992 resultados para Saddle point


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Using methods of statistical physics, we study the average number and kernel size of general sparse random matrices over GF(q), with a given connectivity profile, in the thermodynamical limit of large matrices. We introduce a mapping of GF(q) matrices onto spin systems using the representation of the cyclic group of order q as the q-th complex roots of unity. This representation facilitates the derivation of the average kernel size of random matrices using the replica approach, under the replica symmetric ansatz, resulting in saddle point equations for general connectivity distributions. Numerical solutions are then obtained for particular cases by population dynamics. Similar techniques also allow us to obtain an expression for the exact and average number of random matrices for any general connectivity profile. We present numerical results for particular distributions.

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We find the probability distribution of the fluctuating parameters of a soliton propagating through a medium with additive noise. Our method is a modification of the instanton formalism (method of optimal fluctuation) based on a saddle-point approximation in the path integral. We first solve consistently a fundamental problem of soliton propagation within the framework of noisy nonlinear Schrödinger equation. We then consider model modifications due to in-line (filtering, amplitude and phase modulation) control. It is examined how control elements change the error probability in optical soliton transmission. Even though a weak noise is considered, we are interested here in probabilities of error-causing large fluctuations which are beyond perturbation theory. We describe in detail a new phenomenon of soliton collapse that occurs under the combined action of noise, filtering and amplitude modulation. © 2004 Elsevier B.V. All rights reserved.

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We suggest a variant of the nonlinear σ model for the description of disordered superconductors. The main distinction from existing models lies in the fact that the saddle point equation is solved nonperturbatively in the superconducting pairing field. It allows one to use the model both in the vicinity of the metal-superconductor transition and well below its critical temperature with full account for the self-consistency conditions. We show that the model reproduces a set of known results in different limiting cases, and apply it for a self-consistent description of the proximity effect at the superconductor-metal interface.

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An antagonistic differential game of hyperbolic type with a separable linear vector pay-off function is considered. The main result is the description of all ε-Slater saddle points consisting of program strategies, program ε-Slater maximins and minimaxes for each ε ∈ R^N > for this game. To this purpose, the considered differential game is reduced to find the optimal program strategies of two multicriterial problems of hyperbolic type. The application of approximation enables us to relate these problems to a problem of optimal program control, described by a system of ordinary differential equations, with a scalar pay-off function. It is found that the result of this problem is not changed, if the players use positional or program strategies. For the considered differential game, it is interesting that the ε-Slater saddle points are not equivalent and there exist two ε-Slater saddle points for which the values of all components of the vector pay-off function at one of them are greater than the respective components of the other ε-saddle point.

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2000 Mathematics Subject Classification: 49J40, 49J35, 58E30, 47H05

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In this paper, we consider the secure beamforming design for an underlay cognitive radio multiple-input singleoutput broadcast channel in the presence of multiple passive eavesdroppers. Our goal is to design a jamming noise (JN) transmit strategy to maximize the secrecy rate of the secondary system. By utilizing the zero-forcing method to eliminate the interference caused by JN to the secondary user, we study the joint optimization of the information and JN beamforming for secrecy rate maximization of the secondary system while satisfying all the interference power constraints at the primary users, as well as the per-antenna power constraint at the secondary transmitter. For an optimal beamforming design, the original problem is a nonconvex program, which can be reformulated as a convex program by applying the rank relaxation method. To this end, we prove that the rank relaxation is tight and propose a barrier interior-point method to solve the resulting saddle point problem based on a duality result. To find the global optimal solution, we transform the considered problem into an unconstrained optimization problem. We then employ Broyden-Fletcher-Goldfarb-Shanno (BFGS) method to solve the resulting unconstrained problem which helps reduce the complexity significantly, compared to conventional methods. Simulation results show the fast convergence of the proposed algorithm and substantial performance improvements over existing approaches.

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We consider a linear precoder design for an underlay cognitive radio multiple-input multiple-output broadcast channel, where the secondary system consisting of a secondary base-station (BS) and a group of secondary users (SUs) is allowed to share the same spectrum with the primary system. All the transceivers are equipped with multiple antennas, each of which has its own maximum power constraint. Assuming zero-forcing method to eliminate the multiuser interference, we study the sum rate maximization problem for the secondary system subject to both per-antenna power constraints at the secondary BS and the interference power constraints at the primary users. The problem of interest differs from the ones studied previously that often assumed a sum power constraint and/or single antenna employed at either both the primary and secondary receivers or the primary receivers. To develop an efficient numerical algorithm, we first invoke the rank relaxation method to transform the considered problem into a convex-concave problem based on a downlink-uplink result. We then propose a barrier interior-point method to solve the resulting saddle point problem. In particular, in each iteration of the proposed method we find the Newton step by solving a system of discrete-time Sylvester equations, which help reduce the complexity significantly, compared to the conventional method. Simulation results are provided to demonstrate fast convergence and effectiveness of the proposed algorithm. 

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We shall consider the weak formulation of a linear elliptic model problem with discontinuous Dirichlet boundary conditions. Since such problems are typically not well-defined in the standard H^1-H^1 setting, we will introduce a suitable saddle point formulation in terms of weighted Sobolev spaces. Furthermore, we will discuss the numerical solution of such problems. Specifically, we employ an hp-discontinuous Galerkin method and derive an L^2-norm a posteriori error estimate. Numerical experiments demonstrate the effectiveness of the proposed error indicator in both the h- and hp-version setting. Indeed, in the latter case exponential convergence of the error is attained as the mesh is adaptively refined.

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The effect of massive blowing rates on the steady laminar compressible boundary-layer flow with variable gas properties at a 3-dim. stagnation point (which includes both nodal and saddle points of attachment) has been studied. The equations governing the flow have been solved numerically using an implicit finite-difference scheme in combination with the quasilinearization technique for nodal points of attachment but employing a parametric differentiation technique instead of quasilinearization for saddle points of attachment. It is found that the effect of massive blowing rates is to move the viscous layer away from the surface. The effect of the variation of the density- viscosity product across the boundary layer is found to be negligible for massive blowing rates but significant for moderate blowing rates. The velocity profiles in the transverse direction for saddle points of attachment in the presence of massive blowing show both the reverse flow as well as velocity overshoot.

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The effect of surface mass transfer velocities having normal, principal and transverse direction components (�vectored� suction and injection) on the steady, laminar, compressible boundary layer at a three-dimensional stagnation point has been investigated both for nodal and saddle points of attachment. The similarity solutions of the boundary layer equations were obtained numerically by the method of parametric differentiation. The principal and transverse direction surface mass transfer velocities significantly affect the skin friction (both in the principal and transverse directions) and the heat transfer. Also the inadequacy of assuming a linear viscosity-temperature relation at low-wall temperatures is shown.

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A dynamical characterization of the stability boundary for a fairly large class of nonlinear autonomous dynamical systems is developed in this paper. This characterization generalizes the existing results by allowing the existence of saddle-node equilibrium points on the stability boundary. The stability boundary of an asymptotically stable equilibrium point is shown to consist of the stable manifolds of the hyperbolic equilibrium points on the stability boundary and the stable, stable center and center manifolds of the saddle-node equilibrium points on the stability boundary.

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Traditional information retrieval (IR) systems respond to user queries with ranked lists of relevant documents. The separation of content and structure in XML documents allows individual XML elements to be selected in isolation. Thus, users expect XML-IR systems to return highly relevant results that are more precise than entire documents. In this paper we describe the implementation of a search engine for XML document collections. The system is keyword based and is built upon an XML inverted file system. We describe the approach that was adopted to meet the requirements of Content Only (CO) and Vague Content and Structure (VCAS) queries in INEX 2004.

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Cultural policy settings attempting to foster the growth and development of the Australian feature film industry in era of globalisation are coming under increasing pressure. Global forces and emerging production and distribution models are challenging the “narrowness” of cultural policy – mandating a particular film culture, circumscribing certain notions of value and limiting the variety of films produced through cultural policy driven subvention models. Australian horror film production is an important case study. Horror films are a production strategy well suited to the financial limitations of the Australian film industry with competitive advantages for producers against international competitors. However, emerging within a “national” cinema driven by public subsidy and social/cultural objectives, horror films – internationally oriented with a low-culture status – have been severely marginalised within public funding environments. This paper introduces Australian horror film production, and examines the limitations of cultural policy, and the impacts of these questions for the Producer Offset.

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Monitoring unused or dark IP addresses offers opportunities to extract useful information about both on-going and new attack patterns. In recent years, different techniques have been used to analyze such traffic including sequential analysis where a change in traffic behavior, for example change in mean, is used as an indication of malicious activity. Change points themselves say little about detected change; further data processing is necessary for the extraction of useful information and to identify the exact cause of the detected change which is limited due to the size and nature of observed traffic. In this paper, we address the problem of analyzing a large volume of such traffic by correlating change points identified in different traffic parameters. The significance of the proposed technique is two-fold. Firstly, automatic extraction of information related to change points by correlating change points detected across multiple traffic parameters. Secondly, validation of the detected change point by the simultaneous presence of another change point in a different parameter. Using a real network trace collected from unused IP addresses, we demonstrate that the proposed technique enables us to not only validate the change point but also extract useful information about the causes of change points.