Open Access. Powered by Scholars. Published by Universities.®

Applied Mathematics Commons™

Open Access. Powered by Scholars. Published by Universities.®

Numerical Analysis and Computation

Institution
Keyword
Publication Year
Publication
Publication Type
File Type

Articles 1201 - 1230 of 1383

Full-Text Articles in Applied Mathematics

Hardware Algorithm Implementation For Mission Specific Processing, Jason W. Shirley Mar 2008

Hardware Algorithm Implementation For Mission Specific Processing, Jason W. Shirley

Theses and Dissertations

There is a need to expedite the process of designing military hardware to stay ahead of the adversary. The core of this project was to build reusable, synthesizeable libraries to make this a possibility. In order to build these libraries, Matlab® commands and functions, such as Conv2, Round, Floor, Pinv, etc., had to be converted into reusable VHDL modules. These modules make up reusable libraries for the Mission Specific Process (MSP) which will support AFRL/RY. The MSP allows the VLSI design process to be completed in a mere matter of days or months using an FPGA or ASIC design, as …


A Method For Visualizing Multivariate Time Series Data, Roger D. Peng Feb 2008

A Method For Visualizing Multivariate Time Series Data, Roger D. Peng

Johns Hopkins University, Dept. of Biostatistics Working Papers

Visualization and exploratory analysis is an important part of any data analysis and is made more challenging when the data are voluminous and high-dimensional. One such example is environmental monitoring data, which are often collected over time and at multiple locations, resulting in a geographically indexed multivariate time series. Financial data, although not necessarily containing a geographic component, present another source of high-volume multivariate time series data. We present the mvtsplot function which provides a method for visualizing multivariate time series data. We outline the basic design concepts and provide some examples of its usage by applying it to a …


Fourier Series Of Orthogonal Polynomials, Nataniel Greene Feb 2008

Fourier Series Of Orthogonal Polynomials, Nataniel Greene

Publications and Research

Explicit formulas for the Fourier coefficients of the Legendre polynomials can be found in the Bateman Manuscript Project. However, similar formulas for more general classes of orthogonal polynomials do not appear to have been worked out. Here we derive explicit formulas for the Fourier series of Gegenbauer, Jacobi, Laguerre and Hermite polynomials.


Morphologies And Kinetics Of A Dewetting Ultrathin Solid Film, Mikhail Khenner Jan 2008

Morphologies And Kinetics Of A Dewetting Ultrathin Solid Film, Mikhail Khenner

Mathematics Faculty Publications

The surface evolution model based on geometric partial differential equation is used to numerically study the kinetics of dewetting and dynamic morphologies for the localized pinhole defect in the surface of the ultrathin solid film with the strongly anisotropic surface energy. Depending on parameters such as the initial depth and width of the pinole, the strength of the attractive substrate potential and the strength of the surface energy anisotropy, the pinhole may either extend to the substrate and thus rupture the film, or evolve to the quasiequilibrium shape while the rest of the film surface undergoes phase separation into a …


Enhanced Stability Of A Dewetting Thin Liquid Film In A Single-Frequency Vibration Field, Mikhail Khenner Jan 2008

Enhanced Stability Of A Dewetting Thin Liquid Film In A Single-Frequency Vibration Field, Mikhail Khenner

Mathematics Faculty Publications

Dynamics of a thin dewetting liquid film on a vertically oscillating substrate is considered. We assume moderate vibration frequency and large (compared to the mean film thickness) vibration amplitude. Using the lubrication approximation and the averaging method, we formulate the coupled sets of equations governing the pulsatile and the averaged fluid flows in the film, and then derive the nonlinear amplitude equation for the averaged film thickness. We show that there exists a window in the frequency-amplitude domain where the parametric and shear-flow instabilities of the pulsatile flow do not emerge. As a consequence, in this window the averaged description …


Enhanced Stability Of A Dewetting Thin Liquid Film In A Single-Frequency Vibration Field, Sergey Shklyaev, Mikhail Khenner, Alexei Alabuzhev Jan 2008

Enhanced Stability Of A Dewetting Thin Liquid Film In A Single-Frequency Vibration Field, Sergey Shklyaev, Mikhail Khenner, Alexei Alabuzhev

Mathematics Faculty Publications

Dynamics of a thin dewetting liquid film on a vertically oscillating substrate is considered. We assume moderate vibration frequency and large (compared to the mean film thickness) vibration amplitude. Using the lubrication approximation and the averaging method, we formulate the coupled sets of equations governing the pulsatile and the averaged fluid flows in the film, and then derive the nonlinear amplitude equation for the averaged film thickness. We show that there exists a window in the frequency-amplitude domain where the parametric and shear-flow instabilities of the pulsatile flow do not emerge. As a consequence, in this window the averaged description …


Enhanced Stability Of A Dewetting Thin Liquid Film In A Single-Frequency Vibration Field, Sergey Shklyaev, Mikhail Khenner, Alexei Alabuzhev Jan 2008

Enhanced Stability Of A Dewetting Thin Liquid Film In A Single-Frequency Vibration Field, Sergey Shklyaev, Mikhail Khenner, Alexei Alabuzhev

Mathematics Faculty Publications

Dynamics of a thin dewetting liquid film on a vertically oscillating substrate is considered. We assume moderate vibration frequency and large (compared to the mean film thickness) vibration amplitude. Using the lubrication approximation and the averaging method, we formulate the coupled sets of equations governing the pulsatile and the averaged fluid flows in the film, and then derive the nonlinear amplitude equation for the averaged film thickness. We show that there exists a window in the frequency-amplitude domain where the parametric and shear-flow instabilities of the pulsatile flow do not emerge. As a consequence, in this window the averaged description …


Morphologies And Kinetics Of A Dewetting Ultrathin Solid Film, Mikhail Khenner Jan 2008

Morphologies And Kinetics Of A Dewetting Ultrathin Solid Film, Mikhail Khenner

Mathematics Faculty Publications

The surface evolution model based on geometric partial differential equation is used to numerically study the kinetics of dewetting and dynamic morphologies for the localized pinhole defect in the surface of the ultrathin solid film with the strongly anisotropic surface energy. Depending on parameters such as the initial depth and width of the pinole, the strength of the attractive substrate potential and the strength of the surface energy anisotropy, the pinhole may either extend to the substrate and thus rupture the film, or evolve to the quasiequilibrium shape while the rest of the film surface undergoes phase separation into a …


Formulas For The Fourier Series Of Orthogonal Polynomials In Terms Of Special Functions, Nataniel Greene Jan 2008

Formulas For The Fourier Series Of Orthogonal Polynomials In Terms Of Special Functions, Nataniel Greene

Publications and Research

An explicit formula for the Fourier coefficient of the Legendre polynomials can be found in the Bateman Manuscript Project. However, formulas for more general classes of orthogonal polynomials do not appear to have been worked out. Here we derive explicit formulas for the Fourier series of Gegenbauer, Jacobi, Laguerre and Hermite polynomials. The methods described here apply in principle to a class of polynomials, including non-orthogonal polynomials.


Inverse Wavelet Reconstruction For Resolving The Gibbs Phenomenon, Nataniel Greene Jan 2008

Inverse Wavelet Reconstruction For Resolving The Gibbs Phenomenon, Nataniel Greene

Publications and Research

The Gibbs phenomenon refers to the lack of uniform convergence which occurs in many orthogonal basis approximations to piecewise smooth functions. This lack of uniform convergence manifests itself in spurious oscillations near the points of discontinuity and a low order of convergence away from the discontinuities. Here we describe a numerical procedure for overcoming the Gibbs phenomenon called the inverse wavelet reconstruction method. The method takes the Fourier coefficients of an oscillatory partial sum and uses them to construct the wavelet coefficients of a non-oscillatory wavelet series.


Risk Classification And Ratemaking In Insurance, Erin Conrad Jan 2008

Risk Classification And Ratemaking In Insurance, Erin Conrad

Honors Program Theses

Actuaries in insurance companies strive to put a price tag on future risk. They use a variety of analyses and models to accurately price insurance products. Models discussed in this paper include the pure premium method, the loss ratio method, the minimum bias procedure, and generalized linear models. Each of these pricing mechanisms are used to determine accurate and actuarially sound rates for insurance products. Competition in the industry forces companies to find more refined ways to predict the future costs of a risk. Classification systems allow companies to include a variety of rating variables so that each risk is …


Bayesian Analysis For Penalized Spline Regression Using Win Bugs, Ciprian M. Crainiceanu, David Ruppert, M.P. Wand Dec 2007

Bayesian Analysis For Penalized Spline Regression Using Win Bugs, Ciprian M. Crainiceanu, David Ruppert, M.P. Wand

Johns Hopkins University, Dept. of Biostatistics Working Papers

Penalized splines can be viewed as BLUPs in a mixed model framework, which allows the use of mixed model software for smoothing. Thus, software originally developed for Bayesian analysis of mixed models can be used for penalized spline regression. Bayesian inference for nonparametric models enjoys the flexibility of nonparametric models and the exact inference provided by the Bayesian inferential machinery. This paper provides a simple, yet comprehensive, set of programs for the implementation of nonparametric Bayesian analysis in WinBUGS. MCMC mixing is substantially improved from the previous versions by using low{rank thin{plate splines instead of truncated polynomial basis. Simulation time …


Fuzzy Efficiency Measure With Fuzzy Production Possibility Set, T. Allahviranloo, F. Hosseinzade Lotfi, M. Adabitabar Firozja Dec 2007

Fuzzy Efficiency Measure With Fuzzy Production Possibility Set, T. Allahviranloo, F. Hosseinzade Lotfi, M. Adabitabar Firozja

Applications and Applied Mathematics: An International Journal (AAM)

The existing data envelopment analysis (DEA) models for measuring the relative efficiencies of a set of decision making units (DMUs) using various inputs to produce various outputs are limited to crisp data. The notion of fuzziness has been introduced to deal with imprecise data. Fuzzy DEA models are made more powerful for applications. This paper develops the measure of efficiencies in input oriented of DMUs by envelopment form in fuzzy production possibility set (FPPS) with constant return to scale.


Loss-Based Estimation With Evolutionary Algorithms And Cross-Validation, David Shilane, Richard H. Liang, Sandrine Dudoit Nov 2007

Loss-Based Estimation With Evolutionary Algorithms And Cross-Validation, David Shilane, Richard H. Liang, Sandrine Dudoit

U.C. Berkeley Division of Biostatistics Working Paper Series

Many statistical inference methods rely upon selection procedures to estimate a parameter of the joint distribution of explanatory and outcome data, such as the regression function. Within the general framework for loss-based estimation of Dudoit and van der Laan, this project proposes an evolutionary algorithm (EA) as a procedure for risk optimization. We also analyze the size of the parameter space for polynomial regression under an interaction constraints along with constraints on either the polynomial or variable degree.


Time-Dependent Performance Comparison Of Stochastic Optimization Algorithms, David Shilane, Jarno Martikainen, Seppo Ovaska Aug 2007

Time-Dependent Performance Comparison Of Stochastic Optimization Algorithms, David Shilane, Jarno Martikainen, Seppo Ovaska

U.C. Berkeley Division of Biostatistics Working Paper Series

This paper proposes a statistical methodology for comparing the performance of stochastic optimization algorithms that iteratively generate candidate optima. The fundamental data structure of the results of these algorithms is a time series. Algorithmic differences may be assessed through a procedure of statistical sampling and multiple hypothesis testing of time series data. Shilane et al. propose a general framework for performance comparison of stochastic optimization algorithms that result in a single candidate optimum. This project seeks to extend this framework to assess performance in time series data structures. The proposed methodology analyzes empirical data to determine the generation intervals in …


Greedy Signal Recovery And Uncertainty Principles, Deanna Needell, Roman Vershynin Jul 2007

Greedy Signal Recovery And Uncertainty Principles, Deanna Needell, Roman Vershynin

CMC Faculty Publications and Research

This paper seeks to bridge the two major algorithmic approaches to sparse signal recovery from an incomplete set of linear measurements – L1-minimization methods and iterative methods (Matching Pursuits). We find a simple regularized version of the Orthogonal Matching Pursuit (ROMP) which has advantages of both approaches: the speed and transparency of OMP and the strong uniform guarantees of the L1-minimization. Our algorithm ROMP reconstructs a sparse signal in a number of iterations linear in the sparsity, and the reconstruction is exact provided the linear measurements satisfy the Uniform Uncertainty Principle. In the case of inaccurate measurements and approximately sparse …


Survival Analysis With Large Dimensional Covariates: An Application In Microarray Studies, David A. Engler, Yi Li Jul 2007

Survival Analysis With Large Dimensional Covariates: An Application In Microarray Studies, David A. Engler, Yi Li

Harvard University Biostatistics Working Paper Series

Use of microarray technology often leads to high-dimensional and low- sample size data settings. Over the past several years, a variety of novel approaches have been proposed for variable selection in this context. However, only a small number of these have been adapted for time-to-event data where censoring is present. Among standard variable selection methods shown both to have good predictive accuracy and to be computationally efficient is the elastic net penalization approach. In this paper, adaptation of the elastic net approach is presented for variable selection both under the Cox proportional hazards model and under an accelerated failure time …


Preliminary Estimates Of Building Cost And The Lowest Evaluated Tender, Harriet Eliufoo Jun 2007

Preliminary Estimates Of Building Cost And The Lowest Evaluated Tender, Harriet Eliufoo

Tanzania Journal of Engineering and Technology (TJET)

The paper has investigated and established to what extent are preliminary estimates of building costs close to the lowest evaluated tender and how geographical proximity influences the variance between preliminary estimate and the lowest evaluated tender. A multiple case study constituting 43 building projects in Tanzania were statistically analysed covering a period from 1995- 1999. Findings reveal a significant variance exists between the quantity surveyor’s preliminary estimate figure and the lowest evaluated tender; and that the variance between the quantity surveyor’s figure and the bidder is small when the proposed building project is geographically closer to the quantity surveyor’s base. …


Simultaneous Confidence Intervals Based On The Percentile Bootstrap Approach, Micha Mandel, Rebecca A. Betensky Jun 2007

Simultaneous Confidence Intervals Based On The Percentile Bootstrap Approach, Micha Mandel, Rebecca A. Betensky

Harvard University Biostatistics Working Paper Series

No abstract provided.


Distributed Reproducible Research Using Cached Computations, Roger Peng, Sandrah P. Eckel Jun 2007

Distributed Reproducible Research Using Cached Computations, Roger Peng, Sandrah P. Eckel

Johns Hopkins University, Dept. of Biostatistics Working Papers

The ability to make scientific findings reproducible is increasingly important in areas where substantive results are the product of complex statistical computations. Reproducibility can allow others to verify the published findings and conduct alternate analyses of the same data. A question that arises naturally is how can one conduct and distribute reproducible research? This question is relevant from the point of view of both the authors who want to make their research reproducible and readers who want to reproduce relevant findings reported in the scientific literature. We present a framework in which reproducible research can be conducted and distributed via …


Numerical Simulation Of Waves And Fronts In Inhomogeneous Solids, A. Berezovski, M. Berezovski, J. Engelbrecht, G. A. Maugin Jun 2007

Numerical Simulation Of Waves And Fronts In Inhomogeneous Solids, A. Berezovski, M. Berezovski, J. Engelbrecht, G. A. Maugin

Publications

Dynamic response of inhomogeneous materials exhibits new effects, which often do not exist in homogeneous media. It is quite natural that most of studies of wave and front propagation in inhomogeneous materials are associated with numerical simulations. To develop a numerical algorithm and to perform the numerical simulations of moving fronts we need to formulate a kinetic law of progress relating the driving force and the velocity of the discontinuity. The velocity of discontinuity is determined by means of the non-equilibrium jump relations at the front. The obtained numerical method generalizes the wave-propagation algorithm to the case of moving discontinuities …


Parameter Estimation In Nonlinear Coupled Advection-Diffusion Equation, Robert R. Ferdinand Jun 2007

Parameter Estimation In Nonlinear Coupled Advection-Diffusion Equation, Robert R. Ferdinand

Applications and Applied Mathematics: An International Journal (AAM)

In this paper a coupled system of two nonlinear advection-diffusion equations is presented. Such systems of equations have been used in mathematical literature to describe the dynamics of contaminant present in groundwater flowing through cracks in a porous rock matrix and getting absorbed into it. An inverse method procedure that approximates infinite-dimensional model parameters is described and convergence results for the parameter approximants are proved. This is finally followed by a computational experiment to compare theoretical and numerical results to verify accuracy of the mathematics analysis presented.


Intelligence Through Interaction: Towards A Unified Theory For Learning, Ah-Hwee Tan, Gail A. Carpenter, Stephen Grossberg Jun 2007

Intelligence Through Interaction: Towards A Unified Theory For Learning, Ah-Hwee Tan, Gail A. Carpenter, Stephen Grossberg

Research Collection School Of Computing and Information Systems

Machine learning, a cornerstone of intelligent systems, has typically been studied in the context of specific tasks, including clustering (unsupervised learning), classification (supervised learning), and control (reinforcement learning). This paper presents a learning architecture within which a universal adaptation mechanism unifies a rich set of traditionally distinct learning paradigms, including learning by matching, learning by association, learning by instruction, and learning by reinforcement. In accordance with the notion of embodied intelligence, such a learning theory provides a computational account of how an autonomous agent may acquire the knowledge of its environment in a real-time, incremental, and continuous manner. Through a …


Utilizing Thermal Testing For Recovering, James Preciado, Thomas Werne May 2007

Utilizing Thermal Testing For Recovering, James Preciado, Thomas Werne

Mathematical Sciences Technical Reports (MSTR)

Given a two-dimensional region that contains one or more circular voids, we develop mathematical methods to locate the center and radius of the voids based on thermal boundary data. These methods can be readily applied in the field of non-destructive evaluation.


Some Results Of Backward Itô Formula, Guiseppe Da Prato, Jose-Luis Menaldi, Luciano Tubaro May 2007

Some Results Of Backward Itô Formula, Guiseppe Da Prato, Jose-Luis Menaldi, Luciano Tubaro

Mathematics Faculty Research Publications

We use the notion of backward integration, with respect to a general Lévy process, to treat, in a simpler and unifying way, various classical topics as: Girsanov theorem, rst order partial differential equations, the Liouville (or Lyapunov) equations and the stochastic characteristic method.


A Reproducible Research Toolkit For R, Roger Peng May 2007

A Reproducible Research Toolkit For R, Roger Peng

Johns Hopkins University, Dept. of Biostatistics Working Papers

We present a collection of R packages for conducting and distributing reproducible research using R, Sweave, and LaTeX. The collection consists of the cacheSweave, stashR, and SRPM packages which allow for the caching of computations in Sweave documents and the distribution of those cached computations via remotely accessible key-value databases. We describe the caching mechanism used by the cacheSweave package and tools that we have developed for authors and readers for the purposes of creating and interacting with reproducible documents.


Mathematical Methods In Composing Melodies, Thomas Brown Apr 2007

Mathematical Methods In Composing Melodies, Thomas Brown

Undergraduate Theses and Capstone Projects

This thesis, “Mathematical Methods in Composing Melodies,” explores the different ways in which mathematics can be used to create music. Some research has been done in this field already. Richard F. Voss and John Clarke used fractals and different frequencies of noise to create music. The Greek composer Iannis Xenakis used Markovian Stochastic trees to create some of his compositions. Explored in this thesis are seven different methods to compose melodies. After compiling the different melodies, they were categorized by different musical periods based on the musical characteristics found in the melody. This thesis differs from other research that deals …


Surrogate Strategies For Computationally Expensive Optimization Problems With Cpu-Time Correlated Functions, Raymond Magallanez Jr. Mar 2007

Surrogate Strategies For Computationally Expensive Optimization Problems With Cpu-Time Correlated Functions, Raymond Magallanez Jr.

Theses and Dissertations

This research focuses on numerically solving a class of computationally expensive optimization problems that possesses a unique characteristic: as the optimal solution is approached, the computational time required to compute an objective function value decreases. This is motivated by an application in which each objective function evaluation requires both a numerical fluid dynamics simulation and an image registration and comparison process. The goal is to find the parameters of a predetermined image by comparing the flow dynamics from the numerical simulation and the predetermined image through the image comparison process. The generalized pattern search and mesh adaptive direct search methods …


Approximations Of Continuous Newton's Method: An Extension Of Cayley's Problem, Jon T. Jacobsen, Owen Lewis '05, Bradley Tennis '06 Feb 2007

Approximations Of Continuous Newton's Method: An Extension Of Cayley's Problem, Jon T. Jacobsen, Owen Lewis '05, Bradley Tennis '06

All HMC Faculty Publications and Research

Continuous Newton's Method refers to a certain dynamical system whose associated flow generically tends to the roots of a given polynomial. An Euler approximation of this system, with step size h=1, yields the discrete Newton's method algorithm for finding roots. In this note we contrast Euler approximations with several different approximations of the continuous ODE system and, using computer experiments, consider their impact on the associated fractal basin boundaries of the roots


A Distributed Parabolic Control With Mixed Boundary Conditions, Jose-Luis Menaldi, Domingo Alberto Tarzia Jan 2007

A Distributed Parabolic Control With Mixed Boundary Conditions, Jose-Luis Menaldi, Domingo Alberto Tarzia

Mathematics Faculty Research Publications

We study the asymptotic behavior of an optimal distributed control problem where the state is given by the heat equation with mixed boundary conditions. The parameter α intervenes in the Robin boundary condition and it represents the heat transfer coefficient on a portion Γ1 of the boundary of a given regular n-dimensional domain. For each α, the distributed parabolic control problem optimizes the internal energy g. It is proven that the optimal control ĝα with optimal state uĝαα and optimal adjoint state pĝαα are convergent as α → 1 …