Non-constant discounting in finite horizon: The free terminal time case

This paper derives the HJB (Hamilton-Jacobi-Bellman) equation for sophisticated agents in a finite horizon dynamic optimization problem with non-constant discounting in a continuous setting, by using a dynamic programming approach. A simple example is used in order to illustrate the applicability of this HJB equation, by suggesting a method for constructing the subgame perfect equilibrium solution to the problem.Conditions for the observational equivalence with an associated problem with constantdiscounting are analyzed. Special attention is paid to the case of free terminal time. Strotz¿s model (an eating cake problem of a nonrenewable resource with non-constant discounting) is revisited.

Portable School Stop Signs and Other Non-Uniform School Stop Control Devices, HR-190, 1978

Portable (roll-out) stop signs are used at school crossings in over 300 cities in Iowa. Their use conforms to the Code of Iowa, although it is not consistent with the provisions of the Manual on Uniform Traffic Control Devices adopted for nationwide application. A survey indicated that most users in Iowa believe that portable stop signs provide effective protection at school crossings, and favor their continued use. Other non-uniform signs that fold or rotate to display a STOP message only during certain hours are used at school crossings in over 60 cities in Iowa. Their use does not conform to either the Code of Iowa or the Manual on Uniform Traffic Control Devices. Users of these devices also tend to favor their continued use. A survey of other states indicated that use of temporary devices similar to those used in Iowa is not generally sanctioned. Some unsanctioned use apparently occurs in several states, however. A different type of portable stop sign for school crossings is authorized and widely used in one state. Portable stop signs similar to those used in Iowa are authorized in another state, although their use is quite limited. A few reports in the literature reviewed for this research discussed the use of portable stop signs. The authors of these reports uniformly recommended against the use of portable or temporary traffic control devices. Various reasons for this recommendation were given, although data to support the recommendation were not offered. As part of this research, field surveys were conducted at 54 locations in 33 communities where temporary stop control devices were in use at school crossings. Research personnel observed the obedience to stop control and measured the vehicular delay incurred. Stopped delay averaged 1.89 seconds/entering vehicle. Only 36.6 percent of the vehicles were observed to come to a complete stop at the study locations controlled by temporary stop control devices. However, this level of obedience does not differ from that observed at intersections controlled by permanent stop signs. Accident experience was compiled for 76 intersections in 33 communities in Iowa where temporary stop signs were used and, for comparative purposes, at 76 comparable intersections having other forms of control or operating without stop control. There were no significant differences in accident experience An economic analysis of vehicle operating costs, delay costs, and other costs indicated that temporary stop control generated costs only about 12 percent as great as permanent stop control for a street having a school crossing. Midblock pedestrian-actuated signals were shown to be cost effective in comparison with temporary stop signs under the conditions of use assumed. Such signals could be used effectively at a number of locations where temporary stop signs are being used. The results of this research do not provide a basis for recommending that use of portable stop signs be prohibited. However, erratic patterns of use of these devices and inadequate designs suggest that improved standards for their use are needed. Accordingly, nine recommendations are presented to enhance the efficiency of vehicular flow at school crossings, without causing a decline in the level of pedestrian protection being afforded.

Fly Ash Soil Stabilization for Non-Uniform Subgrade Soils, Volume I: Engineering Properties and Construction Guidelines, TR-461, 2005

Soil treated with self-cementing fly ash is increasingly being used in Iowa to stabilize fine-grained pavement subgrades, but without a complete understanding of the short- and long-term behavior. To develop a broader understanding of fly ash engineering properties, mixtures of five different soil types, ranging from ML to CH, and several different fly ash sources (including hydrated and conditioned fly ashes) were evaluated. Results show that soil compaction characteristics, compressive strength, wet/dry durability, freeze/thaw durability, hydration characteristics, rate of strength gain, and plasticity characteristics are all affected by the addition of fly ash. Specifically, Iowa selfcementing fly ashes are effective at stabilizing fine-grained Iowa soils for earthwork and paving operations; fly ash increases compacted dry density and reduces the optimum moisture content; strength gain in soil-fly ash mixtures depends on cure time and temperature, compaction energy, and compaction delay; sulfur contents can form expansive minerals in soil–fly ash mixtures, which severely reduces the long-term strength and durability; fly ash increases the California bearing ratio of fine-grained soil–fly ash effectively dries wet soils and provides an initial rapid strength gain; fly ash decreases swell potential of expansive soils; soil-fly ash mixtures cured below freezing temperatures and then soaked in water are highly susceptible to slaking and strength loss; soil stabilized with fly ash exhibits increased freeze-thaw durability; soil strength can be increased with the addition of hydrated fly ash and conditioned fly ash, but at higher rates and not as effectively as self-cementing fly ash. Based on the results of this study, three proposed specifications were developed for the use of self-cementing fly ash, hydrated fly ash, and conditioned fly ash. The specifications describe laboratory evaluation, field placement, moisture conditioning, compaction, quality control testing procedures, and basis of payment.

Effective Electrodiffusion equation for non uniform nanochannels

We derive a one dimensional formulation of the Planck-Nernst-Poisson equation to describe the dynamics of of a symmetric binary electrolyte in channels whose section is of nanometric section and varies along the axial direction. The approach is in the spirit of the Fick-Jacobs di fusion equation and leads to a system of coupled equations for the partial densities which depends on the charge sitting at the walls in a non trivial fashion. We consider two kinds of non uniformities, those due to the spatial variation of charge distribution and those due to the shape variation of the pore and report one and three-dimensional solutions of the electrokinetic equations.

A High Order Finite Volume Scheme for the 2D Shallow Water Equations Including Topography

Inhalt dieser Arbeit ist ein Verfahren zur numerischen Lösung der zweidimensionalen Flachwassergleichung, welche das Fließverhalten von Gewässern, deren Oberflächenausdehnung wesentlich größer als deren Tiefe ist, modelliert. Diese Gleichung beschreibt die gravitationsbedingte zeitliche Änderung eines gegebenen Anfangszustandes bei Gewässern mit freier Oberfläche. Diese Klasse beinhaltet Probleme wie das Verhalten von Wellen an flachen Stränden oder die Bewegung einer Flutwelle in einem Fluss. Diese Beispiele zeigen deutlich die Notwendigkeit, den Einfluss von Topographie sowie die Behandlung von Nass/Trockenübergängen im Verfahren zu berücksichtigen. In der vorliegenden Dissertation wird ein, in Gebieten mit hinreichender Wasserhöhe, hochgenaues Finite-Volumen-Verfahren zur numerischen Bestimmung des zeitlichen Verlaufs der Lösung der zweidimensionalen Flachwassergleichung aus gegebenen Anfangs- und Randbedingungen auf einem unstrukturierten Gitter vorgestellt, welches in der Lage ist, den Einfluss topographischer Quellterme auf die Strömung zu berücksichtigen, sowie in sogenannten \glqq lake at rest\grqq-stationären Zuständen diesen Einfluss mit den numerischen Flüssen exakt auszubalancieren. Basis des Verfahrens ist ein Finite-Volumen-Ansatz erster Ordnung, welcher durch eine WENO Rekonstruktion unter Verwendung der Methode der kleinsten Quadrate und eine sogenannte Space Time Expansion erweitert wird mit dem Ziel, ein Verfahren beliebig hoher Ordnung zu erhalten. Die im Verfahren auftretenden Riemannprobleme werden mit dem Riemannlöser von Chinnayya, LeRoux und Seguin von 1999 gelöst, welcher die Einflüsse der Topographie auf den Strömungsverlauf mit berücksichtigt. Es wird in der Arbeit bewiesen, dass die Koeffizienten der durch das WENO-Verfahren berechneten Rekonstruktionspolynome die räumlichen Ableitungen der zu rekonstruierenden Funktion mit einem zur Verfahrensordnung passenden Genauigkeitsgrad approximieren. Ebenso wird bewiesen, dass die Koeffizienten des aus der Space Time Expansion resultierenden Polynoms die räumlichen und zeitlichen Ableitungen der Lösung des Anfangswertproblems approximieren. Darüber hinaus wird die wohlbalanciertheit des Verfahrens für beliebig hohe numerische Ordnung bewiesen. Für die Behandlung von Nass/Trockenübergangen wird eine Methode zur Ordnungsreduktion abhängig von Wasserhöhe und Zellgröße vorgeschlagen. Dies ist notwendig, um in der Rechnung negative Werte für die Wasserhöhe, welche als Folge von Oszillationen des Raum-Zeit-Polynoms auftreten können, zu vermeiden. Numerische Ergebnisse die die theoretische Verfahrensordnung bestätigen werden ebenso präsentiert wie Beispiele, welche die hervorragenden Eigenschaften des Gesamtverfahrens in der Berechnung herausfordernder Probleme demonstrieren.

Approximate Riemann solutions of the two-dimensional shallow-water equations

A finite-difference scheme based on flux difference splitting is presented for the solution of the two-dimensional shallow-water equations of ideal fluid flow. A linearised problem, analogous to that of Riemann for gasdynamics, is defined and a scheme, based on numerical characteristic decomposition, is presented for obtaining approximate solutions to the linearised problem. The method of upwind differencing is used for the resulting scalar problems, together with a flux limiter for obtaining a second-order scheme which avoids non-physical, spurious oscillations. An extension to the two-dimensional equations with source terms, is included. The scheme is applied to a dam-break problem with cylindrical symmetry.

An efficient numerical scheme for the Euler equations

A finite difference scheme based on flux difference splitting is presented for the solution of the Euler equations for the compressible flow of an ideal gas. A linearised Riemann problem is defined, and a scheme based on numerical characteristic decomposition is presented for obtaining approximate solutions to the linearised problem. An average of the flow variables across the interface between cells is required, and this average is chosen to be the arithmetic mean for computational efficiency, leading to arithmetic averaging. This is in contrast to the usual ‘square root’ averages found in this type of Riemann solver, where the computational expense can be prohibitive. The method of upwind differencing is used for the resulting scalar problems, together with a flux limiter for obtaining a second order scheme which avoids nonphysical, spurious oscillations. The scheme is applied to a shock tube problem and a blast wave problem. Each approximate solution compares well with those given by other schemes, and for the shock tube problem is in agreement with the exact solution.

An efficient numerical scheme for the two-dimensional shallow water equations using arithmetic averaging

A finite difference scheme based on flux difference splitting is presented for the solution of the two-dimensional shallow water equations of ideal fluid flow. A linearised problem, analogous to that of Riemann for gas dynamics is defined, and a scheme, based on numerical characteristic decomposition is presented for obtaining approximate solutions to the linearised problem, and incorporates the technique of operator splitting. An average of the flow variables across the interface between cells is required, and this average is chosen to be the arithmetic mean for computational efficiency leading to arithmetic averaging. This is in contrast to usual ‘square root’ averages found in this type of Riemann solver, where the computational expense can be prohibitive. The method of upwind differencing is used for the resulting scalar problems, together with a flux limiter for obtaining a second order scheme which avoids nonphysical, spurious oscillations. An extension to the two-dimensional equations with source terms is included. The scheme is applied to the one-dimensional problems of a breaking dam and reflection of a bore, and in each case the approximate solution is compared to the exact solution of ideal fluid flow. The scheme is also applied to a problem of stationary bore generation in a channel of variable cross-section. Finally, the scheme is applied to two other dam-break problems, this time in two dimensions with one having cylindrical symmetry. Each approximate solution compares well with those given by other authors.

A shock capturing scheme for steady, supercritical, free-surface flow

Abstract A finite difference scheme is presented for the solution of the two-dimensional shallow water equations in steady, supercritical flow. The scheme incorporates numerical characteristic decomposition, is shock capturing by design and incorporates space-marching as a result of the assumption that the flow is wholly supercritical in at least one space dimension. Results are shown for problems involving oblique hydraulic jumps and reflection from a wall.

Shock capturing scheme for steady, supersonic, isentropic flow

A finite difference scheme is presented for the solution of the two-dimensional equations of steady, supersonic, isentropic flow. The scheme incorporates numerical characteristic decomposition, is shock-capturing by design and incorporates space marching as a result of the assumption that the flow is wholly supersonic in at least one space dimension. Results are shown for problems involving oblique hydraulic jumps and reflection from a wall.

Prediction of supercritical flow in open channels

A finite difference scheme based on flux difference splitting is presented for the solution of the one-dimensional shallow water equations in open channels. A linearised problem, analogous to that of Riemann for gas dynamics, is defined and a scheme, based on numerical characteristic decomposition, is presented for obtaining approximate solutions to the linearised problem. The method of upwind differencing is used for the resulting scalar problems, together with a flux limiter for obtaining a second order scheme which avoids non-physical, spurious oscillations. The scheme is applied to a problem of flow in a river whose geometry induces a region of supercritical flow.

Second order accurate upwind difference schemes for scalar conservation laws with source terms

A second order accurate, characteristic-based, finite difference scheme is developed for scalar conservation laws with source terms. The scheme is an extension of well-known second order scalar schemes for homogeneous conservation laws. Such schemes have proved immensely powerful when applied to homogeneous systems of conservation laws using flux-difference splitting. Many application areas, however, involve inhomogeneous systems of conservation laws with source terms, and the scheme presented here is applied to such systems in a subsequent paper.

Thermal comfort assessment in a non-uniform thermal environment

This paper presents results for thermal comfort assessment in non-uniform thermal environments. Three types of displacement ventilation (DV) units that created stratified condition in an environmental test chamber have been selected to carry out the thermal comfort assessment: a flat diffuser (DV1), semi-circular diffuser (DV2), and floor swirl diffuser (DV3). The CBE (Center for the Built Environment at Berkeley) comfort model was implemented in this study to assess the occupant’s thermal comfort for the three DV types. The CBE model predicted the occupant’s mean skin as well as local skin temperatures very well when compared with measurements found in the literature, while it underestimated the occupant’s core temperature. The predicted occupant’s thermal sensation and thermal comfort for the case of (DV2) were the best. Therefore, the semi-circular diffuser (DV2) provided better thermal comfort for the occupant in comparison with the other two DV types.

The system identification and control of Hammerstein system using non-uniform rational B-spline neural network and particle swarm optimization

In this paper a new system identification algorithm is introduced for Hammerstein systems based on observational input/output data. The nonlinear static function in the Hammerstein system is modelled using a non-uniform rational B-spline (NURB) neural network. The proposed system identification algorithm for this NURB network based Hammerstein system consists of two successive stages. First the shaping parameters in NURB network are estimated using a particle swarm optimization (PSO) procedure. Then the remaining parameters are estimated by the method of the singular value decomposition (SVD). Numerical examples including a model based controller are utilized to demonstrate the efficacy of the proposed approach. The controller consists of computing the inverse of the nonlinear static function approximated by NURB network, followed by a linear pole assignment controller.