Exact Search Directions for Optimization of Linear and Nonlinear Models Based on Generalized Orthonormal Functions

A novel technique for selecting the poles of orthonormal basis functions (OBF) in Volterra models of any order is presented. It is well-known that the usual large number of parameters required to describe the Volterra kernels can be significantly reduced by representing each kernel using an appropriate basis of orthonormal functions. Such a representation results in the so-called OBF Volterra model, which has a Wiener structure consisting of a linear dynamic generated by the orthonormal basis followed by a nonlinear static mapping given by the Volterra polynomial series. Aiming at optimizing the poles that fully parameterize the orthonormal bases, the exact gradients of the outputs of the orthonormal filters with respect to their poles are computed analytically by using a back-propagation-through-time technique. The expressions relative to the Kautz basis and to generalized orthonormal bases of functions (GOBF) are addressed; the ones related to the Laguerre basis follow straightforwardly as a particular case. The main innovation here is that the dynamic nature of the OBF filters is fully considered in the gradient computations. These gradients provide exact search directions for optimizing the poles of a given orthonormal basis. Such search directions can, in turn, be used as part of an optimization procedure to locate the minimum of a cost-function that takes into account the error of estimation of the system output. The Levenberg-Marquardt algorithm is adopted here as the optimization procedure. Unlike previous related work, the proposed approach relies solely on input-output data measured from the system to be modeled, i.e., no information about the Volterra kernels is required. Examples are presented to illustrate the application of this approach to the modeling of dynamic systems, including a real magnetic levitation system with nonlinear oscillatory behavior.

Existence of Solution for a Class of Quasilinear Systems

This paper proves the existence of nontrivial solution for a class of quasilinear systems oil bounded domains in R(N), N >= 2, whose nonlinearity has a double criticality. The proof is based oil a linking theorem without the Palais-Smale condition.

The constrained compartmentalized knapsack problem: mathematical models and solution methods

The constrained compartmentalized knapsack problem can be seen as an extension of the constrained knapsack problem. However, the items are grouped into different classes so that the overall knapsack has to be divided into compartments, and each compartment is loaded with items from the same class. Moreover, building a compartment incurs a fixed cost and a fixed loss of the capacity in the original knapsack, and the compartments are lower and upper bounded. The objective is to maximize the total value of the items loaded in the overall knapsack minus the cost of the compartments. This problem has been formulated as an integer non-linear program, and in this paper, we reformulate the non-linear model as an integer linear master problem with a large number of variables. Some heuristics based on the solution of the restricted master problem are investigated. A new and more compact integer linear model is also presented, which can be solved by a branch-and-bound commercial solver that found most of the optimal solutions for the constrained compartmentalized knapsack problem. On the other hand, heuristics provide good solutions with low computational effort. (C) 2011 Elsevier BM. All rights reserved.

Numerical solution of the eXtended Pom-Pom model for viscoelastic free surface flows

In this paper we present a finite difference method for solving two-dimensional viscoelastic unsteady free surface flows governed by the single equation version of the eXtended Pom-Pom (XPP) model. The momentum equations are solved by a projection method which uncouples the velocity and pressure fields. We are interested in low Reynolds number flows and, to enhance the stability of the numerical method, an implicit technique for computing the pressure condition on the free surface is employed. This strategy is invoked to solve the governing equations within a Marker-and-Cell type approach while simultaneously calculating the correct normal stress condition on the free surface. The numerical code is validated by performing mesh refinement on a two-dimensional channel flow. Numerical results include an investigation of the influence of the parameters of the XPP equation on the extrudate swelling ratio and the simulation of the Barus effect for XPP fluids. (C) 2010 Elsevier B.V. All rights reserved.

A new family of generalized distributions

Kumaraswamy [Generalized probability density-function for double-bounded random-processes, J. Hydrol. 462 (1980), pp. 79-88] introduced a distribution for double-bounded random processes with hydrological applications. For the first time, based on this distribution, we describe a new family of generalized distributions (denoted with the prefix `Kw`) to extend the normal, Weibull, gamma, Gumbel, inverse Gaussian distributions, among several well-known distributions. Some special distributions in the new family such as the Kw-normal, Kw-Weibull, Kw-gamma, Kw-Gumbel and Kw-inverse Gaussian distribution are discussed. We express the ordinary moments of any Kw generalized distribution as linear functions of probability weighted moments (PWMs) of the parent distribution. We also obtain the ordinary moments of order statistics as functions of PWMs of the baseline distribution. We use the method of maximum likelihood to fit the distributions in the new class and illustrate the potentiality of the new model with an application to real data.

Transformed generalized linear models

The estimation of data transformation is very useful to yield response variables satisfying closely a normal linear model, Generalized linear models enable the fitting of models to a wide range of data types. These models are based on exponential dispersion models. We propose a new class of transformed generalized linear models to extend the Box and Cox models and the generalized linear models. We use the generalized linear model framework to fit these models and discuss maximum likelihood estimation and inference. We give a simple formula to estimate the parameter that index the transformation of the response variable for a subclass of models. We also give a simple formula to estimate the rth moment of the original dependent variable. We explore the possibility of using these models to time series data to extend the generalized autoregressive moving average models discussed by Benjamin er al. [Generalized autoregressive moving average models. J. Amer. Statist. Assoc. 98, 214-223]. The usefulness of these models is illustrated in a Simulation study and in applications to three real data sets. (C) 2009 Elsevier B.V. All rights reserved.

Generalized log-gamma regression models with cure fraction

In this paper, the generalized log-gamma regression model is modified to allow the possibility that long-term survivors may be present in the data. This modification leads to a generalized log-gamma regression model with a cure rate, encompassing, as special cases, the log-exponential, log-Weibull and log-normal regression models with a cure rate typically used to model such data. The models attempt to simultaneously estimate the effects of explanatory variables on the timing acceleration/deceleration of a given event and the surviving fraction, that is, the proportion of the population for which the event never occurs. The normal curvatures of local influence are derived under some usual perturbation schemes and two martingale-type residuals are proposed to assess departures from the generalized log-gamma error assumption as well as to detect outlying observations. Finally, a data set from the medical area is analyzed.

Power series generalized nonlinear models

We introduce in this paper a new class of discrete generalized nonlinear models to extend the binomial, Poisson and negative binomial models to cope with count data. This class of models includes some important models such as log-nonlinear models, logit, probit and negative binomial nonlinear models, generalized Poisson and generalized negative binomial regression models, among other models, which enables the fitting of a wide range of models to count data. We derive an iterative process for fitting these models by maximum likelihood and discuss inference on the parameters. The usefulness of the new class of models is illustrated with an application to a real data set. (C) 2008 Elsevier B.V. All rights reserved.

Numerical solution of the PTT constitutive equation for unsteady three-dimensional free surface flows

This work deals with the development of a numerical technique for simulating three-dimensional viscoelastic free surface flows using the PTT (Phan-Thien-Tanner) nonlinear constitutive equation. In particular, we are interested in flows possessing moving free surfaces. The equations describing the numerical technique are solved by the finite difference method on a staggered grid. The fluid is modelled by a Marker-and-Cell type method and an accurate representation of the fluid surface is employed. The full free surface stress conditions are considered. The PTT equation is solved by a high order method, which requires the calculation of the extra-stress tensor on the mesh contours. To validate the numerical technique developed in this work flow predictions for fully developed pipe flow are compared with an analytic solution from the literature. Then, results of complex free surface flows using the FIT equation such as the transient extrudate swell problem and a jet flowing onto a rigid plate are presented. An investigation of the effects of the parameters epsilon and xi on the extrudate swell and jet buckling problems is reported. (C) 2010 Elsevier B.V. All rights reserved.

Numerical Solution of the Upper-Convected Maxwell Model for Three-Dimensional Free Surface Flows

This work presents a finite difference technique for simulating three-dimensional free surface flows governed by the Upper-Convected Maxwell (UCM) constitutive equation. A Marker-and-Cell approach is employed to represent the fluid free surface and formulations for calculating the non-Newtonian stress tensor on solid boundaries are developed. The complete free surface stress conditions are employed. The momentum equation is solved by an implicit technique while the UCM constitutive equation is integrated by the explicit Euler method. The resulting equations are solved by the finite difference method on a 3D-staggered grid. By using an exact solution for fully developed flow inside a pipe, validation and convergence results are provided. Numerical results include the simulation of the transient extrudate swell and the comparison between jet buckling of UCM and Newtonian fluids.

Electronic spectroscopy of biomolecules in solution: fluorescein dianion in water

A combined and sequential Monte Carlo-quantum mechanics methodology is used to describe the electronic absorption spectrum of the fluorescein dianion in water. Different sets of 100 statistically relevant configurations composed of the solute and several solvent molecules are sampled from the Monte Carlo simulation for a posteriori quantum mechanical calculations of the spectra. In the largest case the configurations are composed of fluorescein and 90 explicit water molecules embedded in the electrostatic field of all remaining water molecules within a distance of 11.3 angstrom. These configurations include 305 atoms and 842 valence electrons, justifying the use of a semi-empirical approach. The electronic spectrum is then calculated using the INDO/CIS method. The solvatochromic shift of fluorescein in water, compared with in isolation, is calculated using the discrete and explicit solvent models. The use of electrostatically embedded explicit water molecules, in INDO/CIS calculations, gives a good description of the spectral shift of the fluorescein dianion in aqueous environment. The results are verified to converge both statistically and with respect to the number of explicit solvent molecules used.

Combining structure and dynamics: non-denaturing high-pressure effect on lysozyme in solution

Small-angle X-ray scattering (SAXS) and elastic and quasi-elastic neutron scattering techniques were used to investigate the high-pressure-induced changes on interactions, the low-resolution structure and the dynamics of lysozyme in solution. SAXS data, analysed using a global-fit procedure based on a new approach for hydrated protein form factor description, indicate that lysozyme completely maintains its globular structure up to 1500 bar, but significant modi. cations in the protein-protein interaction potential occur at approximately 600-1000 bar. Moreover, the mass density of the protein hydration water shows a clear discontinuity within this pressure range. Neutron scattering experiments indicate that the global and the local lysozyme dynamics change at a similar threshold pressure. A clear evolution of the internal protein dynamics from diffusing to more localized motions has also been probed. Protein structure and dynamics results have then been discussed in the context of protein-water interface and hydration water dynamics. According to SAXS results, the new configuration of water in the first hydration layer induced by pressure is suggested to be at the origin of the observed local mobility changes.

Electronic properties of a methane-water solution

Electronic properties of a methane-water solution were investigated by a sequential quantum mechanical/molecular dynamics approach. Upon hydration methane acquires an induced dipole moment of similar to 0.5 +/- 0.2 D. This is related to polarisation effects and to weak methane-water hydrogen bond interactions. From gas phase to solution, the first vertical excitation and ionisation energies of methane are red-shifted by 0.45 +/- 0.25 and 0.87 +/- 0.40 eV, respectively. We also report results for the dynamic polarisability of methane in water. In comparison with water, no difference was found for the average monomeric dipole moment of water molecules in close interaction with methane. (c) 2011 Elsevier B.V. All rights reserved.

Pressure-induced electrical and structural anomalies in Pb(1-x)Ca(x)TiO(3) thin films grown at various oxygen pressures by chemical solution route

Lead calcium titanate (Pb(1-x)Ca(x)TiO(3) or PCT) thin films have been thermally treated under different oxygen pressures, 10, 40 and 80 bar, by using the so-called chemical solution deposition method. The structural, morphological, dielectric and ferroelectric properties were characterized by x-ray diffraction, FT-infrared and Raman spectroscopy, atomic force microscopy and polarization-electric-field hysteresis loop measurements. By annealing at a controlled pressure of around 10 and 40 bar, well-crystallized PCT thin films were successfully prepared. For the sample submitted to 80 bar, the x-ray diffraction, Fourier transformed-infrared and Raman data indicated deviation from the tetragonal symmetry. The most interesting feature in the Raman spectra is the occurrence of intense vibrational modes at frequencies of around 747 and 820 cm(-1), whose presence depends strongly on the amount of the pyrochlore phase. In addition, the Raman spectrum indicates the presence of symmetry-breaking disorder, which would be expected for an amorphous (disorder) and mixed pyrochlore-perovskite phase. During the high-pressure annealing process, the crystallinity and the grain size of the annealed film decreased. This process effectively suppressed both the dielectric and ferroelectric behaviour. Ferroelectric hysteresis loop measurements performed on these PCT films exhibited a clear decrease in the remanent polarization with increasing oxygen pressure.

Systematics of nuclear densities, deformations and excitation energies within the context of the generalized rotation-vibration model

We present a large-scale systematics of charge densities, excitation energies and deformation parameters For hundreds of heavy nuclei The systematics is based on a generalized rotation vibration model for the quadrupole and octupole modes and takes into account second-order contributions of the deformations as well as the effects of finite diffuseness values for the nuclear densities. We compare our results with the predictions of classical surface vibrations in the hydrodynamical approximation. (C) 2010 Elsevier B V All rights reserved.