134 resultados para Knap-Sack Problem
Resumo:
We establish a general framework for a class of multidimensional stochastic processes over [0,1] under which with probability one, the signature (the collection of iterated path integrals in the sense of rough paths) is well-defined and determines the sample paths of the process up to reparametrization. In particular, by using the Malliavin calculus we show that our method applies to a class of Gaussian processes including fractional Brownian motion with Hurst parameter H>1/4, the Ornstein–Uhlenbeck process and the Brownian bridge.
Resumo:
Satellite based top-of-atmosphere (TOA) and surface radiation budget observations are combined with mass corrected vertically integrated atmospheric energy divergence and tendency from reanalysis to infer the regional distribution of the TOA, atmospheric and surface energy budget terms over the globe. Hemispheric contrasts in the energy budget terms are used to determine the radiative and combined sensible and latent heat contributions to the cross-equatorial heat transports in the atmosphere (AHT_EQ) and ocean (OHT_EQ). The contrast in net atmospheric radiation implies an AHT_EQ from the northern hemisphere (NH) to the southern hemisphere (SH) (0.75 PW), while the hemispheric difference in sensible and latent heat implies an AHT_EQ in the opposite direction (0.51 PW), resulting in a net NH to SH AHT_EQ (0.24 PW). At the surface, the hemispheric contrast in the radiative component (0.95 PW) dominates, implying a 0.44 PW SH to NH OHT_EQ. Coupled model intercomparison project phase 5 (CMIP5) models with excessive net downward surface radiation and surface-to-atmosphere sensible and latent heat transport in the SH relative to the NH exhibit anomalous northward AHT_EQ and overestimate SH tropical precipitation. The hemispheric bias in net surface radiative flux is due to too much longwave surface radiative cooling in the NH tropics in both clear and all-sky conditions and excessive shortwave surface radiation in the SH subtropics and extratropics due to an underestimation in reflection by clouds.
Resumo:
4-Dimensional Variational Data Assimilation (4DVAR) assimilates observations through the minimisation of a least-squares objective function, which is constrained by the model flow. We refer to 4DVAR as strong-constraint 4DVAR (sc4DVAR) in this thesis as it assumes the model is perfect. Relaxing this assumption gives rise to weak-constraint 4DVAR (wc4DVAR), leading to a different minimisation problem with more degrees of freedom. We consider two wc4DVAR formulations in this thesis, the model error formulation and state estimation formulation. The 4DVAR objective function is traditionally solved using gradient-based iterative methods. The principle method used in Numerical Weather Prediction today is the Gauss-Newton approach. This method introduces a linearised `inner-loop' objective function, which upon convergence, updates the solution of the non-linear `outer-loop' objective function. This requires many evaluations of the objective function and its gradient, which emphasises the importance of the Hessian. The eigenvalues and eigenvectors of the Hessian provide insight into the degree of convexity of the objective function, while also indicating the difficulty one may encounter while iterative solving 4DVAR. The condition number of the Hessian is an appropriate measure for the sensitivity of the problem to input data. The condition number can also indicate the rate of convergence and solution accuracy of the minimisation algorithm. This thesis investigates the sensitivity of the solution process minimising both wc4DVAR objective functions to the internal assimilation parameters composing the problem. We gain insight into these sensitivities by bounding the condition number of the Hessians of both objective functions. We also precondition the model error objective function and show improved convergence. We show that both formulations' sensitivities are related to error variance balance, assimilation window length and correlation length-scales using the bounds. We further demonstrate this through numerical experiments on the condition number and data assimilation experiments using linear and non-linear chaotic toy models.
Resumo:
We give a comprehensive analysis of the Euler-Jacobi problem of motion in the field of two fixed centers with arbitrary relative strength and for positive values of the energy. These systems represent nontrivial examples of integrable dynamics and are analysed from the point of view of the energy-momentum mapping from the phase space to the space of the integration constants. In this setting, we describe the structure of the scattering trajectories in phase space and derive an explicit description of the bifurcation diagram, i.e., the set of critical value of the energy-momentum map.
Resumo:
The purpose of this paper is to investigate several analytical methods of solving first passage (FP) problem for the Rouse model, a simplest model of a polymer chain. We show that this problem has to be treated as a multi-dimensional Kramers' problem, which presents rich and unexpected behavior. We first perform direct and forward-flux sampling (FFS) simulations, and measure the mean first-passage time $\tau(z)$ for the free end to reach a certain distance $z$ away from the origin. The results show that the mean FP time is getting faster if the Rouse chain is represented by more beads. Two scaling regimes of $\tau(z)$ are observed, with transition between them varying as a function of chain length. We use these simulations results to test two theoretical approaches. One is a well known asymptotic theory valid in the limit of zero temperature. We show that this limit corresponds to fully extended chain when each chain segment is stretched, which is not particularly realistic. A new theory based on the well known Freidlin-Wentzell theory is proposed, where dynamics is projected onto the minimal action path. The new theory predicts both scaling regimes correctly, but fails to get the correct numerical prefactor in the first regime. Combining our theory with the FFS simulations lead us to a simple analytical expression valid for all extensions and chain lengths. One of the applications of polymer FP problem occurs in the context of branched polymer rheology. In this paper, we consider the arm-retraction mechanism in the tube model, which maps exactly on the model we have solved. The results are compared to the Milner-McLeish theory without constraint release, which is found to overestimate FP time by a factor of 10 or more.
Resumo:
Optimal state estimation is a method that requires minimising a weighted, nonlinear, least-squares objective function in order to obtain the best estimate of the current state of a dynamical system. Often the minimisation is non-trivial due to the large scale of the problem, the relative sparsity of the observations and the nonlinearity of the objective function. To simplify the problem the solution is often found via a sequence of linearised objective functions. The condition number of the Hessian of the linearised problem is an important indicator of the convergence rate of the minimisation and the expected accuracy of the solution. In the standard formulation the convergence is slow, indicating an ill-conditioned objective function. A transformation to different variables is often used to ameliorate the conditioning of the Hessian by changing, or preconditioning, the Hessian. There is only sparse information in the literature for describing the causes of ill-conditioning of the optimal state estimation problem and explaining the effect of preconditioning on the condition number. This paper derives descriptive theoretical bounds on the condition number of both the unpreconditioned and preconditioned system in order to better understand the conditioning of the problem. We use these bounds to explain why the standard objective function is often ill-conditioned and why a standard preconditioning reduces the condition number. We also use the bounds on the preconditioned Hessian to understand the main factors that affect the conditioning of the system. We illustrate the results with simple numerical experiments.
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In this paper we study the problem of maximizing a quadratic form 〈Ax,x〉 subject to ‖x‖q=1, where A has matrix entries View the MathML source with i,j|k and q≥1. We investigate when the optimum is achieved at a ‘multiplicative’ point; i.e. where x1xmn=xmxn. This turns out to depend on both f and q, with a marked difference appearing as q varies between 1 and 2. We prove some partial results and conjecture that for f multiplicative such that 0
Resumo:
In this work, we prove a weak Noether-type Theorem for a class of variational problems that admit broken extremals. We use this result to prove discrete Noether-type conservation laws for a conforming finite element discretisation of a model elliptic problem. In addition, we study how well the finite element scheme satisfies the continuous conservation laws arising from the application of Noether’s first theorem (1918). We summarise extensive numerical tests, illustrating the conservation of the discrete Noether law using the p-Laplacian as an example and derive a geometric-based adaptive algorithm where an appropriate Noether quantity is the goal functional.
Resumo:
Objective: To introduce a new approach to problem based learning (PBL) used in the context of medicinal chemistry practical class teaching pharmacy students. Design: The described chemistry practical is based on independent studies by small groups of undergraduate students (4-5), who design their own practical work taking relevant professional standards into account. Students are carefully guided by feedback and acquire a set of skills important to their future profession as healthcare professionals. This model has been tailored to the application of PBL in a chemistry practical class setting for a large student cohort (150 students). Assessment: The achievement of learning outcomes is based on the submission of relevant documentation including a certificate of analysis, in addition to peer assessment. Some of the learning outcomes are also assessed in the final written examination at the end of the academic year. Conclusion: The described design of a novel PBL chemistry laboratory course for pharmacy students has been found to be successful. Self-reflective learning and engagement with feedback were encouraged, and students enjoyed the challenging learning experience. Skills that are highly essential for the students’ future careers as healthcare professionals are promoted.
Resumo:
The Team Formation problem (TFP) has become a well-known problem in the OR literature over the last few years. In this problem, the allocation of multiple individuals that match a required set of skills as a group must be chosen to maximise one or several social positive attributes. Speci�cally, the aim of the current research is two-fold. First, two new dimensions of the TFP are added by considering multiple projects and fractions of people's dedication. This new problem is named the Multiple Team Formation Problem (MTFP). Second, an optimization model consisting in a quadratic objective function, linear constraints and integer variables is proposed for the problem. The optimization model is solved by three algorithms: a Constraint Programming approach provided by a commercial solver, a Local Search heuristic and a Variable Neighbourhood Search metaheuristic. These three algorithms constitute the first attempt to solve the MTFP, being a variable neighbourhood local search metaheuristic the most effi�cient in almost all cases. Applications of this problem commonly appear in real-life situations, particularly with the current and ongoing development of social network analysis. Therefore, this work opens multiple paths for future research.