fdtd analysis of electromagnetic wave radiation from systems containing horn antennas the application of the finite difference time domain fdtd method to various radiating structures is considered these structures include two and three dimensional waveguides flared horns a two dimensional parabolic reflector and a two dimensional hyperthermia application numerical results for the horns waveguides and parabolic reflectors are compared with results from using the method of moments mm the results for the hyperthermia application are shown as extensions of the previously validated models this new application of the fdtd method is shown to be useful when other numerical or analytic methods cannot be applied

a partial information non zero sum differential game of backward stochastic differential equations with applications this paper is concerned with a new kind of non zero sum differential game of backward stochastic differential equations bsdes it is required that the control is adapted to a sub filtration of the filtration generated by the underlying brownian motion we establish a necessary condition in the form of maximum principle with pontryagin s type for open loop nash equilibrium point of this type of partial information game and then give a verification theorem which is a sufficient condition for nash equilibrium point the theoretical results are applied to study a partial information linear quadratic lq game and a partial information financial problem

a stochastic maximum principle for backward control systems with random default time this paper establishes a necessary and sufficient stochastic maximum principle for backward systems where the state processes are governed by jump diffusion backward stochastic differential equations with random default time an application of the sufficient stochastic maximum principle to an optimal investment and capital injection problem in the presence of default risk is discussed

a finite difference time domain near zone to far zone transformation electromagnetic scattering an efficient time domain near zone to far zone transformation for fdtd finite difference time domain computations is presented the approach is to keep a running accumulation of the far zone time domain vector potentials due to the tangential electric and magnetic fields on a closed surface surrounding the scatterer at each time step at the end of the computation these vector potentials are converted to time domain far zone fields many far zone bistatic directions can be included efficiently during one fdtd computational run frequency domain results can be obtained via fast fourier transform wideband results for scattering from a perfectly conducting plate were obtained from a single fdtd computation transformed to the frequency domain and compared with moment method results this approach is significantly more efficient than computing many fdtd results using sinusoidally varying excitation if a wide frequency band is of interest coupled with recent advances in computing fdtd results for frequency dependent materials wideband results for far zone scattering from targets including frequency dependent materials can be obtained efficiently

necessary conditions for optimal control of stochastic systems with random jumps a maximum principle is proved for optimal controls of stochastic systems with random jumps the control is allowed to enter into both diffusion and jump terms the form of the maximum principle turns out to be quite different from the one corresponding to the pure diffusion system the word pure here means the absence of the jump term in calculating the first order coefficient for the cost variation only a property for lebesgue integrals of scalar valued functions in the real number space cal r is used this shows that there is no essential difference between deterministic and stochastic systems as far as the derivation of maximum principles is concerned

anisotropic goal oriented mesh adaptivity for elliptic problems we propose in this paper an anisotropic adaptive finite element algorithm for steady linear advection diffusion reaction problems with strong anisotropic features the error analysis is based on the dual weighted residual methodology allowing us to perform goal oriented adaptation of a certain functional j u of the solution and derive an optimal metric tensor for local mesh adaptation with linear and quadratic finite elements as a novelty and to evaluate the weights of the error estimator on unstructured meshes composed of anisotropic triangles we make use of a patchwise higher order interpolation recovery readily extendable to finite elements of arbitrary order we carry out a number of numerical experiments in two dimensions so as to prove the capabilities of the goal oriented adaptive method we compute the convergence rate and the effectivity index for a series of output functionals of the solution the results show the good performance of the algorithm with linear as well as quadratic

a general stochastic maximum principle for optimal control problems the maximum principle for nonlinear stochastic optimal control problems in the general case is proved the control domain need not be convex and the diffusion coefficient can contain a control variable

an anisotropic fully adaptive algorithm for the solution of convection dominated equations with semi lagrangian schemes abstract we present in this paper an anisotropic fully adaptive spatial temporal algorithm for the solution of convection dominated equations in the context of semi lagrangian schemes we devise the algorithm within a finite element framework suitable for higher order finite elements and derive a newly proposed a posteriori error indicator which allows us to control the local or truncation error in the l 2 norm at each time step this a posteriori error is split into temporal and spatial contributions leading us to define an optimal time step size and an optimal triangulation respectively as regards the spatial adaptation anisotropic unstructured triangular meshes are used to capture the distinctive features of the evolving discrete solution of the governing equations for solutions exhibiting strong anisotropies the orientation shape and size of the mesh triangles are provided by a metric tensor valid for linear and quadratic finite elements finally we show the capabilities of the algorithm for linear and quadratic finite elements by a series of two and three dimensional benchmarks taken from the literature involving purely convective as well as convection dominated problems

a nearly conservative high order lagrange galerkin method for the resolution of scalar convection dominated equations in non divergence free velocity fields abstract in this work we present a novel lagrange galerkin method for the resolution of the scalar pure convection and convection dominated diffusion equations in non divergence free velocity fields the scheme has been formulated so that i time integration is carried out by means of an arbitrary order backward differentiation formula ii finite element space discretizations of any order can be employed and iii it satisfies a discrete mass balance equation at each simulation instant and preserves mass in those cases in which no fluid enters nor leaves the control domain as long as the integrals involved are computed exactly these properties are achieved by posing a conservation law for a weighted mass from which the standard mass can be seen as a particular case that can be easily discretized in time and in space with any order of accuracy numerical experiments which include a three dimensional test show that the method is as accurate in time as the employed time marching formula as accurate in space as the finite element discretization and generally more accurate especially in terms of mass conservation errors and efficient than the classic non conservative lagrange galerkin method to the best of our knowledge this is the first conservative lagrange galerkin method for convection dominated equations that considers both non divergence free velocity fields and time and space discretizations of any order

accurate computation of the radiation from simple antennas using the finite difference time domain method two antennas are considered a cylindrical monopole and a conical monopole both are driven through an image plane from a coaxial transmission line each of these antennas corresponds to a well posed theoretical electromagnetic boundary value problem and a realizable experimental model these antennas are analyzed by a straightforward application of the finite difference time domain fd td method the computed results for these antennas are shown to be in excellent agreement with accurate experimental measurements for both the time domain and the frequency domain the graphical displays presented for the transient near zone and far zone radiation from these antennas provide physical insight into the radiation process

a local anisotropic adaptive algorithm for the solution of low mach transient combustion problems a novel numerical algorithm for the simulation of transient combustion problems at low mach and moderately high reynolds numbers is presented these problems are often characterized by the existence of a large disparity of length and time scales resulting in the development of directional flow features such as slender jets boundary layers mixing layers or flame fronts this makes local anisotropic adaptive techniques quite advantageous computationally in this work we propose a local anisotropic refinement algorithm using for the spatial discretization unstructured triangular elements in a finite element framework for the time integration the problem is formulated in the context of semi lagrangian schemes introducing the semi lagrange galerkin slg technique as a better alternative to the classical semi lagrangian sl interpolation the good performance of the numerical algorithm is illustrated by solving a canonical laminar combustion problem the flame vortex interaction first a premixed methane air flame vortex interaction with simplified transport and chemistry description test i is considered results are found to be in excellent agreement with those in the literature proving the superior performance of the slg scheme when compared with the classical sl technique and the advantage of using anisotropic adaptation instead of uniform meshes or isotropic mesh refinement as a more realistic example we then conduct simulations of non premixed hydrogen air flame vortex interactions test ii using a more complex combustion model which involves state of the art transport and chemical kinetics in addition to the analysis of the numerical features this second example allows us to perform a satisfactory comparison with experimental visualizations taken from the literature

maximum principle for backward doubly stochastic control systems with applications we investigate the optimal control problems for backward doubly stochastic control systems as a necessary condition of the optimal control we obtain a stochastic maximum principle we found that the deduced stochastic hamiltonian system exactly corresponds to a type of time symmetric forward backward stochastic differential equations which was first introduced by peng and shi c r math acad sci paris 336 2003 pp 773 778 applying the stochastic maximum principle to doubly stochastic linear quadratic problems we obtain the unique optimal control the existence and uniqueness of the solution is also obtained for a type of generalized forward backward doubly stochastic differential equations derived from the maximum principle under some suitable assumptions in particular the result can be used in backward doubly stochastic linear quadratic optimal control problems an example is given to illustrate the theoretical results

analysis of microstrip patch antennas using finite difference time domain method the study of microstrip patch antennas is directly treated in the time domain using a modified finite difference time domain fdtd method assuming an appropriate choice of excitation the frequency dependence of the relevant parameters can readily be found using the fourier transform of the transient current the fdtd method allows a rigorous treatment of one or several dielectric interfaces different types of excitation can be taken into consideration coaxial microstrip lines etc plotting the spatial distribution of the current density gives information about the resonance modes the usual frequency dependent parameters input impedance radiation pattern are given for several examples

the stochastic maximum principle for linear convex optimal control with random coefficients this paper considers a stochastic control problem with linear dynamics convex cost criterion and convex state constraint in which the control enters both the drift and diffusion coefficients these coefficients are allowed to be random and no l p bounds are imposed on the control an explicit solution for the adjoint equation and a global stochastic maximum principle are obtained for this model this is evidently the first version of the stochastic maximum principle that covers the consumption investment problem the mathematical tools are those of stochastic calculus and convex analysis when it is assumed as in other versions of the stochastic maximum principle that the admissible controls are square integrable not only a necessary but also a sufficient condition for optimality is obtained it is then shown that this particular case of the general model may be applied to solve a variety of problems in stochastic control including the linear regulator predicted miss and benes problems

a goal oriented anisotropic hp mesh adaptation method for linear convection diffusion reaction problems abstract we deal with the numerical solution of linear convection diffusion reaction equations using the h p variant of the discontinuous galerkin method on triangular grids we develop a mesh adaptive algorithm which modifies the size and shape of mesh elements and the corresponding polynomial approximation degrees in order to decrease the error in a target functional under the given tolerance we recall some theoretical results and describe in detail several technical aspects of this approach numerical experiments demonstrating the accuracy efficiency and robustness of the algorithm are presented

a maximum principle for partial information backward stochastic control problems with applications this paper studies the partial information control problems of backward stochastic systems there are three major contributions made in this paper i first we obtain a new stochastic maximum principle for partial information control problems our method relies on a direct calculation of the derivative of the cost functional ii second we introduce two classes of partial information linear quadratic backward control problems for the first time and then investigate them using the maximum principle complete and explicit solutions are obtained in terms of some forward and backward stochastic differential filtering equations iii last but not least we study a class of full information stochastic pension fund optimization problems which can be viewed as a special case of our general partial information ones applying the aforementioned maximum principle we derive the optimal contribution policy in closed form and present some related economic remarks

variational localizations of the dual weighted residual estimator the dual weighted residual method dwr and its localization for mesh adaptivity applied to elliptic partial differential equations are investigated the contribution of this paper is twofold first we introduce a novel localization technique based on the introduction of a partition of unity this new technique is very easy to apply as neither strong residuals nor jumps over element edges are required second we compare and analyze theoretically and numerically different localization techniques used for mesh adaptivity with respect to their effectivity here we focus on localizations in variational formulations that do not require the evaluation of the corresponding differential operator in the classical strong formulation in our mathematical analysis we show for different localization techniques established methods and our new approach that the local error indicators used for mesh adaptivity converge with proper order in the error functional several numerical tests substantiate our theoretical investigations

fdtd calculation of wide band antenna gain and efficiency absolute gain and radiation efficiency are calculated using the finite difference time domain fdtd method the method described utilizes pulsed excitation so that wideband results are available from a single fdtd computation the approach is demonstrated for a simple wire antenna geometry and is validated by comparison with results obtained using the method of moments

a stochastic maximum principle for a markov regime switching jump diffusion model and its application to finance this paper develops a sufficient stochastic maximum principle for a stochastic optimal control problem where the state process is governed by a continuous time markov regime switching jump diffusion model we also establish the relationship between the stochastic maximum principle and the dynamic programming principle in a markovian case applications of the stochastic maximum principle to the mean variance portfolio selection problem are discussed

calculation and experimental validation of induced currents on coupled wires in an arbitrary shaped cavity an efficient numerical technique is presented for the calculation of induced electric currents on coupled wires and multiconductor bundles placed in an arbitrary shaped cavity and excited by an external incident plane wave the method is based upon the finite difference time domain fd td formulation the concept of equivalent radius is used to replace wire bundles with single wires in the fd td model then the radius of the equivalent wire is accounted by a modified fd td time stepping expression based on a faraday s law contour path formulation for the looping magnetic fields adjacent to the wire fd td computed fields at a virtual surface fully enclosing the equivalent wire are then obtained permitting calculation of the currents on the wires of the original bundle using a standard electric field integral equation efie substantial analytical and experimental validations are reported for both time harmonic and broad band excitations of wires in free space and in a high q metal cavity