been calculated in the quasi-molecular shape path using the experimental Q(alpha) value and a Generalized Liquid Drop Model including the proximity effects between nucleons in the neck or the gap between the nascent fragments. Reasonable estimates are obtained for the observed alpha decay half-lives. The results are compared with calculations using the Density-Dependent M3Y effective interaction and the Viola-Seaborg-Sobiczewski formulae. Generalized Liquid Drop Model predictions are provided for the alpha decay half-lives of other superheavy nuclei using the Finite Range Droplet Model Q(alpha) and compared with the values derived from the VSS formulae.

高阶广义屏波动方程叠前深度偏移

Attaining sufficient accuracy and efficiency of generalized screen propagator and improving the quality of input gathers are often problems　of wave equation presack depth migration,　in this paper,a high order formula of generalized screen propagator　for one-way wave equation is proposed by using the asymptotic expansion of single-square-root operator. Based on the formula，a new generalized screen propagator is developed ,which is composed of split-step Fourier propagator and high order correction terms，the new generalized screen propagator not only improving calculation precision without sharply increasing the quantity of computation，facilitates the suitability of generalized screen propagator to the media with strong lateral velocity variation.　As wave-equation prestack depth migration is sensitive to the quality of input gathers, which greatly affect the output，and the available seismic data processing system has inability to obtain traveltimes corresponding to the multiple arrivals, to estimate of great residual statics， to merge seismic datum from different projects and to design inverse Q filter, we establish　difference equations with an embodiment of Huygens’s principle for obtaining traveltimes corresponding to the multiple arrivals,bring forward a time variable matching filter for seismic datum merging by using the fast algorithm called Mallat tree for wavelet transformations， put forward a method for estimation of residual statics by applying the optimum model parameters estimated by iterative inversion with three organized algorithm,i.e,the CMP intertrace cross-correlation algorithm,the Laplacian image edge extraction algorithm,and the DFP algorithm, and present phase-shift inverse Q filter based on Futterman’s amplitude and phase-velocity dispersion formula and wave field extrapolation theory. All of their numerical and real data calculating results shows that our theory and method are practical and efficient. Key words: prestack depth migration, generalized screen propagator, residual statics，inverse Q filter ,traveltime，3D seismic datum mergence

复杂条件地层滤波预测的理论与关键技术研究

The theory researches of prediction about stratigraphic filtering in complex condition are carried out, and three key techniques are put forward in this dissertation. Theoretical aspects: The prediction equations for both slant incidence in horizontally layered medium and that in laterally variant velocity medium are expressed appropriately. Solving the equations, the linear prediction operator of overlaid layers, then corresponding reflection/transmission operators, can be obtained. The properties of linear prediction operator are elucidated followed by putting forward the event model for generalized Goupillaud layers. Key technique 1: Spectral factorization is introduced to solve the prediction equations in complex condition and numerical results are illustrated. Key technique 2: So-called large-step wavefield extrapolation of one-way wave under laterally variant velocity circumstance is studied. Based on Lie algebraic integral and structure preserving algorithm, large-step wavefield depth extrapolation scheme is set forth. In this method, the complex phase of wavefield extrapolation operator’s symbol is expressed as a linear combination of wavenumbers with the coefficients of this linear combination in the form of the integral of interval velocity and its derivatives over depth. The exponential transform of the complex phase is implemented through phase shifting, BCH splitting and orthogonal polynomial expansion. The results of numerical test show that large-step scheme takes on a great number of advantages as low accumulating error, cheapness, well adaptability to laterally variant velocity, small dispersive, etc. Key technique 3: Utilizing large-step wavefield extrapolation scheme and based on the idea of local harmonic decomposition, the technique generating angle gathers for 2D case is generalized to 3D case so as to solve the problems generating and storing 3D prestack angle gathers. Shot domain parallel scheme is adopted by which main duty for servant-nodes is to compute trigonometric expansion coefficients, while that for host-node is to reclaim them with which object-oriented angle gathers yield. In theoretical research, many efforts have been made in probing into the traits of uncertainties within macro-dynamic procedures.