The Experts below are selected from a list of 321 Experts worldwide ranked by ideXlab platform
Peter W Glynn - One of the best experts on this subject based on the ideXlab platform.
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brownian bridge hypothesis testing for the initial Transient Problem
Winter Simulation Conference, 2011Co-Authors: Peter W Glynn, Eunji LimAbstract:This paper models the detection of the initial Transient in a steady-state simulation Problem as a change point hypothesis testing Problem. We introduce two new hypothesis tests for the initial Transient, each of which is based on the Brownian bridge process and each of which is a composite test that involves testing against infinitely many alternatives (that depend on the duration of the Transient period). One of our two procedures is closely related to the class of tests proposed by Schruben, Singh, and Tierney (1983).
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Winter Simulation Conference - Brownian bridge hypothesis testing for the initial Transient Problem
Proceedings of the 2011 Winter Simulation Conference (WSC), 2011Co-Authors: Peter W Glynn, Eunji LimAbstract:This paper models the detection of the initial Transient in a steady-state simulation Problem as a change point hypothesis testing Problem. We introduce two new hypothesis tests for the initial Transient, each of which is based on the Brownian bridge process and each of which is a composite test that involves testing against infinitely many alternatives (that depend on the duration of the Transient period). One of our two procedures is closely related to the class of tests proposed by Schruben, Singh, and Tierney (1983).
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initial Transient Problem for steady state output analysis
Winter Simulation Conference, 2005Co-Authors: Peter W GlynnAbstract:This tutorial is concerned with providing an overview of the key issues that arise in consideration of the initial Transient Problem for steady-state simulations. In addition, we will discuss the related Problem of construction of low-bias estimators.
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Two Approaches to the Initial Transient Problem
Monte Carlo and Quasi-Monte Carlo Methods in Scientific Computing, 1995Co-Authors: Peter W GlynnAbstract:This paper describes two different approaches to dealing with the initial Transient Problem. In the first approach, the length of the “warm-up period” is determined by obtaining analytical estimates on the rate of convergence to stationarity. Specifically, we obtain an upper bound on the “second eigenvalue” of the transition matrix of a Markov chain, thereby providing one with a theoretical device that potentially can give estimates of the desired form. The second approach is data-driven, and involves using observed data from the simulation to determine an estimate of the “warm-up period”. For the method we study, we are able to use a coupling argument to establish a number of important theoretical properties of the algorithm.
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Winter Simulation Conference - Some new results on the initial Transient Problem
Proceedings of the 27th conference on Winter simulation - WSC '95, 1995Co-Authors: Peter W GlynnAbstract:This paper contains two new results pertaining to the initial Transient Problem for steady-state simulations. Our first result rigorously establishes the asymptotic superiority of a few long replications relative to a large number of shorter replications, assuming that no initial Transient deletion is attempted. Our second result concerns an initial Transient detection test proposed by Schruben; we develop asymptotics that are suggestive of the types of initial Transients that the test is capable of detecting. As one might expect, the ability to detect a non-stationarity in the simulation output depends both on the magnitude of the non-stationarity of the initial condition, and the degree of autocorrelation in the process.
Joaquin Zueco Jordan - One of the best experts on this subject based on the ideXlab platform.
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network method to study the Transient heat transfer Problem in a vertical channel with viscous dissipation
International Communications in Heat and Mass Transfer, 2006Co-Authors: Joaquin Zueco JordanAbstract:The Transient Problem for fully developed mixed convection considering the effect of viscous dissipation is investigated for the laminar flow in a parallel-plate vertical channel by means of the Network Simulation Method. The thermal boundary condition considered is a forced convection. The combined effects of viscous dissipation and buoyancy forces are determined in the solutions for different time intervals, being obtained in all the cases, the velocity field and the temperature field. The times taken to reach steady-state is obtained in all the cases. The numerical procedure employed, which satisfies the conservation law for the heat flux variable and the uniqueness law for temperature, also permits the direct visualisation and evolution of the local and/or integrated transport variables at any point or section of the medium.
John L Junkins - One of the best experts on this subject based on the ideXlab platform.
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the partition of unity finite element approach with hp refinement for the stationary fokker planck equation
Journal of Sound and Vibration, 2009Co-Authors: Mrinal Kumar, Puneet Singla, Suman Chakravorty, John L JunkinsAbstract:Abstract In this paper, the stationary Fokker–Planck equation (FPE) is solved for nonlinear dynamical systems using a local numerical technique based on the meshless partition of unity finite element method (PUFEM). The method is applied to stationary FPE for 2-, 3- and 4-D systems and is argued to be an excellent candidate for higher dimensional Problems and the Transient Problem. Local refinement is applied by introducing higher order polynomials in selected subdomains (local p -refinement) to keep the Problem size small while ensuring high approximation accuracy. Various local approximations are blended using novel pasting functions that provide any desired order of continuity. Results are compared with existing global and local techniques. Local p -refinement is touted as an important step towards breaking the curse of dimensionality in numerical solution of FPE.
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the partition of unity finite element approach to the stationary fokker planck equation
AIAA AAS Astrodynamics Specialist Conference and Exhibit, 2006Co-Authors: Mrinal Kumar, Puneet Singla, Suman Chakravorty, John L JunkinsAbstract:The stationary Fokker-Planck Equation (FPE) is solved for nonlinear dynamic systems using a local numerical technique based on the meshless Partition of Unity Finite Element Method (PUFEM). The method is applied to the FPE for two-dimensional dynamical systems, and argued to be an excellent candidate for higher dimensional systems and the Transient Problem. Variations of the conventional PUFEM are used to improve the quality of approximation, by using novel pasting functions to blend the various local approximations. These functions, besides satisfying the conditions for a partition of unity are easy to integrate numerically and provide solution continuity of any desired order. Results are compared with existing global and local techniques.
Mohammed Mosaad - One of the best experts on this subject based on the ideXlab platform.
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Inverse Problem of steady-state, two-dimensional heat conduction in a hollow cylinder wall: theory and applications
Experimental Thermal and Fluid Science, 1993Co-Authors: Mohammed MosaadAbstract:An analytic approach has been developed for solving an inverse Problem of steady, too-dimensional, heat conduction in a hollow cylinder. The present approach is somewhat similar to that of solving the inverse Problem of Transient heat conduction in the radial direction for a hollow cylinder wall. The axial variable in the present analysis simulates the role of the time variable in the Transient Problem analysis. The solution is formulated in explicit expressions for heat flux and temperature calculation. Test Problem with known exact solution indicates the validity of the present approach. The method may also be of a considerable practical interest for some steady heat transfer investigations using a circular test tube. An example with experimental data is presented to demonstrate the practical application of the proposed method.
Mrinal Kumar - One of the best experts on this subject based on the ideXlab platform.
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the partition of unity finite element approach with hp refinement for the stationary fokker planck equation
Journal of Sound and Vibration, 2009Co-Authors: Mrinal Kumar, Puneet Singla, Suman Chakravorty, John L JunkinsAbstract:Abstract In this paper, the stationary Fokker–Planck equation (FPE) is solved for nonlinear dynamical systems using a local numerical technique based on the meshless partition of unity finite element method (PUFEM). The method is applied to stationary FPE for 2-, 3- and 4-D systems and is argued to be an excellent candidate for higher dimensional Problems and the Transient Problem. Local refinement is applied by introducing higher order polynomials in selected subdomains (local p -refinement) to keep the Problem size small while ensuring high approximation accuracy. Various local approximations are blended using novel pasting functions that provide any desired order of continuity. Results are compared with existing global and local techniques. Local p -refinement is touted as an important step towards breaking the curse of dimensionality in numerical solution of FPE.
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the partition of unity finite element approach to the stationary fokker planck equation
AIAA AAS Astrodynamics Specialist Conference and Exhibit, 2006Co-Authors: Mrinal Kumar, Puneet Singla, Suman Chakravorty, John L JunkinsAbstract:The stationary Fokker-Planck Equation (FPE) is solved for nonlinear dynamic systems using a local numerical technique based on the meshless Partition of Unity Finite Element Method (PUFEM). The method is applied to the FPE for two-dimensional dynamical systems, and argued to be an excellent candidate for higher dimensional systems and the Transient Problem. Variations of the conventional PUFEM are used to improve the quality of approximation, by using novel pasting functions to blend the various local approximations. These functions, besides satisfying the conditions for a partition of unity are easy to integrate numerically and provide solution continuity of any desired order. Results are compared with existing global and local techniques.
