Anomalous behavior of hydrodynamic modes in the two dimensional shear flow of a granular material

The growth rates of the hydrodynamic modes in the homogeneous sheared state of a granular material are determined by solving the Boltzmann equation. The steady velocity distribution is considered to be the product of the Maxwell Boltzmann distribution and a Hermite polynomial expansion in the velocity components; this form is inserted into them Boltzmann equation and solved to obtain the coeificients of the terms in the expansion. The solution is obtained using an expansion in the parameter epsilon =(1 - e)(1/2), and terms correct to epsilon(4) are retained to obtain an approximate solution; the error due to the neglect of higher terms is estimated at about 5% for e = 0.7. A small perturbation is placed on the distribution function in the form of a Hermite polynomial expansion for the velocity variations and a Fourier expansion in the spatial coordinates: this is inserted into the Boltzmann equation and the growth rate of the Fourier modes is determined. It is found that in the hydrodynamic limit, the growth rates of the hydrodynamic modes in the flow direction have unusual characteristics. The growth rate of the momentum diffusion mode is positive, indicating that density variations are unstable in the limit k--> 0, and the growth rate increases proportional to kslash} k kslash}(2/3) in the limit k --> 0 (in contrast to the k(2) increase in elastic systems), where k is the wave vector in the flow direction. The real and imaginary parts of the growth rate corresponding to the propagating also increase proportional to kslash k kslash(2/3) (in contrast to the k(2) and k increase in elastic systems). The energy mode is damped due to inelastic collisions between particles. The scaling of the growth rates of the hydrodynamic modes with the wave vector I in the gradient direction is similar to that in elastic systems. (C) 2000 Elsevier Science B.V. All rights reserved.

Information Sharing in Banking: A Collusive Device?

We show that information sharing among banks may serve as a collusive device. An informational sharing agreement is an a-priori commitment to reduce informational asymmetries between banks in future lending. Hence, information sharing tends to increase the intensity of competition in future periods and, thus, reduces the value of informational rents in current competition. We contribute to the existing literature by emphasizing that a reduction in informational rents will also reduce the intensity of competition in the current period, thereby reducing competitive pressure in current credit markets. We provide a large class of economic environments, where a ban on information sharing would be strictly welfare-enhancing.

Maximum Loss Calculation using Scenario Analysis, Heavy Tails and Implied Volatility Patterns

The objective of this paper is to improve option risk monitoring by examining the information content of implied volatility and by introducing the calculation of a single-sum expected risk exposure similar to the Value-at-Risk. The figure is calculated in two steps. First, there is a need to estimate the value of a portfolio of options for a number of different market scenarios, while the second step is to summarize the information content of the estimated scenarios into a single-sum risk measure. This involves the use of probability theory and return distributions, which confronts the user with the problems of non-normality in the return distribution of the underlying asset. Here the hyperbolic distribution is used to describe one alternative for dealing with heavy tails. Results indicate that the information content of implied volatility is useful when predicting future large returns in the underlying asset. Further, the hyperbolic distribution provides a good fit to historical returns enabling a more accurate definition of statistical intervals and extreme events.

Hardness of approximation results for the problem of finding the stopping distance in Tanner graphs

Tanner Graph representation of linear block codes is widely used by iterative decoding algorithms for recovering data transmitted across a noisy communication channel from errors and erasures introduced by the channel. The stopping distance of a Tanner graph T for a binary linear block code C determines the number of erasures correctable using iterative decoding on the Tanner graph T when data is transmitted across a binary erasure channel using the code C. We show that the problem of finding the stopping distance of a Tanner graph is hard to approximate within any positive constant approximation ratio in polynomial time unless P = NP. It is also shown as a consequence that there can be no approximation algorithm for the problem achieving an approximation ratio of 2(log n)(1-epsilon) for any epsilon > 0 unless NP subset of DTIME(n(poly(log n))).

Parallel circuit partitioning on a reduced array architecture

The physical design of a VLSI circuit involves circuit partitioning as a subtask. Typically, it is necessary to partition a large electrical circuit into several smaller circuits such that the total cross-wiring is minimized. This problem is a variant of the more general graph partitioning problem, and it is known that there does not exist a polynomial time algorithm to obtain an optimal partition. The heuristic procedure proposed by Kernighan and Lin1,2 requires O(n2 log2n) time to obtain a near-optimal two-way partition of a circuit with n modules. In the VLSI context, due to the large problem size involved, this computational requirement is unacceptably high. This paper is concerned with the hardware acceleration of the Kernighan-Lin procedure on an SIMD architecture. The proposed parallel partitioning algorithm requires O(n) processors, and has a time complexity of O(n log2n). In the proposed scheme, the reduced array architecture is employed with due considerations towards cost effectiveness and VLSI realizability of the architecture.The authors are not aware of any earlier attempts to parallelize a circuit partitioning algorithm in general or the Kernighan-Lin algorithm in particular. The use of the reduced array architecture is novel and opens up the possibilities of using this computing structure for several other applications in electronic design automation.

Max-Coloring Paths: Tight Bounds and Extensions

The max-coloring problem is to compute a legal coloring of the vertices of a graph G = (V, E) with a non-negative weight function w on V such that Sigma(k)(i=1) max(v epsilon Ci) w(v(i)) is minimized, where C-1, ... , C-k are the various color classes. Max-coloring general graphs is as hard as the classical vertex coloring problem, a special case where vertices have unit weight. In fact, in some cases it can even be harder: for example, no polynomial time algorithm is known for max-coloring trees. In this paper we consider the problem of max-coloring paths and its generalization, max-coloring abroad class of trees and show it can be solved in time O(vertical bar V vertical bar+time for sorting the vertex weights). When vertex weights belong to R, we show a matching lower bound of Omega(vertical bar V vertical bar log vertical bar V vertical bar) in the algebraic computation tree model.

Filter design using radial basis function neural network and genetic algorithm for improved operational health monitoring

The problem of denoising damage indicator signals for improved operational health monitoring of systems is addressed by applying soft computing methods to design filters. Since measured data in operational settings is contaminated with noise and outliers, pattern recognition algorithms for fault detection and isolation can give false alarms. A direct approach to improving the fault detection and isolation is to remove noise and outliers from time series of measured data or damage indicators before performing fault detection and isolation. Many popular signal-processing approaches do not work well with damage indicator signals, which can contain sudden changes due to abrupt faults and non-Gaussian outliers. Signal-processing algorithms based on radial basis function (RBF) neural network and weighted recursive median (WRM) filters are explored for denoising simulated time series. The RBF neural network filter is developed using a K-means clustering algorithm and is much less computationally expensive to develop than feedforward neural networks trained using backpropagation. The nonlinear multimodal integer-programming problem of selecting optimal integer weights of the WRM filter is solved using genetic algorithm. Numerical results are obtained for helicopter rotor structural damage indicators based on simulated frequencies. Test signals consider low order polynomial growth of damage indicators with time to simulate gradual or incipient faults and step changes in the signal to simulate abrupt faults. Noise and outliers are added to the test signals. The WRM and RBF filters result in a noise reduction of 54 - 71 and 59 - 73% for the test signals considered in this study, respectively. Their performance is much better than the moving average FIR filter, which causes significant feature distortion and has poor outlier removal capabilities and shows the potential of soft computing methods for specific signal-processing applications.

An Application of 3-D Kinematical Conservation Laws: Propagation of a 3-D Wavefront

Three-dimensional (3-D) kinematical conservation laws (KCL) are equations of evolution of a propagating surface Omega(t) in three space dimensions. We start with a brief review of the 3-D KCL system and mention some of its properties relevant to this paper. The 3-D KCL, a system of six conservation laws, is an underdetermined system to which we add an energy transport equation for a small amplitude 3-D nonlinear wavefront propagating in a polytropic gas in a uniform state and at rest. We call the enlarged system of 3-D KCL with the energy transport equation equations of weakly nonlinear ray theory (WNLRT). We highlight some interesting properties of the eigenstructure of the equations of WNLRT, but the main aim of this paper is to test the numerical efficacy of this system of seven conservation laws. We take several initial shapes for a nonlinear wavefront with a suitable amplitude distribution on it and let it evolve according to the 3-D WNLRT. The 3-D WNLRT is a weakly hyperbolic 7 x 7 system that is highly nonlinear. Here we use the staggered Lax-Friedrichs and Nessyahu-Tadmor central schemes and have obtained some very interesting shapes of the wavefronts. We find the 3-D KCL to be suitable for solving many complex problems for which there presently seems to be no other method capable of giving such physically realistic features.

Algorithms for Colouring Random k-colourable Graphs

The k-colouring problem is to colour a given k-colourable graph with k colours. This problem is known to be NP-hard even for fixed k greater than or equal to 3. The best known polynomial time approximation algorithms require n(delta) (for a positive constant delta depending on k) colours to colour an arbitrary k-colourable n-vertex graph. The situation is entirely different if we look at the average performance of an algorithm rather than its worst-case performance. It is well known that a k-colourable graph drawn from certain classes of distributions can be ii-coloured almost surely in polynomial time. In this paper, we present further results in this direction. We consider k-colourable graphs drawn from the random model in which each allowed edge is chosen independently with probability p(n) after initially partitioning the vertex set into ii colour classes. We present polynomial time algorithms of two different types. The first type of algorithm always runs in polynomial time and succeeds almost surely. Algorithms of this type have been proposed before, but our algorithms have provably exponentially small failure probabilities. The second type of algorithm always succeeds and has polynomial running time on average. Such algorithms are more useful and more difficult to obtain than the first type of algorithms. Our algorithms work as long as p(n) greater than or equal to n(-1+is an element of) where is an element of is a constant greater than 1/4.

Filter design using radial basis function neural network and genetic algorithm for improved operational health monitoring

The problem of denoising damage indicator signals for improved operational health monitoring of systems is addressed by applying soft computing methods to design filters. Since measured data in operational settings is contaminated with noise and outliers, pattern recognition algorithms for fault detection and isolation can give false alarms. A direct approach to improving the fault detection and isolation is to remove noise and outliers from time series of measured data or damage indicators before performing fault detection and isolation. Many popular signal-processing approaches do not work well with damage indicator signals, which can contain sudden changes due to abrupt faults and non-Gaussian outliers. Signal-processing algorithms based on radial basis function (RBF) neural network and weighted recursive median (WRM) filters are explored for denoising simulated time series. The RBF neural network filter is developed using a K-means clustering algorithm and is much less computationally expensive to develop than feedforward neural networks trained using backpropagation. The nonlinear multimodal integer-programming problem of selecting optimal integer weights of the WRM filter is solved using genetic algorithm. Numerical results are obtained for helicopter rotor structural damage indicators based on simulated frequencies. Test signals consider low order polynomial growth of damage indicators with time to simulate gradual or incipient faults and step changes in the signal to simulate abrupt faults. Noise and outliers are added to the test signals. The WRM and RBF filters result in a noise reduction of 54 - 71 and 59 - 73% for the test signals considered in this study, respectively. Their performance is much better than the moving average FIR filter, which causes significant feature distortion and has poor outlier removal capabilities and shows the potential of soft computing methods for specific signal-processing applications. (C) 2005 Elsevier B. V. All rights reserved.

Voltage and Temperature Aware Statistical Leakage Analysis Framework Using Artificial Neural Networks

Artificial neural networks (ANNs) have shown great promise in modeling circuit parameters for computer aided design applications. Leakage currents, which depend on process parameters, supply voltage and temperature can be modeled accurately with ANNs. However, the complex nature of the ANN model, with the standard sigmoidal activation functions, does not allow analytical expressions for its mean and variance. We propose the use of a new activation function that allows us to derive an analytical expression for the mean and a semi-analytical expression for the variance of the ANN-based leakage model. To the best of our knowledge this is the first result in this direction. Our neural network model also includes the voltage and temperature as input parameters, thereby enabling voltage and temperature aware statistical leakage analysis (SLA). All existing SLA frameworks are closely tied to the exponential polynomial leakage model and hence fail to work with sophisticated ANN models. In this paper, we also set up an SLA framework that can efficiently work with these ANN models. Results show that the cumulative distribution function of leakage current of ISCAS'85 circuits can be predicted accurately with the error in mean and standard deviation, compared to Monte Carlo-based simulations, being less than 1% and 2% respectively across a range of voltage and temperature values.

The hardness of approximating the boxicity, cubicity and threshold dimension of a graph

A k-dimensional box is the Cartesian product R-1 X R-2 X ... X R-k where each R-i is a closed interval on the real line. The boxicity of a graph G, denoted as box(G), is the minimum integer k such that G can be represented as the intersection graph of a collection of k-dimensional boxes. A unit cube in k-dimensional space or a k-cube is defined as the Cartesian product R-1 X R-2 X ... X R-k where each R-i is a closed interval oil the real line of the form a(i), a(i) + 1]. The cubicity of G, denoted as cub(G), is the minimum integer k such that G can be represented as the intersection graph of a collection of k-cubes. The threshold dimension of a graph G(V, E) is the smallest integer k such that E can be covered by k threshold spanning subgraphs of G. In this paper we will show that there exists no polynomial-time algorithm for approximating the threshold dimension of a graph on n vertices with a factor of O(n(0.5-epsilon)) for any epsilon > 0 unless NP = ZPP. From this result we will show that there exists no polynomial-time algorithm for approximating the boxicity and the cubicity of a graph on n vertices with factor O(n(0.5-epsilon)) for any epsilon > 0 unless NP = ZPP. In fact all these hardness results hold even for a highly structured class of graphs, namely the split graphs. We will also show that it is NP-complete to determine whether a given split graph has boxicity at most 3. (C) 2010 Elsevier B.V. All rights reserved.

Efficient algorithms for domination and Hamilton circuit problems on permutation graphs

The domination and Hamilton circuit problems are of interest both in algorithm design and complexity theory. The domination problem has applications in facility location and the Hamilton circuit problem has applications in routing problems in communications and operations research.The problem of deciding if G has a dominating set of cardinality at most k, and the problem of determining if G has a Hamilton circuit are NP-Complete. Polynomial time algorithms are, however, available for a large number of restricted classes. A motivation for the study of these algorithms is that they not only give insight into the characterization of these classes but also require a variety of algorithmic techniques and data structures. So the search for efficient algorithms, for these problems in many classes still continues.A class of perfect graphs which is practically important and mathematically interesting is the class of permutation graphs. The domination problem is polynomial time solvable on permutation graphs. Algorithms that are already available are of time complexity O(n2) or more, and space complexity O(n2) on these graphs. The Hamilton circuit problem is open for this class.We present a simple O(n) time and O(n) space algorithm for the domination problem on permutation graphs. Unlike the existing algorithms, we use the concept of geometric representation of permutation graphs. Further, exploiting this geometric notion, we develop an O(n2) time and O(n) space algorithm for the Hamilton circuit problem.

An online-implementable differential evolution tuned all-aspect guidance law

This paper proposes a differential evolution based method of improving the performance of conventional guidance laws at high heading errors, without resorting to techniques from optimal control theory, which are complicated and suffer from several limitations. The basic guidance law is augmented with a term that is a polynomial function of the heading error. The values of the coefficients of the polynomial are found by applying the differential evolution algorithm. The results are compared with the basic guidance law, and the all-aspect proportional navigation laws in the literature. A scheme for online implementation of the proposed law for application in practice is also given. (c) 2010 Elsevier Ltd. All rights reserved.

Patterns in permuted binary matrices

Reorganizing a dataset so that its hidden structure can be observed is useful in any data analysis task. For example, detecting a regularity in a dataset helps us to interpret the data, compress the data, and explain the processes behind the data. We study datasets that come in the form of binary matrices (tables with 0s and 1s). Our goal is to develop automatic methods that bring out certain patterns by permuting the rows and columns. We concentrate on the following patterns in binary matrices: consecutive-ones (C1P), simultaneous consecutive-ones (SC1P), nestedness, k-nestedness, and bandedness. These patterns reflect specific types of interplay and variation between the rows and columns, such as continuity and hierarchies. Furthermore, their combinatorial properties are interlinked, which helps us to develop the theory of binary matrices and efficient algorithms. Indeed, we can detect all these patterns in a binary matrix efficiently, that is, in polynomial time in the size of the matrix. Since real-world datasets often contain noise and errors, we rarely witness perfect patterns. Therefore we also need to assess how far an input matrix is from a pattern: we count the number of flips (from 0s to 1s or vice versa) needed to bring out the perfect pattern in the matrix. Unfortunately, for most patterns it is an NP-complete problem to find the minimum distance to a matrix that has the perfect pattern, which means that the existence of a polynomial-time algorithm is unlikely. To find patterns in datasets with noise, we need methods that are noise-tolerant and work in practical time with large datasets. The theory of binary matrices gives rise to robust heuristics that have good performance with synthetic data and discover easily interpretable structures in real-world datasets: dialectical variation in the spoken Finnish language, division of European locations by the hierarchies found in mammal occurrences, and co-occuring groups in network data. In addition to determining the distance from a dataset to a pattern, we need to determine whether the pattern is significant or a mere occurrence of a random chance. To this end, we use significance testing: we deem a dataset significant if it appears exceptional when compared to datasets generated from a certain null hypothesis. After detecting a significant pattern in a dataset, it is up to domain experts to interpret the results in the terms of the application.