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We prove convergence and quasi-optimal complexity of an adaptive finite element algorithm on triangular meshes with standard mesh refinement. Our algorithm is based on an adaptive marking strategy. In each iteration, a simple edge estimator is compared to an oscillation term and the marking of cells for refinement is done according to the dominant contribution only. In addition, we introduce an adaptive stopping criterion for iterative solution which compares an estimator for the iteration error with the estimator for the discretization error.
This is a book about a gambling system that works. It tells the story of how the author used computer simulations and mathematical modeling techniques to predict the outcome of jai-alai matches and bet on them successfully - increasing his initial stake by over 500% in one year! His results can work for anyone: at the end of the book he tells the best way to watch jai-alai, and how to bet on it. With humour and enthusiasm, Skiena details a life-long fascination with computer predictions and sporting events. Along the way, he discusses other gambling systems, both successful and unsuccessful, for such games as lotto, roulette, blackjack, and the stock market. Indeed, he shows how his jai-alai system functions just like a miniature stock trading system. Do you want to learn about program trading systems, the future of Internet gambling, and the real reason brokerage houses don't offer mutual funds that invest at racetracks and frontons? How mathematical models are used in political polling? The difference between correlation and causation? If you are curious about gambling and mathematics, odds are this book is for you!
We consider a finite-dimensional model for the motion of microscopic organisms whose propulsion exploitsthe action of a layer of cilia covering its surface. The model couples Newton's laws driving the organism, considered as a rigid body, withStokes equations governing the surrounding fluid.The action of thecilia is described by a set of controlled velocity fields on the surface of the organism. The first contribution of the paper is the proof that such a systemis generically controllable when the space of controlled velocity fields is at least three-dimensional. We also provide a complete characterization of controllable systems in the case in whichthe organism has a spherical shape. Finally, we offer a complete picture of controllable and non-controllable systems under the additional hypothesis thatthe organism and the fluid have densities of the same order of magnitude.
We consider a class of variationalproblems for differential inclusions, related to thecontrol of wild fires. The area burned by the fire at time t> 0is modelled as the reachable set fora differential inclusion $\dot x$∈F(x), starting froman initial set R0. To block the fire, a barrier can be constructedprogressively in time. For each t> 0, the portion of the wall constructedwithin time t is described by a rectifiable setγ(t) ⊂$\mathbb{R}^2$. In this paperwe show that the searchfor blocking strategies and for optimal strategies can be reduced toa problem involving one single admissible rectifiable set Γ⊂$\mathbb{R}^2$,rather than the multifunction t$\mapsto$γ(t) ⊂$\mathbb{R}^2$.Relying on this result, we then developa numerical algorithm for the computation ofoptimal strategies, minimizing the total area burned by the fire.
In this work, we propose a methodology for the expression of necessary and sufficient Lyapunov-like conditions for the existence of stabilizing feedback laws. The methodology is an extension of the well-known Control Lyapunov Function (CLF) method and can be applied to very general nonlinear time-varying systems with disturbance and control inputs, including both finite and infinite-dimensional systems. The generality of the proposed methodology is also reflected upon by the fact that partial stability with respect to output variables is addressed. In addition, it is shown that the generalized CLF method can lead to a novel tool for the explicit design of robust nonlinear controllers for a class of time-delay nonlinear systems with a triangular structure.
The left-invariant sub-Riemannian problem on the group of motions (rototranslations) of a plane SE(2) is studied. Local and global optimality of extremal trajectories is characterized.Lower and upper bounds on the first conjugate time are proved.The cut time is shown to be equal to the first Maxwell time corresponding to the group of discrete symmetries of the exponential mapping. Optimal synthesis on an open dense subset of the state space is described.
We consider the flow of gas through pipelines controlled by a compressorstation. Under a subsonic flow assumption we prove the existenceof classical solutions for a given finite time interval.The existence result is used to construct Riemannian feedback laws and to prove a stabilization result for a coupled system of gas pipes with a compressorstation. We introduce a Lyapunov function and prove exponential decay with respect to the L2-norm.
In this paper we consider the initialboundary value problem of a parabolic-elliptic system for imageinpainting, and establish the existence and uniqueness of weaksolutions to the system in dimension two.
In this paper we prove a regularityresult for local minimizers of functionals of the Calculus of Variations of thetype
$$\int_{\Omega}f(x, Du)\ {\rm d}x$$
where Ω is a bounded open set in $\mathbb{R}^{n}$, u∈$W^{1,p}_{\rm loc}$(Ω; $\mathbb{R}^{N}$), p> 1, n≥ 2 and N≥ 1.We use the technique of difference quotient without the usual assumption on the growth of the second derivatives of the function f. We apply this result to givea bound on the Hausdorff dimension of the singular set of minimizers.
Our studies are motivated by a desire to model long-time simulations of possible scenarios for a waste disposal. Numerical methods aredeveloped for solving the arising systems of convection-diffusion-dispersion-reactionequations, and the received results of several discretizationmethods are presented. We concentrate on linear reaction systems, which can be solved analytically.In the numerical methods, we use large time-steps to achievelong simulation times of about 10 000 years.We propose higher-order discretization methods, which allow us to use large time-steps without losing accuracy.By decoupling of a multi-physical and multi-dimensional equation,simpler physical and one-dimensional equations are obtained and can be discretized with higher-order methods. The results can then be coupled with an operator-splitting method.We discuss benchmark problems given in the literature and real-life applications.We simulate a radioactive waste disposals with underlying flowing groundwater.The transport and reaction simulations for the decay chains are presentedin 2d realistic domains, and we discuss the received results.Finally, we present our conclusions and ideas for further works.
We study a one-dimensional model for two-phase flows in heterogeneous media, in which the capillary pressure functions can be discontinuous with respect to space. We first give a model, leading to a system of degenerated nonlinear parabolic equations spatially coupled by nonlinear transmission conditions. We approximate the solution of our problem thanks to a monotonous finite volume scheme. The convergence of the underlying discrete solution to a weak solution when the discretization step tends to 0 is then proven. We also show, under assumptions on the initial data, a uniform estimate on the flux, which is then used during the uniqueness proof. A density argument allows us to relax the assumptions on the initial data and to extend the existence-uniqueness frame to a family of solution obtained as limit of approximations. A numerical example is then given to illustrate the behavior of the model.
We examine a heterogeneous alternating-direction method for the approximate solution of the FENE Fokker–Planck equation from polymer fluid dynamics and we use this method to solve a coupled (macro-micro) Navier–Stokes–Fokker–Planck system for dilute polymeric fluids. In this context the Fokker–Planck equation is posed on a high-dimensional domain and is therefore challenging from a computational point of view. The heterogeneous alternating-direction scheme combines a spectral Galerkin method for the Fokker–Planck equation in configuration space with a finite element method in physical space to obtain a scheme for the high-dimensional Fokker–Planck equation. Alternating-direction methods have been considered previously in the literature for this problem (e.g. in the work of Lozinski, Chauvière and collaborators [J. Non-Newtonian Fluid Mech.122 (2004) 201–214; Comput. Fluids33 (2004) 687–696; CRM Proc. Lect. Notes41 (2007) 73–89; Ph.D. Thesis (2003); J. Computat. Phys.189 (2003) 607–625]), but this approach has not previously been subject to rigorous numerical analysis. The numerical methods we develop are fully-practical, and we present a range of numerical results demonstrating their accuracy and efficiency. We also examine an advantageous superconvergence property related to the polymeric extra-stress tensor. The heterogeneous alternating-direction method is well suited to implementation on a parallel computer, and we exploit this fact to make large-scale computations feasible.
We present and analyse in this paper a novel cell-centered collocated finite volume scheme for incompressible flows.Its definition involves a partition of the set of control volumes; each element of this partition is called a cluster and consists in a few neighbouring control volumes.Under a simple geometrical assumption for the clusters, we obtain that the pair of discrete spaces associating the classical cell-centered approximation for the velocities and cluster-wide constant pressures is inf-sup stable; in addition, we prove that a stabilization involving pressure jumps only across the internal edges of the clusters yields a stable scheme with the usual collocated discretization (i.e. , in particular, with control-volume-wide constant pressures), for the Stokes and the Navier-Stokes problem.An analysis of this stabilized scheme yields the existence of the discrete solution (and uniqueness for the Stokes problem). The convergence of the approximate solution toward the solution to the continuous problem as the mesh size tends to zero is proven, provided, in particular, that the approximation of the mass balance flux is second order accurate; this condition imposes some geometrical conditions on the mesh.Under the same assumption, an error analysis is provided for the Stokes problem: it yields first-order estimates in energy norms.Numerical experiments confirm the theory and show, in addition, a second order convergence for the velocity in a discrete L2 norm.
Homogenization of integral functionals is studiedunder the constraint that admissible maps have to take their valuesinto a given smooth manifold. The notion of tangentialhomogenization is defined by analogy with the tangentialquasiconvexity introduced by Dacorogna et al. [Calc. Var. Part. Diff. Eq.9 (1999) 185–206]. For energies with superlinear or linear growth, aΓ-convergence result is established in Sobolev spaces, thehomogenization problem in the space of functions of boundedvariation being the object of [Babadjian and Millot, Calc. Var. Part. Diff. Eq.36 (2009) 7–47].
The aim of this paper is to prove that a control affine system on a manifold is equivalent by diffeomorphismto a linear system on a Lie group or a homogeneous space if and only if the vectorfields of the system are complete and generate a finite dimensionalLie algebra.
A vector field on a connected Lie group is linear if its flow is a one parametergroup of automorphisms. An affine vector field is obtained by adding aleft invariant one. Its projection on a homogeneous space, whenever it exists, is still called affine.
Affine vector fields on homogeneous spaces can be characterized by their Lie brackets withthe projections of right invariant vector fields.
A linear system on a homogeneous space is a system whose drift part isaffine and whose controlled part is invariant.
The main result is based on a general theorem on finite dimensional algebras generated by complete vector fields, closely related to a theorem of Palais, and which has its own interest. The present proof makes use of geometric control theory arguments.
In this chapter we introduce the basic terminology of probability theory. The notions of independence, distribution, and expected value are studied in more detail later, but it is hard to discuss examples without them, so we introduce them quickly here.
Outcomes, events, and probability
The subject of probability can be traced back to the 17th century when it arose out of the study of gambling games. As we see, the range of applications extends beyond games into business decisions, insurance, law, medical tests, and the social sciences. The stock market, “the largest casino in the world,” cannot do without it. The telephone network, call centers, and airline companies with their randomly fluctuating loads could not have been economically designed without probability theory. To quote Pierre-Simon, marquis de Laplace from several hundred years ago:
It is remarkable that this science, which originated in the consideration of games of chance, should become the most important object of human knowledge … The most important questions of life are, for the most part, really only problems of probability.
In order to address these applications, we need to develop a language for discussing them. Euclidean geometry begins with the notions of point and line. The corresponding basic object of probability is an experiment: an activity or procedure that produces distinct, well-defined possibilities called outcomes.