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This paper proposes a new semi‐parametric identification and estimation approach to multinomial choice models in a panel data setting with individual fixed effects. Our approach is based on cyclic monotonicity, which is a defining convex‐analytic feature of the random utility framework underlying multinomial choice models. From the cyclic monotonicity property, we derive identifying inequalities without requiring any shape restrictions for the distribution of the random utility shocks. These inequalities point identify model parameters under straightforward assumptions on the covariates. We propose a consistent estimator based on these inequalities. [ABSTRACT FROM AUTHOR]

This paper discusses the numerical solutions of the nonlinear Klein–Gordon–Zakharov model by the use of five recent numerical schemes (Adomian decomposition, El‐kalla, cubic B‐spline, extended cubic B‐spline, and exponential cubic B‐spline). The object of this numerical analysis is to demonstrate the accuracy of the analytical solutions obtained using the generalized Khater system and also to display the accuracy of the five numerical schemes mentioned above. This mathematical model explains the development in plasma physics of efficient Langmuir turbulence. We use computational solutions to assess the original and boundary conditions which require the numerical schemes to be implemented. Many distinct sketches are given to demonstrate the exactness of the numerical solutions measured. [ABSTRACT FROM AUTHOR]

The impact of heavy trucks on a bridge substructure can lead to progressive collapse of the bridge superstructure, and to disastrous accidents. This type of load should therefore be taken into consideration, especially in the design of motorway bridges. For some structural arrangements, vehicle impact is the decisive loading for the design of the bridge substructure. This paper presents verification of the detailed procedures given by European standard EN 1991-1-7 for bridge pier impact load - dynamic ana lysis, which is compared with the outcomes from a detailed finite-element model (FEM) of a truck impact prepared using AUTODYN software. A nonlinear material model of concrete with damage and strain-rate effect is used to assess the impact performance of a bridge pier. The paper further presents the results of a numerical study focused on the influence of different types of bridge pier reinforcement arrangement on their resistance to vehicle impact. The performance of various types of reinforcement is analysed and compared. Practical recommendations are drawn for the design of bridge piers which can be subjected to vehicle impacts in an urban environment. [ABSTRACT FROM AUTHOR]

Summary: This paper presents sufficient conditions to ensure the exponential stability of uncertain switched time‐delay systems with time‐delayed state‐dependent switching conditions, which can model high speed supercavitation vehicles (HSSVs). Based on the intrinsic properties of HSSVs, cavity can be represented by a relation between the states and time‐delayed states of the system. Moreover, a sliding behavior can be occurred at the cavity boundary in HSSVs. Therefore, the main contribution of this paper is to develop a set of LMI stability conditions in the presence of time‐delayed states in the linear state‐dependent switching signal and absorbing sliding modes in the state space, simultaneously. In addition, because of the possible existing uncertainties in HSSVs, another set of LMI‐based sufficient conditions is derived in order to analyze the stability of switched time‐delay systems with additive norm bounded uncertainties. The application of the proposed theorems are also validated through numerical examples. Finally, the stability of a two‐degrees‐of‐freedom longitudinal description of an HSSV is shown using the proposed stability theorems. [ABSTRACT FROM AUTHOR]

Summary: The research on discrete‐time higher‐order sliding mode has received a considerable attention recently. Systems with unmatched uncertainties are common in practice; however, the existing discrete‐time higher‐order sliding mode control algorithms are designed considering only matched uncertainty. This paper proposes a technique to design discrete‐time higher‐order sliding mode control for an uncertain LTI system in the presence of unmatched uncertainty. The proposed technique is numerically simulated and experimentally validated on an electromechanical rectilinear plant. Various experiments are conducted considering the several operational conditions of electromechanical systems in industries to verify the performance of the proposed controller. [ABSTRACT FROM AUTHOR]

Threshold noise reduction methods of vibration signals have been widely researched and used. However, these methods are less efficient in such situation, including requiring a time-consuming and subjective to manual editing because different degree of noise signal requires selecting different characterization for filtering. In this paper, an efficient denoising method based on PDE for mechanical vibration signals time-frequency distribution is investigated, in which, a one-dimensional vibration signal is transformed into 2D time-frequency domain by using Gabor transform. This enables (i) simultaneously utilize both time and frequency characteristic for effectively multiple dimension signal denosing and (ii) isotropic and anisotropic characteristics to be imposed by employing PDE, which explicitly fit with the local structure of time-frequency signal. This paper analyzes the basic methods of isotropic and anisotropic diffusion filtering, investigates the anisotropic diffusion method based on local feature structure of 2D information, and conducts a set of comparative tests. Experiments show that this proposed method has a better performance of denoising than that of thresholding. At the same time, it is more handy than that of other methods, such as independent component analysis. Finally, problems and ways of improving the PDE-based filter method are analyzed in this paper. Copyright © 2014 John Wiley & Sons, Ltd. [ABSTRACT FROM AUTHOR]

Summary: In this paper, we present a set of complete solutions for a nonconvex variational problem with double‐well potentials in higher dimensions. Based on the canonical duality theory, the corresponding nonlinear Euler‐Lagrange equation with Neumann boundary condition can be converted into an algebraic equation, which can be solved analytically to obtain the solutions of the dual problem. Correspondingly, local extrema of the primal problem can be identified by the pure complementary energy principle. [ABSTRACT FROM AUTHOR]

Summary: In this paper, optimal control for a novel nonlinear mathematical model of tumor under immune suppression is presented. The proposed model is governed by a system of fractional differential equations, where the fractional derivative is defined in the Caputo sense. Modified parameters are introduced to account for the fractional order. Necessary and sufficient conditions that guarantee the existence and the uniqueness of the solution of the control problem are given. Two control variables are proposed to minimize the cost of interventions. Two simple numerical methods are used to study the nonlinear fractional optimal control problem. The methods are the generalized Euler method and the nonstandard generalized Euler method. The stability analysis and the truncation error of the nonstandard generalized Euler method are given. Comparative studies are implemented. [ABSTRACT FROM AUTHOR]

Abstract: This paper investigates the saturated delayed stabilization of a chain of integrators with higher‐order nonlinear terms. With the aid of a recent state transformation, the system is transformed into a canonical form in which time delay appears in both input and states. As a result, natural cancellations can be fully used in the saturation reduction analysis, and fewer terms need to be estimated in the asymptotical stability analysis of the reduced system. In addition, a single tuneable parameter is introduced to the special state transformation, which facilitates compensating an arbitrarily large input‐delay. As an example, a simplified inertia wheel pendulum system is provided with an explicit controller and numerical simulations are given to demonstrate the effectiveness of the suggested controller. [ABSTRACT FROM AUTHOR]

This paper develops a simple model of firm entry, competition, and exit in oligopolistic markets. It features toughness of competition, sunk entry costs, and market‐level demand and cost shocks, but assumes that firms' expected payoffs are identical when entry and survival decisions are made. We prove that this model has an essentially unique symmetric Markov‐perfect equilibrium, and we provide an algorithm for its computation. Because this algorithm only requires finding the fixed points of a finite sequence of contraction mappings, it is guaranteed to converge quickly. [ABSTRACT FROM AUTHOR]

This paper deals with the blow-up phenomena for a class of fourth-order nonlinear wave equations with a viscous damping term utt - α uxxt + uxxxx = f(ux)x, x ∈ Ω, t > 0 with Ω = (0, 1) and α > 0. Here, f(s) is a given nonlinear smooth function. For 0 < α < p - 1, we prove that the blow-up occurs in finite time for arbitrary positive initial energy and suitable initial data. This result extends the recent results obtained by Xu et al. [ABSTRACT FROM AUTHOR]

Computational aspects of a recently developed gradient elasticity model are discussed in this paper. This model includes the (Aifantis) strain gradient term along with two higher-order acceleration terms (micro-inertia contributions). It has been demonstrated that the presence of these three gradient terms enables one to capture the dispersive wave propagation with great accuracy. In this paper, the discretisation details of this model are thoroughly investigated, including both discretisation in time and in space. Firstly, the critical time step is derived that is relevant for conditionally stable time integrators. Secondly, recommendations on how to choose the numerical parameters, primarily the element size and time step, are given by comparing the dispersion behaviour of the original higher-order continuum with that of the discretised medium. In so doing, the accuracy of the discretised model can be assessed a priori depending on the selected discretisation parameters for given length-scales. A set of guidelines can therefore be established to select optimal discretisation parameters that balance computational efficiency and numerical accuracy. These guidelines are then verified numerically by examining the wave propagation in a one-dimensional bar as well as in a two-dimensional example. Copyright © 2016 John Wiley & Sons, Ltd. [ABSTRACT FROM AUTHOR]

Summary: This paper describes two novel schemes for fault tolerant control using robust suboptimal static output feedback design methods. These schemes can also be employed as actuator redundancy management for overactuated uncertain linear systems. In contrast to many existing methods in the literature that assume the control input matrix (i) is not of full‐rank such that it can be factorized into two matrices and (ii) it does not involve uncertainty, these schemes can be applied to systems whose control input matrix cannot be factorized and/or involve uncertainty. The so‐called virtual control, in these schemes, is calculated using suboptimal H2‐based static output feedback design schemes constructed to be robust against uncertainties emanating from inherent input matrix uncertainty and visibility of the control allocator to the controller. Then, using two proposed control allocation schemes (fixed and on‐line), the obtained virtual control signal is redistributed among remaining (redundant or nonfaulty) set of actuators. As the proposed schemes are modular‐based, they can be employed as real‐time fault tolerant control schemes with no need to reconfigure the controller in the case of actuator faults or failures. The effectiveness of the proposed schemes is discussed and compared with numerical examples. [ABSTRACT FROM AUTHOR]

This paper is devoted to the derivation of a Helmholtz decomposition of vector fields in the case ofmixed boundary conditions imposed on the boundary of the domain. This particular decomposition allows to obtain a residual a posteriori error estimator for the approximation ofmagnetostatic problems given in the so-called A-formulation, for which the reliability can be established. Numerical tests confirm the obtained theoretical predictions. Copyright © 2014 John Wiley & Sons, Ltd. [ABSTRACT FROM AUTHOR]

This paper aims to provide a guideline for numerical modeling of reinforced concrete (RC) frame elements for the seismic performance assessment of a structure. Several types of numerical models of RC frame elements are available in nonlinear structural analysis packages. Because the numerical models are formulated based on different assumptions and theories, the models' accuracy, computing time, and applicability vary, which poses a great difficulty to practicing engineers and limits their confidence in the analysis results. In this study, the applicability of five representative numerical models of RC frame elements is evaluated through comparison with 320 experimental results available from the Pacific Earthquake Engineering Research column database. The accuracy of a numerical model is evaluated according to its initial stiffness, peak strength, and energy dissipation capacity of the global responses. In addition, a parametric study of a cantilever RC column subjected to earthquake excitation is carried out to systematically evaluate the consequence of the adopted numerical models on the maximum inelastic structural responses. It is found from this study that the accuracy of the numerical models is sensitive to shear force demand-capacity ratio. If a structural period is short and the structure is shear critical, the use of numerical models that can explicitly capture the shear deformation and failure is suggested. If the structural period is long, the selection of a numerical model does not greatly influence the global response of the structure. The paper also presents statistical parameters of each numerical model, which can be used for probabilistic seismic performance assessment. Copyright © 2014 John Wiley & Sons, Ltd. [ABSTRACT FROM AUTHOR]

In this paper, we use the asymptotical analysis to construct the asymptotic approximation of the solution with internal transition layer of the boundary value problem for a reaction‐diffusion equation on the segment in case of discontinuous reactive and diffusive terms. The internal layer is located in the vicinity of a single point of discontinuity of the mentioned terms. We also investigate the existence and stability of such solution. For the last purpose, we use the asymptotical method of differential inequalities. [ABSTRACT FROM AUTHOR]

Summary: This paper concerns the consensus analysis of multiagent systems made of the interconnection of identical nonlinear agents interacting with one another through an undirected and connected graph topology. Drawing inspiration from the theory of linear "decomposable systems," we provide a method for proving the convergence (or consensus) of such multiagent sytems in the case of polynomial dynamics. The method is based on a numerical test, namely a set of linear matrix inequalities providing sufficient conditions for the convergence. We also show that the use of a generalized version of the famous Kalman‐Yakubovic‐Popov lemma allows the development of a linear matrix inequalities test whose size does not directly depend on the number of agents. The method is validated in simulation on three examples, which also show how the numerical test can be used to properly tune a controller. [ABSTRACT FROM AUTHOR]

Summary: This paper investigates the problem of gain‐scheduled output feedback control design for continuous‐time linear parameter varying systems. The scheduling parameters are supposed to be measured in real time with absolute uncertainties and proportional uncertainties, simultaneously. Using a nonlinear transformation, the problem is formulated in terms of solutions to a set of parameter‐dependent linear matrix inequalities, exploiting parameter searches for two scalar values. H∞‐type problem is treated using parameter‐dependent Lyapunov and auxiliary matrices. One of the advantages of the presented method lies in its less conservatism in comparison with the available approaches. Some numerical examples are given to illustrate the effectiveness and advantage of the proposed method. [ABSTRACT FROM AUTHOR]

This paper introduces a computational framework to analyze global identification of linearized DSGE models. A formal identification condition is established that relies on the restrictions linking the observationally equivalent state space representations and on the inherent constraints imposed by the model solution on the deep parameters. This condition is next used to develop an algorithm that checks global identification by searching for observationally equivalent model parametrizations. The algorithm is efficient as the identification conditions it employs shrink considerably the space of candidate deep parameter points and the model does not need to be solved at each of these points. The working of the algorithm is demonstrated with two examples. [ABSTRACT FROM AUTHOR]

This paper presents LMI conditions for local, regional, and global robust asymptotic stability of rational uncertain nonlinear systems. The uncertainties are modeled as real time varying parameters with magnitude and rate of variation bounded by given polytopes and the system vector field is a rational function of the states and uncertain parameters. Sufficient LMI conditions for asymptotic stability of the origin are given through a rational Lyapunov function of the states and uncertain parameters. The case where the time derivative of the Lyapunov function is negative semidefinite is also considered and connections with the well known LaSalle's invariance conditions are established. In regional stability problems, an algorithm to maximize the estimate of the region of attraction is proposed. The algorithm consists of maximizing the estimate for a given target region of initial states. The size and shape of the target region are recursively modified in the directions where the estimate can be enlarged. The target region can be taken as a polytope (convex set) or union of polytopes (non-convex set). The estimates of the region of attraction are robust with respect to the uncertain parameters and their rate of change. The case of global and orthant stability problems are also considered. Connections with some results found in sum of squares based methods and other related methods found in the literature are established. The LMIs in this paper are obtained by using the Finsler's Lemma and the notion of annihilators. The LMIs are characterized by affine functions of the state and uncertain parameters, and they are tested at the vertices of a polytopic region. It is also shown that, with some additional conservatism, the use of the vertices can be avoided by modifying the LMIs with the S-Procedure. Several numerical examples found in the literature are used to compare the results and illustrate the advantages of the proposed method. [ABSTRACT FROM AUTHOR]

From a mathematical point of view, phase field theory can be understood as a smooth approximation of an underlying sharp interface problem. However, the smooth phase field approximation is not uniquely defined. Different phase field approximations are known to converge to the same sharp interface problem in the limiting case-if the thickness of the diffuse interface converges to zero. In this respect and focusing on numerics, a question that naturally arises is as follows: What are the convergence rates of the different phase field models? The paper deals precisely with this question for a certain family of phase field models. The focus is on an Allen-Cahn-type phase field model coupled to continuum mechanics. This model is rewritten into a unified variational phase field framework that covers different homogenization assumptions in the diffuse interfaces: Voigt/Taylor, Reuss/Sachs and more sound homogenization approaches falling into the range of rank-one convexification. It is shown by means of numerical experiments that the underlying phase field model-that is, the homogenization assumption in the diffuse interface-indeed influences the convergence rate. Copyright © 2017 John Wiley & Sons, Ltd. [ABSTRACT FROM AUTHOR]

In this paper, we have studied a prey-predator model living in a habitat that divided into two regions: an unreserved region and a reserved (refuge) region. The migration between these two regions is allowed. The interaction between unreserved prey and predator is Crowley-Martin-type functional response. The local and global stability of the system is discussed. Further, the system is extended to incorporate the effect of time delay. Then the dynamical behavior of the system is analyzed, taking delay as a bifurcation parameter. The direction of Hopf bifurcation and the stability of the bifurcated periodic solution are determined with the help of normal form theory and centre manifold theorem. We have also discussed the influence of prey refuge on densities of prey and predator species. The analytical results are supplemented with numerical simulations. Copyright © 2017 John Wiley & Sons, Ltd. [ABSTRACT FROM AUTHOR]

In this paper, we first formulate a linear quasi-static poroelastic shell model of Naghdi's type. The model is given in three unknowns: displacement [ABSTRACT FROM AUTHOR]

SUMMARY To realize fast electromagnetic field analysis, the parallelization technique has been often introduced into the preconditioned Krylov subspace method. When the multicolor ordering is applied to parallelization of forward and backward substitution, the elapsed time of matrix calculation might increase owning to the increment of bandwidth. Therefore, the block-multicolor ordering based on the level structure arising in reverse Cuthill-McKee ordering has been developed. The validity of developed method was demonstrated on the parallelized incomplete-Cholesky-preconditioned conjugate gradient method. In this paper, the parallelization performance of preconditioned minimized residual method based on the three-term recurrence formula of the CG-type (MRTR) method supported by developed ordering is investigated. Furthermore, the affinity of developed ordering or cache-cache elements technique for parallelized forward and backward substitution in Eisenstat's technique is particularly examined. [ABSTRACT FROM AUTHOR]

This paper is concerned with the development of mesh-free models for the static analysis of smart laminated composite beams. The overall smart composite beam is composed of a laminated substrate composite beam and a piezoelectric layer attached partially or fully at the top surface of the substrate beam. The piezoelectric layer acts as the distributed actuator layer of the smart beam. A layer-wise displacement theory and an equivalent single-layer theory have been used to derive the models. Several cross-ply substrate beams are considered for presenting the numerical results. The responses of the smart composite beams computed by the present new mesh-free model based on the layer-wise displacement theory excellently match with those obtained by the exact solutions. The mesh-free model based on the equivalent single-layer theory cannot accurately compute the responses due to transverse actuation by the piezoelectric actuator. The models derived here suggest that the mesh-free method can be efficiently used for the numerical analysis of smart structures. Copyright © 2016 John Wiley & Sons, Ltd. [ABSTRACT FROM AUTHOR]

This paper investigates the classical time-optimal rest-to-rest three-axis reorientation of the inertially symmetric rigid spacecraft. First-order necessary optimality conditions are derived from the Pontryagin's maximum principle. Then, control structures (i.e., switching times and control torques) for the time-optimal solution with five, six, and seven switches are given. For any five-switch, six-switch, or seven-switch time-optimal solution, a finite number of control structures exist, and relations among the control structures and their associated time-optimal solutions are analytically derived. By utilizing the control structure, efficient numerical optimization algorithm based on multiple-interval Radau pseudospectral method is proposed. Numerical results show that, after rounding to integer, five-switch and six-switch time-optimal solutions exist for rotation angles on the interval [1,180] deg, and s es on the interval [1,72] deg. Finally, time-optimal solutions for typical rotation angles are given to illustrate and validate the new findings. Copyright © 2016 John Wiley & Sons, Ltd. [ABSTRACT FROM AUTHOR]

In this paper, a fully coupled model is developed for numerical modeling of hydraulic fracturing in partially saturated weak porous formations using the extended finite element method, which provides an effective means to simulate the coupled hydro-mechanical processes occurring during hydraulic fracturing. The developed model is for short fractures where plane strain assumptions are valid. The propagation of the hydraulic fracture is governed by the cohesive crack model, which accounts for crack closure and reopening. The developed model allows for fluid flow within the open part of the crack and crack face contact resulting from fracture closure. To prevent the unphysical crack face interpenetration during the closing mode, the crack face contact or self-contact condition is enforced using the penalty method. Along the open part of the crack, the leakage flux through the crack faces is obtained directly as a part of the solution without introducing any simplifying assumption. If the crack undergoes the closing mode, zero leakage flux condition is imposed along the contact zone. An application of the developed model is shown in numerical modeling of pump-in/shut-in test. It is illustrated that the developed model is able to capture the salient features bottomhole pressure/time records exhibit and can extract the confining stress perpendicular to the direction of the hydraulic fracture propagation from the fracture closure pressure. Copyright © 2016 John Wiley & Sons, Ltd. [ABSTRACT FROM AUTHOR]

In this paper, we investigate a predator-prey model with Gompertz growth function and impulsive dispersal of prey between two patches. Using the dynamical properties of single-species model with impulsive dispersal in two patches and comparison principle of impulsive differential equations, necessary and sufficient criteria on global attractivity of predator-extinction periodic solution and permanence are established. Finally, a numerical example is given to illustrate the theoretical results. Copyright © 2015 John Wiley & Sons, Ltd. [ABSTRACT FROM AUTHOR]

In this paper, a large-scale diffuse interface model is used to describe the evolution of a gypsum cavity formation induced by dissolution. The method is based upon the assumption of a pseudo-component dissolving with a thermodynamic equilibrium boundary condition. A methodology is proposed based on numerical computations with fixed boundaries in order to choose suitable parameters for the diffuse interface model, and hence predict the correct dissolution fluxes and surface recession velocity. Additional simulations were performed to check which type of momentum balance equation should be used. The numerical results did not show a strong impact of this choice for the typical initial boundary value problems under consideration. Calculations with a variable density and Boussinesq approximation were also performed to evaluate the potential for natural convection. The results showed that the impact of density driven flows was negligible in the cases under investigation. The potential of the methodology is illustrated on two large-scale configurations: one corresponding to a gypsum lens located strictly within a porous rock formation and the other to an isolated pillar in a flooded gypsum room and pillar quarry. Copyright © 2016 John Wiley & Sons, Ltd. [ABSTRACT FROM AUTHOR]

The reliability of heterogeneous slopes can be evaluated using a wide range of available probabilistic methods. One of these methods is the random finite element method (RFEM), which combines random field theory with the non-linear elasto-plastic finite element slope stability analysis method. The RFEM computes the probability of failure of a slope using the Monte Carlo simulation process. The major drawback of this approach is the intensive computational time required, mainly due to the finite element analysis and the Monte Carlo simulation process. Therefore, a simplified model or solution, which can bypass the computationally intensive and time-consuming numerical analyses, is desirable. The present study investigates the feasibility of using artificial neural networks (ANNs) to develop such a simplified model. ANNs are well known for their strong capability in mapping the input and output relationship of complex non-linear systems. The RFEM is used to generate possible solutions and to establish a large database that is used to develop and verify the ANN model. In this paper, multi-layer perceptrons, which are trained with the back-propagation algorithm, are used. The results of various performance measures indicate that the developed ANN model has a high degree of accuracy in predicting the reliability of heterogeneous slopes. The developed ANN model is then transformed into relatively simple formulae for direct application in practice. Copyright © 2016 John Wiley & Sons, Ltd. [ABSTRACT FROM AUTHOR]

In this paper, we analyze the energy-conserved splitting finite-difference time-domain (FDTD) scheme for variable coefficient Maxwell's equations in two-dimensional disk domains. The approach is energy-conserved, unconditionally stable, and effective. We strictly prove that the EC-S-FDTD scheme for the variable coefficient Maxwell's equations in disk domains is of second order accuracy both in time and space. It is also strictly proved that the scheme is energy-conserved, and the discrete divergence-free is of second order convergence. Numerical experiments confirm the theoretical results, and practical test is simulated as well to demonstrate the efficiency of the proposed EC-S-FDTD scheme. Copyright © 2015 John Wiley & Sons, Ltd. [ABSTRACT FROM AUTHOR]

This paper proposes a new model that generalizes the linear sliding window system to the case of multiple failures. The considered k-within- m-from- r / n sliding window system consists of n linearly ordered multi-state elements and fails if at least k groups out of m consecutive groups of r consecutive multi-state elements have cumulative performance lower than the demand W. A reliability evaluation algorithm is suggested for the proposed system. In order to increase the system availability, maintenance actions can be performed, and the elements can be optimally allocated. A joint element allocation and maintenance optimization model is formulated with the objective of minimizing the total maintenance cost subjected to the pre-specified system availability requirement. Basic procedures of genetic algorithms are adapted to solve the optimization problem. Numerical experiments are presented to illustrate the applications. Copyright © 2015 John Wiley & Sons, Ltd. [ABSTRACT FROM AUTHOR]

In this paper, the growth of long fatigue cracks up to failure in aircraft components is studied. A deterministic model is presented, able to simulate the growth of fatigue through cracks located at rivet holes in lap-joint panels. It also includes criteria to assess the link-up of collinear adjacent cracks in a MSD scenario. To validate the model, a fatigue test campaign was carried out on riveted lap-joint specimens in order to produce experimental crack growth and link-up data. Accurate measurements of naturally occurred surface cracks were automatically performed by the Image Analysis technique, thus allowing the tests to run 24 h a day. The comparison between experimental tests and numerical simulations is good, thus confirming the model as a useful tool for the assessment of fatigue life of aircraft riveted joints. [ABSTRACT FROM AUTHOR]

This paper considers identification of spatial Durbin dynamic panel models under 2SLS and ML estimations. We show that the parameters are generally identified via 2SLS moment relations or expected log-likelihood or quasi-likelihood functions. Monte Carlo experiments suggest that omitting relevant Durbin terms can result in significant biases in regression estimates, while including an irrelevant Durbin term causes no obvious loss of efficiency. Empirical illustration of the international spillover of economic growth through bilateral trade shows that inclusion of Durbin terms can be important. Copyright © 2015 John Wiley & Sons, Ltd. [ABSTRACT FROM AUTHOR]

This paper studies panel data models with unobserved group factor structures. The group membership of each unit and the number of groups are left unspecified. We estimate the model by minimizing the sum of least squared errors with a shrinkage penalty. The number of explanatory variables can be large. The regressions coefficients can be homogeneous or group specific. The consistency and asymptotic normality of the estimator are established. We also introduce new C p-type criteria for selecting the number of groups, the numbers of group-specific common factors and relevant regressors. Monte Carlo results show that the proposed method works well. We apply the method to the study of US mutual fund returns and to the study of individual stock returns of the China mainland stock markets. Copyright © 2015 John Wiley & Sons, Ltd. [ABSTRACT FROM AUTHOR]

In this paper, a delayed eco-epidemiological model with Holling type II functional response is investigated. By analyzing corresponding characteristic equations, the local stability of each of the feasible equilibria and the existence of Hopf bifurcations at the disease-free equilibrium, the susceptible predator-free equilibrium and the endemic-coexistence equilibrium are established, respectively. By means of Lyapunov functionals and LaSalle's invariance principle, sufficient conditions are derived for the global stability of the endemic-coexistence equilibrium, the disease-free equilibrium, the susceptible predator-free equilibrium and the predator-extinction equilibrium of the system, respectively. Numerical simulations are carried out to illustrate the theoretical results. [ABSTRACT FROM AUTHOR]

In this paper, an enriched finite element technique is presented to simulate the mechanism of interaction between the hydraulic fracturing and frictional natural fault in impermeable media. The technique allows modeling the discontinuities independent of the finite element mesh by introducing additional DOFs. The coupled equilibrium and flow continuity equations are solved using a staggered Newton solution strategy, and an algorithm is proposed on the basis of fixed-point iteration concept to impose the flow condition at the hydro-fracture mouth. The cohesive crack model is employed to introduce the nonlinear fracturing process occurring ahead of the hydro-fracture tip. Frictional contact is modeled along the natural fault using the penalty method within the framework of plasticity theory of friction. Moreover, an experimental investigation is carried out to perform the hydraulic fracturing experimental test in fractured media under plane strain condition. The results of several numerical and experimental simulations are presented to verify the accuracy and robustness of the proposed computational algorithm as well as to investigate the mechanisms of interaction between the hydraulically driven fracture and frictional natural fault. Copyright © 2015 John Wiley & Sons, Ltd. [ABSTRACT FROM AUTHOR]

We investigate the issue of sub-kernel spurious interface fragmentation occurring in SPH applied for multiphase flows. It has appeared recently that current SPH formulations for multiphase flows involving an interface between immiscible phases can suffer from non-physical particle mixing through the interface, especially for flows with high density ratios. This is an important issue, in particular for applications where physical phenomena take place at the interface itself, such as phase change or the evolution of two-phase flow patterns. In this paper, various remedies proposed in the literature are discussed. The current assumption that spurious interface fragmentation occurs only when there is no surface tension at the interface is revisited. We show that this is a general problem of current SPH formulations that appears even when surface tension is present. A new proposition for an interface sharpness correction term is put forward. A series of simulations of two-dimensional and three-dimensional bubbles rising in a liquid allow a comprehensive study and demonstrate the dependence of the new correction term on the kernel smoothing length. On the other hand, the overall flow behavior, including the interface shape, is not affected. Copyright © 2015 John Wiley & Sons, Ltd. [ABSTRACT FROM AUTHOR]

This paper deals with the blow-up phenomena for a system of parabolic equations with nonlinear boundary conditions. We show that under some conditions on the nonlinearities, blow-up occurs at some finite time. We also obtain upper and lower bounds for the blow-up time when blow-up occurs. Copyright © 2014 John Wiley & Sons, Ltd. [ABSTRACT FROM AUTHOR]

SUMMARY The paper presents closed-form solutions for stress and displacement influence functions for stress discontinuity (SD) and displacement discontinuity (DD) elements, for a two-dimensional plane-strain elastic, transversely anisotropic medium. The solutions for SD elements are based on Kelvin's problem and for DD elements on the concept of dipoles. Stress and displacement influence functions are derived for the following elements: constant SD, linear SD, constant DD, linear DD, square root DD, parabolic DD, constant DD surface, and linear DD surface elements. The formulations are incorporated into FROCK, a hybridized boundary element method code, and are validated by providing comparisons between the results from FROCK and the finite element code ABAQUS. A limited parametric analysis shows the effects of slight anisotropy on the stress field around the tip of a crack and of the orientation of the crack with respect to the axes of elastic symmetry. Copyright © 2014 John Wiley & Sons, Ltd. [ABSTRACT FROM AUTHOR]

Shape optimization methods, as commonly applied in aerodynamic design applications, have recently been adapted for use in nuclear fusion divertor target design. The resulting algorithms are very efficient compared to the standard use of numerical edge plasma simulations as analysis tools only. In this paper, we highlight some numerical aspects of the underlying algorithm, focusing on a correct, nine-point discretization of the fluxes and the need for an adjoint pressure correction equation. (© 2014 Wiley-VCH Verlag GmbH & Co. KGaA, Weinheim) [ABSTRACT FROM AUTHOR]

SUMMARY This paper presents a numerical scheme based on a fictitious domain framework for the numerical modeling of earthquake-induced ground motion in the presence of realistic surface topography of the Earth's crust. We show that by adopting a non-conforming octree-based meshing approach associated with a virtual representation of the surficial irregularity, we can obtain accurate representations of ground motion. From the computational point of view, our methodology proves to be also efficient, and more importantly, it allows us to preserve the salient features of multi-resolution cubic-shaped finite elements for wave propagation applications. We implemented the non-conforming meshing scheme for the treatment of realistic topographies into Hercules, the octree-based finite-element earthquake simulator developed by the Quake Group at Carnegie Mellon University. We tested the benefits of the strategy by benchmarking its results against reference examples, and by means of numerical error estimate analyses. Our qualitative and quantitative comparisons showed a close agreement between our numerical results and the reference results, and also, that the order of convergence of the displacement field is preserved in the presence of surface topography. Moreover, this performance was obtained by using the same mesh refinement techniques with cubic elements as in traditional flat free-surface simulations. Copyright © 2014 John Wiley & Sons, Ltd. [ABSTRACT FROM AUTHOR]

The main idea of this work is an application of probabilistic entropy and also relative entropy in the numerical analysis of uncertainty propagation in the homogenization of some composite materials. The homogenization method is based on the determination of deformation energy for the representative volume elements computed with the use of some specific finite element method experiments. Uncertainty propagation concerns material and geometrical design parameters of particulate composites and is performed thanks to an application of polynomial responses; probabilistic moments of the effective tensor are computed via the iterative generalized stochastic perturbation technique and the semi‐analytical probabilistic method. Probabilistic entropy is determined according to Shannon theory, while relative entropies equations employed here follow mathematical models created by Kullback & Leibler, Jeffreys, Hellinger, and Bhattacharyya. Deterministic analyses have been performed with the use of the system ABAQUS, while all the remaining procedures have been programmed in the computer algebra system MAPLE. [ABSTRACT FROM AUTHOR]

The linear compactness theorem is a variant of the compactness theorem holding for linear formulas. We show that the linear fragment of continuous logic is maximal with respect to the linear compactness theorem and the linear elementary chain property. We also characterize linear formulas as those preserved by the ultramean construction. [ABSTRACT FROM AUTHOR]

In this paper, we present the concept of a novel control chart, which uses economic considerations within the real options-inspired framework together with the principles of Bayesian statistics to produce a continuously updated estimate of the parameters of the actual process, and thus to decide whether to continue running the process or to recalibrate it instead. Bayesian estimate allows the decision maker to combine prior information about the process with the continuously incoming data in a natural flexible manner. In the real options framework, at any given moment, we compare the cost of recalibrating the process to the cost of postponing the (optimal) decision for later. The decision is thus based on cost-benefit analysis rather than statistically significant deviations from the in-control process. To have a clear focus on the conceptual representation of the novel methodology, we consider a continuously sampled binary process. We derive the algorithm for the control chart, which can also, in this discrete setting, be represented as a table, a matrix, or a tree. We also investigate the performance of the method in different settings with particular attention being paid to the role of Bayesian prior. Being flexible in prior beliefs leads to better results anywhere outside of the in-control process. Together, Bayesian paradigm and dynamic decision-making approach create a realistic representation of a real-life decision-making process. [ABSTRACT FROM AUTHOR]

The traditional control charts produce frequent false alarm signals in the presence of autocorrelation. The implementation of the modified chart scheme is a way of handling the problem of autocorrelation in control charts. In modified charts, the standard control limits of the traditional charts are adjusted to offset the influence because of the autocorrelation. The exponentially weighted moving average- and cumulative sum-modified charts are 2 widely used charts for monitoring autocorrelated data. These charts have design parameters in their formulation, and the choice of these parameters play significant roles in the detection of out-of-control situations. In reality, the magnitude of the mean shift is uncertain, and this leads to a difficulty in the choice of design parameters by the practitioner. The use of optimal parameters can enhance process performance in such situations. In this paper, we determine optimal design parameters for the charts using an exhaustive search procedure. In the optimization process, we determine the parameters that produce the smallest extra quadratic loss (EQL) value for each autocorrelation coefficient. This criterion measures the anticipated loss attributed to poor quality in the process. The loss in quality is lowered by minimizing the EQL and the combination of parameters in the chart that yields the smallest EQL has a better detection ability over the entire shift range. For the purpose of this work, we concentrate on autocorrelation that can be specifically modelled with autoregressive models. This article provides the practitioner with optimal parameters that can be used to enhance the overall effectiveness of the charts over an entire shift range. [ABSTRACT FROM AUTHOR]

A recent computational model for tumor growth is presented. The mathematical model, based on thermodynamically constrained averaging theory (TCAT), is shortly summarized in the first part; then the attention is focused on modeling hypothesis and their impact on numerical results. Perspectives for future developments of the presented multiphase model are outlined at the end of the paper. (© 2015 Wiley-VCH Verlag GmbH & Co. KGaA, Weinheim) [ABSTRACT FROM AUTHOR]

We propose and study a mathematical model governing interactions between cancer and immune system with an oncolytic viral therapy (OVT), wherein cancer cells can activate and inhibit immune cells simultaneously with saturations. When the therapy is not applied, it is shown that the interaction can support at most three hyperbolic positive equilibria where two of them are always asymptotically stable and the other is a saddle point. The reachable stable tumor burden can be either small or large depending on initial tumor size. We analyze the full model by proving global asymptotic stability of the virus‐free equilibrium that corresponds to OVT failure. Sufficient conditions based on model parameters are derived under which the model is uniformly persistent. The proposed system is validated using a mouse model of human pancreatic cancer carried out by Koujima et al. Global sensitivity analysis indicates that the rates of tumor‐mediated killing and immune cell exhaustion are critical for tumor progression and therapy success. Numerical bifurcation analysis reveals that the saddle point can be utilized to estimate the maximum tumor load for eradication by OVT. Moreover, an immunosuppressive microenvironment may enhance viral therapy efficacy. [ABSTRACT FROM AUTHOR]

The goal of this study is to analyze and obtain a new numerical approach to an important mathematical model called polio, which is one of the highly infectious and dangerous diseases challenging many lives in most developing nations, most especially in Africa, Latin America, and Asia. A number of research outputs have proven beyond doubt that modeling with noninteger‐order derivative is much more accurate and reliable when compared with the integer‐order counterparts. In the present case, an extension is given to the polio model by replacing the classical time derivative with the newly defined operator known as the Atangana–Baleanu fractional derivative which has its formulation based on the noble Mittag–Leffler kernel. This derivative has been tested and applied in number of ways to model a range of physical phenomena in science and engineering. The Picard–Lindelöf theorem is applied to determine the condition under which the proposed model has a solution, also to show that the solution exists and unique. Local stability analysis of the disease‐free equilibrium and endemic state is also discussed. A novel approximation based on the Adams–Bashforth method is formulated to numerically approximate the fractional derivative operator. To justify the theoretical findings, some numerical results obtained for different instances of fractional order are presented. [ABSTRACT FROM AUTHOR]

The scope of the present paper is the modeling of the mechanical behavior of textile-reinforced composites with an integrated system of wires made of shape memory alloys. A phenomenological model for the description of the material behavior of shape memory alloys is implemented in a commercial FE code. As the textile reinforcement shows periodically repeating patterns, the inner architecture of the composite can described by a representative volume element. Effective viscoelastic material parameters of the textile-reinforced composite are determined with the help of homogenization techniques. For the application of the developed composite structure as a simple actuator, numerical results are compared with experimental data. (© 2014 Wiley-VCH Verlag GmbH & Co. KGaA, Weinheim) [ABSTRACT FROM AUTHOR]