Simultaneous Perturbation Newton Algorithms for Simulation Optimization

We present a new Hessian estimator based on the simultaneous perturbation procedure, that requires three system simulations regardless of the parameter dimension. We then present two Newton-based simulation optimization algorithms that incorporate this Hessian estimator. The two algorithms differ primarily in the manner in which the Hessian estimate is used. Both our algorithms do not compute the inverse Hessian explicitly, thereby saving on computational effort. While our first algorithm directly obtains the product of the inverse Hessian with the gradient of the objective, our second algorithm makes use of the Sherman-Morrison matrix inversion lemma to recursively estimate the inverse Hessian. We provide proofs of convergence for both our algorithms. Next, we consider an interesting application of our algorithms on a problem of road traffic control. Our algorithms are seen to exhibit better performance than two Newton algorithms from a recent prior work.

An interior penalty method for distributed optimal control problems governed by the biharmonic operator

In this paper, a C-0 interior penalty method has been proposed and analyzed for distributed optimal control problems governed by the biharmonic operator. The state and adjoint variables are discretized using continuous piecewise quadratic finite elements while the control variable is discretized using piecewise constant approximations. A priori and a posteriori error estimates are derived for the state, adjoint and control variables under minimal regularity assumptions. Numerical results justify the theoretical results obtained. The a posteriori error estimators are useful in adaptive finite element approximation and the numerical results indicate that the sharp error estimators work efficiently in guiding the mesh refinement. (C) 2014 Elsevier Ltd. All rights reserved.

The Tetrablock as a Spectral Set

The tetrablock, roughly speaking, is the set of all linear fractional maps that map the open unit disc to itself. A formal definition of this inhomogeneous domain is given below. This paper considers triples of commuting bounded operators (A,B,P) that have the tetrablock as a spectral set. Such a triple is named a tetrablock contraction. The motivation comes from the success of model theory in another inhomogeneous domain, namely, the symmetrized bidisc F. A pair of commuting bounded operators (S,P) with Gamma as a spectral set is called a Gamma-contraction, and always has a dilation. The two domains are related intricately as the Lemma 3.2 below shows. Given a triple (A, B, P) as above, we associate with it a pair (F-1, F-2), called its fundamental operators. We show that (A,B,P) dilates if the fundamental operators F-1 and F-2 satisfy certain commutativity conditions. Moreover, the dilation space is no bigger than the minimal isometric dilation space of the contraction P. Whether these commutativity conditions are necessary, too, is not known. what we have shown is that if there is a tetrablock isometric dilation on the minimal isometric dilation space of P. then those commutativity conditions necessarily get imposed on the fundamental operators. En route, we decipher the structure of a tetrablock unitary (this is the candidate as the dilation triple) and a tertrablock isometry (the restriction of a tetrablock unitary to a joint invariant sub-space). We derive new results about r-contractions and apply them to tetrablock contractions. The methods applied are motivated by 11]. Although the calculations are lengthy and more complicated, they beautifully reveal that the dilation depends on the mutual relationship of the two fundamental operators, so that certain conditions need to be satisfied. The question of whether all tetrablock contractions dilate or not is unresolved.

A FRAMEWORK FOR THE ERROR ANALYSIS OF DISCONTINUOUS FINITE ELEMENT METHODS FOR ELLIPTIC OPTIMAL CONTROL PROBLEMS AND APPLICATIONS TO C-0 IP METHODS

In this article, an abstract framework for the error analysis of discontinuous Galerkin methods for control constrained optimal control problems is developed. The analysis establishes the best approximation result from a priori analysis point of view and delivers a reliable and efficient a posteriori error estimator. The results are applicable to a variety of problems just under the minimal regularity possessed by the well-posedness of the problem. Subsequently, the applications of C-0 interior penalty methods for a boundary control problem as well as a distributed control problem governed by the biharmonic equation subject to simply supported boundary conditions are discussed through the abstract analysis. Numerical experiments illustrate the theoretical findings.

Isolated singularities of polyharmonic operator in even dimension

We consider the equation Delta(2)u = g(x, u) >= 0 in the sense of distribution in Omega' = Omega\textbackslash {0} where u and -Delta u >= 0. Then it is known that u solves Delta(2)u = g(x, u) + alpha delta(0) - beta Delta delta(0), for some nonnegative constants alpha and beta. In this paper, we study the existence of singular solutions to Delta(2)u = a(x) f (u) + alpha delta(0) - beta Delta delta(0) in a domain Omega subset of R-4, a is a nonnegative measurable function in some Lebesgue space. If Delta(2)u = a(x) f (u) in Omega', then we find the growth of the nonlinearity f that determines alpha and beta to be 0. In case when alpha = beta = 0, we will establish regularity results when f (t) <= Ce-gamma t, for some C, gamma > 0. This paper extends the work of Soranzo (1997) where the author finds the barrier function in higher dimensions (N >= 5) with a specific weight function a(x) = |x|(sigma). Later, we discuss its analogous generalization for the polyharmonic operator.

A C-0 Interior Penalty Method for a Fourth-order Variational Inequality of the Second Kind

In this article, we propose a C-0 interior penalty ((CIP)-I-0) method for the frictional plate contact problem and derive both a priori and a posteriori error estimates. We derive an abstract error estimate in the energy norm without additional regularity assumption on the exact solution. The a priori error estimate is of optimal order whenever the solution is regular. Further, we derive a reliable and efficient a posteriori error estimator. Numerical experiments are presented to illustrate the theoretical results. (c) 2015Wiley Periodicals, Inc.

A Closer Look at Multiple Forking: Leveraging (In)Dependence for a Tighter Bound

Boldyreva, Palacio and Warinschi introduced a multiple forking game as an extension of general forking. The notion of (multiple) forking is a useful abstraction from the actual simulation of cryptographic scheme to the adversary in a security reduction, and is achieved through the intermediary of a so-called wrapper algorithm. Multiple forking has turned out to be a useful tool in the security argument of several cryptographic protocols. However, a reduction employing multiple forking incurs a significant degradation of , where denotes the upper bound on the underlying random oracle calls and , the number of forkings. In this work we take a closer look at the reasons for the degradation with a tighter security bound in mind. We nail down the exact set of conditions for success in the multiple forking game. A careful analysis of the cryptographic schemes and corresponding security reduction employing multiple forking leads to the formulation of `dependence' and `independence' conditions pertaining to the output of the wrapper in different rounds. Based on the (in)dependence conditions we propose a general framework of multiple forking and a General Multiple Forking Lemma. Leveraging (in)dependence to the full allows us to improve the degradation factor in the multiple forking game by a factor of . By implication, the cost of a single forking involving two random oracles (augmented forking) matches that involving a single random oracle (elementary forking). Finally, we study the effect of these observations on the concrete security of existing schemes employing multiple forking. We conclude that by careful design of the protocol (and the wrapper in the security reduction) it is possible to harness our observations to the full extent.