Conditioning and preconditioning of the optimal state estimation problem

Optimal state estimation is a method that requires minimising a weighted, nonlinear, least-squares objective function in order to obtain the best estimate of the current state of a dynamical system. Often the minimisation is non-trivial due to the large scale of the problem, the relative sparsity of the observations and the nonlinearity of the objective function. To simplify the problem the solution is often found via a sequence of linearised objective functions. The condition number of the Hessian of the linearised problem is an important indicator of the convergence rate of the minimisation and the expected accuracy of the solution. In the standard formulation the convergence is slow, indicating an ill-conditioned objective function. A transformation to different variables is often used to ameliorate the conditioning of the Hessian by changing, or preconditioning, the Hessian. There is only sparse information in the literature for describing the causes of ill-conditioning of the optimal state estimation problem and explaining the effect of preconditioning on the condition number. This paper derives descriptive theoretical bounds on the condition number of both the unpreconditioned and preconditioned system in order to better understand the conditioning of the problem. We use these bounds to explain why the standard objective function is often ill-conditioned and why a standard preconditioning reduces the condition number. We also use the bounds on the preconditioned Hessian to understand the main factors that affect the conditioning of the system. We illustrate the results with simple numerical experiments.

Template-based quadrilateral meshing

Generating quadrilateral meshes is a highly non-trivial task, as design decisions are frequently driven by specific application demands. Automatic techniques can optimize objective quality metrics, such as mesh regularity, orthogonality, alignment and adaptivity; however, they cannot make subjective design decisions. There are a few quad meshing approaches that offer some mechanisms to include the user in the mesh generation process; however, these techniques either require a large amount of user interaction or do not provide necessary or easy to use inputs. Here, we propose a template-based approach for generating quad-only meshes from triangle surfaces. Our approach offers a flexible mechanism to allow external input, through the definition of alignment features that are respected during the mesh generation process. While allowing user inputs to support subjective design decisions, our approach also takes into account objective quality metrics to produce semi-regular, quad-only meshes that align well to desired surface features. Published by Elsevier Ltd.

On S-matrix factorization of the Landau-Lifshitz model

We consider the three-particle scattering S-matrix for the Landau-Lifshitz model by directly computing the set of the Feynman diagrams up to the second order. We show, following the analogous computations for the non-linear Schrdinger model [1, 2], that the three-particle S-matrix is factorizable in the first non-trivial order.

Coherent and semiclassical states in a magnetic field in the presence of the Aharonov-Bohm solenoid

A new approach to constructing coherent states (CS) and semiclassical states (SS) in a magnetic-solenoid field is proposed. The main idea is based on the fact that the AB solenoid breaks the translational symmetry in the xy-plane; this has a topological effect such that there appear two types of trajectories which embrace and do not embrace the solenoid. Due to this fact, one has to construct two different kinds of CS/SS which correspond to such trajectories in the semiclassical limit. Following this idea, we construct CS in two steps, first the instantaneous CS (ICS) and then the time-dependent CS/SS as an evolution of the ICS. The construction is realized for nonrelativistic and relativistic spinning particles both in (2 + 1) and (3 + 1) dimensions and gives a non-trivial example of SS/CS for systems with a nonquadratic Hamiltonian. It is stressed that CS depending on their parameters (quantum numbers) describe both pure quantum and semiclassical states. An analysis is represented that classifies parameters of the CS in such respect. Such a classification is used for the semiclassical decompositions of various physical quantities.

Fractal structures in stenoses and aneurysms in blood vessels

Recent advances in the field of chaotic advection provide the impetus to revisit the dynamics of particles transported by blood flow in the presence of vessel wall irregularities. The irregularity, being either a narrowing or expansion of the vessel, mimicking stenoses or aneurysms, generates abnormal flow patterns that lead to a peculiar filamentary distribution of advected particles, which, in the blood, would include platelets. Using a simple model, we show how the filamentary distribution depends on the size of the vessel wall irregularity, and how it varies under resting or exercise conditions. The particles transported by blood flow that spend a long time around a disturbance either stick to the vessel wall or reside on fractal filaments. We show that the faster flow associated with exercise creates widespread filaments where particles can get trapped for a longer time, thus allowing for the possible activation of such particles. We argue, based on previous results in the field of active processes in flows, that the non-trivial long-time distribution of transported particles has the potential to have major effects on biochemical processes occurring in blood flow, including the activation and deposition of platelets. One aspect of the generality of our approach is that it also applies to other relevant biological processes, an example being the coexistence of plankton species investigated previously.

Linear covariant gauges on the lattice

Linear covariant gauges, such as Feynman gauge, are very useful in perturbative calculations. Their non-perturbative formulation is, however, highly non-trivial. In particular, it is a challenge to define linear covariant gauges on a lattice. We consider a class of gauges in lattice gauge theory that coincides with the perturbative definition of linear covariant gauges in the formal continuum limit. The corresponding gauge-fixing procedure is described and analyzed in detail, with an application to the pure SU(2) case. In addition, results for the gluon propagator in the two-dimensional case are given. (C) 2008 Elsevier B.V. All rights reserved.

An algorithm for automatic checking of exercises in a dynamic geometry system: iGeom

One of the key issues in e-learning environments is the possibility of creating and evaluating exercises. However, the lack of tools supporting the authoring and automatic checking of exercises for specifics topics (e.g., geometry) drastically reduces advantages in the use of e-learning environments on a larger scale, as usually happens in Brazil. This paper describes an algorithm, and a tool based on it, designed for the authoring and automatic checking of geometry exercises. The algorithm dynamically compares the distances between the geometric objects of the student`s solution and the template`s solution, provided by the author of the exercise. Each solution is a geometric construction which is considered a function receiving geometric objects (input) and returning other geometric objects (output). Thus, for a given problem, if we know one function (construction) that solves the problem, we can compare it to any other function to check whether they are equivalent or not. Two functions are equivalent if, and only if, they have the same output when the same input is applied. If the student`s solution is equivalent to the template`s solution, then we consider the student`s solution as a correct solution. Our software utility provides both authoring and checking tools to work directly on the Internet, together with learning management systems. These tools are implemented using the dynamic geometry software, iGeom, which has been used in a geometry course since 2004 and has a successful track record in the classroom. Empowered with these new features, iGeom simplifies teachers` tasks, solves non-trivial problems in student solutions and helps to increase student motivation by providing feedback in real time. (c) 2008 Elsevier Ltd. All rights reserved.

HFD groups in the Solovay model

Hajnal and Juhasz proved that under CH there is a hereditarily separable, hereditarily normal topological group without non-trivial convergent sequences that is countably compact and not Lindelof. The example constructed is a topological subgroup H subset of 2(omega 1) that is an HFD with the following property (P) the projection of H onto every partial product 2(I) for I is an element of vertical bar omega(1)vertical bar(omega) is onto. Any such group has the necessary properties. We prove that if kappa is a cardinal of uncountable cofinality, then in the model obtained by forcing over a model of CH with the measure algebra on 2(kappa), there is an HFD topological group in 2(omega 1) which has property (P). Crown Copyright (C) 2009 Published by Elsevier B.V. All rights reserved.

THE LOWER CENTRAL AND DERIVED SERIES OF THE BRAID GROUPS OF THE FINITELY-PUNCTURED SPHERE

Motivated in part by the study of Fadell-Neuwirth short exact sequences, we determine the lower central and derived series for the braid groups of the finitely-punctured sphere. For n >= 1, the class of m-string braid groups B(m)(S(2)\{x(1), ... , x(n)}) of the n-punctured sphere includes the usual Artin braid groups B(m) (for n = 1), those of the annulus, which are Artin groups of type B (for n = 2), and affine Artin groups of type (C) over tilde (for n = 3). We first consider the case n = 1. Motivated by the study of almost periodic solutions of algebraic equations with almost periodic coefficients, Gorin and Lin calculated the commutator subgroup of the Artin braid groups. We extend their results, and show that the lower central series (respectively, derived series) of B(m) is completely determined for all m is an element of N (respectively, for all m not equal 4). In the exceptional case m = 4, we obtain some higher elements of the derived series and its quotients. When n >= 2, we prove that the lower central series (respectively, derived series) of B(m)(S(2)\{x(1), ... , x(n)}) is constant from the commutator subgroup onwards for all m >= 3 (respectively, m >= 5). The case m = 1 is that of the free group of rank n - 1. The case n = 2 is of particular interest notably when m = 2 also. In this case, the commutator subgroup is a free group of infinite rank. We then go on to show that B(2)(S(2)\{x(1), x(2)}) admits various interpretations, as the Baumslag-Solitar group BS(2, 2), or as a one-relator group with non-trivial centre for example. We conclude from this latter fact that B(2)(S(2)\{x(1), x(2)}) is residually nilpotent, and that from the commutator subgroup onwards, its lower central series coincides with that of the free product Z(2) * Z. Further, its lower central series quotients Gamma(i)/Gamma(i+1) are direct sums of copies of Z(2), the number of summands being determined explicitly. In the case m >= 3 and n = 2, we obtain a presentation of the derived subgroup, from which we deduce its Abelianization. Finally, in the case n = 3, we obtain partial results for the derived series, and we prove that the lower central series quotients Gamma(i)/Gamma(i+1) are 2-elementary finitely-generated groups.

BASS CYCLIC UNITS AS FACTORS IN A FREE GROUP IN INTEGRAL GROUP RING UNITS

Marciniak and Sehgal showed that if u is a non-trivial bicyclic unit of an integral group ring then there is a bicyclic unit v such that u and v generate a non-abelian free group. A similar result does not hold for Bass cyclic units of infinite order based on non-central elements as some of them have finite order modulo the center. We prove a theorem that suggests that this is the only limitation to obtain a non-abelian free group from a given Bass cyclic unit. More precisely, we prove that if u is a Bass cyclic unit of an integral group ring ZG of a solvable and finite group G, such that u has infinite order modulo the center of U(ZG) and it is based on an element of prime order, then there is a non-abelian free group generated by a power of u and a power of a unit in ZG which is either a Bass cyclic unit or a bicyclic unit.

Abelian torsion groups with a countably compact group topology

Comfort and Remus [W.W. Comfort, D. Remus, Abelian torsion groups with a pseudo-compact group topology, Forum Math. 6 (3) (1994) 323-337] characterized algebraically the Abelian torsion groups that admit a pseudocompact group topology using the Ulm-Kaplansky invariants. We show, under a condition weaker than the Generalized Continuum Hypothesis, that an Abelian torsion group (of any cardinality) admits a pseudocompact group topology if and only if it admits a countably compact group topology. Dikranjan and Tkachenko [D. Dikranjan. M. Tkachenko, Algebraic structure of small countably compact Abelian groups, Forum Math. 15 (6) (2003) 811-837], and Dikranjan and Shakhmatov [D. Dikranjan. D. Shakhmatov, Forcing hereditarily separable compact-like group topologies on Abelian groups, Topology Appl. 151 (1-3) (2005) 2-54] showed this equivalence for groups of cardinality not greater than 2(c). We also show, from the existence of a selective ultrafilter, that there are countably compact groups without non-trivial convergent sequences of cardinality kappa(omega), for any infinite cardinal kappa. In particular, it is consistent that for every cardinal kappa there are countably compact groups without non-trivial convergent sequences whose weight lambda has countable cofinality and lambda > kappa. (C) 2009 Elsevier B.V. All rights reserved.

Agents and the Grid: Service Discovery

The Grid is a large-scale computer system that is capable of coordinating resources that are not subject to centralised control, whilst using standard, open, general-purpose protocols and interfaces, and delivering non-trivial qualities of service. In this chapter, we argue that Grid applications very strongly suggest the use of agent-based computing, and we review key uses of agent technologies in Grids: user agents, able to customize and personalise data; agent communication languages offering a generic and portable communication medium; and negotiation allowing multiple distributed entities to reach service level agreements. In the second part of the chapter, we focus on Grid service discovery, which we have identified as a prime candidate for use of agent technologies: we show that Grid-services need to be located via personalised, semantic-rich discovery processes, which must rely on the storage of arbitrary metadata about services that originates from both service providers and service users. We present UDDI-MT, an extension to the standard UDDI service directory approach that supports the storage of such metadata via a tunnelling technique that ties the metadata store to the original UDDI directory. The outcome is a flexible service registry which is compatible with existing standards and also provides metadata-enhanced service discovery.

Fred: An approach to generating real, correct, reusable programs from proofs

In this paper we describe our system for automatically extracting "correct" programs from proofs using a development of the Curry-Howard process. Although program extraction has been developed by many authors, our system has a number of novel features designed to make it very easy to use and as close as possible to ordinary mathematical terminology and practice. These features include 1. the use of Henkin's technique to reduce higher-order logic to many-sorted (first-order) logic; 2. the free use of new rules for induction subject to certain conditions; 3. the extensive use of previously programmed (total, recursive) functions; 4. the use of templates to make the reasoning much closer to normal mathematical proofs and 5. a conceptual distinction between the computational type theory (for representing programs)and the logical type theory (for reasoning about programs). As an example of our system we give a constructive proof of the well known theorem that every graph of even parity, which is non-trivial in the sense that it does not consist of isolated vertices, has a cycle. Given such a graph as input, the extracted program produces a cycle as promised.

Protocols between programs and proofs

In this paper we describe a new protocol that we call the Curry-Howard protocol between a theory and the programs extracted from it. This protocol leads to the expansion of the theory and the production of more powerful programs. The methodology we use for automatically extracting “correct” programs from proofs is a development of the well-known Curry-Howard process. Program extraction has been developed by many authors, but our presentation is ultimately aimed at a practical, usable system and has a number of novel features. These include 1. a very simple and natural mimicking of ordinary mathematical practice and likewise the use of established computer programs when we obtain programs from formal proofs, and 2. a conceptual distinction between programs on the one hand, and proofs of theorems that yield programs on the other. An implementation of our methodology is the Fred system. As an example of our protocol we describe a constructive proof of the well-known theorem that every graph of even parity can be decomposed into a list of disjoint cycles. Given such a graph as input, the extracted program produces a list of the (non-trivial) disjoint cycles as promised.

QoS-aware model driven architecture through the UML and CIM

The specification of Quality of Service (QoS) constraints over software design requires measures that ensure such requirements are met by the delivered product. Achieving this goal is non-trivial, as it involves, at least, identifying how QoS constraint specifications should be checked at the runtime. In this paper we present an implementation of a Model Driven Architecture (MDA) based framework for the runtime monitoring of QoS properties. We incorporate the UML2 superstructure and the UML profile for Quality of Service to provide abstract descriptions of component-and-connector systems. We then define transformations that refine the UML2 models to conform with the Distributed Management Taskforce (DMTF) Common Information Model (CIM) (Distributed Management Task Force Inc. 2006), a schema standard for management and instrumentation of hardware and software. Finally, we provide a mapping the CIM metamodel to a .NET-based metamodel for implementation of the monitoring infrastructure utilising various .NET features including the Windows Management Instrumentation (WMI) interface.