On the Approximation of the Generalized Cut Function of Degree p+1 By Smooth Sigmoid Functions

We introduce a modification of the familiar cut function by replacing the linear part in its definition by a polynomial of degree p + 1 obtaining thus a sigmoid function called generalized cut function of degree p + 1 (GCFP). We then study the uniform approximation of the (GCFP) by smooth sigmoid functions such as the logistic and the shifted logistic functions. The limiting case of the interval-valued Heaviside step function is also discussed which imposes the use of Hausdorff metric. Numerical examples are presented using CAS MATHEMATICA.

Nonaxisymmetric magnetorotational instability in ideal and viscous plasmas

The excitation of magnetorotational instability (MRI) in rotating laboratory plasmas is investigated. In contrast to astrophysical plasmas, in which gravitation plays an important role, in laboratory plasmas it can be neglected and the plasma rotation is equilibrated by the pressure gradient. The analysis is restricted to the simple model of a magnetic confinement configuration with cylindrical symmetry, in which nonaxisymmetric perturbations are investigated using the local approximation. Starting from the simplest case of an ideal plasma, the corresponding dispersion relations are derived for more complicated models including the physical effects of parallel and perpendicular viscosities. The Friemann-Rotenberg approach used for ideal plasmas is generalized for the viscous model and an analytical expression for the instability boundary is obtained. It is shown that, in addition to the standard effect of radial derivative of the rotation frequency (the Velikhov effect), which can be destabilizing or stabilizing depending on the sign of this derivative in the ideal plasma, there is a destabilizing effect proportional to the fourth power of the rotation frequency, or, what is the same, to the square of the plasma pressure gradient, and to the square of the azimuthal mode number of the perturbations. It is shown that the instability boundary also depends on the product of the plasma pressure and density gradients, which has a destabilizing effect when it is negative. In the case of parallel viscosity, the MRI looks like an ideal instability independent of viscosity, while, in the case of strong perpendicular viscosity, it is a dissipative instability with the growth rate inversely proportional to the characteristic viscous decay rate. We point out, however, that the modes of the continuous range of the magnetohydrodynamics spectrum are not taken into account in this paper, and they can be more dangerous than those that are considered. (c) 2008 American Institute of Physics.

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.

Local thermodynamics and the generalized Gibbs-Duhem equation in systems with long-range interactions

The local thermodynamics of a system with long-range interactions in d dimensions is studied using the mean-field approximation. Long-range interactions are introduced through pair interaction potentials that decay as a power law in the interparticle distance. We compute the local entropy, Helmholtz free energy, and grand potential per particle in the microcanonical, canonical, and grand canonical ensembles, respectively. From the local entropy per particle we obtain the local equation of state of the system by using the condition of local thermodynamic equilibrium. This local equation of state has the form of the ideal gas equation of state, but with the density depending on the potential characterizing long-range interactions. By volume integration of the relation between the different thermodynamic potentials at the local level, we find the corresponding equation satisfied by the potentials at the global level. It is shown that the potential energy enters as a thermodynamic variable that modifies the global thermodynamic potentials. As a result, we find a generalized Gibbs-Duhem equation that relates the potential energy to the temperature, pressure, and chemical potential. For the marginal case where the power of the decaying interaction potential is equal to the dimension of the space, the usual Gibbs-Duhem equation is recovered. As examples of the application of this equation, we consider spatially uniform interaction potentials and the self-gravitating gas. We also point out a close relationship with the thermodynamics of small systems.

Stochastic approximation methods in stochastic optimization

Stochastic approximation methods for stochastic optimization are considered. Reviewed the main methods of stochastic approximation: stochastic quasi-gradient algorithm, Kiefer-Wolfowitz algorithm and adaptive rules for them, simultaneous perturbation stochastic approximation (SPSA) algorithm. Suggested the model and the solution of the retailer's profit optimization problem and considered an application of the SQG-algorithm for the optimization problems with objective functions given in the form of ordinary differential equation.

TONGA : un algorithme de gradient naturel pour les problèmes de grande taille

Mémoire numérisé par la Division de la gestion de documents et des archives de l'Université de Montréal

Time Discretization of the SST-generalized Navier-Stokes Equations: Positive and Negative Results

In the theory of the Navier-Stokes equations, the proofs of some basic known results, like for example the uniqueness of solutions to the stationary Navier-Stokes equations under smallness assumptions on the data or the stability of certain time discretization schemes, actually only use a small range of properties and are therefore valid in a more general context. This observation leads us to introduce the concept of SST spaces, a generalization of the functional setting for the Navier-Stokes equations. It allows us to prove (by means of counterexamples) that several uniqueness and stability conjectures that are still open in the case of the Navier-Stokes equations have a negative answer in the larger class of SST spaces, thereby showing that proof strategies used for a number of classical results are not sufficient to affirmatively answer these open questions. More precisely, in the larger class of SST spaces, non-uniqueness phenomena can be observed for the implicit Euler scheme, for two nonlinear versions of the Crank-Nicolson scheme, for the fractional step theta scheme, and for the SST-generalized stationary Navier-Stokes equations. As far as stability is concerned, a linear version of the Euler scheme, a nonlinear version of the Crank-Nicolson scheme, and the fractional step theta scheme turn out to be non-stable in the class of SST spaces. The positive results established in this thesis include the generalization of classical uniqueness and stability results to SST spaces, the uniqueness of solutions (under smallness assumptions) to two nonlinear versions of the Euler scheme, two nonlinear versions of the Crank-Nicolson scheme, and the fractional step theta scheme for general SST spaces, the second order convergence of a version of the Crank-Nicolson scheme, and a new proof of the first order convergence of the implicit Euler scheme for the Navier-Stokes equations. For each convergence result, we provide conditions on the data that guarantee the existence of nonstationary solutions satisfying the regularity assumptions needed for the corresponding convergence theorem. In the case of the Crank-Nicolson scheme, this involves a compatibility condition at the corner of the space-time cylinder, which can be satisfied via a suitable prescription of the initial acceleration.

Plane wave approximation of homogeneous Helmholtz solutions

In this paper, we study the approximation of solutions of the homogeneous Helmholtz equation Δu + ω 2 u = 0 by linear combinations of plane waves with different directions. We combine approximation estimates for homogeneous Helmholtz solutions by generalized harmonic polynomials, obtained from Vekua’s theory, with estimates for the approximation of generalized harmonic polynomials by plane waves. The latter is the focus of this paper. We establish best approximation error estimates in Sobolev norms, which are explicit in terms of the degree of the generalized polynomial to be approximated, the domain size, and the number of plane waves used in the approximations.

Exact Search Directions for Optimization of Linear and Nonlinear Models Based on Generalized Orthonormal Functions

A novel technique for selecting the poles of orthonormal basis functions (OBF) in Volterra models of any order is presented. It is well-known that the usual large number of parameters required to describe the Volterra kernels can be significantly reduced by representing each kernel using an appropriate basis of orthonormal functions. Such a representation results in the so-called OBF Volterra model, which has a Wiener structure consisting of a linear dynamic generated by the orthonormal basis followed by a nonlinear static mapping given by the Volterra polynomial series. Aiming at optimizing the poles that fully parameterize the orthonormal bases, the exact gradients of the outputs of the orthonormal filters with respect to their poles are computed analytically by using a back-propagation-through-time technique. The expressions relative to the Kautz basis and to generalized orthonormal bases of functions (GOBF) are addressed; the ones related to the Laguerre basis follow straightforwardly as a particular case. The main innovation here is that the dynamic nature of the OBF filters is fully considered in the gradient computations. These gradients provide exact search directions for optimizing the poles of a given orthonormal basis. Such search directions can, in turn, be used as part of an optimization procedure to locate the minimum of a cost-function that takes into account the error of estimation of the system output. The Levenberg-Marquardt algorithm is adopted here as the optimization procedure. Unlike previous related work, the proposed approach relies solely on input-output data measured from the system to be modeled, i.e., no information about the Volterra kernels is required. Examples are presented to illustrate the application of this approach to the modeling of dynamic systems, including a real magnetic levitation system with nonlinear oscillatory behavior.

Systematics of nuclear densities, deformations and excitation energies within the context of the generalized rotation-vibration model

We present a large-scale systematics of charge densities, excitation energies and deformation parameters For hundreds of heavy nuclei The systematics is based on a generalized rotation vibration model for the quadrupole and octupole modes and takes into account second-order contributions of the deformations as well as the effects of finite diffuseness values for the nuclear densities. We compare our results with the predictions of classical surface vibrations in the hydrodynamical approximation. (C) 2010 Elsevier B V All rights reserved.

On the generalized eigenvalue method for energies and matrix elements in lattice field theory

We discuss the generalized eigenvalue problem for computing energies and matrix elements in lattice gauge theory, including effective theories such as HQET. It is analyzed how the extracted effective energies and matrix elements converge when the time separations are made large. This suggests a particularly efficient application of the method for which we can prove that corrections vanish asymptotically as exp(-(E(N+1) - E(n))t). The gap E(N+1) - E(n) can be made large by increasing the number N of interpolating fields in the correlation matrix. We also show how excited state matrix elements can be extracted such that contaminations from all other states disappear exponentially in time. As a demonstration we present numerical results for the extraction of ground state and excited B-meson masses and decay constants in static approximation and to order 1/m(b) in HQET.

HQET at order 1/m: II. Spectroscopy in the quenched approximation

Using Heavy Quark Effective Theory with non-perturbatively determined parameters in a quenched lattice calculation, we evaluate the splittings between the ground state and the first two radially excited states of the B(s) system at static order. We also determine the splitting between first excited and ground state, and between the B(s)* and B(s) ground states to order 1/m(b). The Generalized Eigenvalue Problem and the use of all-to-all propagators are important ingredients of our approach.

Feasible estimation of generalized linear mixed models (GLMM) with weak dependency between groups

This paper presents a two-step pseudo likelihood estimation technique for generalized linear mixed models with the random effects being correlated between groups. The core idea is to deal with the intractable integrals in the likelihood function by multivariate Taylor's approximation. The accuracy of the estimation technique is assessed in a Monte-Carlo study. An application of it with a binary response variable is presented using a real data set on credit defaults from two Swedish banks. Thanks to the use of two-step estimation technique, the proposed algorithm outperforms conventional pseudo likelihood algorithms in terms of computational time.

Generalized neighbor-interaction models induced by nonlinear lattices

It is shown that the tight-binding approximation of the nonlinear Schrodinger equation with a periodic linear potential and periodic in space nonlinearity coefficient gives rise to a number of nonlinear lattices with complex, both linear and nonlinear, neighbor interactions. The obtained lattices present nonstandard possibilities, among which we mention a quasilinear regime, where the pulse dynamics obeys essentially the linear Schrodinger equation. We analyze the properties of such models both in connection to their modulational stability, as well as in regard to the existence and stability of their localized solitary wave solutions.

Renormalizability of generalized quantum electrodynamics

Conselho Nacional de Desenvolvimento Científico e Tecnológico (CNPq)