Numerical experiments with a modified regularization scheme for mathematical programs with complementarity constraints

On this paper we present a modified regularization scheme for Mathematical Programs with Complementarity Constraints. In the regularized formulations the complementarity condition is replaced by a constraint involving a positive parameter that can be decreased to zero. In our approach both the complementarity condition and the nonnegativity constraints are relaxed. An iterative algorithm is implemented in MATLAB language and a set of AMPL problems from MacMPEC database were tested.

Extension of the Nambu-Jona-Lasinio model predictions at high densities and temperatures using an implicit regularization scheme

Traditional cutoff regularization schemes of the Nambu-Jona-Lasinio model limit the applicability of the model to energy-momentum scales much below the value of the regularizing cutoff. In particular, the model cannot be used to study quark matter with Fermi momenta larger than the cutoff. In the present work, an extension of the model to high temperatures and densities recently proposed by Casalbuoni, Gatto, Nardulli, and Ruggieri is used in connection with an implicit regularization scheme. This is done by making use of scaling relations of the divergent one-loop integrals that relate these integrals at different energy-momentum scales. Fixing the pion decay constant at the chiral symmetry breaking scale in the vacuum, the scaling relations predict a running coupling constant that decreases as the regularization scale increases, implementing in a schematic way the property of asymptotic freedom of quantum chromodynamics. If the regularization scale is allowed to increase with density and temperature, the coupling will decrease with density and temperature, extending in this way the applicability of the model to high densities and temperatures. These results are obtained without specifying an explicit regularization. As an illustration of the formalism, numerical results are obtained for the finite density and finite temperature quark condensate and applied to the problem of color superconductivity at high quark densities and finite temperature.

Coisotropic regularization of singular Lagrangians

We present an alternative approach to the usual treatments of singular Lagrangians. It is based on a Hamiltonian regularization scheme inspired on the coisotropic embedding of presymplectic systems. A Lagrangian regularization of a singular Lagrangian is a regular Lagrangian defined on an extended velocity phase space that reproduces the original theory when restricted to the initial configuration space. A Lagrangian regularization does not always exists, but a family of singular Lagrangians is studied for which such a regularization can be described explicitly. These regularizations turn out to be essentially unique and provide an alternative setting to quantize the corresponding physical systems. These ideas can be applied both in classical mechanics and field theories. Several examples are discussed in detail. 1995 American Institute of Physics.

An advanced regularization methodology for use in watershed model calibration

A calibration methodology based on an efficient and stable mathematical regularization scheme is described. This scheme is a variant of so-called Tikhonov regularization in which the parameter estimation process is formulated as a constrained minimization problem. Use of the methodology eliminates the need for a modeler to formulate a parsimonious inverse problem in which a handful of parameters are designated for estimation prior to initiating the calibration process. Instead, the level of parameter parsimony required to achieve a stable solution to the inverse problem is determined by the inversion algorithm itself. Where parameters, or combinations of parameters, cannot be uniquely estimated, they are provided with values, or assigned relationships with other parameters, that are decreed to be realistic by the modeler. Conversely, where the information content of a calibration dataset is sufficient to allow estimates to be made of the values of many parameters, the making of such estimates is not precluded by preemptive parsimonizing ahead of the calibration process. White Tikhonov schemes are very attractive and hence widely used, problems with numerical stability can sometimes arise because the strength with which regularization constraints are applied throughout the regularized inversion process cannot be guaranteed to exactly complement inadequacies in the information content of a given calibration dataset. A new technique overcomes this problem by allowing relative regularization weights to be estimated as parameters through the calibration process itself. The technique is applied to the simultaneous calibration of five subwatershed models, and it is demonstrated that the new scheme results in a more efficient inversion, and better enforcement of regularization constraints than traditional Tikhonov regularization methodologies. Moreover, it is argued that a joint calibration exercise of this type results in a more meaningful set of parameters than can be achieved by individual subwatershed model calibration. (c) 2005 Elsevier B.V. All rights reserved.

Refraction corrected transmission ultrasound computed tomography for application in breast imaging

Purpose: We present an iterative framework for CT reconstruction from transmission ultrasound data which accurately and efficiently models the strong refraction effects that occur in our target application: Imaging the female breast. Methods: Our refractive ray tracing framework has its foundation in the fast marching method (FNMM) and it allows an accurate as well as efficient modeling of curved rays. We also describe a novel regularization scheme that yields further significant reconstruction quality improvements. A final contribution is the development of a realistic anthropomorphic digital breast phantom based on the NIH Visible Female data set. Results: Our system is able to resolve very fine details even in the presence of significant noise, and it reconstructs both sound speed and attenuation data. Excellent correspondence with a traditional, but significantly more computationally expensive wave equation solver is achieved. Conclusions: Apart from the accurate modeling of curved rays, decisive factors have also been our regularization scheme and the high-quality interpolation filter we have used. An added benefit of our framework is that it accelerates well on GPUs where we have shown that clinical 3D reconstruction speeds on the order of minutes are possible.

Mesonic correlation functions at finite temperature in the NJL model

We employ the NJL model to calculate mesonic correlation functions at finite temperature and compare results with recent lattice QCD simulations. We employ an implicit regularization scheme to deal with the divergent amplitudes to obtain ambiguity-free, scale-invariant and symmetry-preserving physical amplitudes. Making the coupling constants of the model temperature dependent, we show that at low momenta our results agree qualitatively with lattice simulations.

Hadronic current correlation functions at finite temperature in the NJL model

Recently there have been suggestions that for a proper description of hadronic matter and hadronic correlation functions within the NJL model at finite density/temperature the parameters of the model should be taken density/temperature dependent. Here we show that qualitatively similar results can be obtained using a cutoff-independent regularization of the NJL model. In this regularization scheme one can express the divergent parts at finite density/temperature of the amplitudes in terms of their counterparts in vacuum.

Effective potential in curved space and cut-off regularizations

Coordenação de Aperfeiçoamento de Pessoal de Nível Superior (CAPES)

Optical flow estimation with consistent spatio-temporal coherence models

[EN] In this work we propose a new variational model for the consistent estimation of motion fields. The aim of this work is to develop appropriate spatio-temporal coherence models. In this sense, we propose two main contributions: a nonlinear flow constancy assumption, similar in spirit to the nonlinear brightness constancy assumption, which conveniently relates flow fields at different time instants; and a nonlinear temporal regularization scheme, which complements the spatial regularization and can cope with piecewise continuous motion fields. These contributions pose a congruent variational model since all the energy terms, except the spatial regularization, are based on nonlinear warpings of the flow field. This model is more general than its spatial counterpart, provides more accurate solutions and preserves the continuity of optical flows in time. In the experimental results, we show that the method attains better results and, in particular, it considerably improves the accuracy in the presence of large displacements.

Robust optical flow estimation

[EN] In this work, we describe an implementation of the variational method proposed by Brox et al. in 2004, which yields accurate optical flows with low running times. It has several benefits with respect to the method of Horn and Schunck: it is more robust to the presence of outliers, produces piecewise-smooth flow fields and can cope with constant brightness changes. This method relies on the brightness and gradient constancy assumptions, using the information of the image intensities and the image gradients to find correspondences. It also generalizes the use of continuous L1 functionals, which help mitigate the efect of outliers and create a Total Variation (TV) regularization. Additionally, it introduces a simple temporal regularization scheme that enforces a continuous temporal coherence of the flow fields.

Bayesian Analysis of Linear Inverse Problems with Applications in Economics and Finance

In my PhD thesis I propose a Bayesian nonparametric estimation method for structural econometric models where the functional parameter of interest describes the economic agent's behavior. The structural parameter is characterized as the solution of a functional equation, or by using more technical words, as the solution of an inverse problem that can be either ill-posed or well-posed. From a Bayesian point of view, the parameter of interest is a random function and the solution to the inference problem is the posterior distribution of this parameter. A regular version of the posterior distribution in functional spaces is characterized. However, the infinite dimension of the considered spaces causes a problem of non continuity of the solution and then a problem of inconsistency, from a frequentist point of view, of the posterior distribution (i.e. problem of ill-posedness). The contribution of this essay is to propose new methods to deal with this problem of ill-posedness. The first one consists in adopting a Tikhonov regularization scheme in the construction of the posterior distribution so that I end up with a new object that I call regularized posterior distribution and that I guess it is solution of the inverse problem. The second approach consists in specifying a prior distribution on the parameter of interest of the g-prior type. Then, I detect a class of models for which the prior distribution is able to correct for the ill-posedness also in infinite dimensional problems. I study asymptotic properties of these proposed solutions and I prove that, under some regularity condition satisfied by the true value of the parameter of interest, they are consistent in a "frequentist" sense. Once I have set the general theory, I apply my bayesian nonparametric methodology to different estimation problems. First, I apply this estimator to deconvolution and to hazard rate, density and regression estimation. Then, I consider the estimation of an Instrumental Regression that is useful in micro-econometrics when we have to deal with problems of endogeneity. Finally, I develop an application in finance: I get the bayesian estimator for the equilibrium asset pricing functional by using the Euler equation defined in the Lucas'(1978) tree-type models.

Regularisierung und Renormierung in der Quantenfeldtheorie : Resultate aus dem Vergleich konsistenter und praktikabler Methoden

Die Arbeit beginnt mit dem Vergleich spezieller Regularisierungsmethoden in der Quantenfeldtheorie mit dem Verfahren zur störungstheoretischen Konstruktion der S-Matrix nach Epstein und Glaser. Da das Epstein-Glaser-Verfahren selbst als Regularisierungsverfahren verwandt werden kann und darüberhinaus ausschließlich auf physikalisch motivierten Postulaten basiert, liefert dieser Vergleich ein Kriterium für die Zulässigkeit anderer Regularisierungsmethoden. Zusätzlich zur Herausstellung dieser Zulässigkeit resultiert aus dieser Gegenüberstellung als weiteres wesentliches Resultat ein neues, in der Anwendung praktikables sowie konsistentes Regularisierungsverfahren, das modifizierte BPHZ-Verfahren. Dieses wird anhand von Ein-Schleifen-Diagrammen aus der QED (Elektronselbstenergie, Vakuumpolarisation und Vertexkorrektur) demonstriert. Im Gegensatz zur vielverwandten Dimensionalen Regularisierung ist dieses Verfahren uneingeschränkt auch für chirale Theorien anwendbar. Als Beispiel hierfür dient die Berechnung der im Rahmen einer axialen Erweiterung der QED-Lagrangedichte auftretenden U(1)-Anomalie. Auf der Stufe von Mehr-Schleifen-Diagrammen zeigt der Vergleich der Epstein-Glaser-Konstruktion mit dem bekannten BPHZ-Verfahren an mehreren Beispielen aus der Phi^4-Theorie, darunter das sog. Sunrise-Diagramm, daß zu deren Berechnung die nach der Waldformel des BPHZ-Verfahrens zur Regularisierung beitragenden Unterdiagramme auf eine kleinere Klasse eingeschränkt werden können. Dieses Resultat ist gleichfalls für die Praxis der Regularisierung bedeutsam, da es bereits auf der Stufe der zu berücksichtigenden Unterdiagramme zu einer Vereinfachung führt.

Konstruktion und Analyse einer funktionalen Renormierungsgruppengleichung für Gravitation im Einstein-Cartan-Zugang

Während das Standardmodell der Elementarteilchenphysik eine konsistente, renormierbare Quantenfeldtheorie dreier der vier bekannten Wechselwirkungen darstellt, bleibt die Quantisierung der Gravitation ein bislang ungelöstes Problem. In den letzten Jahren haben sich jedoch Hinweise ergeben, nach denen metrische Gravitation asymptotisch sicher ist. Das bedeutet, daß sich auch für diese Wechselwirkung eine Quantenfeldtheorie konstruieren läßt. Diese ist dann in einem verallgemeinerten Sinne renormierbar, der nicht mehr explizit Bezug auf die Störungstheorie nimmt. Zudem sagt dieser Zugang, der auf der Wilsonschen Renormierungsgruppe beruht, die korrekte mikroskopische Wirkung der Theorie voraus. Klassisch ist metrische Gravitation auf dem Niveau der Vakuumfeldgleichungen äquivalent zur Einstein-Cartan-Theorie, die das Vielbein und den Spinzusammenhang als fundamentale Variablen verwendet. Diese Theorie besitzt allerdings mehr Freiheitsgrade, eine größere Eichgruppe, und die zugrundeliegende Wirkung ist von erster Ordnung. Alle diese Eigenschaften erschweren eine zur metrischen Gravitation analoge Behandlung.rnrnIm Rahmen dieser Arbeit wird eine dreidimensionale Trunkierung von der Art einer verallgemeinerten Hilbert-Palatini-Wirkung untersucht, die neben dem Laufen der Newton-Konstante und der kosmologischen Konstante auch die Renormierung des Immirzi-Parameters erfaßt. Trotz der angedeuteten Schwierigkeiten war es möglich, das Spektrum des freien Hilbert-Palatini-Propagators analytisch zu berechnen. Auf dessen Grundlage wird eine Flußgleichung vom Propertime-Typ konstruiert. Zudem werden geeignete Eichbedingungen gewählt und detailliert analysiert. Dabei macht die Struktur der Eichgruppe eine Kovariantisierung der Eichtransformationen erforderlich. Der resultierende Fluß wird für verschiedene Regularisierungsschemata und Eichparameter untersucht. Dies liefert auch im Einstein-Cartan-Zugang berzeugende Hinweise auf asymptotische Sicherheit und damit auf die mögliche Existenz einer mathematisch konsistenten und prädiktiven fundamentalen Quantentheorie der Gravitation. Insbesondere findet man ein Paar nicht-Gaußscher Fixpunkte, das Anti-Screening aufweist. An diesen sind die Newton-Konstante und die kosmologische Konstante jeweils relevante Kopplungen, wohingegen der Immirzi-Parameter an einem Fixpunkt irrelevant und an dem anderen relevant ist. Zudem ist die Beta-Funktion des Immirzi-Parameters von bemerkenswert einfacher Form. Die Resultate sind robust gegenüber Variationen des Regularisierungsschemas. Allerdings sollten zukünftige Untersuchungen die bestehenden Eichabhängigkeiten reduzieren.

Gluon mass generation in the PT-BFM scheme

In this article we study the general structure and special properties of the Schwinger-Dyson equation for the gluon propagator constructed with the pinch technique, together with the question of how to obtain infrared finite solutions, associated with the generation of an effective gluon mass. Exploiting the known all-order correspondence between the pinch technique and the background field method, we demonstrate that, contrary to the standard formulation, the non-perturbative gluon self-energy is transverse order-by-order in the dressed loop expansion, and separately for gluonic and ghost contributions. We next present a comprehensive review of several subtle issues relevant to the search of infrared finite solutions, paying particular attention to the role of the seagull graph in enforcing transversality, the necessity of introducing massless poles in the three-gluon vertex, and the incorporation of the correct renormalization group properties. In addition, we present a method for regulating the seagull-type contributions based on dimensional regularization; its applicability depends crucially on the asymptotic behavior of the solutions in the deep ultraviolet, and in particular on the anomalous dimension of the dynamically generated gluon mass. A linearized version of the truncated Schwinger-Dyson equation is derived, using a vertex that satisfies the required Ward identity and contains massless poles belonging to different Lorentz structures. The resulting integral equation is then solved numerically, the infrared and ultraviolet properties of the obtained solutions are examined in detail, and the allowed range for the effective gluon mass is determined. Various open questions and possible connections with different approaches in the literature are discussed. © SISSA 2006.