Time trials on second-order and variable-learning-rate algorithms

The performance of seven minimization algorithms are compared on five neural network problems. These include a variable-step-size algorithm, conjugate gradient, and several methods with explicit analytic or numerical approximations to the Hessian.

Second-Order Risk Constraints

This paper discusses how numerically imprecise information can be modelled and how a risk evaluation process can be elaborated by integrating procedures for numerically imprecise probabilities and utilities. More recently, representations and methods for stating and analysing probabilities and values (utilities) with belief distributions over them (second order representations) have been suggested. In this paper, we are discussing some shortcomings in the use of the principle of maximising the expected utility and of utility theory in general, and offer remedies by the introduction of supplementary decision rules based on a concept of risk constraints taking advantage of second-order distributions.

Discontinuous Galerkin Methods for Advection-Diffusion-Reaction Problems on Anisotropically Refined Meshes

In this paper we consider the a posteriori and a priori error analysis of discontinuous Galerkin interior penalty methods for second-order partial differential equations with nonnegative characteristic form on anisotropically refined computational meshes. In particular, we discuss the question of error estimation for linear target functionals, such as the outflow flux and the local average of the solution. Based on our a posteriori error bound we design and implement the corresponding adaptive algorithm to ensure reliable and efficient control of the error in the prescribed functional to within a given tolerance. This involves exploiting both local isotropic and anisotropic mesh refinement. The theoretical results are illustrated by a series of numerical experiments.

Discontinuous Galerkin Methods on hp-Anisotropic Meshes I: A Priori Error Analysis

We consider the a priori error analysis of hp-version interior penalty discontinuous Galerkin methods for second-order partial differential equations with nonnegative characteristic form under weak assumptions on the mesh design and the local finite element spaces employed. In particular, we prove a priori hp-error bounds for linear target functionals of the solution, on (possibly) anisotropic computational meshes with anisotropic tensor-product polynomial basis functions. The theoretical results are illustrated by a numerical experiment.

Discontinuous Galerkin Methods on hp-Anisotropic Meshes II: A Posteriori Error Analysis and Adaptivity

We consider the a posteriori error analysis and hp-adaptation strategies for hp-version interior penalty discontinuous Galerkin methods for second-order partial differential equations with nonnegative characteristic form on anisotropically refined computational meshes with anisotropically enriched elemental polynomial degrees. In particular, we exploit duality based hp-error estimates for linear target functionals of the solution and design and implement the corresponding adaptive algorithms to ensure reliable and efficient control of the error in the prescribed functional to within a given tolerance. This involves exploiting both local isotropic and anisotropic mesh refinement and isotropic and anisotropic polynomial degree enrichment. The superiority of the proposed algorithm in comparison with standard hp-isotropic mesh refinement algorithms and an h-anisotropic/p-isotropic adaptive procedure is illustrated by a series of numerical experiments.

Existence of Homoclinic Solutions for Nonlinear Second-Order Problems

In this work, we consider the second-order discontinuous equation in the real line, u′′(t)−ku(t)=f(t,u(t),u′(t)),a.e.t∈R, with k>0 and f:R3→R an L1 -Carathéodory function. The existence of homoclinic solutions in presence of not necessarily ordered lower and upper solutions is proved, without periodicity assumptions or asymptotic conditions. Some applications to Duffing-like equations are presented in last section.

SYNCHRONIZATION OF A CLASS OF SECOND-ORDER NONLINEAR SYSTEMS

The asymptotic behavior of a class of coupled second-order nonlinear dynamical systems is studied in this paper. Using very mild assumptions on the vector-field, conditions on the coupling parameters that guarantee synchronization are provided. The proposed result does not require solutions to be ultimately bounded in order to prove synchronization, therefore it can be used to study coupled systems that do not globally synchronize, including synchronization of unbounded solutions. In this case, estimates of the synchronization region are obtained. Synchronization of two-coupled nonlinear pendulums and two-coupled Duffing systems are studied to illustrate the application of the proposed theory.

A demonstration of artificial dissipation effects in some finite volume solution methods for the Navier-Stokes equations

The artificial dissipation effects in some solutions obtained with a Navier-Stokes flow solver are demonstrated. The solvers were used to calculate the flow of an artificially dissipative fluid, which is a fluid having dissipative properties which arise entirely from the solution method itself. This was done by setting the viscosity and heat conduction coefficients in the Navier-Stokes solvers to zero everywhere inside the flow, while at the same time applying the usual no-slip and thermal conducting boundary conditions at solid boundaries. An artificially dissipative flow solution is found where the dissipation depends entirely on the solver itself. If the difference between the solutions obtained with the viscosity and thermal conductivity set to zero and their correct values is small, it is clear that the artificial dissipation is dominating and the solutions are unreliable.

Synthesis of new Fe(II) and Ru(II) eta(5)-monocyclopentadienyl compounds showing significant second order NLO properties

A series of new ruthenium(II) complexes of the general formula [Ru(eta(5)-C5H5)(PP)(L)][PF6] (PP = DPPE or 2PPh(3), L = 4-butoxybenzonitrile or N-(3-cyanophenyl)formamide) and the binuclear iron(II) complex [Fe(eta(5)-C5H5)(PP)(mu-L)(PP)(eta(5)-C5H5)Fe][PF6](2) (L = (E)-2-(3-(4-nitrophenyl)allylidene)malononitrile, that has been also newly synthesized) have been prepared and studied to evaluate their potential in the second harmonic generation property. All the new compounds were fully characterized by NMR, IR and UV-Vis spectroscopies and their electrochemistry behaviour was studied by cyclic voltammetry. Quadratic hyperpolarizabilities (beta) of three of the complexes have been determined by hyper-Rayleigh scattering (HRS) measurements at fundamental wavelength of 1500 nm and the calculated static beta(0) values are found to fall in the range 65-212 x 10(-30) esu. Compound presenting beta(0) = 212 x 10(-30) esu has revealed to be 1.2 times more efficient than urea standard in the second harmonic generation (SHG) property, measured in the solid state by Kurtz powder technique, using a Nd:YAG laser (1064 nm). (C) 2013 Elsevier B.V. All rights reserved.

A class of singular first order differential equations with applications in reaction-diffusion

Agências Financiadoras: FCT e MIUR

Quadratic programming versus second order con programming in portfolio optimization

Despite the extensive literature in finding new models to replace the Markowitz model or trying to increase the accuracy of its input estimations, there is less studies about the impact on the results of using different optimization algorithms. This paper aims to add some research to this field by comparing the performance of two optimization algorithms in drawing the Markowitz Efficient Frontier and in real world investment strategies. Second order cone programming is a faster algorithm, appears to be more efficient, but is impossible to assert which algorithm is better. Quadratic Programming often shows superior performance in real investment strategies.

Periodic solutions of second-order differential inclusions systems with p-Laplacian

Some existence results are obtained for periodic solutions of nonautonomous second-order differential inclusions systems with p-Laplacian

Periodic solutions for nonautonomous second order differential inclusions systems with p- Laplacian

Using the nonsmooth variant of minimax point theorems, some existence results are obtained for periodic solutions of nonautonomous second-order differential inclusions systems with p-Laplacian.