Error Upper Bounds for a Computational Method for Nonlinear Boundary and Initial-Value Problems

This work develops a computational approach for boundary and initial-value problems by using operational matrices, in order to run an evolutive process in a Hilbert space. Besides, upper bounds for errors in the solutions and in their derivatives can be estimated providing accuracy measures.

Computational tools for comparing asymmetric GARCH models via Bayes factors

In this paper we use Markov chain Monte Carlo (MCMC) methods in order to estimate and compare GARCH models from a Bayesian perspective. We allow for possibly heavy tailed and asymmetric distributions in the error term. We use a general method proposed in the literature to introduce skewness into a continuous unimodal and symmetric distribution. For each model we compute an approximation to the marginal likelihood, based on the MCMC output. From these approximations we compute Bayes factors and posterior model probabilities. (C) 2012 IMACS. Published by Elsevier B.V. All rights reserved.

A generalized finite element method with global-local enrichment functions for confined plasticity problems

The main feature of partition of unity methods such as the generalized or extended finite element method is their ability of utilizing a priori knowledge about the solution of a problem in the form of enrichment functions. However, analytical derivation of enrichment functions with good approximation properties is mostly limited to two-dimensional linear problems. This paper presents a procedure to numerically generate proper enrichment functions for three-dimensional problems with confined plasticity where plastic evolution is gradual. This procedure involves the solution of boundary value problems around local regions exhibiting nonlinear behavior and the enrichment of the global solution space with the local solutions through the partition of unity method framework. This approach can produce accurate nonlinear solutions with a reduced computational cost compared to standard finite element methods since computationally intensive nonlinear iterations can be performed on coarse global meshes after the creation of enrichment functions properly describing localized nonlinear behavior. Several three-dimensional nonlinear problems based on the rate-independent J (2) plasticity theory with isotropic hardening are solved using the proposed procedure to demonstrate its robustness, accuracy and computational efficiency.

Augmented Lagrangian method with nonmonotone penalty parameters for constrained optimization

At each outer iteration of standard Augmented Lagrangian methods one tries to solve a box-constrained optimization problem with some prescribed tolerance. In the continuous world, using exact arithmetic, this subproblem is always solvable. Therefore, the possibility of finishing the subproblem resolution without satisfying the theoretical stopping conditions is not contemplated in usual convergence theories. However, in practice, one might not be able to solve the subproblem up to the required precision. This may be due to different reasons. One of them is that the presence of an excessively large penalty parameter could impair the performance of the box-constraint optimization solver. In this paper a practical strategy for decreasing the penalty parameter in situations like the one mentioned above is proposed. More generally, the different decisions that may be taken when, in practice, one is not able to solve the Augmented Lagrangian subproblem will be discussed. As a result, an improved Augmented Lagrangian method is presented, which takes into account numerical difficulties in a satisfactory way, preserving suitable convergence theory. Numerical experiments are presented involving all the CUTEr collection test problems.

GENERALIZED FINITE ELEMENT METHOD ON NONCONVENTIONAL HYBRID-MIXED FORMULATION

The generalized finite element method (GFEM) is applied to a nonconventional hybrid-mixed stress formulation (HMSF) for plane analysis. In the HMSF, three approximation fields are involved: stresses and displacements in the domain and displacement fields on the static boundary. The GFEM-HMSF shape functions are then generated by the product of a partition of unity associated to each field and the polynomials enrichment functions. In principle, the enrichment can be conducted independently over each of the HMSF approximation fields. However, stability and convergence features of the resulting numerical method can be affected mainly by spurious modes generated when enrichment is arbitrarily applied to the displacement fields. With the aim to efficiently explore the enrichment possibilities, an extension to GFEM-HMSF of the conventional Zienkiewicz-Patch-Test is proposed as a necessary condition to ensure numerical stability. Finally, once the extended Patch-Test is satisfied, some numerical analyses focusing on the selective enrichment over distorted meshes formed by bilinear quadrilateral finite elements are presented, thus showing the performance of the GFEM-HMSF combination.

The boundedness of penalty parameters in an augmented Lagrangian method with constrained subproblems

Augmented Lagrangian methods are effective tools for solving large-scale nonlinear programming problems. At each outer iteration, a minimization subproblem with simple constraints, whose objective function depends on updated Lagrange multipliers and penalty parameters, is approximately solved. When the penalty parameter becomes very large, solving the subproblem becomes difficult; therefore, the effectiveness of this approach is associated with the boundedness of the penalty parameters. In this paper, it is proved that under more natural assumptions than the ones employed until now, penalty parameters are bounded. For proving the new boundedness result, the original algorithm has been slightly modified. Numerical consequences of the modifications are discussed and computational experiments are presented.

IDM - A New Parallel Methodology to Calculate the Determinant of Matrices of the Order n, with Computational Complexity O(n)

This paper presents a new parallel methodology for calculating the determinant of matrices of the order n, with computational complexity O(n), using the Gauss-Jordan Elimination Method and Chio's Rule as references. We intend to present our step-by-step methodology using clear mathematical language, where we will demonstrate how to calculate the determinant of a matrix of the order n in an analytical format. We will also present a computational model with one sequential algorithm and one parallel algorithm using a pseudo-code.

Towards a precise test for malaria diagnosis in the Brazilian Amazon: comparison among field microscopy, a rapid diagnostic test, nested PCR, and a computational expert system based on artificial neural networks

Abstract Background Accurate malaria diagnosis is mandatory for the treatment and management of severe cases. Moreover, individuals with asymptomatic malaria are not usually screened by health care facilities, which further complicates disease control efforts. The present study compared the performances of a malaria rapid diagnosis test (RDT), the thick blood smear method and nested PCR for the diagnosis of symptomatic malaria in the Brazilian Amazon. In addition, an innovative computational approach was tested for the diagnosis of asymptomatic malaria. Methods The study was divided in two parts. For the first part, passive case detection was performed in 311 individuals with malaria-related symptoms from a recently urbanized community in the Brazilian Amazon. A cross-sectional investigation compared the diagnostic performance of the RDT Optimal-IT, nested PCR and light microscopy. The second part of the study involved active case detection of asymptomatic malaria in 380 individuals from riverine communities in Rondônia, Brazil. The performances of microscopy, nested PCR and an expert computational system based on artificial neural networks (MalDANN) using epidemiological data were compared. Results Nested PCR was shown to be the gold standard for diagnosis of both symptomatic and asymptomatic malaria because it detected the major number of cases and presented the maximum specificity. Surprisingly, the RDT was superior to microscopy in the diagnosis of cases with low parasitaemia. Nevertheless, RDT could not discriminate the Plasmodium species in 12 cases of mixed infections (Plasmodium vivax + Plasmodium falciparum). Moreover, the microscopy presented low performance in the detection of asymptomatic cases (61.25% of correct diagnoses). The MalDANN system using epidemiological data was worse that the light microscopy (56% of correct diagnoses). However, when information regarding plasma levels of interleukin-10 and interferon-gamma were inputted, the MalDANN performance sensibly increased (80% correct diagnoses). Conclusions An RDT for malaria diagnosis may find a promising use in the Brazilian Amazon integrating a rational diagnostic approach. Despite the low performance of the MalDANN test using solely epidemiological data, an approach based on neural networks may be feasible in cases where simpler methods for discriminating individuals below and above threshold cytokine levels are available.

Computational simulation of the flow-induced vibration of a circular cylinder subjected to wake interference

In this work, we considered the flow around two circular cylinders of equal diameter placed in tandem with respect to the incident uniform flow. The upstream cylinder was fixed and the downstream cylinder was completely free to move in the cross-stream direction, with no spring or damper attached to it. The centre-to-centre distance between the cylinders was four diameters, and the Reynolds number was varied from 100 to 645. We performed two- and three-dimensional simulations of this flow using a Spectral/hp element method to discretise the flow equations, coupled to a simple Newmark integration routine that solves the equation of the dynamics of the cylinder. The differences of the behaviours observed in the two- and three-dimensional simulations are highlighted and the data is analysed under the light of previously published experimental results obtained for higher Reynolds numbers.