A finite volume method for solving the two-sided time-space fractional advection-dispersion equation

We present a finite volume method to solve the time-space two-sided fractional advection-dispersion equation on a one-dimensional domain. The spatial discretisation employs fractionally-shifted Grünwald formulas to discretise the Riemann-Liouville fractional derivatives at control volume faces in terms of function values at the nodes. We demonstrate how the finite volume formulation provides a natural, convenient and accurate means of discretising this equation in conservative form, compared to using a conventional finite difference approach. Results of numerical experiments are presented to demonstrate the effectiveness of the approach.

Time-domain-finite-wave analysis of the engine exhaust system by means of the stationary-frame method of characteristics. Part I. Theory

Time-domain-finite-wave analysis of the engine exhaust system is usually done using the method of characteristics. This makes use of either the moving frame method, or the stationary frame method. The stationary frame method is more convenient than its counterpart inasmuch as it avoids the tedium of graphical computations. In this paper (part I), the stationary-frame computational scheme along with the boundary conditions has been implemented. The analysis of a uniform tube, cavity-pipe junction including the engine and the radiation ends, and also the simple area discontinuities has been presented. The analysis has been done accounting for wall friction and heat-transfer for a one-dimensional unsteady flow. In the process, a few inconsistencies in the formulations reported in the literature have been pointed out and corrected. In the accompanying paper (part II) results obtained from the simulation are shown to be in good agreement with the experimental observations.

Time-domain-finite-wave analysis of the engine exhaust system by means of the stationary-frame method of characteristics. Part II. Computed results and experimental corroboration thereof

Time-domain-finite-wave analysis of engine exhaust systems is usually carried out by means of the method of characteristics. The theory and the computational details of the stationary-frame method have been worked out in the accompanying paper (part I). In this paper (part II), typical computed results are given and discussed. A setup designed for experimental corroboration is described. The results obtained from the simulation are found to be in good agreement with experimental observations.

Real-time Computer Simulation of Three Dimensional Elastostatics using the Finite Point Method

Real-time simulation of deformable solids is essential for some applications such as biological organ simulations for surgical simulators. In this work, deformable solids are approximated to be linear elastic, and an easy and straight forward numerical technique, the Finite Point Method (FPM), is used to model three dimensional linear elastostatics. Graphics Processing Unit (GPU) is used to accelerate computations. Results show that the Finite Point Method, together with GPU, can compute three dimensional linear elastostatic responses of solids at rates suitable for real-time graphics, for solids represented by reasonable number of points.

Some algorithms for discrete time queues with finite capacity

We consider a discrete time queue with finite capacity and i.i.d. and Markov modulated arrivals, Efficient algorithms are developed to calculate the moments and the distributions of the first time to overflow and the regeneration length, Results are extended to the multiserver queue. Some illustrative numerical examples are provided.

Real-time Computer Simulation of Three Dimensional Elastostatics using the Finite Point Method

Real-time simulation of deformable solids is essential for some applications such as biological organ simulations for surgical simulators. In this work, deformable solids are approximated to be linear elastic, and an easy and straight forward numerical technique, the Finite Point Method (FPM), is used to model three dimensional linear elastostatics. Graphics Processing Unit (GPU) is used to accelerate computations. Results show that the Finite Point Method, together with GPU, can compute three dimensional linear elastostatic responses of solids at rates suitable for real-time graphics, for solids represented by reasonable number of points.

Spectral Finite Element Modeling of Complex Structures for Applications in Real-time Structural Health Monitoring

In this paper we discuss the recent progresses in spectral finite element modeling of complex structures and its application in real-time structural health monitoring system based on sensor-actuator network and near real-time computation of Damage Force Indicator (DFI) vector. A waveguide network formalism is developed by mapping the original variational problem into the variational problem involving product spaces of 1D waveguides. Numerical convergence is studied using a h()-refinement scheme, where is the wavelength of interest. Computational issues towards successful implementation of this method with SHM system are discussed.

Time and Frequency Domain Finite Element Models for Axial Wave Analysis in Hyperelastic Rods

The propagation of axial waves in hyperelastic rods is studied using both time and frequency domain finite element models. The nonlinearity is introduced using the Murnaghan strain energy function and the equations governing the dynamics of the rod are derived assuming linear kinematics. In the time domain, the standard Galerkin finite element method, spectral element method, and Taylor-Galerkin finite element method are considered. A frequency domain formulation based on the Fourier spectral method is also developed. It is found that the time domain spectral element method provides the most efficient numerical tool for the problem considered.

Risk-sensitive control of continuous time Markov chains

We study risk-sensitive control of continuous time Markov chains taking values in discrete state space. We study both finite and infinite horizon problems. In the finite horizon problem we characterize the value function via Hamilton Jacobi Bellman equation and obtain an optimal Markov control. We do the same for infinite horizon discounted cost case. In the infinite horizon average cost case we establish the existence of an optimal stationary control under certain Lyapunov condition. We also develop a policy iteration algorithm for finding an optimal control.

The time finite element as a robust general scheme for solving nonlinear dynamic equations including chaotic systems

Schemes that can be proven to be unconditionally stable in the linear context can yield unstable solutions when used to solve nonlinear dynamical problems. Hence, the formulation of numerical strategies for nonlinear dynamical problems can be particularly challenging. In this work, we show that time finite element methods because of their inherent energy momentum conserving property (in the case of linear and nonlinear elastodynamics), provide a robust time-stepping method for nonlinear dynamic equations (including chaotic systems). We also show that most of the existing schemes that are known to be robust for parabolic or hyperbolic problems can be derived within the time finite element framework; thus, the time finite element provides a unification of time-stepping schemes used in diverse disciplines. We demonstrate the robust performance of the time finite element method on several challenging examples from the literature where the solution behavior is known to be chaotic. (C) 2015 Elsevier Inc. All rights reserved.

The time finite element as a robust general scheme for solving nonlinear dynamic equations including chaotic systems

Schemes that can be proven to be unconditionally stable in the linear context can yield unstable solutions when used to solve nonlinear dynamical problems. Hence, the formulation of numerical strategies for nonlinear dynamical problems can be particularly challenging. In this work, we show that time finite element methods because of their inherent energy momentum conserving property (in the case of linear and nonlinear elastodynamics), provide a robust time-stepping method for nonlinear dynamic equations (including chaotic systems). We also show that most of the existing schemes that are known to be robust for parabolic or hyperbolic problems can be derived within the time finite element framework; thus, the time finite element provides a unification of time-stepping schemes used in diverse disciplines. We demonstrate the robust performance of the time finite element method on several challenging examples from the literature where the solution behavior is known to be chaotic. (C) 2015 Elsevier Inc. All rights reserved.