Second-order negative-curvature methods for box-constrained and general constrained optimization

A Nonlinear Programming algorithm that converges to second-order stationary points is introduced in this paper. The main tool is a second-order negative-curvature method for box-constrained minimization of a certain class of functions that do not possess continuous second derivatives. This method is used to define an Augmented Lagrangian algorithm of PHR (Powell-Hestenes-Rockafellar) type. Convergence proofs under weak constraint qualifications are given. Numerical examples showing that the new method converges to second-order stationary points in situations in which first-order methods fail are exhibited.

Second-order model for remote and close-up short-circuit faults currents on DC traction supply

A technique to calculate the current waveform for both close-up and remote short-circuit faults on DC supplied railways and subways is presented. Exact DC short-circuit current calculation is best performed by sophisticated computer transient simulations. However, an accurate simplified calculation method based on second-order approximation which can be easily executed with the help of a calculator or a spreadsheet program is proposed.

Oscillation for a second-order neutral differential equation with impulses

We consider a certain type of second-order neutral delay differential systems and we establish two results concerning the oscillation of solutions after the system undergoes controlled abrupt perturbations (called impulses). As a matter of fact, some particular non-impulsive cases of the system are oscillatory already. Thus, we are interested in finding adequate impulse controls under which our system remains oscillatory. (C) 2009 Elsevier Inc. All rights reserved.

Recording from Two Neurons: Second-Order Stimulus Reconstruction from Spike Trains and Population Coding

We study the reconstruction of visual stimuli from spike trains, representing the reconstructed stimulus by a Volterra series up to second order. We illustrate this procedure in a prominent example of spiking neurons, recording simultaneously from the two H1 neurons located in the lobula plate of the fly Chrysomya megacephala. The fly views two types of stimuli, corresponding to rotational and translational displacements. Second-order reconstructions require the manipulation of potentially very large matrices, which obstructs the use of this approach when there are many neurons. We avoid the computation and inversion of these matrices using a convenient set of basis functions to expand our variables in. This requires approximating the spike train four-point functions by combinations of two-point functions similar to relations, which would be true for gaussian stochastic processes. In our test case, this approximation does not reduce the quality of the reconstruction. The overall contribution to stimulus reconstruction of the second-order kernels, measured by the mean squared error, is only about 5% of the first-order contribution. Yet at specific stimulus-dependent instants, the addition of second-order kernels represents up to 100% improvement, but only for rotational stimuli. We present a perturbative scheme to facilitate the application of our method to weakly correlated neurons.

A numerical investigation of the atmosphere-ocean thermal contrast over the coastal upwelling region of Cabo Frio, Brazil

An one-dimensional atmospheric second order closure model, coupled to an oceanic mixed layer model, is used to investigate the short term variation of the atmospheric and oceanic boundary layers in the coastal upwelling area of Cabo Frio, Brazil (23 degrees S, 42 degrees 08`W). The numerical simulations were carried out to evaluate the impact caused by the thermal contrast between atmosphere and ocean on the vertical extent and other properties of both atmospheric and oceanic boundary layers. The numerical simulations were designed taking as reference the observations carried out during the passage of a cold front that disrupted the upwelling regime in Cabo Frio in July of 1992. The simulations indicated that in 10 hours the mechanical mixing, sustained by a constant background flow of 10 in s(-1), increases the atmospheric boundary layer in 214 in when the atmosphere is initially 2 K warmer than the ocean (positive thermal contrast observed during upwelling regime). For an atmosphere initially -2 K colder than the ocean (negative thermal contrast observed during passage of the cold front), the incipient thermal convection intensifies the mechanical mixing increasing the vertical extent of the atmospheric boundary layer in 360 in. The vertical evolution of the atmospheric boundary layer is consistent with the observations carried out in Cabo Frio during upwelling condition. When the upwelling is disrupted, the discrepancy between the simulated and observed atmospheric boundary layer heights in Cabo Frio during July of 1992 increases considerably. During the period of 10 hours, the simulated oceanic mixed layer deepens 2 in and 5.4 in for positive and negative thermal contrasts of 2 K and -2 K, respectively. In the latter case, the larger vertical extent of the oceanic mixed layer is due to the presence of thermal convection in the atmospheric boundary layer, which in turn is associated to the absence of upwelling caused by the passage of cold fronts in Cabo Frio.

Modeling study of the aspect ratio influence on urban canopy energy fluxes with a modified wall-canyon energy budget scheme

The influence of the aspect ratio (building height/street canyon width) and the mean building height of cities on local energy fluxes and temperatures is studied by means of an Urban Canopy Model (UCM) coupled with a one-dimensional second-order turbulence closure model. The UCM presented is similar to the Town Energy Balance (TEB) model in most of its features but differs in a few important aspects. In particular, the street canyon walls are treated separately which leads to a different budget of radiation within the street canyon walls. The UCM has been calibrated using observations of incoming global and diffuse solar radiation, incoming long-wave radiation and air temperature at a site in So Paulo, Brazil. Sensitivity studies with various aspect ratios have been performed to assess their impact on urban temperatures and energy fluxes at the top of the canopy layer. In these simulations, it is assumed that the anthropogenic heat flux and latent heat fluxes are negligible. Results show that the simulated net radiation and sensible heat fluxes at the top of the canopy decrease and the stored heat increases as the aspect ratio increases. The simulated air temperature follows the behavior of the sensible heat flux. (C) 2010 Elsevier Ltd. All rights reserved.

Non-stationary frequency analysis of extreme daily rainfall in Sao Paulo, Brazil

This work is an assessment of frequency of extreme values (EVs) of daily rainfall in the city of Sao Paulo. Brazil, over the period 1933-2005, based on the peaks-over-threshold (POT) and Generalized Pareto Distribution (GPD) approach. Usually. a GPD model is fitted to a sample of POT Values Selected With a constant threshold. However. in this work we use time-dependent thresholds, composed of relatively large p quantities (for example p of 0.97) of daily rainfall amounts computed from all available data. Samples of POT values were extracted with several Values of p. Four different GPD models (GPD-1, GPD-2, GPD-3. and GDP-4) were fitted to each one of these samples by the maximum likelihood (ML) method. The shape parameter was assumed constant for the four models, but time-varying covariates were incorporated into scale parameter of GPD-2. GPD-3, and GPD-4, describing annual cycle in GPD-2. linear trend in GPD-3, and both annual cycle and linear trend in GPD-4. The GPD-1 with constant scale and shape parameters is the simplest model. For identification of the best model among the four models WC used rescaled Akaike Information Criterion (AIC) with second-order bias correction. This criterion isolates GPD-3 as the best model, i.e. the one with positive linear trend in the scale parameter. The slope of this trend is significant compared to the null hypothesis of no trend, for about 98% confidence level. The non-parametric Mann-Kendall test also showed presence of positive trend in the annual frequency of excess over high thresholds. with p-value being virtually zero. Therefore. there is strong evidence that high quantiles of daily rainfall in the city of Sao Paulo have been increasing in magnitude and frequency over time. For example. 0.99 quantiles of daily rainfall amount have increased by about 40 mm between 1933 and 2005. Copyright (C) 2008 Royal Meteorological Society

Micelles forming biaxial lyotropic nematic phases

The paper by Yu and Saupe on the first biaxial nematic phase created excitement for a number of reasons. Some theories of biaxial phases already existed, but experimental observation was still lacking. The phase was discovered in a lyotropic system with three components, which in theory is difficult. Lyotropic liquid crystals are composed of supramolecular assemblies of amphiphilic molecules, which may change shape and size as a function of concentration and temperature. The experimental phase diagram of the lyotropic biaxial phase was rather complex, with the biaxial region inserted between nematic cylindrical and nematic discotic phases via second-order transitions. In addition, re-entrant behaviour was evident. Saupe investigated further systems experimentally, observing that the biaxial phase might be absent in cases where a direct transition between the cylindrical and discotic phases occurred. He provided a range of theoretical and experimental contributions on the properties of these lyotropics, but was very cautious regarding the detailed amphiphilic assemblies involved. The present paper reviews this area, focusing on proposals for the structure of the micellar assemblies. Emphasis is placed on recent papers which indicate a transformation of the two uniaxial shapes, in mixing conditions, both from the theoretical and the experimental point of view, and to questions still requiring further study.

Pseudolikelihood equations for Potts MRF model parameter estimation on higher order neighborhood systems

This letter presents pseudolikelihood equations for the estimation of the Potts Markov random field model parameter on higher order neighborhood systems. The derived equation for second-order systems is a significantly reduced version of a recent result found in the literature (from 67 to 22 terms). Also, with the proposed method, a completely original equation for Potts model parameter estimation in third-order systems was obtained. These equations allow the modeling of less restrictive contextual systems for a large number of applications in a computationally feasible way. Experiments with both simulated and real remote sensing images provided good results.

Aromatic nitro substitution reaction between 4-nitro-N-n-butyl-1,8-naphthalimide and n-heptanethiol in water-methanol binary mixtures

The second-order rate constants of thiolysis by n-heptanethiol on 4-nitro-N-n-butyl-1,8-naphthalimide (4NBN) are strongly affected by the water-methanol binary mixture composition reaching its maximum at around 50% mole fraction. In parallel solvent effects on 4NBN absorption molar extinction coefficient also shows a maximum at this composition region. From the spectroscopic study of reactant and product and the known H-bond capacity of the mixture a rationalization that involves specific solvent H-donor interaction with the nitro group is proposed to explain the kinetic data. Present findings also show a convenient methodology to obtain strongly fluorescent imides, valuable for peptide and analogs labeling as well as for thio-naphthalimide derivatives preparations. Copyright (C) 2008 John Wiley & Sons, Ltd.