An interior penalty method for distributed optimal control problems governed by the biharmonic operator

In this paper, a C-0 interior penalty method has been proposed and analyzed for distributed optimal control problems governed by the biharmonic operator. The state and adjoint variables are discretized using continuous piecewise quadratic finite elements while the control variable is discretized using piecewise constant approximations. A priori and a posteriori error estimates are derived for the state, adjoint and control variables under minimal regularity assumptions. Numerical results justify the theoretical results obtained. The a posteriori error estimators are useful in adaptive finite element approximation and the numerical results indicate that the sharp error estimators work efficiently in guiding the mesh refinement. (C) 2014 Elsevier Ltd. All rights reserved.

Estimativas a priori para problemas não lineares de condução de calor, com o uso da transformada de Kirchhoff.

Este trabalho apresenta uma estimativa a priori para o limite superior da distribuição de temperatura considerando um problema em regime permanente em um corpo com uma condutividade térmica dependente da temperatura. A discussão é realizada supondo que as condições de contorno são lineares (lei de Newton do resfriamento) e que a condutividade térmica é constante por partes (quando considerada como uma função da temperatura). Estas estimativas consistem em uma ferramenta poderosa que pode prescindir da necessidade de uma simulação numérica cara de um problema de transferência de calor não linear, sempre que for suficiente conhecer o valor mais alto de temperatura. Nestes casos, a metodologia proposta neste trabalho é mais eficaz do que as aproximações usuais que assumem tanto a condutividade térmica quanto as fontes de calor como constantes.

Simulação de problemas de transferência de calor em regime permanente com uma relação entre condutividade térmica e temperatura constante por partes.

Este trabalho estuda a transferência de calor por condução considerando a condutividade térmica como uma função constante por partes da temperatura. Esta relação, embora fisicamente mais realista que supor a condutividade térmica constante, permite obter uma forma explícita bem simples para a inversa da Transformada de Kirchhoff (empregada para tratar a não linearidade do problema). Como exemplo, apresenta-se uma solução exata para um problema com simetria esférica. Em seguida, propôe-se uma formulação variacional (com unicidade demonstrada) que introduz um funcional cuja minimização é equivalente à solução do problema na forma forte. Finalmente compara-se uma solução exata obtida pela inversa da Transformada de Kirchhoff com a solução obtida via formulação variacional.

Color photometric stereo for multicolored surfaces

We present a multispectral photometric stereo method for capturing geometry of deforming surfaces. A novel photometric calibration technique allows calibration of scenes containing multiple piecewise constant chromaticities. This method estimates per-pixel photometric properties, then uses a RANSAC-based approach to estimate the dominant chromaticities in the scene. A likelihood term is developed linking surface normal, image intensity and photometric properties, which allows estimating the number of chromaticities present in a scene to be framed as a model estimation problem. The Bayesian Information Criterion is applied to automatically estimate the number of chromaticities present during calibration. A two-camera stereo system provides low resolution geometry, allowing the likelihood term to be used in segmenting new images into regions of constant chromaticity. This segmentation is carried out in a Markov Random Field framework and allows the correct photometric properties to be used at each pixel to estimate a dense normal map. Results are shown on several challenging real-world sequences, demonstrating state-of-the-art results using only two cameras and three light sources. Quantitative evaluation is provided against synthetic ground truth data. © 2011 IEEE.

Augmenting depth camera output using photometric stereo

We present a system for augmenting depth camera output using multispectral photometric stereo. The technique is demonstrated using a Kinect sensor and is able to produce geometry independently for each frame. Improved reconstruction is demonstrated using the Kinect's inbuilt RGB camera and further improvements are achieved by introducing an additional high resolution camera. As well as qualitative improvements in reconstruction a quantitative reduction in temporal noise is shown. As part of the system an approach is presented for relaxing the assumption of multispectral photometric stereo that scenes are of constant chromaticity to the assumption that scenes contain multiple piecewise constant chromaticities.

Probabilistic Solution of Inverse Problems

In this thesis we study the general problem of reconstructing a function, defined on a finite lattice from a set of incomplete, noisy and/or ambiguous observations. The goal of this work is to demonstrate the generality and practical value of a probabilistic (in particular, Bayesian) approach to this problem, particularly in the context of Computer Vision. In this approach, the prior knowledge about the solution is expressed in the form of a Gibbsian probability distribution on the space of all possible functions, so that the reconstruction task is formulated as an estimation problem. Our main contributions are the following: (1) We introduce the use of specific error criteria for the design of the optimal Bayesian estimators for several classes of problems, and propose a general (Monte Carlo) procedure for approximating them. This new approach leads to a substantial improvement over the existing schemes, both regarding the quality of the results (particularly for low signal to noise ratios) and the computational efficiency. (2) We apply the Bayesian appraoch to the solution of several problems, some of which are formulated and solved in these terms for the first time. Specifically, these applications are: teh reconstruction of piecewise constant surfaces from sparse and noisy observationsl; the reconstruction of depth from stereoscopic pairs of images and the formation of perceptual clusters. (3) For each one of these applications, we develop fast, deterministic algorithms that approximate the optimal estimators, and illustrate their performance on both synthetic and real data. (4) We propose a new method, based on the analysis of the residual process, for estimating the parameters of the probabilistic models directly from the noisy observations. This scheme leads to an algorithm, which has no free parameters, for the restoration of piecewise uniform images. (5) We analyze the implementation of the algorithms that we develop in non-conventional hardware, such as massively parallel digital machines, and analog and hybrid networks.

Energy and energy flux in axisymmetric slow and fast waves

Aims: We aim to calculate the kinetic, magnetic, thermal, and total energy densities and the flux of energy in axisymmetric sausage modes. The resulting equations should contain as few parameters as possible to facilitate applicability for different observations. 

Methods: The background equilibrium is a one-dimensional cylindrical flux tube model with a piecewise constant radial density profile. This enables us to use linearised magnetohydrodynamic equations to calculate the energy densities and the flux of energy for axisymmetric sausage modes. 

Results: The equations used to calculate the energy densities and the flux of energy in axisymmetric sausage modes depend on the radius of the flux tube, the equilibrium sound and Alfvén speeds, the density of the plasma, the period and phase speed of the wave, and the radial or longitudinal components of the Lagrangian displacement at the flux tube boundary. Approximate relations for limiting cases of propagating slow and fast sausage modes are also obtained. We also obtained the dispersive first-order correction term to the phase speed for both the fundamental slow body mode under coronal conditions and the slow surface mode under photospheric conditions.

A wavenumber independent boundary element method for an acoustic scattering problem

In this paper we consider the impedance boundary value problem for the Helmholtz equation in a half-plane with piecewise constant boundary data, a problem which models, for example, outdoor sound propagation over inhomogeneous. at terrain. To achieve good approximation at high frequencies with a relatively low number of degrees of freedom, we propose a novel Galerkin boundary element method, using a graded mesh with smaller elements adjacent to discontinuities in impedance and a special set of basis functions so that, on each element, the approximation space contains polynomials ( of degree.) multiplied by traces of plane waves on the boundary. We prove stability and convergence and show that the error in computing the total acoustic field is O( N-(v+1) log(1/2) N), where the number of degrees of freedom is proportional to N logN. This error estimate is independent of the wavenumber, and thus the number of degrees of freedom required to achieve a prescribed level of accuracy does not increase as the wavenumber tends to infinity.

A high-wavenumber boundary-element method for an acoustic scattering problem

In this paper we show stability and convergence for a novel Galerkin boundary element method approach to the impedance boundary value problem for the Helmholtz equation in a half-plane with piecewise constant boundary data. This problem models, for example, outdoor sound propagation over inhomogeneous flat terrain. To achieve a good approximation with a relatively low number of degrees of freedom we employ a graded mesh with smaller elements adjacent to discontinuities in impedance, and a special set of basis functions for the Galerkin method so that, on each element, the approximation space consists of polynomials (of degree $\nu$) multiplied by traces of plane waves on the boundary. In the case where the impedance is constant outside an interval $[a,b]$, which only requires the discretization of $[a,b]$, we show theoretically and experimentally that the $L_2$ error in computing the acoustic field on $[a,b]$ is ${\cal O}(\log^{\nu+3/2}|k(b-a)| M^{-(\nu+1)})$, where $M$ is the number of degrees of freedom and $k$ is the wavenumber. This indicates that the proposed method is especially commendable for large intervals or a high wavenumber. In a final section we sketch how the same methodology extends to more general scattering problems.

On the near periodicity of eigenvalues of Toeplitz matrices

Let $A$ be an infinite Toeplitz matrix with a real symbol $f$ defined on $[-\pi, \pi]$. It is well known that the sequence of spectra of finite truncations $A_N$ of $A$ converges to the convex hull of the range of $f$. Recently, Levitin and Shargorodsky, on the basis of some numerical experiments, conjectured, for symbols $f$ with two discontinuities located at rational multiples of $\pi$, that the eigenvalues of $A_N$ located in the gap of $f$ asymptotically exhibit periodicity in $N$, and suggested a formula for the period as a function of the position of discontinuities. In this paper, we quantify and prove the analog of this conjecture for the matrix $A^2$ in a particular case when $f$ is a piecewise constant function taking values $-1$ and $1$.

A high frequency boundary element method for scattering by convex polygons with impedance boundary conditions

We consider scattering of a time harmonic incident plane wave by a convex polygon with piecewise constant impedance boundary conditions. Standard finite or boundary element methods require the number of degrees of freedom to grow at least linearly with respect to the frequency of the incident wave in order to maintain accuracy. Extending earlier work by Chandler-Wilde and Langdon for the sound soft problem, we propose a novel Galerkin boundary element method, with the approximation space consisting of the products of plane waves with piecewise polynomials supported on a graded mesh with smaller elements closer to the corners of the polygon. Theoretical analysis and numerical results suggest that the number of degrees of freedom required to achieve a prescribed level of accuracy grows only logarithmically with respect to the frequency of the incident wave.

Evaluating raw ensembles with the continuous ranked probability score

The continuous ranked probability score (CRPS) is a frequently used scoring rule. In contrast with many other scoring rules, the CRPS evaluates cumulative distribution functions. An ensemble of forecasts can easily be converted into a piecewise constant cumulative distribution function with steps at the ensemble members. This renders the CRPS a convenient scoring rule for the evaluation of ‘raw’ ensembles, obviating the need for sophisticated ensemble model output statistics or dressing methods prior to evaluation. In this article, a relation between the CRPS score and the quantile score is established. The evaluation of ‘raw’ ensembles using the CRPS is discussed in this light. It is shown that latent in this evaluation is an interpretation of the ensemble as quantiles but with non-uniform levels. This needs to be taken into account if the ensemble is evaluated further, for example with rank histograms.

Drag produced by trapped lee waves and propagating mountain waves in a two-layer atmosphere

The surface drag force produced by trapped lee waves and upward propagating waves in non-hydrostatic stratified flow over a mountain ridge is explicitly calculated using linear theory for a two-layer atmosphere with piecewise-constant static stability and wind speed profiles. The behaviour of the drag normalized by its hydrostatic single-layer reference value is investigated as a function of the ratio of the Scorer parameters in the two layers l_2/l_1 and of the corresponding dimensionless interface height l_1 H, for selected values of the dimensionless ridge width l_1 a and ratio of wind speeds in the two layers. When l_2/l_1 → 1, the propagating wave drag approaches 1 in approximately hydrostatic conditions, and the trapped lee wave drag vanishes. As l_2/l_1 decreases, the propagating wave drag progressively displays an oscillatory behaviour with l_1 H, with maxima of increasing magnitude due to constructive interference of reflected waves in the lower layer. The trapped lee wave drag shows localized maxima associated with each resonant trapped lee wave mode, occurring for small l_2/l_1 and slightly higher values of l_1 H than the propagating wave drag maxima. As l1a decreases, i.e. the flow becomes more non-hydrostatic, the propagating wave drag decreases and the regions of non-zero trapped lee wave drag extend to higher l_2/l_1. These results are confirmed by numerical simulations for l_2/l_1 = 0.2. In parameter ranges of meteorological relevance, the trapped lee wave drag may have a magnitude comparable to that of propagating wave drag, and be larger than the reference single-layer drag. This may have implications for drag parametrization in global climate and weather-prediction models.

Approximate solution of second kind integral equations on infinite cylindrical surfaces

The paper considers second kind integral equations of the form $\phi (x) = g(x) + \int_S {k(x,y)} \phi (y)ds(y)$ (abbreviated $\phi = g + K\phi $), in which S is an infinite cylindrical surface of arbitrary smooth cross section. The “truncated equation” (abbreviated $\phi _a = E_a g + K_a \phi _a $), obtained by replacing S by $S_a $, a closed bounded surface of class $C^2 $, the boundary of a section of the interior of S of length $2a$, is also discussed. Conditions on k are obtained (in particular, implying that K commutes with the operation of translation in the direction of the cylinder axis) which ensure that $I - K$ is invertible, that $I - K_a $ is invertible and $(I - K_a )^{ - 1} $ is uniformly bounded for all sufficiently large a, and that $\phi _a $ converges to $\phi $ in an appropriate sense as $a \to \infty $. Uniform stability and convergence results for a piecewise constant boundary element collocation method for the truncated equations are also obtained. A boundary integral equation, which models three-dimensional acoustic scattering from an infinite rigid cylinder, illustrates the application of the above results to prove existence of solution (of the integral equation and the corresponding boundary value problem) and convergence of a particular collocation method.

Optimal and sub-optimal control in Dengue epidemics

This work concerns the application of the optimal control theory to Dengue epidemics. The dynamics of this insect-borne disease is modelled as a set of non-linear ordinary differential equations including the effect of educational campaigns organized to motivate the population to break the reproduction cycle of the mosquitoes by avoiding the accumulation of still water in open-air recipients. The cost functional is such that it reflects a compromise between actual financial spending (in insecticides and educational campaigns) and the population health (which can be objectively measured in terms of, for instance, treatment costs and loss of productivity). The optimal control problem is solved numerically using a multiple shooting method. However, the optimal control policy is difficult to implement by the health authorities because it is not practical to adjust the investment rate continuously in time. Therefore, a suboptimal control policy is computed assuming, as the admissible set, only those controls which are piecewise constant. The performance achieved by the optimal control and the sub-optimal control policies are compared with the cases of control using only insecticides when Breteau Index is greater or equal to 5 and the case of no-control. The results show that the sub-optimal policy yields a substantial reduction in the cost, in terms of the proposed functional, and is only slightly inferior to the optimal control policy. Copyright (C) 2001 John Wiley & Sons, Ltd.