A modified approach to numerical solution of Fredholm integral equations of the second kind

A modified approach to obtain approximate numerical solutions of Fredholin integral equations of the second kind is presented. The error bound is explained by the aid of several illustrative examples. In each example, the approximate solution is compared with the exact solution, wherever possible, and an excellent agreement is observed. In addition, the error bound in each example is compared with the one obtained by the Nystrom method. It is found that the error bound of the present method is smaller than the ones obtained by the Nystrom method. Further, the present method is successfully applied to derive the solution of an integral equation arising in a special Dirichlet problem. (C) 2015 Elsevier Inc. All rights reserved.

Necessary and sufficient conditions for optimality in constrained general sum stochastic games

In this paper we first derive a necessary and sufficient condition for a stationary strategy to be the Nash equilibrium of discounted constrained stochastic game under certain assumptions. In this process we also develop a nonlinear (non-convex) optimization problem for a discounted constrained stochastic game. We use the linear best response functions of every player and complementary slackness theorem for linear programs to derive both the optimization problem and the equivalent condition. We then extend this result to average reward constrained stochastic games. Finally, we present a heuristic algorithm motivated by our necessary and sufficient conditions for a discounted cost constrained stochastic game. We numerically observe the convergence of this algorithm to Nash equilibrium. (C) 2015 Elsevier B.V. All rights reserved.

ASYMPTOTIC PRESERVING SCHEME FOR A KINETIC MODEL DESCRIBING IN COMPRESSIBLE FLUIDS

The kinetic theory of fluid turbulence modeling developed by Degond and Lemou in 7] is considered for further study, analysis and simulation. Starting with the Boltzmann like equation representation for turbulence modeling, a relaxation type collision term is introduced for isotropic turbulence. In order to describe some important turbulence phenomenology, the relaxation time incorporates a dependency on the turbulent microscopic energy and this makes difficult the construction of efficient numerical methods. To investigate this problem, we focus here on a multi-dimensional prototype model and first propose an appropriate change of frame that makes the numerical study simpler. Then, a numerical strategy to tackle the stiff relaxation source term is introduced in the spirit of Asymptotic Preserving Schemes. Numerical tests are performed in a one-dimensional framework on the basis of the developed strategy to confirm its efficiency.

Universality of the Stochastic Airy Operator

We introduce a new method for studying universality of random matrices. Let T-n be the Jacobi matrix associated to the Dyson beta ensemble with uniformly convex polynomial potential. We show that after scaling, Tn converges to the stochastic Airy operator. In particular, the top edge of the Dyson beta ensemble and the corresponding eigenvectors are universal. As a byproduct, these ideas lead to conjectured operator limits for the entire family of soft edge distributions. (C) 2015 Wiley Periodicals, Inc.

Multi-dimensional Goodness-of-Fit Tests for Spectrum Sensing Based on Stochastic Distances

In this paper, we study two multi-dimensional Goodness-of-Fit tests for spectrum sensing in cognitive radios. The multi-dimensional scenario refers to multiple CR nodes, each with multiple antennas, that record multiple observations from multiple primary users for spectrum sensing. These tests, viz., the Interpoint Distance (ID) based test and the h, f distance based tests are constructed based on the properties of stochastic distances. The ID test is studied in detail for a single CR node case, and a possible extension to handle multiple nodes is discussed. On the other hand, the h, f test is applicable in a multi-node setup. A robustness feature of the KL distance based test is discussed, which has connections with Middleton's class A model. Through Monte-Carlo simulations, the proposed tests are shown to outperform the existing techniques such as the eigenvalue ratio based test, John's test, and the sphericity test, in several scenarios.

Spectral solutions to the Korteweg-de-Vries and nonlinear Schrodinger equations

In this paper, we present the solutions of 1-D and 2-D non-linear partial differential equations with initial conditions. We approach the solutions in time domain using two methods. We first solve the equations using Fourier spectral approximation in the spatial domain and secondly we compare the results with the approximation in the spatial domain using orthogonal functions such as Legendre or Chebyshev polynomials as their basis functions. The advantages and the applicability of the two different methods for different types of problems are brought out by considering 1-D and 2-D nonlinear partial differential equations namely the Korteweg-de-Vries and nonlinear Schrodinger equation with different potential function. (C) 2015 Elsevier Ltd. All rights reserved.

A fast and accurate performance analysis of beaconless IEEE 802.15.4 multi-hop networks

We develop an approximate analytical technique for evaluating the performance of multi-hop networks based on beaconless IEEE 802.15.4 ( the ``ZigBee'' PHY and MAC), a popular standard for wireless sensor networks. The network comprises sensor nodes, which generate measurement packets, relay nodes which only forward packets, and a data sink (base station). We consider a detailed stochastic process at each node, and analyse this process taking into account the interaction with neighbouring nodes via certain time averaged unknown variables (e.g., channel sensing rates, collision probabilities, etc.). By coupling the analyses at various nodes, we obtain fixed point equations that can be solved numerically to obtain the unknown variables, thereby yielding approximations of time average performance measures, such as packet discard probabilities and average queueing delays. The model incorporates packet generation at the sensor nodes and queues at the sensor nodes and relay nodes. We demonstrate the accuracy of our model by an extensive comparison with simulations. As an additional assessment of the accuracy of the model, we utilize it in an algorithm for sensor network design with quality-of-service (QoS) objectives, and show that designs obtained using our model actually satisfy the QoS constraints (as validated by simulating the networks), and the predictions are accurate to well within 10% as compared to the simulation results in a regime where the packet discard probability is low. (C) 2015 Elsevier B.V. All rights reserved.

A mean-reverting stochastic model for the political business cycle

In this article, we look at the political business cycle problem through the lens of uncertainty. The feedback control used by us is the famous NKPC with stochasticity and wage rigidities. We extend the New Keynesian Phillips Curve model to the continuous time stochastic set up with an Ornstein-Uhlenbeck process. We minimize relevant expected quadratic cost by solving the corresponding Hamilton-Jacobi-Bellman equation. The basic intuition of the classical model is qualitatively carried forward in our set up but uncertainty also plays an important role in determining the optimal trajectory of the voter support function. The internal variability of the system acts as a base shifter for the support function in the risk neutral case. The role of uncertainty is even more prominent in the risk averse case where all the shape parameters are directly dependent on variability. Thus, in this case variability controls both the rates of change as well as the base shift parameters. To gain more insight we have also studied the model when the coefficients are time invariant and studied numerical solutions. The close relationship between the unemployment rate and the support function for the incumbent party is highlighted. The role of uncertainty in creating sampling fluctuation in this set up, possibly towards apparently anomalous results, is also explored.

The time finite element as a robust general scheme for solving nonlinear dynamic equations including chaotic systems

Schemes that can be proven to be unconditionally stable in the linear context can yield unstable solutions when used to solve nonlinear dynamical problems. Hence, the formulation of numerical strategies for nonlinear dynamical problems can be particularly challenging. In this work, we show that time finite element methods because of their inherent energy momentum conserving property (in the case of linear and nonlinear elastodynamics), provide a robust time-stepping method for nonlinear dynamic equations (including chaotic systems). We also show that most of the existing schemes that are known to be robust for parabolic or hyperbolic problems can be derived within the time finite element framework; thus, the time finite element provides a unification of time-stepping schemes used in diverse disciplines. We demonstrate the robust performance of the time finite element method on several challenging examples from the literature where the solution behavior is known to be chaotic. (C) 2015 Elsevier Inc. All rights reserved.

The time finite element as a robust general scheme for solving nonlinear dynamic equations including chaotic systems

Schemes that can be proven to be unconditionally stable in the linear context can yield unstable solutions when used to solve nonlinear dynamical problems. Hence, the formulation of numerical strategies for nonlinear dynamical problems can be particularly challenging. In this work, we show that time finite element methods because of their inherent energy momentum conserving property (in the case of linear and nonlinear elastodynamics), provide a robust time-stepping method for nonlinear dynamic equations (including chaotic systems). We also show that most of the existing schemes that are known to be robust for parabolic or hyperbolic problems can be derived within the time finite element framework; thus, the time finite element provides a unification of time-stepping schemes used in diverse disciplines. We demonstrate the robust performance of the time finite element method on several challenging examples from the literature where the solution behavior is known to be chaotic. (C) 2015 Elsevier Inc. All rights reserved.

A Stochastic Approximation Algorithm for Quantile Estimation

In this paper, we present two new stochastic approximation algorithms for the problem of quantile estimation. The algorithms uses the characterization of the quantile provided in terms of an optimization problem in 1]. The algorithms take the shape of a stochastic gradient descent which minimizes the optimization problem. Asymptotic convergence of the algorithms to the true quantile is proven using the ODE method. The theoretical results are also supplemented through empirical evidence. The algorithms are shown to provide significant improvement in terms of memory requirement and accuracy.

Direct Numerical Simulation of a Spatially Evolving Supersonic Turbulent Boundary Layer at Ma=6

Direct numerical simulation is carried out for a spatially evolving supersonic turbulent boundary layer at free-stream Mach number 6. To overcome numerical instability, the seventh-order WENO scheme is used for the convection terms of Navier-Stokes equations, and fine mesh is adopted to minimize numerical dissipation. Compressibilty effects on the near-wall turbulent kinetic energy budget are studied. The cross-stream extended self-similarity and scaling exponents including the near-wall region are studied. In high Mach number flows, the coherence vortex structures are arranged to be smoother and streamwised, and the hair-pin vortices are less likely to occur.

Numerical solution of the incompressible Navier-Stokes equations with an upwind compact difference scheme

A new finite difference method for the discretization of the incompressible Navier-Stokes equations is presented. The scheme is constructed on a staggered-mesh grid system. The convection terms are discretized with a fifth-order-accurate upwind compact difference approximation, the viscous terms are discretized with a sixth-order symmetrical compact difference approximation, the continuity equation and the pressure gradient in the momentum equations are discretized with a fourth-order difference approximation on a cell-centered mesh. Time advancement uses a three-stage Runge-Kutta method. The Poisson equation for computing the pressure is solved with preconditioning. Accuracy analysis shows that the new method has high resolving efficiency. Validation of the method by computation of Taylor's vortex array is presented.

Kinetic and Size Control of Polystyrene and Polyacrylic Octadecyl Ester Lattices Via Polymerization in O/W Microemulsions

The kinetic studies of the acrylic octadecyl ester and styrene polymerization in microemulsion systems, (1) cetyl pyridine bromide (CPDB)/t-butanol/styrene/water; (2) CPDB/t-butanol/toluene + acrylic octadecyl ester (1:1, w/v)/ water; (3) cetyl pyridine bromide/styrene/formamide, were made by using dynamic laser light scattering techniques (DLS). The mechanisms of nucleation of latex particles were discussed. The most possible nucleation location of the styrene and acrylic octadecyl ester microlatex particles in aqueous microemulsion system is in aqueous phase via homogeneous nucleation. Meanwhile, parts of microlatex particles are possibly produced via swollen micelles (microemulsions) and monomer droplets nucleation. On the other hand, the most possible nucleation location of the styrene microlatex particles in nonaqueous microemulsion system is inside monomer droplets. The relationship between the amount of monomer and the size of microlatex was also investigated. It has been found that the size of microlatex particles could be controlled by changing the amount of monomer. (C) 2002 Elsevier Science B.V. All rights reserved.

Characteristics and Sub-Characteristics of Two-Dimensional Parabolized Stability Equations

特征分析表明：对原始扰动量的抛物化稳定性方程组(PSE),它在亚超音速区分别具有椭圆和抛物特性,给出PSE特征对马赫数的依赖关系,阐明PSE仅把信息对流-扩散传播特性抛物化,而保留了信息对流-扰动传播特性,因此PSE应称为扩散抛物化稳定性方程(DPSE)。