Applied Mathematics Commons^™

A Meshless Gradient Recovery Method Part I: Superconvergence Property, Zhiming Zhang, Ahmed Naga

Mathematics Research Reports

A new gradient recovery method is introduced and analyzed. It is proved that the method is superconvergent for translation invariant finite element spaces of any order. The method maintains the simplicity, efficiency, and superconvergence properties of the Zienkiewicz-Zhu patch recovery method. In addition, under uniform triangular meshes, the method is superconvergent for the Chevron pattern, and ultraconvergence at element edge centers for the regular pattern.

A New Partitioning Around Medoids Algorithm, Mark J. Van Der Laan, Katherine S. Pollard, Jennifer Bryan

U.C. Berkeley Division of Biostatistics Working Paper Series

Kaufman & Rousseeuw (1990) proposed a clustering algorithm Partitioning Around Medoids (PAM) which maps a distance matrix into a specified number of clusters. A particularly nice property is that PAM allows clustering with respect to any specified distance metric. In addition, the medoids are robust representations of the cluster centers, which is particularly important in the common context that many elements do not belong well to any cluster. Based on our experience in clustering gene expression data, we have noticed that PAM does have problems recognizing relatively small clusters in situations where good partitions around medoids clearly exist. In this …

Dimensionality-Reducing Expansion, Boundary Type Quadrature Formulas, And The Boundary Element Method, Tian-Xiao He

Scholarship

This paper discusses the connection between boundary quadrature formulas constructed by using solutions of partial differential equations and boundary element schemes.

Discrete Maximum Principle For Nonsmooth Optimal Control Problems With Delays, Boris S. Mordukhovich, Ilya Shvartsman

Mathematics Research Reports

We consider optimal control problems for discrete-time systems with delays. The main goal is to derive necessary optimality conditions of the discrete maximum principle type in the case of nonsmooth minimizing functions. We obtain two independent forms of the discrete maximum principle with transversality conditions described in terms of subdifferentials and superdifferentials, respectively. The superdifferential form is new even for non-delayed systems and may be essentially stronger than a more conventional subdifferential form in some situations.

Maximum Likelihood Estimation Of Ordered Multinomial Parameters, Nicholas P. Jewell, John D. Kalbfleisch

U.C. Berkeley Division of Biostatistics Working Paper Series

The pool-adjacent violator-algorithm (Ayer, et al., 1955) has long been known to give the maximum likelihood estimator of a series of ordered binomial parameters, based on an independent observation from each distribution (see Barlow et al., 1972). This result has immediate application to estimation of a survival distribution based on current survival status at a set of monitoring times. This paper considers an extended problem of maximum likelihood estimation of a series of ‘ordered’ multinomial parameters. By making use of variants of the pool adjacent violator algorithm, we obtain a simple algorithm to compute the maximum likelihood estimator and demonstrate …

Ultraconvergence Of Zz Patch Recovery At Mesh Symmetry Points, Zhimin Zhang, Runchang Lin

Mathematics Research Reports

Ultraconvergence property of the Zienkiewicz-Zhu gradient patch recovery technique based on local discrete least squares fitting is established for a large class of even-order finite elements. The result is valid at all rectangular mesh symmetry points. Different smoothing strategies are discussed. Superconvergence recovery for the Q8 element is proved and ultraconvergence numerical examples are demonstrated.

Emacs Speaks Statistics: A Universal Interface For Statistical Analysis, Anthony Rossini, Martin Maechler, Kurt Hornik, Richard M. Heiberger, Rodney Sparapani

UW Biostatistics Working Paper Series

Emacs Speaks Statistics (ESS) is a user interface for developing statistical applications and performing data analysis using any of several common statistical programming languages. ESS falls in the programming tools category of Integrated Development Environments (IDEs), which are approaches for developing and visualizing computer programs. We discuss how it works, the advantages of using it, and extensions for increasing statistical programming efficiency.

Alternative Principal Components Regression Procedures For Dendrohydrologic Reconstructions, Hugo G. Hidalgo, Thomas C. Piechota, John A. Dracup

Civil and Environmental Engineering and Construction Faculty Research

Streamflow reconstruction using tree ring information (dendrohydrology) has traditionally used principal components analysis (PCA) and stepwise regression to form a transfer function. However, PCA has several procedural choices that may result in very different reconstructions. This study assesses the different procedures in PCA-based regression and suggests alternative procedures for selection of variables and principal components. Cross-validation statistics are presented as an alternative for independently testing and identifying the optimal model. The objective is to use these statistics as a measure of the model's performance to find a conceptually acceptable model with a low prediction error and the fewest number of …

Stochastic Hybrid Control, A. Bensoussan, J. L. Menaldi

Mathematics Faculty Research Publications

The objective of this paper is to study the stochastic version of a previous paper of the authors, in which hybrid control for deterministic systems was considered. The modelling is quite similar to the deterministic case. We have a system whose state is composed of a continuous part and a discrete part. They are affected by a continuous type control and an impulse control. The dynamics is moreover perturbed by noise, also a continuous and a discrete noise process. The Markovian character of the state process is preserved. We develop the model and show how the dynamic programming approach leads …

Collected Papers Vol. Iii, Florentin Smarandache

Branch Mathematics and Statistics Faculty and Staff Publications

No abstract provided.

Application Of Vibrational Techniques In Determination Of Dynamic Properties Of Agricultural Products-State Of The Arton Of Vibrational Techniques In Determination Of Dynamic Properties Of Agricultural Products-State Of The Art, Silas Kajuna

Tanzania Journal of Engineering and Technology (TJET)

Vibration is one of the techniques employed in the determination of dynamic properties of fruits and vegetables. It entails generation of a mechanical or acoustic vibrational signal which is propagated through the flesh of the agricultural material. A transducer is either attached or held close to the specimen to monitor the propagation of the signal through the specimen. The manner in which the signal is transmitted through the material is analyzed, and the dynamic properties of the specimen which relate to its firmness or its internal being are derived. The technique has been around for the past 30 years or …

Mathematical Modelling Of Road Bumps, E. S. Massawe

Tanzania Journal of Engineering and Technology (TJET)

In this paper, a general mathematical model that may be used for construction of a road bump on an inclined road is developed. It is shown that if the parameters for the inclination are set to zero, the resulting model reflects the special case of a flat road. Existing experiences are briefly highlighted and a case study was done on different locations along the University Road to demonstrate the developed model.

Development And Application Of Adaptive Dynamic Grids For Wake Vortex/Ground Interaction, Ilker Emin Türkgeldi

Mechanical & Aerospace Engineering Theses & Dissertations

An adaptive and dynamic grid approach is developed for the numerical computations of wake vortex flow problems with ground interaction. The unnecessary grid points at the far field of the original, large, single zone grid are removed for computational efficiency. Next, the grid is modified into an adaptive one, where the fine core region keeps track of the vortices and can be split into two regions when the vortex separation distance exceeds a specified limit length. In the final step a multi zonal feature is added to this grid by means of two embedded grids placed at the vortex centers …

Invariant Measure For Diffusions With Jumps, Jose-Luis Menaldi, Maurice Robin

Mathematics Faculty Research Publications

Our purpose is to study an ergodic linear equation associated to diffusion processes with jumps in the whole space. This integro-differential equation plays a fundamental role in ergodic control problems of second order Markov processes. The key result is to prove the existence and uniqueness of an invariant density function for a jump diffusion, whose lower order coefficients are only Borel measurable. Based on this invariant probability, existence and uniqueness (up to an additive constant) of solutions to the ergodic linear equation are established.

Stability And Reconstruction For An Inverse Problem For The Heat Equations, Kurt M. Bryan, Lester Caudill

Mathematical Sciences Technical Reports (MSTR)

We examine the inverse problem of determining the shape of some unknown portion of the boundary of a region W from measurements of the Cauchy data for solutions to the heat equation on W. By suitably linearizing the inverse problem we obtain uniqueness and continuous dependence results. We propose an algorithm for recovering estimates of the unknown portion of the surface and use the insight gained from a detailed analysis of the inverse problem to regularize the inversion. Several computational examples are presented.

Correlation Of Finite Element Prediction And Experimental Measurements Of Aircraft Panel Structural Vibration, Olaf L. Storaasli

Mechanical & Aerospace Engineering Theses & Dissertations

With the rapid development of computational capabilities and the implementation of complex tools for commercial finite element programs, predicting structural dynamics and related acoustics of complex structures is presently achievable. Structural finite element modeling is a design tool widely utilized for analysis of problems of all kinds. However, high frequency vibration of complex structures, such as the reinforced aircraft panel used for this study, currently does not correlate well with experimental measurements using conventional modeling methods. An investigation into the commonly used modeling techniques as well as the new tools of commercial finite element analysis packages for the prediction of …

Ergodic Control Of Reflected Diffusions With Jumps, Jose-Luis Menaldi, Maurice Robin

Mathematics Faculty Research Publications

No abstract provided.

A Study Of The Numerical Implementation Of Multidisciplinary Design Optimization Strategies, Rodney A. Taylor

Mechanical & Aerospace Engineering Theses & Dissertations

Design optimization provides an organized, systematic, and efficient method for obtaining design improvements based upon a specified measure of design performance. In the multidisciplinary design optimization (MDO) environment efficient optimization techniques allow complex designs to be improved by managing conflicting disciplinary design goals so as to improve the global design. This thesis studies the implementation issues surrounding MDO techniques and strategies. To facilitate this investigation two testbed problems have been selected for study. These problems consider two approaches to the conceptual design of an aeroelastic wing. The first approach is based on an idealized, two-dimensional representation of an airfoil under …

Characteristic Spatial Quadratures For Discrete Ordinates Neutral Particle Transport On Arbitrary Tetrahedral Meshes, Charles R. Brennan

Theses and Dissertations

Characteristic spatial quadratures for discrete ordinates calculations on meshes of arbitrary tetrahedra are derived and tested, including the step (SC), linear (LC), and exponential (EC) characteristic quadratures and variants that assume constant distributions on cell faces. Tetrahedral meshes accurately model curved surfaces with few cells. A split cell approach subdivides tetrahedra along the streaming direction, reducing the transport to one dimension. Assumed forms of the cell source and entering flux distributions have sufficient parameters to match the zeroth and first spatial moments. These parameters are determined by analytically inverting a linear system (LC), or by numerical inversion using Newton's method …

Droplet Evaporation And Deformations In An Amplitude Modulated Ultrasonic Field, Nihad E. Daidzic, Rene Stadler, Adrian Melling

Aviation Department Publications

The aim of the report presented is the measurements of droplet oscillations.

Effective Behavior Of Clusters Of Microscopic Cracks Inside A Homogeneous Conductor, Kurt M. Bryan, Michael Vogelius

Mathematical Sciences Technical Reports (MSTR)

We study the effective behaviour of a periodic array of microscopic cracks inside a homoge­neous conductor. Special emphasis is placed on a rigorous study of the case in which the corresponding effective conductivity becomes nearly singular, due to the fact that adjacent cracks nearly touch. It is heuristically shown how thin clusters of such extremely close cracks may macroscopically appear as a single crack. The results have implications for our earlier work on impedance imaging.

On An Investment-Consumption Model With Transaction Costs, Marianne Akian, José Luis Menaldi, Agnès Sulem

Mathematics Faculty Research Publications

This paper considers the optimal consumption and investment policy for an investor who has available one bank account paying a fixed interest rate and n risky assets whose prices are log-normal diffusions. We suppose that transactions between the assets incur a cost proportional to the size of the transaction. The problem is to maximize the total utility of consumption. Dynamic programming leads to a variational inequality for the value function. Existence and uniqueness of a viscosity solution are proved. The variational inequality is solved by using a numerical algorithm based on policies, iterations, and multigrid methods. Numerical results are displayed …

Optimal Starting-Stopping Problems For Markov-Feller Processes, Jose-Luis Menaldi, Maurice Robin, Min Sun

Mathematics Faculty Research Publications

By means of nested inequalities in semigroup form we give a characterization of the value functions of the starting-stopping problem for general Markov-Feller processes. Next, we consider two versions of constrained problems on the nal state or on the final time. The plan is as follows:

1. Introduction
2. Nested variational inequalities
3. Solution of optimal starting-stopping problem
4. Problems with constraints

References.

A Two-Dimensional Model For Watershed Runoff And Pollutant Transport, Laura Jean Howard

Civil & Environmental Engineering Theses & Dissertations

A two-dimensional mathematical model is developed for the quantitative and qualitative analysis of watershed runoff for a given rainfall event. The runoff is routed through a receiving channel. The model is designed for use on a personal computer. Full documentation is included in the Appendix. The model is capable of accommodating downstream boundary conditions, temporally varied effective rainfall conditions, and spatially varied watershed conditions. Output takes the form of flow depths, discharges, and concentrations. The model was tested for quantity and quality using existing experimental data, and the results are presented herein.

A Variable Time-Step Midpoint Scheme For Hamiltonian Systems, Yosi Shibberu

Mathematical Sciences Technical Reports (MSTR)

A smooth time-step selection formula for the midpoint method is derived which minimize deviations in the Hamiltonian function along piecewise-linear phase space trajectories of autonomous Hamiltonian systems. The time-step formula is implemented in a second order pre­dictor/corrector scheme and applied to Kepler's problem. The formula significantly improves energy conservation as well as the accuracy of the configuration space trajectory. Peak errors in position and momentum coordinates are not significantly reduced, but the time behavior of the errors is markedly more regular.

Multipoint Quadratic Approximation For Numerical Optimization, Michael A. Blaylock

Theses and Dissertations

A quadratic approximation for nonlinear functions is developed in order to realize computational savings in solving numerical optimization problems. Function and gradient information accumulated from multiple design points during the iteration history is used in estimating the Hessian matrix. The approximate Hessian matrix is the available for a second order Taylor series approximation to the functions of interest. Several truss and frame models will be used to demonstrate the effectiveness of the new Multipoint Quadratic Approximation (MQA) in solving structural optimization problems.

Fixed Points Of Generalized Contractive Multi-Valued Mappings, Peter Z. Daffer, Hideaki Kaneko

Mathematics & Statistics Faculty Publications

In a recent paper N. Mizoguchi and W. Takahashi gave a positive answer to the conjecture of S. Reich concerning the existence of fixed points of multi-valued mappings that satisfy a certain contractive condition. In this paper, we provide an alternative and somewhat more straightforward proof for the theorem of Mizoguchi and Takahashi. Also the problems associated with fixed points of weakly contractive multi-valued mappings are studied. Finally, we make a few comments that improve other results from their paper (J. Math. Anal. Appl. 141 (1989), 177-188).

Msda A Machinery Selection Decision Aid For Stubble Management Practices, Linda Leonard, Andrew Green

Grain and other field crops published reports

MSDA is a user friendly program developed to help farmers predict stubble outcomes before acting on their management practice. This manual is an accompaniment to a computer program designed on Micorsoft Excel-macros. Its aim is to help farmers assess their current machinery and stubble handling ability and view options that may be adopted as best practice for their properties.

The program is designed with the complete season in mind. Information is gathered on the full complement of machinery used from harvest through to seeding, to allow farmers to see all choices available and enable them to choose the best system …

Multirate Time-Frequency Distributions, John R. O'Hair

Theses and Dissertations

Multirate systems, which find application in the design and analysis of filter banks, are demonstrated to also be useful as a computational paradigm. It is shown that any problem which can be expressed a set of vector-vector, matrix-vector or matrix-matrix operations can be recast using multirate. This means all of numerical linear algebra can be recast using multirate as the underlying computational paradigm. As a non-trivial example, the multirate computational paradigm is applied to the problem of Generalized Discrete Time- Frequency Distributions GDTFD to create a new family of fast algorithms. The first of this new class of distributions is …

Point And Interval Estimation Of Series System Reliability Using Small Data Sets, Craig J. Willits

Theses and Dissertations

This investigation explored the relative performance of several small-sample point and interval estimators for series system reliability. Among point estimators, the maximum likelihood estimator MLE was compared to the corresponding Bayes estimator. In addition, four interval estimators were compared Easterlings modified maximum likelihood integer estimator, the Lindstrom-Madden estimator, and Bayesian probability interval estimators constructed using approximate beta and Bayes Monte Carlo empirical posterior densities. The relative performance of the point estimators was assessed by comparing their mean square errors. For the four interval estimators, the interval coverage probability and the average interval lower bound were examined. The values of these …