Velocity-based moving mesh methods for nonlinear partial differential equations

This article describes a number of velocity-based moving mesh numerical methods formultidimensional nonlinear time-dependent partial differential equations (PDEs). It consists of a short historical review followed by a detailed description of a recently developed multidimensional moving mesh finite element method based on conservation. Finite element algorithms are derived for both mass-conserving and non mass-conserving problems, and results shown for a number of multidimensional nonlinear test problems, including the second order porous medium equation and the fourth order thin film equation as well as a two-phase problem. Further applications and extensions are referenced.

Trajectory planning of a robot using learning algorithms

The authors consider the problem of a robot manipulator operating in a noisy workspace. The manipulator is required to move from an initial position P(i) to a final position P(f). P(i) is assumed to be completely defined. However, P(f) is obtained by a sensing operation and is assumed to be fixed but unknown. The authors approach to this problem involves the use of three learning algorithms, the discretized linear reward-penalty (DLR-P) automaton, the linear reward-penalty (LR-P) automaton and a nonlinear reinforcement scheme. An automaton is placed at each joint of the robot and by acting as a decision maker, plans the trajectory based on noisy measurements of P(f).

The system identification and control of Hammerstein system using non-uniform rational B-spline neural network and particle swarm optimization

In this paper a new system identification algorithm is introduced for Hammerstein systems based on observational input/output data. The nonlinear static function in the Hammerstein system is modelled using a non-uniform rational B-spline (NURB) neural network. The proposed system identification algorithm for this NURB network based Hammerstein system consists of two successive stages. First the shaping parameters in NURB network are estimated using a particle swarm optimization (PSO) procedure. Then the remaining parameters are estimated by the method of the singular value decomposition (SVD). Numerical examples including a model based controller are utilized to demonstrate the efficacy of the proposed approach. The controller consists of computing the inverse of the nonlinear static function approximated by NURB network, followed by a linear pole assignment controller.

Temperature optimization of optical-phase conjugation in dye doped polymer-films

Experimental results of the temperature dependence of the nonlinear optical response of methyl red doped polymethylmethacrylate films in the range 20°C to 170°C are reported. It is found that the intensity of the phase conjugate signal resulting from degenerate four-wave mixing using pump and probe beams with parallel polarisation states increases dramatically on heating by a factor of ∼ 10, reaching a maximum at ∼ 100°C. The intensity of the phase conjugate signal for the case with crossed polarisation states of the pump and probe beams drops monotonically with increasing temperature. For both configurations the response time shortens with increasing temperature. The particular role of the polymer matrix in this temperature variation of the nonlinear optical response is discussed.

A robust controller design method for feedback substitution schemes using genetic algorithms

Controllers for feedback substitution schemes demonstrate a trade-off between noise power gain and normalized response time. Using as an example the design of a controller for a radiometric transduction process subjected to arbitrary noise power gain and robustness constraints, a Pareto-front of optimal controller solutions fulfilling a range of time-domain design objectives can be derived. In this work, we consider designs using a loop shaping design procedure (LSDP). The approach uses linear matrix inequalities to specify a range of objectives and a genetic algorithm (GA) to perform a multi-objective optimization for the controller weights (MOGA). A clonal selection algorithm is used to further provide a directed search of the GA towards the Pareto front. We demonstrate that with the proposed methodology, it is possible to design higher order controllers with superior performance in terms of response time, noise power gain and robustness.

Stable Nonlinear Receding Horizon Regulator Using RBF Neural Network Models

The general stability theory of nonlinear receding horizon controllers has attracted much attention over the last fifteen years, and many algorithms have been proposed to ensure closed-loop stability. On the other hand many reports exist regarding the use of artificial neural network models in nonlinear receding horizon control. However, little attention has been given to the stability issue of these specific controllers. This paper addresses this problem and proposes to cast the nonlinear receding horizon control based on neural network models within the framework of an existing stabilising algorithm.

On discrimination algorithms for ill-posed problems with an application to magnetic tomography

In this paper we explore classification techniques for ill-posed problems. Two classes are linearly separable in some Hilbert space X if they can be separated by a hyperplane. We investigate stable separability, i.e. the case where we have a positive distance between two separating hyperplanes. When the data in the space Y is generated by a compact operator A applied to the system states ∈ X, we will show that in general we do not obtain stable separability in Y even if the problem in X is stably separable. In particular, we show this for the case where a nonlinear classification is generated from a non-convergent family of linear classes in X. We apply our results to the problem of quality control of fuel cells where we classify fuel cells according to their efficiency. We can potentially classify a fuel cell using either some external measured magnetic field or some internal current. However we cannot measure the current directly since we cannot access the fuel cell in operation. The first possibility is to apply discrimination techniques directly to the measured magnetic fields. The second approach first reconstructs currents and then carries out the classification on the current distributions. We show that both approaches need regularization and that the regularized classifications are not equivalent in general. Finally, we investigate a widely used linear classification algorithm Fisher's linear discriminant with respect to its ill-posedness when applied to data generated via a compact integral operator. We show that the method cannot stay stable when the number of measurement points becomes large.

First order k-th moment finite element analysis of nonlinear operator equations with stochastic data

We develop and analyze a class of efficient Galerkin approximation methods for uncertainty quantification of nonlinear operator equations. The algorithms are based on sparse Galerkin discretizations of tensorized linearizations at nominal parameters. Specifically, we consider abstract, nonlinear, parametric operator equations J(\alpha ,u)=0 for random input \alpha (\omega ) with almost sure realizations in a neighborhood of a nominal input parameter \alpha _0. Under some structural assumptions on the parameter dependence, we prove existence and uniqueness of a random solution, u(\omega ) = S(\alpha (\omega )). We derive a multilinear, tensorized operator equation for the deterministic computation of k-th order statistical moments of the random solution's fluctuations u(\omega ) - S(\alpha _0). We introduce and analyse sparse tensor Galerkin discretization schemes for the efficient, deterministic computation of the k-th statistical moment equation. We prove a shift theorem for the k-point correlation equation in anisotropic smoothness scales and deduce that sparse tensor Galerkin discretizations of this equation converge in accuracy vs. complexity which equals, up to logarithmic terms, that of the Galerkin discretization of a single instance of the mean field problem. We illustrate the abstract theory for nonstationary diffusion problems in random domains.

Fractional order and non-linear system identification algorithms for biomedical applications

We discuss the modelling of dielectric responses of amorphous biological samples. Such samples are commonly encountered in impedance spectroscopy studies as well as in UV, IR, optical and THz transient spectroscopy experiments and in pump-probe studies. In many occasions, the samples may display quenched absorption bands. A systems identification framework may be developed to provide parsimonious representations of such responses. To achieve this, it is appropriate to augment the standard models found in the identification literature to incorporate fractional order dynamics. Extensions of models using the forward shift operator, state space models as well as their non-linear Hammerstein-Wiener counterpart models are highlighted. We also discuss the need to extend the theory of electromagnetically excited networks which can account for fractional order behaviour in the non-linear regime by incorporating nonlinear elements to account for the observed non-linearities. The proposed approach leads to the development of a range of new chemometrics tools for biomedical data analysis and classification.

Nonlinear identification using orthogonal forward regression with nested optimal regularization

An efficient data based-modeling algorithm for nonlinear system identification is introduced for radial basis function (RBF) neural networks with the aim of maximizing generalization capability based on the concept of leave-one-out (LOO) cross validation. Each of the RBF kernels has its own kernel width parameter and the basic idea is to optimize the multiple pairs of regularization parameters and kernel widths, each of which is associated with a kernel, one at a time within the orthogonal forward regression (OFR) procedure. Thus, each OFR step consists of one model term selection based on the LOO mean square error (LOOMSE), followed by the optimization of the associated kernel width and regularization parameter, also based on the LOOMSE. Since like our previous state-of-the-art local regularization assisted orthogonal least squares (LROLS) algorithm, the same LOOMSE is adopted for model selection, our proposed new OFR algorithm is also capable of producing a very sparse RBF model with excellent generalization performance. Unlike our previous LROLS algorithm which requires an additional iterative loop to optimize the regularization parameters as well as an additional procedure to optimize the kernel width, the proposed new OFR algorithm optimizes both the kernel widths and regularization parameters within the single OFR procedure, and consequently the required computational complexity is dramatically reduced. Nonlinear system identification examples are included to demonstrate the effectiveness of this new approach in comparison to the well-known approaches of support vector machine and least absolute shrinkage and selection operator as well as the LROLS algorithm.

Gaussian processes autoencoder for dimensionality reduction

Learning low dimensional manifold from highly nonlinear data of high dimensionality has become increasingly important for discovering intrinsic representation that can be utilized for data visualization and preprocessing. The autoencoder is a powerful dimensionality reduction technique based on minimizing reconstruction error, and it has regained popularity because it has been efficiently used for greedy pretraining of deep neural networks. Compared to Neural Network (NN), the superiority of Gaussian Process (GP) has been shown in model inference, optimization and performance. GP has been successfully applied in nonlinear Dimensionality Reduction (DR) algorithms, such as Gaussian Process Latent Variable Model (GPLVM). In this paper we propose the Gaussian Processes Autoencoder Model (GPAM) for dimensionality reduction by extending the classic NN based autoencoder to GP based autoencoder. More interestingly, the novel model can also be viewed as back constrained GPLVM (BC-GPLVM) where the back constraint smooth function is represented by a GP. Experiments verify the performance of the newly proposed model.

Bio-inspired ant colony optimization based clustering algorithm with mobile sinks for applications in consumer home automation networks

With the fast development of wireless communications, ZigBee and semiconductor devices, home automation networks have recently become very popular. Since typical consumer products deployed in home automation networks are often powered by tiny and limited batteries, one of the most challenging research issues is concerning energy reduction and the balancing of energy consumption across the network in order to prolong the home network lifetime for consumer devices. The introduction of clustering and sink mobility techniques into home automation networks have been shown to be an efficient way to improve the network performance and have received significant research attention. Taking inspiration from nature, this paper proposes an Ant Colony Optimization (ACO) based clustering algorithm specifically with mobile sink support for home automation networks. In this work, the network is divided into several clusters and cluster heads are selected within each cluster. Then, a mobile sink communicates with each cluster head to collect data directly through short range communications. The ACO algorithm has been utilized in this work in order to find the optimal mobility trajectory for the mobile sink. Extensive simulation results from this research show that the proposed algorithm significantly improves home network performance when using mobile sinks in terms of energy consumption and network lifetime as compared to other routing algorithms currently deployed for home automation networks.

Heterogeneous tensor decomposition for clustering via manifold optimization

Tensor clustering is an important tool that exploits intrinsically rich structures in real-world multiarray or Tensor datasets. Often in dealing with those datasets, standard practice is to use subspace clustering that is based on vectorizing multiarray data. However, vectorization of tensorial data does not exploit complete structure information. In this paper, we propose a subspace clustering algorithm without adopting any vectorization process. Our approach is based on a novel heterogeneous Tucker decomposition model taking into account cluster membership information. We propose a new clustering algorithm that alternates between different modes of the proposed heterogeneous tensor model. All but the last mode have closed-form updates. Updating the last mode reduces to optimizing over the multinomial manifold for which we investigate second order Riemannian geometry and propose a trust-region algorithm. Numerical experiments show that our proposed algorithm compete effectively with state-of-the-art clustering algorithms that are based on tensor factorization.

Second-order negative-curvature methods for box-constrained and general constrained optimization

A Nonlinear Programming algorithm that converges to second-order stationary points is introduced in this paper. The main tool is a second-order negative-curvature method for box-constrained minimization of a certain class of functions that do not possess continuous second derivatives. This method is used to define an Augmented Lagrangian algorithm of PHR (Powell-Hestenes-Rockafellar) type. Convergence proofs under weak constraint qualifications are given. Numerical examples showing that the new method converges to second-order stationary points in situations in which first-order methods fail are exhibited.

Outer Trust-Region Method for Constrained Optimization

Given an algorithm A for solving some mathematical problem based on the iterative solution of simpler subproblems, an outer trust-region (OTR) modification of A is the result of adding a trust-region constraint to each subproblem. The trust-region size is adaptively updated according to the behavior of crucial variables. The new subproblems should not be more complex than the original ones, and the convergence properties of the OTR algorithm should be the same as those of Algorithm A. In the present work, the OTR approach is exploited in connection with the ""greediness phenomenon"" of nonlinear programming. Convergence results for an OTR version of an augmented Lagrangian method for nonconvex constrained optimization are proved, and numerical experiments are presented.