Monte Carlo methods for matrix computations on the grid

Many scientific and engineering applications involve inverting large matrices or solving systems of linear algebraic equations. Solving these problems with proven algorithms for direct methods can take very long to compute, as they depend on the size of the matrix. The computational complexity of the stochastic Monte Carlo methods depends only on the number of chains and the length of those chains. The computing power needed by inherently parallel Monte Carlo methods can be satisfied very efficiently by distributed computing technologies such as Grid computing. In this paper we show how a load balanced Monte Carlo method for computing the inverse of a dense matrix can be constructed, show how the method can be implemented on the Grid, and demonstrate how efficiently the method scales on multiple processors. (C) 2007 Elsevier B.V. All rights reserved.

A sparse parallel hybrid Monte Carlo algorithm for matrix computations

In this paper we introduce a new algorithm, based on the successful work of Fathi and Alexandrov, on hybrid Monte Carlo algorithms for matrix inversion and solving systems of linear algebraic equations. This algorithm consists of two parts, approximate inversion by Monte Carlo and iterative refinement using a deterministic method. Here we present a parallel hybrid Monte Carlo algorithm, which uses Monte Carlo to generate an approximate inverse and that improves the accuracy of the inverse with an iterative refinement. The new algorithm is applied efficiently to sparse non-singular matrices. When we are solving a system of linear algebraic equations, Bx = b, the inverse matrix is used to compute the solution vector x = B(-1)b. We present results that show the efficiency of the parallel hybrid Monte Carlo algorithm in the case of sparse matrices.

Sparse model identification using orthogonal forward regression with basis pursuit and D-optimality

An efficient model identification algorithm for a large class of linear-in-the-parameters models is introduced that simultaneously optimises the model approximation ability, sparsity and robustness. The derived model parameters in each forward regression step are initially estimated via the orthogonal least squares (OLS), followed by being tuned with a new gradient-descent learning algorithm based on the basis pursuit that minimises the l(1) norm of the parameter estimate vector. The model subset selection cost function includes a D-optimality design criterion that maximises the determinant of the design matrix of the subset to ensure model robustness and to enable the model selection procedure to automatically terminate at a sparse model. The proposed approach is based on the forward OLS algorithm using the modified Gram-Schmidt procedure. Both the parameter tuning procedure, based on basis pursuit, and the model selection criterion, based on the D-optimality that is effective in ensuring model robustness, are integrated with the forward regression. As a consequence the inherent computational efficiency associated with the conventional forward OLS approach is maintained in the proposed algorithm. Examples demonstrate the effectiveness of the new approach.

Robust nonlinear model identification methods using forward regression

In this correspondence new robust nonlinear model construction algorithms for a large class of linear-in-the-parameters models are introduced to enhance model robustness via combined parameter regularization and new robust structural selective criteria. In parallel to parameter regularization, we use two classes of robust model selection criteria based on either experimental design criteria that optimizes model adequacy, or the predicted residual sums of squares (PRESS) statistic that optimizes model generalization capability, respectively. Three robust identification algorithms are introduced, i.e., combined A- and D-optimality with regularized orthogonal least squares algorithm, respectively; and combined PRESS statistic with regularized orthogonal least squares algorithm. A common characteristic of these algorithms is that the inherent computation efficiency associated with the orthogonalization scheme in orthogonal least squares or regularized orthogonal least squares has been extended such that the new algorithms are computationally efficient. Numerical examples are included to demonstrate effectiveness of the algorithms.

Genetic least squares for system identification

The recursive least-squares algorithm with a forgetting factor has been extensively applied and studied for the on-line parameter estimation of linear dynamic systems. This paper explores the use of genetic algorithms to improve the performance of the recursive least-squares algorithm in the parameter estimation of time-varying systems. Simulation results show that the hybrid recursive algorithm (GARLS), combining recursive least-squares with genetic algorithms, can achieve better results than the standard recursive least-squares algorithm using only a forgetting factor.

A neural network enhanced generalized minimum variance self-tuning proportional, integral and derivative control algorithm for complex dynamic systems

A neural network enhanced proportional, integral and derivative (PID) controller is presented that combines the attributes of neural network learning with a generalized minimum-variance self-tuning control (STC) strategy. The neuro PID controller is structured with plant model identification and PID parameter tuning. The plants to be controlled are approximated by an equivalent model composed of a simple linear submodel to approximate plant dynamics around operating points, plus an error agent to accommodate the errors induced by linear submodel inaccuracy due to non-linearities and other complexities. A generalized recursive least-squares algorithm is used to identify the linear submodel, and a layered neural network is used to detect the error agent in which the weights are updated on the basis of the error between the plant output and the output from the linear submodel. The procedure for controller design is based on the equivalent model, and therefore the error agent is naturally functioned within the control law. In this way the controller can deal not only with a wide range of linear dynamic plants but also with those complex plants characterized by severe non-linearity, uncertainties and non-minimum phase behaviours. Two simulation studies are provided to demonstrate the effectiveness of the controller design procedure.

Generalised Dirichelt-to-Neumann map in time dependent domains

We study the heat, linear Schrodinger and linear KdV equations in the domain l(t) < x < ∞, 0 < t < T, with prescribed initial and boundary conditions and with l(t) a given differentiable function. For the first two equations, we show that the unknown Neumann or Dirichlet boundary value can be computed as the solution of a linear Volterra integral equation with an explicit weakly singular kernel. This integral equation can be derived from the formal Fourier integral representation of the solution. For the linear KdV equation we show that the two unknown boundary values can be computed as the solution of a system of linear Volterra integral equations with explicit weakly singular kernels. The derivation in this case makes crucial use of analyticity and certain invariance properties in the complex spectral plane. The above Volterra equations are shown to admit a unique solution.

O impacto da coqueluche no Estado do Rio de Janeiroestudo epidemiológico e percepção da Biossegurança: contribuindo para análise da re-emergência no Brasil

A coqueluche é uma doença respiratória, causada pela bactéria Bordetella pertussis. Atualmente, estima-se a ocorrência anual de 50 milhões de casos e mais de 300 mil mortes anuais em todo mundo. A transmissão ocorre, principalmente, pelo contato direto de uma pessoa doente com uma pessoa suscetível, através de gotículas de secreção da orofaringe eliminada por tosse ou espirro. O estudo realizado objetivou a caracterização da coqueluche como doença re-emergente, visando a análise epidemiológica da doença no Estado do Rio de Janeiro, valorizando também a percepção da Biossegurança pelos profissionais da área da saúde. Os resultados alcançados revelaram indicadores da ressurgência da doença no Brasil. As análises foram objeto de reflexões propostas em quatro artigos científicos, que explicitaram as metodologias utilizadas, os resultados encontrados e as discussões pertinentes à pesquisa. Os artigos intitulam-se: (1) An overview of reemerging Pertussis and evidence of ressurgence in Brazil, (2); A re-emergência da coqueluche; Da rotina dos atendimentos ao imperativo da Biossegurança (3); Fórum itinerante de ciência e saúde. Programa de capacitação para as doenças negligenciadas e re-emergentes e (4) Identification of linear B epitopes of pertactin of Bordetella pertussis induced by immunization with whole and acellular vaccine

Spatio-temporal dependencies in functional connectivity in rodent cortical cultures

Models of functional connectivity in cortical cultures on multi-electrodes arrays may aid in understanding how cognitive pathways form and improve techniques that aim to interface with neuronal systems. To enable research on such models, this study uses both data- and model-driven approaches to determine what dependencies are present in and between functional connectivity networks derived from bursts of extracellularly recorded activity. Properties of excitation in bursts were analysed using correlative techniques to assess the degree of linear dependence and then two parallel techniques were used to assess functional connectivity. Three models presenting increasing levels of spatio-temporal dependency were used to capture the dynamics of individual functional connections and their consistencies were verified using surrogate data. By comparing network-wide properties between model generated networks and functional networks from data, complex interdependencies were revealed. This indicates the persistent co-activation of neuronal pathways in spontaneous bursts, as can be found in whole brain structures.

Comments, with reply, on "Computational algorithms for pole assignment" by N.K. Nichols

Some points of the paper by N.K. Nichols (see ibid., vol.AC-31, p.643-5, 1986), concerning the robust pole assignment of linear multiinput systems, are clarified. It is stressed that the minimization of the condition number of the closed-loop eigenvector matrix does not necessarily lead to robustness of the pole assignment. It is shown why the computational method, which Nichols claims is robust, is in fact numerically unstable with respect to the determination of the gain matrix. In replying, Nichols presents arguments to support the choice of the conditioning of the closed-loop poles as a measure of robustness and to show that the methods of J Kautsky, N. K. Nichols and P. VanDooren (1985) are stable in the sense that they produce accurate solutions to well-conditioned problems.