A new approach to reduced-order modelling

An error polynomial is defined, the coefficients of which indicate the difference at any instant between a system and a model of lower order approximating the system. It is shown how Markov parameters and time series proportionals of the model can be matched with those of the system by setting error polynomial coefficients to zero. Also discussed is the way in which the error between system and model can be considered as being a filtered form of an error input function specified by means of model parameter selection.

First order k-th moment finite element analysis of nonlinear operator equations with stochastic data

We develop and analyze a class of efficient Galerkin approximation methods for uncertainty quantification of nonlinear operator equations. The algorithms are based on sparse Galerkin discretizations of tensorized linearizations at nominal parameters. Specifically, we consider abstract, nonlinear, parametric operator equations J(\alpha ,u)=0 for random input \alpha (\omega ) with almost sure realizations in a neighborhood of a nominal input parameter \alpha _0. Under some structural assumptions on the parameter dependence, we prove existence and uniqueness of a random solution, u(\omega ) = S(\alpha (\omega )). We derive a multilinear, tensorized operator equation for the deterministic computation of k-th order statistical moments of the random solution's fluctuations u(\omega ) - S(\alpha _0). We introduce and analyse sparse tensor Galerkin discretization schemes for the efficient, deterministic computation of the k-th statistical moment equation. We prove a shift theorem for the k-point correlation equation in anisotropic smoothness scales and deduce that sparse tensor Galerkin discretizations of this equation converge in accuracy vs. complexity which equals, up to logarithmic terms, that of the Galerkin discretization of a single instance of the mean field problem. We illustrate the abstract theory for nonstationary diffusion problems in random domains.

One-dimensional trapped atoms: critical coupling parameter and critical number of particles

In this paper we consider the case of a Bose gas in low dimension in order to illustrate the applicability of a method that allows us to construct analytical relations, valid for a broad range of coupling parameters, for a function which asymptotic expansions are known. The method is well suitable to investigate the problem of stability of a collection of Bose particles trapped in one- dimensional configuration for the case where the scattering length presents a negative value. The eigenvalues for this interacting quantum one-dimensional many particle system become negative when the interactions overcome the trapping energy and, in this case, the system becomes unstable. Here we calculate the critical coupling parameter and apply for the case of Lithium atoms obtaining the critical number of particles for the limit of stability.

Improved likelihood inference for the shape parameter in Weibull regression

We obtain adjustments to the profile likelihood function in Weibull regression models with and without censoring. Specifically, we consider two different modified profile likelihoods: (i) the one proposed by Cox and Reid [Cox, D.R. and Reid, N., 1987, Parameter orthogonality and approximate conditional inference. Journal of the Royal Statistical Society B, 49, 1-39.], and (ii) an approximation to the one proposed by Barndorff-Nielsen [Barndorff-Nielsen, O.E., 1983, On a formula for the distribution of the maximum likelihood estimator. Biometrika, 70, 343-365.], the approximation having been obtained using the results by Fraser and Reid [Fraser, D.A.S. and Reid, N., 1995, Ancillaries and third-order significance. Utilitas Mathematica, 47, 33-53.] and by Fraser et al. [Fraser, D.A.S., Reid, N. and Wu, J., 1999, A simple formula for tail probabilities for frequentist and Bayesian inference. Biometrika, 86, 655-661.]. We focus on point estimation and likelihood ratio tests on the shape parameter in the class of Weibull regression models. We derive some distributional properties of the different maximum likelihood estimators and likelihood ratio tests. The numerical evidence presented in the paper favors the approximation to Barndorff-Nielsen`s adjustment.

Influence diagnostics for linear models with first-order autoregressive elliptical errors

We introduce in this paper the class of linear models with first-order autoregressive elliptical errors. The score functions and the Fisher information matrices are derived for the parameters of interest and an iterative process is proposed for the parameter estimation. Some robustness aspects of the maximum likelihood estimates are discussed. The normal curvatures of local influence are also derived for some usual perturbation schemes whereas diagnostic graphics to assess the sensitivity of the maximum likelihood estimates are proposed. The methodology is applied to analyse the daily log excess return on the Microsoft whose empirical distributions appear to have AR(1) and heavy-tailed errors. (C) 2008 Elsevier B.V. All rights reserved.

A Learning Function for Parameter Reduction in Spiking Neural Networks with Radial Basis Function

Spiking neural networks - networks that encode information in the timing of spikes - are arising as a new approach in the artificial neural networks paradigm, emergent from cognitive science. One of these new models is the pulsed neural network with radial basis function, a network able to store information in the axonal propagation delay of neurons. Learning algorithms have been proposed to this model looking for mapping input pulses into output pulses. Recently, a new method was proposed to encode constant data into a temporal sequence of spikes, stimulating deeper studies in order to establish abilities and frontiers of this new approach. However, a well known problem of this kind of network is the high number of free parameters - more that 15 - to be properly configured or tuned in order to allow network convergence. This work presents for the first time a new learning function for this network training that allow the automatic configuration of one of the key network parameters: the synaptic weight decreasing factor.

Variable parameter and double sampling (X)over-bar charts in the presence of correlation: The Markov chain approach

The general assumption under which the (X) over bar chart is designed is that the process mean has a constant in-control value. However, there are situations in which the process mean wanders. When it wanders according to a first-order autoregressive (AR (1)) model, a complex approach involving Markov chains and integral equation methods is used to evaluate the properties of the (X) over bar chart. In this paper, we propose the use of a pure Markov chain approach to study the performance of the (X) over bar chart. The performance of the chat (X) over bar with variable parameters and the (X) over bar with double sampling are compared. (C) 2011 Elsevier B.V. All rights reserved.

Levenberg-Marquardt application to two-phase nonlinear parameter estimation for finned-tube coil evaporators

A procedure for calculation of refrigerant mass flow rate is implemented in the distributed numerical model to simulate the flow in finned-tube coil dry-expansion evaporators, usually found in refrigeration and air-conditioning systems. Two-phase refrigerant flow inside the tubes is assumed to be one-dimensional, unsteady, and homogeneous. In themodel the effects of refrigerant pressure drop and the moisture condensation from the air flowing over the external surface of the tubes are considered. The results obtained are the distributions of refrigerant velocity, temperature and void fraction, tube-wall temperature, air temperature, and absolute humidity. The finite volume method is used to discretize the governing equations. Additionally, given the operation conditions and the geometric parameters, the model allows the calculation of the refrigerant mass flow rate. The value of mass flow rate is computed using the process of parameter estimation with the minimization method of Levenberg-Marquardt minimization. In order to validate the developed model, the obtained results using HFC-134a as a refrigerant are compared with available data from the literature.

A study of a numerical solution of the steady two dimensions Navier-Stokes equations in a constricted channel problem by a compact fourth order method

We present a numerical solution for the steady 2D Navier-Stokes equations using a fourth order compact-type method. The geometry of the problem is a constricted symmetric channel, where the boundary can be varied, via a parameter, from a smooth constriction to one possessing a very sharp but smooth corner allowing us to analyse the behaviour of the errors when the solution is smooth or near singular. The set of non-linear equations is solved by the Newton method. Results have been obtained for Reynolds number up to 500. Estimates of the errors incurred have shown that the results are accurate and better than those of the corresponding second order method. (C) 2002 Elsevier B.V. All rights reserved.

Methods to verify parameter equality in nonlinear regression models

Coordenação de Aperfeiçoamento de Pessoal de Nível Superior (CAPES)

Asymmetry parameter for nonmesonic hypernuclear decay

We give general expressions for the vector asymmetry in the angular distribution of protons in the nonmesonic weak decay of polarized hypernuclei. From these we derive an explicit expression for the calculation of the asymmetry parameter, a(Lambda), which is applicable to the specific cases of He-5(Lambda) and C-12(Lambda) described within the extreme shell model. In contrast to the approximate formula widely used in the literature, it includes the effects of three-body kinematics in the final states of the decay and correctly treats the contribution of transitions originating from single-proton states beyond the s-shell. This expression is then used for the corresponding numerical computation of a(Lambda) within several one-meson-exchange models. Besides the strictly local approximation usually adopted for the transition potential, we also consider the addition of the first-order nonlocality terms. We find values for a(Lambda) ranging from -0.62 to -0.24, in qualitative agreement with other theoretical estimates but in contradiction with some recent experimental determinations.

4f-4f intensities of the Tm3+ ions in fluoroindate glasses: the influence of third-order effects through odd intensity parameters

In this work an analysis of the phenomenological Omega(lambda) intensity parameters for the Tm3+ ion in fluoroindate glass is made using the standard Judd-Ofelt theory, and a modified oscillator strength taking into account odd-order contributions is utilized. Different sets of phenomenological intensity parameters Omega(lambda) (lambda=1,2,3,4,5,6) are discussed. The set of better quality is used to analyze the influence of third-order effects through odd intensity parameters in the new approximation. Fluoroindate glasses of compositions (40-x)InF3-20ZnF(2)-20SrF(2)-16BaF(2)-2GdF(3)-2NaF-xTmF(3) with x=1, 2 and 3 mol% were prepared, and the absorption spectra at room temperature in the spectral range from 300 to 2500 nm were obtained. The experimental oscillator strengths determined from the area under the absorption band are compared to the calculated ones. (C) 1998 Elsevier B.V. S.A.

Real-time monitoring and kinetic parameter estimation of the affinity interaction of jArtinM and rArtinM with peroxidase glycoprotein by the electrogravimetric technique

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

The tension as perturbative parameter in string theory

The author proposes an approach to string theory where the zero-order theory is the null string. An explicit form of the propagator for the null string in the momentum space is found. Considering the tension as a perturbative parameter, the perturbative series is completely summable and the propagator of the bosonic open string with tension T is found.

First-order perturbed Korteweg-de Vries solitons

We consider the Korteweg-de Vries equation with a perturbation arising naturally in many physical situations. Although being asymptotically integrable, we show that the corresponding perturbed solitons do not have the usual scattering properties. Specifically, we show that there is a solution, correct up to O(ε), where ε is the perturbative parameter, consisting, at t→ -∞ of two superposed deformed solitons characterized by wave numbers k1 and k2 that give rise, for t→ +∞, to the same but phase-shifted superposed solitons plus a coupling term depending on k1, and k2. We also find the condition on the original equation for which this coupling vanishes.