Linear response functions for a vibrational configuration interaction state

Linear response functions are implemented for a vibrational configuration interaction state allowing accurate analytical calculations of pure vibrational contributions to dynamical polarizabilities. Sample calculations are presented for the pure vibrational contributions to the polarizabilities of water and formaldehyde. We discuss the convergence of the results with respect to various details of the vibrational wave function description as well as the potential and property surfaces. We also analyze the frequency dependence of the linear response function and the effect of accounting phenomenologically for the finite lifetime of the excited vibrational states. Finally, we compare the analytical response approach to a sum-over-states approach

Conditional mean functions of non-linear models of US output

We compare a number of models of post War US output growth in terms of the degree and pattern of non-linearity they impart to the conditional mean, where we condition on either the previous period's growth rate, or the previous two periods' growth rates. The conditional means are estimated non-parametrically using a nearest-neighbour technique on data simulated from the models. In this way, we condense the complex, dynamic, responses that may be present in to graphical displays of the implied conditional mean.

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.

Parameter-dependent Lyapunov functions for state-derivative feedback control in polytopic linear systems

Conselho Nacional de Desenvolvimento Científico e Tecnológico (CNPq)

A unified framework for linear function approximation of value functions in stochastic control

This paper contributes with a unified formulation that merges previ- ous analysis on the prediction of the performance ( value function ) of certain sequence of actions ( policy ) when an agent operates a Markov decision process with large state-space. When the states are represented by features and the value function is linearly approxi- mated, our analysis reveals a new relationship between two common cost functions used to obtain the optimal approximation. In addition, this analysis allows us to propose an efficient adaptive algorithm that provides an unbiased linear estimate. The performance of the pro- posed algorithm is illustrated by simulation, showing competitive results when compared with the state-of-the-art solutions.

Vector Combinatorial Problems in a Space of Combinations with Linear Fractional Functions of Criteria

The paper considers vector discrete optimization problem with linear fractional functions of criteria on a feasible set that has combinatorial properties of combinations. Structural properties of a feasible solution domain and of Pareto–optimal (efficient), weakly efficient, strictly efficient solution sets are examined. A relation between vector optimization problems on a combinatorial set of combinations and on a continuous feasible set is determined. One possible approach is proposed in order to solve a multicriteria combinatorial problem with linear- fractional functions of criteria on a set of combinations.

Parameterized Link Functions in Generalized Linear Random Effect Models: a Case Study on Breast Cancer Treatment

In non-linear random effects some attention has been very recently devoted to the analysis ofsuitable transformation of the response variables separately (Taylor 1996) or not (Oberg and Davidian 2000) from the transformations of the covariates and, as far as we know, no investigation has been carried out on the choice of link function in such models. In our study we consider the use of a random effect model when a parameterized family of links (Aranda-Ordaz 1981, Prentice 1996, Pregibon 1980, Stukel 1988 and Czado 1997) is introduced. We point out the advantages and the drawbacks associated with the choice of this data-driven kind of modeling. Difficulties in the interpretation of regression parameters, and therefore in understanding the influence of covariates, as well as problems related to loss of efficiency of estimates and overfitting, are discussed. A case study on radiotherapy usage in breast cancer treatment is discussed.

Krylov subspace methods for approximating functions of symmetric positive definite matrices with applications to applied statistics and anomalous diffusion

Matrix function approximation is a current focus of worldwide interest and finds application in a variety of areas of applied mathematics and statistics. In this thesis we focus on the approximation of A^(-α/2)b, where A ∈ ℝ^(n×n) is a large, sparse symmetric positive definite matrix and b ∈ ℝ^n is a vector. In particular, we will focus on matrix function techniques for sampling from Gaussian Markov random fields in applied statistics and the solution of fractional-in-space partial differential equations. Gaussian Markov random fields (GMRFs) are multivariate normal random variables characterised by a sparse precision (inverse covariance) matrix. GMRFs are popular models in computational spatial statistics as the sparse structure can be exploited, typically through the use of the sparse Cholesky decomposition, to construct fast sampling methods. It is well known, however, that for sufficiently large problems, iterative methods for solving linear systems outperform direct methods. Fractional-in-space partial differential equations arise in models of processes undergoing anomalous diffusion. Unfortunately, as the fractional Laplacian is a non-local operator, numerical methods based on the direct discretisation of these equations typically requires the solution of dense linear systems, which is impractical for fine discretisations. In this thesis, novel applications of Krylov subspace approximations to matrix functions for both of these problems are investigated. Matrix functions arise when sampling from a GMRF by noting that the Cholesky decomposition A = LL^T is, essentially, a `square root' of the precision matrix A. Therefore, we can replace the usual sampling method, which forms x = L^(-T)z, with x = A^(-1/2)z, where z is a vector of independent and identically distributed standard normal random variables. Similarly, the matrix transfer technique can be used to build solutions to the fractional Poisson equation of the form ϕn = A^(-α/2)b, where A is the finite difference approximation to the Laplacian. Hence both applications require the approximation of f(A)b, where f(t) = t^(-α/2) and A is sparse. In this thesis we will compare the Lanczos approximation, the shift-and-invert Lanczos approximation, the extended Krylov subspace method, rational approximations and the restarted Lanczos approximation for approximating matrix functions of this form. A number of new and novel results are presented in this thesis. Firstly, we prove the convergence of the matrix transfer technique for the solution of the fractional Poisson equation and we give conditions by which the finite difference discretisation can be replaced by other methods for discretising the Laplacian. We then investigate a number of methods for approximating matrix functions of the form A^(-α/2)b and investigate stopping criteria for these methods. In particular, we derive a new method for restarting the Lanczos approximation to f(A)b. We then apply these techniques to the problem of sampling from a GMRF and construct a full suite of methods for sampling conditioned on linear constraints and approximating the likelihood. Finally, we consider the problem of sampling from a generalised Matern random field, which combines our techniques for solving fractional-in-space partial differential equations with our method for sampling from GMRFs.

An advanced implicit meshless approach for the non-linear anomalous subdiffusion equation

Recently, the numerical modelling and simulation for anomalous subdiffusion equation (ASDE), which is a type of fractional partial differential equation( FPDE) and has been found with widely applications in modern engineering and sciences, are attracting more and more attentions. The current dominant numerical method for modelling ASDE is Finite Difference Method (FDM), which is based on a pre-defined grid leading to inherited issues or shortcomings. This paper aims to develop an implicit meshless approach based on the radial basis functions (RBF) for numerical simulation of the non-linear ASDE. The discrete system of equations is obtained by using the meshless shape functions and the strong-forms. The stability and convergence of this meshless approach are then discussed and theoretically proven. Several numerical examples with different problem domains are used to validate and investigate accuracy and efficiency of the newly developed meshless formulation. The results obtained by the meshless formulations are also compared with those obtained by FDM in terms of their accuracy and efficiency. It is concluded that the present meshless formulation is very effective for the modeling and simulation of the ASDE. Therefore, the meshless technique should have good potential in development of a robust simulation tool for problems in engineering and science which are governed by the various types of fractional differential equations.

Design of experiments for bivariate binary responses modelled by Copula functions

Optimal design for generalized linear models has primarily focused on univariate data. Often experiments are performed that have multiple dependent responses described by regression type models, and it is of interest and of value to design the experiment for all these responses. This requires a multivariate distribution underlying a pre-chosen model for the data. Here, we consider the design of experiments for bivariate binary data which are dependent. We explore Copula functions which provide a rich and flexible class of structures to derive joint distributions for bivariate binary data. We present methods for deriving optimal experimental designs for dependent bivariate binary data using Copulas, and demonstrate that, by including the dependence between responses in the design process, more efficient parameter estimates are obtained than by the usual practice of simply designing for a single variable only. Further, we investigate the robustness of designs with respect to initial parameter estimates and Copula function, and also show the performance of compound criteria within this bivariate binary setting.

Linear models for endocytic transformations from live cell imaging

Endocytosis is the process by which cells internalise molecules including nutrient proteins from the extracellular media. In one form, macropinocytosis, the membrane at the cell surface ruffles and folds over to give rise to an internalised vesicle. Negatively charged phospholipids within the membrane called phosphoinositides then undergo a series of transformations that are critical for the correct trafficking of the vesicle within the cell, and which are often pirated by pathogens such as Salmonella. Advanced fluorescent video microscopy imaging now allows the detailed observation and quantification of these events in live cells over time. Here we use these observations as a basis for building differential equation models of the transformations. An initial investigation of these interactions was modelled with reaction rates proportional to the sum of the concentrations of the individual constituents. A first order linear system for the concentrations results. The structure of the system enables analytical expressions to be obtained and the problem becomes one of determining the reaction rates which generate the observed data plots. We present results with reaction rates which capture the general behaviour of the reactions so that we now have a complete mathematical model of phosphoinositide transformations that fits the experimental observations. Some excellent fits are obtained with modulated exponential functions; however, these are not solutions of the linear system. The question arises as to how the model may be modified to obtain a system whose solution provides a more accurate fit.