Introduction to numerical analysis.

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Survey of numerical analysis.

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Advanced numerical analysis /

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Numerical analysis of capacities for two-qubit unitary operations

We present numerical results on the capacities of two-qubit unitary operations for performing communication and creating entanglement. The capacities for communication considered are based upon the increase in Holevo information of an ensemble. Our results indicate that the capacity may be accurately estimated using ensemble sizes and ancilla dimensions of 4. In addition, the calculated values of these capacities were close to, and in some cases equal to, the similarly defined entangling capacities; this result indicates connections between these capacities.

An object-oriented designed finite-difference time-domain simulator for electromagnetic analysis and design in MRI - application to high field analyses

This paper presents a finite-difference time-domain (FDTD) simulator for electromagnetic analysis and design applications in MRI. It is intended to be a complete FDTD model of an MRI system including all RF and low-frequency field generating units and electrical models of the patient. The pro-ram has been constructed in an object-oriented framework. The design procedure is detailed and the numerical solver has been verified against analytical solutions for simple cases and also applied to various field calculation problems. In particular, the simulator is demonstrated for inverse RF coil design, optimized source profile generation, and parallel imaging in high-frequency situations. The examples show new developments enabled by the simulator and demonstrate that the proposed FDTD framework can be used to analyze large-scale computational electromagnetic problems in modern MRI engineering. (C) 2004 Elsevier Inc. All rights reserved.

Playing in continuous spaces: Some analysis and extension of population-based incremental learning

As an alternative to traditional evolutionary algorithms (EAs), population-based incremental learning (PBIL) maintains a probabilistic model of the best individual(s). Originally, PBIL was applied in binary search spaces. Recently, some work has been done to extend it to continuous spaces. In this paper, we review two such extensions of PBIL. An improved version of the PBIL based on Gaussian model is proposed that combines two main features: a new updating rule that takes into account all the individuals and their fitness values and a self-adaptive learning rate parameter. Furthermore, a new continuous PBIL employing a histogram probabilistic model is proposed. Some experiments results are presented that highlight the features of the new algorithms.

Analysis and optimisation of the performance of nonlinear optical communication systems

We investigate the feasibility of simultaneous suppressing of the amplification noise and nonlinearity, representing the most fundamental limiting factors in modern optical communication. To accomplish this task we developed a general design optimisation technique, based on concepts of noise and nonlinearity management. We demonstrate the immense efficiency of the novel approach by applying it to a design optimisation of transmission lines with periodic dispersion compensation using Raman and hybrid Raman-EDFA amplification. Moreover, we showed, using nonlinearity management considerations, that the optimal performance in high bit-rate dispersion managed fibre systems with hybrid amplification is achieved for a certain amplifier spacing – which is different from commonly known optimal noise performance corresponding to fully distributed amplification. Required for an accurate estimation of the bit error rate, the complete knowledge of signal statistics is crucial for modern transmission links with strong inherent nonlinearity. Therefore, we implemented the advanced multicanonical Monte Carlo (MMC) method, acknowledged for its efficiency in estimating distribution tails. We have accurately computed acknowledged for its efficiency in estimating distribution tails. We have accurately computed marginal probability density functions for soliton parameters, by numerical modelling of Fokker-Plank equation applying the MMC simulation technique. Moreover, applying a powerful MMC method we have studied the BER penalty caused by deviations from the optimal decision level in systems employing in-line 2R optical regeneration. We have demonstrated that in such systems the analytical linear approximation that makes a better fit in the central part of the regenerator nonlinear transfer function produces more accurate approximation of the BER and BER penalty. We present a statistical analysis of RZ-DPSK optical signal at direct detection receiver with Mach-Zehnder interferometer demodulation

Analysis and Optimization of Synthetic Aperture Ultrasound Imaging Using the Effective Aperture Approach

An effective aperture approach is used as a tool for analysis and parameter optimization of mostly known ultrasound imaging systems - phased array systems, compounding systems and synthetic aperture imaging systems. Both characteristics of an imaging system, the effective aperture function and the corresponding two-way radiation pattern, provide information about two of the most important parameters of images produced by an ultrasound system - lateral resolution and contrast. Therefore, in the design, optimization of the effective aperture function leads to optimal choice of such parameters of an imaging systems that influence on lateral resolution and contrast of images produced by this imaging system. It is shown that the effective aperture approach can be used for optimization of a sparse synthetic transmit aperture (STA) imaging system. A new two-stage algorithm is proposed for optimization of both the positions of the transmitted elements and the weights of the receive elements. The proposed system employs a 64-element array with only four active elements used during transmit. The numerical results show that Hamming apodization gives the best compromise between the contrast of images and the lateral resolution.

Numerical Analysis of Chemical Reactions by Monte Carlo Simulation

Добри Данков, Владимир Русинов, Мария Велинова, Жасмина Петрова - Изследвана е химическа реакция чрез два начина за моделиране на вероятността за химическа реакция използвайки Direct Simulation Monte Carlo метод. Изследван е порядъка на разликите при температурите и концентрациите чрез тези начини. Когато активността на химическата реакция намалява, намаляват и разликите между концентрациите и температурите получени по двата начина. Ключови думи: Механика на флуидите, Кинетична теория, Разреден газ, DSMC

Results of analysis and model simulation of the bed profiles

Bedforms such as dunes and ripples are ubiquitous in rivers and coastal seas, and commonly described as triangular shapes from which height and length are calculated to estimate hydrodynamic and sediment dynamic parameters. Natural bedforms, however, present a far more complicated morphology; the difference between natural bedform shape and the often assumed triangular shape is usually neglected, and how this may affect the flow is unknown. This study investigates the shapes of natural bedforms and how they influence flow and shear stress, based on four datasets extracted from earlier studies on two rivers (the Rio Paraná in Argentina, and the Lower Rhine in The Netherlands). The most commonly occurring morphological elements are a sinusoidal stoss side made of one segment and a lee side made of two segments, a gently sloping upper lee side and a relatively steep (6 to 21°) slip face. A non-hydrostatic numerical model, set up using Delft3D, served to simulate the flow over fixed bedforms with various morphologies derived from the identified morphological elements. Both shear stress and turbulence increase with increasing slip face angle and are only marginally affected by the dimensions and positions of the upper and lower lee side. The average slip face angle determined from the bed profiles is 14°, over which there is no permanent flow separation. Shear stress and turbulence above natural bedforms are higher than above a flat bed but much lower than over the often assumed 30° lee side angle.

Characterization of dynamic speckle sequences using principal component analysis and image descriptors

Speckle is being used as a characterization tool for the analysis of the dynamic of slow varying phenomena occurring in biological and industrial samples. The retrieved data takes the form of a sequence of speckle images. The analysis of these images should reveal the inner dynamic of the biological or physical process taking place in the sample. Very recently, it has been shown that principal component analysis is able to split the original data set in a collection of classes. These classes can be related with the dynamic of the observed phenomena. At the same time, statistical descriptors of biospeckle images have been used to retrieve information on the characteristics of the sample. These statistical descriptors can be calculated in almost real time and provide a fast monitoring of the sample. On the other hand, principal component analysis requires longer computation time but the results contain more information related with spatial-temporal pattern that can be identified with physical process. This contribution merges both descriptions and uses principal component analysis as a pre-processing tool to obtain a collection of filtered images where a simpler statistical descriptor can be calculated. The method has been applied to slow-varying biological and industrial processes

Advances in Dynamic Modeling and Computation for Count Data

A class of multi-process models is developed for collections of time indexed count data. Autocorrelation in counts is achieved with dynamic models for the natural parameter of the binomial distribution. In addition to modeling binomial time series, the framework includes dynamic models for multinomial and Poisson time series. Markov chain Monte Carlo (MCMC) and Po ́lya-Gamma data augmentation (Polson et al., 2013) are critical for fitting multi-process models of counts. To facilitate computation when the counts are high, a Gaussian approximation to the P ́olya- Gamma random variable is developed.

Three applied analyses are presented to explore the utility and versatility of the framework. The first analysis develops a model for complex dynamic behavior of themes in collections of text documents. Documents are modeled as a “bag of words”, and the multinomial distribution is used to characterize uncertainty in the vocabulary terms appearing in each document. State-space models for the natural parameters of the multinomial distribution induce autocorrelation in themes and their proportional representation in the corpus over time.

The second analysis develops a dynamic mixed membership model for Poisson counts. The model is applied to a collection of time series which record neuron level firing patterns in rhesus monkeys. The monkey is exposed to two sounds simultaneously, and Gaussian processes are used to smoothly model the time-varying rate at which the neuron’s firing pattern fluctuates between features associated with each sound in isolation.

The third analysis presents a switching dynamic generalized linear model for the time-varying home run totals of professional baseball players. The model endows each player with an age specific latent natural ability class and a performance enhancing drug (PED) use indicator. As players age, they randomly transition through a sequence of ability classes in a manner consistent with traditional aging patterns. When the performance of the player significantly deviates from the expected aging pattern, he is identified as a player whose performance is consistent with PED use.

All three models provide a mechanism for sharing information across related series locally in time. The models are fit with variations on the P ́olya-Gamma Gibbs sampler, MCMC convergence diagnostics are developed, and reproducible inference is emphasized throughout the dissertation.

Field data, numerical simulations and probability analyses to assess lava flow hazards at Mount Etna

Improving lava flow hazard assessment is one of the most important and challenging fields of volcanology, and has an immediate and practical impact on society. Here, we present a methodology for the quantitative assessment of lava flow hazards based on a combination of field data, numerical simulations and probability analyses. With the extensive data available on historic eruptions of Mt. Etna, going back over 2000 years, it has been possible to construct two hazard maps, one for flank and the other for summit eruptions, allowing a quantitative analysis of the most likely future courses of lava flows. The effective use of hazard maps of Etna may help in minimizing the damage from volcanic eruptions through correct land use in densely urbanized area with a population of almost one million people. Although this study was conducted on Mt. Etna, the approach used is designed to be applicable to other volcanic areas.

Modeling, Analysis and Performance Comparison of Two Direct Sampling DCSK Receivers under Frequency Nonselective Fading Channels

Two direct sampling correlator-type receivers for differential chaos shift keying (DCSK) communication systems under frequency non-selective fading channels are proposed. These receivers operate based on the same hardware platform with different architectures. In the first scheme, namely sum-delay-sum (SDS) receiver, the sum of all samples in a chip period is correlated with its delayed version. The correlation value obtained in each bit period is then compared with a fixed threshold to decide the binary value of recovered bit at the output. On the other hand, the second scheme, namely delay-sum-sum (DSS) receiver, calculates the correlation value of all samples with its delayed version in a chip period. The sum of correlation values in each bit period is then compared with the threshold to recover the data. The conventional DCSK transmitter, frequency non-selective Rayleigh fading channel, and two proposed receivers are mathematically modelled in discrete-time domain. The authors evaluated the bit error rate performance of the receivers by means of both theoretical analysis and numerical simulation. The performance comparison shows that the two proposed receivers can perform well under the studied channel, where the performances get better when the number of paths increases and the DSS receiver outperforms the SDS one.