Caputo-Type Modification of the Erdélyi-Kober Fractional Derivative

2000 Math. Subject Classification: 26A33; 33E12, 33E30, 44A15, 45J05

A fuzzy expected value approach under generalized data envelopment analysis

Fuzzy data envelopment analysis (DEA) models emerge as another class of DEA models to account for imprecise inputs and outputs for decision making units (DMUs). Although several approaches for solving fuzzy DEA models have been developed, there are some drawbacks, ranging from the inability to provide satisfactory discrimination power to simplistic numerical examples that handles only triangular fuzzy numbers or symmetrical fuzzy numbers. To address these drawbacks, this paper proposes using the concept of expected value in generalized DEA (GDEA) model. This allows the unification of three models - fuzzy expected CCR, fuzzy expected BCC, and fuzzy expected FDH models - and the ability of these models to handle both symmetrical and asymmetrical fuzzy numbers. We also explored the role of fuzzy GDEA model as a ranking method and compared it to existing super-efficiency evaluation models. Our proposed model is always feasible, while infeasibility problems remain in certain cases under existing super-efficiency models. In order to illustrate the performance of the proposed method, it is first tested using two established numerical examples and compared with the results obtained from alternative methods. A third example on energy dependency among 23 European Union (EU) member countries is further used to validate and describe the efficacy of our approach under asymmetric fuzzy numbers.

Loss of Accuracy in Numerical Computations

Михаил М. Константинов, Петко Х. Петков - Разгледани са възможните катастрофални ефекти от неправилното използване на крайна машинна аритметика с плаваща точка. За съжаление, тази тема не винаги се разбира достатъчно добре от студентите по приложна и изчислителна математика, като положението в инженерните и икономическите специалности в никакъв случай не е по-добро. За преодоляване на този образователен пропуск тук сме разгледали главните виновници за загубата на точност при числените компютърни пресмятания. Надяваме се, че представените резултати ще помогнат на студентите и лекторите за по-добро разбиране и съответно за избягване на основните фактори, които могат да разрушат точността при компютърните числени пресмятания. Последното не е маловажно – числените катастрофи понякога стават истински, с големи щети и човешки жертви.

Principles of Extremum and Application to some Problems of Analysis

AMS subject classification: 41A17, 41A50, 49Kxx, 90C25.

Comparison between Numerical and Simulation Methods for Age-dependent Branching Models with Immigration

2000 Mathematics Subject Classification: primary: 60J80, 60J85, secondary: 62M09, 92D40

Low Volatility Options and Numerical Diffusion of Finite Difference Schemes

2000 Mathematics Subject Classification: 65M06, 65M12.

Numerical solution of the Dirichlet initial boundary value problem for the heat equation in exterior 3-dimensional domains using integral equations

A numerical method for the Dirichlet initial boundary value problem for the heat equation in the exterior and unbounded region of a smooth closed simply connected 3-dimensional domain is proposed and investigated. This method is based on a combination of a Laguerre transformation with respect to the time variable and an integral equation approach in the spatial variables. Using the Laguerre transformation in time reduces the parabolic problem to a sequence of stationary elliptic problems which are solved by a boundary layer approach giving a sequence of boundary integral equations of the first kind to solve. Under the assumption that the boundary surface of the solution domain has a one-to-one mapping onto the unit sphere, these integral equations are transformed and rewritten over this sphere. The numerical discretisation and solution are obtained by a discrete projection method involving spherical harmonic functions. Numerical results are included.

Numerical solution of a Cauchy problem for Laplace equation in 3-dimensional domains by integral equations

A numerical method based on integral equations is proposed and investigated for the Cauchy problem for the Laplace equation in 3-dimensional smooth bounded doubly connected domains. To numerically reconstruct a harmonic function from knowledge of the function and its normal derivative on the outer of two closed boundary surfaces, the harmonic function is represented as a single-layer potential. Matching this representation against the given data, a system of boundary integral equations is obtained to be solved for two unknown densities. This system is rewritten over the unit sphere under the assumption that each of the two boundary surfaces can be mapped smoothly and one-to-one to the unit sphere. For the discretization of this system, Weinert’s method (PhD, Göttingen, 1990) is employed, which generates a Galerkin type procedure for the numerical solution, and the densities in the system of integral equations are expressed in terms of spherical harmonics. Tikhonov regularization is incorporated, and numerical results are included showing the efficiency of the proposed procedure.

Analytical approximations to predict performance measures of manufacturing systems with job failures and parallel processing

Parallel processing is prevalent in many manufacturing and service systems. Many manufactured products are built and assembled from several components fabricated in parallel lines. An example of this manufacturing system configuration is observed at a manufacturing facility equipped to assemble and test web servers. Characteristics of a typical web server assembly line are: multiple products, job circulation, and paralleling processing. The primary objective of this research was to develop analytical approximations to predict performance measures of manufacturing systems with job failures and parallel processing. The analytical formulations extend previous queueing models used in assembly manufacturing systems in that they can handle serial and different configurations of paralleling processing with multiple product classes, and job circulation due to random part failures. In addition, appropriate correction terms via regression analysis were added to the approximations in order to minimize the gap in the error between the analytical approximation and the simulation models. Markovian and general type manufacturing systems, with multiple product classes, job circulation due to failures, and fork and join systems to model parallel processing were studied. In the Markovian and general case, the approximations without correction terms performed quite well for one and two product problem instances. However, it was observed that the flow time error increased as the number of products and net traffic intensity increased. Therefore, correction terms for single and fork-join stations were developed via regression analysis to deal with more than two products. The numerical comparisons showed that the approximations perform remarkably well when the corrections factors were used in the approximations. In general, the average flow time error was reduced from 38.19% to 5.59% in the Markovian case, and from 26.39% to 7.23% in the general case. All the equations stated in the analytical formulations were implemented as a set of Matlab scripts. By using this set, operations managers of web server assembly lines, manufacturing or other service systems with similar characteristics can estimate different system performance measures, and make judicious decisions - especially setting delivery due dates, capacity planning, and bottleneck mitigation, among others.

Mechanisms governing the eyewall replacement cycle in numerical simulations of tropical cyclones

Eyewall replacement cycle (ERC) is frequently observed during the evolution of intensifying Tropical Cyclones (TCs). Although intensely studied in recent years, the underlying mechanisms of ERC are still poorly understood, and the forecast of ERC remains a great challenge. To advance our understanding of ERC and provide insights in improvement of numerical forecast of ERC, a series of numerical simulations is performed to investigate ERCs in TC-like vortices on a f-plane. The simulated ERCs possess key features similar to those observed in real TCs including the formation of a secondary tangential wind maximum associated with the outer eyewall. The Sawyer-Eliassen equation and tangential momentum budget analyses are performed to diagnose the mechanisms underlying the secondary eyewall formation (SEF) and ERC. Our diagnoses reveal crucial roles of outer rainband heating in governing the formation and development of the secondary tangential wind maximum and demonstrate that the outer rainband convection must reach a critical strength relative to the eyewall before SEF and the subsequent ERC can occur. A positive feedback among low-level convection, acceleration of tangential winds in the boundary layer, and surface evaporation that leads to the development of ERC and a mechanism for the demise of inner eyewall that involves interaction between the transverse circulations induced by eyewall and outer rainband convection are proposed. The tangential momentum budget indicates that the net tendency of tangential wind is a small residual resultant from a large cancellation between tendencies induced by the resolved and sub-grid scale (SGS) processes. The large SGS contribution to the tangential wind budget explains different characteristics of ERC shown in previous numerical studies and poses a great challenge for a timely correct forecast of ERC. The sensitivity experiments show that ERCs are strongly subjected to model physics, vortex radial structure and background wind. The impact of model physics on ERC can be well understood with the interaction among eyewall/outer rainband heating, radilal inflow in the boundary layer, surface layer turbulent processes, and shallow convection in the moat. However, further investigations are needed to fully understand the exhibited sensitivities of ERC to vortex radial structure and background wind.

Analytical Approximations to Predict Performance Measures of Manufacturing Systems with Job Failures and Parallel Processing

Parallel processing is prevalent in many manufacturing and service systems. Many manufactured products are built and assembled from several components fabricated in parallel lines. An example of this manufacturing system configuration is observed at a manufacturing facility equipped to assemble and test web servers. Characteristics of a typical web server assembly line are: multiple products, job circulation, and paralleling processing. The primary objective of this research was to develop analytical approximations to predict performance measures of manufacturing systems with job failures and parallel processing. The analytical formulations extend previous queueing models used in assembly manufacturing systems in that they can handle serial and different configurations of paralleling processing with multiple product classes, and job circulation due to random part failures. In addition, appropriate correction terms via regression analysis were added to the approximations in order to minimize the gap in the error between the analytical approximation and the simulation models. Markovian and general type manufacturing systems, with multiple product classes, job circulation due to failures, and fork and join systems to model parallel processing were studied. In the Markovian and general case, the approximations without correction terms performed quite well for one and two product problem instances. However, it was observed that the flow time error increased as the number of products and net traffic intensity increased. Therefore, correction terms for single and fork-join stations were developed via regression analysis to deal with more than two products. The numerical comparisons showed that the approximations perform remarkably well when the corrections factors were used in the approximations. In general, the average flow time error was reduced from 38.19% to 5.59% in the Markovian case, and from 26.39% to 7.23% in the general case. All the equations stated in the analytical formulations were implemented as a set of Matlab scripts. By using this set, operations managers of web server assembly lines, manufacturing or other service systems with similar characteristics can estimate different system performance measures, and make judicious decisions - especially setting delivery due dates, capacity planning, and bottleneck mitigation, among others.

Principal Component Analysis of Results Obtained from Finite-Difference Time-Domain Algorithms

Finite-Differences Time-Domain (FDTD) algorithms are well established tools of computational electromagnetism. Because of their practical implementation as computer codes, they are affected by many numerical artefact and noise. In order to obtain better results we propose using Principal Component Analysis (PCA) based on multivariate statistical techniques. The PCA has been successfully used for the analysis of noise and spatial temporal structure in a sequence of images. It allows a straightforward discrimination between the numerical noise and the actual electromagnetic variables, and the quantitative estimation of their respective contributions. Besides, The GDTD results can be filtered to clean the effect of the noise. In this contribution we will show how the method can be applied to several FDTD simulations: the propagation of a pulse in vacuum, the analysis of two-dimensional photonic crystals. In this last case, PCA has revealed hidden electromagnetic structures related to actual modes of the photonic crystal.

Efficient numerical methods for the random-field Ising model: Finite-size scaling, reweighting extrapolation, and computation of response functions

It was recently shown [Phys. Rev. Lett. 110, 227201 (2013)] that the critical behavior of the random-field Ising model in three dimensions is ruled by a single universality class. This conclusion was reached only after a proper taming of the large scaling corrections of the model by applying a combined approach of various techniques, coming from the zero-and positive-temperature toolboxes of statistical physics. In the present contribution we provide a detailed description of this combined scheme, explaining in detail the zero-temperature numerical scheme and developing the generalized fluctuation-dissipation formula that allowed us to compute connected and disconnected correlation functions of the model. We discuss the error evolution of our method and we illustrate the infinite limit-size extrapolation of several observables within phenomenological renormalization. We present an extension of the quotients method that allows us to obtain estimates of the critical exponent a of the specific heat of the model via the scaling of the bond energy and we discuss the self-averaging properties of the system and the algorithmic aspects of the maximum-flow algorithm used.

Periodic nonlinear Fourier transform for fiber-optic communications, Part I:theory and numerical methods

In this work, we introduce the periodic nonlinear Fourier transform (PNFT) method as an alternative and efficacious tool for compensation of the nonlinear transmission effects in optical fiber links. In the Part I, we introduce the algorithmic platform of the technique, describing in details the direct and inverse PNFT operations, also known as the inverse scattering transform for periodic (in time variable) nonlinear Schrödinger equation (NLSE). We pay a special attention to explaining the potential advantages of the PNFT-based processing over the previously studied nonlinear Fourier transform (NFT) based methods. Further, we elucidate the issue of the numerical PNFT computation: we compare the performance of four known numerical methods applicable for the calculation of nonlinear spectral data (the direct PNFT), in particular, taking the main spectrum (utilized further in Part II for the modulation and transmission) associated with some simple example waveforms as the quality indicator for each method. We show that the Ablowitz-Ladik discretization approach for the direct PNFT provides the best performance in terms of the accuracy and computational time consumption.

Assessment of primary energy conversions of oscillating water columns. I. Hydrodynamic analysis

This is an investigation on the development of a numerical assessment method for the hydrodynamic performance of an oscillating water column (OWC) wave energy converter. In the research work, a systematic study has been carried out on how the hydrodynamic problem can be solved and represented reliably, focusing on the phenomena of the interactions of the wave-structure and the wave-internal water surface. These phenomena are extensively examined numerically to show how the hydrodynamic parameters can be reliably obtained and used for the OWC performance assessment. In studying the dynamic system, a two-body system is used for the OWC wave energy converter. The first body is the device itself, and the second body is an imaginary “piston,” which replaces part of the water at the internal water surface in the water column. One advantage of the two-body system for an OWC wave energy converter is its physical representations, and therefore, the relevant mathematical expressions and the numerical simulation can be straightforward. That is, the main hydrodynamic parameters can be assessed using the boundary element method of the potential flow in frequency domain, and the relevant parameters are transformed directly from frequency domain to time domain for the two-body system. However, as it is shown in the research, an appropriate representation of the “imaginary” piston is very important, especially when the relevant parameters have to be transformed from frequency-domain to time domain for a further analysis. The examples given in the research have shown that the correct parameters transformed from frequency domain to time domain can be a vital factor for a successful numerical simulation.