Squared Extrapolation Methods (SQUAREM): A New Class of Simple and Efficient Numerical Schemes for Accelerating the Convergence of the EM Algorithm

We derive a new class of iterative schemes for accelerating the convergence of the EM algorithm, by exploiting the connection between fixed point iterations and extrapolation methods. First, we present a general formulation of one-step iterative schemes, which are obtained by cycling with the extrapolation methods. We, then square the one-step schemes to obtain the new class of methods, which we call SQUAREM. Squaring a one-step iterative scheme is simply applying it twice within each cycle of the extrapolation method. Here we focus on the first order or rank-one extrapolation methods for two reasons, (1) simplicity, and (2) computational efficiency. In particular, we study two first order extrapolation methods, the reduced rank extrapolation (RRE1) and minimal polynomial extrapolation (MPE1). The convergence of the new schemes, both one-step and squared, is non-monotonic with respect to the residual norm. The first order one-step and SQUAREM schemes are linearly convergent, like the EM algorithm but they have a faster rate of convergence. We demonstrate, through five different examples, the effectiveness of the first order SQUAREM schemes, SqRRE1 and SqMPE1, in accelerating the EM algorithm. The SQUAREM schemes are also shown to be vastly superior to their one-step counterparts, RRE1 and MPE1, in terms of computational efficiency. The proposed extrapolation schemes can fail due to the numerical problems of stagnation and near breakdown. We have developed a new hybrid iterative scheme that combines the RRE1 and MPE1 schemes in such a manner that it overcomes both stagnation and near breakdown. The squared first order hybrid scheme, SqHyb1, emerges as the iterative scheme of choice based on our numerical experiments. It combines the fast convergence of the SqMPE1, while avoiding near breakdowns, with the stability of SqRRE1, while avoiding stagnations. The SQUAREM methods can be incorporated very easily into an existing EM algorithm. They only require the basic EM step for their implementation and do not require any other auxiliary quantities such as the complete data log likelihood, and its gradient or hessian. They are an attractive option in problems with a very large number of parameters, and in problems where the statistical model is complex, the EM algorithm is slow and each EM step is computationally demanding.

Numerical modeling of marine radiocarbon reservoir ages during the last deglaciation

A critical problem in radiocarbon dating is the spatial and temporal variability of marine reservoir ages (MRAs). We assessed the MRA evolution during the last deglaciation by numerical modeling, applying a self-consistent iteration scheme in which an existing radiocarbon chronology (derived by Hughen et al., Quat. Sci. Rev., 25, pp. 3216-3227, 2006) was readjusted by transient, 3-D simulations of marine and atmospheric Delta14C. To estimate the uncertainties regarding the ocean ventilation during the last deglaciation, we considered various ocean overturning scenarios which are based on different climatic background states (PD: modern climate, GS: LGM climate conditions). Minimum and maximum MRAs are included in file 'MRAminmax_21-14kaBP.nc'. Three further files include MRAs according to equilibrium simulations of the preindustrial ocean (file 'C14age_preindustrial.nc'; this is an update of our results published in 2005) and of the glacial ocean (files 'C14age_spinupLGM_GS.nc' and 'C14age_spinupLGM_PD.nc').

A robust numerical framework for the analysis of material failure of fibre reinforced soft tissue

In this work, robustness and stability of continuum damage models applied to material failure in soft tissues are addressed. In the implicit damage models equipped with softening, the presence of negative eigenvalues in the tangent elemental matrix degrades the condition number of the global matrix, leading to a reduction of the computational performance of the numerical model. Two strategies have been adapted from literature to improve the aforementioned computational performance degradation: the IMPL-EX integration scheme [Oliver,2006], which renders the elemental matrix contribution definite positive, and arclength-type continuation methods [Carrera,1994], which allow to capture the unstable softening branch in brittle ruptures. The IMPL-EX integration scheme has as a major drawback the need to use small time steps to keep numerical error below an acceptable value. A convergence study, limiting the maximum allowed increment of internal variables in the damage model, is presented. Finally, numerical simulation of failure problems with fibre reinforced materials illustrates the performance of the adopted methodology.

A robust numerical framework to the analysis of material failure of fibre reinforced soft tissue

In this work, robustness and stability of continuum damage models applied to material failure in soft tissues are addressed. In the implicit damage models equipped with softening, the presence of negative eigenvalues in the tangent elemental matrix degrades the condition number of the global matrix, leading to a reduction of the computational performance of the numerical model. Two strategies have been adapted from literature to improve the aforementioned computational performance degradation: the IMPL-EX integration scheme [Oliver,2006], which renders the elemental matrix contribution definite positive, and arclength-type continuation methods [Carrera,1994], which allow to capture the unstable softening branch in brittle ruptures. The IMPL-EX integration scheme has as a major drawback the need to use small time steps to keep numerical error below an acceptable value. A convergence study, limiting the maximum allowed increment of internal variables in the damage model, is presented. Finally, numerical simulation of failure problems with fibre reinforced materials illustrates the performance of the adopted methodology.

FTCS finite difference scheme GPGPU parallel computing for the heat conduction equation = Programación en paralelo GPGPU del método en diferencias finitas FTCS para la ecuación del calor

En el presente artículo se muestran las ventajas de la programación en paralelo resolviendo numéricamente la ecuación del calor en dos dimensiones a través del método de diferencias finitas explícito centrado en el espacio FTCS. De las conclusiones de este trabajo se pone de manifiesto la importancia de la programación en paralelo para tratar problemas grandes, en los que se requiere un elevado número de cálculos, para los cuales la programación secuencial resulta impracticable por el elevado tiempo de ejecución. En la primera sección se describe brevemente los conceptos básicos de programación en paralelo. Seguidamente se resume el método de diferencias finitas explícito centrado en el espacio FTCS aplicado a la ecuación parabólica del calor. Seguidamente se describe el problema de condiciones de contorno y valores iniciales específico al que se va a aplicar el método de diferencias finitas FTCS, proporcionando pseudocódigos de una implementación secuencial y dos implementaciones en paralelo. Finalmente tras la discusión de los resultados se presentan algunas conclusiones. In this paper the advantages of parallel computing are shown by solving the heat conduction equation in two dimensions with the forward in time central in space (FTCS) finite difference method. Two different levels of parallelization are consider and compared with traditional serial procedures. We show in this work the importance of parallel computing when dealing with large problems that are impractical or impossible to solve them with a serial computing procedure. In the first section a summary of parallel computing approach is presented. Subsequently, the forward in time central in space (FTCS) finite difference method for the heat conduction equation is outline, describing how the heat flow equation is derived in two dimensions and the particularities of the finite difference numerical technique considered. Then, a specific initial boundary value problem is solved by the FTCS finite difference method and serial and parallel pseudo codes are provided. Finally after results are discussed some conclusions are presented.

Numerical simulation of a synthetic jet with OpenFoam

Numerical simulations of flow surrounding a synthetic jet actuating device are presented. By modifying a dynamic mesh technique available in OpenFoam-a well-documented open-source solver for fluid dynamics, detailed computations of the sinusoidal motion of the synthetic jet diaphragm were possible. Numerical solutions were obtained by solving the two dimensional incompressible viscous N-S equations, with the use of a second order implicit time marching scheme and a central finite volume method for spatial discretization in both streamwise and crossflow directions. A systematic parametric study is reported here, in which the external Reynolds number, the diaphragm amplitude and frequency, and the slot dimensions are varied.

A temperature-based thermodynamically consistent integration scheme for discrete thermo-elastodynamics

The formulation of thermodynamically consistent (TC) time integration methods was introduced by a general procedure based on the GENERIC form of the evolution equations for thermo-mechanical problems. The use of the entropy was reported to be the best choice for the thermodynamical variable to easily provide TC integrators. Also the employment of the internal energy was proved to not involve excessive complications. However, attempts towards the use of the temperature in the design of GENERIC-based TC schemes have so far been unfruitful. This paper complements the said procedure to attain TC integrators by presenting a TC scheme based on the temperature as thermodynamical state variable. As a result, the problems which arise due to the use of the entropy are overcome, mainly the definition of boundary conditions. What is more, the newly proposed method exhibits the general enhanced numerical stability and robustness properties of the entropy formulation.

A fast, high resolution, second-order central scheme for incompressible flows

A high resolution, second-order central difference method for incompressible flows is presented. The method is based on a recent second-order extension of the classic Lax–Friedrichs scheme introduced for hyperbolic conservation laws (Nessyahu H. & Tadmor E. (1990) J. Comp. Physics. 87, 408-463; Jiang G.-S. & Tadmor E. (1996) UCLA CAM Report 96-36, SIAM J. Sci. Comput., in press) and augmented by a new discrete Hodge projection. The projection is exact, yet the discrete Laplacian operator retains a compact stencil. The scheme is fast, easy to implement, and readily generalizable. Its performance was tested on the standard periodic double shear-layer problem; no spurious vorticity patterns appear when the flow is underresolved. A short discussion of numerical boundary conditions is also given, along with a numerical example.

Effective cell-centred time-domain Maxwell's equations numerical solvers

This research work analyses techniques for implementing a cell-centred finite-volume time-domain (ccFV-TD) computational methodology for the purpose of studying microwave heating. Various state-of-the-art spatial and temporal discretisation methods employed to solve Maxwell's equations on multidimensional structured grid networks are investigated, and the dispersive and dissipative errors inherent in those techniques examined. Both staggered and unstaggered grid approaches are considered. Upwind schemes using a Riemann solver and intensity vector splitting are studied and evaluated. Staggered and unstaggered Leapfrog and Runge-Kutta time integration methods are analysed in terms of phase and amplitude error to identify which method is the most accurate and efficient for simulating microwave heating processes. The implementation and migration of typical electromagnetic boundary conditions. from staggered in space to cell-centred approaches also is deliberated. In particular, an existing perfectly matched layer absorbing boundary methodology is adapted to formulate a new cell-centred boundary implementation for the ccFV-TD solvers. Finally for microwave heating purposes, a comparison of analytical and numerical results for standard case studies in rectangular waveguides allows the accuracy of the developed methods to be assessed. © 2004 Elsevier Inc. All rights reserved.

Numerical evaluation of the fields induced by body motion in or near high-field MRI scanners

In modern magnetic resonance imaging, both patients and health care workers are exposed to strong. non-uniform static magnetic fields inside and outside of the scanner. In which body movement may be able to induce electric currents in tissues which could be potentially harmful. This paper presents theoretical investigations into the spatial distribution of induced E-fields in a tissue-equivalent human model when moving at various positions around the magnet. The numerical calculations are based on an efficient. quasi-static, finite-difference scheme. Three-dimensional field profiles from an actively shielded 4 T magnet system are used and the body model projected through the field profile with normalized velocity. The simulation shows that it is possible to induce E-fields/currents near the level of physiological significance under some circumstances and provides insight into the spatial characteristics of the induced fields. The methodology presented herein can be extrapolated to very high field strengths for the evaluation of the effects of motion at a variety of field strengths and velocities. (C) 2004 Elsevier Ltd. All rights reserved.

Numerical solutions of the sediment conservation law: A review and improved formulation for coastal morphological modelling

Numerical solutions of the sediment conservation law are reviewed in terms of their application to bed update schemes in coastal morphological models. It is demonstrated that inadequately formulated numerical techniques lead to the introduction of diffusion, dispersion and the bed elevation oscillations previously reported in the literature. Four different bed update schemes are then reviewed and tested against benchmark analytical solutions. These include a first order upwind scheme, two Lax-Wendroff schemes and a non-oscillating centred scheme (NOCS) recently applied to morphological modelling by Saint-Cast [Saint-Cast, F., 2002. Modelisation de la morphodynamique des corps sableux en milieu littoral (Modelling of coastal sand banks morphodynamics), University Bordeaux 1, Bordeaux, 245 pp.]. It is shown that NOCS limits and controls numerical errors while including all the sediment flux gradients that control morphological change. Further, no post solution filtering is required, which avoids difficulties with selecting filter strength. Finally, NOCS is compared to a recent Lax-Wendroff scheme with post-solution filtering for a longer term simulation of the morphological evolution around a trained river entrance. (C) 2006 Elsevier B.V. All rights reserved.

Numerical evaluation of e-fields induced by body motion near high-field MRI scanner

In modern magnetic resonance imaging (MRI), both patients and radiologists are exposed to strong, nonuniform static magnetic fields inside or outside of the scanner, in which the body movement may be able to induce electric currents in tissues which could be possibly harmful. This paper presents theoretical investigations into the spatial distribution of induced E-fields in the human model when moving at various positions around the magnet. The numerical calculations are based on an efficient, quasistatic, finite-difference scheme and an anatomically realistic, full-body, male model. 3D field profiles from an actively-shielded 4 T magnet system are used and the body model projected through the field profile with normalized velocity. The simulation shows that it is possible to induce E-fields/currents near the level of physiological significance under some circumstances and provides insight into the spatial characteristics of the induced fields. The results are easy to extrapolate to very high field strengths for the safety evaluation at a variety of field strengths and motion velocities.

Numerical modelling of devices and advanced transmission schemes embracing Raman effect

This thesis presents a theoretical investigation on applications of Raman effect in optical fibre communication as well as the design and optimisation of various Raman based devices and transmission schemes. The techniques used are mainly based on numerical modelling. The results presented in this thesis are divided into three main parts. First, novel designs of Raman fibre lasers (RFLs) based on Phosphosilicate core fibre are analysed and optimised for efficiency by using a discrete power balance model. The designs include a two stage RFL based on Phosphosilicate core fibre for telecommunication applications, a composite RFL for the 1.6 μm spectral window, and a multiple output wavelength RFL aimed to be used as a compact pump source for fiat gain Raman amplifiers. The use of Phosphosilicate core fibre is proven to effectively reduce the design complexity and hence leads to a better efficiency, stability and potentially lower cost. Second, the generalised Raman amplified gain model approach based on the power balance analysis and direct numerical simulation is developed. The approach can be used to effectively simulate optical transmission systems with distributed Raman amplification. Last, the potential employment of a hybrid amplification scheme, which is a combination between a distributed Raman amplifier and Erbium doped amplifier, is investigated by using the generalised Raman amplified gain model. The analysis focuses on the use of the scheme to upgrade a standard fibre network to 40 Gb/s system.

Towards a practical implementation of coherent WDM:analytical, numerical, and experimental studies

Future optical networks will require the implementation of very high capacity (and therefore spectral efficient) technologies. Multi-carrier systems, such as Orthogonal Frequency Division Multiplexing (OFDM) and Coherent WDM (CoWDM), are promising candidates. In this paper, we present analytical, numerical, and experimental investigations of the impact of the relative phases between optical subcarriers of CoWDM systems, as well as the effect that the number of independently modulated subcarriers can have on the performance. We numerically demonstrate a five-subcarrier and three-subcarrier 10-GBd CoWDM system with direct detected amplitude shift keying (ASK) and differentially/coherently detected (D) phase shift keying (PSK). The simulation results are compared with experimental measurements of a 32-Gbit/s DPSK CoWDM system in two configurations. The first configuration was a practical 3-modulator array where all three subcarriers were independently modulated, the second configuration being a traditional 2-modulator odd/even configuration, where only odd and even subcarriers were independently modulated. Simulation and experimental results both indicate that the independent modulation implementation has a greater dependency on the relative phases between subcarriers, with a stronger penalty for the center subcarrier than the odd/even modulation scheme.

Hybrid gain-flattened and reduced power excursion scheme for distributed Raman amplification

We propose and evaluate through extensive numerical modelling a novel distributed hybrid amplification scheme combining first and second-order Raman pumping which gives reduced signal power excursion over a wide spatial-spectral range of 60 km × 80 nm in C + L-bands. © 2013 Optical Society of America.