Five-stage Milstein methods for SDEs

In this paper, we consider the problem of computing numerical solutions for Ito stochastic differential equations (SDEs). The five-stage Milstein (FSM) methods are constructed for solving SDEs driven by an m-dimensional Wiener process. The FSM methods are fully explicit methods. It is proved that the FSM methods are convergent with strong order 1 for SDEs driven by an m-dimensional Wiener process. The analysis of stability (with multidimensional Wiener process) shows that the mean-square stable regions of the FSM methods are unbounded. The analysis of stability shows that the mean-square stable regions of the methods proposed in this paper are larger than the Milstein method and three-stage Milstein methods.

Comparison of the degree of creativity in the design outcomes using different design methods

This work analyses the influence of several design methods on the degree of creativity of the design outcome. A design experiment has been carried out in which the participants were divided into four teams of three members, and each team was asked to work applying different design methods. The selected methods were Brainstorming, Functional Analysis, and SCAMPER method. The `degree of creativity' of each design outcome is assessed by means of a questionnaire offered to a number of experts and by means of three different metrics: the metric of Moss, the metric of Sarkar and Chakrabarti, and the evaluation of innovative potential. The three metrics share the property of measuring the creativity as a combination of the degree of novelty and the degree of usefulness. The results show that Brainstorming provides more creative outcomes than when no method is applied, while this is not proved for SCAMPER and Functional Analysis.

Performance of inherently compensated flat pad aerostatic bearings subject to dynamic perturbation forces

The importance of air bearing design is growing in engineering. As the trend to precision and ultra precision manufacture gains pace and the drive to higher quality and more reliable products continues, the advantages which can be gained from applying aerostatic bearings to machine tools, instrumentation and test rigs is becoming more apparent. The inlet restrictor design is significant for air bearings because it affects the static and dynamic performance of the air bearing. For instance pocketed orifice bearings give higher load capacity as compared to inherently compensated orifice type bearings, however inherently compensated orifices, also known as laminar flow restrictors are known to give highly stable air bearing systems (less prone to pneumatic hammer) as compared to pocketed orifice air bearing systems. However, they are not commonly used because of the difficulties encountered in manufacturing and assembly of the orifice designs. This paper aims to analyse the static and dynamic characteristics of inherently compensated orifice based flat pad air bearing system. Based on Reynolds equation and mass conservation equation for incompressible flow, the steady state characteristics are studied while the dynamic state characteristics are performed in a similar manner however, using the above equations for compressible flow. Steady state experiments were also performed for a single orifice air bearing and the results are compared to that obtained from theoretical studies. A technique to ease the assembly of orifices with the air bearing plate has also been discussed so as to make the manufacturing of the inherently compensated bearings more commercially viable. (c) 2012 Elsevier Inc. All rights reserved.

Determination of alpha(s)(M-tau(2)) from improved fixed order perturbation theory

We revisit the extraction of alpha(s)(M-tau(2)) from the QCD perturbative corrections to the hadronic tau branching ratio, using an improved fixed-order perturbation theory based on the explicit summation of all renormalization-group accessible logarithms, proposed some time ago in the literature. In this approach, the powers of the coupling in the expansion of the QCD Adler function are multiplied by a set of functions D-n, which depend themselves on the coupling and can be written in a closed form by iteratively solving a sequence of differential equations. We find that the new expansion has an improved behavior in the complex energy plane compared to that of the standard fixed-order perturbation theory (FOPT), and is similar but not identical to the contour-improved perturbation theory (CIPT). With five terms in the perturbative expansion we obtain in the (MS) over bar scheme alpha(s)(M-tau(2)) = 0.338 +/- 0.010, using as input a precise value for the perturbative contribution to the hadronic width of the tau lepton reported recently in the literature.

An invariant subspace-based approach to the random eigenvalue problem of systems with clustered spectrum

The repeated or closely spaced eigenvalues and corresponding eigenvectors of a matrix are usually very sensitive to a perturbation of the matrix, which makes capturing the behavior of these eigenpairs very difficult. Similar difficulty is encountered in solving the random eigenvalue problem when a matrix with random elements has a set of clustered eigenvalues in its mean. In addition, the methods to solve the random eigenvalue problem often differ in characterizing the problem, which leads to different interpretations of the solution. Thus, the solutions obtained from different methods become mathematically incomparable. These two issues, the difficulty of solving and the non-unique characterization, are addressed here. A different approach is used where instead of tracking a few individual eigenpairs, the corresponding invariant subspace is tracked. The spectral stochastic finite element method is used for analysis, where the polynomial chaos expansion is used to represent the random eigenvalues and eigenvectors. However, the main concept of tracking the invariant subspace remains mostly independent of any such representation. The approach is successfully implemented in response prediction of a system with repeated natural frequencies. It is found that tracking only an invariant subspace could be sufficient to build a modal-based reduced-order model of the system. Copyright (C) 2012 John Wiley & Sons, Ltd.

Low complexity adaptation for SISO channel shortening equalizers

Since the days of Digital Subscriber Links (DSL), time domain equalizers (TEQ's) have been used to combat time dispersive channels in Multicarrier Systems. In this paper, we propose computationally inexpensive techniques to recompute TEQ weights in the presence of changes in the channel, especially over fast fading channels. The techniques use no extra information except the perturbation to the channel itself, and provide excellent approximations to the new TEQ weights. Adaptation methods for two existing Channel shortening algorithms are proposed and their performance over randomly varying, randomly perturbed channels is studied. The proposed adaptation techniques are shown to perform admirably well for small changes in channels for OFDM systems. (C) 2012 Elsevier GmbH. All rights reserved.

On maximum entropy and minimum KL-divergence optimization by Grobner basis methods

In this paper we study constrained maximum entropy and minimum divergence optimization problems, in the cases where integer valued sufficient statistics exists, using tools from computational commutative algebra. We show that the estimation of parametric statistical models in this case can be transformed to solving a system of polynomial equations. We give an implicit description of maximum entropy models by embedding them in algebraic varieties for which we give a Grobner basis method to compute it. In the cases of minimum KL-divergence models we show that implicitization preserves specialization of prior distribution. This result leads us to a Grobner basis method to embed minimum KL-divergence models in algebraic varieties. (C) 2012 Elsevier Inc. All rights reserved.

Methods for Detecting Early Warnings of Critical Transitions in Time Series Illustrated Using Simulated Ecological Data

Many dynamical systems, including lakes, organisms, ocean circulation patterns, or financial markets, are now thought to have tipping points where critical transitions to a contrasting state can happen. Because critical transitions can occur unexpectedly and are difficult to manage, there is a need for methods that can be used to identify when a critical transition is approaching. Recent theory shows that we can identify the proximity of a system to a critical transition using a variety of so-called `early warning signals', and successful empirical examples suggest a potential for practical applicability. However, while the range of proposed methods for predicting critical transitions is rapidly expanding, opinions on their practical use differ widely, and there is no comparative study that tests the limitations of the different methods to identify approaching critical transitions using time-series data. Here, we summarize a range of currently available early warning methods and apply them to two simulated time series that are typical of systems undergoing a critical transition. In addition to a methodological guide, our work offers a practical toolbox that may be used in a wide range of fields to help detect early warning signals of critical transitions in time series data.

Simple and efficient methods for discrimination of chiral diacids and chiral alpha-methyl amines

The three-component chiral derivatization protocols have been developed for H-1, C-13 and F-19 NMR spectroscopic discrimination of chiral diacids by their coordination and self-assembly with optically active (R)-alpha-methylbenzylamine and 2-formylphenylboronic acid or 3-fluoro-2-formylmethylboronic acid. These protocols yield a mixture of diastereomeric imino-boronate esters which are identified by the well-resolved diastereotopic peaks with significant chemical shift differences ranging up to 0.6 and 2.1 ppm in their corresponding H-1 and F-19 NMR spectra, without any racemization or kinetic resolution, thereby enabling the determination of enantiopurity. A protocol has also been developed for discrimination of chiral alpha-methyl amines, using optically pure trans-1,2-cyclohexanedicarboxylic acid in combination with 2-formylphenylboronic acid or 3-fluoro-2-fluoromethylboronic acid. The proposed strategies have been demonstrated on large number of chiral diacids and chiral alpha-methyl amines.

Asymptotic expansions for the coupled wavenumbers in an infinite orthotropic flexible fluid-filled cylindrical shell

Analytical expressions are found for the coupled wavenumbers in flexible, fluid-filled, circular cylindrical orthotropic shells using the asymptotic methods. These expressions are valid for arbitrary circumferential orders. The Donnell-Mushtari shell theory is used to model the shell and the effect of the fluid is introduced through the fluid-loading parameter mu. The orthotropic problem is posed as a perturbation on the corresponding isotropic problem by defining a suitable orthotropy parameter epsilon, which is a measure of the degree of orthotropy. For the first study, an isotropic shell is considered (by setting epsilon = 0) and expansions are found for the coupled wavenumbers using a regular perturbation approach. In the second study, asymptotic expansions are found for the coupled wavenumbers in the limit of small orthotropy (epsilon << 1). For each study, isotropy and orthotropy, expansions are found for small and large values of the fluid-loading parameter mu. All the asymptotic solutions are compared with numerical solutions to the coupled dispersion relation and the match is seen to be good. The differences between the isotropic and orthotropic solutions are discussed. The main contribution of this work lies in extending the existing literature beyond in vacuo studies to the case of fluid-filled shells (isotropic and orthotropic).

Consistency tests of Ampcalculator and chiral amplitudes in SU(3) Chiral Perturbation Theory: A tutorial-based approach

Ampcalculator (AMPC) is a Mathematica (c) based program that was made publicly available some time ago by Unterdorfer and Ecker. It enables the user to compute several processes at one loop (upto O(p(4))) in SU(3) chiral perturbation theory. They include computing matrix elements and form factors for strong and non-leptonic weak processes with at most six external states. It was used to compute some novel processes and was tested against well-known results by the original authors. Here we present the results of several thorough checks of the package. Exhaustive checks performed by the original authors are not publicly available, and hence the present effort. Some new results are obtained from the software especially in the kaon odd-intrinsic parity non-leptonic decay sector involving the coupling G(27). Another illustrative set of amplitudes at tree level we provide is in the context of tau-decays with several mesons including quark mass effects, of use to the BELLE experiment. All eight meson-meson scattering amplitudes have been checked. The Kaon-Compton amplitude has been checked and a minor error in the published results has been pointed out. This exercise is a tutorial-based one, wherein several input and output notebooks are also being made available as ancillary files on the arXiv. Some of the additional notebooks we provide contain explicit expressions that we have used for comparison with established results. The purpose is to encourage users to apply the software to suit their specific needs. An automatic amplitude generator of this type can provide error-free outputs that could be used as inputs for further simplification, and in varied scenarios such as applications of chiral perturbation theory at finite temperature, density and volume. This can also be used by students as a learning aid in low-energy hadron dynamics.

Statistical Methods for Accelerated Life Testing with Particular Reference to Resin Impregnated Paper Bushings

Electrical failure of insulation is known to be an extremal random process wherein nominally identical pro-rated specimens of equipment insulation, at constant stress fail at inordinately different times even under laboratory test conditions. In order to be able to estimate the life of power equipment, it is necessary to run long duration ageing experiments under accelerated stresses, to acquire and analyze insulation specific failure data. In the present work, Resin Impregnated Paper (RIP) a relatively new insulation system of choice used in transformer bushings, is taken as an example. The failure data has been processed using proven statistical methods, both graphical and analytical. The physical model governing insulation failure at constant accelerated stress has been assumed to be based on temperature dependent inverse power law model.

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.

Modified Newton, rank-1 Broyden update and rank-2 BFGS update methods in helicopter trim: A comparative study

Nonlinear equations in mathematical physics and engineering are solved by linearizing the equations and forming various iterative procedures, then executing the numerical simulation. For strongly nonlinear problems, the solution obtained in the iterative process can diverge due to numerical instability. As a result, the application of numerical simulation for strongly nonlinear problems is limited. Helicopter aeroelasticity involves the solution of systems of nonlinear equations in a computationally expensive environment. Reliable solution methods which do not need Jacobian calculation at each iteration are needed for this problem. In this paper, a comparative study is done by incorporating different methods for solving the nonlinear equations in helicopter trim. Three different methods based on calculating the Jacobian at the initial guess are investigated. (C) 2011 Elsevier Masson SAS. All rights reserved.