Consider the following nonlinear programming (NLP) problem: minxg0(x)=minx∫ψ(x, y)fY(y, x) dy=min E[ψ0(x, Y)]s.t.gj(x)=∫ψj(x, y)ƒY(x, y) dy=E[ψj(x, Y)] ⩽ 0, j=1,…,M,where x ∈ X ⊂ Rn,y∈ D ⊂ Rm, ψj(x,Y), j=0,1,…,M are given functions, and fT(y, x)is a probability density...

The class of monoparametric k-step methods x(m)=ωTx(m−1)+(1−ω)x(m−k)+ωc used for the solution of the linear system (I − T)x = c is studied. Under certain conditions the spectrum σ(T) of T must satisfy, for ω 1 and given k(⩾ 2) and p∈ (0, 1) (a quantity defined in the paper),...

Some theoretical and practical aspect of the score function (SF) approach for estimating the sensitivities of computer simulation models and solving the so-called “what if” problem (performance extrapolation) are considered. It is shown that both the sensitivities (gradients, Hessians, etc.)...

Perturbation analysis is an efficient method to estimate the sensitivity of performance with respect to parameters for queuing networks. An operational approach to perturbation analysis is developed. Concepts such as realization ratios and their equations are derived in the operational...

This work deals with the optimal regulation of a thermal process for which we propose a parallel asynchronous algorithm of relaxation and we study the behaviour of this method Numerical experimentations allow on the one hand to compare sequential relaxation algorithm with other classical methods...

A new methodology for estimating parameters that are not structurally globally identifiable is presented. The set of all the models which have exactly the same input–output behavior is first generated. The influence of the measurement noise and structural error is then taken into account by...

A fast simulation model for the dynamic process of traffic flow through urban networks is presented. The model simulates the progression of cars on a street by moving 1 bit variables through binary positions of bytes in the storage which are arranged to copy the topology of a specified network....

The paper presents the theoretical development of a conductor macroelement performing analytical solution of the diffusion equation. A numerical model based on the combination of such an element with classical finite elements is exposed. This model provides accurate eddy current calculations in...

The current trend of using advanced computer technology to monitor and control newspaper distribution has brought into focus problems are unique to the newspaper industry. The distribution system not only has to deal with the rigid deadlines within which the newspaper must reach its destination,...

This paper presents an effective numerical method of simulating the behaviour of a reaction-diffusion (RD) system on large dimpled skin surfaces. The simulation problem arises from models of initiation and development of hair follicles in sheep and other mammals. The numerical method has been...