Discrete approximations for strict convex continuous time problems and duality

Conselho Nacional de Desenvolvimento Científico e Tecnológico (CNPq)

An alternative approach to solve convergence problems in the backpropagation algorithm

The multilayer perceptron network has become one of the most used in the solution of a wide variety of problems. The training process is based on the supervised method where the inputs are presented to the neural network and the output is compared with a desired value. However, the algorithm presents convergence problems when the desired output of the network has small slope in the discrete time samples or the output is a quasi-constant value. The proposal of this paper is presenting an alternative approach to solve this convergence problem with a pre-conditioning method of the desired output data set before the training process and a post-conditioning when the generalization results are obtained. Simulations results are presented in order to validate the proposed approach.

Probabilistic crack growth analyses using a boundary element model: Applications in linear elastic fracture and fatigue problems

This paper addresses the numerical solution of random crack propagation problems using the coupling boundary element method (BEM) and reliability algorithms. Crack propagation phenomenon is efficiently modelled using BEM, due to its mesh reduction features. The BEM model is based on the dual BEM formulation, in which singular and hyper-singular integral equations are adopted to construct the system of algebraic equations. Two reliability algorithms are coupled with BEM model. The first is the well known response surface method, in which local, adaptive polynomial approximations of the mechanical response are constructed in search of the design point. Different experiment designs and adaptive schemes are considered. The alternative approach direct coupling, in which the limit state function remains implicit and its gradients are calculated directly from the numerical mechanical response, is also considered. The performance of both coupling methods is compared in application to some crack propagation problems. The investigation shows that direct coupling scheme converged for all problems studied, irrespective of the problem nonlinearity. The computational cost of direct coupling has shown to be a fraction of the cost of response surface solutions, regardless of experiment design or adaptive scheme considered. (C) 2012 Elsevier Ltd. All rights reserved.

Optimal mean-variance control for discrete-time linear systems with Markovian jumps and multiplicative noises

In this paper, we consider the stochastic optimal control problem of discrete-time linear systems subject to Markov jumps and multiplicative noises under two criteria. The first one is an unconstrained mean-variance trade-off performance criterion along the time, and the second one is a minimum variance criterion along the time with constraints on the expected output. We present explicit conditions for the existence of an optimal control strategy for the problems, generalizing previous results in the literature. We conclude the paper by presenting a numerical example of a multi-period portfolio selection problem with regime switching in which it is desired to minimize the sum of the variances of the portfolio along the time under the restriction of keeping the expected value of the portfolio greater than some minimum values specified by the investor. (C) 2011 Elsevier Ltd. All rights reserved.

Mixed finite-element methods for elliptic convection-dominated problems arising in semiconductor physics

In this work we develop and analyze an adaptive numerical scheme for simulating a class of macroscopic semiconductor models. At first the numerical modelling of semiconductors is reviewed in order to classify the Energy-Transport models for semiconductors that are later simulated in 2D. In this class of models the flow of charged particles, that are negatively charged electrons and so-called holes, which are quasi-particles of positive charge, as well as their energy distributions are described by a coupled system of nonlinear partial differential equations. A considerable difficulty in simulating these convection-dominated equations is posed by the nonlinear coupling as well as due to the fact that the local phenomena such as "hot electron effects" are only partially assessable through the given data. The primary variables that are used in the simulations are the particle density and the particle energy density. The user of these simulations is mostly interested in the current flow through parts of the domain boundary - the contacts. The numerical method considered here utilizes mixed finite-elements as trial functions for the discrete solution. The continuous discretization of the normal fluxes is the most important property of this discretization from the users perspective. It will be proven that under certain assumptions on the triangulation the particle density remains positive in the iterative solution algorithm. Connected to this result an a priori error estimate for the discrete solution of linear convection-diffusion equations is derived. The local charge transport phenomena will be resolved by an adaptive algorithm, which is based on a posteriori error estimators. At that stage a comparison of different estimations is performed. Additionally a method to effectively estimate the error in local quantities derived from the solution, so-called "functional outputs", is developed by transferring the dual weighted residual method to mixed finite elements. For a model problem we present how this method can deliver promising results even when standard error estimator fail completely to reduce the error in an iterative mesh refinement process.

Statistical problems related to excitation threshold and reset value of membrane potentials

Die vorliegende Arbeit ist motiviert durch biologische Fragestellungen bezüglich des Verhaltens von Membranpotentialen in Neuronen. Ein vielfach betrachtetes Modell für spikende Neuronen ist das Folgende. Zwischen den Spikes verhält sich das Membranpotential wie ein Diffusionsprozess X der durch die SDGL dX_t= beta(X_t) dt+ sigma(X_t) dB_t gegeben ist, wobei (B_t) eine Standard-Brown'sche Bewegung bezeichnet. Spikes erklärt man wie folgt. Sobald das Potential X eine gewisse Exzitationsschwelle S überschreitet entsteht ein Spike. Danach wird das Potential wieder auf einen bestimmten Wert x_0 zurückgesetzt. In Anwendungen ist es manchmal möglich, einen Diffusionsprozess X zwischen den Spikes zu beobachten und die Koeffizienten der SDGL beta() und sigma() zu schätzen. Dennoch ist es nötig, die Schwellen x_0 und S zu bestimmen um das Modell festzulegen. Eine Möglichkeit, dieses Problem anzugehen, ist x_0 und S als Parameter eines statistischen Modells aufzufassen und diese zu schätzen. In der vorliegenden Arbeit werden vier verschiedene Fälle diskutiert, in denen wir jeweils annehmen, dass das Membranpotential X zwischen den Spikes eine Brown'sche Bewegung mit Drift, eine geometrische Brown'sche Bewegung, ein Ornstein-Uhlenbeck Prozess oder ein Cox-Ingersoll-Ross Prozess ist. Darüber hinaus beobachten wir die Zeiten zwischen aufeinander folgenden Spikes, die wir als iid Treffzeiten der Schwelle S von X gestartet in x_0 auffassen. Die ersten beiden Fälle ähneln sich sehr und man kann jeweils den Maximum-Likelihood-Schätzer explizit angeben. Darüber hinaus wird, unter Verwendung der LAN-Theorie, die Optimalität dieser Schätzer gezeigt. In den Fällen OU- und CIR-Prozess wählen wir eine Minimum-Distanz-Methode, die auf dem Vergleich von empirischer und wahrer Laplace-Transformation bezüglich einer Hilbertraumnorm beruht. Wir werden beweisen, dass alle Schätzer stark konsistent und asymptotisch normalverteilt sind. Im letzten Kapitel werden wir die Effizienz der Minimum-Distanz-Schätzer anhand simulierter Daten überprüfen. Ferner, werden Anwendungen auf reale Datensätze und deren Resultate ausführlich diskutiert.

Predictive value of the Acute Low Back Pain Screening Questionnaire and the Örebro Musculoskeletal Pain Screening Questionnaire for persisting problems

A small proportion of individuals with non-specific low back pain (NSLBP) develop persistent problems. Up to 80% of the total costs for NSLBP are owing to chronic NSLBP. Psychosocial factors have been described to be important in the transition from acute to chronic NSLBP. Guidelines recommend the use of the Acute Low Back Pain Screening Questionnaire (ALBPSQ) and the Örebro Musculoskeletal Pain Screening Questionnaire (ÖMPSQ) to identify individuals at risk of developing persistent problems, such as long-term absence of work, persistent restriction in function or persistent pain. These instruments can be used with a cutoff value, where patients with values above the threshold are further assessed with a more comprehensive examination.

An efficient ‘a priori’ model reduction for boundary element models

The Boundary Element Method (BEM) is a discretisation technique for solving partial differential equations, which offers, for certain problems, important advantages over domain techniques. Despite the high CPU time reduction that can be achieved, some 3D problems remain today untreatable because the extremely large number of degrees of freedom—dof—involved in the boundary description. Model reduction seems to be an appealing choice for both, accurate and efficient numerical simulations. However, in the BEM the reduction in the number of degrees of freedom does not imply a significant reduction in the CPU time, because in this technique the more important part of the computing time is spent in the construction of the discrete system of equations. In this way, a reduction also in the number of weighting functions, seems to be a key point to render efficient boundary element simulations.

A bi-cubic transformation for the numerical evaluation of the Cauchy principal value integrals in boundary methods

The numerical strategies employed in the evaluation of singular integrals existing in the Cauchy principal value (CPV) sense are, undoubtedly, one of the key aspects which remarkably affect the performance and accuracy of the boundary element method (BEM). Thus, a new procedure, based upon a bi-cubic co-ordinate transformation and oriented towards the numerical evaluation of both the CPV integrals and some others which contain different types of singularity is developed. Both the ideas and some details involved in the proposed formulae are presented, obtaining rather simple and-attractive expressions for the numerical quadrature which are also easily embodied into existing BEM codes. Some illustrative examples which assess the stability and accuracy of the new formulae are included.

Improved boundary elements in torsion problems

Since the epoch-making "memoir" of Saint-Venant in 1855 the torsion of prismatic and cilindrical bars has reduced to a mathematical problem: the calculation of an analytical function satisfying prescribed boundary values. For over one century, till the first applications of the F.E.M. to the problem, the only possibility of study in irregularly shaped domains was the beatiful, but limitated, theory of complex function analysis, several functional approaches and the finite difference method. Nevertheless in 1963 Jaswon published an interestingpaper which was nearly lost between the splendid F. E.M. boom. The method was extended by Rizzo to more complicated problems and definitively incorporated to the scientific community background through several lecture-notes of Cruse recently published, but widely circulated during past years. The work of several researches has shown the tremendous possibilities of the method which is today a recognized alternative to the well established F .E. procedure. In fact, the first comprehensive attempt to cover the method, has been recently published in textbook form. This paper is a contribution to the implementation of a difficulty which arises if the isoparametric elements concept is applicated to plane potential problems with sharp corners in the boundary domain. In previous works, these problems was avoided using two principal approximations: equating the fluxes round the corner or establishing a binode element (in fact, truncating the corner). The first approximation distortes heavily the solution in thecorner neighbourhood, and a great amount of element is neccesary to reduce its influence. The second is better suited but the price payed is increasing the size of the system of equations to be solved. In this paper an alternative formulation, consistent with the shape function chosen in the isoparametric representation, is presented. For ease of comprehension the formulation has been limited to the linear element. Nevertheless its extension to more refined elements is straight forward. Also a direct procedure for the assembling of the equations is presented in an attempt to reduce the in-core computer requirements.

Decision boundary for discrete Bayesian network classifiers

Bayesian network classifiers are a powerful machine learning tool. In order to evaluate the expressive power of these models, we compute families of polynomials that sign-represent decision functions induced by Bayesian network classifiers. We prove that those families are linear combinations of products of Lagrange basis polynomials. In absence of V-structures in the predictor sub-graph, we are also able to prove that this family of polynomials does in- deed characterize the specific classifier considered. We then use this representation to bound the number of decision functions representable by Bayesian network classifiers with a given structure and we compare these bounds to the ones obtained using Vapnik-Chervonenkis dimension.

The effect of boundary conditions in the numerical solution of 3-D thermoelastic problems

After the extensive research on the capabilities of the Boundary Integral Equation Method produced during the past years the versatility of its applications has been well founded. Maybe the years to come will see the in-depth analysis of several conflictive points, for example, adaptive integration, solution of the system of equations, etc. This line is clear in academic research. In this paper we comment on the incidence of the manner of imposing the boundary conditions in 3-D coupled problems. Here the effects are particularly magnified: in the first place by the simple model used (constant elements) and secondly by the process of solution, i.e. first a potential problem is solved and then the results are used as data for an elasticity problem. The errors add to both processes and small disturbances, unimportant in separated problems, can produce serious errors in the final results. The specific problem we have chosen is especially interesting. Although more general cases (i.e. transient)can be treated, here the domain integrals can be converted into boundary ones and the influence of the manner in which boundary conditions are applied will reflect the whole importance of the problem.

Laminar-turbulent transition induced by a discrete roughness element in a supersonic boundary layer

The linear instability and breakdown to turbulence induced by an isolated roughness element in a boundary layer at Mach 2:5, over an isothermal flat plate with laminar adiabatic wall temperature, have been analysed by means of direct numerical simulations, aided by spatial BiGlobal and three-dimensional parabolized (PSE-3D) stability analyses. It is important to understand transition in this flow regime since the process can be slower than in incompressible flow and is crucial to prediction of local heat loads on next-generation flight vehicles. The results show that the roughness element, with a height of the order of the boundary layer displacement thickness, generates a highly unstable wake, which is composed of a low-velocity streak surrounded by a three-dimensional high-shear layer and is able to sustain the rapid growth of a number of instability modes. The most unstable of these modes are associated with varicose or sinuous deformations of the low-velocity streak; they are a consequence of the instability developing in the three-dimensional shear layer as a whole (the varicose mode) or in the lateral shear layers (the sinuous mode). The most unstable wake mode is of the varicose type and grows on average 17% faster tan the most unstable sinuous mode and 30 times faster than the most unstable boundary layer mode occurring in the absence of a roughness element. Due to the high growthrates registered in the presence of the roughness element, an amplification factor of N D 9 is reached within 50 roughness heights from the roughness trailing edge. The independently performed Navier–Stokes, spatial BiGlobal and PSE-3D stability results are in excellent agreement with each other, validating the use of simplified theories for roughness-induced transition involving wake instabilities. Following the linear stages of the laminar–turbulent transition process, the roll-up of the three-dimensional shear layer leads to the formation of a wedge of turbulence, which spreads laterally at a rate similar to that observed in the case of compressible turbulent spots for the same Mach number.