Sonoluminescence is the phenomena of light emission from a collapsing gas bubble in a liquid. Theoretical explanations of this extreme energy focusing are controversial and difficult to validate experimentally. We propose to use molecular dynamics simulations of the collapsing gas bubble to clarify the energy focusing mechanism, and provide insight into the mechanism of light emission. In this paper, we model the interior of a collapsing noble gas bubble as a hard sphere gas driven by a spherical piston boundary moving according to the Rayleigh-Plesset equation. We also include a simple treatment of ionization effects in the gas at high temperatures. By using fast, tree-based algorithms, we can exactly follow the dynamics of million particle systems during the collapse. Our results clearly show strong energy focusing within the bubble, including the formation of shocks, strong ionization, and temperatures in the range of 50,000---500,000 degrees Kelvin. Our calculations show that the gas-liquid boundary interaction has a strong effect on the internal gas dynamics. We also estimate the duration of the light pulse from our model, which predicts that it scales linearly with the ambient bubble radius. As the number of particles in a physical sonoluminescing bubble is within the foreseeable capability of molecular dynamics simulations we also propose that fine scale sonoluminescence experiments can be viewed as excellent test problems for advancing the art of molecular dynamics.

This paper deals with maximum entropy completion of partially specified block-circulant matrices. Since positive definite symmetric circulants happen to be covariance matrices of stationary periodic processes, in particular of stationary reciprocal processes, this problem has applications in signal processing, in particular to image modeling. In fact it is strictly related to maximum likelihood estimation of bilateral AR-type representations of acausal signals subject to certain conditional independence constraints. The maximum entropy completion problem for block-circulant matrices has recently been solved by the authors, although leaving open the problem of an efficient computation of the solution. In this paper, we provide an effcient algorithm for computing its solution which compares very favourably with existing algorithms designed for positive definite matrix extension problems. The proposed algorithm benefits from the analysis of the relationship between our problem and the band-extension problem for block-Toeplitz matrices also developed in this paper.

In recent years, the embedding approach for solving switched optimal control problems has been developed in a series of papers. However, the embedding approach, which advantageously converts the hybrid optimal control problem to a classical nonlinear optimization, has not been extensively compared to alternative solution approaches. The goal of this paper is thus to compare the embedding approach to multi-parametric programming, mixed-integer programming (e.g., CPLEX), and gradient-descent based methods in the context of five recently published examples: a spring-mass system, moving-target tracking for a mobile robot, two-tank filling, DC-DC boost converter, and skid-steered vehicle. A sixth example, an autonomous switched 11-region linear system, is used to compare a hybrid minimum principle method and traditional numerical programming. For a given performance index for each case, cost and solution times are presented. It is shown that there are numerical advantages of the embedding approach: lower performance index cost (except in some instances when autonomous switches are present), generally faster solution time, and convergence to a solution when other methods may fail. In addition, the embedding method requires no ad hoc assumptions (e.g., predetermined mode sequences) or specialized control models. Theoretical advantages of the embedding approach over the other methods are also described: guaranteed existence of a solution under mild conditions, convexity of the embedded hybrid optimization problem (under the customary conditions on the performance index), solvability with traditional techniques (e.g., sequential quadratic programming) avoiding the combinatorial complexity in the number of modes/discrete variables of mixed-integer programming, applicability to affine nonlinear systems, and no need to explicitly assign discrete/mode variables to autonomous switches.

Consider a dynamical system $u \mapsto x, \dot{x} = f_{nl}(x,u)$ where $f_{nl}$ is a nonlinear (convex or nonconvex) function, or a combination of nonlinear functions that can eventually switch. We present, in this preliminary work, a generalization of the standard model-free control, that can either control the dynamical system, given an output reference trajectory, or optimize the dynamical system as a derivative-free optimization based "extremum-seeking" procedure. Multiple applications are presented and the robustness of the proposed method is studied in simulation.

An effective algorithm is presented for solving the Beltrami equation fzbar = mu fz in a planar disk. The algorithm involves no evaluation of singular integrals. The strategy, working in concentric rings, is to construct a piecewise linear mu-conformal mapping and then correct the image using a known algorithm for conformal mappings. Numerical examples are provided and the computational complexity is analyzed.

This paper proposes a novel uncertainty quantification framework for computationally demanding systems characterized by a large vector of non-Gaussian uncertainties. It combines state-of-the-art techniques in advanced Monte Carlo sampling with Bayesian formulations. The key departure from existing works is the use of inexpensive, approximate computational models in a rigorous manner. Such models can readily be derived by coarsening the discretization size in the solution of the governing PDEs, increasing the time step when integration of ODEs is performed, using fewer iterations if a non-linear solver is employed or making use of lower order models. It is shown that even in cases where the inexact models provide very poor approximations of the exact response, statistics of the latter can be quantified accurately with significant reductions in the computational effort. Multiple approximate models can be used and rigorous confidence bounds of the estimates produced are provided at all stages.

The aim of this paper is to extend the global error estimation and control addressed in Lang and Verwer [SIAM J. Sci. Comput. 29, 2007] for initial value problems to finite difference solutions of semilinear parabolic partial differential equations. The approach presented there is combined with an estimation of the PDE spatial truncation error by Richardson extrapolation to estimate the overall error in the computed solution. Approximations of the error transport equations for spatial and temporal global errors are derived by using asymptotic estimates that neglect higher order error terms for sufficiently small step sizes in space and time. Asymptotic control in a discrete $L_2$-norm is achieved through tolerance proportionality and uniform or adaptive mesh refinement. Numerical examples are used to illustrate the reliability of the estimation and control strategies.

We consider $N$ Bernoulli random variables, which are independent conditional on a common random factor determining their probability distribution. We show that certain expected functionals of the proportion $L_N$ of variables in a given state converge at rate $1/N$ as $N\rightarrow \infty$. Based on these results, we propose a multi-level simulation algorithm using a family of sequences with increasing length, to obtain estimators for these expected functionals with a mean-square error of $ε^2$ and computational complexity of order $ε^{-2}$, independent of $N$. In particular, this optimal complexity order also holds for the infinite-dimensional limit. Numerical examples are presented for tranche spreads of basket credit derivatives.

We estimate the condition number of a matrix by applying the Power Method, that is essentially a sequence of matrix-by-vector multiplications, similarly to the Lanczos method.

In this paper, we study performance limits of sensor localization from a novel perspective. Specifically, we consider the Cramer-Rao Lower Bound (CRLB) in single-hop sensor localization using measurements from received signal strength (RSS), time of arrival (TOA) and bearing, respectively, but differently from the existing work, we statistically analyze the trace of the associated CRLB matrix (i.e. as a scalar metric for performance limits of sensor localization) by assuming anchor locations are random. By the Central Limit Theorems for $U$-statistics, we show that as the number of the anchors increases, this scalar metric is asymptotically normal in the RSS/bearing case, and converges to a random variable which is an affine transformation of a chi-square random variable of degree 2 in the TOA case. Moreover, we provide formulas quantitatively describing the relationship among the mean and standard deviation of the scalar metric, the number of the anchors, the parameters of communication channels, the noise statistics in measurements and the spatial distribution of the anchors. These formulas, though asymptotic in the number of the anchors, in many cases turn out to be remarkably accurate in predicting performance limits, even if the number is small. Simulations are carried out to confirm our results.

Recently there has been much interest in "sparsifying" sums of rank one matrices: modifying the coefficients such that only a few are nonzero, while approximately preserving the matrix that results from the sum. Results of this sort have found applications in many different areas, including sparsifying graphs. In this paper we consider the more general problem of sparsifying sums of positive semidefinite matrices that have arbitrary rank. We give several algorithms for solving this problem. The first algorithm is based on the method of Batson, Spielman and Srivastava (2009). The second algorithm is based on the matrix multiplicative weights update method of Arora and Kale (2007). We also highlight an interesting connection between these two algorithms. Our algorithms have numerous applications. We show how they can be used to construct graph sparsifiers with auxiliary constraints, sparsifiers of hypergraphs, and sparse solutions to semidefinite programs.

The importance of the study of the propagation of a Tsunami wave came from the complex phenomenon and its natural disasters which represents a major risk for populations. To model this phenomena, we will consider a simplified Boussinesq system of Benjamin, Bona and Mahony type derived by D. Mitsotakis over a flat bottom then over a variable bottom in space and in time and apply this system, first, using a mesh generated using a photo of the Mediterranean sea, second, using a mesh generated using an imported xyz bathymetry for the sea near Java island and then we will consider a realistic example of the Tsunami wave near Java island which happened in 2006.We choose here to use FreeFem++ software which simplifies the construction of the domain, in particular, one of the advantage of FreeFem++ is that we can build a mesh using a photo and we can easily export bathymetric data in order to consider more realistic simulations where a special adapt mesh technique applied for these two methods is detailed in the sequel.

We present a new deterministic approach for the solution of the Boltzmann kinetic equation based on nodal discontinuous Galerkin (DG) discretizations in velocity space. In the new approach the collision operator has the form of a bilinear operator with pre-computed kernel; its evaluation requires $O(n^5)$ operations at every point of the phase space where $n$ is the number of degrees of freedom in one velocity dimension. The method is generalized to any molecular potential. Results of numerical simulations are presented for the problem of spatially homogeneous relaxation for the hard spheres potential. Comparison with the method of Direct Simulation Monte Carlo (DSMC) showed excellent agreement.

We study the difference discrete variational principle in the framework of multi-parameter differential approach by regarding the forward difference as an entire geometric object in view of noncomutative differential geometry. By virtue of this variational principle, we get the difference discrete Euler-Lagrange equations and canonical ones for the difference discrete versions of the classical mechanics and classical field theory. We also explore the difference discrete versions for the Euler-Lagrange cohomology and apply them to the symplectic or multisymplectic geometry and their preserving properties in both Lagrangian and Hamiltonian formalism. In terms of the difference discrete Euler-Lagrange cohomological concepts, we show that the symplectic or multisymplectic geometry and their difference discrete structure preserving properties can always be established not only in the solution spaces of the discrete Euler-Lagrange/canonical equations derived by the difference discrete variational principle but also in the function space in each case if and only if the relevant closed Euler-Lagrange cohomological conditions are satisfied. We also apply the difference discrete variational principle and cohomological approach directly to the symplectic and multisymplectic algorithms.

The general topic of the present paper is to study the conservation for some structural property of a given problem when discretising this problem. Precisely we are interested with Lagrangian or Hamiltonian structures and thus with variational problems attached to a least action principle. Considering a partial differential equation (PDE) deriving from such a variational principle, a natural question is to know whether this structure at the continuous level is preserved at the discrete level when discretising the PDE. To address this question a concept of \textit{coherence} is introduced. Both the differential equation (the PDE translating the least action principle) and the variational structure can be embedded at the discrete level. This provides two discrete embeddings for the original problem. In case these procedures finally provide the same discrete problem we will say that the discretisation is \textit{coherent}. Our purpose is illustrated with the Poisson problem. Coherence for discrete embeddings of Lagrangian structures is studied for various classical discretisations (finite elements, finite differences and finite volumes). Hamiltonian structures are shown to provide coherence between a discrete Hamiltonian structure and the discretisation of the mixed formulation of the PDE, both for mixed finite elements and mimetic finite differences methods.

The Lambert W(x) function and its possible applications in physics are presented. The actual numerical implementation in C++ consists of Halley's and Fritsch's iterations with initial approximations based on branch-point expansion, asymptotic series, rational fits, and continued-logarithm recursion.

Using the interplay between topological, combinatorial, and geometric properties of polynomials and analytic results (primarily the covering structure and distortion estimates), we analyze a path-lifting method for finding approximate zeros, similar to those studied by Smale, Shub, Kim, and others. Given any polynomial, this simple algorithm always converges to a root, except on a finite set of initial points lying on a circle of a given radius. Specifically, the algorithm we analyze consists of iterating $$z - \frac{f(z)-t_kf(z_0)}{f'(z)}$$ where the $t_k$ form a decreasing sequence of real numbers and $z_0$ is chosen on a circle containing all the roots. We show that the number of iterates required to locate an approximate zero of a polynomial $f$ depends only on $\log|f(z_0)/ρ_ζ|$ (where $ρ_ζ$ is the radius of convergence of the branch of $f^{-1}$ taking $0$ to a root $ζ$) and the logarithm of the angle between $f(z_0)$ and certain critical values. Previous complexity results for related algorithms depend linearly on the reciprocals of these angles. Note that the complexity of the algorithm does not depend directly on the degree of $f$, but only on the geometry of the critical values. Furthermore, for any polynomial $f$ with distinct roots, the average number of steps required over all starting points taken on a circle containing all the roots is bounded by a constant times the average of $\log(1/ρ_ζ)$. The average of $\log(1/ρ_ζ)$ over all polynomials $f$ with $d$ roots in the unit disk is ${\mathcal{O}}({d})$. This algorithm readily generalizes to finding all roots of a polynomial (without deflation); doing so increases the complexity by a factor of at most $d$.

The QR factorization and the SVD are two fundamental matrix decompositions with applications throughout scientific computing and data analysis. For matrices with many more rows than columns, so-called "tall-and-skinny matrices," there is a numerically stable, efficient, communication-avoiding algorithm for computing the QR factorization. It has been used in traditional high performance computing and grid computing environments. For MapReduce environments, existing methods to compute the QR decomposition use a numerically unstable approach that relies on indirectly computing the Q factor. In the best case, these methods require only two passes over the data. In this paper, we describe how to compute a stable tall-and-skinny QR factorization on a MapReduce architecture in only slightly more than 2 passes over the data. We can compute the SVD with only a small change and no difference in performance. We present a performance comparison between our new direct TSQR method, a standard unstable implementation for MapReduce (Cholesky QR), and the classic stable algorithm implemented for MapReduce (Householder QR). We find that our new stable method has a large performance advantage over the Householder QR method. This holds both in a theoretical performance model as well as in an actual implementation.

In Part I of this paper we discussed new methods for the numerical continuation of point-to-cycle connecting orbits in 3-dimensional autonomous ODE's using projection boundary conditions. In this second part we extend the method to the numerical continuation of cycle-to-cycle connecting orbits. In our approach, the projection boundary conditions near the cycles are formulated using eigenfunctions of the associated adjoint variational equations, avoiding costly and numerically unstable computations of the monodromy matrices. The equations for the eigenfunctions are included in the defining boundary-value problem, allowing a straightforward implementation in AUTO, in which only the standard features of the software are employed. Homotopy methods to find the connecting orbits are discussed in general and illustrated with an example from population dynamics. Complete AUTO demos, which can be easily adapted to any autonomous 3-dimensional ODE system, are freely available.

We propose new methods for the numerical continuation of point-to-cycle connecting orbits in 3-dimensional autonomous ODE's using projection boundary conditions. In our approach, the projection boundary conditions near the cycle are formulated using an eigenfunction of the associated adjoint variational equation, avoiding costly and numerically unstable computations of the monodromy matrix. The equations for the eigenfunction are included in the defining boundary-value problem, allowing a straightforward implementation in AUTO, in which only the standard features of the software are employed. Homotopy methods to find connecting orbits are discussed in general and illustrated with several examples, including the Lorenz equations. Complete AUTO demos, which can be easily adapted to any autonomous 3-dimensional ODE system, are freely available.

This article deals with stability of continuous-time switched linear systems under constrained switching. Given a family of linear systems, possibly containing unstable dynamics, we characterize a new class of switching signals under which the switched linear system generated by it and the family of systems is globally asymptotically stable. Our characterization of such stabilizing switching signals involves the asymptotic frequency of switching, the asymptotic fraction of activation of the constituent systems, and the asymptotic densities of admissible transitions among them. Our techniques employ multiple Lyapunov-like functions, and extend preceding results both in scope and applicability.

We study stochastic motion planning problems which involve a controlled process, with possibly discontinuous sample paths, visiting certain subsets of the state-space while avoiding others in a sequential fashion. For this purpose, we first introduce two basic notions of motion planning, and then establish a connection to a class of stochastic optimal control problems concerned with sequential stopping times. A weak dynamic programming principle (DPP) is then proposed, which characterizes the set of initial states that admit a control enabling the process to execute the desired maneuver with probability no less than some pre-specified value. The proposed DPP comprises auxiliary value functions defined in terms of discontinuous payoff functions. A concrete instance of the use of this novel DPP in the case of diffusion processes is also presented. In this case, we establish that the aforementioned set of initial states can be characterized as the level set of a discontinuous viscosity solution to a sequence of partial differential equations, for which the first one has a known boundary condition, while the boundary conditions of the subsequent ones are determined by the solutions to the preceding steps. Finally, the generality and flexibility of the theoretical results are illustrated on an example involving biological switches.

In this article we approach a class of stochastic reachability problems with state constraints from an optimal control perspective. Preceding approaches to solving these reachability problems are either confined to the deterministic setting or address almost-sure stochastic requirements. In contrast, we propose a methodology to tackle problems with less stringent requirements than almost sure. To this end, we first establish a connection between two distinct stochastic reach-avoid problems and three classes of stochastic optimal control problems involving discontinuous payoff functions. Subsequently, we focus on solutions of one of the classes of stochastic optimal control problems---the exit-time problem, which solves both the two reach-avoid problems mentioned above. We then derive a weak version of a dynamic programming principle (DPP) for the corresponding value function; in this direction our contribution compared to the existing literature is to develop techniques that admit discontinuous payoff functions. Moreover, based on our DPP, we provide an alternative characterization of the value function as a solution of a partial differential equation in the sense of discontinuous viscosity solutions, along with boundary conditions both in Dirichlet and viscosity senses. Theoretical justifications are also discussed to pave the way for deployment of off-the-shelf PDE solvers for numerical computations. Finally, we validate the performance of the proposed framework on the stochastic Zermelo navigation problem.

We present a new matrix-valued isospectral ordinary differential equation that asymptotically block-diagonalizes $n\times n$ zero-diagonal Jacobi matrices employed as its initial condition. This o.d.e.\ features a right-hand side with a nested commutator of matrices, and structurally resembles the double-bracket o.d.e.\ studied by R.W.\ Brockett in 1991. We prove that its solutions converge asymptotically, that the limit is block-diagonal, and above all, that the limit matrix is defined uniquely as follows: For $n$ even, a block-diagonal matrix containing $2\times 2$ blocks, such that the super-diagonal entries are sorted by strictly increasing absolute value. Furthermore, the off-diagonal entries in these $2\times 2$ blocks have the same sign as the respective entries in the matrix employed as initial condition. For $n$ odd, there is one additional $1\times 1$ block containing a zero that is the top left entry of the limit matrix. The results presented here extend some early work of Kac and van Moerbeke.

We present a rigorous scheme that makes it possible to compute eigenvalues of the Laplace operator on hyperbolic surfaces within a given precision. The method is based on an adaptation of the method of particular solutions to the case of locally symmetric spaces and on explicit estimates for the approximation of eigenfunctions on hyperbolic surfaces by certain basis functions. It can be applied to check whether or not there is an eigenvalue in an ε-neighborhood of a given number λ>0. This makes it possible to find all the eigenvalues in a specified interval, up to a given precision with rigorous error estimates. The method converges exponentially fast with the number of basis functions used. Combining the knowledge of the eigenvalues with the Selberg trace formula we are able to compute values and derivatives of the spectral zeta function again with error bounds. As an example we calculate the spectral determinant and the Casimir energy of the Bolza surface and other surfaces.

This paper is devoted to minimizing the sum of a smooth function and a nonsmooth $\ell_1$-regularized term. This problem as a special cases includes the $\ell_1$-regularized convex minimization problem in signal processing, compressive sensing, machine learning, data mining, etc. However, the non-differentiability of the $\ell_1$-norm causes more challenging especially in large problems encountered in many practical applications. This paper proposes, analyzes, and tests a Barzilai-Borwein gradient algorithm. At each iteration, the generated search direction enjoys descent property and can be easily derived by minimizing a local approximal quadratic model and simultaneously taking the favorable structure of the $\ell_1$-norm. Moreover, a nonmonotone line search technique is incorporated to find a suitable stepsize along this direction. The algorithm is easily performed, where the values of the objective function and the gradient of the smooth term are required at per-iteration. Under some conditions, the proposed algorithm is shown to be globally convergent. The limited experiments by using some nonconvex unconstrained problems from CUTEr library with additive $\ell_1$-regularization illustrate that the proposed algorithm performs quite well. Extensive experiments for $\ell_1$-regularized least squares problems in compressive sensing verify that our algorithm compares favorably with several state-of-the-art algorithms which are specifically designed in recent years.

Faster, cheaper, and more power efficient optimization solvers than those currently offered by general-purpose solutions are required for extending the use of model predictive control (MPC) to resource-constrained embedded platforms. We propose several custom computational architectures for different first-order optimization methods that can handle linear-quadratic MPC problems with input, input-rate, and soft state constraints. We provide analysis ensuring the reliable operation of the resulting controller under reduced precision fixed-point arithmetic. Implementation of the proposed architectures in FPGAs shows that satisfactory control performance at a sample rate beyond 1 MHz is achievable even on low-end devices, opening up new possibilities for the application of MPC on embedded systems.

Motivated by the recent and growing interest in smart grid technology, we study the operation of DC/AC inverters in an inductive microgrid. We show that a network of loads and DC/AC inverters equipped with power-frequency droop controllers can be cast as a Kuramoto model of phase-coupled oscillators. This novel description, together with results from the theory of coupled oscillators, allows us to characterize the behavior of the network of inverters and loads. Specifically, we provide a necessary and sufficient condition for the existence of a synchronized solution that is unique and locally exponentially stable. We present a selection of controller gains leading to a desirable sharing of power among the inverters, and specify the set of loads which can be serviced without violating given actuation constraints. Moreover, we propose a distributed integral controller based on averaging algorithms which dynamically regulates the system frequency in the presence of a time-varying load. Remarkably, this distributed-averaging integral controller has the additional property that it maintains the power sharing properties of the primary droop controller. Our results hold without assumptions on identical line characteristics or voltage magnitudes.

We consider the problem of maximizing the algebraic connectivity of the communication graph in a network of mobile robots by moving them into appropriate positions. We define the Laplacian of the graph as dependent on the pairwise distance between the robots and we approximate the problem as a sequence of Semi-Definite Programs (SDP). We propose a distributed solution consisting of local SDP's which use information only from nearby neighboring robots. We show that the resulting distributed optimization framework leads to feasible subproblems and through its repeated execution, the algebraic connectivity increases monotonically. Moreover, we describe how to adjust the communication load of the robots based on locally computable measures. Numerical simulations show the performance of the algorithm with respect to the centralized solution.

Nanopores attracted a great deal of scientific interest as templates for biological sensors as well as model systems to understand transport phenomena at the nanoscale. The experimental and theoretical analysis of nanopores has been so far focused on understanding the effect of the pore opening diameter on ionic transport. In this article we present systematic studies on the dependence of ion transport properties on the pore length. Particular attention was given to the effect of ion current rectification exhibited for conically shaped nanopores with homogeneous surface charges. We found that reducing the length of conically shaped nanopores significantly lowered their ability to rectify ion current. However, rectification properties of short pores can be enhanced by tailoring the surface charge and the shape of the narrow opening. Furthermore we analyze the relationship of the rectification behavior and ion selectivity for different pore lengths. All simulations were performed using MsSimPore, a software package for solving the Poisson-Nernst-Planck (PNP) equations. It is based on a novel finite element solver and allows for simulations up to surface charge densities of -2 e/nm^2. MsSimPore is based on 1D reduction of the PNP model, but allows for a direct treatment of the pore with bulk electrolyte reservoirs, a feature which was previously used in higher dimensional models only. MsSimPore includes these reservoirs in the calculations; a property especially important for short pores, where the ionic concentrations and the electric potential vary strongly inside the pore as well as in the regions next to pore entrance.