Variational Markov chain Monte Carlo for Bayesian smoothing of non-linear diffusions

In this paper we develop set of novel Markov Chain Monte Carlo algorithms for Bayesian smoothing of partially observed non-linear diffusion processes. The sampling algorithms developed herein use a deterministic approximation to the posterior distribution over paths as the proposal distribution for a mixture of an independence and a random walk sampler. The approximating distribution is sampled by simulating an optimized time-dependent linear diffusion process derived from the recently developed variational Gaussian process approximation method. The novel diffusion bridge proposal derived from the variational approximation allows the use of a flexible blocking strategy that further improves mixing, and thus the efficiency, of the sampling algorithms. The algorithms are tested on two diffusion processes: one with double-well potential drift and another with SINE drift. The new algorithm's accuracy and efficiency is compared with state-of-the-art hybrid Monte Carlo based path sampling. It is shown that in practical, finite sample applications the algorithm is accurate except in the presence of large observation errors and low to a multi-modal structure in the posterior distribution over paths. More importantly, the variational approximation assisted sampling algorithm outperforms hybrid Monte Carlo in terms of computational efficiency, except when the diffusion process is densely observed with small errors in which case both algorithms are equally efficient. © 2011 Springer-Verlag.

Multi-threaded parallel simulation of non-local non-linear problems in ultrashort laser pulse propagation in the presence of plasma

We describe a parallel multi-threaded approach for high performance modelling of wide class of phenomena in ultrafast nonlinear optics. Specific implementation has been performed using the highly parallel capabilities of a programmable graphics processor. © 2011 SPIE.

The non-linear acousto-mechanical and thermodynamic response of spherical absorbers to laser pulses of various temporal profiles

This study is to theoretically investigate shockwave and microbubble formation due to laser absorption by microparticles and nanoparticles. The initial motivation for this research was to understand the underlying physical mechanisms responsible for laser damage to the retina, as well as the predict threshold levels for damage for laser pulses with of progressively shorter durations. The strongest absorbers in the retina are micron size melanosomes, and their absorption of laser light causes them to accrue very high energy density. I theoretically investigate how this absorbed energy is transferred to the surrounding medium. For a wide range of conditions I calculate shockwave generation and bubble growth as a function of the three parameters; fluence, pulse duration and pulse shape. In order to develop a rigorous physical treatment, the governing equations for the behavior of an absorber and for the surrounding medium are derived. Shockwave theory is investigated and the conclusion is that a shock pressure explanation is likely to be the underlying physical cause of retinal damage at threshold fluences for sub-nanosecond pulses. The same effects are also expected for non-biological micro and nano absorbers. ^

A non-linear discrete stochastic optimization model for Advanced Access patient appointment scheduling

Access to healthcare is a major problem in which patients are deprived of receiving timely admission to healthcare. Poor access has resulted in significant but avoidable healthcare cost, poor quality of healthcare, and deterioration in the general public health. Advanced Access is a simple and direct approach to appointment scheduling in which the majority of a clinic's appointments slots are kept open in order to provide access for immediate or same day healthcare needs and therefore, alleviate the problem of poor access the healthcare. This research formulates a non-linear discrete stochastic mathematical model of the Advanced Access appointment scheduling policy. The model objective is to maximize the expected profit of the clinic subject to constraints on minimum access to healthcare provided. Patient behavior is characterized with probabilities for no-show, balking, and related patient choices. Structural properties of the model are analyzed to determine whether Advanced Access patient scheduling is feasible. To solve the complex combinatorial optimization problem, a heuristic that combines greedy construction algorithm and neighborhood improvement search was developed. The model and the heuristic were used to evaluate the Advanced Access patient appointment policy compared to existing policies. Trade-off between profit and access to healthcare are established, and parameter analysis of input parameters was performed. The trade-off curve is a characteristic curve and was observed to be concave. This implies that there exists an access level at which at which the clinic can be operated at optimal profit that can be realized. The results also show that, in many scenarios by switching from existing scheduling policy to Advanced Access policy clinics can improve access without any decrease in profit. Further, the success of Advanced Access policy in providing improved access and/or profit depends on the expected value of demand, variation in demand, and the ratio of demand for same day and advanced appointments. The contributions of the dissertation are a model of Advanced Access patient scheduling, a heuristic to solve the model, and the use of the model to understand the scheduling policy trade-offs which healthcare clinic managers must make. ^

Haematite natural crystals: non-linear initial susceptibility at low temperature

Several works have reported that haematite has non-linear initial susceptibility at room temperature, like pyrrhotite or titanomagnetite, but there is no explanation for the observed behaviours yet. This study sets out to determine which physical property (grain size, foreign cations content and domain walls displacements) controls the initial susceptibility. The performed measurements include microprobe analysis to determine magnetic phases different to haematite; initial susceptibility (300 K); hysteresis loops, SIRM and backfield curves at 77 and 300 K to calculate magnetic parameters and minor loops at 77 K, to analyse initial susceptibility and magnetization behaviours below Morin transition. The magnetic moment study at low temperature is completed with measurements of zero field cooled-field cooled and AC susceptibility in a range from 5 to 300 K. The minor loops show that the non-linearity of initial susceptibility is closely related to Barkhausen jumps. Because of initial magnetic susceptibility is controlled by domain structure it is difficult to establish a mathematical model to separate magnetic subfabrics in haematite-bearing rocks.

Two-Path All-pass Based Half-Band Infinite Impulse Response Decimation Filters and the Effects of Their Non-Linear Phase Response on ECG Signal Acquisition

This paper is based on the novel use of a very high fidelity decimation filter chain for Electrocardiogram (ECG) signal acquisition and data conversion. The multiplier-free and multi-stage structure of the proposed filters lower the power dissipation while minimizing the circuit area which are crucial design constraints to the wireless noninvasive wearable health monitoring products due to the scarce operational resources in their electronic implementation. The decimation ratio of the presented filter is 128, working in tandem with a 1-bit 3rd order Sigma Delta (ΣΔ) modulator which achieves 0.04 dB passband ripples and -74 dB stopband attenuation. The work reported here investigates the non-linear phase effects of the proposed decimation filters on the ECG signal by carrying out a comparative study after phase correction. It concludes that the enhanced phase linearity is not crucial for ECG acquisition and data conversion applications since the signal distortion of the acquired signal, due to phase non-linearity, is insignificant for both original and phase compensated filters. To the best of the authors’ knowledge, being free of signal distortion is essential as this might lead to misdiagnosis as stated in the state of the art. This article demonstrates that with their minimal power consumption and minimal signal distortion features, the proposed decimation filters can effectively be employed in biosignal data processing units.

Use of Remote Sensing for Collection of Data Elements for Linear Referencing Systems, 2002

This report evaluates the use of remotely sensed images in implementing the Iowa DOT LRS that is currently in the stages of system architecture. The Iowa Department of Transportation is investing a significant amount of time and resources into creation of a linear referencing system (LRS). A significant portion of the effort in implementing the system will be creation of a datum, which includes geographically locating anchor points and then measuring anchor section distances between those anchor points. Currently, system architecture and evaluation of different data collection methods to establish the LRS datum is being performed for the DOT by an outside consulting team.

Quasilinear elliptic systems with measure data

We study the existence of solutions of quasilinear elliptic systems involving $N$ equations and a measure on the right hand side, with the form $$\left\{\begin{array}{ll} -\sum_{i=1}^n \frac{\partial}{\partial x_i}\left(\sum\limits_{\beta=1}^{N}\sum\limits_{j=1}^{n}% a_{i,j}^{\alpha,\beta}\left( x,u\right)\frac{\partial}{\partial x_j}u^\beta\right)=\mu^\alpha& \mbox{ in }\Omega ,\\ u=0 & \mbox{ on }\partial\Omega, \end{array}\right.$$ where $\alpha\in\{1,\dots,N\}$ is the equation index, $\Omega$ is an open bounded subset of $\mathbb{R}^{n}$, $u:\Omega\rightarrow\mathbb{R}^{N}$ and $\mu$ is a finite Randon measure on $\mathbb{R}^{n}$ with values into $\mathbb{R}^{N}$. Existence of a solution is proved for two different sets of assumptions on $A$. Examples are provided that satisfy our conditions, but do not satisfy conditions required on previous works on this matter.

A domain decomposition based algorithm for non-linear 2D inverse heat conduction problems

Inverse heat conduction problems (IHCPs) appear in many important scientific and technological fields. Hence analysis, design, implementation and testing of inverse algorithms are also of great scientific and technological interest. The numerical simulation of 2-D and –D inverse (or even direct) problems involves a considerable amount of computation. Therefore, the investigation and exploitation of parallel properties of such algorithms are equally becoming very important. Domain decomposition (DD) methods are widely used to solve large scale engineering problems and to exploit their inherent ability for the solution of such problems.

A Distributed algorithm for 1-D non-linear heat conduction with an unknown point source

Abstract not available

A Note on Iterations-based Derivations of High-order Homogenization Correctors for Multiscale Semi-linear Elliptic Equations

This Note aims at presenting a simple and efficient procedure to derive the structure of high-order corrector estimates for the homogenization limit applied to a semi-linear elliptic equation posed in perforated domains. Our working technique relies on monotone iterations combined with formal two-scale homogenization asymptotics. It can be adapted to handle more complex scenarios including for instance nonlinearities posed at the boundary of perforations and the vectorial case, when the model equations are coupled only through the nonlinear production terms.

Characterization of Non-linear Polymer Properties to Predict Process Induced Warpage and Residual Stress of Electronic Packages

Nonlinear thermo-mechanical properties of advanced polymers are crucial to accurate prediction of the process induced warpage and residual stress of electronics packages. The Fiber Bragg grating (FBG) sensor based method is advanced and implemented to determine temperature and time dependent nonlinear properties. The FBG sensor is embedded in the center of the cylindrical specimen, which deforms together with the specimen. The strains of the specimen at different loading conditions are monitored by the FBG sensor. Two main sources of the warpage are considered: curing induced warpage and coefficient of thermal expansion (CTE) mismatch induced warpage. The effective chemical shrinkage and the equilibrium modulus are needed for the curing induced warpage prediction. Considering various polymeric materials used in microelectronic packages, unique curing setups and procedures are developed for elastomers (extremely low modulus, medium viscosity, room temperature curing), underfill materials (medium modulus, low viscosity, high temperature curing), and epoxy molding compound (EMC: high modulus, high viscosity, high temperature pressure curing), most notably, (1) zero-constraint mold for elastomers; (2) a two-stage curing procedure for underfill materials and (3) an air-cylinder based novel setup for EMC. For the CTE mismatch induced warpage, the temperature dependent CTE and the comprehensive viscoelastic properties are measured. The cured cylindrical specimen with a FBG sensor embedded in the center is further used for viscoelastic property measurements. A uni-axial compressive loading is applied to the specimen to measure the time dependent Young’s modulus. The test is repeated from room temperature to the reflow temperature to capture the time-temperature dependent Young’s modulus. A separate high pressure system is developed for the bulk modulus measurement. The time temperature dependent bulk modulus is measured at the same temperatures as the Young’s modulus. The master curve of the Young’s modulus and bulk modulus of the EMC is created and a single set of the shift factors is determined from the time temperature superposition. The supplementary experiments are conducted to verify the validity of the assumptions associated with the linear viscoelasticity. The measured time-temperature dependent properties are further verified by a shadow moiré and Twyman/Green test.

Automorphism groups of non-orientable elliptic-hyperelliptic Klein surfaces with boundary

A classical study about Klein and Riemann surfaces consists in determining their groups of automorphisms. This problem is very difficult in general,and it has been solved for particular families of surfaces or for fixed topological types. In this paper, we calculate the automorphism groups of non-orientable bordered elliptic-hyperelliptic Klein surfaces of algebraic genus p> 5.

Disorder driven transitions in non-equilibrium quantum systems

This thesis presents studies of the role of disorder in non-equilibrium quantum systems. The quantum states relevant to dynamics in these systems are very different from the ground state of the Hamiltonian. Two distinct systems are studied, (i) periodically driven Hamiltonians in two dimensions, and (ii) electrons in a one-dimensional lattice with power-law decaying hopping amplitudes. In the first system, the novel phases that are induced from the interplay of periodic driving, topology and disorder are studied. In the second system, the Anderson transition in all the eigenstates of the Hamiltonian are studied, as a function of the power-law exponent of the hopping amplitude.

In periodically driven systems the study focuses on the effect of disorder in the nature of the topology of the steady states. First, we investigate the robustness to disorder of Floquet topological insulators (FTIs) occurring in semiconductor quantum wells. Such FTIs are generated by resonantly driving a transition between the valence and conduction band. We show that when disorder is added, the topological nature of such FTIs persists as long as there is a gap at the resonant quasienergy. For strong enough disorder, this gap closes and all the states become localized as the system undergoes a transition to a trivial insulator.

Interestingly, the effects of disorder are not necessarily adverse, disorder can also induce a transition from a trivial to a topological system, thereby establishing a Floquet Topological Anderson Insulator (FTAI). Such a state would be a dynamical realization of the topological Anderson insulator. We identify the conditions on the driving field necessary for observing such a transition. We realize such a disorder induced topological Floquet spectrum in the driven honeycomb lattice and quantum well models.

Finally, we show that two-dimensional periodically driven quantum systems with spatial disorder admit a unique topological phase, which we call the anomalous Floquet-Anderson insulator (AFAI). The AFAI is characterized by a quasienergy spectrum featuring chiral edge modes coexisting with a fully localized bulk. Such a spectrum is impossible for a time-independent, local Hamiltonian. These unique characteristics of the AFAI give rise to a new topologically protected nonequilibrium transport phenomenon: quantized, yet nonadiabatic, charge pumping. We identify the topological invariants that distinguish the AFAI from a trivial, fully localized phase, and show that the two phases are separated by a phase transition.

The thesis also present the study of disordered systems using Wegner's Flow equations. The Flow Equation Method was proposed as a technique for studying excited states in an interacting system in one dimension. We apply this method to a one-dimensional tight binding problem with power-law decaying hoppings. This model presents a transition as a function of the exponent of the decay. It is shown that the the entire phase diagram, i.e. the delocalized, critical and localized phases in these systems can be studied using this technique. Based on this technique, we develop a strong-bond renormalization group that procedure where we solve the Flow Equations iteratively. This renormalization group approach provides a new framework to study the transition in this system.