Finite Sampling Exponential Bounds

Thesis (Ph.D.)--University of Washington, 2016-08

Aplicação da metodologia numérica “fast bounds crack” para uma estimativa eficiente da evolução do tamanho de trinca

A significant part of the life of a mechanical component occurs, the crack propagation stage in fatigue. Currently, it is had several mathematical models to describe the crack growth behavior. These models are classified into two categories in terms of stress range amplitude: constant and variable. In general, these propagation models are formulated as an initial value problem, and from this, the evolution curve of the crack is obtained by applying a numerical method. This dissertation presented the application of the methodology "Fast Bounds Crack" for the establishment of upper and lower bounds functions for model evolution of crack size. The performance of this methodology was evaluated by the relative deviation and computational times, in relation to approximate numerical solutions obtained by the Runge-Kutta method of 4th explicit order (RK4). Has been reached a maximum relative deviation of 5.92% and the computational time was, for examples solved, 130,000 times more higher than achieved by the method RK4. Was performed yet an Engineering application in order to obtain an approximate numerical solution, from the arithmetic mean of the upper and lower bounds obtained in the methodology applied in this work, when you don’t know the law of evolution. The maximum relative error found in this application was 2.08% which proves the efficiency of the methodology "Fast Bounds Crack".

On the critical point structure of eigenfunctions belonging to the first nonzero eigenvalue of a genus two closed hyperbolic surface

We develop a method based on spectral graph theory to approximate the eigenvalues and eigenfunctions of the Laplace-Beltrami operator of a compact riemannian manifold -- The method is applied to a closed hyperbolic surface of genus two -- The results obtained agree with the ones obtained by other authors by different methods, and they serve as experimental evidence supporting the conjectured fact that the generic eigenfunctions belonging to the first nonzero eigenvalue of a closed hyperbolic surface of arbitrary genus are Morse functions having the least possible total number of critical points among all Morse functions admitted by such manifolds

Keeping Variables within Bounds: Using Information between Observations

This research develops an econometric framework to analyze time series processes with bounds. The framework is general enough that it can incorporate several different kinds of bounding information that constrain continuous-time stochastic processes between discretely-sampled observations. It applies to situations in which the process is known to remain within an interval between observations, by way of either a known constraint or through the observation of extreme realizations of the process. The main statistical technique employs the theory of maximum likelihood estimation. This approach leads to the development of the asymptotic distribution theory for the estimation of the parameters in bounded diffusion models. The results of this analysis present several implications for empirical research. The advantages are realized in the form of efficiency gains, bias reduction and in the flexibility of model specification. A bias arises in the presence of bounding information that is ignored, while it is mitigated within this framework. An efficiency gain arises, in the sense that the statistical methods make use of conditioning information, as revealed by the bounds. Further, the specification of an econometric model can be uncoupled from the restriction to the bounds, leaving the researcher free to model the process near the bound in a way that avoids bias from misspecification. One byproduct of the improvements in model specification is that the more precise model estimation exposes other sources of misspecification. Some processes reveal themselves to be unlikely candidates for a given diffusion model, once the observations are analyzed in combination with the bounding information. A closer inspection of the theoretical foundation behind diffusion models leads to a more general specification of the model. This approach is used to produce a set of algorithms to make the model computationally feasible and more widely applicable. Finally, the modeling framework is applied to a series of interest rates, which, for several years, have been constrained by the lower bound of zero. The estimates from a series of diffusion models suggest a substantial difference in estimation results between models that ignore bounds and the framework that takes bounding information into consideration.

Power Secant Method applied to natural frequency extraction of Timoshenko beam structures

This work deals with an improved plane frame formulation whose exact dynamic stiffness matrix (DSM) presents, uniquely, null determinant for the natural frequencies. In comparison with the classical DSM, the formulation herein presented has some major advantages: local mode shapes are preserved in the formulation so that, for any positive frequency, the DSM will never be ill-conditioned; in the absence of poles, it is possible to employ the secant method in order to have a more computationally efficient eigenvalue extraction procedure. Applying the procedure to the more general case of Timoshenko beams, we introduce a new technique, named ""power deflation"", that makes the secant method suitable for the transcendental nonlinear eigenvalue problems based on the improved DSM. In order to avoid overflow occurrences that can hinder the secant method iterations, limiting frequencies are formulated, with scaling also applied to the eigenvalue problem. Comparisons with results available in the literature demonstrate the strength of the proposed method. Computational efficiency is compared with solutions obtained both by FEM and by the Wittrick-Williams algorithm.

PARTIAL STABILITY FOR A CLASS OF NONLINEAR SYSTEMS

This paper studies a nonlinear, discrete-time matrix system arising in the stability analysis of Kalman filters. These systems present an internal coupling between the state components that gives rise to complex dynamic behavior. The problem of partial stability, which requires that a specific component of the state of the system converge exponentially, is studied and solved. The convergent state component is strongly linked with the behavior of Kalman filters, since it can be used to provide bounds for the error covariance matrix under uncertainties in the noise measurements. We exploit the special features of the system-mainly the connections with linear systems-to obtain an algebraic test for partial stability. Finally, motivated by applications in which polynomial divergence of the estimates is acceptable, we study and solve a partial semistability problem.

Critical behavior of the susceptible-infected-recovered model on a square lattice

By means of numerical simulations and epidemic analysis, the transition point of the stochastic asynchronous susceptible-infected-recovered model on a square lattice is found to be c(0)=0.176 500 5(10), where c is the probability a chosen infected site spontaneously recovers rather than tries to infect one neighbor. This point corresponds to an infection/recovery rate of lambda(c)=(1-c(0))/c(0)=4.665 71(3) and a net transmissibility of (1-c(0))/(1+3c(0))=0.538 410(2), which falls between the rigorous bounds of the site and bond thresholds. The critical behavior of the model is consistent with the two-dimensional percolation universality class, but local growth probabilities differ from those of dynamic percolation cluster growth, as is demonstrated explicitly.

Lepton sector of a fourth generation

In extensions of the standard model with a heavy fourth generation, one important question is what makes the fourth-generation lepton sector, particularly the neutrinos, so different from the lighter three generations. We study this question in the context of models of electroweak symmetry breaking in warped extra dimensions, where the flavor hierarchy is generated by choosing the localization of the zero-mode fermions in the extra dimension. In this setup the Higgs sector is localized near the infrared brane, whereas the Majorana mass term is localized at the ultraviolet brane. As a result, light neutrinos are almost entirely Majorana particles, whereas the fourth-generation neutrino is mostly a Dirac fermion. We show that it is possible to obtain heavy fourth-generation leptons in regions of parameter space where the light neutrino masses and mixings are compatible with observation. We study the impact of these bounds, as well as the ones from lepton flavor violation, on the phenomenology of these models.

Deformed Gaussian-orthogonal-ensemble description of small-world networks

The study of spectral behavior of networks has gained enthusiasm over the last few years. In particular, random matrix theory (RMT) concepts have proven to be useful. In discussing transition from regular behavior to fully chaotic behavior it has been found that an extrapolation formula of the Brody type can be used. In the present paper we analyze the regular to chaotic behavior of small world (SW) networks using an extension of the Gaussian orthogonal ensemble. This RMT ensemble, coined the deformed Gaussian orthogonal ensemble (DGOE), supplies a natural foundation of the Brody formula. SW networks follow GOE statistics until a certain range of eigenvalue correlations depending upon the strength of random connections. We show that for these regimes of SW networks where spectral correlations do not follow GOE beyond a certain range, DGOE statistics models the correlations very well. The analysis performed in this paper proves the utility of the DGOE in network physics, as much as it has been useful in other physical systems.

Deformations of the Tracy-Widom distribution

In random matrix theory, the Tracy-Widom (TW) distribution describes the behavior of the largest eigenvalue. We consider here two models in which TW undergoes transformations. In the first one disorder is introduced in the Gaussian ensembles by superimposing an external source of randomness. A competition between TW and a normal (Gaussian) distribution results, depending on the spreading of the disorder. The second model consists of removing at random a fraction of (correlated) eigenvalues of a random matrix. The usual formalism of Fredholm determinants extends naturally. A continuous transition from TW to the Weilbull distribution, characteristic of extreme values of an uncorrelated sequence, is obtained.

Approximation to density functional theory for the calculation of band gaps of semiconductors

The local-density approximation (LDA) together with the half occupation (transitionstate) is notoriously successful in the calculation of atomic ionization potentials. When it comes to extended systems, such as a semiconductor infinite system, it has been very difficult to find a way to half ionize because the hole tends to be infinitely extended (a Bloch wave). The answer to this problem lies in the LDA formalism itself. One proves that the half occupation is equivalent to introducing the hole self-energy (electrostatic and exchange correlation) into the Schrodinger equation. The argument then becomes simple: The eigenvalue minus the self-energy has to be minimized because the atom has a minimal energy. Then one simply proves that the hole is localized, not infinitely extended, because it must have maximal self-energy. Then one also arrives at an equation similar to the self- interaction correction equation, but corrected for the removal of just 1/2 electron. Applied to the calculation of band gaps and effective masses, we use the self- energy calculated in atoms and attain a precision similar to that of GW, but with the great advantage that it requires no more computational effort than standard LDA.

Interpretation of MINOS data in terms of nonstandard neutrino interactions

The MINOS experiment at Fermilab has recently reported a tension between the oscillation results for neutrinos and antineutrinos. We show that this tension, if it persists, can be understood in the framework of nonstandard neutrino interactions (NSI). While neutral current NSI (nonstandard matter effects) are disfavored by atmospheric neutrinos, a new charged current coupling between tau neutrinos and nucleons can fit the MINOS data without violating other constraints. In particular, we show that loop-level contributions to flavor-violating tau decays are sufficiently suppressed. However, conflicts with existing bounds could arise once the effective theory considered here is embedded into a complete renormalizable model. We predict the future sensitivity of the T2K and NOvA experiments to the NSI parameter region favored by the MINOS fit, and show that both experiments are excellent tools to test the NSI interpretation of the MINOS data.

Constraints on the infrared behavior of the gluon propagator in Yang-Mills theories

We present rigorous upper and lower bounds for the zero-momentum gluon propagator D(0) of Yang-Mills theories in terms of the average value of the gluon field. This allows us to perform a controlled extrapolation of lattice data to infinite volume, showing that the infrared limit of the Landau-gauge gluon propagator in SU(2) gauge theory is finite and nonzero in three and in four space-time dimensions. In the two-dimensional case, we find D(0)=0, in agreement with Maas. We suggest an explanation for these results. We note that our discussion is general, although we apply our analysis only to pure gauge theory in the Landau gauge. Simulations have been performed on the IBM supercomputer at the University of Sao Paulo.