New variational principles for systems of partial differential equations

The question of finding variational principles for coupled systems of first order partial differential equations is considered. Using a potential representation for solutions of the first order system a higher order system is obtained. Existence of a variational principle follows if the original system can be transformed to a self-adjoint higher order system. Existence of variational principles for all linear wave equations with constant coefficients having real dispersion relations is established. The method of adjoining some of the equations of the original system to a suitable Lagrangian function by the method of Lagrange multipliers is used to construct new variational principles for a class of linear systems. The equations used as side conditions must satisfy highly-restrictive integrability conditions. In the more difficult nonlinear case the system of two equations in two independent variables can be analyzed completely. For systems determined by two conservation laws the side condition must be a conservation law in addition to satisfying the integrability conditions.

Geometric integration applied to moving mesh methods and degenerate Lagrangians

Moving mesh methods (also called r-adaptive methods) are space-adaptive strategies used for the numerical simulation of time-dependent partial differential equations. These methods keep the total number of mesh points fixed during the simulation, but redistribute them over time to follow the areas where a higher mesh point density is required. There are a very limited number of moving mesh methods designed for solving field-theoretic partial differential equations, and the numerical analysis of the resulting schemes is challenging. In this thesis we present two ways to construct r-adaptive variational and multisymplectic integrators for (1+1)-dimensional Lagrangian field theories. The first method uses a variational discretization of the physical equations and the mesh equations are then coupled in a way typical of the existing r-adaptive schemes. The second method treats the mesh points as pseudo-particles and incorporates their dynamics directly into the variational principle. A user-specified adaptation strategy is then enforced through Lagrange multipliers as a constraint on the dynamics of both the physical field and the mesh points. We discuss the advantages and limitations of our methods. The proposed methods are readily applicable to (weakly) non-degenerate field theories---numerical results for the Sine-Gordon equation are presented.

In an attempt to extend our approach to degenerate field theories, in the last part of this thesis we construct higher-order variational integrators for a class of degenerate systems described by Lagrangians that are linear in velocities. We analyze the geometry underlying such systems and develop the appropriate theory for variational integration. Our main observation is that the evolution takes place on the primary constraint and the 'Hamiltonian' equations of motion can be formulated as an index 1 differential-algebraic system. We then proceed to construct variational Runge-Kutta methods and analyze their properties. The general properties of Runge-Kutta methods depend on the 'velocity' part of the Lagrangian. If the 'velocity' part is also linear in the position coordinate, then we show that non-partitioned variational Runge-Kutta methods are equivalent to integration of the corresponding first-order Euler-Lagrange equations, which have the form of a Poisson system with a constant structure matrix, and the classical properties of the Runge-Kutta method are retained. If the 'velocity' part is nonlinear in the position coordinate, we observe a reduction of the order of convergence, which is typical of numerical integration of DAEs. We also apply our methods to several models and present the results of our numerical experiments.

Various algorithms for optimization and learning in adaptive systems

This thesis discusses various methods for learning and optimization in adaptive systems. Overall, it emphasizes the relationship between optimization, learning, and adaptive systems; and it illustrates the influence of underlying hardware upon the construction of efficient algorithms for learning and optimization. Chapter 1 provides a summary and an overview.

Chapter 2 discusses a method for using feed-forward neural networks to filter the noise out of noise-corrupted signals. The networks use back-propagation learning, but they use it in a way that qualifies as unsupervised learning. The networks adapt based only on the raw input data-there are no external teachers providing information on correct operation during training. The chapter contains an analysis of the learning and develops a simple expression that, based only on the geometry of the network, predicts performance.

Chapter 3 explains a simple model of the piriform cortex, an area in the brain involved in the processing of olfactory information. The model was used to explore the possible effect of acetylcholine on learning and on odor classification. According to the model, the piriform cortex can classify odors better when acetylcholine is present during learning but not present during recall. This is interesting since it suggests that learning and recall might be separate neurochemical modes (corresponding to whether or not acetylcholine is present). When acetylcholine is turned off at all times, even during learning, the model exhibits behavior somewhat similar to Alzheimer's disease, a disease associated with the degeneration of cells that distribute acetylcholine.

Chapters 4, 5, and 6 discuss algorithms appropriate for adaptive systems implemented entirely in analog hardware. The algorithms inject noise into the systems and correlate the noise with the outputs of the systems. This allows them to estimate gradients and to implement noisy versions of gradient descent, without having to calculate gradients explicitly. The methods require only noise generators, adders, multipliers, integrators, and differentiators; and the number of devices needed scales linearly with the number of adjustable parameters in the adaptive systems. With the exception of one global signal, the algorithms require only local information exchange.

Uncovering the Lagrangian from observations of trajectories

We approach the problem of automatically modeling a mechanical system from data about its dynamics, using a method motivated by variational integrators. We write the discrete Lagrangian as a quadratic polynomial with varying coefficients, and then use the discrete Euler-Lagrange equations to numerically solve for the values of these coefficients near the data points. This method correctly modeled the Lagrangian of a simple harmonic oscillator and a simple pendulum, even with significant measurement noise added to the trajectories.