OATAO is an open access repository that collects the work of Toulouse researchers and makes it freely available over the web where possible. A numerical investigation of high-Reynolds-number constant-volume non-Boussinesq density currents in deep ambient. The time-dependent behaviour of non-Boussinesq high-Reynolds-number density currents, released from a lock of height h 0 and length x 0 into ...

This paper presents a comparative study on the Predictive Direct Torque Control method and the Indirect Space Vector Modulation Direct Torque Control method for a Doubly-Fed Induction Machine (DFIM) which its rotor is fed by an Indirect Matrix Converter (IMC). In Conventional DTC technique, good transient and steady-state performances are achieved but it presents a non constant switching fr...

In this paper, we are concerned with the generalized Boussinesq equation including the singularly sixth-order Boussinesq equation, which describes the bi-directional propagation of small amplitude and long capillary-gravity waves on the surface of shallow water for bond number less than but very close to 1/3. By the means of two proper ansatzs, we obtain explicit traveling solitary wave solutio...

Abstract. A fully discrete a priori analysis of the finite element heterogenenous multiscale method (FE-HMM) introduced in [A. Abdulle, M. Grote, C. Stohrer, Multiscale Model. Simul. 2014] for the wave equation with highly oscillatory coefficients over long time is presented. A sharp a priori convergence rate for the numerical method is derived for long time intervals. The effective model over ...

The complete convergence is investigated for moving-average processes of doubly infinite sequence of negative dependence sub-gaussian random variables with zero means, finite variances and absolutely summable coefficients. As a corollary, the rate of complete convergence is obtained under some suitable conditions on the coefficients.

Since Pardoux and Peng firstly studied the following nonlinear backward stochastic differential equations in 1990. The theory of BSDE has been widely studied and applied, especially in the stochastic control, stochastic differential games, financial mathematics and partial differential equations. In 1994, Pardoux and Peng came up with backward doubly stochastic differential equations to give th...

We generalize the classical notion of majorization in Rn to a majorization order for functions defined on a partially ordered set P . In this generalization we use inequalities for partial sums associated with ideals in P . Basic properties are established, including connections to classical majorization. Moreover, we investigate transfers (given by doubly stochastic matrices), complexity issue...

The polytope Q, of the convex combinations of the permutation matrices of order n is well known (Birkhoff’s theorem) to be the polytope of doubly stochastic matrices of order n. In particular it is easy to decide whether a matrix of order n belongs to Q,. . check to see that the entries are nonnegative and that all row and columns sums equal 1. Now the permutations z of { 1, 2, . . . . n} are i...

We prove a general theorem that the L2ρ(R ;R) ⊗ L2ρ(R ;R) valued solution of an infinite horizon backward doubly stochastic differential equation, if exists, gives the stationary solution of the corresponding stochastic partial differential equation. We prove the existence and uniqueness of the L2ρ(R ;R)⊗Lρ(R ;R) valued solutions for backward doubly stochastic differential equations on finite a...