90 resultados para Markov chains, uniformization, inexact methods, relaxed matrix-vector


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While frame-invariant solutions for arbitrarily large rotational deformations have been reported through the orthogonal matrix parametrization, derivation of such solutions purely through a rotation vector parametrization, which uses only three parameters and provides a parsimonious storage of rotations, is novel and constitutes the subject of this paper. In particular, we employ interpolations of relative rotations and a new rotation vector update for a strain-objective finite element formulation in the material framework. We show that the update provides either the desired rotation vector or its complement. This rules out an additive interpolation of total rotation vectors at the nodes. Hence, interpolations of relative rotation vectors are used. Through numerical examples, we show that combining the proposed update with interpolations of relative rotations yields frame-invariant and path-independent numerical solutions. Advantages of the present approach vis-a-vis the updated Lagrangian formulation are also analyzed.

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The problem of structural damage detection based on measured frequency response functions of the structure in its damaged and undamaged states is considered. A novel procedure that is based on inverse sensitivity of the singular solutions of the system FRF matrix is proposed. The treatment of possibly ill-conditioned set of equations via regularization scheme and questions on spatial incompleteness of measurements are considered. The application of the method in dealing with systems with repeated natural frequencies and (or) packets of closely spaced modes is demonstrated. The relationship between the proposed method and the methods based on inverse sensitivity of eigensolutions and frequency response functions is noted. The numerical examples on a 5-degree of freedom system, a one span free-free beam and a spatially periodic multi-span beam demonstrate the efficacy of the proposed method and its superior performance vis-a-vis methods based on inverse eigensensitivity.

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Following the method of Ioffe and Smilga, the propagation of the baryon current in an external constant axial-vector field is considered. The close similarity of the operator-product expansion with and without an external field is shown to arise from the chiral invariance of gauge interactions in perturbation theory. Several sum rules corresponding to various invariants both for the nucleon and the hyperons are derived. The analysis of the sum rules is carried out by two independent methods, one called the ratio method and the other called the continuum method, paying special attention to the nondiagonal transitions induced by the external field between the ground state and excited states. Up to operators of dimension six, two new external-field-induced vacuum expectation values enter the calculations. Previous work determining these expectation values from PCAC (partial conservation of axial-vector current) are utilized. Our determination from the sum rules of the nucleon axial-vector renormalization constant GA, as well as the Cabibbo coupling constants in the SU3-symmetric limit (ms=0), is in reasonable accord with the experimental values. Uncertainties in the analysis are pointed out. The case of broken flavor SU3 symmetry is also considered. While in the ratio method, the results are stable for variation of the fiducial interval of the Borel mass parameter over which the left-hand side and the right-hand side of the sum rules are matched, in the continuum method the results are less stable. Another set of sum rules determines the value of the linear combination 7F-5D to be ≊0, or D/(F+D)≊(7/12). .AE

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We address the issue of complexity for vector quantization (VQ) of wide-band speech LSF (line spectrum frequency) parameters. The recently proposed switched split VQ (SSVQ) method provides better rate-distortion (R/D) performance than the traditional split VQ (SVQ) method, even at the requirement of lower computational complexity. but at the expense of much higher memory. We develop the two stage SVQ (TsSVQ) method, by which we gain both the memory and computational advantages and still retain good R/D performance. The proposed TsSVQ method uses a full dimensional quantizer in its first stage for exploiting all the higher dimensional coding advantages and then, uses an SVQ method for quantizing the residual vector in the second stage so as to reduce the complexity. We also develop a transform domain residual coding method in this two stage architecture such that it further reduces the computational complexity. To design an effective residual codebook in the second stage, variance normalization of Voronoi regions is carried out which leads to the design of two new methods, referred to as normalized two stage SVQ (NTsSVQ) and normalized two stage transform domain SVQ (NTsTrSVQ). These two new methods have complimentary strengths and hence, they are combined in a switched VQ mode which leads to the further improvement in R/D performance, but retaining the low complexity requirement. We evaluate the performances of new methods for wide-band speech LSF parameter quantization and show their advantages over established SVQ and SSVQ methods.

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We address risk minimizing option pricing in a semi-Markov modulated market where the floating interest rate depends on a finite state semi-Markov process. The growth rate and the volatility of the stock also depend on the semi-Markov process. Using the Föllmer–Schweizer decomposition we find the locally risk minimizing price for European options and the corresponding hedging strategy. We develop suitable numerical methods for computing option prices.

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Using the link-link incidence matrix to represent a simple-jointed kinematic chain algebraic procedures have been developed to determine its structural characteristics such as the type of freedom of the chain, the number of distinct mechanisms and driving mechanisms that can be derived from the chain. A computer program incorporating these graph theory based procedures has been applied successfully for the structural analysis of several typical chains.

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We have used the density matrix renormalization group (DMRG) method to study the linear and nonlinear optical responses of first generation nitrogen based dendrimers with donor acceptor groups. We have employed Pariser–Parr–Pople Hamiltonian to model the interacting pi electrons in these systems. Within the DMRG method we have used an innovative scheme to target excited states with large transition dipole to the ground state. This method reproduces exact optical gaps and polarization in systems where exact diagonalization of the Hamiltonian is possible. We have used a correction vector method which tacitly takes into account the contribution of all excited states, to obtain the ground state polarizibility, first hyperpolarizibility, and two photon absorption cross sections. We find that the lowest optical excitations as well as the lowest excited triplet states are localized. It is interesting to note that the first hyperpolarizibility saturates more rapidly with system size compared to linear polarizibility unlike that of linear polyenes.

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This paper describes the application of vector spaces over Galois fields, for obtaining a formal description of a picture in the form of a very compact, non-redundant, unique syntactic code. Two different methods of encoding are described. Both these methods consist in identifying the given picture as a matrix (called picture matrix) over a finite field. In the first method, the eigenvalues and eigenvectors of this matrix are obtained. The eigenvector expansion theorem is then used to reconstruct the original matrix. If several of the eigenvalues happen to be zero this scheme results in a considerable compression. In the second method, the picture matrix is reduced to a primitive diagonal form (Hermite canonical form) by elementary row and column transformations. These sequences of elementary transformations constitute a unique and unambiguous syntactic code-called Hermite code—for reconstructing the picture from the primitive diagonal matrix. A good compression of the picture results, if the rank of the matrix is considerably lower than its order. An important aspect of this code is that it preserves the neighbourhood relations in the picture and the primitive remains invariant under translation, rotation, reflection, enlargement and replication. It is also possible to derive the codes for these transformed pictures from the Hermite code of the original picture by simple algebraic manipulation. This code will find extensive applications in picture compression, storage, retrieval, transmission and in designing pattern recognition and artificial intelligence systems.

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Further improvement in performance, to achieve near transparent quality LSF quantization, is shown to be possible by using a higher order two dimensional (2-D) prediction in the coefficient domain. The prediction is performed in a closed-loop manner so that the LSF reconstruction error is the same as the quantization error of the prediction residual. We show that an optimum 2-D predictor, exploiting both inter-frame and intra-frame correlations, performs better than existing predictive methods. Computationally efficient split vector quantization technique is used to implement the proposed 2-D prediction based method. We show further improvement in performance by using weighted Euclidean distance.

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Background and Objective: Oral submucous fibrosis, a disease of collagen disorder, has been attributed to arecoline present in the saliva of betel quid chewers. However, the molecular basis of the action of arecoline in the pathogenesis of oral submucous fibrosis is poorly understood. The basic aim of our study was to elucidate the mechanism underlying the action of arecoline on the expression of genes in oral fibroblasts. Material and Methods: Human keratinocytes (HaCaT cells) and primary human gingival fibroblasts were treated with arecoline in combination with various pathway inhibitors, and the expression of transforming growth factor-beta isoform genes and of collagen isoforms was assessed using reverse transcription polymerase chain reaction analysis. Results: We observed the induction of transforming growth factor-beta2 by arecoline in HaCaT cells and this induction was found to be caused by activation of the M-3 muscarinic acid receptor via the induction of calcium and the protein kinase C pathway. Most importantly, we showed that transforming growth factor-beta2 was significantly overexpressed in oral submucous fibrosis tissues (p = 0.008), with a median of 2.13 (n = 21) compared with 0.75 (n = 18) in normal buccal mucosal tissues. Furthermore, arecoline down-regulated the expression of collagens 1A1 and 3A1 in human primary gingival fibroblasts; however these collagens were induced by arecoline in the presence of spent medium of cultured human keratinocytes. Treatment with a transforming growth factor-beta blocker, transforming growth factor-beta1 latency-associated peptide, reversed this up-regulation of collagen, suggesting a role for profibrotic cytokines, such as transforming growth factor-beta, in the induction of collagens. Conclusion: Taken together, our data highlight the importance of arecoline-induced epithelial changes in the pathogenesis of oral submucous fibrosis.

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A new form of a multi-step transversal linearization (MTL) method is developed and numerically explored in this study for a numeric-analytical integration of non-linear dynamical systems under deterministic excitations. As with other transversal linearization methods, the present version also requires that the linearized solution manifold transversally intersects the non-linear solution manifold at a chosen set of points or cross-section in the state space. However, a major point of departure of the present method is that it has the flexibility of treating non-linear damping and stiffness terms of the original system as damping and stiffness terms in the transversally linearized system, even though these linearized terms become explicit functions of time. From this perspective, the present development is closely related to the popular practice of tangent-space linearization adopted in finite element (FE) based solutions of non-linear problems in structural dynamics. The only difference is that the MTL method would require construction of transversal system matrices in lieu of the tangent system matrices needed within an FE framework. The resulting time-varying linearized system matrix is then treated as a Lie element using Magnus’ characterization [W. Magnus, On the exponential solution of differential equations for a linear operator, Commun. Pure Appl. Math., VII (1954) 649–673] and the associated fundamental solution matrix (FSM) is obtained through repeated Lie-bracket operations (or nested commutators). An advantage of this approach is that the underlying exponential transformation could preserve certain intrinsic structural properties of the solution of the non-linear problem. Yet another advantage of the transversal linearization lies in the non-unique representation of the linearized vector field – an aspect that has been specifically exploited in this study to enhance the spectral stability of the proposed family of methods and thus contain the temporal propagation of local errors. A simple analysis of the formal orders of accuracy is provided within a finite dimensional framework. Only a limited numerical exploration of the method is presently provided for a couple of popularly known non-linear oscillators, viz. a hardening Duffing oscillator, which has a non-linear stiffness term, and the van der Pol oscillator, which is self-excited and has a non-linear damping term.

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Polarized scattering in spectral lines is governed by a 4; 4 matrix that describes how the Stokes vector is scattered and redistributed in frequency and direction. Here we develop the theory for this redistribution matrix in the presence of magnetic fields of arbitrary strength and direction. This general magnetic field case is called the Hanle- Zeeman regime, since it covers both of the partially overlapping weak- and strong- field regimes in which the Hanle and Zeeman effects dominate the scattering polarization. In this general regime, the angle-frequency correlations that describe the so-called partial frequency redistribution (PRD) are intimately coupled to the polarization properties. We develop the theory for the PRD redistribution matrix in this general case and explore its detailed mathematical properties and symmetries for the case of a J = 0 -> 1 -> 0 scattering transition, which can be treated in terms of time-dependent classical oscillator theory. It is shown how the redistribution matrix can be expressed as a linear superposition of coherent and noncoherent parts, each of which contain the magnetic redistribution functions that resemble the well- known Hummer- type functions. We also show how the classical theory can be extended to treat atomic and molecular scattering transitions for any combinations of quantum numbers.

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The determination of the overconsolidation ratio (OCR) of clay deposits is an important task in geotechnical engineering practice. This paper examines the potential of a support vector machine (SVM) for predicting the OCR of clays from piezocone penetration test data. SVM is a statistical learning theory based on a structural risk minimization principle that minimizes both error and weight terms. The five input variables used for the SVM model for prediction of OCR are the corrected cone resistance (qt), vertical total stress (sigmav), hydrostatic pore pressure (u0), pore pressure at the cone tip (u1), and the pore pressure just above the cone base (u2). Sensitivity analysis has been performed to investigate the relative importance of each of the input parameters. From the sensitivity analysis, it is clear that qt=primary in situ data influenced by OCR followed by sigmav, u0, u2, and u1. Comparison between SVM and some of the traditional interpretation methods is also presented. The results of this study have shown that the SVM approach has the potential to be a practical tool for determination of OCR.

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The determination of settlement of shallow foundations on cohesionless soil is an important task in geotechnical engineering. Available methods for the determination of settlement are not reliable. In this study, the support vector machine (SVM), a novel type of learning algorithm based on statistical theory, has been used to predict the settlement of shallow foundations on cohesionless soil. SVM uses a regression technique by introducing an ε – insensitive loss function. A thorough sensitive analysis has been made to ascertain which parameters are having maximum influence on settlement. The study shows that SVM has the potential to be a useful and practical tool for prediction of settlement of shallow foundation on cohesionless soil.

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Due to their non-stationarity, finite-horizon Markov decision processes (FH-MDPs) have one probability transition matrix per stage. Thus the curse of dimensionality affects FH-MDPs more severely than infinite-horizon MDPs. We propose two parametrized 'actor-critic' algorithms to compute optimal policies for FH-MDPs. Both algorithms use the two-timescale stochastic approximation technique, thus simultaneously performing gradient search in the parametrized policy space (the 'actor') on a slower timescale and learning the policy gradient (the 'critic') via a faster recursion. This is in contrast to methods where critic recursions learn the cost-to-go proper. We show w.p 1 convergence to a set with the necessary condition for constrained optima. The proposed parameterization is for FHMDPs with compact action sets, although certain exceptions can be handled. Further, a third algorithm for stochastic control of stopping time processes is presented. We explain why current policy evaluation methods do not work as critic to the proposed actor recursion. Simulation results from flow-control in communication networks attest to the performance advantages of all three algorithms.