Study on connections of the MFS, Trefftz method, indirect BIEM and invariant MFS in the three-dimensional Laplace problems containing spherical boundaries

Following the success of a study on the method of fundamental solutions using an image concept [13], we extend to solve the three-dimensional Laplace problems containing spherical boundaries by using the three approaches. The case of eccentric sphere for the Laplace problem is considered. The optimal locations for the source distribution to include the foci in the MFS are also examined by using the image concept in the 3D problems. Whether a free constant is required or not in the MFS is also studied. The error distribution is discussed after comparing with the analytical solution derived by using the bispherical coordinates. Besides, the relationship between the Trefftz bases and the singularity in the MFS for the three-dimensional Laplace problems is also addressed. It is found that one source of the MFS contains several interior and exterior Trefftz sets through a degenerate kernel. On the contrary, one single Trefftz base can be superimposed by some lumped sources in the MFS through an indirect BIEM. Based on this finding, the relationship between the fictitious boundary densities of the indirect BIEM and the singularity strength in the MFS can be constructed due to the fact that the MFS is a lumped version of an indirect BIEM.     

On ANOVA expansions and strategies for choosing the anchor point

The classic Lebesgue ANOVA expansion offers an elegant way to represent functions that depend on a high-dimensional set of parameters and it often enables a substantial reduction in the evaluation cost of such functions once the ANOVA representation is constructed. Unfortunately, the construction of the expansion itself is expensive due to the need to evaluate high-dimensional integrals. A way around this is to consider an alternative formulation, known as the anchored ANOVA expansion. This formulation requires no integrals but has an accuracy that depends sensitively on the choice of a special parameter, known as the anchor point.We present a comparative study of several strategies for the choice of this anchor point and argue that the optimal choice of this anchor point is the center point of a sparse grid quadrature. This choice induces no additional cost and, as we shall show, results in a natural truncation of the ANOVA expansion. The efficiency and accuracy is illustrated through several standard benchmarks and this choice is shown to outperform the alternatives over a range of applications.     

On a version of the problem of choosing a vector subset

The NP-completeness is proved of the problem of choosing some subset of “similar” vectors. One of the variants of the a posteriori (off-line) noise-proof detection problem of an unknown repeating vector in a numeric sequence can be reduced to this problem in the case of additive noise. An approximation polynomial algorithm with a guaranteed performance bound is suggested for this problem in the case of a fixed space dimension.     

Optimized location of light sources to cover a rectangular region

Central European Journal of Operations Research - The problem we considered was proposed by an industrial partner. The aim is to locate light sources around a rectangular field such that the areas...     

On the collection depots location problem

In this paper we investigate the problem of locating a new facility servicing a set of demand points. A given set of collection depots is also given. When service is required by a demand point, the server travels from the facility to the demand point, then from the demand point to one of the collection depots (which provides the shortest route back to the facility), and back to the facility. The problem is analyzed and properties of the solution point are formulated and proved. Computational results on randomly generated problems are reported.     

Efficient MFS algorithms in regular polygonal domains

In this work, we apply the Method of Fundamental Solutions (MFS) to harmonic and biharmonic problems in regular polygonal domains. The matrices resulting from the MFS discretization possess a block circulant structure. This structure is exploited to produce efficient Fast Fourier Transform–based Matrix Decomposition Algorithms for the solution of these problems. The proposed algorithms are tested numerically on several examples.      

Efficient implementation of the MFS: The three scenarios

In this study we investigate the approximation of the solutions of harmonic problems subject to Dirichlet boundary conditions by the Method of Fundamental Solutions (MFS). In particular, we study the application of the MFS to Dirichlet problems in a disk. The MFS discretization yields systems which possess special features which can be exploited by using Fast Fourier transform (FFT)-based techniques. We describe three possible formulations related to the ratio of boundary points to sources, namely, when the number of boundary points is equal, larger and smaller than the number of sources. We also present some numerical experiments and provide an efficient MATLAB implementation of the resulting algorithms.     

On agglomeration in competitive location models

In this work a fuzzy multi-criteria model for portfolio selection is proposed which includes together with the classical financial risk-return bi-objective problem a new non-financial criterion. The proposed model will allow the analyst to offer the investor not only the financially good solutions but also some alternative solutions. In fact, the investor will be allowed to introduce in the model information about how far he or she is willing to go from the financially efficient portfolios knowing about the financial cost of these alternative solutions. A numerical example is presented in order to illustrate the proposed model. The social responsibility of the portfolio is considered as an additional secondary non-financial goal in the mean-variance portfolio selection model. Social responsibility is by its nature a vague and imprecise concept and will be handled by means of fuzzy set tools.     

On the modeling of slender heat sources

Studying the heat exchange of small, slender objects in a surrounding flow, we approximate the impact of extended heat sources by Dirac-distributions (point sources) with appropriate amplitudes in the context of slender-body theory. The proposed model for the source strength functions is deduced from analytical considerations (Green's functions) of the stationary two-dimensional heat equation. Numerical simulations show the L2-approximation quality of the strategy. (© 2012 Wiley-VCH Verlag GmbH & Co. KGaA, Weinheim)     

On estimation of delay location

Assume that we observe a stationary Gaussian process X(t), \({t \in [-r, T]}\) , which satisfies the affine stochastic delay differential equation

$d X(t) = \int\limits_{[-r,0]}X(t+u)\, a_\vartheta (du)\,dt +dW(t), \quad t\ge 0,$

where W(t), t ≥ 0, is a standard Wiener process independent of X(t), \({t\in [-r, 0]}\) , and \({a_\vartheta}\) is a finite signed measure on [?r, 0], \({\vartheta\in\Theta}\) . The parameter \({\vartheta}\) is unknown and has to be estimated based on the observation. In this paper we consider the case where \({\Theta=(\vartheta_0,\vartheta_1)}\) , \({-\infty\,<\,\vartheta_0 <0 \,<\,\vartheta_1\,<\,\infty}\) , and the measures \({a_\vartheta}\) are of the form

$a_\vartheta = a+b_\vartheta-b,$

where a and b are finite signed measure on [?r, 0] and \({b_\vartheta}\) is the translate of b by \({\vartheta}\) . We study the limit behaviour of the normalized likelihoods

$Z_{T,\vartheta}(u) = \frac{dP_T^{\vartheta+\delta_T u}}{dP_T^\vartheta}$

as T→ ∞, where \({P_T^\vartheta}\) is the distribution of the observation if the true value of the parameter is \({\vartheta}\) . A necessary and sufficient condition for the existence of a rescaling function δ _T such that \({Z_{T,\vartheta}(u)}\) converges in distribution to an appropriate nondegenerate limiting function \({Z_{\vartheta}(u)}\) is found. It turns out that then the limiting function \({Z_{\vartheta}(u)}\) is of the form

$Z_\vartheta(u)=\exp\left(B^H(u) - E[B^H(u)]^2/2\right),$

where \({H\in[1/2,1]}\) and B ^H (u), \({u\in\mathbb{R}}\) , is a fractional Brownian motion with index H, and δ _T  = T ^?1/(2H) ?(T) with a slowly varying function ?. Every \({H\in[1/2,1]}\) may occur in this framework. As a consequence, the asymptotic behaviour of maximum likelihood and Bayes estimators is found.

     

On the location of critical points of polynomials

Given a polynomial of degree and with at least two distinct roots let . For a fixed root we define the quantities and . We also define and to be the corresponding minima of and as runs over . Our main results show that the ratios and are bounded above and below by constants that only depend on the degree of . In particular, we prove that , for any polynomial of degree .

     

On the location of the eigenvalues of Jacobi matrices

Using some well known concepts on orthogonal polynomials, some recent results on the location of eigenvalues of tridiagonal matrices of very large order are extended. A significant number of important papers are unified.     

On the uniqueness of optimal solutions in continuous location theory

This paper deals with the uniqueness of an optimal solution in general continuous single facility minisum and minimax location problems. We define the concept of an S-norm and obtain general conditions which guarantee the existence of a unique optimal location. Some consequences for the uniqueness of optimal locations in multi-facility location problems are discussed.     

Mathematical foundation of the MFS for certain elliptic systems in linear elasticity

The method of fundamental solutions (MFS) is a Trefftz–type technique in which the solution of an elliptic boundary value problem is approximated by a linear combination of translates of fundamental solutions with singularities placed on a pseudo–boundary, i.e., a surface embracing the domain of the problem under consideration. In this work, we develop a mathematical framework for the numerical implementation of the MFS in elliptic systems. We obtain density results, with respect to the C ^ℓ-norms, which establish the applicability of the method in certain systems arising from the theory of elastostatics and thermo-elastostatics. The domains in our density results may possess holes and they satisfy the segment condition. This work was supported by a grant of the University of Cyprus.     

On the pfaffianized-KP equation with self-consistent sources

A new procedure called ‘source generation’ is applied to the pfaffianized KP equation. As a result, the pfaffianized-KP equation with self-consistent sources (ESCS) is obtained. This coupled system cannot only be reduced to the pfaffianized KP equation, but also reduced to the KP equation with self-consistent sources (KPESCS). So the pfaffianized-KP ESCS can be viewed as a pfaffian version of the KPESCS, which indicates the commutativity of the ‘source generation’ procedure and pfaffianization.     

On choosing “optimal” shape parameters for RBF approximation

Many radial basis function (RBF) methods contain a free shape parameter that plays an important role for the accuracy of the method. In most papers the authors end up choosing this shape parameter by trial and error or some other ad hoc means. The method of cross validation has long been used in the statistics literature, and the special case of leave-one-out cross validation forms the basis of the algorithm for choosing an optimal value of the shape parameter proposed by Rippa in the setting of scattered data interpolation with RBFs. We discuss extensions of this approach that can be applied in the setting of iterated approximate moving least squares approximation of function value data and for RBF pseudo-spectral methods for the solution of partial differential equations. The former method can be viewed as an efficient alternative to ridge regression or smoothing spline approximation, while the latter forms an extension of the classical polynomial pseudo-spectral approach. Numerical experiments illustrating the use of our algorithms are included.     

On the location of the zeros of a generalized polynomial

A determinantal formula, based on an appropriate extension of the definition of subresultants, is derived for the location of the number of zeros of a generalized polynomial in the upper half plane.