Implicit vector equilibrium problems with applications

Let X and Y be Hausdorff topological vector spaces, K a nonempty, closed, and convex subset of X, C: K--> 2(Y) a point-to-set mapping such that for any x is an element of K, C(x) is a pointed, closed, and convex cone in Y and int C(x) not equal 0. Given a mapping g : K --> K and a vector valued bifunction f : K x K - Y, we consider the implicit vector equilibrium problem (IVEP) of finding x* is an element of K such that f (g(x*), y) is not an element of - int C(x) for all y is an element of K. This problem generalizes the (scalar) implicit equilibrium problem and implicit variational inequality problem. We propose the dual of the implicit vector equilibrium problem (DIVEP) and establish the equivalence between (IVEP) and (DIVEP) under certain assumptions. Also, we give characterizations of the set of solutions for (IVP) in case of nonmonotonicity, weak C-pseudomonotonicity, C-pseudomonotonicity, and strict C-pseudomonotonicity, respectively. Under these assumptions, we conclude that the sets of solutions are nonempty, closed, and convex. Finally, we give some applications of (IVEP) to vector variational inequality problems and vector optimization problems. (C) 2003 Elsevier Science Ltd. All rights reserved.

Biaxial failure model for fiber reinforced concrete

Steel fiber reinforced concrete (SFRC) is widely applied in the construction industry. Numerical elastoplastic analysis of the macroscopic behavior is complex. This typically involves a piecewise linear failure curve including corner singularities. This paper presents a single smooth biaxial failure curve for SFRC based on a semianalytical approximation. Convexity of the proposed model is guaranteed so that numerical problems are avoided. The model has sufficient flexibility to closely match experimental results. The failure curve is also suitable for modeling plain concrete under biaxial loading. Since this model is capable of simulating the failure states in all stress regimes with a single envelope, the elastoplastic formulation is very concise and simple. The finite element implementation is developed to demonstrate the conciseness and the effectiveness of the model. The computed results display good agreement with published experimental data.

Stokes-operator-squeezed continuous-variable polarization states

We investigate nonclassical Stokes-operator variances in continuous-wave polarization-squeezed laser light generated from one and two optical parametric amplifiers. A general expression of how Stokes-operator variances decompose into two-mode quadrature operator variances is given. Stokes parameter variance spectra for four different polarization-squeezed states have been measured and compared with a coherent state. Our measurement results are visualized by three-dimensional Stokes-operator noise volumes mapped on the quantum Poincare sphere. We quantitatively compare the channel capacity of the different continuous-variable polarization states for communication protocols. It is shown that squeezed polarization states provide 33% higher channel capacities than the optimum coherent beam protocol.

Pseudo-randomness of round-off errors in discretized linear maps on the plane

We analyze the sequences of round-off errors of the orbits of a discretized planar rotation, from a probabilistic angle. It was shown [Bosio & Vivaldi, 2000] that for a dense set of parameters, the discretized map can be embedded into an expanding p-adic dynamical system, which serves as a source of deterministic randomness. For each parameter value, these systems can generate infinitely many distinct pseudo-random sequences over a finite alphabet, whose average period is conjectured to grow exponentially with the bit-length of the initial condition (the seed). We study some properties of these symbolic sequences, deriving a central limit theorem for the deviations between round-off and exact orbits, and obtain bounds concerning repetitions of words. We also explore some asymptotic problems computationally, verifying, among other things, that the occurrence of words of a given length is consistent with that of an abstract Bernoulli sequence.

Alguns teoremas limites para sequências de variáveis aleatórias

O Teorema Central do Limite e a Lei dos Grandes Números estão entre os mais importantes resultados da teoria da probabilidade. O primeiro deles busca condições sob as quais [fórmula] converge em distribuição para a distribuição normal com parâmetros 0 e 1, quando n tende ao infinito, onde Sn é a soma de n variáveis aleatórias independentes. Ao mesmo tempo, o segundo estabelece condições para que [fórmula] convirja a zero, ou equivalentemente, para que [fórmula] convirja para a esperança das variáveis aleatórias, caso elas sejam identicamente distribuídas. Em ambos os casos as sequências abordadas são do tipo [fórmula], onde [fórmula] e [fórmula] são constantes reais. Caracterizar os possíveis limites de tais sequências é um dos objetivos dessa dissertação, já que elas não convergem exclusivamente para uma variável aleatória degenerada ou com distribuição normal como na Lei dos Grandes Números e no Teorema Central do Limite, respectivamente. Assim, somos levados naturalmente ao estudo das distribuições infinitamente divisíveis e estáveis, e os respectivos teoremas limites, e este vem a ser o objetivo principal desta dissertação. Para as demonstrações dos teoremas utiliza-se como estratégia principal a aplicação do método de Lyapunov, o qual consiste na análise da convergência da sequência de funções características correspondentes às variáveis aleatórias. Nesse sentido, faremos também uma abordagem detalhada de tais funções neste trabalho.

Some bounds of loss in classical semideterministic immunization

Since Samuelson, Redington and Fisher and Weil, duration and immunization are very important topics in bond portfolio analysis from both a theoretical and a practical point of view. Many results have been established, especially in semi-deterministic framework. As regards, however, the loss may be sustained, we do not think that the subject has been investigated enough, except for the results found in the wake of the theorem of Fong and Vasicek. In this paper we present some results relating to the limitation of the loss in the case of local immunization for multiple liabilities.

Optimização do posicionamento de câmaras de vídeo-vigilância

Dissertação de Mestrado em Engenharia de Redes de Comunicação e Multimédia

Sorption of phenanthrene on agricultural soils

Polyaromatic hydrocarbon (PAH) sorption to soil is a key process deciding the transport and fate of PAH, and potential toxic impacts in the soil and groundwater ecosystems, for example in connection with atmospheric PAH deposition on soils. There are numerous studies on PAH sorption in relatively low organic porous media such as urban soils and groundwater sediments, but less attention has been given to cultivated soils. In this study, the phenanthrene partition coefficient, KD (liter per kilogram), was measured on 143 cultivated Danish soils (115 topsoils, 0–0.25-m soil depth and 28 subsoils, 0.25–1-m depth) by the single-point adsorption method. The organic carbon partition coefficient, KOC (liter per kilogram) for topsoils was found generally to fall between the KOC values estimated by the two most frequently used models for PAH partitioning, the Abdul et al. (Hazardous Waste & Hazardous Materials 4(3):211– 222, 1987) model and Karickhoff et al. (Water Research 13:241–248, 1979) model. A less-recognized model by Karickhoff (Chemosphere 10:833–846, 1981), yielding a KOC of 14,918 Lkg−1, closely corresponded to the average measured KOC value for the topsoils, and this model is therefore recommended for prediction of phenanthrene mobility in cultivated topsoils. For lower subsoils (0.25–1-m depth), the KOC values were closer to and mostly below the estimate by the Abdul et al. (Hazardous Waste & Hazardous Materials 4(3):211–222, 1987) model. This implies a different organic matter composition and higher PAH sorption strength in cultivated topsoils, likely due to management effects including more rapid carbon turnover. Finally, we applied the recent Dexter et al. (Geoderma 144:620–627, 2008) theorem, and calculated the complexed organic carbon and non-complexed organic carbon fractions (COC and NCOC, grams per gram). Multiple regression analyses showed that the NCOC-based phenanthrene partition coefficient (KNCOC) could be markedly higher than the COCbased partition coefficient (KCOC) for soils with a clay/OC ratio <10. This possibly higher PAH sorption affinity to the NCOC fraction needs further investigations to develop more realistic and accurate models for PAH mobility and effects in the environment, also with regard to colloid-facilitated PAH transport.

Observability of nonlinear fractional dynamical systems

We study the observability of linear and nonlinear fractional differential systems of order 0 < α < 1 by using the Mittag-Leffler matrix function and the application of Banach’s contraction mapping theorem. Several examples illustrate the concepts.

Controllability results for impulsive mixed type functional integro-differential evolution equations with nonlocal conditions

In this paper, we establish the controllability for a class of abstract impulsive mixed-type functional integro-differential equations with finite delay in a Banach space. Some sufficient conditions for controllability are obtained by using the Mönch fixed point theorem via measures of noncompactness and semigroup theory. Particularly, we do not assume the compactness of the evolution system. An example is given to illustrate the effectiveness of our results.

An efficient scalable RNS architecture for large dynamic ranges

This paper proposes an efficient scalable Residue Number System (RNS) architecture supporting moduli sets with an arbitrary number of channels, allowing to achieve larger dynamic range and a higher level of parallelism. The proposed architecture allows the forward and reverse RNS conversion, by reusing the arithmetic channel units. The arithmetic operations supported at the channel level include addition, subtraction, and multiplication with accumulation capability. For the reverse conversion two algorithms are considered, one based on the Chinese Remainder Theorem and the other one on Mixed-Radix-Conversion, leading to implementations optimized for delay and required circuit area. With the proposed architecture a complete and compact RNS platform is achieved. Experimental results suggest gains of 17 % in the delay in the arithmetic operations, with an area reduction of 23 % regarding the RNS state of the art. When compared with a binary system the proposed architecture allows to perform the same computation 20 times faster alongside with only 10 % of the circuit area resources.

Classification of some penalty methods

Optimization problems arise in science, engineering, economy, etc. and we need to find the best solutions for each reality. The methods used to solve these problems depend on several factors, including the amount and type of accessible information, the available algorithms for solving them, and, obviously, the intrinsic characteristics of the problem. There are many kinds of optimization problems and, consequently, many kinds of methods to solve them. When the involved functions are nonlinear and their derivatives are not known or are very difficult to calculate, these methods are more rare. These kinds of functions are frequently called black box functions. To solve such problems without constraints (unconstrained optimization), we can use direct search methods. These methods do not require any derivatives or approximations of them. But when the problem has constraints (nonlinear programming problems) and, additionally, the constraint functions are black box functions, it is much more difficult to find the most appropriate method. Penalty methods can then be used. They transform the original problem into a sequence of other problems, derived from the initial, all without constraints. Then this sequence of problems (without constraints) can be solved using the methods available for unconstrained optimization. In this chapter, we present a classification of some of the existing penalty methods and describe some of their assumptions and limitations. These methods allow the solving of optimization problems with continuous, discrete, and mixing constraints, without requiring continuity, differentiability, or convexity. Thus, penalty methods can be used as the first step in the resolution of constrained problems, by means of methods that typically are used by unconstrained problems. We also discuss a new class of penalty methods for nonlinear optimization, which adjust the penalty parameter dynamically.

Métodos de penalidade exacta para resolução de problemas de optimização não linear

In this work we present a classification of some of the existing Penalty Methods (denominated the Exact Penalty Methods) and describe some of its limitations and estimated. With these methods we can solve problems of optimization with continuous, discrete and mixing constrains, without requiring continuity, differentiability or convexity. The boarding consists of transforming the original problem, in a sequence of problems without constrains, derivate of the initial, making possible its resolution for the methods known for this type of problems. Thus, the Penalty Methods can be used as the first step for the resolution of constrained problems for methods typically used in by unconstrained problems. The work finishes discussing a new class of Penalty Methods, for nonlinear optimization, that adjust the penalty parameter dynamically.

On the initial conditions in continuous-time fractional linear systems

Signal Processing, Vol. 83, nº 11

A new approach to the initial value problem

5th Portuguese Conference on Automatic Control, September, 5-7, 2002, Aveiro, Portugal