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.

A semi-Markov multistate model for estimation of the mean quality-adjusted survival for non-progressive processes

We discuss the estimation of the expected value of the quality-adjusted survival, based on multistate models. We generalize an earlier work, considering the sojourn times in health states are not identically distributed, for a given vector of covariates. Approaches based on semiparametric and parametric (exponential and Weibull distributions) methodologies are considered. A simulation study is conducted to evaluate the performance of the proposed estimator and the jackknife resampling method is used to estimate the variance of such estimator. An application to a real data set is also included.

Efficient solutions to robust, semi-implicit discretizations of the immersed boundary method

The immersed boundary method is a versatile tool for the investigation of flow-structure interaction. In a large number of applications, the immersed boundaries or structures are very stiff and strong tangential forces on these interfaces induce a well-known, severe time-step restriction for explicit discretizations. This excessive stability constraint can be removed with fully implicit or suitable semi-implicit schemes but at a seemingly prohibitive computational cost. While economical alternatives have been proposed recently for some special cases, there is a practical need for a computationally efficient approach that can be applied more broadly. In this context, we revisit a robust semi-implicit discretization introduced by Peskin in the late 1970s which has received renewed attention recently. This discretization, in which the spreading and interpolation operators are lagged. leads to a linear system of equations for the inter-face configuration at the future time, when the interfacial force is linear. However, this linear system is large and dense and thus it is challenging to streamline its solution. Moreover, while the same linear system or one of similar structure could potentially be used in Newton-type iterations, nonlinear and highly stiff immersed structures pose additional challenges to iterative methods. In this work, we address these problems and propose cost-effective computational strategies for solving Peskin`s lagged-operators type of discretization. We do this by first constructing a sufficiently accurate approximation to the system`s matrix and we obtain a rigorous estimate for this approximation. This matrix is expeditiously computed by using a combination of pre-calculated values and interpolation. The availability of a matrix allows for more efficient matrix-vector products and facilitates the design of effective iterative schemes. We propose efficient iterative approaches to deal with both linear and nonlinear interfacial forces and simple or complex immersed structures with tethered or untethered points. One of these iterative approaches employs a splitting in which we first solve a linear problem for the interfacial force and then we use a nonlinear iteration to find the interface configuration corresponding to this force. We demonstrate that the proposed approach is several orders of magnitude more efficient than the standard explicit method. In addition to considering the standard elliptical drop test case, we show both the robustness and efficacy of the proposed methodology with a 2D model of a heart valve. (C) 2009 Elsevier Inc. All rights reserved.

Instability of equilibrium points of some Lagrangian systems

In this work we show that, if L is a natural Lagrangian system such that the k-jet of the potential energy ensures it does not have a minimum at the equilibrium and such that its Hessian has rank at least n - 2, then there is an asymptotic trajectory to the associated equilibrium point and so the equilibrium is unstable. This applies, in particular, to analytic potentials with a saddle point and a Hessian with at most 2 null eigenvalues. The result is proven for Lagrangians in a specific form, and we show that the class of Lagrangians we are interested can be taken into this specific form by a subtle change of spatial coordinates. We also consider the extension of this results to systems subjected to gyroscopic forces. (C) 2008 Elsevier Inc. All rights reserved.

A Robust, Fully Adaptive Hybrid Level-Set/Front-Tracking Method for Two-Phase Flows with an Accurate Surface Tension Computation

We present a variable time step, fully adaptive in space, hybrid method for the accurate simulation of incompressible two-phase flows in the presence of surface tension in two dimensions. The method is based on the hybrid level set/front-tracking approach proposed in [H. D. Ceniceros and A. M. Roma, J. Comput. Phys., 205, 391400, 2005]. Geometric, interfacial quantities are computed from front-tracking via the immersed-boundary setting while the signed distance (level set) function, which is evaluated fast and to machine precision, is used as a fluid indicator. The surface tension force is obtained by employing the mixed Eulerian/Lagrangian representation introduced in [S. Shin, S. I. Abdel-Khalik, V. Daru and D. Juric, J. Comput. Phys., 203, 493-516, 2005] whose success for greatly reducing parasitic currents has been demonstrated. The use of our accurate fluid indicator together with effective Lagrangian marker control enhance this parasitic current reduction by several orders of magnitude. To resolve accurately and efficiently sharp gradients and salient flow features we employ dynamic, adaptive mesh refinements. This spatial adaption is used in concert with a dynamic control of the distribution of the Lagrangian nodes along the fluid interface and a variable time step, linearly implicit time integration scheme. We present numerical examples designed to test the capabilities and performance of the proposed approach as well as three applications: the long-time evolution of a fluid interface undergoing Rayleigh-Taylor instability, an example of bubble ascending dynamics, and a drop impacting on a free interface whose dynamics we compare with both existing numerical and experimental data.

NEW CHARACTERIZATIONS OF COMPLETE SPACELIKE SUBMANIFOLDS IN SEMI-RIEMANNIAN SPACE FORMS

In this paper we study n-dimensional complete spacelike submanifolds with constant normalized scalar curvature immersed in semi-Riemannian space forms. By extending Cheng-Yau`s technique to these ambients, we obtain results to such submanifolds satisfying certain conditions on both the squared norm of the second fundamental form and the mean curvature. We also characterize compact non-negatively curved submanifolds in De Sitter space of index p.

Spectral flow and iteration of closed semi-Riemannian geodesics

We introduce the notion of spectral flow along a periodic semi-Riemannian geodesic, as a suitable substitute of the Morse index in the Riemannian case. We study the growth of the spectral flow along a closed geodesic under iteration, determining its asymptotic behavior.

On the semi-Riemannian bumpy metric theorem

We prove the semi-Riemannian bumpy metric theorem using equivariant variational genericity. The theorem states that, on a given compact manifold M, the set of semi-Riemannian metrics that admit only nondegenerate closed geodesics is generic relatively to the C(k)-topology, k=2, ..., infinity, in the set of metrics of a given index on M. A higher-order genericity Riemannian result of Klingenberg and Takens is extended to semi-Riemannian geometry.

Minimal Lagrangian surfaces in the tangent bundle of a Riemannian surface

Given an oriented Riemannian surface (Sigma, g), its tangent bundle T Sigma enjoys a natural pseudo-Kahler structure, that is the combination of a complex structure 2, a pseudo-metric G with neutral signature and a symplectic structure Omega. We give a local classification of those surfaces of T Sigma which are both Lagrangian with respect to Omega and minimal with respect to G. We first show that if g is non-flat, the only such surfaces are affine normal bundles over geodesics. In the flat case there is, in contrast, a large set of Lagrangian minimal surfaces, which is described explicitly. As an application, we show that motions of surfaces in R(3) or R(1)(3) induce Hamiltonian motions of their normal congruences, which are Lagrangian surfaces in TS(2) or TH(2) respectively. We relate the area of the congruence to a second-order functional F = f root H(2) - K dA on the original surface. (C) 2010 Elsevier B.V. All rights reserved.

Maslov index in semi-Riemannian submersions

We study focal points and Maslov index of a horizontal geodesic gamma : I -> M in the total space of a semi-Riemannian submersion pi : M -> B by determining an explicit relation with the corresponding objects along the projected geodesic pi omicron gamma : I -> B in the base space. We use this result to calculate the focal Maslov index of a (spacelike) geodesic in a stationary spacetime which is orthogonal to a timelike Killing vector field.

Construction of Hamiltonian-Minimal Lagrangian submanifolds in Complex Euclidean Space

We describe several families of Lagrangian submanifolds in complex Euclidean space which are H-minimal, i.e. critical points of the volume functional restricted to Hamiltonian variations. We make use of various constructions involving planar, spherical and hyperbolic curves, as well as Legendrian submanifolds of the odd-dimensional unit sphere.

An algebraic theory for generalized Jordan chains and partial signatures in the Lagrangian Grassmannian

We discuss an algebraic theory for generalized Jordan chains and partial signatures, that are invariants associated to sequences of symmetric bilinear forms on a vector space. We introduce an intrinsic notion of partial signatures in the Lagrangian Grassmannian of a symplectic space that does not use local coordinates, and we give a formula for the Maslov index of arbitrary real analytic paths in terms of partial signatures.

Associated Family of G-Structure Preserving Minimal Immersions in Semi-Riemannian Manifolds

We prove the existence of an associated family of G-structure preserving minimal immersions into semi-Riemannian manifolds endowed with a compatible infinitesimally homogeneous G-structure. We will study in more details minimal embeddings into product of space forms.

Thermal analysis and compatibility studies of prednicarbate with excipients used in semi solid pharmaceutical form

Differential Scanning Calorimetry (DSC), thermogravimetry/derivative thermogravimetry (TG/DTG) and infrared spectroscopy (IR) techniques were used to investigate the compatibility between prednicarbate and several excipients commonly used in semi solid pharmaceutical form. The thermoanalytical studies of 1:1 (m/m) drug/excipient physical mixtures showed that the beginning of the first thermal decomposition stage of the prednicarbate (T (onset) value) was decreased in the presence of stearyl alcohol and glyceryl stearate compared to the drug alone. For the binary mixture of drug/sodium pirrolidone carboxilate the first thermal decomposition stage was not changed, however the DTG peak temperature (T (peak DTG)) decreased. The comparison of the IR spectra of the drug, the physical mixtures and of the thermally treated samples confirmed the thermal decomposition of prednicarbate. By the comparison of the thermal profiles of 1:1 prednicarbate:excipients mixtures (methylparaben, propylparaben, carbomer 940, acrylate crosspolymer, lactic acid, light liquid paraffin, isopropyl palmitate, myristyl lactate and cetyl alcohol) no interaction was observed.