Error, Confidence, and Cost in Engineering Computations

The questions that one should answer in engineering computations - deterministic, probabilistic/randomized, as well as heuristic - are (i) how good the computed results/outputs are and (ii) how much the cost in terms of amount of computation and the amount of storage utilized in getting the outputs is. The absolutely errorfree quantities as well as the completely errorless computations done in a natural process can never be captured by any means that we have at our disposal. While the computations including the input real quantities in nature/natural processes are exact, all the computations that we do using a digital computer or are carried out in an embedded form are never exact. The input data for such computations are also never exact because any measuring instrument has inherent error of a fixed order associated with it and this error, as a matter of hypothesis and not as a matter of assumption, is not less than 0.005 per cent. Here by error we imply relative error bounds. The fact that exact error is never known under any circumstances and any context implies that the term error is nothing but error-bounds. Further, in engineering computations, it is the relative error or, equivalently, the relative error-bounds (and not the absolute error) which is supremely important in providing us the information regarding the quality of the results/outputs. Another important fact is that inconsistency and/or near-consistency in nature, i.e., in problems created from nature is completely nonexistent while in our modelling of the natural problems we may introduce inconsistency or near-inconsistency due to human error or due to inherent non-removable error associated with any measuring device or due to assumptions introduced to make the problem solvable or more easily solvable in practice. Thus if we discover any inconsistency or possibly any near-inconsistency in a mathematical model, it is certainly due to any or all of the three foregoing factors. We do, however, go ahead to solve such inconsistent/near-consistent problems and do get results that could be useful in real-world situations. The talk considers several deterministic, probabilistic, and heuristic algorithms in numerical optimisation, other numerical and statistical computations, and in PAC (probably approximately correct) learning models. It highlights the quality of the results/outputs through specifying relative error-bounds along with the associated confidence level, and the cost, viz., amount of computations and that of storage through complexity. It points out the limitation in error-free computations (wherever possible, i.e., where the number of arithmetic operations is finite and is known a priori) as well as in the usage of interval arithmetic. Further, the interdependence among the error, the confidence, and the cost is discussed.

Probabilistic design of retaining walls.

Retaining walls are one of the important structures in nearshore environment and are generally designed based on deterministic approaches. The present paper focuses on the reliability assessment of cantilever retaining walls with due consideration to the uncertainties in soil parameters. Reliability analysis quantifies the level of reliability associated with designs and the associated risk. It also gives the formalisation of a design situation that is normally recognised by experienced designers and provides a greater level of consistency in design. The results are also examined in terms of a simple cost function. The study shows that sliding mode is the critical failure mode and the consequent failure costs are also higher. The study also shows that provision of shear key results in improved reliability and reduction in expected costs.

DMT of Multihop Networks: End Points and Computational Tools

In this paper, the diversity-multiplexing gain tradeoff (DMT) of single-source, single-sink (ss-ss), multihop relay networks having slow-fading links is studied. In particular, the two end-points of the DMT of ss-ss full-duplex networks are determined, by showing that the maximum achievable diversity gain is equal to the min-cut and that the maximum multiplexing gain is equal to the min-cut rank, the latter by using an operational connection to a deterministic network. Also included in the paper, are several results that aid in the computation of the DMT of networks operating under amplify-and-forward (AF) protocols. In particular, it is shown that the colored noise encountered in amplify-and-forward protocols can be treated as white for the purpose of DMT computation, lower bounds on the DMT of lower-triangular channel matrices are derived and the DMT of parallel MIMO channels is computed. All protocols appearing in the paper are explicit and rely only upon AF relaying. Half-duplex networks and explicit coding schemes are studied in a companion paper.

Design and performance analysis of a signal detector based on suprathreshold stochastic resonance

This paper presents the design and performance analysis of a detector based on suprathreshold stochastic resonance (SSR) for the detection of deterministic signals in heavy-tailed non-Gaussian noise. The detector consists of a matched filter preceded by an SSR system which acts as a preprocessor. The SSR system is composed of an array of 2-level quantizers with independent and identically distributed (i.i.d) noise added to the input of each quantizer. The standard deviation sigma of quantizer noise is chosen to maximize the detection probability for a given false alarm probability. In the case of a weak signal, the optimum sigma also minimizes the mean-square difference between the output of the quantizer array and the output of the nonlinear transformation of the locally optimum detector. The optimum sigma depends only on the probability density functions (pdfs) of input noise and quantizer noise for weak signals, and also on the signal amplitude and the false alarm probability for non-weak signals. Improvement in detector performance stems primarily from quantization and to a lesser extent from the optimization of quantizer noise. For most input noise pdfs, the performance of the SSR detector is very close to that of the optimum detector. (C) 2012 Elsevier B.V. All rights reserved.

A pseudo-time EnKF incorporating shape based reconstruction for diffuse optical tomography

Purpose: The authors aim at developing a pseudo-time, sub-optimal stochastic filtering approach based on a derivative free variant of the ensemble Kalman filter (EnKF) for solving the inverse problem of diffuse optical tomography (DOT) while making use of a shape based reconstruction strategy that enables representing a cross section of an inhomogeneous tumor boundary by a general closed curve. Methods: The optical parameter fields to be recovered are approximated via an expansion based on the circular harmonics (CH) (Fourier basis functions) and the EnKF is used to recover the coefficients in the expansion with both simulated and experimentally obtained photon fluence data on phantoms with inhomogeneous inclusions. The process and measurement equations in the pseudo-dynamic EnKF (PD-EnKF) presently yield a parsimonious representation of the filter variables, which consist of only the Fourier coefficients and the constant scalar parameter value within the inclusion. Using fictitious, low-intensity Wiener noise processes in suitably constructed ``measurement'' equations, the filter variables are treated as pseudo-stochastic processes so that their recovery within a stochastic filtering framework is made possible. Results: In our numerical simulations, we have considered both elliptical inclusions (two inhomogeneities) and those with more complex shapes (such as an annular ring and a dumbbell) in 2-D objects which are cross-sections of a cylinder with background absorption and (reduced) scattering coefficient chosen as mu(b)(a)=0.01mm(-1) and mu('b)(s)=1.0mm(-1), respectively. We also assume mu(a) = 0.02 mm(-1) within the inhomogeneity (for the single inhomogeneity case) and mu(a) = 0.02 and 0.03 mm(-1) (for the two inhomogeneities case). The reconstruction results by the PD-EnKF are shown to be consistently superior to those through a deterministic and explicitly regularized Gauss-Newton algorithm. We have also estimated the unknown mu(a) from experimentally gathered fluence data and verified the reconstruction by matching the experimental data with the computed one. Conclusions: The PD-EnKF, which exhibits little sensitivity against variations in the fictitiously introduced noise processes, is also proven to be accurate and robust in recovering a spatial map of the absorption coefficient from DOT data. With the help of shape based representation of the inhomogeneities and an appropriate scaling of the CH expansion coefficients representing the boundary, we have been able to recover inhomogeneities representative of the shape of malignancies in medical diagnostic imaging. (C) 2012 American Association of Physicists in Medicine. [DOI: 10.1118/1.3679855]

A study on seismicity and seismic hazard for Karnataka State

This paper presents a detailed study on the seismic pattern of the state of Karnataka and also quantifies the seismic hazard for the entire state. In the present work, historical and instrumental seismicity data for Karnataka (within 300 km from Karnataka political boundary) were compiled and hazard analysis was done based on this data. Geographically, Karnataka forms a part of peninsular India which is tectonically identified as an intraplate region of Indian plate. Due to the convergent movement of the Indian plate with the Eurasian plate, movements are occurring along major intraplate faults resulting in seismic activity of the region and hence the hazard assessment of this region is very important. Apart from referring to seismotectonic atlas for identifying faults and fractures, major lineaments in the study area were also mapped using satellite data. The earthquake events reported by various national and international agencies were collected until 2009. Declustering of earthquake events was done to remove foreshocks and aftershocks. Seismic hazard analysis was done for the state of Karnataka using both deterministic and probabilistic approaches incorporating logic tree methodology. The peak ground acceleration (PGA) at rock level was evaluated for the entire state considering a grid size of 0.05A degrees x 0.05A degrees. The attenuation relations proposed for stable continental shield region were used in evaluating the seismic hazard with appropriate weightage factors. Response spectra at rock level for important Tier II cities and Bangalore were evaluated. The contour maps showing the spatial variation of PGA values at bedrock are presented in this work.

Ultrasound Assisted Optical Tomography: Estimation of phase Shift experienced by photon on transit through US insonified region for detection of breast tumor

A Monte Carlo model of ultrasound modulation of multiply scattered coherent light in a highly scattering media has been carried out for estimating the phase shift experienced by a photon beam on its transit through US insonified region. The phase shift is related to the tissue stiffness, thereby opening an avenue for possible breast tumor detection. When the scattering centers in the tissue medium is exposed to a deterministic forcing with the help of a focused ultrasound (US) beam, due to the fact that US-induced oscillation is almost along particular direction, the direction defined by the transducer axis, the scattering events increase, thereby increasing the phase shift experienced by light that traverses through the medium. The phase shift is found to increase with increase in anisotropy g of the medium. However, as the size of the focused region which is the region of interest (ROI) increases, a large number of scattering events take place within the ROI, the ensemble average of the phase shift (Delta phi) becomes very close to zero. The phase of the individual photon is randomly distributed over 2 pi when the scattered photon path crosses a large number of ultrasound wavelengths in the focused region. This is true at high ultrasound frequency (1 MHz) when mean free path length of photon l(s) is comparable to wavelength of US beam. However, at much lower US frequencies (100 Hz), the wavelength of sound is orders of magnitude larger than l(s), and with a high value of g (g 0.9), there is a distinct measurable phase difference for the photon that traverses through the insonified region. Experiments are carried out for validation of simulation results.

Search on a fractal lattice using a quantum random walk

The spatial search problem on regular lattice structures in integer number of dimensions d >= 2 has been studied extensively, using both coined and coinless quantum walks. The relativistic Dirac operator has been a crucial ingredient in these studies. Here, we investigate the spatial search problem on fractals of noninteger dimensions. Although the Dirac operator cannot be defined on a fractal, we construct the quantum walk on a fractal using the flip-flop operator that incorporates a Klein-Gordon mode. We find that the scaling behavior of the spatial search is determined by the spectral (and not the fractal) dimension. Our numerical results have been obtained on the well-known Sierpinski gaskets in two and three dimensions.

Dynamical configurations and bistability of helical nanostructures under external torque

We study the motion of a ferromagnetic helical nanostructure under the action of a rotating magnetic field. A variety of dynamical configurations were observed that depended strongly on the direction of magnetization and the geometrical parameters, which were also confirmed by a theoretical model, based on the dynamics of a rigid body under Stokes flow. Although motion at low Reynolds numbers is typically deterministic, under certain experimental conditions the nanostructures showed a surprising bistable behavior, such that the dynamics switched randomly between two configurations, possibly induced by thermal fluctuations. The experimental observations and the theoretical results presented in this paper are general enough to be applicable to any system of ellipsoidal symmetry under external force or torque.

A finite population model of mlecular evolution: theory and computation

This article is concerned with the evolution of haploid organisms that reproduce asexually. In a seminal piece of work, Eigen and coauthors proposed the quasispecies model in an attempt to understand such an evolutionary process. Their work has impacted antiviral treatment and vaccine design strategies. Yet, predictions of the quasispecies model are at best viewed as a guideline, primarily because it assumes an infinite population size, whereas realistic population sizes can be quite small. In this paper we consider a population genetics-based model aimed at understanding the evolution of such organisms with finite population sizes and present a rigorous study of the convergence and computational issues that arise therein. Our first result is structural and shows that, at any time during the evolution, as the population size tends to infinity, the distribution of genomes predicted by our model converges to that predicted by the quasispecies model. This justifies the continued use of the quasispecies model to derive guidelines for intervention. While the stationary state in the quasispecies model is readily obtained, due to the explosion of the state space in our model, exact computations are prohibitive. Our second set of results are computational in nature and address this issue. We derive conditions on the parameters of evolution under which our stochastic model mixes rapidly. Further, for a class of widely used fitness landscapes we give a fast deterministic algorithm which computes the stationary distribution of our model. These computational tools are expected to serve as a framework for the modeling of strategies for the deployment of mutagenic drugs.

Cubicity and Bandwidth

A unit cube in (or a k-cube in short) is defined as the Cartesian product R (1) x R (2) x ... x R (k) where R (i) (for 1 a parts per thousand currency sign i a parts per thousand currency sign k) is a closed interval of the form a (i) , a (i) + 1] on the real line. A k-cube representation of a graph G is a mapping of the vertices of G to k-cubes such that two vertices in G are adjacent if and only if their corresponding k-cubes have a non-empty intersection. The cubicity of G is the minimum k such that G has a k-cube representation. From a geometric embedding point of view, a k-cube representation of G = (V, E) yields an embedding such that for any two vertices u and v, ||f(u) - f(v)||(a) a parts per thousand currency sign 1 if and only if . We first present a randomized algorithm that constructs the cube representation of any graph on n vertices with maximum degree Delta in O(Delta ln n) dimensions. This algorithm is then derandomized to obtain a polynomial time deterministic algorithm that also produces the cube representation of the input graph in the same number of dimensions. The bandwidth ordering of the graph is studied next and it is shown that our algorithm can be improved to produce a cube representation of the input graph G in O(Delta ln b) dimensions, where b is the bandwidth of G, given a bandwidth ordering of G. Note that b a parts per thousand currency sign n and b is much smaller than n for many well-known graph classes. Another upper bound of b + 1 on the cubicity of any graph with bandwidth b is also shown. Together, these results imply that for any graph G with maximum degree Delta and bandwidth b, the cubicity is O(min{b, Delta ln b}). The upper bound of b + 1 is used to derive upper bounds for the cubicity of circular-arc graphs, cocomparability graphs and AT-free graphs in terms of the maximum degree Delta.

Efficient Methods for Robust Classification Under Uncertainty in Kernel Matrices

In this paper we study the problem of designing SVM classifiers when the kernel matrix, K, is affected by uncertainty. Specifically K is modeled as a positive affine combination of given positive semi definite kernels, with the coefficients ranging in a norm-bounded uncertainty set. We treat the problem using the Robust Optimization methodology. This reduces the uncertain SVM problem into a deterministic conic quadratic problem which can be solved in principle by a polynomial time Interior Point (IP) algorithm. However, for large-scale classification problems, IP methods become intractable and one has to resort to first-order gradient type methods. The strategy we use here is to reformulate the robust counterpart of the uncertain SVM problem as a saddle point problem and employ a special gradient scheme which works directly on the convex-concave saddle function. The algorithm is a simplified version of a general scheme due to Juditski and Nemirovski (2011). It achieves an O(1/T-2) reduction of the initial error after T iterations. A comprehensive empirical study on both synthetic data and real-world protein structure data sets show that the proposed formulations achieve the desired robustness, and the saddle point based algorithm outperforms the IP method significantly.

Cramer-Rao-Type Bounds for Sparse Bayesian Learning

In this paper, we derive Hybrid, Bayesian and Marginalized Cramer-Rao lower bounds (HCRB, BCRB and MCRB) for the single and multiple measurement vector Sparse Bayesian Learning (SBL) problem of estimating compressible vectors and their prior distribution parameters. We assume the unknown vector to be drawn from a compressible Student-prior distribution. We derive CRBs that encompass the deterministic or random nature of the unknown parameters of the prior distribution and the regression noise variance. We extend the MCRB to the case where the compressible vector is distributed according to a general compressible prior distribution, of which the generalized Pareto distribution is a special case. We use the derived bounds to uncover the relationship between the compressibility and Mean Square Error (MSE) in the estimates. Further, we illustrate the tightness and utility of the bounds through simulations, by comparing them with the MSE performance of two popular SBL-based estimators. We find that the MCRB is generally the tightest among the bounds derived and that the MSE performance of the Expectation-Maximization (EM) algorithm coincides with the MCRB for the compressible vector. We also illustrate the dependence of the MSE performance of SBL based estimators on the compressibility of the vector for several values of the number of observations and at different signal powers.

Cubicity, degeneracy, and crossing number

A $k$-box $B=(R_1,...,R_k)$, where each $R_i$ is a closed interval on the real line, is defined to be the Cartesian product $R_1\times R_2\times ...\times R_k$. If each $R_i$ is a unit length interval, we call $B$ a $k$-cube. Boxicity of a graph $G$, denoted as $\boxi(G)$, is the minimum integer $k$ such that $G$ is an intersection graph of $k$-boxes. Similarly, the cubicity of $G$, denoted as $\cubi(G)$, is the minimum integer $k$ such that $G$ is an intersection graph of $k$-cubes. It was shown in [L. Sunil Chandran, Mathew C. Francis, and Naveen Sivadasan: Representing graphs as the intersection of axis-parallel cubes. MCDES-2008, IISc Centenary Conference, available at CoRR, abs/cs/ 0607092, 2006.] that, for a graph $G$ with maximum degree $\Delta$, $\cubi(G)\leq \lceil 4(\Delta +1)\log n\rceil$. In this paper, we show that, for a $k$-degenerate graph $G$, $\cubi(G) \leq (k+2) \lceil 2e \log n \rceil$. Since $k$ is at most $\Delta$ and can be much lower, this clearly is a stronger result. This bound is tight. We also give an efficient deterministic algorithm that runs in $O(n^2k)$ time to output a $8k(\lceil 2.42 \log n\rceil + 1)$ dimensional cube representation for $G$. An important consequence of the above result is that if the crossing number of a graph $G$ is $t$, then $\boxi(G)$ is $O(t^{1/4}{\lceil\log t\rceil}^{3/4})$ . This bound is tight up to a factor of $O((\log t)^{1/4})$. We also show that, if $G$ has $n$ vertices, then $\cubi(G)$ is $O(\log n + t^{1/4}\log t)$. Using our bound for the cubicity of $k$-degenerate graphs we show that cubicity of almost all graphs in $\mathcal{G}(n,m)$ model is $O(d_{av}\log n)$, where $d_{av}$ denotes the average degree of the graph under consideration. model is O(davlogn).

Another look at tightness

We examine a natural, but non-tight, reductionist security proof for deterministic message authentication code (MAC) schemes in the multi-user setting. If security parameters for the MAC scheme are selected without accounting for the non-tightness in the reduction, then the MAC scheme is shown to provide a level of security that is less than desirable in the multi-user setting. We find similar deficiencies in the security assurances provided by non-tight proofs when we analyze some protocols in the literature including ones for network authentication and aggregate MACs. Our observations call into question the practical value of non-tight reductionist security proofs. We also exhibit attacks on authenticated encryption schemes, disk encryption schemes, and stream ciphers in the multi-user setting.