On Nonnegative Solutions of Fractional q-Linear Time-Varying Dynamic Systems with Delayed Dynamics

This paper is devoted to the investigation of nonnegative solutions and the stability and asymptotic properties of the solutions of fractional differential dynamic linear time-varying systems involving delayed dynamics with delays. The dynamic systems are described based on q-calculus and Caputo fractional derivatives on any order.

Incremental Linear Discriminant Analysis Using Sufficient Spanning Sets and Its Applications

This paper presents an incremental learning solution for Linear Discriminant Analysis (LDA) and its applications to object recognition problems. We apply the sufficient spanning set approximation in three steps i.e. update for the total scatter matrix, between-class scatter matrix and the projected data matrix, which leads an online solution which closely agrees with the batch solution in accuracy while significantly reducing the computational complexity. The algorithm yields an efficient solution to incremental LDA even when the number of classes as well as the set size is large. The incremental LDA method has been also shown useful for semi-supervised online learning. Label propagation is done by integrating the incremental LDA into an EM framework. The method has been demonstrated in the task of merging large datasets which were collected during MPEG standardization for face image retrieval, face authentication using the BANCA dataset, and object categorisation using the Caltech101 dataset. © 2010 Springer Science+Business Media, LLC.

FIRST PASSAGE APPROXIMATION FOR NORMAL STATIONARY RANDOM PROCESSES.

A new approximate solution for the first passage probability of a stationary Gaussian random process is presented which is based on the estimation of the mean clump size. A simple expression for the mean clump size is derived in terms of the cumulative normal distribution function, which avoids the lengthy numerical integrations which are required by similar existing techniques. The method is applied to a linear oscillator and an ideal bandpass process and good agreement with published results is obtained. By making a slight modification to an existing analysis it is shown that a widely used empirical result for the asymptotic form of the first passage probability can be deduced theoretically.

Linear gaussian computations for near-exact Bayesian Monte Carlo inference in skewed alpha-stable time series models

In this paper we study parameter estimation for time series with asymmetric α-stable innovations. The proposed methods use a Poisson sum series representation (PSSR) for the asymmetric α-stable noise to express the process in a conditionally Gaussian framework. That allows us to implement Bayesian parameter estimation using Markov chain Monte Carlo (MCMC) methods. We further enhance the series representation by introducing a novel approximation of the series residual terms in which we are able to characterise the mean and variance of the approximation. Simulations illustrate the proposed framework applied to linear time series, estimating the model parameter values and model order P for an autoregressive (AR(P)) model driven by asymmetric α-stable innovations. © 2012 IEEE.

Gaussian Approximation Potential: an interatomic potential derived from first principles Quantum Mechanics

Simulation of materials at the atomistic level is an important tool in studying microscopic structure and processes. The atomic interactions necessary for the simulation are correctly described by Quantum Mechanics. However, the computational resources required to solve the quantum mechanical equations limits the use of Quantum Mechanics at most to a few hundreds of atoms and only to a small fraction of the available configurational space. This thesis presents the results of my research on the development of a new interatomic potential generation scheme, which we refer to as Gaussian Approximation Potentials. In our framework, the quantum mechanical potential energy surface is interpolated between a set of predetermined values at different points in atomic configurational space by a non-linear, non-parametric regression method, the Gaussian Process. To perform the fitting, we represent the atomic environments by the bispectrum, which is invariant to permutations of the atoms in the neighbourhood and to global rotations. The result is a general scheme, that allows one to generate interatomic potentials based on arbitrary quantum mechanical data. We built a series of Gaussian Approximation Potentials using data obtained from Density Functional Theory and tested the capabilities of the method. We showed that our models reproduce the quantum mechanical potential energy surface remarkably well for the group IV semiconductors, iron and gallium nitride. Our potentials, while maintaining quantum mechanical accuracy, are several orders of magnitude faster than Quantum Mechanical methods.

Numerical and theoretical analysis of the crosstalk in linear optical amplifiers

The dynamic characteristics, including the crosstalk and relaxation oscillation, of linear optical amplifiers (LOAs) are investigated by small-signal analysis under an averaging carrier density approximation and compared with the results of numerical simulation. The good agreement between the numerical simulation and the small-signal analysis indicated the averaging carrier density is an appropriate approximation for analyzing LOAs. Theoretical analyzes also show that the dynamic properties of the vertical laser fields dominate the dynamic performance of LOAs. Based on the small-signal analysis, a concise equation for the crosstalk under high bit rate was derived, which can be applied to measure the differential gain of LOAs.

High resolution interrogation technique based on linear photodiode array spectrometer for fiber Bragg grating Sensors - art. no. 65952C

A linear photodiode array spectrometer based, high resolution interrogation technique for fiber Bragg grating sensors is demonstrated. Spline interpolation and Polynomial Approximation Algorithm (PAA) are applied to the data points acquired by the spectrometer to improve the original PAA based interrogation method. Thereby fewer pixels are required to achieve the same resolution as original. Theoretical analysis indicates that if the FWHM of a FBG covers more than 3 pixels, the resolution of central wavelength shift will arrive at less than 1 pm. While the number of pixels increases to 6, the nominal resolution will decrease to 0.001 pm. Experimental result shows that Bragg wavelength resolution of similar to 1 pm is obtained for a FBG with FWHM of similar to 0.2 nm using a spectrometer with a pixel resolution of similar to 70 pm.

MULTIPLE PERIODIC SOLUTIONS OF ASYMPTOTICALLY LINEAR HAMILTONIAN SYSTEMS VIA CONLEY INDEX THEORY

In this paper we study the existence of periodic solutions of asymptotically linear Hamiltonian systems which may not satisfy the Palais-Smale condition. By using the Conley index theory and the Galerkin approximation methods, we establish the existence of at least two nontrivial periodic solutions for the corresponding systems.

The influence of muffin-tin approximation on energy band gap

The influence of muffin-tin approximation on energy band gap was studied using LMTO-ASA (Linear Muffin-Tin Orbital-Atomic Sphere Approximation) approach. Since the diverse data are available for LaX(X=N, P, As, Sb), they are presented in our research as an example in order to test the reliability of our results. Four groups of muffin-tin radii were chosen, they were the fitted muffin-tin radii based on the optical properties of the crystals (the first), 1 : 1 for La : X(the second), 1.5 : 1 for La : X(the third), and a group of radii derived by making the charge in the interstitial space to be zero(the fourth). The results show that the fitted muffin-tin radii (the first group) give the best results compared with experimental values, and the predicted energy band gaps are very sensitive to the choice of muffin-tin radius in comparison with the other groups. The second and the third delivered results somewhere in between, while the fourth provided the worst results compared with the other groups. For the same crystal, with the increase of muffin-tin radius of lanthanum, the calculated energy band gaps decreased, going from semi-conductor to semimetal. This again clearly indicated the sensitivity of energy band structure on muffin-tin approximation.

Effective response of a non-linear composite in external AC electric field

A general effective response is proposed for nonlinear composite media, which obey a current field relation of the form J = sigmaE + chi\E\(2) E when an external alternating current (AC) electrical field is applied. For a sinusoidal applied field with finite frequency omega, the effective constitutive relation between the current density and electric field can be defined as, = sigma(e) + chi(e) <\E(x, omega, t)\(2) E(x, omega, t)> + (. . .), where sigma(e) and chi(e) are the general effective linear and nonlinear conductive responses, respectively. The angled brackets <(. . .)> denotes the ensemble average. As two examples, we have investigated the cylindrical and spherical inclusions embedded in a host and also derived the formulae of the general effective linear and nonlinear conductive responses in dilute limit. For higher volume fraction of inclusions, we have proposed a nonlinear effective medium approximation (EMA) method to estimate the general effective response of nonlinear composites in external AC field. Furthermore, the effective nonlinear responses at harmonics are predicted by using the general effective response. (C) 2002 Elsevier Science B.V. All rights reserved.

Adaptive Mixture Modelling Metropolis Methods for Bayesian Analysis of Non-linear State-Space Models.

We describe a strategy for Markov chain Monte Carlo analysis of non-linear, non-Gaussian state-space models involving batch analysis for inference on dynamic, latent state variables and fixed model parameters. The key innovation is a Metropolis-Hastings method for the time series of state variables based on sequential approximation of filtering and smoothing densities using normal mixtures. These mixtures are propagated through the non-linearities using an accurate, local mixture approximation method, and we use a regenerating procedure to deal with potential degeneracy of mixture components. This provides accurate, direct approximations to sequential filtering and retrospective smoothing distributions, and hence a useful construction of global Metropolis proposal distributions for simulation of posteriors for the set of states. This analysis is embedded within a Gibbs sampler to include uncertain fixed parameters. We give an example motivated by an application in systems biology. Supplemental materials provide an example based on a stochastic volatility model as well as MATLAB code.

Linear inverse problems with discrete data: II. Stability and regularization

For pt.I. see ibid. vol.1, p.301 (1985). In the first part of this work a general definition of an inverse problem with discrete data has been given and an analysis in terms of singular systems has been performed. The problem of the numerical stability of the solution, which in that paper was only briefly discussed, is the main topic of this second part. When the condition number of the problem is too large, a small error on the data can produce an extremely large error on the generalised solution, which therefore has no physical meaning. The authors review most of the methods which have been developed for overcoming this difficulty, including numerical filtering, Tikhonov regularisation, iterative methods, the Backus-Gilbert method and so on. Regularisation methods for the stable approximation of generalised solutions obtained through minimisation of suitable seminorms (C-generalised solutions), such as the method of Phillips (1962), are also considered.

An improved approximation algorithm for the two-machine flow shop scheduling problem with an interstage transporter

We study the two-machine flow shop problem with an uncapacitated interstage transporter. The jobs have to be split into batches, and upon completion on the first machine, each batch has to be shipped to the second machine by a transporter. The best known heuristic for the problem is a –approximation algorithm that outputs a two-shipment schedule. We design a –approximation algorithm that finds schedules with at most three shipments, and this ratio cannot be improved, unless schedules with more shipments are created. This improvement is achieved due to a thorough analysis of schedules with two and three shipments by means of linear programming. We formulate problems of finding an optimal schedule with two or three shipments as integer linear programs and develop strongly polynomial algorithms that find solutions to their continuous relaxations with a small number of fractional variables

An approximation algorithm for the two-machine flow shop with a single transporter

We study the two-machine flow shop problem with an uncapacitated interstage transporter. The jobs have to be split into batches, and upon completion on the first machine, each batch has to be shipped to the second machine by a transporter. The best known heuristic for the problem is a –approximation algorithm that outputs a two-shipment schedule. We design a –approximation algorithm that finds schedules with at most three shipments, and this ratio cannot be improved, unless schedules with more shipments are created. This improvement is achieved due to a thorough analysis of schedules with two and three shipments by means of linear programming. We formulate problems of finding an optimal schedule with two or three shipments as integer linear programs and develop strongly polynomial algorithms that find solutions to their continuous relaxations with a small number of fractional variables.

Compact operators without extended eigenvalues

A complex number lambda is called an extended eigenvalue of a bounded linear operator T on a Banach space B if there exists a non-zero bounded linear operator X acting on B such that XT = lambda TX. We show that there are compact quasinilpotent operators on a separable Hilbert space, for which the set of extended eigenvalues is the one-point set {1}.