Analysis and optimisation of the tuning of the twelfths for a clarinet resonator

Even if the tuning between the first and second register of a clarinet has been optimized by instrument makers, the lowest twelfths remain slightly too large (inharmonicity). In this article, we study the problem from two different points of view. First, we systematically review various physical reasons why this inharmonicity may take place, and the effect of different bore perturbations inserted in cylindrical instruments. Applications to a real clarinet resonator and comparisons with impedance measurements are then presented. A commonly accepted idea is that the register hole is the dominant cause for this inharmonicity: it is natural to expect that opening this hole will raise the resonance frequencies of the instrument, except for the note for which the hole is at the pressure node. We show that the real situation is actually more complicated because other effects, such as open holes or bore taper and bell, introduce resonance shifts that are comparable but with opposite sign, so that a relatively good overall compensation takes place. The origin of the observed inharmonicity in playing frequencies is therefore different. In a second part, we use an elementary model of the clarinet in order to isolate the effect of the register hole: a perfect cylindrical tube without closed holes. Optimization techniques are then used to calculate an optimum location for the register hole; the result turns out to be close to the location chosen by clarinet makers. Finally, attempts are made numerically to improve the situation by introducing small perturbations in the higher part of the cylindrical resonator, but no satisfactory improvement is obtained.Comment: 28 June 2004 (submitted to Applied Acoustics

A Unified Approach to Portfolio Optimization with Linear Transaction Costs

In this paper we study the continuous time optimal portfolio selection problem for an investor with a finite horizon who maximizes expected utility of terminal wealth and faces transaction costs in the capital market. It is well known that, depending on a particular structure of transaction costs, such a problem is formulated and solved within either stochastic singular control or stochastic impulse control framework. In this paper we propose a unified framework, which generalizes the contemporary approaches and is capable to deal with any problem where transaction costs are a linear/piecewise-linear function of the volume of trade. We also discuss some methods for solving numerically the problem within our unified framework.portfolio choice, transaction costs, stochastic singular control, stochastic impulse control, computational methods

Algorithms for Approximate Subtropical Matrix Factorization

Matrix factorization methods are important tools in data mining and analysis. They can be used for many tasks, ranging from dimensionality reduction to visualization. In this paper we concentrate on the use of matrix factorizations for finding patterns from the data. Rather than using the standard algebra -- and the summation of the rank-1 components to build the approximation of the original matrix -- we use the subtropical algebra, which is an algebra over the nonnegative real values with the summation replaced by the maximum operator. Subtropical matrix factorizations allow "winner-takes-it-all" interpretations of the rank-1 components, revealing different structure than the normal (nonnegative) factorizations. We study the complexity and sparsity of the factorizations, and present a framework for finding low-rank subtropical factorizations. We present two specific algorithms, called Capricorn and Cancer, that are part of our framework. They can be used with data that has been corrupted with different types of noise, and with different error metrics, including the sum-of-absolute differences, Frobenius norm, and Jensen--Shannon divergence. Our experiments show that the algorithms perform well on data that has subtropical structure, and that they can find factorizations that are both sparse and easy to interpret.Comment: 40 pages, 9 figures. For the associated source code, see http://people.mpi-inf.mpg.de/~pmiettin/tropical