Fast numerical algorithms for the computation of invariant tori in Hamiltonian systems

In this paper, we develop numerical algorithms that use small requirements of storage and operations for the computation of invariant tori in Hamiltonian systems (exact symplectic maps and Hamiltonian vector fields). The algorithms are based on the parameterization method and follow closely the proof of the KAM theorem given in [LGJV05] and [FLS07]. They essentially consist in solving a functional equation satisfied by the invariant tori by using a Newton method. Using some geometric identities, it is possible to perform a Newton step using little storage and few operations. In this paper we focus on the numerical issues of the algorithms (speed, storage and stability) and we refer to the mentioned papers for the rigorous results. We show how to compute efficiently both maximal invariant tori and whiskered tori, together with the associated invariant stable and unstable manifolds of whiskered tori. Moreover, we present fast algorithms for the iteration of the quasi-periodic cocycles and the computation of the invariant bundles, which is a preliminary step for the computation of invariant whiskered tori. Since quasi-periodic cocycles appear in other contexts, this section may be of independent interest. The numerical methods presented here allow to compute in a unified way primary and secondary invariant KAM tori. Secondary tori are invariant tori which can be contracted to a periodic orbit. We present some preliminary results that ensure that the methods are indeed implementable and fast. We postpone to a future paper optimized implementations and results on the breakdown of invariant tori.

News Shocks and Business Cycles: Bridging the Gap from Different Methodologies

An important disconnect in the news driven view of the business cycle formalized by Beaudry and Portier (2004), is the lack of agreement between different—VAR and DSGE—methodologies over the empirical plausibility of this view. We argue that this disconnect can be largely resolved once we augment a standard DSGE model with a financial channel that provides amplification to news shocks. Both methodologies suggest news shocks to the future growth prospects of the economy to be significant drivers of U.S. business cycles in the post-Greenspan era (1990-2011), explaining as much as 50% of the forecast error variance in hours worked in cyclical frequencies

Quantifying rates of landscape evolution and tectonic processes by thermochronology and numerical modeling of crustal heat transport using PECUBE

PECUBE is a three-dimensional thermal-kinematic code capable of solving the heat production-diffusion-advection equation under a temporally varying surface boundary condition. It was initially developed to assess the effects of time-varying surface topography (relief) on low-temperature thermochronological datasets. Thermochronometric ages are predicted by tracking the time-temperature histories of rock-particles ending up at the surface and by combining these with various age-prediction models. In the decade since its inception, the PECUBE code has been under continuous development as its use became wider and addressed different tectonic-geomorphic problems. This paper describes several major recent improvements in the code, including its integration with an inverse-modeling package based on the Neighborhood Algorithm, the incorporation of fault-controlled kinematics, several different ways to address topographic and drainage change through time, the ability to predict subsurface (tunnel or borehole) data, prediction of detrital thermochronology data and a method to compare these with observations, and the coupling with landscape-evolution (or surface-process) models. Each new development is described together with one or several applications, so that the reader and potential user can clearly assess and make use of the capabilities of PECUBE. We end with describing some developments that are currently underway or should take place in the foreseeable future. (C) 2012 Elsevier B.V. All rights reserved.

A Modulated Closed Form solution for Quantitative Susceptibility Mapping - A thorough evaluation and comparison to iterative methods based on edge prior knowledge.

The aim of this study is to perform a thorough comparison of quantitative susceptibility mapping (QSM) techniques and their dependence on the assumptions made. The compared methodologies were: two iterative single orientation methodologies minimizing the l2, l1TV norm of the prior knowledge of the edges of the object, one over-determined multiple orientation method (COSMOS) and anewly proposed modulated closed-form solution (MCF). The performance of these methods was compared using a numerical phantom and in-vivo high resolution (0.65mm isotropic) brain data acquired at 7T using a new coil combination method. For all QSM methods, the relevant regularization and prior-knowledge parameters were systematically changed in order to evaluate the optimal reconstruction in the presence and absence of a ground truth. Additionally, the QSM contrast was compared to conventional gradient recalled echo (GRE) magnitude and R2* maps obtained from the same dataset. The QSM reconstruction results of the single orientation methods show comparable performance. The MCF method has the highest correlation (corrMCF=0.95, r(2)MCF =0.97) with the state of the art method (COSMOS) with additional advantage of extreme fast computation time. The l-curve method gave the visually most satisfactory balance between reduction of streaking artifacts and over-regularization with the latter being overemphasized when the using the COSMOS susceptibility maps as ground-truth. R2* and susceptibility maps, when calculated from the same datasets, although based on distinct features of the data, have a comparable ability to distinguish deep gray matter structures.

A numerical algorithm for finding solutions of a generalized Nash equilibrium problem

A family of nonempty closed convex sets is built by using the data of the Generalized Nash equilibrium problem (GNEP). The sets are selected iteratively such that the intersection of the selected sets contains solutions of the GNEP. The algorithm introduced by Iusem-Sosa (2003) is adapted to obtain solutions of the GNEP. Finally some numerical experiments are given to illustrate the numerical behavior of the algorithm.

A numerical solver for a nonlinear Fokker-Planck equation representation of neuronal network dynamics

To describe the collective behavior of large ensembles of neurons in neuronal network, a kinetic theory description was developed in [13, 12], where a macroscopic representation of the network dynamics was directly derived from the microscopic dynamics of individual neurons, which are modeled by conductance-based, linear, integrate-and-fire point neurons. A diffusion approximation then led to a nonlinear Fokker-Planck equation for the probability density function of neuronal membrane potentials and synaptic conductances. In this work, we propose a deterministic numerical scheme for a Fokker-Planck model of an excitatory-only network. Our numerical solver allows us to obtain the time evolution of probability distribution functions, and thus, the evolution of all possible macroscopic quantities that are given by suitable moments of the probability density function. We show that this deterministic scheme is capable of capturing the bistability of stationary states observed in Monte Carlo simulations. Moreover, the transient behavior of the firing rates computed from the Fokker-Planck equation is analyzed in this bistable situation, where a bifurcation scenario, of asynchronous convergence towards stationary states, periodic synchronous solutions or damped oscillatory convergence towards stationary states, can be uncovered by increasing the strength of the excitatory coupling. Finally, the computation of moments of the probability distribution allows us to validate the applicability of a moment closure assumption used in [13] to further simplify the kinetic theory.

High-resolution numerical modelling of flow-vegetation interactions

In this paper, we present and apply a new three-dimensional model for the prediction of canopy-flow and turbulence dynamics in open-channel flow. The approach uses a dynamic immersed boundary technique that is coupled in a sequentially staggered manner to a large eddy simulation. Two different biomechanical models are developed depending on whether the vegetation is dominated by bending or tensile forces. For bending plants, a model structured on the Euler-Bernoulli beam equation has been developed, whilst for tensile plants, an N-pendula model has been developed. Validation against flume data shows good agreement and demonstrates that for a given stem density, the models are able to simulate the extraction of energy from the mean flow at the stem-scale which leads to the drag discontinuity and associated mixing layer.

Evaluation of DNA Recombinant Methodologies for the Diagnosis of Plasmodium falciparum and their Comparison with the Microscopy Assay

Since 1984, DNA tests based on the highly repeated subtelomeric sequences of Plasmodium falciparum (rep 20) have been frequently used in malaria diagnosis. Rep 20 is very specific for this parasite, and is made of 21 bp units, organized in repeated blocks with direct and inverted orientation. Based in this particular organization, we selected a unique consensus oligonucleotide (pf-21) to drive a PCR reaction coupled to hybridization to non-radioactive labeled probes. The pf-21 unique oligo PCR (pf-21-I) assay produced DNA amplification fingerprints when was applied on purified P. falciparum DNA samples (Brazil and Colombia), as well as in patient's blood samples from a large area of Venezuela. The performance of the Pf-21-I assay was compared against Giemsa stained thick blood smears from samples collected at a malaria endemic area of the Bolívar State, Venezuela, at the field station of Malariología in Tumeremo. Coupled to non-radioactive hybridization the pf-21-I performed better than the traditional microscopic method with a r=1.7:1. In the case of mixed infections the r value of P. falciparum detection increased to 2.5:1. The increased diagnostic sensitivity of the test produced with this homologous oligonucleotide could provide an alternative to the epidemiological diagnosis of P. falciparum being currently used in Venezuela endemic areas, where low parasitemia levels and asymptomatic malaria are frequent. In addition, the DNA fingerprint could be tested in molecular population studies

Numerical Taxonomy of Old World Phlebotominae (Diptera: Psychodidae): 1. Considerations of Morphological Characters in the Genus Phlebotomus Rondani & Berté 1840

Numerical analyses (correspondence analysis, ascending hierarchical classification, cladistic approach) were applied to the morphological characters of the adults of the genus Phlebotomus Rondani & Berté 1840. They confirm the reliability of the classic classifications, and also redefine the taxonomic and phylogenetic position of certain taxa. Thus, Spelaeophlebotomus Theodor 1948, Idiophlebotomus Quate & Fairchild 1961 and Australophlebotomus Theodor 1948 deserve generic rank. Among the vectors of leishmaniasis, the subgenus Phlebotomus Rondani & Berté 1840 is probably ancient. The results attribute an intermediate taxonomic and phylogenetic position to the taxa Euphlebotomus Theodor 1948 and Anaphlebotomus Theodor 1948, and reveal the probable artificial nature of the latter. The comparatively large numbers of species of subgenera Paraphlebotomus Theodor 1948, Synphlebotomus Theodor 1948 and, above all, Larroussius Nitzulescu 1931 and Adlerius Nitzulescu 1931, suggest that they are relatively recent. The development of adult morphological characters, the validity of their use in taxonomy and proposals for further studies are discussed.

Numerical Taxonomy of Old World Phlebotominae (Diptera: Psychodidae): 2. Restatement of Classification upon Subgeneric Morphological Characters

Numerical analyses (correspondence analysis, ascending hierarchical classification, and cladistics) were done with morphological characters of adult phlebotomine sand flies. The resulting classification largely confirms that of classical taxonomy for supra-specific groups from the Old World, though the positions of some groups are adjusted. The taxa Spelaeophlebotomus Theodor 1948, Idiophlebotomus Quate & Fairchild 1961, Australophlebotomus Theodor 1948 and Chinius Leng 1987 are notably distinct from other Old World groups, particularly from the genus Phlebotomus Rondani & Berté 1840. Spelaeomyia Theodor 1948 and, in particular, Parvidens Theodor & Mesghali 1964 are clearly separate from Sergentomyia França & Parrot 1920.

Application of a roughness-length representation to parameterize energy loss in 3-D numerical simulations of large rivers

Recent technological advances in remote sensing have enabled investigation of the morphodynamics and hydrodynamics of large rivers. However, measuring topography and flow in these very large rivers is time consuming and thus often constrains the spatial resolution and reach-length scales that can be monitored. Similar constraints exist for computational fluid dynamics (CFD) studies of large rivers, requiring maximization of mesh-or grid-cell dimensions and implying a reduction in the representation of bedform-roughness elements that are of the order of a model grid cell or less, even if they are represented in available topographic data. These ``subgrid'' elements must be parameterized, and this paper applies and considers the impact of roughness-length treatments that include the effect of bed roughness due to ``unmeasured'' topography. CFD predictions were found to be sensitive to the roughness-length specification. Model optimization was based on acoustic Doppler current profiler measurements and estimates of the water surface slope for a variety of roughness lengths. This proved difficult as the metrics used to assess optimal model performance diverged due to the effects of large bedforms that are not well parameterized in roughness-length treatments. However, the general spatial flow patterns are effectively predicted by the model. Changes in roughness length were shown to have a major impact upon flow routing at the channel scale. The results also indicate an absence of secondary flow circulation cells in the reached studied, and suggest simpler two-dimensional models may have great utility in the investigation of flow within large rivers. Citation: Sandbach, S. D. et al. (2012), Application of a roughness-length representation to parameterize energy loss in 3-D numerical simulations of large rivers, Water Resour. Res., 48, W12501, doi: 10.1029/2011WR011284.

Analyzing complex rock slope deformation at Stampa, western Norway, by integrating geomorphology, kinematics and numerical modeling

The unstable rock slope, Stampa, above the village of Flåm, Norway, shows signs of both active and postglacial gravitational deformation over an area of 11 km2. Detailed structural field mapping, annual differential Global Navigation Satellite System (GNSS) surveys, as well as geomorphic analysis of high-resolution digital elevation models based on airborne and terrestrial laser scanning indicate that slope deformation is complex and spatially variable. Numerical modeling was used to investigate the influence of former rockslide activity and to better understand the failure mechanism. Field observations, kinematic analysis and numerical modeling indicate a strong structural control of the unstable area. Based on the integration of the above analyses, we propose that the failure mechanism is dominated by (1) a toppling component, (2) subsiding bilinear wedge failure and (3) planar sliding along the foliation at the toe of the unstable slope. Using differential GNSS, 18 points were measured annually over a period of up to 6 years. Two of these points have an average yearly movement of around 10 mm/year. They are located at the frontal cliff on almost completely detached blocks with volumes smaller than 300,000 m3. Large fractures indicate deep-seated gravitational deformation of volumes reaching several 100 million m3, but the movement rates in these areas are below 2 mm/year. Two different lobes of prehistoric rock slope failures were dated with terrestrial cosmogenic nuclides. While the northern lobe gave an average age of 4,300 years BP, the southern one resulted in two different ages (2,400 and 12,000 years BP), which represent most likely multiple rockfall events. This reflects the currently observable deformation style with unstable blocks in the northern part in between Joasete and Furekamben and no distinct blocks but a high rockfall activity around Ramnanosi in the south. With a relative susceptibility analysis it is concluded that small collapses of blocks along the frontal cliff will be more frequent. Larger collapses of free-standing blocks along the cliff with volumes > 100,000 m3, thus large enough to reach the fjord, cannot be ruled out. A larger collapse involving several million m3 is presently considered of very low likelihood.

Numerical simulation of left ventricular assist device implantations: comparing the ascending and the descending aorta cannulations.

In this work we present numerical simulations of continuous flow left ventricle assist device implantation with the aim of comparing difference in flow rates and pressure patterns depending on the location of the anastomosis and the rotational speed of the device. Despite the fact that the descending aorta anastomosis approach is less invasive, since it does not require a sternotomy and a cardiopulmonary bypass, its benefits are still controversial. Moreover, the device rotational speed should be correctly chosen to avoid anomalous flow rates and pressure distribution in specific location of the cardiovascular tree. With the aim of assessing the differences between these two approaches and device rotational speed in terms of flow rate and pressure waveforms, we set up numerical simulations of network of one-dimensional models where we account for the presence of an outflow cannula anastomosed to different locations of the aorta. Then, we use the resulting network to compare the results of the two different cannulations for several stages of heart failure and different rotational speed of the device. The inflow boundary data for the heart and the cannulas are obtained from a lumped parameters model of the entire circulatory system with an assist device, which is validated with clinical data. The results show that ascending and descending aorta cannulations lead to similar waveforms and mean flow rate in all the considered cases. Moreover, regardless of the anastomosis region, the rotational speed of the device has an important impact on wave profiles; this effect is more pronounced at high RPM.