Explicit Solutions of Nonlocal Boundary Value Problems, Containing Bitsadze-Samarskii Constraints

MSC 2010: 44A35, 35L20, 35J05, 35J25

On the Holomorphic Extension of Solutions of Elliptic Pseudodifferential Equations

2010 Mathematics Subject Classification: 35B65, 35S05, 35A20.

Interior Boundaries for Degenerate Elliptic Equations of Second Order Some Theory and Numerical Observations

2010 Mathematics Subject Classification: Primary 35J70; Secondary 35J15, 35D05.

Exact Solutions of Nonlocal BVPs for the Multidimensional Heat Equations

MSC 2010: 44A35, 44A45, 44A40, 35K20, 35K05

100-Gb/s point-to-point solutions for long-reach passive optical networks in sparse rural and urban areas

Long reach-passive optical networks (LR-PON) are being proposed as a means of enabling ubiquitous fiber-to-the-home (FTTH) by massive sharing of network resources and therefore reducing per customer costs to affordable levels. In this paper, we analyze the chain solutions for LR-PON deployment in urban and rural areas at 100-Gb/s point-to-point transmission using dual polarization-quaternary phase shift-keying (DP-QPSK) modulation. The numerical analysis shows that with appropriate finite impulse response (FIR) filter designs, 100-Gb/s transmission can be achieved with at least 512 way split and up to 160 km total distance, which is sufficient for many of the optical paths in a practical situation, for point-to-point link from one LR-PON to another LR-PON through the optical switch at the metro nodes and across a core light path through the core network without regeneration.

A method of fundamental solutions for radially symmetric and axisymmetric backward heat conduction problems

We propose and investigate an application of the method of fundamental solutions (MFS) to the radially symmetric and axisymmetric backward heat conduction problem (BHCP) in a solid or hollow cylinder. In the BHCP, the initial temperature is to be determined from the temperature measurements at a later time. This is an inverse and ill-posed problem, and we employ and generalize the MFS regularization approach [B.T. Johansson and D. Lesnic, A method of fundamental solutions for transient heat conduction, Eng. Anal. Boundary Elements 32 (2008), pp. 697–703] for the time-dependent heat equation to obtain a stable and accurate numerical approximation with small computational cost.

A method of fundamental solutions for theaxisymmetric backward heat equation

We propose and investigate an application of the method of fundamental solutions (MFS) to the radially symmetric and axisymmetric backward heat conduction problem (BHCP) in a solid or hollow cylinder. In the BHCP, the initial temperature is to be determined from the temperature measurements at a later time. This is an inverse and ill-posed problem, and we employ and generalize the MFS regularization approach [B.T. Johansson and D. Lesnic, A method of fundamental solutions for transient heat conduction, Eng. Anal. Boundary Elements 32 (2008), pp. 697–703] for the time-dependent heat equation to obtain a stable and accurate numerical approximation with small computational cost.

A method for solving LSM problems of small size in the AHP

The Analytic Hierarchy Process (AHP) is one of the most popular methods used in Multi-Attribute Decision Making. It provides with ratio-scale measurements of the prioirities of elements on the various leveles of a hierarchy. These priorities are obtained through the pairwise comparisons of elements on one level with reference to each element on the immediate higher level. The Eigenvector Method (EM) and some distance minimizing methods such as the Least Squares Method (LSM), Logarithmic Least Squares Method (LLSM), Weighted Least Squares Method (WLSM) and Chi Squares Method (X2M) are of the tools for computing the priorities of the alternatives. This paper studies a method for generating all the solutions of the LSM problems for 3 × 3 matrices. We observe non-uniqueness and rank reversals by presenting numerical results.

Unraveling networked learning initiatives: an analytic framework

Networked learning happens naturally within the social systems of which we are all part. However, in certain circumstances individuals may want to actively take initiative to initiate interaction with others they are not yet regularly in exchange with. This may be the case when external influences and societal changes require innovation of existing practices. This paper proposes a framework with relevant dimensions providing insight into precipitated characteristics of designed as well as ‘fostered or grown’ networked learning initiatives. Networked learning initiatives are characterized as “goal-directed, interest-, or needs based activities of a group of (at least three) individuals that initiate interaction across the boundaries of their regular social systems”. The proposed framework is based on two existing research traditions, namely 'networked learning' and 'learning networks', comparing, integrating and building upon knowledge from both perspectives. We uncover some interesting differences between definitions, but also similarities in the way they describe what ‘networked’ means and how learning is conceptualized. We think it is productive to combine both research perspectives, since they both study the process of learning in networks extensively, albeit from different points of view, and their combination can provide valuable insights in networked learning initiatives. We uncover important features of networked learning initiatives, characterize actors and connections of which they are comprised and conditions which facilitate and support them. The resulting framework could be used both for analytic purposes and (partly) as a design framework. In this framework it is acknowledged that not all successful networks have the same characteristics: there is no standard ‘constellation’ of people, roles, rules, tools and artefacts, although there are indications that some network structures work better than others. Interactions of individuals can only be designed and fostered till a certain degree: the type of network and its ‘growth’ (e.g. in terms of the quantity of people involved, or the quality and relevance of co-created concepts, ideas, artefacts and solutions to its ‘inhabitants’) is in the hand of the people involved. Therefore, the framework consists of dimensions on a sliding scale. It introduces a structured and analytic way to look at the precipitation of networked learning initiatives: learning networks. Successive research on the application of this framework and feedback from the networked learning community is needed to further validate it’s usability and value to both research as well as practice.

Unraveling networked learning initiatives: an analytic framework

Networked learning happens naturally within the social systems of which we are all part. However, in certain circumstances individuals may want to actively take initiative to initiate interaction with others they are not yet regularly in exchange with. This may be the case when external influences and societal changes require innovation of existing practices. This paper proposes a framework with relevant dimensions providing insight into precipitated characteristics of designed as well as ‘fostered or grown’ networked learning initiatives. Networked learning initiatives are characterized as “goal-directed, interest-, or needs based activities of a group of (at least three) individuals that initiate interaction across the boundaries of their regular social systems”. The proposed framework is based on two existing research traditions, namely 'networked learning' and 'learning networks', comparing, integrating and building upon knowledge from both perspectives. We uncover some interesting differences between definitions, but also similarities in the way they describe what ‘networked’ means and how learning is conceptualized. We think it is productive to combine both research perspectives, since they both study the process of learning in networks extensively, albeit from different points of view, and their combination can provide valuable insights in networked learning initiatives. We uncover important features of networked learning initiatives, characterize actors and connections of which they are comprised and conditions which facilitate and support them. The resulting framework could be used both for analytic purposes and (partly) as a design framework. In this framework it is acknowledged that not all successful networks have the same characteristics: there is no standard ‘constellation’ of people, roles, rules, tools and artefacts, although there are indications that some network structures work better than others. Interactions of individuals can only be designed and fostered till a certain degree: the type of network and its ‘growth’ (e.g. in terms of the quantity of people involved, or the quality and relevance of co-created concepts, ideas, artefacts and solutions to its ‘inhabitants’) is in the hand of the people involved. Therefore, the framework consists of dimensions on a sliding scale. It introduces a structured and analytic way to look at the precipitation of networked learning initiatives: learning networks. Successive research on the application of this framework and feedback from the networked learning community is needed to further validate it’s usability and value to both research as well as practice.

Numerical Analysis on a Dual-Loop Waste Heat Recovery System Coupled with an ORC for Vehicle Applications

The internal combustion (IC) engines exploits only about 30% of the chemical energy ejected through combustion, whereas the remaining part is rejected by means of cooling system and exhausted gas. Nowadays, a major global concern is finding sustainable solutions for better fuel economy which in turn results in a decrease of carbon dioxide (CO2) emissions. The Waste Heat Recovery (WHR) is one of the most promising techniques to increase the overall efficiency of a vehicle system, allowing the recovery of the heat rejected by the exhaust and cooling systems. In this context, Organic Rankine Cycles (ORCs) are widely recognized as a potential technology to exploit the heat rejected by engines to produce electricity. The aim of the present paper is to investigate a WHR system, designed to collect both coolant and exhausted gas heats, coupled with an ORC cycle for vehicle applications. In particular, a coolant heat exchanger (CLT) allows the heat exchange between the water coolant and the ORC working fluid, whereas the exhausted gas heat is recovered by using a secondary circuit with diathermic oil. By using an in-house numerical model, a wide range of working conditions and ORC design parameters are investigated. In particular, the analyses are focused on the regenerator location inside the ORC circuits. Five organic fluids, working in both subcritical and supercritical conditions, have been selected in order to detect the most suitable configuration in terms of energy and exergy efficiencies.

Convection-diffusion in MHD: Comparison of primitive variable and vector potential solutions of the magnetic induction equation

Abstract not available

The parallel solution of early-exercise Asian options with stochastic volatility

This paper describes an parallel semi-Lagrangian finite difference approach to the pricing of early exercise Asian Options on assets with a stochastic volatility. A multigrid procedure is described for the fast iterative solution of the discrete linear complementarity problems that result. The accuracy and performance of this approach is improved considerably by a strike-price related analytic transformation of asset prices. Asian options are contingent claims with payoffs that depend on the average price of an asset over some time interval. The payoff may depend on this average and a fixed strike price (Fixed Strike Asians) or it may depend on the average and the asset price (Floating Strike Asians). The option may also permit early exercise (American contract) or confine the holder to a fixed exercise date (European contract). The Fixed Strike Asian with early exercise is considered here where continuous arithmetic averaging has been used. Pricing such an option where the asset price has a stochastic volatility leads to the requirement to solve a tri-variate partial differential inequation in the three state variables of asset price, average price and volatility (or equivalently, variance). The similarity transformations [6] used with Floating Strike Asian options to reduce the dimensionality of the problem are not applicable to Fixed Strikes and so the numerical solution of a tri-variate problem is necessary. The computational challenge is to provide accurate solutions sufficiently quickly to support realtime trading activities at a reasonable cost in terms of hardware requirements.

Applied web traffic analysis for numerical encoding of SQL Injection attack features.

SQL Injection Attack (SQLIA) remains a technique used by a computer network intruder to pilfer an organisation’s confidential data. This is done by an intruder re-crafting web form’s input and query strings used in web requests with malicious intent to compromise the security of an organisation’s confidential data stored at the back-end database. The database is the most valuable data source, and thus, intruders are unrelenting in constantly evolving new techniques to bypass the signature’s solutions currently provided in Web Application Firewalls (WAF) to mitigate SQLIA. There is therefore a need for an automated scalable methodology in the pre-processing of SQLIA features fit for a supervised learning model. However, obtaining a ready-made scalable dataset that is feature engineered with numerical attributes dataset items to train Artificial Neural Network (ANN) and Machine Leaning (ML) models is a known issue in applying artificial intelligence to effectively address ever evolving novel SQLIA signatures. This proposed approach applies numerical attributes encoding ontology to encode features (both legitimate web requests and SQLIA) to numerical data items as to extract scalable dataset for input to a supervised learning model in moving towards a ML SQLIA detection and prevention model. In numerical attributes encoding of features, the proposed model explores a hybrid of static and dynamic pattern matching by implementing a Non-Deterministic Finite Automaton (NFA). This combined with proxy and SQL parser Application Programming Interface (API) to intercept and parse web requests in transition to the back-end database. In developing a solution to address SQLIA, this model allows processed web requests at the proxy deemed to contain injected query string to be excluded from reaching the target back-end database. This paper is intended for evaluating the performance metrics of a dataset obtained by numerical encoding of features ontology in Microsoft Azure Machine Learning (MAML) studio using Two-Class Support Vector Machines (TCSVM) binary classifier. This methodology then forms the subject of the empirical evaluation.

All-regime Lagrangian-Remap numerical schemes for the gas dynamics equations. Applications to the large friction and low Mach coefficients

In this talk, we propose an all regime Lagrange-Projection like numerical scheme for the gas dynamics equations. By all regime, we mean that the numerical scheme is able to compute accurate approximate solutions with an under-resolved discretization with respect to the Mach number M, i.e. such that the ratio between the Mach number M and the mesh size or the time step is small with respect to 1. The key idea is to decouple acoustic and transport phenomenon and then alter the numerical flux in the acoustic approximation to obtain a uniform truncation error in term of M. This modified scheme is conservative and endowed with good stability properties with respect to the positivity of the density and the internal energy. A discrete entropy inequality under a condition on the modification is obtained thanks to a reinterpretation of the modified scheme in the Harten Lax and van Leer formalism. A natural extension to multi-dimensional problems discretized over unstructured mesh is proposed. Then a simple and efficient semi implicit scheme is also proposed. The resulting scheme is stable under a CFL condition driven by the (slow) material waves and not by the (fast) acoustic waves and so verifies the all regime property. Numerical evidences are proposed and show the ability of the scheme to deal with tests where the flow regime may vary from low to high Mach values.