Convergence analysis of the Newton algorithm and a pseudo-time marching scheme for diffuse correlation tomography

We propose a self-regularized pseudo-time marching scheme to solve the ill-posed, nonlinear inverse problem associated with diffuse propagation of coherent light in a tissuelike object. In particular, in the context of diffuse correlation tomography (DCT), we consider the recovery of mechanical property distributions from partial and noisy boundary measurements of light intensity autocorrelation. We prove the existence of a minimizer for the Newton algorithm after establishing the existence of weak solutions for the forward equation of light amplitude autocorrelation and its Frechet derivative and adjoint. The asymptotic stability of the solution of the ordinary differential equation obtained through the introduction of the pseudo-time is also analyzed. We show that the asymptotic solution obtained through the pseudo-time marching converges to that optimal solution provided the Hessian of the forward equation is positive definite in the neighborhood of optimal solution. The superior noise tolerance and regularization-insensitive nature of pseudo-dynamic strategy are proved through numerical simulations in the context of both DCT and diffuse optical tomography. (C) 2010 Optical Society of America.

CONVERGENCE ANALYSIS OF THE LOWEST ORDER WEAKLY PENALIZED ADAPTIVE DISCONTINUOUS GALERKIN METHODS

In this article, we prove convergence of the weakly penalized adaptive discontinuous Galerkin methods. Unlike other works, we derive the contraction property for various discontinuous Galerkin methods only assuming the stabilizing parameters are large enough to stabilize the method. A central idea in the analysis is to construct an auxiliary solution from the discontinuous Galerkin solution by a simple post processing. Based on the auxiliary solution, we define the adaptive algorithm which guides to the convergence of adaptive discontinuous Galerkin methods.

On Convergence of Differential Evolution Over a Class of Continuous Functions With Unique Global Optimum

Differential evolution (DE) is arguably one of the most powerful stochastic real-parameter optimization algorithms of current interest. Since its inception in the mid 1990s, DE has been finding many successful applications in real-world optimization problems from diverse domains of science and engineering. This paper takes a first significant step toward the convergence analysis of a canonical DE (DE/rand/1/bin) algorithm. It first deduces a time-recursive relationship for the probability density function (PDF) of the trial solutions, taking into consideration the DE-type mutation, crossover, and selection mechanisms. Then, by applying the concepts of Lyapunov stability theorems, it shows that as time approaches infinity, the PDF of the trial solutions concentrates narrowly around the global optimum of the objective function, assuming the shape of a Dirac delta distribution. Asymptotic convergence behavior of the population PDF is established by constructing a Lyapunov functional based on the PDF and showing that it monotonically decreases with time. The analysis is applicable to a class of continuous and real-valued objective functions that possesses a unique global optimum (but may have multiple local optima). Theoretical results have been substantiated with relevant computer simulations.

Optimal threshold policies for admission control in communication networks via discrete parameter stochastic approximation

The problem of admission control of packets in communication networks is studied in the continuous time queueing framework under different classes of service and delayed information feedback. We develop and use a variant of a simulation based two timescale simultaneous perturbation stochastic approximation (SPSA) algorithm for finding an optimal feedback policy within the class of threshold type policies. Even though SPSA has originally been designed for continuous parameter optimization, its variant for the discrete parameter case is seen to work well. We give a proof of the hypothesis needed to show convergence of the algorithm on our setting along with a sketch of the convergence analysis. Extensive numerical experiments with the algorithm are illustrated for different parameter specifications. In particular, we study the effect of feedback delays on the system performance.

A four-timescale algorithm for constrained stochastic optimization of RED

The overall performance of random early detection (RED) routers in the Internet is determined by the settings of their associated parameters. The non-availability of a functional relationship between the RED performance and its parameters makes it difficult to implement optimization techniques directly in order to optimize the RED parameters. In this paper, we formulate a generic optimization framework using a stochastically bounded delay metric to dynamically adapt the RED parameters. The constrained optimization problem thus formulated is solved using traditional nonlinear programming techniques. Here, we implement the barrier and penalty function approaches, respectively. We adopt a second-order nonlinear optimization framework and propose a novel four-timescale stochastic approximation algorithm to estimate the gradient and Hessian of the barrier and penalty objectives and update the RED parameters. A convergence analysis of the proposed algorithm is briefly sketched. We perform simulations to evaluate the performance of our algorithm with both barrier and penalty objectives and compare these with RED and a variant of it in the literature. We observe an improvement in performance using our proposed algorithm over RED, and the above variant of it.

SPSA algorithms with measurement reuse

Four algorithms, all variants of Simultaneous Perturbation Stochastic Approximation (SPSA), are proposed. The original one-measurement SPSA uses an estimate of the gradient of objective function L containing an additional bias term not seen in two-measurement SPSA. As a result, the asymptotic covariance matrix of the iterate convergence process has a bias term. We propose a one-measurement algorithm that eliminates this bias, and has asymptotic convergence properties making for easier comparison with the two-measurement SPSA. The algorithm, under certain conditions, outperforms both forms of SPSA with the only overhead being the storage of a single measurement. We also propose a similar algorithm that uses perturbations obtained from normalized Hadamard matrices. The convergence w.p. 1 of both algorithms is established. We extend measurement reuse to design two second-order SPSA algorithms and sketch the convergence analysis. Finally, we present simulation results on an illustrative minimization problem.

The actor-critic algorithm as multi-time-scale stochastic approximation

The actor-critic algorithm of Barto and others for simulation-based optimization of Markov decision processes is cast as a two time Scale stochastic approximation. Convergence analysis, approximation issues and an example are studied.

Proportional navigation with delayed line-of-sight rate

This brief discusses the convergence analysis of proportional navigation (PN) guidance law in the presence of delayed line-of-sight (LOS) rate information. The delay in the LOS rate is introduced by the missile guidance system that uses a low cost sensor to obtain LOS rate information by image processing techniques. A Lyapunov-like function is used to analyze the convergence of the delay differential equation (DDE) governing the evolution of the LOS rate. The time-to-go until which decreasing behaviour of the Lyapunov-like function can be guaranteed is obtained. Conditions on the delay for finite time convergence of the LOS rate are presented for the linearized engagement equation. It is observed that in the presence of line-of-sight rate delay, increasing the effective navigation constant of the PN guidance law deteriorates its performance. Numerical simulations are presented to validate the results.

Hybrid stiff-string-polynomial basis functions for vibration analysis of high speed rotating beams

A new finite element is developed for free vibration analysis of high speed rotating beams using basis functions which use a linear combination of the solution of the governing static differential equation of a stiff-string and a cubic polynomial. These new shape functions depend on rotation speed and element position along the beam and account for the centrifugal stiffening effect. The natural frequencies predicted by the proposed element are compared with an element with stiff-string, cubic polynomial and quintic polynomial shape functions. It is found that the new element exhibits superior convergence compared to the other basis functions.

A Doubly curved Quadrilateral finite-element for the analysis of laminated anisotropic thin shells of revoution

The details of development of the stiffness matrix for a doubly curved quadrilateral element suited for static and dynamic analysis of laminated anisotropic thin shells of revolution are reported. Expressing the assumed displacement state over the middle surface of the shell as products of one-dimensional first order Hermite polynomials, it is possible to ensure that the displacement state for the assembled set of such elements, is geometrically admissible. Monotonic convergence of total potential energy is therefore possible as the modelling is successively refined. Systematic evaluation of performance of the element is conducted, considering various examples for which analytical or other solutions are available.

Non-stationary signal analysis by least mean fourth (LMF) adaptive algorithm

A modified least mean fourth (LMF) adaptive algorithm applicable to non-stationary signals is presented. The performance of the proposed algorithm is studied by simulation for non-stationarities in bandwidth, centre frequency and gain of a stochastic signal. These non-stationarities are in the form of linear, sinusoidal and jump variations of the parameters. The proposed LMF adaptation is found to have better parameter tracking capability than the LMS adaptation for the same speed of convergence.

Free vibration and wave propagation analysis of uniform and tapered rotating beams using spectrally formulated finite elements

This paper presents a formulation of an approximate spectral element for uniform and tapered rotating Euler-Bernoulli beams. The formulation takes into account the varying centrifugal force, mass and bending stiffness. The dynamic stiffness matrix is constructed using the weak form of the governing differential equation in the frequency domain, where two different interpolating functions for the transverse displacement are used for the element formulation. Both free vibration and wave propagation analysis is performed using the formulated elements. The studies show that the formulated element predicts results, that compare well with the solution available in the literature, at a fraction of the computational effort. In addition, for wave propagation analysis, the element shows superior convergence. (C) 2007 Elsevier Ltd. All rights reserved.

A Legendre spectral element model for sloshing and acoustic analysis in nearly incompressible fluids

A new spectral finite element formulation is presented for modeling the sloshing and the acoustic waves in nearly incompressible fluids. The formulation makes use of the Legendre polynomials in deriving the finite element interpolation shape functions in the Lagrangian frame of reference. The formulated element uses Gauss-Lobatto-Legendre quadrature scheme for integrating the volumetric stiffness and the mass matrices while the conventional Gauss-Legendre quadrature scheme is used on the rotational stiffness matrix to completely eliminate the zero energy modes, which are normally associated with the Lagrangian FE formulation. The numerical performance of the spectral element formulated here is examined by doing the inf-sup test oil a standard rectangular rigid tank partially filled with liquid The eigenvalues obtained from the formulated spectral element are compared with the conventional equally spaced node locations of the h-type Lagrangian finite element and the predicted results show that these spectral elements are more accurate and give superior convergence The efficiency and robustness of the formulated elements are demonstrated by solving few standard problems involving free vibration and dynamic response analysis with undistorted and distorted spectral elements. and the obtained results are compared with available results in the published literature (C) 2009 Elsevier Inc All rights reserved

Stiff-String Basis Functions for Vibration Analysis of High Speed Rotating Beams

A new rotating beam finite element is developed in which the basis functions are obtained by the exact solution of the governing static homogenous differential equation of a stiff string, which results from an approximation in the rotating beam equation. These shape functions depend on rotation speed and element position along the beam and account for the centrifugal stiffening effect. Using this new element and the Hermite cubic finite element, a convergence study of natural frequencies is performed, and it is found that the new element converges much more rapidly than the conventional Hermite cubic element for the first two modes at higher rotation speeds. The new element is also applied for uniform and tapered rotating beams to determine the natural frequencies, and the results compare very well with the published results given in the literature.

Effect of boundary condition description on convergence of solution in a boundary-value problem

It is well known that the numerical accuracy of a series solution to a boundary-value problem by the direct method depends on the technique of approximate satisfaction of the boundary conditions and on the stage of truncation of the series. On the other hand, it does not appear to be generally recognized that, when the boundary conditions can be described in alternative equivalent forms, the convergence of the solution is significantly affected by the actual form in which they are stated. The importance of the last aspect is studied for three different techniques of computing the deflections of simply supported regular polygonal plates under uniform pressure. It is also shown that it is sometimes possible to modify the technique of analysis to make the accuracy independent of the description of the boundary conditions.