Stabilization of One‐Dimensional Schrödinger Equation with Variable Coefficient under Delayed Boundary Output Feedback

This article considers stabilization of a one‐dimensional Schrödinger equation with variable coefficient and boundary observation which suffers from an arbitrary given time delay. We design an observer and predictor to stabilize the system. The state is estimated in the time span where the observation is available, and also predicted in the time interval where the observation is not available. It is shown that the estimated state feedback stabilizes the system exponentially. A numerical simulation is presented to illustrate the effect of the stabilizing controller.     

A novel artificial bee colony algorithm with Powell's method

Artificial bee colony (ABC) algorithm is a relatively new optimization technique which has been shown to be competitive to other population-based algorithms. However, there is still an insufficiency in ABC regarding its solution search equation, which is good at exploration but poor at exploitation. To address this concerning issue, we first propose a modified search equation which is applied to generate a candidate solution in the onlookers phase to improve the search ability of ABC. Further, we use the Powell's method as a local search tool to enhance the exploitation of the algorithm. The new algorithm is tested on 22 unconstrained benchmark functions and 13 constrained benchmark functions, and are compared with some other ABCs and several state-of-the-art algorithms. The comparisons show that the proposed algorithm offers the highest solution quality, fastest global convergence, and strongest robustness among all the contenders on almost all test functions.     

Null controllability with vanishing energy for discrete-time systems

In this paper null controllability with vanishing energy for discrete-time systems is considered. As in the case of continuous time systems necessary and sufficient conditions in terms of an algebraic Riccati equation are given. Then necessary and sufficient conditions involving the eigenvalues of the state matrix are given. Reachability and controllability with vanishing energy are also considered and necessary and sufficient conditions for them are given. Finally applications to sampled-data systems, systems with impulse control and periodic systems are discussed.     

Parallel and distributed simulation of sediment dynamics in shallow water using particle decomposition approach

This paper describes the parallel simulation of sediment dynamics in shallow water. By using a Lagrangian model, the problem is transformed to one in which a large number of independent particles must be tracked. This results in a technique that can be parallelised with high efficiency. We have developed a sediment transport model using three different sediment suspension methods. The first method uses a modified mean for the Poisson distribution function to determine the expected number of the suspended particles in each particular grid cell of the domain over all available processors. The second method determines the number of particles to suspend with the aid of the Poisson distribution function only in those grid cells which are assigned to that processor. The third method is based on the technique of using a synchronised pseudo-random-number generator to generate identical numbers of suspended particles in all valid grid cells for each processor. Parallel simulation experiments are performed in order to investigate the efficiency of these three methods. Also the parallel performance of the implementations is analysed. We conclude that the second method is the best method on distributed computing systems (e.g., a Beowulf cluster), whereas the third maintains the best load distribution.     

A Level-Set Method for Computing the Eigenvalues of Elliptic Operators Defined on Compact Hypersurfaces

We demonstrate, through separation of variables and estimates from the semi-classical analysis of the Schrödinger operator, that the eigenvalues of an elliptic operator defined on a compact hypersurface in ? ⁿ can be found by solving an elliptic eigenvalue problem in a bounded domain Ω?? ⁿ . The latter problem is solved using standard finite element methods on the Cartesian grid. We also discuss the application of these ideas to solving evolution equations on surfaces, including a new proof of a result due to Greer (J. Sci. Comput. 29(3):321–351, 2006).     

Explaining IS continuance in environments where usage is mandatory

Several research efforts over the last decade have attempted to explain user acceptance in mandated environments. This research is an attempt in the same direction. It addresses users’ satisfaction in mandated environments to further contribute to our understanding of how we can manage mandated use of information systems (IS) effectively beyond initial adoption. To better explain users’ IS continuance a revised post-acceptance model is proposed and empirically tested using the structural equation modelling technique. The results demonstrate the reliability and validity of the proposed measurement model and further demonstrate that confirmed expectations and ease of use perceptions explain 61% of the users’ satisfaction in this setting. Our findings have important implications for the management of users in mandated environments as well as for further research in the area of mandated use. To that end, we offer directions for future research.     

A Rectangular Finite Volume Element Method for a Semilinear Elliptic Equation

In this paper we extend the idea of interpolated coefficients for semilinear problems to the finite volume element method based on rectangular partition. At first we introduce bilinear finite volume element method with interpolated coefficients for a boundary value problem of semilinear elliptic equation. Next we derive convergence estimate in H ¹-norm and superconvergence of derivative. Finally an example is given to illustrate the effectiveness of the proposed method. This work is supported by Program for New Century Excellent Talents in University of China State Education Ministry, National Science Foundation of China, the National Basic Research Program under the Grant (2005CB321703), the key project of China State Education Ministry (204098), Scientific Research Fund of Hunan Provincial Education Department, China Postdoctoral Science Foundation (No. 20060390894) and China Postdoctoral Science Foundation (No. 20060390894).     

The generalization of a class of impulse stochastic control models of a geometric Brownian motion

Recently, international academic circles advanced a class of new stochastic control models of a geometric Brownian motion which is an important kind of impulse control models whose cost structure is different from the others before, and it has a broad applying background and important theoretical significance in financial control and management of investment. This paper generalizes substantially the above stochastic control models under quite extensive conditions and describes the models more exactly under more normal theoretical system of stochastic process. By establishing a set of proper variational equations and proving the existence of its solution, and applying the means of stochastic analysis, this paper proves that the generalized stochastic control models have optimal controls. Meanwhile, we also analyze the structure of optimal controls carefully. Besides, we study the solution function of variational equations in a relatively deep-going way, which constitutes the value function of control models to some extent. Because the analysis methods of this paper are greatly different from those of original reference, this paper possesses considerable originality to some extent. In addition, this paper gives the strict proof to the part of original reference which is not fairly well-knit in analyses, and makes analyses and discussions of the model have the exactitude of mathematical sense. Supported by the National Natural Science Foundation of China (Grant No. 19671004)     

RAZUMIKHIN-TYPE THEOREMS OF NEUTRAL STOCHASTIC FUNCTIONAL DIFFERENTIAL EQUATIONS

The stability of stochastic functional differential equation with Markovian switching was studied by several authors,but there was almost no work on the stability of the neutral stochastic functional differential equations with Markovian switching.The aim of this article is to close this gap.The authors establish Razumikhin-type theorem of the neutral stochastic functional differential equations with Markovian switching,and those without Markovian switching.