Refine
Year of publication
Language
- English (1103)
- German (10)
- Multiple languages (1)
Keywords
- optimal control (27)
- stability (14)
- integer programming (11)
- Stochastic programming (9)
- finite elements (9)
- mixed integer programming (9)
- Hamiltonian matrix (8)
- finite element method (8)
- model reduction (8)
- state constraints (8)
Some mathematical problems related to the 2nd order optimal shape of a crystallization interface
(2012)
We consider the problem to optimize the stationary temperature distribution and the equilibrium shape of the solid-liquid interface in a two-phase system subject to a temperature gradient. The interface satisfies the minimization principle of the free energy, while the temperature is solving the heat equation with a radiation boundary conditions at the outer wall. Under the condition that the temperature gradient is uniformly negative in the direction of crystallization, the interface is expected to have a global graph representation. We reformulate this condition as a pointwise constraint on the gradient of the state, and we derive the first order optimality system for a class of objective functionals that account for the second surface derivatives, and for the surface temperature gradient.
We characterize the Smith form of skew-symmetric matrix polynomials
over an arbitrary field $\F$,
showing that all elementary divisors occur with even multiplicity.
Restricting the class of equivalence transformations to unimodular congruences,
a Smith-like skew-symmetric canonical form
for skew-symmetric matrix polynomials is also obtained.
These results are used to analyze the eigenvalue and elementary divisor structure
of matrices expressible as products of two skew-symmetric matrices,
as well as the existence of structured linearizations
for skew-symmetric matrix polynomials.
By contrast with other classes of structured matrix polynomials
(e.g., alternating or palindromic polynomials),
every regular skew-symmetric matrix polynomial
is shown to have a structured strong linearization.
While there are singular skew-symmetric polynomials of even degree
for which a structured linearization is impossible,
for each odd degree we develop a skew-symmetric companion form
that uniformly provides a structured linearization
for every regular and singular skew-symmetric polynomial
of that degree.
Finally, the results are applied to the construction of minimal
symmetric factorizations of skew-symmetric rational matrices.
We consider the solution of a system of stochastic generalized equations (SGE) where the underlying functions are mathematical expectation of random set-valued mappings. SGE has many applications such as characterizing optimality conditions of a nonsmooth stochastic optimization problem and a stochastic equilibrium problem. We derive quantitative continuity of expected value of the set-valued mapping with respect to the variation of the underlying
probability measure in a metric space. This leads to the subsequent qualitative and quantitative stability analysis of solution set mappings of the SGE. Under some metric regularity conditions, we derive Aubin's property of the solution set mapping with respect to the change of probability measure. The established results are
applied to stability analysis of stationary points of classical one stage and two stage stochastic minimization problems, two stage stochastic mathematical programs with equilibrium constraints and stochastic programs with second order dominance constraints.
Quasi-Monte Carlo algorithms are studied for designing discrete approximations of two-stage linear stochastic programs. Their integrands are piecewise linear, but neither smooth nor of bounded variation in the sense of Hardy and Krause. We show that under some weak geometric condition on the two-stage model all terms of their
ANOVA decomposition, except the one of highest order, are smooth and, hence, certain Quasi-Monte Carlo algorithms may achieve the optimal rate of convergence $O(n^{-1+\delta})$ with $\delta\in(0,\frac{1}{2})$ and a constant not depending on the dimension if the integrands belong to weighted tensor product Sobolev spaces with properly selected weights. The geometric condition is generically (i.e., almost everywhere) satisfied if the underlying distribution is normal. We also discuss sensitivity
indices and efficient dimensions of two-stage integrands, and suggest a dimension reduction heuristic for such integrands.
We consider risk-averse formulations of multistage stochastic linear programs. For these formulations, based on convex combinations of spectral risk measures, risk-averse dynamic programming equations can be written. As a result, the Stochastic Dual Dynamic Programming
(SDDP) algorithm can be used to obtain approximations of
the corresponding risk-averse recourse functions. This allows us to define a risk-averse nonanticipative feasible policy for thestochastic linear program. Formulas for the cuts that approximate the recourse functions are given.
We present a time-dependent finite element model of the human knee joint of full 3D geometric complexity together with advanced numerical algorithms needed for its simulation. The model comprises bones, cartilage and the major ligaments, while patella and menisci are still missing. Bones are modeled by linear elastic materials, cartilage by linear viscoelastic materials, and ligaments by one-dimensional nonlinear Cosserat rods. In order to capture the dynamical contact problems correctly, we solve the full PDEs of elasticity with strict contact inequalities. The spatio--temporal discretization follows a time layers approach (first time, then space discretization). For the time discretization of the elastic and viscoelastic parts we use a new contact-stabilized Newmark method, while for the Cosserat rods we choose an energy--momentum method. For the space discretization, we use linear finite elements for the elastic and viscoelastic parts and novel geodesic finite elements for the Cosserat rods. The coupled system is solved by a Dirichlet--Neumann method. The large algebraic systems of the bone--cartilage contact problems are solved efficiently by the truncated non-smooth Newton multigrid method.
Hybrid systems are often used to describe many complex dynamic phenomena by combining multiple modes of
dynamics into whole systems. In this paper, we present a flat Dirichlet process switching (FDPS) model that defines
a prior on mode switching dynamics of hybrid systems. Compared with the classical Markovian jump system (MJS)
models, the FDPS model is nonparametric and can be applied to the hybrid systems with an unbounded number of
potential modes. On the other hand, the probability structure of the new model is simpler and more flexible than the
recently proposed hierarchical Dirichlet process (HDP) based MJS. Furthermore, we develop a Markov chain Monte
Carlo (MCMC) method for estimating the states of hybrid systems with FDPS prior. And the numerical simulations
of a hybrid system in different conditions are employed to show the effectiveness of the proposed approach.
Diffusion processes are relevant for a variety of phenomena in the natural sciences, including
diffusion of cells or biomolecules within cells, diffusion of molecules on a membrane or surface,
diffusion of a molecular conformation within a complex energy landscape. Many experimental
tools exist now to track such diffusive motions in single cells or molecules, including high-resolution
light microscopy, optical tweezers, fluorescence quenching, and Förster resonance energy transfer
(FRET). Experimental observations are most often indirect and incomplete: (1) They do not
directly reveal the potential or diffusion constants that govern the diffusion process, (2) they have
limited time and space resolution, and (3) the highest-resolution experiments do not track the
motion directly but rather probe it stochastically by recording single events, such as photons,
whose properties depend on the state of the system under investigation.
Here, we propose a general Bayesian framework to model diffusion processes with nonlinear
drift based on incomplete observations as generated by various types of experiments. A maximum
penalized likelihood estimator is given as well as a Gibbs sampling method that allows to estimate
the trajectories that have caused the measurement, the nonlinear drift or potential function and
the noise or diffusion matrices, as well as uncertainty estimates of these properties. The approach
is illustrated on numerical simulations of FRET experiments where it is shown that trajectories,
potentials and diffusion constants can be efficiently and reliably estimated even in cases with little
statistics or non-equilibrium measurement conditions.
In many fields of physics, chemistry and biology the characterization of dynamical processes
between states or species is of fundamental interest. The central mathematical function in such sit-
uations is the committor probability - a generalized reaction coordinate that measures the progress
of the process of interest as the probability of proceeding towards the target state rather than re-
lapsing to the source state. Here, we present methodology for the efficient computation of com-
mittor probabilities for large-scale systems, such as, for example simuations of biomolecular fold-
ing. A method is derived for computing the committor for discrete state spaces using eigenvectors
with expressions for the sensitivity and a Bayesian error model for the committor. The concepts
are illustrated on two examples of diffusive dynamics with a very large number of states: a two-
dimensional model potential with three minima, and a three-dimensional model representing
protein-ligand binding. The method can finally be used to compute committor probabilities in-
cluding error estimations for medium and large system sizes allowing access to the apparatus of
transition path theory and its applications.
Resolving the apparent gap in complexity between
simulated and measured kinetics of biomolecules
(2012)
Molecular simulations of biomolecules often reveal a complex picture of the their kinetics,
whereas kinetic experiments typically seem to indicate considerably simpler two- or three-state
kinetics. Markov state models (MSM) provide a tool to link between simulation and experi-
ment, and to resolve this apparent contradiction.