Approximation and support theorem for a wave equation in two space dimensions

We prove a characterization of the support of the law of the solution for a stochastic wave equation with two-dimensional space variable, driven by a noise white in time and correlated in space. The result is a consequence of an approximation theorem, in the convergence of probability, for equations obtained by smoothing the random noise. For some particular classes of coefficients, approximation in the Lp-norm for p¿1 is also proved.

Nonlinear analysis of human physical activity patterns in health and disease.

The reliable and objective assessment of chronic disease state has been and still is a very significant challenge in clinical medicine. An essential feature of human behavior related to the health status, the functional capacity, and the quality of life is the physical activity during daily life. A common way to assess physical activity is to measure the quantity of body movement. Since human activity is controlled by various factors both extrinsic and intrinsic to the body, quantitative parameters only provide a partial assessment and do not allow for a clear distinction between normal and abnormal activity. In this paper, we propose a methodology for the analysis of human activity pattern based on the definition of different physical activity time series with the appropriate analysis methods. The temporal pattern of postures, movements, and transitions between postures was quantified using fractal analysis and symbolic dynamics statistics. The derived nonlinear metrics were able to discriminate patterns of daily activity generated from healthy and chronic pain states.

"Suddenly I get into the zone": Examining discontinuities and nonlinear changes in flow experiences at work

Work-related flow is defined as a sudden and enjoyable merging of action and awareness that represents a peak experience in the daily lives of workers. Employees" perceptions of challenge and skill and their subjective experiences in terms of enjoyment, interest and absorption were measured using the experience sampling method, yielding a total of 6981 observations from a sample of 60 employees. Linear and nonlinear approaches were applied in order to model both continuous and sudden changes. According to the R2, AICc and BIC indexes, the nonlinear dynamical systems model (i.e. cusp catastrophe model) fit the data better than the linear and logistic regression models. Likewise, the cusp catastrophe model appears to be especially powerful for modelling those cases of high levels of flow. Overall, flow represents a nonequilibrium condition that combines continuous and abrupt changes across time. Research and intervention efforts concerned with this process should focus on the variable of challenge, which, according to our study, appears to play a key role in the abrupt changes observed in work-related flow.

Dynamics of flow: a nonlinear perspective

The aims of this study are to consider the experience of flow from a nonlinear dynamics perspective. The processes and temporal nature of intrinsic motivation and flow, would suggest that flow experiences fluctuate over time in a dynamical fashion. Thus it can be argued that the potential for chaos is strong. The sample was composed of 20 employees (both full and part time) recruited from a number of different organizations and work backgrounds. The Experience Sampling Method (ESM) was used for data collection. Once obtained the temporal series, they were subjected to various analyses proper to the com- plexity theory (Visual Recurrence Analysis and Surrogate Data Analysis). Results showed that in 80% of the cases, flow presented a chaotic dynamic, in that, flow experiences delineated a complex dynamic whose patterns of change were not easy to predict. Implications of the study, its limitations and future research are discussed.

Nonlinear Pile Behavior in Integral Abutment Bridges, HR-227, Part 1, 1982

The highway departments of all fifty states were contacted to find the extent of application of integral abutment bridges, to survey the different guidelines used for analysis and design of integral abutment bridges, and to assess the performance of such bridges through the years. The variation in design assumptions and length limitations among the various states in their approach to the use of integral abutments is discussed. The problems associated with lateral displacements at the abutment, and the solutions developed by the different states for most of the ill effects of abutment movements are summarized in the report. An algorithm based on a state-of-the-art nonlinear finite element procedure was developed and used to study piling stresses and pile-soil interaction in integral abutment bridges. The finite element idealization consists of beam-column elements with geometric and material nonlinearities for the pile and nonlinear springs for the soil. An idealized soil model (modified Ramberg-Osgood model) was introduced in this investigation to obtain the tangent stiffness of the nonlinear spring elements. Several numerical examples are presented in order to establish the reliability of the finite element model and the computer software developed. Three problems with analytical solutions were first solved and compared with theoretical solutions. A 40 ft H pile (HP 10 X 42) in six typical Iowa soils was then analyzed by first applying a horizontal displacement (to simulate bridge motion) and no rotation at the top and then applying a vertical load V incrementally until failure occurred. Based on the numerical results, the failure mechanisms were generalized to be of two types: (a) lateral type failure and (b) vertical type failure. It appears that most piles in Iowa soils (sand, soft clay and stiff clay) failed when the applied vertical load reached the ultimate soil frictional resistance (vertical type failure). In very stiff clays, however, the lateral type failure occurs before vertical type failure because the soil is sufficiently stiff to force a plastic hinge to form in the pile as the specified lateral displacement is applied. Preliminary results from this investigation showed that the vertical load-carrying capacity of H piles is not significantly affected by lateral displacements of 2 inches in soft clay, stiff clay, loose sand, medium sand and dense sand. However, in very stiff clay (average blow count of 50 from standard penetration tests), it was found that the vertical load carrying capacity of the H pile is reduced by about 50 percent for 2 inches of lateral displacement and by about 20 percent for lateral displacement of 1 inch. On the basis of the preliminary results of this investigation, the 265-feet length limitation in Iowa for integral abutment concrete bridges appears to be very conservative.

Nonlinear Finite Element Study of Piles in Integral Abutment Bridges, HR-227, Part 2, 1982

The highway departments of the states which use integral abutments in bridge design were contacted in order to study the extent of integral abutment use in skewed bridges and to survey the different guidelines used for analysis and design of integral abutments in skewed bridges. The variation in design assumptions and pile orientations among the various states in their approach to the use of integral abutments on skewed bridges is discussed. The problems associated with the treatment of the approach slab, backfill, and pile cap, and the reason for using different pile orientations are summarized in the report. An algorithm based on a state-of-the-art nonlinear finite element procedure previously developed by the authors was modified and used to study the influence of different factors on behavior of piles in integral abutment bridges. An idealized integral abutment was introduced by assuming that the pile is rigidly cast into the pile cap and that the approach slab offers no resistance to lateral thermal expansion. Passive soil and shear resistance of the cap are neglected in design. A 40-foot H pile (HP 10 X 42) in six typical Iowa soils was analyzed for fully restrained pile head and pinned pile head. According to numerical results, the maximum safe length for fully restrained pile head is one-half the maximum safe length for pinned pile head. If the pile head is partially restrained, the maximum safe length will lie between the two limits. The numerical results from an investigation of the effect of predrilled oversized holes indicate that if the length of the predrilled oversized hole is at least 4 feet below the ground, the vertical load-carrying capacity of the H pile is only reduced by 10 percent for 4 inches of lateral displacement in very stiff clay. With no predrilled oversized hole, the pile failed before the 4-inch lateral displacement was reached. Thus, the maximum safe lengths for integral abutment bridges may be increased by predrilling. Four different typical Iowa layered soils were selected and used in this investigation. In certain situations, compacted soil (> 50 blow count in standard penetration tests) is used as fill on top of natural soil. The numerical results showed that the critical conditions will depend on the length of the compacted soil. If the length of the compacted soil exceeds 4 feet, the failure mechanism for the pile is similar to one in a layer of very stiff clay. That is, the vertical load-carrying capacity of the H pile will be greatly reduced as the specified lateral displacement increases.

Stimulus statistics shape oscillations in nonlinear recurrent neural networks.

Rhythmic activity plays a central role in neural computations and brain functions ranging from homeostasis to attention, as well as in neurological and neuropsychiatric disorders. Despite this pervasiveness, little is known about the mechanisms whereby the frequency and power of oscillatory activity are modulated, and how they reflect the inputs received by neurons. Numerous studies have reported input-dependent fluctuations in peak frequency and power (as well as couplings across these features). However, it remains unresolved what mediates these spectral shifts among neural populations. Extending previous findings regarding stochastic nonlinear systems and experimental observations, we provide analytical insights regarding oscillatory responses of neural populations to stimulation from either endogenous or exogenous origins. Using a deceptively simple yet sparse and randomly connected network of neurons, we show how spiking inputs can reliably modulate the peak frequency and power expressed by synchronous neural populations without any changes in circuitry. Our results reveal that a generic, non-nonlinear and input-induced mechanism can robustly mediate these spectral fluctuations, and thus provide a framework in which inputs to the neurons bidirectionally regulate both the frequency and power expressed by synchronous populations. Theoretical and computational analysis of the ensuing spectral fluctuations was found to reflect the underlying dynamics of the input stimuli driving the neurons. Our results provide insights regarding a generic mechanism supporting spectral transitions observed across cortical networks and spanning multiple frequency bands.

Surface reconstruction from microscopic images in optical lithography.

This paper presents a method to reconstruct 3D surfaces of silicon wafers from 2D images of printed circuits taken with a scanning electron microscope. Our reconstruction method combines the physical model of the optical acquisition system with prior knowledge about the shapes of the patterns in the circuit; the result is a shape-from-shading technique with a shape prior. The reconstruction of the surface is formulated as an optimization problem with an objective functional that combines a data-fidelity term on the microscopic image with two prior terms on the surface. The data term models the acquisition system through the irradiance equation characteristic of the microscope; the first prior is a smoothness penalty on the reconstructed surface, and the second prior constrains the shape of the surface to agree with the expected shape of the pattern in the circuit. In order to account for the variability of the manufacturing process, this second prior includes a deformation field that allows a nonlinear elastic deformation between the expected pattern and the reconstructed surface. As a result, the minimization problem has two unknowns, and the reconstruction method provides two outputs: 1) a reconstructed surface and 2) a deformation field. The reconstructed surface is derived from the shading observed in the image and the prior knowledge about the pattern in the circuit, while the deformation field produces a mapping between the expected shape and the reconstructed surface that provides a measure of deviation between the circuit design models and the real manufacturing process.

Generation and nonlinear evolution of shore-oblique/transverse sand bars

The coupling between topography, waves and currents in the surf zone may selforganize to produce the formation of shore-transverse or shore-oblique sand bars on an otherwise alongshore uniform beach. In the absence of shore-parallel bars, this has been shown by previous studies of linear stability analysis, but is now extended to the finite-amplitude regime. To this end, a nonlinear model coupling wave transformation and breaking, a shallow-water equations solver, sediment transport and bed updating is developed. The sediment flux consists of a stirring factor multiplied by the depthaveraged current plus a downslope correction. It is found that the cross-shore profile of the ratio of stirring factor to water depth together with the wave incidence angle primarily determine the shape and the type of bars, either transverse or oblique to the shore. In the latter case, they can open an acute angle against the current (upcurrent oriented) or with the current (down-current oriented). At the initial stages of development, both the intensity of the instability which is responsible for the formation of the bars and the damping due to downslope transport grow at a similar rate with bar amplitude, the former being somewhat stronger. As bars keep on growing, their finite-amplitude shape either enhances downslope transport or weakens the instability mechanism so that an equilibrium between both opposing tendencies occurs, leading to a final saturated amplitude. The overall shape of the saturated bars in plan view is similar to that of the small-amplitude ones. However, the final spacings may be up to a factor of 2 larger and final celerities can also be about a factor of 2 smaller or larger. In the case of alongshore migrating bars, the asymmetry of the longshore sections, the lee being steeper than the stoss, is well reproduced. Complex dynamics with merging and splitting of individual bars sometimes occur. Finally, in the case of shore-normal incidence the rip currents in the troughs between the bars are jet-like while the onshore return flow is wider and weaker as is observed in nature.

Parametric Approach to Blind Deconvolution of Nonlinear Channels

A parametric procedure for the blind inversion of nonlinear channels is proposed, based on a recent method of blind source separation in nonlinear mixtures. Experiments show that the proposed algorithms perform efficiently, even in the presence of hard distortion. The method, based on the minimization of the output mutual information, needs the knowledge of log-derivative of input distribution (the so-called score function). Each algorithm consists of three adaptive blocks: one devoted to adaptive estimation of the score function, and two other blocks estimating the inverses of the linear and nonlinear parts of the channel, (quasi-)optimally adapted using the estimated score functions. This paper is mainly concerned by the nonlinear part, for which we propose two parametric models, the first based on a polynomial model and the second on a neural network, while [14, 15] proposed non-parametric approaches.

A Fast Gradient Approximation for Nonlinear Blind Signal Processing

When dealing with nonlinear blind processing algorithms (deconvolution or post-nonlinear source separation), complex mathematical estimations must be done giving as a result very slow algorithms. This is the case, for example, in speech processing, spike signals deconvolution or microarray data analysis. In this paper, we propose a simple method to reduce computational time for the inversion of Wiener systems or the separation of post-nonlinear mixtures, by using a linear approximation in a minimum mutual information algorithm. Simulation results demonstrate that linear spline interpolation is fast and accurate, obtaining very good results (similar to those obtained without approximation) while computational time is dramatically decreased. On the other hand, cubic spline interpolation also obtains similar good results, but due to its intrinsic complexity, the global algorithm is much more slow and hence not useful for our purpose.

Post-Nonlinear Mixtures and Beyond

Although sources in general nonlinear mixturm arc not separable iising only statistical independence, a special and realistic case of nonlinear mixtnres, the post nonlinear (PNL) mixture is separable choosing a suited separating system. Then, a natural approach is based on the estimation of tho separating Bystem parameters by minimizing an indcpendence criterion, like estimated mwce mutual information. This class of methods requires higher (than 2) order statistics, and cannot separate Gaarsian sources. However, use of [weak) prior, like source temporal correlation or nonstationarity, leads to other source separation Jgw rithms, which are able to separate Gaussian sourra, and can even, for a few of them, works with second-order statistics. Recently, modeling time correlated s011rces by Markov models, we propose vcry efficient algorithms hmed on minimization of the conditional mutual information. Currently, using the prior of temporally correlated sources, we investigate the fesihility of inverting PNL mixtures with non-bijectiw non-liacarities, like quadratic functions. In this paper, we review the main ICA and BSS results for riunlinear mixtures, present PNL models and algorithms, and finish with advanced resutts using temporally correlated snu~sm