MIMO Wiener model identification for large scale fading of wireless mobile communications links

The large scale fading of wireless mobile communications links is modelled assuming the mobile receiver motion is described by a dynamic linear system in state-space. The geometric relations involved in the attenuation and multi-path propagation of the electric field are described by a static non-linear mapping. A Wiener system subspace identification algorithm in conjunction with polynomial regression is used to identify a model from time-domain estimates of the field intensity assuming a multitude of emitters and an antenna array at the receiver end.

Adaptive modelling with tunable RBF network using multi-innovation RLS algorithm assisted by swarm intelligence

In this paper, we propose a new on-line learning algorithm for the non-linear system identification: the swarm intelligence aided multi-innovation recursive least squares (SI-MRLS) algorithm. The SI-MRLS algorithm applies the particle swarm optimization (PSO) to construct a flexible radial basis function (RBF) model so that both the model structure and output weights can be adapted. By replacing an insignificant RBF node with a new one based on the increment of error variance criterion at every iteration, the model remains at a limited size. The multi-innovation RLS algorithm is used to update the RBF output weights which are known to have better accuracy than the classic RLS. The proposed method can produces a parsimonious model with good performance. Simulation result are also shown to verify the SI-MRLS algorithm.

State estimation using model order reduction for unstable systems

The problem of state estimation occurs in many applications of fluid flow. For example, to produce a reliable weather forecast it is essential to find the best possible estimate of the true state of the atmosphere. To find this best estimate a nonlinear least squares problem has to be solved subject to dynamical system constraints. Usually this is solved iteratively by an approximate Gauss–Newton method where the underlying discrete linear system is in general unstable. In this paper we propose a new method for deriving low order approximations to the problem based on a recently developed model reduction method for unstable systems. To illustrate the theoretical results, numerical experiments are performed using a two-dimensional Eady model – a simple model of baroclinic instability, which is the dominant mechanism for the growth of storms at mid-latitudes. It is a suitable test model to show the benefit that may be obtained by using model reduction techniques to approximate unstable systems within the state estimation problem.

Testing the expectations theory of the term structure in threshold models

We test the expectations theory of the term structure of U.S. interest rates in nonlinear systems. These models allow the response of the change in short rates to past values of the spread to depend upon the level of the spread. The nonlinear system is tested against a linear system, and the results of testing the expectations theory in both models are contrasted. We find that the results of tests of the implications of the expectations theory depend on the size and sign of the spread. The long maturity spread predicts future changes of the short rate only when it is high.

Strong surjectivity of maps from 2-complexes into the 2-sphere

Given a model 2-complex K(P) of a group presentation P, we associate to it an integer matrix Delta(P) and we prove that a cellular map f : K(P) -> S(2) is root free (is not strongly surjective) if and only if the diophantine linear system Delta(P) Y = (deg) over right arrow (f) has an integer solution, here (deg) over right arrow (f) is the so-called vector-degree of f

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.

Black-box decomposition approach for computational hemodynamics: One-dimensional models

Increasing efforts exist in integrating different levels of detail in models of the cardiovascular system. For instance, one-dimensional representations are employed to model the systemic circulation. In this context, effective and black-box-type decomposition strategies for one-dimensional networks are needed, so as to: (i) employ domain decomposition strategies for large systemic models (1D-1D coupling) and (ii) provide the conceptual basis for dimensionally-heterogeneous representations (1D-3D coupling, among various possibilities). The strategy proposed in this article works for both of these two scenarios, though the several applications shown to illustrate its performance focus on the 1D-1D coupling case. A one-dimensional network is decomposed in such a way that each coupling point connects two (and not more) of the sub-networks. At each of the M connection points two unknowns are defined: the flow rate and pressure. These 2M unknowns are determined by 2M equations, since each sub-network provides one (non-linear) equation per coupling point. It is shown how to build the 2M x 2M non-linear system with arbitrary and independent choice of boundary conditions for each of the sub-networks. The idea is then to solve this non-linear system until convergence, which guarantees strong coupling of the complete network. In other words, if the non-linear solver converges at each time step, the solution coincides with what would be obtained by monolithically modeling the whole network. The decomposition thus imposes no stability restriction on the choice of the time step size. Effective iterative strategies for the non-linear system that preserve the black-box character of the decomposition are then explored. Several variants of matrix-free Broyden`s and Newton-GMRES algorithms are assessed as numerical solvers by comparing their performance on sub-critical wave propagation problems which range from academic test cases to realistic cardiovascular applications. A specific variant of Broyden`s algorithm is identified and recommended on the basis of its computer cost and reliability. (C) 2010 Elsevier B.V. All rights reserved.

An improved finite element space for discontinuous pressures

We consider incompressible Stokes flow with an internal interface at which the pressure is discontinuous, as happens for example in problems involving surface tension. We assume that the mesh does not follow the interface, which makes classical interpolation spaces to yield suboptimal convergence rates (typically, the interpolation error in the L(2)(Omega)-norm is of order h(1/2)). We propose a modification of the P(1)-conforming space that accommodates discontinuities at the interface without introducing additional degrees of freedom or modifying the sparsity pattern of the linear system. The unknowns are the pressure values at the vertices of the mesh and the basis functions are computed locally at each element, so that the implementation of the proposed space into existing codes is straightforward. With this modification, numerical tests show that the interpolation order improves to O(h(3/2)). The new pressure space is implemented for the stable P(1)(+)/P(1) mini-element discretization, and for the stabilized equal-order P(1)/P(1) discretization. Assessment is carried out for Poiseuille flow with a forcing surface and for a static bubble. In all cases the proposed pressure space leads to improved convergence orders and to more accurate results than the standard P(1) space. In addition, two Navier-Stokes simulations with moving interfaces (Rayleigh-Taylor instability and merging bubbles) are reported to show that the proposed space is robust enough to carry out realistic simulations. (c) 2009 Elsevier B.V. All rights reserved.

Efficient solutions to robust, semi-implicit discretizations of the immersed boundary method

The immersed boundary method is a versatile tool for the investigation of flow-structure interaction. In a large number of applications, the immersed boundaries or structures are very stiff and strong tangential forces on these interfaces induce a well-known, severe time-step restriction for explicit discretizations. This excessive stability constraint can be removed with fully implicit or suitable semi-implicit schemes but at a seemingly prohibitive computational cost. While economical alternatives have been proposed recently for some special cases, there is a practical need for a computationally efficient approach that can be applied more broadly. In this context, we revisit a robust semi-implicit discretization introduced by Peskin in the late 1970s which has received renewed attention recently. This discretization, in which the spreading and interpolation operators are lagged. leads to a linear system of equations for the inter-face configuration at the future time, when the interfacial force is linear. However, this linear system is large and dense and thus it is challenging to streamline its solution. Moreover, while the same linear system or one of similar structure could potentially be used in Newton-type iterations, nonlinear and highly stiff immersed structures pose additional challenges to iterative methods. In this work, we address these problems and propose cost-effective computational strategies for solving Peskin`s lagged-operators type of discretization. We do this by first constructing a sufficiently accurate approximation to the system`s matrix and we obtain a rigorous estimate for this approximation. This matrix is expeditiously computed by using a combination of pre-calculated values and interpolation. The availability of a matrix allows for more efficient matrix-vector products and facilitates the design of effective iterative schemes. We propose efficient iterative approaches to deal with both linear and nonlinear interfacial forces and simple or complex immersed structures with tethered or untethered points. One of these iterative approaches employs a splitting in which we first solve a linear problem for the interfacial force and then we use a nonlinear iteration to find the interface configuration corresponding to this force. We demonstrate that the proposed approach is several orders of magnitude more efficient than the standard explicit method. In addition to considering the standard elliptical drop test case, we show both the robustness and efficacy of the proposed methodology with a 2D model of a heart valve. (C) 2009 Elsevier Inc. All rights reserved.

Continuously deformable topological structure

Conselho Nacional de Desenvolvimento Científico e Tecnológico (CNPq)

Control aspects in nonlinear Hill's equation

The Hill's equations-even in the linear original version are a describer of phenomenon having chaotic flavor, giving sometimes very unusual situations. The theory of the so called intervals of instability in the equation provides the precise description for most of these phenomena. Considerations on nonlinearities into the Hill's equation is a quite recent task. The linearized version for almost of these systems it reduces to the Hill's classical linear one. In this paper, some indicative facts are pointed out on the possibility of having the linear system stabilizable and/or exactly controllable. As consequence of such an approach we get results having strong classical aspects, like the one talking about location of parameters in intervals of stability. A result for nonlinear proper periodic controls, is considered too. (C) 2010 Elsevier B.V. All rights reserved.

O sobre-sinal e a resposta inversa em sistemas de controle lineares contínuos no tempo

Fundação de Amparo à Pesquisa do Estado de São Paulo (FAPESP)

Short term hydroelectric scheduling combining network flow and interior point approaches

In this paper, short term hydroelectric scheduling is formulated as a network flow optimization model and solved by interior point methods. The primal-dual and predictor-corrector versions of such interior point methods are developed and the resulting matrix structure is explored. This structure leads to very fast iterations since it avoids computation and factorization of impedance matrices. For each time interval, the linear algebra reduces to the solution of two linear systems, either to the number of buses or to the number of independent loops. Either matrix is invariant and can be factored off-line. As a consequence of such matrix manipulations, a linear system which changes at each iteration has to be solved, although its size is reduced to the number of generating units and is not a function of time intervals. These methods were applied to IEEE and Brazilian power systems, and numerical results were obtained using a MATLAB implementation. Both interior point methods proved to be robust and achieved fast convergence for all instances tested. (C) 2004 Elsevier Ltd. All rights reserved.

Eventually minimal curves

A curve defined over a finite field is maximal or minimal according to whether the number of rational points attains the upper or the lower bound in Hasse-Weil's theorem, respectively. In the study of maximal curves a fundamental role is played by an invariant linear system introduced by Ruck and Stichtenoth in [6]. In this paper we define an analogous invariant system for minimal curves, and we compute its orders and its Weierstrass points. In the last section we treat the case of curves having genus three in characteristic two.

Analyses of the modifications in the pi circuits for inclusion of frequency influence in transmission line representation

In this article, it is represented by state variables phase a transmission line which parameters are considered frequency independently and frequency dependent. It is analyzed what is the reasonable number of pi circuits and the number of blocks composed by parallel resistor and inductor in parallel for reduction of numerical oscillations. It is simulated the numerical routine with and without the effect of frequency in the longitudinal parameters. Initially, it is used state variables and pi circuits representing the transmission line composing a linear system which is solved by numerical routines based on the trapezoidal rule. The effect of frequency on the line is synthesized by resistors and inductors in parallel and this representation is analyzed in details. It is described transmission lines and the frequency influence in these lines through the state variables.