On the value function for nonautonomous optimal control problems with infinite horizon

In this paper we consider nonautonomous optimal control problems of infinite horizon type, whose control actions are given by L-1-functions. We verify that the value function is locally Lipschitz. The equivalence between dynamic programming inequalities and Hamilton-Jacobi-Bellman (HJB) inequalities for proximal sub (super) gradients is proven. Using this result we show that the value function is a Dini solution of the HJB equation. We obtain a verification result for the class of Dini sub-solutions of the HJB equation and also prove a minimax property of the value function with respect to the sets of Dini semi-solutions of the HJB equation. We introduce the concept of viscosity solutions of the HJB equation in infinite horizon and prove the equivalence between this and the concept of Dini solutions. In the Appendix we provide an existence theorem. (c) 2006 Elsevier B.V. All rights reserved.

Patterns in parabolic problems with nonlinear boundary conditions

Conselho Nacional de Desenvolvimento Científico e Tecnológico (CNPq)

Probabilistic crack growth analyses using a boundary element model: Applications in linear elastic fracture and fatigue problems

This paper addresses the numerical solution of random crack propagation problems using the coupling boundary element method (BEM) and reliability algorithms. Crack propagation phenomenon is efficiently modelled using BEM, due to its mesh reduction features. The BEM model is based on the dual BEM formulation, in which singular and hyper-singular integral equations are adopted to construct the system of algebraic equations. Two reliability algorithms are coupled with BEM model. The first is the well known response surface method, in which local, adaptive polynomial approximations of the mechanical response are constructed in search of the design point. Different experiment designs and adaptive schemes are considered. The alternative approach direct coupling, in which the limit state function remains implicit and its gradients are calculated directly from the numerical mechanical response, is also considered. The performance of both coupling methods is compared in application to some crack propagation problems. The investigation shows that direct coupling scheme converged for all problems studied, irrespective of the problem nonlinearity. The computational cost of direct coupling has shown to be a fraction of the cost of response surface solutions, regardless of experiment design or adaptive scheme considered. (C) 2012 Elsevier Ltd. All rights reserved.

Statistical problems related to excitation threshold and reset value of membrane potentials

Die vorliegende Arbeit ist motiviert durch biologische Fragestellungen bezüglich des Verhaltens von Membranpotentialen in Neuronen. Ein vielfach betrachtetes Modell für spikende Neuronen ist das Folgende. Zwischen den Spikes verhält sich das Membranpotential wie ein Diffusionsprozess X der durch die SDGL dX_t= beta(X_t) dt+ sigma(X_t) dB_t gegeben ist, wobei (B_t) eine Standard-Brown'sche Bewegung bezeichnet. Spikes erklärt man wie folgt. Sobald das Potential X eine gewisse Exzitationsschwelle S überschreitet entsteht ein Spike. Danach wird das Potential wieder auf einen bestimmten Wert x_0 zurückgesetzt. In Anwendungen ist es manchmal möglich, einen Diffusionsprozess X zwischen den Spikes zu beobachten und die Koeffizienten der SDGL beta() und sigma() zu schätzen. Dennoch ist es nötig, die Schwellen x_0 und S zu bestimmen um das Modell festzulegen. Eine Möglichkeit, dieses Problem anzugehen, ist x_0 und S als Parameter eines statistischen Modells aufzufassen und diese zu schätzen. In der vorliegenden Arbeit werden vier verschiedene Fälle diskutiert, in denen wir jeweils annehmen, dass das Membranpotential X zwischen den Spikes eine Brown'sche Bewegung mit Drift, eine geometrische Brown'sche Bewegung, ein Ornstein-Uhlenbeck Prozess oder ein Cox-Ingersoll-Ross Prozess ist. Darüber hinaus beobachten wir die Zeiten zwischen aufeinander folgenden Spikes, die wir als iid Treffzeiten der Schwelle S von X gestartet in x_0 auffassen. Die ersten beiden Fälle ähneln sich sehr und man kann jeweils den Maximum-Likelihood-Schätzer explizit angeben. Darüber hinaus wird, unter Verwendung der LAN-Theorie, die Optimalität dieser Schätzer gezeigt. In den Fällen OU- und CIR-Prozess wählen wir eine Minimum-Distanz-Methode, die auf dem Vergleich von empirischer und wahrer Laplace-Transformation bezüglich einer Hilbertraumnorm beruht. Wir werden beweisen, dass alle Schätzer stark konsistent und asymptotisch normalverteilt sind. Im letzten Kapitel werden wir die Effizienz der Minimum-Distanz-Schätzer anhand simulierter Daten überprüfen. Ferner, werden Anwendungen auf reale Datensätze und deren Resultate ausführlich diskutiert.

Predictive value of the Acute Low Back Pain Screening Questionnaire and the Örebro Musculoskeletal Pain Screening Questionnaire for persisting problems

A small proportion of individuals with non-specific low back pain (NSLBP) develop persistent problems. Up to 80% of the total costs for NSLBP are owing to chronic NSLBP. Psychosocial factors have been described to be important in the transition from acute to chronic NSLBP. Guidelines recommend the use of the Acute Low Back Pain Screening Questionnaire (ALBPSQ) and the Örebro Musculoskeletal Pain Screening Questionnaire (ÖMPSQ) to identify individuals at risk of developing persistent problems, such as long-term absence of work, persistent restriction in function or persistent pain. These instruments can be used with a cutoff value, where patients with values above the threshold are further assessed with a more comprehensive examination.

A bi-cubic transformation for the numerical evaluation of the Cauchy principal value integrals in boundary methods

The numerical strategies employed in the evaluation of singular integrals existing in the Cauchy principal value (CPV) sense are, undoubtedly, one of the key aspects which remarkably affect the performance and accuracy of the boundary element method (BEM). Thus, a new procedure, based upon a bi-cubic co-ordinate transformation and oriented towards the numerical evaluation of both the CPV integrals and some others which contain different types of singularity is developed. Both the ideas and some details involved in the proposed formulae are presented, obtaining rather simple and-attractive expressions for the numerical quadrature which are also easily embodied into existing BEM codes. Some illustrative examples which assess the stability and accuracy of the new formulae are included.

Improved boundary elements in torsion problems

Since the epoch-making "memoir" of Saint-Venant in 1855 the torsion of prismatic and cilindrical bars has reduced to a mathematical problem: the calculation of an analytical function satisfying prescribed boundary values. For over one century, till the first applications of the F.E.M. to the problem, the only possibility of study in irregularly shaped domains was the beatiful, but limitated, theory of complex function analysis, several functional approaches and the finite difference method. Nevertheless in 1963 Jaswon published an interestingpaper which was nearly lost between the splendid F. E.M. boom. The method was extended by Rizzo to more complicated problems and definitively incorporated to the scientific community background through several lecture-notes of Cruse recently published, but widely circulated during past years. The work of several researches has shown the tremendous possibilities of the method which is today a recognized alternative to the well established F .E. procedure. In fact, the first comprehensive attempt to cover the method, has been recently published in textbook form. This paper is a contribution to the implementation of a difficulty which arises if the isoparametric elements concept is applicated to plane potential problems with sharp corners in the boundary domain. In previous works, these problems was avoided using two principal approximations: equating the fluxes round the corner or establishing a binode element (in fact, truncating the corner). The first approximation distortes heavily the solution in thecorner neighbourhood, and a great amount of element is neccesary to reduce its influence. The second is better suited but the price payed is increasing the size of the system of equations to be solved. In this paper an alternative formulation, consistent with the shape function chosen in the isoparametric representation, is presented. For ease of comprehension the formulation has been limited to the linear element. Nevertheless its extension to more refined elements is straight forward. Also a direct procedure for the assembling of the equations is presented in an attempt to reduce the in-core computer requirements.

The effect of boundary conditions in the numerical solution of 3-D thermoelastic problems

After the extensive research on the capabilities of the Boundary Integral Equation Method produced during the past years the versatility of its applications has been well founded. Maybe the years to come will see the in-depth analysis of several conflictive points, for example, adaptive integration, solution of the system of equations, etc. This line is clear in academic research. In this paper we comment on the incidence of the manner of imposing the boundary conditions in 3-D coupled problems. Here the effects are particularly magnified: in the first place by the simple model used (constant elements) and secondly by the process of solution, i.e. first a potential problem is solved and then the results are used as data for an elasticity problem. The errors add to both processes and small disturbances, unimportant in separated problems, can produce serious errors in the final results. The specific problem we have chosen is especially interesting. Although more general cases (i.e. transient)can be treated, here the domain integrals can be converted into boundary ones and the influence of the manner in which boundary conditions are applied will reflect the whole importance of the problem.

P-adaptive boundary elements for three-dimensional potential problems

This paper deals with the boundary element method (BEM) p-convergence approach applied to three-dimensional problems governed by Laplace's equation. The advantages derived from the boundary discretization and hierarchical interpolation functions are collated in order to minimize human effort in preparation of input data and improve numerical results.

Consideration of the claims and conduct of the United States : respecting their north eastern boundary, and of the value of the British colonies in North America.

Mode of access: Internet.

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.