A high order model for piezoelectric rods: an asymptotic approach

Preprint submitted to International Journal of Solids and Structures. ISSN 0020-7683

Asymptotic approach for the nonlinear equatorial long wave interactions

In the present work we use an asymptotic approach to obtain the long wave equations. The shallow water equation is put as a function of an external parameter that is a measure of both the spatial scales anisotropy and the fast to slow time ratio. The values given to the external parameters are consistent with those computed using typical values of the perturbations in tropical dynamics. Asymptotically, the model converge toward the long wave model. Thus, it is possible to go toward the long wave approximation through intermediate realizable states. With this approach, the resonant nonlinear wave interactions are studied. To simplify, the reduced dynamics of a single resonant triad is used for some selected equatorial trios. It was verified by both theoretical and numerical results that the nonlinear energy exchange period increases smoothly as we move toward the long wave approach. The magnitude of the energy exchanges is also modified, but in this case depends on the particular triad used and also on the initial energy partition among the triad components. Some implications of the results for the tropical dynamics are disccussed. In particular, we discuss the implications of the results for El Nĩo and the Madden-Julian in connection with other scales of time and spatial variability. © Published under licence by IOP Publishing Ltd.

Finite element analysis of steady-state natural convection problems in fluid-saturated porous media heated from below

In this paper, a progressive asymptotic approach procedure is presented for solving the steady-state Horton-Rogers-Lapwood problem in a fluid-saturated porous medium. The Horton-Rogers-Lapwood problem possesses a bifurcation and, therefore, makes the direct use of conventional finite element methods difficult. Even if the Rayleigh number is high enough to drive the occurrence of natural convection in a fluid-saturated porous medium, the conventional methods will often produce a trivial non-convective solution. This difficulty can be overcome using the progressive asymptotic approach procedure associated with the finite element method. The method considers a series of modified Horton-Rogers-Lapwood problems in which gravity is assumed to tilt a small angle away from vertical. The main idea behind the progressive asymptotic approach procedure is that through solving a sequence of such modified problems with decreasing tilt, an accurate non-zero velocity solution to the Horton-Rogers-Lapwood problem can be obtained. This solution provides a very good initial prediction for the solution to the original Horton-Rogers-Lapwood problem so that the non-zero velocity solution can be successfully obtained when the tilted angle is set to zero. Comparison of numerical solutions with analytical ones to a benchmark problem of any rectangular geometry has demonstrated the usefulness of the present progressive asymptotic approach procedure. Finally, the procedure has been used to investigate the effect of basin shapes on natural convection of pore-fluid in a porous medium. (C) 1997 by John Wiley & Sons, Ltd.

A numerical study of pore-fluid, thermal and mass flow iu fluid-saturated porous rock basins

We present a numerical methodology for the study of convective pore-fluid, thermal and mass flow in fluid-saturated porous rock basins. lit particular, we investigate the occurrence and distribution pattern of temperature gradient driven convective pore-fluid flow and hydrocarbon transport in the Australian North West Shelf basin. The related numerical results have demonstrated that: (1) The finite element method combined with the progressive asymptotic approach procedure is a useful tool for dealing with temperature gradient driven pore-fluid flow and mass transport in fluid-saturated hydrothermal basins; (2) Convective pore-fluid flow generally becomes focused in more permeable layers, especially when the layers are thick enough to accommodate the appropriate convective cells; (3) Large dislocation of strata has a significant influence off the distribution patterns of convective pore;fluid flow, thermal flow and hydrocarbon transport in the North West Shelf basin; (4) As a direct consequence of the formation of convective pore-fluid cells, the hydrocarbon concentration is highly localized in the range bounded by two major faults in the basin.

Theoretical and numerical analyses of convective instability in porous media with upward throughflow

Exact analytical solutions have been obtained for a hydrothermal system consisting of a horizontal porous layer with upward throughflow. The boundary conditions considered are constant temperature, constant pressure at the top, and constant vertical temperature gradient, constant Darcy velocity at the bottom of the layer. After deriving the exact analytical solutions, we examine the stability of the solutions using linear stability theory and the Galerkin method. It has been found that the exact solutions for such a hydrothermal system become unstable when the Rayleigh number of the system is equal to or greater than the corresponding critical Rayleigh number. For small and moderate Peclet numbers (Pe less than or equal to 6), an increase in upward throughflow destabilizes the convective flow in the horizontal layer. To confirm these findings, the finite element method with the progressive asymptotic approach procedure is used to compute the convective cells in such a hydrothermal system. Copyright (C) 1999 John Wiley & Sons, Ltd.

Finite element modelling of three-dimensional convection problems in fluid-saturated porous media heated from below

We use the finite element method to model three-dimensional convective pore-fluid flow in fluid-saturated porous media when they are heated from below. In particular, we employ the particle-tracking technique to mimic the trajectories of particles in three-dimensional fluid flow problems. The related numerical results demonstrated that: (1) The progressive asymptotic approach procedure, which was previously developed for the finite element modelling of two-dimensional convective pore-fluid flow problems, is equally applicable to the finite element modelling of three-dimensional convective pore-fluid flow in fluid-saturated porous media heated from below. (2) The perturbation of gravity at different planes has a significant effect on the pattern of three-dimensional convective pore-fluid flow and therefore, may influence the pattern of orebody formation and mineralization in three-dimensional hydrothermal systems. Copyright (C) 2001 John Wiley & Sons, Ltd.

Non-asymptotic confidence bounds for the optimal value of a stochastic program

We discuss a general approach to building non-asymptotic confidence bounds for stochastic optimization problems. Our principal contribution is the observation that a Sample Average Approximation of a problem supplies upper and lower bounds for the optimal value of the problem which are essentially better than the quality of the corresponding optimal solutions. At the same time, such bounds are more reliable than “standard” confidence bounds obtained through the asymptotic approach. We also discuss bounding the optimal value of MinMax Stochastic Optimization and stochastically constrained problems. We conclude with a small simulation study illustrating the numerical behavior of the proposed bounds.

Towards a web-based progressive handwriting recognition environment for mathematical problem solving

The emergence of pen-based mobile devices such as PDAs and tablet PCs provides a new way to input mathematical expressions to computer by using handwriting which is much more natural and efficient for entering mathematics. This paper proposes a web-based handwriting mathematics system, called WebMath, for supporting mathematical problem solving. The proposed WebMath system is based on client-server architecture. It comprises four major components: a standard web server, handwriting mathematical expression editor, computation engine and web browser with Ajax-based communicator. The handwriting mathematical expression editor adopts a progressive recognition approach for dynamic recognition of handwritten mathematical expressions. The computation engine supports mathematical functions such as algebraic simplification and factorization, and integration and differentiation. The web browser provides a user-friendly interface for accessing the system using advanced Ajax-based communication. In this paper, we describe the different components of the WebMath system and its performance analysis.

How quickly should we titrate antihypertensive medication? Systematic review modelling blood pressure response from trial data.

Context There are no evidence syntheses available to guide clinicians on when to titrate antihypertensive medication after initiation. Objective To model the blood pressure (BP) response after initiating antihypertensive medication. Data sources electronic databases including Medline, Embase, Cochrane Register and reference lists up to December 2009. Study selection Trials that initiated antihypertensive medication as single therapy in hypertensive patients who were either drug naive or had a placebo washout from previous drugs. Data extraction Office BP measurements at a minimum of two weekly intervals for a minimum of 4 weeks. An asymptotic approach model of BP response was assumed and non-linear mixed effects modelling used to calculate model parameters. Results and conclusions Eighteen trials that recruited 4168 patients met inclusion criteria. The time to reach 50% of the maximum estimated BP lowering effect was 1 week (systolic 0.91 weeks, 95% CI 0.74 to 1.10; diastolic 0.95, 0.75 to 1.15). Models incorporating drug class as a source of variability did not improve fit of the data. Incorporating the presence of a titration schedule improved model fit for both systolic and diastolic pressure. Titration increased both the predicted maximum effect and the time taken to reach 50% of the maximum (systolic 1.2 vs 0.7 weeks; diastolic 1.4 vs 0.7 weeks). Conclusions Estimates of the maximum efficacy of antihypertensive agents can be made early after starting therapy. This knowledge will guide clinicians in deciding when a newly started antihypertensive agent is likely to be effective or not at controlling BP.

Efficient evaluation of highly oscillatory acoustic scattering surface integrals

We consider the approximation of some highly oscillatory weakly singular surface integrals, arising from boundary integral methods with smooth global basis functions for solving problems of high frequency acoustic scattering by three-dimensional convex obstacles, described globally in spherical coordinates. As the frequency of the incident wave increases, the performance of standard quadrature schemes deteriorates. Naive application of asymptotic schemes also fails due to the weak singularity. We propose here a new scheme based on a combination of an asymptotic approach and exact treatment of singularities in an appropriate coordinate system. For the case of a spherical scatterer we demonstrate via error analysis and numerical results that, provided the observation point is sufficiently far from the shadow boundary, a high level of accuracy can be achieved with a minimal computational cost.

Pricing derivatives with stochastic volatility

This Ph.D. thesis contains 4 essays in mathematical finance with a focus on pricing Asian option (Chapter 4), pricing futures and futures option (Chapter 5 and Chapter 6) and time dependent volatility in futures option (Chapter 7). In Chapter 4, the applicability of the Albrecher et al.(2005)'s comonotonicity approach was investigated in the context of various benchmark models for equities and com- modities. Instead of classical Levy models as in Albrecher et al.(2005), the focus is the Heston stochastic volatility model, the constant elasticity of variance (CEV) model and the Schwartz (1997) two-factor model. It is shown that the method delivers rather tight upper bounds for the prices of Asian Options in these models and as a by-product delivers super-hedging strategies which can be easily implemented. In Chapter 5, two types of three-factor models were studied to give the value of com- modities futures contracts, which allow volatility to be stochastic. Both these two models have closed-form solutions for futures contracts price. However, it is shown that Model 2 is better than Model 1 theoretically and also performs very well empiri- cally. Moreover, Model 2 can easily be implemented in practice. In comparison to the Schwartz (1997) two-factor model, it is shown that Model 2 has its unique advantages; hence, it is also a good choice to price the value of commodity futures contracts. Fur- thermore, if these two models are used at the same time, a more accurate price for commodity futures contracts can be obtained in most situations. In Chapter 6, the applicability of the asymptotic approach developed in Fouque et al.(2000b) was investigated for pricing commodity futures options in a Schwartz (1997) multi-factor model, featuring both stochastic convenience yield and stochastic volatility. It is shown that the zero-order term in the expansion coincides with the Schwartz (1997) two-factor term, with averaged volatility, and an explicit expression for the first-order correction term is provided. With empirical data from the natural gas futures market, it is also demonstrated that a significantly better calibration can be achieved by using the correction term as compared to the standard Schwartz (1997) two-factor expression, at virtually no extra effort. In Chapter 7, a new pricing formula is derived for futures options in the Schwartz (1997) two-factor model with time dependent spot volatility. The pricing formula can also be used to find the result of the time dependent spot volatility with futures options prices in the market. Furthermore, the limitations of the method that is used to find the time dependent spot volatility will be explained, and it is also shown how to make sure of its accuracy.

LOCAL WELL POSEDNESS, ASYMPTOTIC BEHAVIOR AND ASYMPTOTIC BOOTSTRAPPING FOR A CLASS OF SEMILINEAR EVOLUTION EQUATIONS OF THE SECOND ORDER IN TIME

A class of semilinear evolution equations of the second order in time of the form u(tt)+Au+mu Au(t)+Au(tt) = f(u) is considered, where -A is the Dirichlet Laplacian, 92 is a smooth bounded domain in R(N) and f is an element of C(1) (R, R). A local well posedness result is proved in the Banach spaces W(0)(1,p)(Omega)xW(0)(1,P)(Omega) when f satisfies appropriate critical growth conditions. In the Hilbert setting, if f satisfies all additional dissipativeness condition, the nonlinear Semigroup of global solutions is shown to possess a gradient-like attractor. Existence and regularity of the global attractor are also investigated following the unified semigroup approach, bootstrapping and the interpolation-extrapolation techniques.