Solution of singular integral equations with logarithmic and Cauchy kernels

A direct method of solution is presented for singular integral equations of the first kind, involving the combination of a logarithmic and a Cauchy type singularity. Two typical cages are considered, in one of which the range of integration is a Single finite interval and, in the other, the range of integration is a union of disjoint finite intervals. More such general equations associated with a finite number (greater than two) of finite, disjoint, intervals can also be handled by the technique employed here.

Estimating equations with nonignorably missing response data

Troxel, Lipsitz, and Brennan (1997, Biometrics 53, 857-869) considered parameter estimation from survey data with nonignorable nonresponse and proposed weighted estimating equations to remove the biases in the complete-case analysis that ignores missing observations. This paper suggests two alternative modifications for unbiased estimation of regression parameters when a binary outcome is potentially observed at successive time points. The weighting approach of Robins, Rotnitzky, and Zhao (1995, Journal of the American Statistical Association 90, 106-121) is also modified to obtain unbiased estimating functions. The suggested estimating functions are unbiased only when the missingness probability is correctly specified, and misspecification of the missingness model will result in biases in the estimates. Simulation studies are carried out to assess the performance of different methods when the covariate is binary or normal. For the simulation models used, the relative efficiency of the two new methods to the weighting methods is about 3.0 for the slope parameter and about 2.0 for the intercept parameter when the covariate is continuous and the missingness probability is correctly specified. All methods produce substantial biases in the estimates when the missingness model is misspecified or underspecified. Analysis of data from a medical survey illustrates the use and possible differences of these estimating functions.

Iterative solution of a class of linear equations with application to reconstruction of three-dimensional object arrays

An iterative algorithm baaed on probabilistic estimation is described for obtaining the minimum-norm solution of a very large, consistent, linear system of equations AX = g where A is an (m times n) matrix with non-negative elements, x and g are respectively (n times 1) and (m times 1) vectors with positive components.

Entire Solutions of Hydrodynamical Equations with Exponential Dissipation

We consider a modification of the three-dimensional Navier-Stokes equations and other hydrodynamical evolution equations with space-periodic initial conditions in which the usual Laplacian of the dissipation operator is replaced by an operator whose Fourier symbol grows exponentially as e(vertical bar k vertical bar/kd) at high wavenumbers vertical bar k vertical bar. Using estimates in suitable classes of analytic functions, we show that the solutions with initially finite energy become immediately entire in the space variables and that the Fourier coefficients decay faster than e-(C(k/kd) ln(vertical bar k vertical bar/kd)) for any C < 1/(2 ln 2). The same result holds for the one-dimensional Burgers equation with exponential dissipation but can be improved: heuristic arguments and very precise simulations, analyzed by the method of asymptotic extrapolation of van der Hoeven, indicate that the leading-order asymptotics is precisely of the above form with C = C-* = 1/ ln 2. The same behavior with a universal constant C-* is conjectured for the Navier-Stokes equations with exponential dissipation in any space dimension. This universality prevents the strong growth of intermittency in the far dissipation range which is obtained for ordinary Navier-Stokes turbulence. Possible applications to improved spectral simulations are briefly discussed.

Semigroups on Frechet spaces and equations with infinite delays

In this paper, we show existence and uniqueness of a solution to a functional differential equation with infinite delay. We choose an appropriate Frechet space so as to cover a large class of functions to be used as initial functions to obtain existence and uniqueness of solutions.

Semigroups on Frechet spaces and equations with infinite delays

In this paper, we show existence and uniqueness of a solution to a functional differential equation with infinite delay. We choose an appropriate Frechet space so as to cover a large class of functions to be used as initial functions to obtain existence and uniqueness of solutions.

Analysis of the evanescent field coupling between a fiber and a planar waveguide using the explicit finite difference method with a nonuniform mesh (Journal Paper)

We investigate an optical waveguide system consisting of an unclad fiber core suspended at a constant distance parallel to the surface of a planar waveguide. The coupling and propagation of light in the combined system is studied using the three-dimensional explicit finite difference beam propagation method with a nonuniform mesh configuration. The power loss in the fiber and the field distribution in the waveguide are studied as a function of various parameters, such as index changes, index profile, and propagation distance, for the combined system.

Exact-Solutions Of Linear Partial-Differential Equations With Variable-Coefficients

Backlund transformations relating the solutions of linear PDE with variable coefficients to those of PDE with constant coefficients are found, generalizing the study of Varley and Seymour [2]. Auto-Backlund transformations are also determined. To facilitate the generation of new solutions via Backlund transformation, explicit solutions of both classes of the PDE just mentioned are found using invariance properties of these equations and other methods. Some of these solutions are new.

Similarity solution of unsteady boundary layer equations with a magnetic field

The unsteady laminar incompressible boundary layer flow of an electrically conducting fluid in the stagnation region of two-dimensional and axisymmetric bodies with an applied magnetic field has been studied. The boundary layer equations which are parabolic partial differential equations with three independent variables have been reduced to a system of ordinary differential equations by using suitable transformations and then solved numerically using a shooting method. Here, we have obtained new solutions which are solutions of both the boundary layer and Navier-Stokes equations.

A computational procedure to generate difference equations from differential equations

In this paper we have developed methods to compute maps from differential equations. We take two examples. First is the case of the harmonic oscillator and the second is the case of Duffing's equation. First we convert these equations to a canonical form. This is slightly nontrivial for the Duffing's equation. Then we show a method to extend these differential equations. In the second case, symbolic algebra needs to be used. Once the extensions are accomplished, various maps are generated. The Poincare sections are seen as a special case of such generated maps. Other applications are also discussed.

A Cip/Multi-Moment Finite Volume Method For Shallow Water Equations With Source Terms

A novel finite volume method has been presented to solve the shallow water equations. In addition to the volume-integrated average (VIA) for each mesh cell, the surface-integrated average (SIA) is also treated as the model variable and is independently predicted. The numerical reconstruction is conducted based on both the VIA and the SIA. Different approaches are used to update VIA and SIA separately. The SIA is updated by a semi-Lagrangian scheme in terms of the Riemann invariants of the shallow water equations, while the VIA is computed by a flux-based finite volume formulation and is thus exactly conserved. Numerical oscillation can be effectively avoided through the use of a non-oscillatory interpolation function. The numerical formulations for both SIA and VIA moments maintain exactly the balance between the fluxes and the source terms. 1D and 2D numerical formulations are validated with numerical experiments. Copyright (c) 2007 John Wiley & Sons, Ltd.

Compact difference approximation with consistent boundary condition

For simulating multi-scale complex flow fields it should be noted that all the physical quantities we are interested in must be simulated well. With limitation of the computer resources it is preferred to use high order accurate difference schemes. Because of their high accuracy and small stencil of grid points computational fluid dynamics (CFD) workers pay more attention to compact schemes recently. For simulating the complex flow fields the treatment of boundary conditions at the far field boundary points and near far field boundary points is very important. According to authors' experience and published results some aspects of boundary condition treatment for far field boundary are presented, and the emphasis is on treatment of boundary conditions for the upwind compact schemes. The consistent treatment of boundary conditions at the near boundary points is also discussed. At the end of the paper are given some numerical examples. The computed results with presented method are satisfactory.

A block SPP algorithm for multidimensional tridiagonal equations with optimal message vector length

A parallel strategy for solving multidimensional tridiagonal equations is investigated in this paper. We present in detail an improved version of single parallel partition (SPP) algorithm in conjunction with message vectorization, which aggregates several communication messages into one to reduce the communication cost. We show the resulting block SPP can achieve good speedup for a wide range of message vector length (MVL), especially when the number of grid points in the divided direction is large. Instead of only using the largest possible MVL, we adopt numerical tests and modeling analysis to determine an optimal MVL so that significant improvement in speedup can be obtained.