Linear-wavelet networks

This paper proposes a nonlinear regression structure comprising a wavelet network and a linear term. The introduction of the linear term is aimed at providing a more parsimonious interpolation in high-dimensional spaces when the modelling samples are sparse. A constructive procedure for building such structures, termed linear-wavelet networks, is described. For illustration, the proposed procedure is employed in the framework of dynamic system identification. In an example involving a simulated fermentation process, it is shown that a linear-wavelet network yields a smaller approximation error when compared with a wavelet network with the same number of regressors. The proposed technique is also applied to the identification of a pressure plant from experimental data. In this case, the results show that the introduction of wavelets considerably improves the prediction ability of a linear model. Standard errors on the estimated model coefficients are also calculated to assess the numerical conditioning of the identification process.

Plane wave approximation of homogeneous Helmholtz solutions

In this paper, we study the approximation of solutions of the homogeneous Helmholtz equation Δu + ω 2 u = 0 by linear combinations of plane waves with different directions. We combine approximation estimates for homogeneous Helmholtz solutions by generalized harmonic polynomials, obtained from Vekua’s theory, with estimates for the approximation of generalized harmonic polynomials by plane waves. The latter is the focus of this paper. We establish best approximation error estimates in Sobolev norms, which are explicit in terms of the degree of the generalized polynomial to be approximated, the domain size, and the number of plane waves used in the approximations.

A linear model of gravity wave drag for hydrostatic sheared flow over elliptical mountains

An analytical model of orographic gravity wave drag due to sheared flow past elliptical mountains is developed. The model extends the domain of applicability of the well-known Phillips model to wind profiles that vary relatively slowly in the vertical, so that they may be treated using a WKB approximation. The model illustrates how linear processes associated with wind profile shear and curvature affect the drag force exerted by the airflow on mountains, and how it is crucial to extend the WKB approximation to second order in the small perturbation parameter for these effects to be taken into account. For the simplest wind profiles, the normalized drag depends only on the Richardson number, Ri, of the flow at the surface and on the aspect ratio, γ, of the mountain. For a linear wind profile, the drag decreases as Ri decreases, and this variation is faster when the wind is across the mountain than when it is along the mountain. For a wind that rotates with height maintaining its magnitude, the drag generally increases as Ri decreases, by an amount depending on γ and on the incidence angle. The results from WKB theory are compared with exact linear results and also with results from a non-hydrostatic nonlinear numerical model, showing in general encouraging agreement, down to values of Ri of order one.

Feasible estimation of generalized linear mixed models (GLMM) with weak dependency between groups

This paper presents a two-step pseudo likelihood estimation technique for generalized linear mixed models with the random effects being correlated between groups. The core idea is to deal with the intractable integrals in the likelihood function by multivariate Taylor's approximation. The accuracy of the estimation technique is assessed in a Monte-Carlo study. An application of it with a binary response variable is presented using a real data set on credit defaults from two Swedish banks. Thanks to the use of two-step estimation technique, the proposed algorithm outperforms conventional pseudo likelihood algorithms in terms of computational time.

Monotone approximation of aggregation operators using least squares splines

The need for monotone approximation of scattered data often arises in many problems of regression, when the monotonicity is semantically important. One such domain is fuzzy set theory, where membership functions and aggregation operators are order preserving. Least squares polynomial splines provide great flexbility when modeling non-linear functions, but may fail to be monotone. Linear restrictions on spline coefficients provide necessary and sufficient conditions for spline monotonicity. The basis for splines is selected in such a way that these restrictions take an especially simple form. The resulting non-negative least squares problem can be solved by a variety of standard proven techniques. Additional interpolation requirements can also be imposed in the same framework. The method is applied to fuzzy systems, where membership functions and aggregation operators are constructed from empirical data.

Shape preserving approximation using least squares splines

Least squares polynomial splines are an effective tool for data fitting, but they may fail to preserve essential properties of the underlying function, such as monotonicity or convexity. The shape restrictions are translated into linear inequality conditions on spline coefficients. The basis functions are selected in such a way that these conditions take a simple form, and the problem becomes non-negative least squares problem, for which effecitive and robust methods of solution exist. Multidimensional monotone approximation is achieved by using tensor-product splines with the appropriate restrictions. Additional inter polation conditions can also be introduced. The conversion formulas to traditional B-spline representation are provided.

A state space based approach in non-linear hemodynamic response modeling with fMRI data

In this paper we use the modified and integrated version of the balloon model in the analysis of fMRI data. We propose a new state space model realization for this balloon model and represent it with the standard A,B,C and D matrices widely used in system theory. A second order Padé approximation with equal numerator and denominator degree is used for the time delay approximation in the modeling of the cerebral blood flow. The results obtained through numerical solutions showed that the new state space model realization is in close agreement to the actual modified and integrated version of the balloon model. This new system theoretic formulation is likely to open doors to a novel way of analyzing fMRI data with real time robust estimators. With further development and validation, the new model has the potential to devise a generalized measure to make a significant contribution to improve the diagnosis and treatment of clinical scenarios where the brain functioning get altered. Concepts from system theory can readily be used in the analysis of fMRI data and the subsequent synthesis of filters and estimators.

Modelagem linear e identificação do modelo dinâmico de um robô móvel com acionamento diferencial

This work presents a modelling and identification method for a wheeled mobile robot, including the actuator dynamics. Instead of the classic modelling approach, where the robot position coordinates (x,y) are utilized as state variables (resulting in a non linear model), the proposed discrete model is based on the travelled distance increment Delta_l. Thus, the resulting model is linear and time invariant and it can be identified through classical methods such as Recursive Least Mean Squares. This approach has a problem: Delta_l can not be directly measured. In this paper, this problem is solved using an estimate of Delta_l based on a second order polynomial approximation. Experimental data were colected and the proposed method was used to identify the model of a real robot

BEM Formulations Based on Kirchhoff's Hypoyhesis to Perform Linear Bending Analysis of Plates Reinforced by Beams

In this work, are discussed two formulations of the boundary element method - BEM to perform linear bending analysis of plates reinforced by beams. Both formulations are based on the Kirchhoffs hypothesis and they are obtained from the reciprocity theorem applied to zoned plates, where each sub-region defines a beam or a stab. In the first model the problem values are defined along the interfaces and the external boundary. Then, in order to reduce the number of degrees of freedom kinematics hypothesis are assumed along the beam cross section, leading to a second formulation where the collocation points are defined along the beam skeleton, instead of being placed on interfaces. on these formulations no approximation of the generalized forces along the interface is required. Moreover, compatibility and equilibrium conditions along the interface are automatically imposed by the integral equation. Thus, these formulations require less approximation and the total number of the degrees of freedom is reduced. In the numerical examples are discussed the differences between these two BEM formulations, comparing as well the results to a well-known finite element code.

Miscibility in a degenerate fermionic mixture induced by linear coupling

We consider a one-dimensional mean-field-hydrodynamic model of a two-component degenerate Fermi gas in an external trap, each component representing a spin state of the same atom. We demonstrate that the interconversion between them (linear coupling), imposed by a resonant electromagnetic wave, transforms the immiscible binary gas into a miscible state, if the coupling constant, kappa, exceeds a critical value, kappa(cr). The effect is predicted in a variational approximation, and confirmed by numerical solutions. Unlike the recently studied model of a binary Bose-Einsten condensate with the linear coupling, the components in the immiscible phase of the binary fermion mixture never fill two separated domains with a wall between them, but rather form antilocked (pi-phase-shifted) density waves. Another difference from the bosonic mixture is spontaneous breaking of symmetry between the two components in terms of the numbers of atoms in them, N(1) and N(2). The latter effect is characterized by the parameter nu equivalent to(N(1)-N(2))/(N(1)+N(2)) (only N(1)+N(2) is a conserved quantity), the onset of miscibility at kappa >=kappa(cr) meaning a transition to nu equivalent to 0. At kappa linear coupling, and the developing spatial structure resembles the known Larkin-Ovchinnikov-Fulde-Ferrell states in the Fermi mixture. Dynamical states, when kappa is suddenly switched from zero to a value exceeding kappa(cr), are considered too. In the latter case, the system features oscillatory relaxation to the mixed state.

Two-component gap solitons with linear interconversion

Fundação de Amparo à Pesquisa do Estado de São Paulo (FAPESP)

Non-linear boundary element analysis of floor slabs reinforced with rectangular beams

In this work, a numerical model to perform non-linear analysis of building floor structures is proposed. The presented model is derived from the Kirchhoff-s plate bending formulation of the boundary element method (BENI) for zoned domains, in which the plate stiffness is modified by the presence of membrane effects. In this model, no approximation of the generalized forces along the interface is required and the compatibility and equilibrium conditions along interfaces are imposed at the integral equation level. In order to reduce the number of degrees of freedom, the Navier Bernoulli hypothesis is assumed to simplify the strain field for the thin sub-regions (rectangular beams). The non-linear formulation is obtained from the linear formulation by incorporating initial internal force fields, which are approximated by using the well-known cell sub-division. Then, the non-linear solution of algebraic equations is obtained by using the concept of the consistent tangent operator. The Von Mises criterion is adopted to govern the elasto-plastic material behaviour checked at points along the plate thickness and along the rectangular beam element axes. The numerical representations are accurately obtained by either computing analytically the element integrals or performing the numerical integration accurately using an appropriate sub-elementation scheme. (C) 2007 Elsevier Ltd. All rights reserved.

Dinâmica não linear de m Pêndula eletromecânico com excitação vertical

Pós-graduação em Matemática - IBILCE

Análise de um esquema linear para estimativa de anisotropia local a partir de dados de onda P em experimentos de VSP multiazimutal

Neste trabalho é apresentada uma análise do esquema de inversão linear para a estimativa de anisotropia na vizinhança de um receptor situado em um poço a partir de da componente vertical do vetor de vagarosidade e do vetor de polarização de ondas P medidops em experimentos de VSP walkaway multiazimutal. Independente do meio acima do geofone (homogêneo ou heterogêneo) e da forma do poço (pode ser direcional ou curvado, vertical e inclinado), a inversão é feita a partir de uma aproximação de primeira ordem em torno de um meio isotrópico de referência. O esquma da inversão é analisado considerando fatores como: o nível de ruído nos dados, o tipo de onda P, o grau de anisotropia do meio, a escolha dos parâmetros no meio isotrópico de referência e grau de heterogeneidade do meio. Os resultados são apresentados.

Aeroelastic stability analysis using linear matrix inequalities

The present work describes an alternative methodology for identification of aeroelastic stability in a range of varying parameters. Analysis is performed in time domain based on Lyapunov stability and solved by convex optimization algorithms. The theory is outlined and simulations are carried out on a benchmark system to illustrate the method. The classical methodology with the analysis of the system's eigenvalues is presented for comparing the results and validating the approach. The aeroelastic model is represented in state space format and the unsteady aerodynamic forces are written in time domain using rational function approximation. The problem is formulated as a polytopic differential inclusion system and the conceptual idea can be used in two different applications. In the first application the method verifies the aeroelastic stability in a range of air density (or its equivalent altitude range). In the second one, the stability is verified for a rage of velocities. These analyses are in contrast to the classical discrete analysis performed at fixed air density/velocity values. It is shown that this method is efficient to identify stability regions in the flight envelope and it offers promise for robust flutter identification.