Newton`s iterates can converge to non-stationary points

In this note we discuss the convergence of Newton`s method for minimization. We present examples in which the Newton iterates satisfy the Wolfe conditions and the Hessian is positive definite at each step and yet the iterates converge to a non-stationary point. These examples answer a question posed by Fletcher in his 1987 book Practical methods of optimization.

Noether and topological currents equivalence and soliton/particle correspondence in affine sl(2)((1)) Toda theory coupled to matter

A submodel of the so-called conformal affine Toda model coupled to the matter field (CATM) is defined such that its real Lagrangian has a positive-definite kinetic term for the Toda field and a usual kinetic term for the (Dirac) spinor field. After spontaneously broken the conformal symmetry by means of BRST analysis, we end up with an effective theory, the off-critical affine Toda model coupled to the matter (ATM). It is shown that the ATM model inherits the remarkable properties of the general CATM model such as the soliton solutions, the particle/soliton correspondence and the equivalence between the Noether and topological currents. The classical solitonic spectrum of the ATM model is also discussed. (C) 2001 Elsevier B.V. B.V. All rights reserved.

Zero sets of bivariate Hermite polynomials

Conselho Nacional de Desenvolvimento Científico e Tecnológico (CNPq)

Analysis and numerical solution of the Peterlin viscoelastic model

Liquids and gasses form a vital part of nature. Many of these are complex fluids with non-Newtonian behaviour. We introduce a mathematical model describing the unsteady motion of an incompressible polymeric fluid. Each polymer molecule is treated as two beads connected by a spring. For the nonlinear spring force it is not possible to obtain a closed system of equations, unless we approximate the force law. The Peterlin approximation replaces the length of the spring by the length of the average spring. Consequently, the macroscopic dumbbell-based model for dilute polymer solutions is obtained. The model consists of the conservation of mass and momentum and time evolution of the symmetric positive definite conformation tensor, where the diffusive effects are taken into account. In two space dimensions we prove global in time existence of weak solutions. Assuming more regular data we show higher regularity and consequently uniqueness of the weak solution. For the Oseen-type Peterlin model we propose a linear pressure-stabilized characteristics finite element scheme. We derive the corresponding error estimates and we prove, for linear finite elements, the optimal first order accuracy. Theoretical error of the pressure-stabilized characteristic finite element scheme is confirmed by a series of numerical experiments.

Hyalotekite, (Ba,Pb,K)(4)(Ca,Y)(2)Si-8(B,Be)(2)(Si,B)(2)O28F, a Tectosilicate Related to Scapolite: New Structure Refinement, Phase Transitions and a Short-Range Ordered 3B Superstructure

Hyalotekite, a framework silicate of composition (Ba,Pb,K)(4)(Ca,Y)(2)Si-8(B,Be)(2) (Si,B)(2)O28F, is found in relatively high-temperature(greater than or equal to 500 degrees C) Mn skarns at Langban, Sweden, and peralkaline pegmatites at Dara-i-Pioz, Tajikistan. A new paragenesis at Dara-i-Pioz is pegmatite consisting of the Ba borosilicates leucosphenite and tienshanite, as well as caesium kupletskite, aegirine, pyrochlore, microcline and quartz. Hyalotekite has been partially replaced by barylite and danburite. This hyalotekite contains 1.29-1.78 wt.% Y2O3, equivalent to 0.172-0.238 Y pfu or 8-11% Y on the Ca site; its Pb/(Pb+Ba) ratio ranges 0.36-0.44. Electron microprobe F contents of Langban and Dara-i-Pioz hyalotekite range 1.04-1.45 wt.%, consistent with full occupancy of the F site. A new refinement of the structure factor data used in the original structural determination of a Langban hyalotekite resulted in a structural formula, (Pb1.96Ba1.86K0.18)Ca-2(B1.76Be0.24)(Si1.56B0.44)Si8O28F, consistent with chemical data and all cations with positive-definite thermal parameters, although with a slight excess of positive charge (+57.14 as opposed to the ideal +57.00). An unusual feature of the hyalotekite framework is that 4 of 28 oxygens are non-bridging; by merging these 4 oxygens into two, the framework topology of scapolite is obtained. The triclinic symmetry of hyalotekite observed at room temperature is obtained from a hypothetical tetragonal parent structure via a sequence of displacive phase transitions. Some of these transitions are associated with cation ordering, either Pb-Ba ordering in the large cation sites, or B-Be and Si-B ordering on tetrahedral sites. Others are largely displacive but affect the coordination of the large cations (Pb, Ba, K, Ca). High-resolution electron microscopy suggests that the undulatory extinction characteristic of hyalotekite is due to a fine mosaic microstructure. This suggests that at least one of these transitions occurs in nature during cooling, and that it is first order with a large volume change. A diffuse superstructure observed by electron diffraction implies the existence of a further stage of short-range cation ordering which probably involves both (Pb,K)-Ba and (BeSi,BB)-BSi.

Sequential and parallel synchronous alternating iterative methods

The so-called parallel multisplitting nonstationary iterative Model A was introduced by Bru, Elsner, and Neumann [Linear Algebra and its Applications 103:175-192 (1988)] for solving a nonsingular linear system Ax = b using a weak nonnegative multisplitting of the first type. In this paper new results are introduced when A is a monotone matrix using a weak nonnegative multisplitting of the second type and when A is a symmetric positive definite matrix using a P -regular multisplitting. Also, nonstationary alternating iterative methods are studied. Finally, combining Model A and alternating iterative methods, two new models of parallel multisplitting nonstationary iterations are introduced. When matrix A is monotone and the multisplittings are weak nonnegative of the first or of the second type, both models lead to convergent schemes. Also, when matrix A is symmetric positive definite and the multisplittings are P -regular, the schemes are also convergent.

Quantum dynamics with stochastic gauge simulations

The general idea of a stochastic gauge representation is introduced and compared with more traditional phase-space expansions, like the Wigner expansion. Stochastic gauges can be used to obtain an infinite class of positive-definite stochastic time-evolution equations, equivalent to master equations, for many systems including quantum time evolution. The method is illustrated with a variety of simple examples ranging from astrophysical molecular hydrogen production, through to the topical problem of Bose-Einstein condensation in an optical trap and the resulting quantum dynamics.

On the possibility of elastic strain localisation in a fault

The phenomenon of strain localisation is often observed in shear deformation of particulate materials, e.g., fault gouge. This phenomenon is usually attributed to special types of plastic behaviour of the material (e.g., strain softening or mismatch between dilatancy and pressure sensitivity or both). Observations of strain localisation in situ or in experiments are usually based on displacement measurements and subsequent computation of the displacement gradient. While in conventional continua the symmetric part of the displacement gradient is equal to the strain, it is no longer the case in the more realistic descriptions within the framework of generalised continua. In such models the rotations of the gouge particles are considered as independent degrees of freedom the values of which usually differ from the rotation of an infinitesimal volume element of the continuum, the latter being described for infinitesimal deformations by the non-symmetric part of the displacement gradient. As a model for gouge material we propose a continuum description for an assembly of spherical particles of equal radius in which the particle rotation is treated as an independent degree of freedom. Based on this model we consider simple shear deformations of the fault gouge. We show that there exist values of the model parameters for which the displacement gradient exhibits a pronounced localisation at the mid-layers of the fault, even in the absence of inelasticity. Inelastic effects are neglected in order to highlight the role of the independent rotations and the associated additional parameters. The localisation-like behaviour occurs if (a) the particle rotations on the boundary of the shear layer are constrained (this type of boundary condition does not exist in a standard continuum) and (b) the contact moment-or bending stiffness is much smaller than the product of the effective shear modulus of the granulate and the square of the width of the gouge layer. It should be noted however that the virtual work functional is positive definite over the range of physically meaningful parameters (here: contact stiffnesses, solid volume fraction and coordination number) so that strictly speaking we are not dealing with a material instability.

Phase-space analysis of bosonic spontaneous emission

We present phase-space techniques for the modelling of spontaneous emission in two-level bosonic atoms. The positive-P representation is shown to give a full and complete description within the limits of our model. The Wigner representation, even when truncated at second order, is shown to need a doubling of the phase-space to allow for a positive-definite diffusion matrix in the appropriate Fokker-Planck equation and still fails to agree with the full quantum results of the positive-P representation. We show that quantum statistics and correlations between the ground and excited states affect the dynamics of the emission process, so that it is in general non-exponential. (c) 2005 Elsevier B.V. All rights reserved.

Training with noise is equivalent to Tikhonov regularization

It is well known that the addition of noise to the input data of a neural network during training can, in some circumstances, lead to significant improvements in generalization performance. Previous work has shown that such training with noise is equivalent to a form of regularization in which an extra term is added to the error function. However, the regularization term, which involves second derivatives of the error function, is not bounded below, and so can lead to difficulties if used directly in a learning algorithm based on error minimization. In this paper we show that, for the purposes of network training, the regularization term can be reduced to a positive definite form which involves only first derivatives of the network mapping. For a sum-of-squares error function, the regularization term belongs to the class of generalized Tikhonov regularizers. Direct minimization of the regularized error function provides a practical alternative to training with noise.

Mathematical modelling and optimal multivariable control of chemical processes

This work reports the developnent of a mathenatical model and distributed, multi variable computer-control for a pilot plant double-effect climbing-film evaporator. A distributed-parameter model of the plant has been developed and the time-domain model transformed into the Laplace domain. The model has been further transformed into an integral domain conforming to an algebraic ring of polynomials, to eliminate the transcendental terms which arise in the Laplace domain due to the distributed nature of the plant model. This has made possible the application of linear control theories to a set of linear-partial differential equations. The models obtained have well tracked the experimental results of the plant. A distributed-computer network has been interfaced with the plant to implement digital controllers in a hierarchical structure. A modern rnultivariable Wiener-Hopf controller has been applled to the plant model. The application has revealed a limitation condition that the plant matrix should be positive-definite along the infinite frequency axis. A new multi variable control theory has emerged fram this study, which avoids the above limitation. The controller has the structure of the modern Wiener-Hopf controller, but with a unique feature enabling a designer to specify the closed-loop poles in advance and to shape the sensitivity matrix as required. In this way, the method treats directly the interaction problems found in the chemical processes with good tracking and regulation performances. Though the ability of the analytical design methods to determine once and for all whether a given set of specifications can be met is one of its chief advantages over the conventional trial-and-error design procedures. However, one disadvantage that offsets to some degree the enormous advantages is the relatively complicated algebra that must be employed in working out all but the simplest problem. Mathematical algorithms and computer software have been developed to treat some of the mathematical operations defined over the integral domain, such as matrix fraction description, spectral factorization, the Bezout identity, and the general manipulation of polynomial matrices. Hence, the design problems of Wiener-Hopf type of controllers and other similar algebraic design methods can be easily solved.

A solution of the trigonometric moment problem via Tagamlitzki's "Theorem of the Cones"

In 1952 Y. Tagamlitzki gave an elegant proof of the classical Bochner’s theorem on the positively definite functions. Unfortunately, he never published his proof. In this paper we consider a related but simpler problem, the trigonometric moment problem, by using Tagamlitzki’s approach.

Marginal Densities of the Wishart Distribution

2010 Mathematics Subject Classification: 62H10.

Extended principal component analysis and its applications to image analysis

The objectives of this research are to analyze and develop a modified Principal Component Analysis (PCA) and to develop a two-dimensional PCA with applications in image processing. PCA is a classical multivariate technique where its mathematical treatment is purely based on the eigensystem of positive-definite symmetric matrices. Its main function is to statistically transform a set of correlated variables to a new set of uncorrelated variables over $\IR\sp{n}$ by retaining most of the variations present in the original variables.^ The variances of the Principal Components (PCs) obtained from the modified PCA form a correlation matrix of the original variables. The decomposition of this correlation matrix into a diagonal matrix produces a set of orthonormal basis that can be used to linearly transform the given PCs. It is this linear transformation that reproduces the original variables. The two-dimensional PCA can be devised as a two successive of one-dimensional PCA. It can be shown that, for an $m\times n$ matrix, the PCs obtained from the two-dimensional PCA are the singular values of that matrix.^ In this research, several applications for image analysis based on PCA are developed, i.e., edge detection, feature extraction, and multi-resolution PCA decomposition and reconstruction. ^

The psychological, neurochemical and functional neuroanatomical mediators of the effects of positive and negative mood on executive functions

In this review we evaluate the cognitive and neural effects of positive and negative mood on executive function. Mild manipulations of negative mood appear to have little effect on cognitive control processes, whereas positive mood impairs aspects of updating, planning and switching. These cognitive effects may be linked to neurochemistry: with positive mood effects mediated by dopamine while negative mood effects may be mediated by serotonin levels. Current evidence on the effects of mood on regional brain activity during executive functions, indicates that the prefrontal cortex is a recurrent site of integration between mood and cognition. We conclude that there is a disparity between the importance of this topic and awareness of how mood affects, executive functions in the brain. Most behavioural and neuroimaging studies of executive function in normal samples do not explore the potential role of variations in mood, yet the evidence we outline indicates that even mild fluctuations in mood can have a significant influence on neural activation and cognition. (c) 2006 Elsevier Ltd. All rights reserved.