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article

Accelerated adaptive Perry conjugate gradient algorithms based on the self-scaling memoryless BFGS update

Neculai Andrei

Journal of Computational and Applied Mathematics > 2017 > 325 > Complete > 149-164

An accelerated adaptive class of nonlinear conjugate gradient algorithms is suggested. The search direction in these algorithms is given by symmetrization of the scaled Perry conjugate gradient direction (Perry, 1978), which depends on a positive parameter. The value of this parameter is determined by minimizing the distance between the symmetrical scaled Perry conjugate gradient search direction...

article

Asynchronous machine rotor speed estimation using a tabulated numerical approach

Huu Phuc Nguyen, Jérôme De Miras, Ali Charara, Mario Eltabach, more

Mechanical Systems and Signal Processing > 2017 > 97 > Complete > 84-94

This paper proposes a new method to estimate the rotor speed of the asynchronous machine by looking at the estimation problem as a nonlinear optimal control problem. The behavior of the nonlinear plant model is approximated off-line as a prediction map using a numerical one-step time discretization obtained from simulations. At each time-step, the speed of the induction machine is selected satisfying...

article

Comparison of methods for separating vibration sources in rotating machinery

Renata Klein

Mechanical Systems and Signal Processing > 2017 > 97 > Complete > 20-32

Vibro-acoustic signatures are widely used for diagnostics of rotating machinery. Vibration based automatic diagnostics systems need to achieve a good separation between signals generated by different sources. The separation task may be challenging, since the effects of the different vibration sources often overlap.In particular, there is a need to separate between signals related to the natural frequencies...

article

Stochastic symplectic Runge–Kutta methods for the strong approximation of Hamiltonian systems with additive noise

Weien Zhou, Jingjing Zhang, Jialin Hong, Songhe Song

Journal of Computational and Applied Mathematics > 2017 > 325 > Complete > 134-148

In this paper, we construct stochastic symplectic Runge–Kutta (SSRK) methods of high strong order for Hamiltonian systems with additive noise. By means of colored rooted tree theory, we combine conditions of mean-square order 1.5 and symplectic conditions to get totally derivative-free schemes. We also achieve mean-square order 2.0 symplectic schemes for a class of second-order Hamiltonian systems...

article

Forward starting options pricing with double stochastic volatility, stochastic interest rates and double jumps

Sumei Zhang, Yudong Sun

Journal of Computational and Applied Mathematics > 2017 > 325 > Complete > 34-41

We present an extension of double Heston stochastic volatility model by introducing CIR stochastic interest rate and double exponential jumps in the stock price process. We derive the characteristic function and forward characteristic function of the log asset price and thereby forward starting options are well evaluated by the COS method. We also provide efficient simulation of the proposed model...

article

Asymptotic results for ruin probability in a two-dimensional risk model with stochastic investment returns

Fenglong Guo, Dingcheng Wang, Hailiang Yang

Journal of Computational and Applied Mathematics > 2017 > 325 > Complete > 198-221

This paper considers a two-dimensional time-dependent risk model with stochastic investment returns. In the model, an insurer operates two lines of insurance businesses sharing a common claim number process and can invest its surplus into some risky assets. The claim number process is assumed to be a renewal counting process and the investment return is modeled by a geometric Lévy process. Furthermore,...

article

A method for reduction of Acoustic Emission (AE) data with application in machine failure detection and diagnosis

Cristián Molina Vicuña, Christoph Höweler

Mechanical Systems and Signal Processing > 2017 > 97 > Complete > 44-58

The use of AE in machine failure diagnosis has increased over the last years. Most AE-based failure diagnosis strategies use digital signal processing and thus require the sampling of AE signals. High sampling rates are required for this purpose (e.g. 2MHz or higher), leading to streams of large amounts of data. This situation is aggravated if fine resolution and/or multiple sensors are required....

article

A history of cepstrum analysis and its application to mechanical problems

Robert B. Randall

Mechanical Systems and Signal Processing > 2017 > 97 > Complete > 3-19

It is not widely realised that the first paper on cepstrum analysis was published two years before the FFT algorithm, despite having Tukey as a common author, and its definition was such that it was not reversible even to the log spectrum. After publication of the FFT in 1965, the cepstrum was redefined so as to be reversible to the log spectrum, and shortly afterwards Oppenheim and Schafer defined...

article

Fault detection in rotating machines with beamforming: Spatial visualization of diagnosis features

E. Cardenas Cabada, Q. Leclere, J. Antoni, N. Hamzaoui

Mechanical Systems and Signal Processing > 2017 > 97 > Complete > 33-43

Rotating machines diagnosis is conventionally related to vibration analysis. Sensors are usually placed on the machine to gather information about its components. The recorded signals are then processed through a fault detection algorithm allowing the identification of the failing part. This paper proposes an acoustic-based diagnosis method. A microphone array is used to record the acoustic field...

article

Spectral variational integrators for semi-discrete Hamiltonian wave equations

Yiqun Li, Boying Wu, Melvin Leok

Journal of Computational and Applied Mathematics > 2017 > 325 > Complete > 56-73

In this paper, we present a highly accurate Hamiltonian structure-preserving numerical method for simulating Hamiltonian wave equations. This method is obtained by applying spectral variational integrators (SVI) to the system of Hamiltonian ODEs which are derived from the spatial semi-discretization of the Hamiltonian PDE. The spatial variable is discretized by using high-order symmetric finite-differences...

article

An improved spectral meshless radial point interpolation for a class of time-dependent fractional integral equations: 2D fractional evolution equation

Elyas Shivanian, Ahmad Jafarabadi

Journal of Computational and Applied Mathematics > 2017 > 325 > Complete > 18-33

In this paper, a kind of spectral meshless radial point interpolation (SMRPI) technique is applied to the fractional evolution equation in two-dimensional for arbitrary fractional order. The applied approach is based on erudite combination of meshless methods and spectral collocation techniques. The point interpolation method with the help of radial basis functions is used to construct shape functions...

article

Editorial of the special issue “Surveillance conference”

Mechanical Systems and Signal Processing > 2017 > 97 > Complete > 1-2

article

Estimation of geometric properties of three-component signals for system monitoring

Pierre Granjon, Gailene Shih Lyn Phua

Mechanical Systems and Signal Processing > 2017 > 97 > Complete > 95-111

Most methods for condition monitoring are based on the analysis and characterization of physical quantities that are three-dimensional in nature. Plotted in a three-dimensional Euclidian space as a function of time, such quantities follow a trajectory whose geometric characteristics are representative of the state of the monitored system. Usual condition monitoring techniques often study the measured...

article

A multilevel decoupling method for the Navier–Stokes/Darcy model

Prince Chidyagwai

Journal of Computational and Applied Mathematics > 2017 > 325 > Complete > 74-96

This paper considers a multilevel decoupling method for the coupled Navier–Stokes/Darcy model describing a free flowing fluid over a porous medium. The method utilizes a sequence of meshes on which a low dimensional fully coupled nonlinear problem is solved only on a very coarse initial mesh. On subsequent finer meshes, the approximate solution in each flow region is obtained by solving a linear decoupled...

article

Pose alignment of aircraft structures with distance sensors and CCD cameras

Hua Liu, Weidong Zhu, Yinglin Ke

Robotics and Computer Integrated Manufacturing > 2017 > 48 > Complete > 30-38

A precise transshipment system is developed for automatic transporting material between an automated guided vehicle (AGV) and a load transfer station. In order to implement the alignment of the fixture base on board the AGV with that of the station, it's necessary to measure the pose of the AGV with respect to the station. The pose measurement system combined four distance sensors with two CCD cameras,...

article

An approach to in-process surface texture condition monitoring

Huibin Sun, Dongdong Gao, Zidong Zhao, Xin Tang

Robotics and Computer Integrated Manufacturing > 2017 > 48 > Complete > 254-262

Surface textures formed in the machining process have a great influence on parts’ mechanical behaviours. Normally, the surface textures are inspected by using the images of the machined and cleaned parts. In this paper, an in-process surface texture condition monitoring approach is proposed. Based on the grey-level co-occurrence matrices, some surface texture image features are extracted to describe...

article

On the detection of defects on specular car body surfaces

Jaime Molina, J. Ernesto Solanes, Laura Arnal, Josep Tornero

Robotics and Computer Integrated Manufacturing > 2017 > 48 > Complete > 263-278

The automatic detection of small defects (of up to 0.2mm in diameter) on car body surfaces following the painting process is currently one of the greatest issues facing quality control in the automotive industry. Although several systems have been developed during the last decade to provide a solution to this problem, these, to the best of our knowledge, have been focused solely on flat surfaces and...

article

A non-retraction path planning approach for extrusion-based additive manufacturing

Yuan Jin, Yong He, Guoqiang Fu, Aibing Zhang, more

Robotics and Computer Integrated Manufacturing > 2017 > 48 > Complete > 132-144

Notwithstanding the widespread use and large number of advantages over traditional subtractive manufacturing techniques, the application of additive manufacturing technologies is currently limited by the undesirable fabricating efficiency, which has attracted attentions from a wide range of areas, such as fabrication method, material improvement, and algorithm optimization. As a critical step in the...

article

Large scale layering laser surface texturing system based on high speed optical scanners and gantry machine tool

Ming Jiang, Xizhao Wang, Shanhao Ke, Fei Zhang, more

Robotics and Computer Integrated Manufacturing > 2017 > 48 > Complete > 113-120

A layering laser surface texturing system for large freeform surface workpiece was realized with a reconfigurable structure of usual mechanical gantry machine tool plus laser processing head, which is composed of dual high speed galvanometer optical scanning axes and a mechanical linear axis. The principle of layering processing ability of laser focus point and the method to divide freeform surface...

article

Design, analysis and control of a winding hybrid-driven cable parallel manipulator

Bin Zi, Huihui Sun, Dan Zhang

Robotics and Computer Integrated Manufacturing > 2017 > 48 > Complete > 196-208

This paper is related to the design, analysis and control of a winding hybrid-driven cable parallel manipulator (WHCPM). The WHCPM has the advantages of both cable parallel manipulator and hybrid-driven planar five-bar mechanism. Design of the WHCPM is explained, and the structure static analysis is carried out by using finite element method. Dynamics and payload capability of the WHCPM are studied...

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Accelerated adaptive Perry conjugate gradient algorithms based on the self-scaling memoryless BFGS update

Asynchronous machine rotor speed estimation using a tabulated numerical approach

Comparison of methods for separating vibration sources in rotating machinery

Stochastic symplectic Runge–Kutta methods for the strong approximation of Hamiltonian systems with additive noise

Forward starting options pricing with double stochastic volatility, stochastic interest rates and double jumps

Asymptotic results for ruin probability in a two-dimensional risk model with stochastic investment returns

A method for reduction of Acoustic Emission (AE) data with application in machine failure detection and diagnosis

A history of cepstrum analysis and its application to mechanical problems

Fault detection in rotating machines with beamforming: Spatial visualization of diagnosis features

Spectral variational integrators for semi-discrete Hamiltonian wave equations

An improved spectral meshless radial point interpolation for a class of time-dependent fractional integral equations: 2D fractional evolution equation

Editorial of the special issue “Surveillance conference”

Estimation of geometric properties of three-component signals for system monitoring

A multilevel decoupling method for the Navier–Stokes/Darcy model

Pose alignment of aircraft structures with distance sensors and CCD cameras

An approach to in-process surface texture condition monitoring

On the detection of defects on specular car body surfaces

A non-retraction path planning approach for extrusion-based additive manufacturing

Large scale layering laser surface texturing system based on high speed optical scanners and gantry machine tool

Design, analysis and control of a winding hybrid-driven cable parallel manipulator

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