Plane wave discontinuous Galerkin methods for the 2D Helmholtz equation: analysis of the $p$-version

Plane wave discontinuous Galerkin (PWDG) methods are a class of Trefftz-type methods for the spatial discretization of boundary value problems for the Helmholtz operator $-\Delta-\omega^2$, $\omega>0$. They include the so-called ultra weak variational formulation from [O. Cessenat and B. Després, SIAM J. Numer. Anal., 35 (1998), pp. 255–299]. This paper is concerned with the a priori convergence analysis of PWDG in the case of $p$-refinement, that is, the study of the asymptotic behavior of relevant error norms as the number of plane wave directions in the local trial spaces is increased. For convex domains in two space dimensions, we derive convergence rates, employing mesh skeleton-based norms, duality techniques from [P. Monk and D. Wang, Comput. Methods Appl. Mech. Engrg., 175 (1999), pp. 121–136], and plane wave approximation theory.

Non-existence of competitive equilibria with dynamically inconsistent preferences

This paper shows the robust non-existence of competitive equilibria even in a simple three period representative agent economy with dynamically inconsistent preferences. We distinguish between a sophisticated and naive representative agent. Even when underlying preferences are monotone and convex, at given prices, we show by example that the induced preference of the sophisticated representative agent over choices in first-period markets is both non-convex and satiated. Even allowing for negative prices, the market-clearing allocation is not contained in the convex hull of demand. Finally, with a naive representative agent, we show that perfect foresight is incompatible with market clearing and individual optimization at given prices.

Trefftz discontinuous Galerkin methods for acoustic scattering on locally refined meshes

We extend the a priori error analysis of Trefftz-discontinuous Galerkin methods for time-harmonic wave propagation problems developed in previous papers to acoustic scattering problems and locally refined meshes. To this aim, we prove refined regularity and stability results with explicit dependence of the stability constant on the wave number for non convex domains with non connected boundaries. Moreover, we devise a new choice of numerical flux parameters for which we can prove L2-error estimates in the case of locally refined meshes near the scatterer. This is the setting needed to develop a complete hp-convergence analysis.

Generation of a buoyancy-driven coastal current by an Antarctic Polynya

Descent and spreading of high salinity water generated by salt rejection during sea ice formation in an Antarctic coastal polynya is studied using a hydrostatic, primitive equation three-dimensional ocean model called the Proudman Oceanographic Laboratory Coastal Ocean Modeling System (POLCOMS). The shape of the polynya is assumed to be a rectangle 100 km long and 30 km wide, and the salinity flux into the polynya at its surface is constant. The model has been run at high horizontal spatial resolution (500 m), and numerical simulations reveal a buoyancy-driven coastal current. The coastal current is a robust feature and appears in a range of simulations designed to investigate the influence of a sloping bottom, variable bottom drag, variable vertical turbulent diffusivities, higher salinity flux, and an offshore position of the polynya. It is shown that bottom drag is the main factor determining the current width. This coastal current has not been produced with other numerical models of polynyas, which may be because these models were run at coarser resolutions. The coastal current becomes unstable upstream of its front when the polynya is adjacent to the coast. When the polynya is situated offshore, an unstable current is produced from its outset owing to the capture of cyclonic eddies. The effect of a coastal protrusion and a canyon on the current motion is investigated. In particular, due to the convex shape of the coastal protrusion, the current sheds a dipolar eddy.

Parametric preference functionals under risk in the gain domain: a Bayesian analysis

The performance of rank dependent preference functionals under risk is comprehensively evaluated using Bayesian model averaging. Model comparisons are made at three levels of heterogeneity plus three ways of linking deterministic and stochastic models: the differences in utilities, the differences in certainty equivalents and contextualutility. Overall, the"bestmodel", which is conditional on the form of heterogeneity is a form of Rank Dependent Utility or Prospect Theory that cap tures the majority of behaviour at both the representative agent and individual level. However, the curvature of the probability weighting function for many individuals is S-shaped, or ostensibly concave or convex rather than the inverse S-shape commonly employed. Also contextual utility is broadly supported across all levels of heterogeneity. Finally, the Priority Heuristic model, previously examined within a deterministic setting, is estimated within a stochastic framework, and allowing for endogenous thresholds does improve model performance although it does not compete well with the other specications considered.

Precise analysis of array usage in scientific programs

The automatic transformation of sequential programs for efficient execution on parallel computers involves a number of analyses and restructurings of the input. Some of these analyses are based on computing array sections, a compact description of a range of array elements. Array sections describe the set of array elements that are either read or written by program statements. These sections can be compactly represented using shape descriptors such as regular sections, simple sections, or generalized convex regions. However, binary operations such as Union performed on these representations do not satisfy a straightforward closure property, e.g., if the operands to Union are convex, the result may be nonconvex. Approximations are resorted to in order to satisfy this closure property. These approximations introduce imprecision in the analyses and, furthermore, the imprecisions resulting from successive operations have a cumulative effect. Delayed merging is a technique suggested and used in some of the existing analyses to minimize the effects of approximation. However, this technique does not guarantee an exact solution in a general setting. This article presents a generalized technique to precisely compute Union which can overcome these imprecisions.

Recurrence for quenched random Lorentz tubes

We consider the billiard dynamics in a striplike set that is tessellated by countably many translated copies of the same polygon. A random configuration of semidispersing scatterers is placed in each copy. The ensemble of dynamical systems thus defined, one for each global choice of scatterers, is called quenched random Lorentz tube. We prove that under general conditions, almost every system in the ensemble is recurrent.

Morphology and phylogenetic relationships of a remarkable new genus and two new species of Neotropical freshwater stingrays from the Amazon basin (Chondrichthyes: Potamotrygonidae)

The morphology and phylogenetic relationships of a new genus and two new species of Neotropical freshwater stingrays, family Potamotrygonidae, are investigated and described in detail. The new genus, Heliotrygon, n. gen., and its two new species, Heliotrygon gomesi, n. sp. (type-species) and Heliotrygon rosai, n. sp., are compared to all genera and species of potamotrygonids, based on revisions in progress. Some of the derived features of Heliotrygon include its unique disc proportions (disc highly circular, convex anteriorly at snout region, its width and length very similar), extreme subdivision of suborbital canal (forming a complex honeycomb-like pattern anterolaterally on disc), stout and triangular pelvic girdle, extremely reduced caudal sting, basibranchial copula with very slender and acute anterior extension, and precerebral and frontoparietal fontanellae of about equal width, tapering very little posteriorly. Both new species can be distinguished by their unique color patterns: Heliotrygon gomesi is uniform gray to light tan or brownish dorsally, without distinct patterns, whereas Heliotrygon rosai is characterized by numerous white to creamy-white vermiculate markings over a light brown, tan or gray background color. Additional proportional characters that may further distinguish both species are also discussed. Morphological descriptions are provided for dermal denticles, ventral lateral-line canals, skeleton, and cranial, hyoid and mandibular muscles of Heliotrygon, which clearly corroborate it as the sister group of Paratrygon. Both genera share numerous derived features of the ventral lateral-line canals, neurocranium, scapulocoracoid, pectoral basals, clasper morphology, and specific patterns of the adductor mandibulae and spiracularis medialis muscles. Potamotrygon and Plesiotrygon are demonstrated to share derived characters of their ventral lateral-line canals, in addition to the presence of angular cartilages. Our morphological phylogeny is further corroborated by a molecular phylogenetic analysis of cytochrome b based on four sequences (637 base pairs in length), representing two distinct haplotypes for Heliotrygon gomesi. Parsimony analysis produced a single most parsimonious tree revealing Heliotrygon and Paratrygon as sister taxa (boot-strap proportion of 70%), which together are the sister group to a clade including Plesiotrygon and species of Potamotrygon. These unusual stingrays highlight that potamotrygonid diversity, both in terms of species composition and undetected morphological and molecular patterns, is still poorly known.

New and improved results for packing identical unitary radius circles within triangles, rectangles and strips

The focus of study in this paper is the class of packing problems. More specifically, it deals with the placement of a set of N circular items of unitary radius inside an object with the aim of minimizing its dimensions. Differently shaped containers are considered, namely circles, squares, rectangles, strips and triangles. By means of the resolution of non-linear equations systems through the Newton-Raphson method, the herein presented algorithm succeeds in improving the accuracy of previous results attained by continuous optimization approaches up to numerical machine precision. The computer implementation and the data sets are available at http://www.ime.usp.br/similar to egbirgin/packing/. (C) 2009 Elsevier Ltd, All rights reserved.

Proximal methods for nonlinear programming: double regularization and inexact subproblems

This paper describes the first phase of a project attempting to construct an efficient general-purpose nonlinear optimizer using an augmented Lagrangian outer loop with a relative error criterion, and an inner loop employing a state-of-the art conjugate gradient solver. The outer loop can also employ double regularized proximal kernels, a fairly recent theoretical development that leads to fully smooth subproblems. We first enhance the existing theory to show that our approach is globally convergent in both the primal and dual spaces when applied to convex problems. We then present an extensive computational evaluation using the CUTE test set, showing that some aspects of our approach are promising, but some are not. These conclusions in turn lead to additional computational experiments suggesting where to next focus our theoretical and computational efforts.

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.

Minimizing the object dimensions in circle and sphere packing problems

Given a fixed set of identical or different-sized circular items, the problem we deal with consists on finding the smallest object within which the items can be packed. Circular, triangular, squared, rectangular and also strip objects are considered. Moreover, 2D and 3D problems are treated. Twice-differentiable models for all these problems are presented. A strategy to reduce the complexity of evaluating the models is employed and, as a consequence, instances with a large number of items can be considered. Numerical experiments show the flexibility and reliability of the new unified approach. (C) 2007 Elsevier Ltd. All rights reserved.

Structured minimal-memory inexact quasi-Newton method and secant preconditioners for augmented Lagrangian optimization

Augmented Lagrangian methods for large-scale optimization usually require efficient algorithms for minimization with box constraints. On the other hand, active-set box-constraint methods employ unconstrained optimization algorithms for minimization inside the faces of the box. Several approaches may be employed for computing internal search directions in the large-scale case. In this paper a minimal-memory quasi-Newton approach with secant preconditioners is proposed, taking into account the structure of Augmented Lagrangians that come from the popular Powell-Hestenes-Rockafellar scheme. A combined algorithm, that uses the quasi-Newton formula or a truncated-Newton procedure, depending on the presence of active constraints in the penalty-Lagrangian function, is also suggested. Numerical experiments using the Cute collection are presented.

Improving ultimate convergence of an augmented Lagrangian method

Optimization methods that employ the classical Powell-Hestenes-Rockafellar augmented Lagrangian are useful tools for solving nonlinear programming problems. Their reputation decreased in the last 10 years due to the comparative success of interior-point Newtonian algorithms, which are asymptotically faster. In this research, a combination of both approaches is evaluated. The idea is to produce a competitive method, being more robust and efficient than its `pure` counterparts for critical problems. Moreover, an additional hybrid algorithm is defined, in which the interior-point method is replaced by the Newtonian resolution of a Karush-Kuhn-Tucker (KKT) system identified by the augmented Lagrangian algorithm. The software used in this work is freely available through the Tango Project web page:http://www.ime.usp.br/similar to egbirgin/tango/.

Augmented Lagrangian methods under the constant positive linear dependence constraint qualification

Two Augmented Lagrangian algorithms for solving KKT systems are introduced. The algorithms differ in the way in which penalty parameters are updated. Possibly infeasible accumulation points are characterized. It is proved that feasible limit points that satisfy the Constant Positive Linear Dependence constraint qualification are KKT solutions. Boundedness of the penalty parameters is proved under suitable assumptions. Numerical experiments are presented.