Expectation Propagation with Factorizing Distributions: A Gaussian Approximation and Performance Results for Simple Models

We discuss the expectation propagation (EP) algorithm for approximate Bayesian inference using a factorizing posterior approximation. For neural network models, we use a central limit theorem argument to make EP tractable when the number of parameters is large. For two types of models, we show that EP can achieve optimal generalization performance when data are drawn from a simple distribution.

Two-dimensional approximation for tidal dynamics in coastal aquifers: Capillarity correction

Most previous investigations on tide-induced watertable fluctuations in coastal aquifers have been based on one-dimensional models that describe the processes in the cross-shore direction alone, assuming negligible along-shore variability. A recent study proposed a two-dimensional approximation for tide-induced watertable fluctuations that took into account coastline variations. Here, we further develop this approximation in two ways, by extending the approximation to second order and by taking into account capillary effects. Our results demonstrate that both effects can markedly influence watertable fluctuations. In particular, with the first-order approximation, the local damping rate of the tidal signal could be subject to sizable errors.

Two-link approximation schemes for loss networks with linear structure and trunk reservation

Loss networks have long been used to model various types of telecommunication network, including circuit-switched networks. Such networks often use admission controls, such as trunk reservation, to optimize revenue or stabilize the behaviour of the network. Unfortunately, an exact analysis of such networks is not usually possible, and reduced-load approximations such as the Erlang Fixed Point (EFP) approximation have been widely used. The performance of these approximations is typically very good for networks without controls, under several regimes. There is evidence, however, that in networks with controls, these approximations will in general perform less well. We propose an extension to the EFP approximation that gives marked improvement for a simple ring-shaped network with trunk reservation. It is based on the idea of considering pairs of links together, thus making greater allowance for dependencies between neighbouring links than does the EFP approximation, which only considers links in isolation.

On the fast approximation of Green's functions in MPIE formulations for planar layered media

The numerical implementation of the complex image approach for the Green's function of a mixed-potential integralequation formulation is examined and is found to be limited to low values of k(0) rho (in this context k(0) rho = 2 pirho/ lambda(0), where rho is the distance between the source and the field points of the Green's function and lambda(0) is the free space wavelength). This is a clear limitation for problems of large dimension or high frequency where this limit is easily exceeded. This paper examines the various strategies and proposes a hybrid method whereby most of the above problems can be avoided. An efficient integral method that is valid for large k(0) rho is combined with the complex image method in order to take advantage of the relative merits of both schemes. It is found that a wide overlapping region exists between the two techniques allowing a very efficient and consistent approach for accurately calculating the Green's functions. In this paper, the method developed for the computation of the Green's function is used for planar structures containing both lossless and lossy media.

A monolithic smoothing-gap algorithm for contact-impact based on the signed distance function

A new algorithm has been developed for smoothing the surfaces in finite element formulations of contact-impact. A key feature of this method is that the smoothing is done implicitly by constructing smooth signed distance functions for the bodies. These functions are then employed for the computation of the gap and other variables needed for implementation of contact-impact. The smoothed signed distance functions are constructed by a moving least-squares approximation with a polynomial basis. Results show that when nodes are placed on a surface, the surface can be reproduced with an error of about one per cent or less with either a quadratic or a linear basis. With a quadratic basis, the method exactly reproduces a circle or a sphere even for coarse meshes. Results are presented for contact problems involving the contact of circular bodies. Copyright (C) 2002 John Wiley Sons, Ltd.

Micro-mechanical approximation to the stress field around an inclined fiber of FRCC

Matrix spalling or crushing is one of the important mechanisms of fiber-matrix interaction of fiber reinforced cementitious composites (FRCC). The fiber pullout mechanisms have been extensively studied for an aligned fiber but matrix failure is rarely investigated since it is thought not to be a major affect. However, for an inclined fiber, the matrix failure should not be neglected. Due to the complex process of matrix spalling, experimental investigation and analytical study of this mechanism are rarely found in literature. In this paper, it is assumed that the load transfer is concentrated within the short length of the inclined fiber from the exit point towards anchored end and follows the exponential law. The Mindlin formulation is employed to calculate the 3D stress field. The simulation gives much information about this field. The 3D approximation of the stress state around an inclined fiber helps to qualitatively understand the mechanism of matrix failure. Finally, a spalling criterion is proposed by which matrix spalling occurs only when the stress in a certain volume, rather than the stress at a small point, exceeds the material strength. This implies some local stress redistribution after first yield. The stress redistribution results in more energy input and higher load bearing capacity of the matrix. In accordance with this hypothesis, the evolution of matrix spalling is demonstrated. The accurate prediction of matrix spalling needs the careful determination of the parameters in this model. This is the work of further study. (C) 2002 Elsevier Science Ltd. All rights reserved.

Fast, scalable master equation solution algorithms. IV. Lanczos iteration with diffusion approximation preconditioned iterative inversion

In this paper we propose a second linearly scalable method for solving large master equations arising in the context of gas-phase reactive systems. The new method is based on the well-known shift-invert Lanczos iteration using the GMRES iteration preconditioned using the diffusion approximation to the master equation to provide the inverse of the master equation matrix. In this way we avoid the cubic scaling of traditional master equation solution methods while maintaining the speed of a partial spectral decomposition. The method is tested using a master equation modeling the formation of propargyl from the reaction of singlet methylene with acetylene, proceeding through long-lived isomerizing intermediates. (C) 2003 American Institute of Physics.

Fast, scalable master equation solution algorithms. III. Direct time propagation accelerated by a diffusion approximation preconditioned iterative solver

In this paper we propose a novel fast and linearly scalable method for solving master equations arising in the context of gas-phase reactive systems, based on an existent stiff ordinary differential equation integrator. The required solution of a linear system involving the Jacobian matrix is achieved using the GMRES iteration preconditioned using the diffusion approximation to the master equation. In this way we avoid the cubic scaling of traditional master equation solution methods and maintain the low temperature robustness of numerical integration. The method is tested using a master equation modelling the formation of propargyl from the reaction of singlet methylene with acetylene, proceeding through long lived isomerizing intermediates. (C) 2003 American Institute of Physics.

A reduced load approximation accounting for link interactions in a loss network

This paper is concerned with evaluating the performance of loss networks. Accurate determination of loss network performance can assist in the design and dimen- sioning of telecommunications networks. However, exact determination can be difficult and generally cannot be done in reasonable time. For these reasons there is much interest in developing fast and accurate approximations. We develop a reduced load approximation that improves on the famous Erlang fixed point approximation (EFPA) in a variety of circumstances. We illustrate our results with reference to a range of networks for which the EFPA may be expected to perform badly.

Comparação de desempenho entre a formulação direta do Método dos Elementos de Contorno com Funções Radiais e o Método dos Elementos Finitos em problemas de Poisson e Helmholtz

O presente trabalho objetiva avaliar o desempenho do MECID (Método dos Elementos de Contorno com Interpolação Direta) para resolver o termo integral referente à inércia na Equação de Helmholtz e, deste modo, permitir a modelagem do Problema de Autovalor assim como calcular as frequências naturais, comparando-o com os resultados obtidos pelo MEF (Método dos Elementos Finitos), gerado pela Formulação Clássica de Galerkin. Em primeira instância, serão abordados alguns problemas governados pela equação de Poisson, possibilitando iniciar a comparação de desempenho entre os métodos numéricos aqui abordados. Os problemas resolvidos se aplicam em diferentes e importantes áreas da engenharia, como na transmissão de calor, no eletromagnetismo e em problemas elásticos particulares. Em termos numéricos, sabe-se das dificuldades existentes na aproximação precisa de distribuições mais complexas de cargas, fontes ou sorvedouros no interior do domínio para qualquer técnica de contorno. No entanto, este trabalho mostra que, apesar de tais dificuldades, o desempenho do Método dos Elementos de Contorno é superior, tanto no cálculo da variável básica, quanto na sua derivada. Para tanto, são resolvidos problemas bidimensionais referentes a membranas elásticas, esforços em barras devido ao peso próprio e problemas de determinação de frequências naturais em problemas acústicos em domínios fechados, dentre outros apresentados, utilizando malhas com diferentes graus de refinamento, além de elementos lineares com funções de bases radiais para o MECID e funções base de interpolação polinomial de grau (um) para o MEF. São geradas curvas de desempenho através do cálculo do erro médio percentual para cada malha, demonstrando a convergência e a precisão de cada método. Os resultados também são comparados com as soluções analíticas, quando disponíveis, para cada exemplo resolvido neste trabalho.

Microscopic Theory of Anchoring Transitions at the Surfaces of Pure Liquid-Crystals and their Mixtures .1. The Fowler Approximation

We have generalized earlier work on anchoring of nematic liquid crystals by Sullivan, and Sluckin and Poniewierski, in order to study transitions which may occur in binary mixtures of nematic liquid crystals as a function of composition. Microscopic expressions have been obtained for the anchoring energy of (i) a liquid crystal in contact with a solid aligning surface; (ii) a liquid crystal in contact with an immiscible isotropic medium; (iii) a liquid crystal mixture in contact with a solid aligning surface. For (iii), possible phase diagrams of anchoring angle versus dopant concentration have been calculated using a simple liquid crystal model. These exhibit some interesting features including re-entrant conical anchoring, for what are believed to be realistic values of the molecular parameters. A way of relaxing the most drastic approximation implicit in the above approach is also briefly discussed.

Radiatively induced Lorentz and CPT violation in Schwinger constant field approximation

The Schwinger proper-time method is an effective calculation method, explicitly gauge-invariant and nonperturbative. We make use of this method to investigate the radiatively induced Lorentz- and CPT-violating effects in quantum electrodynamics when an axial-vector interaction term is introduced in the fermionic sector. The induced Lorentz- and CPT-violating Chern-Simons term coincides with the one obtained using a covariant derivative expansion but differs from the result usually obtained in other regularization schemes. A possible ambiguity in the approach is also discussed. (C) 2001 Published by Elsevier Science B.V.

A PTAS for assigning sporadic tasks on two-type heterogeneous multiprocessors

Consider the problem of determining a task-toprocessor assignment for a given collection of implicit-deadline sporadic tasks upon a multiprocessor platform in which there are two distinct kinds of processors. We propose a polynomialtime approximation scheme (PTAS) for this problem. It offers the following guarantee: for a given task set and a given platform, if there exists a feasible task-to-processor assignment, then given an input parameter, ϵ, our PTAS succeeds, in polynomial time, in finding such a feasible task-to-processor assignment on a platform in which each processor is 1+3ϵ times faster. In the simulations, our PTAS outperforms the state-of-the-art PTAS [1] and also for the vast majority of task sets, it requires significantly smaller processor speedup than (its upper bound of) 1+3ϵ for successfully determining a feasible task-to-processor assignment.

Optimal approximation of fractional derivatives through discrete-time fractions using genetic algorithms

This study addresses the optimization of rational fraction approximations for the discrete-time calculation of fractional derivatives. The article starts by analyzing the standard techniques based on Taylor series and Padé expansions. In a second phase the paper re-evaluates the problem in an optimization perspective by tacking advantage of the flexibility of the genetic algorithms.