Calculation of Reliability Characteristics for Regenerative Models

If a regenerative process is represented as semi-regenerative, we derive formulae enabling us to calculate basic characteristics associated with the first occurrence time starting from corresponding characteristics for the semi-regenerative process. Recursive equations, integral equations, and Monte-Carlo algorithms are proposed for practical solving of the problem.

Numerical solution of parabolic Cauchy problems in planar corner domains

An iterative method for the parabolic Cauchy problem in planar domains having a finite number of corners is implemented based on boundary integral equations. At each iteration, mixed well-posed problems are solved for the same parabolic operator. The presence of corner points renders singularities of the solutions to these mixed problems, and this is handled with the use of weight functions together with, in the numerical implementation, mesh grading near the corners. The mixed problems are reformulated in terms of boundary integrals obtained via discretization of the time-derivative to obtain an elliptic system of partial differential equations. To numerically solve these integral equations a Nyström method with super-algebraic convergence order is employed. Numerical results are presented showing the feasibility of the proposed approach. © 2014 IMACS.

A Generalized Convolution with a Weight Function for the Fourier Cosine and Sine Transforms

A generalized convolution with a weight function for the Fourier cosine and sine transforms is introduced. Its properties and applications to solving a system of integral equations are considered.

Asymptotic Property of Eigenvalues and Eigenfunctions of the Laplace Operator in Domain with a Perturbed Boundary

2000 Mathematics Subject Classification: 35J05, 35C15, 44P05

Pseudo-Differential Operators in a Wave Diffraction Problem with Impedance Conditions

Mathematics Subject Classification: 35J05, 35J25, 35C15, 47H50, 47G30

Fractional Integration and Fractional Differentiation of the M-Series

Mathematics Subject Classification: 26A33, 33C60, 44A15

Quasi-Monte Carlo Methods for some Linear Algebra Problems. Convergence and Complexity

We present quasi-Monte Carlo analogs of Monte Carlo methods for some linear algebra problems: solving systems of linear equations, computing extreme eigenvalues, and matrix inversion. Reformulating the problems as solving integral equations with a special kernels and domains permits us to analyze the quasi-Monte Carlo methods with bounds from numerical integration. Standard Monte Carlo methods for integration provide a convergence rate of O(N^(−1/2)) using N samples. Quasi-Monte Carlo methods use quasirandom sequences with the resulting convergence rate for numerical integration as good as O((logN)^k)N^(−1)). We have shown theoretically and through numerical tests that the use of quasirandom sequences improves both the magnitude of the error and the convergence rate of the considered Monte Carlo methods. We also analyze the complexity of considered quasi-Monte Carlo algorithms and compare them to the complexity of the analogous Monte Carlo and deterministic algorithms.

Professor Rudolf Gorenflo and his Contribution to Fractional Calculus

MSC 2010: 26A33 Dedicated to Professor Rudolf Gorenflo on the occasion of his 80th anniversary

Time-domain simulation of wave-induced ship motions by a Rankine panel method

In this thesis, a numerical program has been developed to simulate the wave-induced ship motions in the time domain. Wave-body interactions have been studied for various ships and floating bodies through forced motion and free motion simulations in a wide range of wave frequencies. A three-dimensional Rankine panel method is applied to solve the boundary value problem for the wave-body interactions. The velocity potentials and normal velocities on the boundaries are obtained in the time domain by solving the mixed boundary integral equations in relation to the source and dipole distributions. The hydrodynamic forces are calculated by the integration of the instantaneous hydrodynamic pressures over the body surface. The equations of ship motion are solved simultaneously with the boundary value problem for each time step. The wave elevation is computed by applying the linear free surface conditions. A numerical damping zone is adopted to absorb the outgoing waves in order to satisfy the radiation condition for the truncated free surface. A numerical filter is applied on the free surface for the smoothing of the wave elevation. Good convergence has been reached for both forced motion simulations and free motion simulations. The computed added-mass and damping coefficients, wave exciting forces, and motion responses for ships and floating bodies are in good agreement with the numerical results from other programs and experimental data.

Unfolded singularities of analytic differential equations

La thèse est composée d’un chapitre de préliminaires et de deux articles sur le sujet du déploiement de singularités d’équations différentielles ordinaires analytiques dans le plan complexe. L’article Analytic classification of families of linear differential systems unfolding a resonant irregular singularity traite le problème de l’équivalence analytique de familles paramétriques de systèmes linéaires en dimension 2 qui déploient une singularité résonante générique de rang de Poincaré 1 dont la matrice principale est composée d’un seul bloc de Jordan. La question: quand deux telles familles sontelles équivalentes au moyen d’un changement analytique de coordonnées au voisinage d’une singularité? est complètement résolue et l’espace des modules des classes d’équivalence analytiques est décrit en termes d’un ensemble d’invariants formels et d’un invariant analytique, obtenu à partir de la trace de la monodromie. Des déploiements universels sont donnés pour toutes ces singularités. Dans l’article Confluence of singularities of non-linear differential equations via Borel–Laplace transformations on cherche des solutions bornées de systèmes paramétriques des équations non-linéaires de la variété centre de dimension 1 d’une singularité col-noeud déployée dans une famille de champs vectoriels complexes. En général, un système d’ÉDO analytiques avec une singularité double possède une unique solution formelle divergente au voisinage de la singularité, à laquelle on peut associer des vraies solutions sur certains secteurs dans le plan complexe en utilisant les transformations de Borel–Laplace. L’article montre comment généraliser cette méthode et déployer les solutions sectorielles. On construit des solutions de systèmes paramétriques, avec deux singularités régulières déployant une singularité irrégulière double, qui sont bornées sur des domaines «spirals» attachés aux deux points singuliers, et qui, à la limite, convergent vers une paire de solutions sectorielles couvrant un voisinage de la singularité confluente. La méthode apporte une description unifiée pour toutes les valeurs du paramètre.

Heaviside generalized functions and shock waves for a Burger kind equation

The purpose of the work is to study the existence and nonexistence of shock wave solutions for the Burger equations. The study is developed in the context of Colombeau's theory of generalized functions (GFs). This study uses the equality in the strict sense and the weak equality of GFs. The shock wave solutions are given in terms of GFs that have the Heaviside function, in x and ( x, t) variables, as macroscopic aspect. This means that solutions are sought in the form of sequences of regularizations to the Heaviside function, in R-n and R-n x R, in the distributional limit sense.

Integral transform method for laminar heat transfer convection of herschel-bulkley fluids within concentric annular ducts

ABSTRACT: Related momentum and energy equations describing the heat and fluid flow of Herschel-Bulkley fluids within concentric annular ducts are analytically solved using the classical integral transform technique, which permits accurate determination of parameters of practical interest in engineering such as friction factors and Nusselt numbers for the duct length. In analyzing the problem, thermally developing flow is assumed and the duct walls are subjected to boundary conditions of first kind. Results are computed for the velocity and temperature fields as well as for the parameters cited above with different power-law indices, yield numbers and aspect ratios. Comparisons are also made with previous work available in the literature, providing direct validation of the results and showing that they are consistent.

Integral form of Yang-Mills equations and its gauge invariant conserved charges

Despite the fact that the integral form of the equations of classical electrodynamics is well known, the same is not true for non-Abelian gauge theories. The aim of the present paper is threefold. First, we present the integral form of the classical Yang-Mills equations in the presence of sources and then use it to solve the long-standing problem of constructing conserved charges, for any field configuration, which are invariant under general gauge transformations and not only under transformations that go to a constant at spatial infinity. The construction is based on concepts in loop spaces and on a generalization of the non-Abelian Stokes theorem for two-form connections. The third goal of the paper is to present the integral form of the self-dual Yang-Mills equations and calculate the conserved charges associated with them. The charges are explicitly evaluated for the cases of monopoles, dyons, instantons and merons, and we show that in many cases those charges must be quantized. Our results are important in the understanding of global properties of non-Abelian gauge theories.

Le calcul differentiel et le calcul integral, expliqués et appliqués a la geometrie avec un traité preliminaire, contenant la maniere de resoudre les equations ... /

Mode of access: Internet.

Elements of the integral calculus, with a key to the solution of differential equations, and a short table of integrals.

Mode of access: Internet.