A Fifth Order Flux Implicit WENO Method

The weighted essentially non-oscillatory (WENO) method is an excellent spatial discretization for hyperbolic partial differential equations with discontinuous solutions. However, the time-step restriction associated with explicit methods may pose severe limitations on their use in applications requiring large scale computations. An efficient implicit WENO method is necessary. In this paper, we propose a prototype flux-implicit WENO (iWENO) method. Numerical tests on classical scalar equations show that this is a viable and stable method, which requires appropriate time-stepping methods. Future study will include the examination of such methods as well as extension of iWENO to systems and higher dimensional problems.Sigal Gottlieb - The work of this author supported by NSF grant DMS-0106743.Steven J. Ruuth - The work of this author was partially supported by a grant from NSERC Canada.     

An Implementation of Bouchouev's Method for a Short Time Calibration of Option Pricing Models

We analyse the Bouchouev integral equation for the deterministic volatility function in the Black–Scholes option pricing model. We areable to reduce Bouchouev's original triple integral equation to a single integral equation and describe its numerical solution. Moreover we show empirically that the most complex term in the equation may often be safely ignored for the purposes of numerical calculations. We present a selection of numerical examples indicating the range of time values for which we would expect the equation to be valid.     

Reconstruction of reflectance spectra using weighted principal component analysis

The weighted principal component analysis technique is employed for reconstruction of reflectance spectra of surface colors from the related tristimulus values. A dynamic eigenvector subspace based on applying certain weights to reflectance data of Munsell color chips has been formed for each particular sample and the color difference value between the target, and Munsell dataset is chosen as a criterion for determination of weighting factors. Implementation of this method enables one to increase the influence of samples which are closer to target on extracted principal eigenvectors and subsequently diminish the effect of those samples which benefit from higher amount of color difference. The performance of the suggested method is evaluated in spectral reflectance reconstruction of three different collections of colored samples by the use of the first three Munsell bases. The resulting spectra show considerable improvements in terms of root mean square error between the actual and reconstructed reflectance curves as well as CIELAB color difference under illuminant A in comparison to those obtained from the standard PCA method. © 2008 Wiley Periodicals, Inc. Col Res Appl, 33, 360–371, 2008     

A Multi-Objective Hybrid Genetic Based Optimization for External Beam Radiation

A multi-objective hybrid genetic based optimization algorithm is proposed according to the multi-objective property of inverse planning. It is based on hybrid adaptive genetic algorithm which combines the simulated annealing, uses adaptive crossover and mutation, and adopts niched tournament selection. The result of the test calculation demonstrates that an excellent converging speed can be achieved using this approach.     

Hybrid numerical scheme for time-evolving wave fields

Many problems in geophysics, acoustics, elasticity theory, cancer treatment, food process control and electrodynamics involve study of wave field synthesis (WFS) in some form or another. In the present work, modelling of wave propagation phenomena is studied as a static problem, using finite element method and treating time as an additional spatial dimension. In particular, WFS problems are analysed using discrete methods. It is shown that a fully finite element-based scheme is very natural and effective method for the solution of such problems. Distributed WFS in the context of two-dimensional problems is outlined and incorporation of any geometric or material non-linearities is shown to be straightforward. This has significant implications for problems in geophysics or biological media, where material inhomogeneities are quite prevalent. Numerical results are presented for several problems referring to media with material inhomogeneities and predefined absorption profiles. The method can be extended to three-dimensional problems involving anisotropic media properties in a relatively straightforward manner. Copyright © 2006 John Wiley & Sons, Ltd.     

Choosing OWA operator weights in the field of Social Choice

One of the most important issues in the theory of OWA operators is the determination of associated weights. This matter is essential in order to use the best-suited OWA operator in each aggregation process. Given that some aggregation processes can be seen as extensions of majority rules to the field of gradual preferences, it is possible to determine the OWA operator weights by taking into account the class of majority rule that we want to obtain when individuals do not grade their pairwise preferences. However, a difficulty with this approach is that the same majority rule can be obtained through a wide variety of OWA operators. For this reason, a model for selecting the best-suited OWA operators is proposed in this paper.     

加权算术平均与几何平均关系式的新证法

利用函数极小点的性质,得到了若干个正数的加权算术平均与几何平均关系式的新证法     

丙烯酰胺-二甲基二烯丙基氯化铵反相微乳液体系的制备及表征

采用石油醚为连续相、失水山梨糖醇酐单油酸酯(Span80)和聚氧乙烯失水山梨醇单硬脂酸酯(Tween80)为复合乳化剂、正己醇为助乳化剂,建立了丙烯酰胺(AM)和二甲基二烯丙基氯化铵(DMDAAC)反相微乳液体系。使用Zeta电位/粒度/相对分子质量分析仪对该体系的形成及聚合过程中乳胶粒子粒径及其分布进行了测试。实验结果表明,当体系达到微乳液状态时,体系主要由10~100nm的单体微珠及少量粒径小于10nm的胶束组成;随聚合过程的进行,胶束消失,乳胶粒子体积增大。乳胶粒子体积的增大主要是通过扩散和碰撞两种机理完成的。最佳的复合乳化剂亲水-亲油平衡值为8.045,复合乳化剂在油相中的质量分数为33%,助乳化剂在油相中的质量分数为1.6%。在此条件下达到微乳液状态时的水相增容体积最大。     

Thermodynamics-inspired inverse halftoning viamultiple halftone images

Based on an analogy between thermodynamics and Bayesian inference,inverse halftoning was formulated using multiple halftone images based on Bayesian inference using the maximizer of the posterior marginal(MPM) estimate.Applying Monte Carlo simulation to a set of snapshots of the Q-Ising model,it was demonstrated that optimal performance is achieved around the Bayes-optimal condition within statistical uncertainty and that the performance of the Bayes-optimal solution is superior to that of the maximum-a-posteriori(MAP) estimation which is a deterministic limit of the MPM estimate.These properties were qualitatively confirmed by the mean-field theory using an infinite-range model established in statistical mechanics.Additionally,a practical and useful method was constructed using the statistical mechanical iterative method via the Bethe approximation.Numerical simulations for a 256-grayscale standard image show that Bethe approximation works as good as the MPM estimation if the parameters are set appropriately.     

绥高#2线线路保护2动作分析

对高岭站2009年6月15日绥高#2线线路保护动作的原因进行深入分析,介绍处理措施。