A POSTERIORI ERROR CONTROL OF DISCONTINUOUS GALERKIN METHODS FOR ELLIPTIC OBSTACLE PROBLEMS

In this article, we derive an a posteriori error estimator for various discontinuous Galerkin (DG) methods that are proposed in (Wang, Han and Cheng, SIAM J. Numer. Anal., 48: 708-733, 2010) for an elliptic obstacle problem. Using a key property of DG methods, we perform the analysis in a general framework. The error estimator we have obtained for DG methods is comparable with the estimator for the conforming Galerkin (CG) finite element method. In the analysis, we construct a non-linear smoothing function mapping DG finite element space to CG finite element space and use it as a key tool. The error estimator consists of a discrete Lagrange multiplier associated with the obstacle constraint. It is shown for non-over-penalized DG methods that the discrete Lagrange multiplier is uniformly stable on non-uniform meshes. Finally, numerical results demonstrating the performance of the error estimator are presented.

BILATERAL EDGE DETECTORS

We propose to employ bilateral filters to solve the problem of edge detection. The proposed methodology presents an efficient and noise robust method for detecting edges. Classical bilateral filters smooth images without distorting edges. In this paper, we modify the bilateral filter to perform edge detection, which is the opposite of bilateral smoothing. The Gaussian domain kernel of the bilateral filter is replaced with an edge detection mask, and Gaussian range kernel is replaced with an inverted Gaussian kernel. The modified range kernel serves to emphasize dissimilar regions. The resulting approach effectively adapts the detection mask according as the pixel intensity differences. The results of the proposed algorithm are compared with those of standard edge detection masks. Comparisons of the bilateral edge detector with Canny edge detection algorithm, both after non-maximal suppression, are also provided. The results of our technique are observed to be better and noise-robust than those offered by methods employing masks alone, and are also comparable to the results from Canny edge detector, outperforming it in certain cases.

Spatially Adaptive Kernel Regression Using Risk Estimation

An important question in kernel regression is one of estimating the order and bandwidth parameters from available noisy data. We propose to solve the problem within a risk estimation framework. Considering an independent and identically distributed (i.i.d.) Gaussian observations model, we use Stein's unbiased risk estimator (SURE) to estimate a weighted mean-square error (MSE) risk, and optimize it with respect to the order and bandwidth parameters. The two parameters are thus spatially adapted in such a manner that noise smoothing and fine structure preservation are simultaneously achieved. On the application side, we consider the problem of image restoration from uniform/non-uniform data, and show that the SURE approach to spatially adaptive kernel regression results in better quality estimation compared with its spatially non-adaptive counterparts. The denoising results obtained are comparable to those obtained using other state-of-the-art techniques, and in some scenarios, superior.

Smoothed Functional Algorithms for Stochastic Optimization Using q-Gaussian Distributions

Smoothed functional (SF) schemes for gradient estimation are known to be efficient in stochastic optimization algorithms, especially when the objective is to improve the performance of a stochastic system However, the performance of these methods depends on several parameters, such as the choice of a suitable smoothing kernel. Different kernels have been studied in the literature, which include Gaussian, Cauchy, and uniform distributions, among others. This article studies a new class of kernels based on the q-Gaussian distribution, which has gained popularity in statistical physics over the last decade. Though the importance of this family of distributions is attributed to its ability to generalize the Gaussian distribution, we observe that this class encompasses almost all existing smoothing kernels. This motivates us to study SF schemes for gradient estimation using the q-Gaussian distribution. Using the derived gradient estimates, we propose two-timescale algorithms for optimization of a stochastic objective function in a constrained setting with a projected gradient search approach. We prove the convergence of our algorithms to the set of stationary points of an associated ODE. We also demonstrate their performance numerically through simulations on a queuing model.

Dynamics of Plasmon in Graphene Oxide

Dynamic effects of plasmon such as scattering with defect boundaries and oxygen impurities in the graphene oxide are investigated. Study of plasmon dynamics helps in understanding electronic, opto-electronic and biological applications of graphene based nanostructures. Tuning or control over such applications is made possible by graphene nanostructure engineering. We have modeled defects with increased smoothing of defect edge in graphene keeping area of the defect constant. Scattering of plasmons in graphene with defects is modeled using an electromagnetic field coupled inter-atomic potential approach with finite element discretization of the atomic vibrational and electromagnetic field degrees of freedom. Our calculations show pi + sigma plasmon red shifting under sharp defect edges whereas pi plasmon show high extinction efficiency. Strong localization of electric fields near the sharp defect edges is observed. Observations on plasmons and its dynamics draws attention in designing novel optoelectronic devices and binders for bio-molecules.

Joint Channel Estimation and Data Detection in MIMO-OFDM Systems: A Sparse Bayesian Learning Approach

The impulse response of wireless channels between the N-t transmit and N-r receive antennas of a MIMO-OFDM system are group approximately sparse (ga-sparse), i.e., NtNt the channels have a small number of significant paths relative to the channel delay spread and the time-lags of the significant paths between transmit and receive antenna pairs coincide. Often, wireless channels are also group approximately cluster-sparse (gac-sparse), i.e., every ga-sparse channel consists of clusters, where a few clusters have all strong components while most clusters have all weak components. In this paper, we cast the problem of estimating the ga-sparse and gac-sparse block-fading and time-varying channels in the sparse Bayesian learning (SBL) framework and propose a bouquet of novel algorithms for pilot-based channel estimation, and joint channel estimation and data detection, in MIMO-OFDM systems. The proposed algorithms are capable of estimating the sparse wireless channels even when the measurement matrix is only partially known. Further, we employ a first-order autoregressive modeling of the temporal variation of the ga-sparse and gac-sparse channels and propose a recursive Kalman filtering and smoothing (KFS) technique for joint channel estimation, tracking, and data detection. We also propose novel, parallel-implementation based, low-complexity techniques for estimating gac-sparse channels. Monte Carlo simulations illustrate the benefit of exploiting the gac-sparse structure in the wireless channel in terms of the mean square error (MSE) and coded bit error rate (BER) performance.

Joint Bilateral Filtering based Non-local Means Image Denoising

This paper proposes a denoising algorithm which performs non-local means bilateral filtering. As existing literature suggests, non-local means (NLM) is one of the widely used denoising techniques, but has a critical drawback of smoothing of edges. In order to improve this, we perform fast and efficient NLM using Approximate Nearest Neighbour Fields and improve the edge content in denoising by formulating a joint-bilateral filter. Using the proposed joint bilateral, we are able to denoise smooth regions using the NLM approach and efficient edge reconstruction is obtained from the bilateral filter. Furthermore, to avoid tedious parameter selection, we carry out a noise estimation before performing joint bilateral filtering. The proposed approach is observed to perform well on high noise images.

SPEECH ENHANCEMENT USING DISCRIMINATIVE RANDOM FIELDS

Speech enhancement in stationary noise is addressed using the ideal channel selection framework. In order to estimate the binary mask, we propose to classify each time-frequency (T-F) bin of the noisy signal as speech or noise using Discriminative Random Fields (DRF). The DRF function contains two terms - an enhancement function and a smoothing term. On each T-F bin, we propose to use an enhancement function based on likelihood ratio test for speech presence, while Ising model is used as smoothing function for spectro-temporal continuity in the estimated binary mask. The effect of the smoothing function over successive iterations is found to reduce musical noise as opposed to using only enhancement function. The binary mask is inferred from the noisy signal using Iterated Conditional Modes (ICM) algorithm. Sentences from NOIZEUS corpus are evaluated from 0 dB to 15 dB Signal to Noise Ratio (SNR) in 4 kinds of additive noise settings: additive white Gaussian noise, car noise, street noise and pink noise. The reconstructed speech using the proposed technique is evaluated in terms of average segmental SNR, Perceptual Evaluation of Speech Quality (PESQ) and Mean opinion Score (MOS).

Simulation of Free-Surface Flow in a Tank Using the Navier-Stokes Model and Unstructured Finite Volume Method

Modelling free-surface flow has very important applications in many engineering areas such as oil transportation and offshore structures. Current research focuses on the modelling of free surface flow in a tank by solving the Navier-Stokes equation. An unstructured finite volume method is used to discretize the governing equations. The free surface is tracked by dynamically adapting the mesh and making it always surface conforming. A mesh-smoothing scheme based on the spring analogy is also implemented to ensure mesh quality throughout the computaiton. Studies are performed on the sloshing response of a liquid in an elastic container subjected to various excitation frequencies. Further investigations are also carried out on the critical frequency that leads to large deformation of the tank walls. Another numerical simulation involves the free-surface flow past as submerged obstacle placed in the tank to show the flow separation and vortices. All these cases demonstrate the capability of this numerical method in modelling complicated practical problems.

Fixed-lag blind equalization and sequence estimation in digital communications systems using sequential importance sampling

We present methods for fixed-lag smoothing using Sequential Importance sampling (SIS) on a discrete non-linear, non-Gaussian state space system with unknown parameters. Our particular application is in the field of digital communication systems. Each input data point is taken from a finite set of symbols. We represent transmission media as a fixed filter with a finite impulse response (FIR), hence a discrete state-space system is formed. Conventional Markov chain Monte Carlo (MCMC) techniques such as the Gibbs sampler are unsuitable for this task because they can only perform processing on a batch of data. Data arrives sequentially, so it would seem sensible to process it in this way. In addition, many communication systems are interactive, so there is a maximum level of latency that can be tolerated before a symbol is decoded. We will demonstrate this method by simulation and compare its performance to existing techniques.

A backward particle interpretation of Feynman-Kac formulae

We design a particle interpretation of Feynman-Kac measures on path spaces based on a backward Markovian representation combined with a traditional mean field particle interpretation of the flow of their final time marginals. In contrast to traditional genealogical tree based models, these new particle algorithms can be used to compute normalized additive functionals "on-the-fly" as well as their limiting occupation measures with a given precision degree that does not depend on the final time horizon. We provide uniform convergence results with respect to the time horizon parameter as well as functional central limit theorems and exponential concentration estimates. Our results have important consequences for online parameter estimation for non-linear non-Gaussian state-space models. We show how the forward filtering backward smoothing estimates of additive functionals can be computed using a forward only recursion.

The magnetostatic relations including fluctuation fields

The influences of the fluctuation fields are important in many astrophysical environments as shown by the observations, and can not be neglected. On the basis of the first-order smoothing approximation, in the present paper, we demonstrate the magnetostatic equations for both the cases of the conventional turbulence aud the random waves, and discuss the consistent conditions of the equations. In the static problem, the fluctuation Lorentz force(▽×δB)×δB influences the large-scale configurations of magnetic field. To study this influence in detail is quite necessary for the explanations of the observation features, especially for the astrophysical environments where the magnetic fields, including the fluctuation fields, are the dominant factors in the equilibrium of momentum and energy.

Term Structure and the Estimated Monetary Policy Rule in the Eurozone

Published as an article in: Spanish Economic Review, 2008, vol. 10, issue 4, pages 251-277.

Does the Term Spread play a role in the FED's reaction function? An Empirical Investigation

Using US data for the period 1967:5-2002:4, this paper empirically investigates the performance of a Fed’s reaction function (FRF) that (i) allows for the presence of switching regimes, (ii) considers the long-short term spread in addition to the typical variables, (iii) uses an alternative monthly indicator of general economic activity suggested by Stock and Watson (1999), and (iv) considers interest rate smoothing. The estimation results show the existence of three switching regimes, two characterized by low volatility and the remaining regime by high volatility. Moreover, the scale of the responses of the Federal funds rate to movements in the rate of inflation and the economic activity index depends on the regime. The estimation results also show robust empirical evidence that the importance of the term spread in the FRF has increased over the sample period and the FRF has been more stable during the term of office of Chairman Greenspan than in the pre-Greenspan period.

The role of the term spread in an augmented Taylor rule: An empirical investigation

Using US data for the period 1967:5-2002:4, this paper empirically investigates the performance of an augmented version of the Taylor rule (ATR) that (i) allows for the presence of switching regimes, (ii) considers the long-short term spread in addition to the typical variables, (iii) uses an alternative monthly indicator of general economic activity suggested by Stock and Watson (1999), and (iv) considers interest rate smoothing. The estimation results show the existence of switching regimes, one characterized by low volatility and the other by high volatility. Moreover, the scale of the responses of the Federal funds rate to movements in the term spread, inflation and the economic activity index depend on the regime. The estimation results also show robust empirical evidence that the ATR has been more stable during the term of office of Chairman Greenspan than in the pre-Greenspan period. However, a closer look at the Greenspan period shows the existence of two alternative regimes and that the response of the Fed funds rate to inflation has not been significant during this period once the term spread is considered.