Logic-Based Outer-Approximation Algorithm for Solving Discrete-Continuous Dynamic Optimization Problems

We present an extension of the logic outer-approximation algorithm for dealing with disjunctive discrete-continuous optimal control problems whose dynamic behavior is modeled in terms of differential-algebraic equations. Although the proposed algorithm can be applied to a wide variety of discrete-continuous optimal control problems, we are mainly interested in problems where disjunctions are also present. Disjunctions are included to take into account only certain parts of the underlying model which become relevant under some processing conditions. By doing so the numerical robustness of the optimization algorithm improves since those parts of the model that are not active are discarded leading to a reduced size problem and avoiding potential model singularities. We test the proposed algorithm using three examples of different complex dynamic behavior. In all the case studies the number of iterations and the computational effort required to obtain the optimal solutions is modest and the solutions are relatively easy to find.

The place of DPP-4 inhibitors in the treatment algorithm of diabetes type 2 : a systematic review of cost-effectiveness studies

Tese de mestrado, Epidemiologia, Universidade de Lisboa, Faculdade de Medicina, 2015

An economical algorithm for the solution of elliptic difference equations independent of user-supplied parameters,

Extra t.p., with thesis statement, inserted.

Numerical studies of the Stone algorithm and comparisons with Alternating Direction Implicit methods /

Thesis (M.S.)--University of Illinois, 1970.

Heredity and social fitness; a study of differential mating in a Pennsylvania family,

"Paper no. 32 of the Station for experimental evolution at Cold Spring Harbor, New York."

The effect of Cu addition and milling contaminations on the microstructure evolution of ball milled Al-Pb alloy during sintering

Al-10 wt.%Pb and Al-10 wt.%Pb-x wt.%Cu (x = 0-7.0) bulk alloys were prepared by sintering the mechanically alloyed powders at various temperatures. The microstructure changes of the as consolidated powders in the course of sintering were analyzed by differential scanning calorimetry, scanning electron microscopy, X-ray diffraction analysis and transmission electron microscopy. It has been found that, with respect to the Al-10 wt.%Pb-x wt.%Cu alloy, CuAl2 and Cu9Al4 phases formed in the milling process, and the amount of CuAl2 phase increased while the Cu9Al4 phase disappeared gradually in the sintering process. In both Al-10 wt.%Pb and Al-10 wt.%Pb-x wt.%Cu alloys, the sintering process results in the coarsening of Pb phase and the growth rate of Pb phase fulfills the Lifshitz-Slyozov-Wagner equation even though the size of the Pb phase was in nanometer range. The Pb particle exhibits cuboctahedral morphology and has a cubic to cubic orientation relationship with the Al matrix. The addition of Cu strongly depressed the growth rate of Pb. Contamination induced by milling has apparent influence on the microstructure of the sintered alloys. Al7Cu2Fe and aluminium oxide phases were identified in the sintered alloys. The cuboctahedral morphology of Pb particles was broken up by the presence of the oxide phase. (c) 2006 Elsevier B.V. All rights reserved.

Stochastic delay differential equations for genetic regulatory networks

Time delay is an important aspect in the modelling of genetic regulation due to slow biochemical reactions such as gene transcription and translation, and protein diffusion between the cytosol and nucleus. In this paper we introduce a general mathematical formalism via stochastic delay differential equations for describing time delays in genetic regulatory networks. Based on recent developments with the delay stochastic simulation algorithm, the delay chemical masterequation and the delay reaction rate equation are developed for describing biological reactions with time delay, which leads to stochastic delay differential equations derived from the Langevin approach. Two simple genetic regulatory networks are used to study the impact of' intrinsic noise on the system dynamics where there are delays. (c) 2006 Elsevier B.V. All rights reserved.

Differential Priors for Elastic Nets

The elastic net and related algorithms, such as generative topographic mapping, are key methods for discretized dimension-reduction problems. At their heart are priors that specify the expected topological and geometric properties of the maps. However, up to now, only a very small subset of possible priors has been considered. Here we study a much more general family originating from discrete, high-order derivative operators. We show theoretically that the form of the discrete approximation to the derivative used has a crucial influence on the resulting map. Using a new and more powerful iterative elastic net algorithm, we confirm these results empirically, and illustrate how different priors affect the form of simulated ocular dominance columns.

Magnification factors for the GTM algorithm

The Generative Topographic Mapping (GTM) algorithm of Bishop et al. (1997) has been introduced as a principled alternative to the Self-Organizing Map (SOM). As well as avoiding a number of deficiencies in the SOM, the GTM algorithm has the key property that the smoothness properties of the model are decoupled from the reference vectors, and are described by a continuous mapping from a lower-dimensional latent space into the data space. Magnification factors, which are approximated by the difference between code-book vectors in SOMs, can therefore be evaluated for the GTM model as continuous functions of the latent variables using the techniques of differential geometry. They play an important role in data visualization by highlighting the boundaries between data clusters, and are illustrated here for both a toy data set, and a problem involving the identification of crab species from morphological data.

Estimating parameters in stochastic systems:a variational Bayesian approach

This work is concerned with approximate inference in dynamical systems, from a variational Bayesian perspective. When modelling real world dynamical systems, stochastic differential equations appear as a natural choice, mainly because of their ability to model the noise of the system by adding a variation of some stochastic process to the deterministic dynamics. Hence, inference in such processes has drawn much attention. Here a new extended framework is derived that is based on a local polynomial approximation of a recently proposed variational Bayesian algorithm. The paper begins by showing that the new extension of this variational algorithm can be used for state estimation (smoothing) and converges to the original algorithm. However, the main focus is on estimating the (hyper-) parameters of these systems (i.e. drift parameters and diffusion coefficients). The new approach is validated on a range of different systems which vary in dimensionality and non-linearity. These are the Ornstein–Uhlenbeck process, the exact likelihood of which can be computed analytically, the univariate and highly non-linear, stochastic double well and the multivariate chaotic stochastic Lorenz ’63 (3D model). As a special case the algorithm is also applied to the 40 dimensional stochastic Lorenz ’96 system. In our investigation we compare this new approach with a variety of other well known methods, such as the hybrid Monte Carlo, dual unscented Kalman filter, full weak-constraint 4D-Var algorithm and analyse empirically their asymptotic behaviour as a function of observation density or length of time window increases. In particular we show that we are able to estimate parameters in both the drift (deterministic) and the diffusion (stochastic) part of the model evolution equations using our new methods.

Applications of differential geometry to high spin field theories

The main aim of this thesis is to investigate the application of methods of differential geometry to the constraint analysis of relativistic high spin field theories. As a starting point the coordinate dependent descriptions of the Lagrangian and Dirac-Bergmann constraint algorithms are reviewed for general second order systems. These two algorithms are then respectively employed to analyse the constraint structure of the massive spin-1 Proca field from the Lagrangian and Hamiltonian viewpoints. As an example of a coupled field theoretic system the constraint analysis of the massive Rarita-Schwinger spin-3/2 field coupled to an external electromagnetic field is then reviewed in terms of the coordinate dependent Dirac-Bergmann algorithm for first order systems. The standard Velo-Zwanziger and Johnson-Sudarshan inconsistencies that this coupled system seemingly suffers from are then discussed in light of this full constraint analysis and it is found that both these pathologies degenerate to a field-induced loss of degrees of freedom. A description of the geometrical version of the Dirac-Bergmann algorithm developed by Gotay, Nester and Hinds begins the geometrical examination of high spin field theories. This geometric constraint algorithm is then applied to the free Proca field and to two Proca field couplings; the first of which is the minimal coupling to an external electromagnetic field whilst the second is the coupling to an external symmetric tensor field. The onset of acausality in this latter coupled case is then considered in relation to the geometric constraint algorithm.

Evolution of competing strategies in a threshold model for task allocation

A nature inspired decentralised multi-agent algorithm is proposed to solve a problem of distributed task allocation in which cities produce and store batches of different mail types. Agents must collect and process the mail batches, without global knowledge of their environment or communication between agents. The problem is constrained so that agents are penalised for switching mail types. When an agent process a mail batch of different type to the previous one, it must undergo a change-over, with repeated change-overs rendering the agent inactive. The efficiency (average amount of mail retrieved), and the flexibility (ability of the agents to react to changes in the environment) are investigated both in static and dynamic environments and with respect to sudden changes. New rules for mail selection and specialisation are proposed and are shown to exhibit improved efficiency and flexibility compared to existing ones. We employ a evolutionary algorithm which allows the various rules to evolve and compete. Apart from obtaining optimised parameters for the various rules for any environment, we also observe extinction and speciation.

Demonstrating doubly-differential quadrature phase shift keying in the optical domain

We report for the first time the experimental demonstration of doubly differential quadrature phase shift keying (DDQPSK) using optical coherent detection. This method is more robust against high frequency offsets (FO) than conventional single differential quadrature phase shift keying (SDQPSK) with offset compensation. DDQPSK is shown to be able to compensate large FOs (up to the baud rate) and has lower computational requirements than other FO compensation methods. DDQPSK is a simple algorithm to implement in a real-time decoder for optical burst switched network scenarios. Simulation results are also provided, which show good agreement with the experimental results for both SDQPSK and DDQPSK transmissions. © 1989-2012 IEEE.

Complexity and chirality indices for molecular informatics::differential geometry approach

Novel molecular complexity measures are designed based on the quantum molecular kinematics. The Hamiltonian matrix constructed in a quasi-topological approximation describes the temporal evolution of the modelled electronic system and determined the time derivatives for the dynamic quantities. This allows to define the average quantum kinematic characteristics closely related to the curvatures of the electron paths, particularly, the torsion reflecting the chirality of the dynamic system. A special attention has been given to the computational scheme for this chirality measure. The calculations on realistic molecular systems demonstrate reasonable behaviour of the proposed molecular complexity indices.