Complex variable positive definite functions

In this paper we develop an appropriate theory of positive definite functions on the complex plane from first principles and show some consequences of positive definiteness for meromorphic functions.

Node adaptation for global collocation with radial basis functions using direct multisearch for multiobjective optimization

Meshless methods are used for their capability of producing excellent solutions without requiring a mesh, avoiding mesh related problems encountered in other numerical methods, such as finite elements. However, node placement is still an open question, specially in strong form collocation meshless methods. The number of used nodes can have a big influence on matrix size and therefore produce ill-conditioned matrices. In order to optimize node position and number, a direct multisearch technique for multiobjective optimization is used to optimize node distribution in the global collocation method using radial basis functions. The optimization method is applied to the bending of isotropic simply supported plates. Using as a starting condition a uniformly distributed grid, results show that the method is capable of reducing the number of nodes in the grid without compromising the accuracy of the solution. (C) 2013 Elsevier Ltd. All rights reserved.

Machine learning Vasicek model calibration with Gaussian processes

In this article, we calibrate the Vasicek interest rate model under the risk neutral measure by learning the model parameters using Gaussian processes for machine learning regression. The calibration is done by maximizing the likelihood of zero coupon bond log prices, using mean and covariance functions computed analytically, as well as likelihood derivatives with respect to the parameters. The maximization method used is the conjugate gradients. The only prices needed for calibration are zero coupon bond prices and the parameters are directly obtained in the arbitrage free risk neutral measure.

Optical nonlinearity in Tandem SI-C photodetectors

The behavior of tandem pin heterojunctions based on a-SiC: H alloys is investigated under different optical and electrical bias conditions. The devices are optimized to act as optically selective wavelength filters. Depending on the device configuration (optical gaps, thickness, sequence of cells in the stack structure) and on the applied voltage (positive or negative) and optical bias (wavelength, intensity, frequency) it is possible to combine the wavelength discrimination function with the self amplification of the signal. This wavelength nonlinearity allows the amplification or the rejection of a weak signal-impulse. The device works as an active tunable optical filter for wavelength selection and can be used as an add/drop multiplexer (ADM) which enables data to enter and leave an optical network bit stream without having to demultiplex the stream. Results show that, even under weak transient input signals, the background wavelength controls the output signal. This nonlinearity, due to the transient asymmetrical light penetration of the input channels across the device together with the modification on the electrical field profile due to the optical bias, allows tuning an input channel without demultiplexing the stream. This high optical nonlinearity makes the optimized devices attractive for the amplification of all optical signals. Transfer characteristics effects due to changes in steady state light, control d.c. voltage and applied light pulses are presented. Based on the experimental results and device configuration an optoelectronic model is developed. The transfer characteristics effects due to changes in steady state light, dc control voltage or applied light pulses are simulated and compared with the experimental data. A good agreement was achieved.

Deep structure of crust and mantle beneath Iberia and Western Mediterranean from P and S Receiver functions and SKS Waveforms

We have conducted a P and S receiver functions [PRFs and SRFs] analysis for 19 seismic stations on the Iberia and western Mediterranean. In the transition zone [TZ] the PRFs analysis reveals a band [from Gibraltar to Balearic] increased by 10-20 km relative to the standard 250 km. The TZ thickness variations are strongly correlated with the P660s times in PRFs. We interpret the variable depth of the 660-km discontinuity as an effect of subduction. Over the anomalous TZ we found a reduced velocity zone in the upper mantle. Joint inversion of PRFs and SRFs reveals a subcrustal high S velocity lid and an underlying LVZ. A reduction of the S velocity in the LVZ is less than 10%. The Gutenberg discontinuity is located at 65±5 km, but in several models sampling the Mediterranean, the lid is missing or its thickness is reduced to ~30 km. In the Gibraltar and North Africa this boundary is located at ~100 km. The lid Vp/Vs beneath Betics is reduced relative to the standard 1.8. Another evidence of the Vp/Vs anomaly is provided by S410p phase late arrivals in the SRFs. The azimuthal anisotropy analysis with a new technology was conducted at 5 stations and at 2 groups of stations. The fast direction in the uppermost mantle layer is ~90º in Iberian Massif. In Balearic is in the azimuth of ~120º. At a depth of ~60 km the direction becomes 90º. Anisotropy in the upper layer can be interpreted as frozen, whereas anisotropy in the lower layer is active, corresponding to the present-day or recent flow. The effect of the asthenosphere in the SKS splitting is much larger than the effect of the subcrustal lithosphere.

Relatório de estágio

Resumo I (Prática Pedagógica) - O Estágio do Ensino Especializado realizado no presente ano lectivo foi elaborado na Academia de Música de Lisboa em três turmas. Vários foram os desafios encontrados no decorrer do ano lectivo, como por exemplo a instabilidade das turmas, a falta do quadro na sala em algumas aulas e a pouca experiência anterior na área de docência. A realização deste estágio permitiu experimentar actividades e estratégias aprendidas nas disciplinas do mestrado e estimulou uma atitude de reflexão regular sobre as escolhas pedagógicas elaboradas e sobre a resposta dos alunos. Também o feedback dos professores da Unidade Curricular de Didáctica do Ensino Especializado foi essencial na consciencialização de aspectos que teriam que ser mudados na minha abordagem do ensino: fazer actividades mais formativas e menos avaliativas, dar mais feedback, não avançar para outro nível enquanto uma tarefa ainda não estiver consolidada, não modificar as instruções tão rapidamente, ter cuidado com a apresentação visual das células rítmicas e pensar em soluções para quando os alunos estão cansados. Foi também importante reflectir sobre os planos de aula realizados ao longo do ano e sobre o que não seria realizado da mesma forma, nomeadamente na introdução de células rítmicas, introdução de funções harmónicas e cadências. Durante este ano foi feito um esforço para melhorar estes aspectos, no entanto ainda não foi possível implementar todas as mudanças. De qualquer modo, esta reflexão é um bom ponto de partida para o planeamento do próximo ano e um exemplo da atitude que deve acompanhar-me durante toda a minha actividade enquanto docente.

Estimation of the Crustal Bulk Properties Beneath Mainland Portugal from P-Wave Teleseismic Receiver Functions

In this work, we present results from teleseismic P-wave receiver functions (PRFs) obtained in Portugal, Western Iberia. A dense seismic station deployment conducted between 2010 and 2012, in the scope of the WILAS project and covering the entire country, allowed the most spatially extensive probing on the bulk crustal seismic properties of Portugal up to date. The application of the H-κ stacking algorithm to the PRFs enabled us to estimate the crustal thickness (H) and the average crustal ratio of the P- and S-waves velocities V p/V s (κ) for the region. Observations of Moho conversions indicate that this interface is relatively smooth with the crustal thickness ranging between 24 and 34 km, with an average of 30 km. The highest V p/V s values are found on the Mesozoic-Cenozoic crust beneath the western and southern coastal domain of Portugal, whereas the lowest values correspond to Palaeozoic crust underlying the remaining part of the subject area. An average V p/V s is found to be 1.72, ranging 1.63-1.86 across the study area, indicating a predominantly felsic composition. Overall, we systematically observe a decrease of V p/V s with increasing crustal thickness. Taken as a whole, our results indicate a clear distinction between the geological zones of the Variscan Iberian Massif in Portugal, the overall shape of the anomalies conditioned by the shape of the Ibero-Armorican Arc, and associated Late Paleozoic suture zones, and the Meso-Cenozoic basin associated with Atlantic rifting stages. Thickened crust (30-34 km) across the studied region may be inherited from continental collision during the Paleozoic Variscan orogeny. An anomalous crustal thinning to around 28 km is observed beneath the central part of the Central Iberian Zone and the eastern part of South Portuguese Zone.

Mantle beneath the Gibraltar Arc from receiver functions

P and S receiver functions (PRF and SRF) from 19 seismograph stations in the Gibraltar Arc and the Iberian Massif reveal new details of the regional deep structure. Within the high-velocity mantle body below southern Spain the 660-km discontinuity is depressed by at least 20 km. The Ps phase from the 410-km discontinuity is missing at most stations in the Gibraltar Arc. A thin (similar to 50 km) low-S-velocity layer atop the 410-km discontinuity is found under the Atlantic margin. At most stations the S410p phase in the SRFs arrives 1.0-2.5 s earlier than predicted by IASP91 model, but, for the propagation paths through the upper mantle below southern Spain, the arrivals of S410p are delayed by up to +1.5 s. The early arrivals can be explained by elevated Vp/Vs ratio in the upper mantle or by a depressed 410-km discontinuity. The positive residuals are indicative of a low (similar to 1.7 versus similar to 1.8 in IASP91) Vp/Vs ratio. Previously, the low ratio was found in depleted lithosphere of Precambrian cratons. From simultaneous inversion of the PRFs and SRFs we recognize two types of the mantle: 'continental' and 'oceanic'. In the 'continental' upper mantle the S-wave velocity in the high-velocity lid is 4.4-4.5 km s(-1), the S-velocity contrast between the lid and the underlying mantle is often near the limit of resolution (0.1 km s(-1)), and the bottom of the lid is at a depth reaching 90 100 km. In the 'oceanic' domain, the S-wave velocities in the lid and the underlying mantle are typically 4.2-4.3 and similar to 4.0 km s(-1), respectively. The bottom of the lid is at a shallow depth (around 50 km), and at some locations the lid is replaced by a low S-wave velocity layer. The narrow S-N-oriented band of earthquakes at depths from 70 to 120 km in the Alboran Sea is in the 'continental' domain, near the boundary between the 'continental' and 'oceanic' domains, and the intermediate seismicity may be an effect of ongoing destruction of the continental lithosphere.

On derivatives and norms of generalized matrix functions and respective symmetric powers

In recent papers, the authors obtained formulas for directional derivatives of all orders, of the immanant and of the m-th xi-symmetric tensor power of an operator and a matrix, when xi is a character of the full symmetric group. The operator norm of these derivatives was also calculated. In this paper, similar results are established for generalized matrix functions and for every symmetric tensor power.

Estimation of rotational frequency response functions

As it is widely known, in structural dynamic applications, ranging from structural coupling to model updating, the incompatibility between measured and simulated data is inevitable, due to the problem of coordinate incompleteness. Usually, the experimental data from conventional vibration testing is collected at a few translational degrees of freedom (DOF) due to applied forces, using hammer or shaker exciters, over a limited frequency range. Hence, one can only measure a portion of the receptance matrix, few columns, related to the forced DOFs, and rows, related to the measured DOFs. In contrast, by finite element modeling, one can obtain a full data set, both in terms of DOFs and identified modes. Over the years, several model reduction techniques have been proposed, as well as data expansion ones. However, the latter are significantly fewer and the demand for efficient techniques is still an issue. In this work, one proposes a technique for expanding measured frequency response functions (FRF) over the entire set of DOFs. This technique is based upon a modified Kidder's method and the principle of reciprocity, and it avoids the need for modal identification, as it uses the measured FRFs directly. In order to illustrate the performance of the proposed technique, a set of simulated experimental translational FRFs is taken as reference to estimate rotational FRFs, including those that are due to applied moments.

From weak Allee effect to no Allee effect in Richards’ growth models

Population dynamics have been attracting interest since many years. Among the considered models, the Richards’ equations remain one of the most popular to describe biological growth processes. On the other hand, Allee effect is currently a major focus of ecological research, which occurs when positive density dependence dominates at low densities. In this chapter, we propose the dynamical study of classes of functions based on Richards’ models describing the existence or not of Allee effect. We investigate bifurcation structures in generalized Richards’ functions and we look for the conditions in the (β, r) parameter plane for the existence of a weak Allee effect region. We show that the existence of this region is related with the existence of a dovetail structure. When the Allee limit varies, the weak Allee effect region disappears when the dovetail structure also disappears. Consequently, we deduce the transition from the weak Allee effect to no Allee effect to this family of functions. To support our analysis, we present fold and flip bifurcation curves and numerical simulations of several bifurcation diagrams.