Integrability of second-order Lagrangians admitting a first-order Hamiltonian formalism

Second-order Lagrangian densities admitting a first-order Hamiltonian formalism are studied; namely, i) necessary and sufficient conditions for the Poincaré–Cartan form of a second-order Lagrangian on an arbitrary fibred manifold p : E → N to be projectable onto J 1 E are explicitly determined; ii) for each of such Lagrangians, a first-order Hamiltonian formalism is developed and a new notion of regularity is introduced; iii) the variational problems of this class defined by regular Lagrangians areprovedtobeinvolutive

Real time optimization in chemical process: evaluation of strategies, improvements and industrial application.

The increasing economic competition drives the industry to implement tools that improve their processes efficiencies. The process automation is one of these tools, and the Real Time Optimization (RTO) is an automation methodology that considers economic aspects to update the process control in accordance with market prices and disturbances. Basically, RTO uses a steady-state phenomenological model to predict the process behavior, and then, optimizes an economic objective function subject to this model. Although largely implemented in industry, there is not a general agreement about the benefits of implementing RTO due to some limitations discussed in the present work: structural plant/model mismatch, identifiability issues and low frequency of set points update. Some alternative RTO approaches have been proposed in literature to handle the problem of structural plant/model mismatch. However, there is not a sensible comparison evaluating the scope and limitations of these RTO approaches under different aspects. For this reason, the classical two-step method is compared to more recently derivative-based methods (Modifier Adaptation, Integrated System Optimization and Parameter estimation, and Sufficient Conditions of Feasibility and Optimality) using a Monte Carlo methodology. The results of this comparison show that the classical RTO method is consistent, providing a model flexible enough to represent the process topology, a parameter estimation method appropriate to handle measurement noise characteristics and a method to improve the sample information quality. At each iteration, the RTO methodology updates some key parameter of the model, where it is possible to observe identifiability issues caused by lack of measurements and measurement noise, resulting in bad prediction ability. Therefore, four different parameter estimation approaches (Rotational Discrimination, Automatic Selection and Parameter estimation, Reparametrization via Differential Geometry and classical nonlinear Least Square) are evaluated with respect to their prediction accuracy, robustness and speed. The results show that the Rotational Discrimination method is the most suitable to be implemented in a RTO framework, since it requires less a priori information, it is simple to be implemented and avoid the overfitting caused by the Least Square method. The third RTO drawback discussed in the present thesis is the low frequency of set points update, this problem increases the period in which the process operates at suboptimum conditions. An alternative to handle this problem is proposed in this thesis, by integrating the classic RTO and Self-Optimizing control (SOC) using a new Model Predictive Control strategy. The new approach demonstrates that it is possible to reduce the problem of low frequency of set points updates, improving the economic performance. Finally, the practical aspects of the RTO implementation are carried out in an industrial case study, a Vapor Recompression Distillation (VRD) process located in Paulínea refinery from Petrobras. The conclusions of this study suggest that the model parameters are successfully estimated by the Rotational Discrimination method; the RTO is able to improve the process profit in about 3%, equivalent to 2 million dollars per year; and the integration of SOC and RTO may be an interesting control alternative for the VRD process.

[Lecture notes]

Notes from lectures at the New York Institute for mathematics and mechanics?

Submanifolds of dimension n-1 in [epsilon]n̳ with normals satisfying a Lipschitz condition.

"Paper written under Contract Nonr. 58304."

Lehrbuch der höhern Geometrie, in analytischer Darstellung.

Mode of access: Internet.

Magnification factors for the GTM algorithm

The Generative Topographic Mapping (GTM) algorithm of Bishop et al. (1997) has been introduced as a principled alternative to the Self-Organizing Map (SOM). As well as avoiding a number of deficiencies in the SOM, the GTM algorithm has the key property that the smoothness properties of the model are decoupled from the reference vectors, and are described by a continuous mapping from a lower-dimensional latent space into the data space. Magnification factors, which are approximated by the difference between code-book vectors in SOMs, can therefore be evaluated for the GTM model as continuous functions of the latent variables using the techniques of differential geometry. They play an important role in data visualization by highlighting the boundaries between data clusters, and are illustrated here for both a toy data set, and a problem involving the identification of crab species from morphological data.

Magnification factors for the SOM and GTM algorithms

Magnification factors specify the extent to which the area of a small patch of the latent (or `feature') space of a topographic mapping is magnified on projection to the data space, and are of considerable interest in both neuro-biological and data analysis contexts. Previous attempts to consider magnification factors for the self-organizing map (SOM) algorithm have been hindered because the mapping is only defined at discrete points (given by the reference vectors). In this paper we consider the batch version of SOM, for which a continuous mapping can be defined, as well as the Generative Topographic Mapping (GTM) algorithm of Bishop et al. (1997) which has been introduced as a probabilistic formulation of the SOM. We show how the techniques of differential geometry can be used to determine magnification factors as continuous functions of the latent space coordinates. The results are illustrated here using a problem involving the identification of crab species from morphological data.

Hierarchical GTM: Constructing localized non-linear projection manifolds in a principled way

It has been argued that a single two-dimensional visualization plot may not be sufficient to capture all of the interesting aspects of complex data sets, and therefore a hierarchical visualization system is desirable. In this paper we extend an existing locally linear hierarchical visualization system PhiVis ¸iteBishop98a in several directions: bf(1) We allow for em non-linear projection manifolds. The basic building block is the Generative Topographic Mapping. bf(2) We introduce a general formulation of hierarchical probabilistic models consisting of local probabilistic models organized in a hierarchical tree. General training equations are derived, regardless of the position of the model in the tree. bf(3) Using tools from differential geometry we derive expressions for local directional curvatures of the projection manifold. Like PhiVis, our system is statistically principled and is built interactively in a top-down fashion using the EM algorithm. It enables the user to interactively highlight those data in the parent visualization plot which are captured by a child model. We also incorporate into our system a hierarchical, locally selective representation of magnification factors and directional curvatures of the projection manifolds. Such information is important for further refinement of the hierarchical visualization plot, as well as for controlling the amount of regularization imposed on the local models. We demonstrate the principle of the approach on a toy data set and apply our system to two more complex 12- and 19-dimensional data sets.

Hierarchical GTM: constructing localized non-linear projection manifolds in a principled way

It has been argued that a single two-dimensional visualization plot may not be sufficient to capture all of the interesting aspects of complex data sets, and therefore a hierarchical visualization system is desirable. In this paper we extend an existing locally linear hierarchical visualization system PhiVis ¸iteBishop98a in several directions: bf(1) We allow for em non-linear projection manifolds. The basic building block is the Generative Topographic Mapping (GTM). bf(2) We introduce a general formulation of hierarchical probabilistic models consisting of local probabilistic models organized in a hierarchical tree. General training equations are derived, regardless of the position of the model in the tree. bf(3) Using tools from differential geometry we derive expressions for local directional curvatures of the projection manifold. Like PhiVis, our system is statistically principled and is built interactively in a top-down fashion using the EM algorithm. It enables the user to interactively highlight those data in the ancestor visualization plots which are captured by a child model. We also incorporate into our system a hierarchical, locally selective representation of magnification factors and directional curvatures of the projection manifolds. Such information is important for further refinement of the hierarchical visualization plot, as well as for controlling the amount of regularization imposed on the local models. We demonstrate the principle of the approach on a toy data set and apply our system to two more complex 12- and 18-dimensional data sets.

Constructing localized non-linear projection manifolds in a principled way:hierarchical generative topographic mapping

It has been argued that a single two-dimensional visualization plot may not be sufficient to capture all of the interesting aspects of complex data sets, and therefore a hierarchical visualization system is desirable. In this paper we extend an existing locally linear hierarchical visualization system PhiVis (Bishop98a) in several directions: 1. We allow for em non-linear projection manifolds. The basic building block is the Generative Topographic Mapping. 2. We introduce a general formulation of hierarchical probabilistic models consisting of local probabilistic models organized in a hierarchical tree. General training equations are derived, regardless of the position of the model in the tree. 3. Using tools from differential geometry we derive expressions for local directionalcurvatures of the projection manifold. Like PhiVis, our system is statistically principled and is built interactively in a top-down fashion using the EM algorithm. It enables the user to interactively highlight those data in the parent visualization plot which are captured by a child model.We also incorporate into our system a hierarchical, locally selective representation of magnification factors and directional curvatures of the projection manifolds. Such information is important for further refinement of the hierarchical visualization plot, as well as for controlling the amount of regularization imposed on the local models. We demonstrate the principle of the approach on a toy data set andapply our system to two more complex 12- and 19-dimensional data sets.

Non-linear hierarchical visualisation

This thesis applies a hierarchical latent trait model system to a large quantity of data. The motivation for it was lack of viable approaches to analyse High Throughput Screening datasets which maybe include thousands of data points with high dimensions. High Throughput Screening (HTS) is an important tool in the pharmaceutical industry for discovering leads which can be optimised and further developed into candidate drugs. Since the development of new robotic technologies, the ability to test the activities of compounds has considerably increased in recent years. Traditional methods, looking at tables and graphical plots for analysing relationships between measured activities and the structure of compounds, have not been feasible when facing a large HTS dataset. Instead, data visualisation provides a method for analysing such large datasets, especially with high dimensions. So far, a few visualisation techniques for drug design have been developed, but most of them just cope with several properties of compounds at one time. We believe that a latent variable model (LTM) with a non-linear mapping from the latent space to the data space is a preferred choice for visualising a complex high-dimensional data set. As a type of latent variable model, the latent trait model can deal with either continuous data or discrete data, which makes it particularly useful in this domain. In addition, with the aid of differential geometry, we can imagine the distribution of data from magnification factor and curvature plots. Rather than obtaining the useful information just from a single plot, a hierarchical LTM arranges a set of LTMs and their corresponding plots in a tree structure. We model the whole data set with a LTM at the top level, which is broken down into clusters at deeper levels of t.he hierarchy. In this manner, the refined visualisation plots can be displayed in deeper levels and sub-clusters may be found. Hierarchy of LTMs is trained using expectation-maximisation (EM) algorithm to maximise its likelihood with respect to the data sample. Training proceeds interactively in a recursive fashion (top-down). The user subjectively identifies interesting regions on the visualisation plot that they would like to model in a greater detail. At each stage of hierarchical LTM construction, the EM algorithm alternates between the E- and M-step. Another problem that can occur when visualising a large data set is that there may be significant overlaps of data clusters. It is very difficult for the user to judge where centres of regions of interest should be put. We address this problem by employing the minimum message length technique, which can help the user to decide the optimal structure of the model. In this thesis we also demonstrate the applicability of the hierarchy of latent trait models in the field of document data mining.

Método híbrido para projeto de superfícies seletivas em frequência

This thesis presents a hybrid technique of frequency selective surfaces project (FSS) on a isotropic dielectric layer, considering various geometries for the elements of the unit cell. Specifically, the hybrid technique uses the equivalent circuit method in conjunction with genetic algorithm, aiming at the synthesis of structures with response single-band and dual-band. The equivalent circuit method allows you to model the structure by using an equivalent circuit and also obtaining circuits for different geometries. From the obtaining of the parameters of these circuits, you can get the transmission and reflection characteristics of patterned structures. For the optimization of patterned structures, according to the desired frequency response, Matlab™ optimization tool named optimtool proved to be easy to use, allowing you to explore important results on the optimization analysis. In this thesis, numeric and experimental results are presented for the different characteristics of the analyzed geometries. For this, it was determined a technique to obtain the parameter N, which is based on genetic algorithms and differential geometry, to obtain the algebraic rational models that determine values of N more accurate, facilitating new projects of FSS with these geometries. The optimal results of N are grouped according to the occupancy factor of the cell and the thickness of the dielectric, for modeling of the structures by means of rational algebraic equations. Furthermore, for the proposed hybrid model was developed a fitness function for the purpose of calculating the error occurred in the definitions of FSS bandwidths with transmission features single band and dual band. This thesis deals with the construction of prototypes of FSS with frequency settings and band widths obtained with the use of this function. The FSS were initially reviewed through simulations performed with the commercial software Ansoft Designer ™, followed by simulation with the equivalent circuit method for obtaining a value of N in order to converge the resonance frequency and the bandwidth of the FSS analyzed, then the results obtained were compared. The methodology applied is validated with the construction and measurement of prototypes with different geometries of the cells of the arrays of FSS.

Método híbrido para projeto de superfícies seletivas em frequência

This thesis presents a hybrid technique of frequency selective surfaces project (FSS) on a isotropic dielectric layer, considering various geometries for the elements of the unit cell. Specifically, the hybrid technique uses the equivalent circuit method in conjunction with genetic algorithm, aiming at the synthesis of structures with response single-band and dual-band. The equivalent circuit method allows you to model the structure by using an equivalent circuit and also obtaining circuits for different geometries. From the obtaining of the parameters of these circuits, you can get the transmission and reflection characteristics of patterned structures. For the optimization of patterned structures, according to the desired frequency response, Matlab™ optimization tool named optimtool proved to be easy to use, allowing you to explore important results on the optimization analysis. In this thesis, numeric and experimental results are presented for the different characteristics of the analyzed geometries. For this, it was determined a technique to obtain the parameter N, which is based on genetic algorithms and differential geometry, to obtain the algebraic rational models that determine values of N more accurate, facilitating new projects of FSS with these geometries. The optimal results of N are grouped according to the occupancy factor of the cell and the thickness of the dielectric, for modeling of the structures by means of rational algebraic equations. Furthermore, for the proposed hybrid model was developed a fitness function for the purpose of calculating the error occurred in the definitions of FSS bandwidths with transmission features single band and dual band. This thesis deals with the construction of prototypes of FSS with frequency settings and band widths obtained with the use of this function. The FSS were initially reviewed through simulations performed with the commercial software Ansoft Designer ™, followed by simulation with the equivalent circuit method for obtaining a value of N in order to converge the resonance frequency and the bandwidth of the FSS analyzed, then the results obtained were compared. The methodology applied is validated with the construction and measurement of prototypes with different geometries of the cells of the arrays of FSS.

Positive Ricci Curvature on Highly Connected Manifolds

Peer reviewed