Sketched Newton-Raphson

We propose a new globally convergent stochastic second order method. Our starting point is the development of a new Sketched Newton-Raphson (SNR) method for solving large scale nonlinear equations of the form $F(x)=0$ with $F:\mathbb{R}^p \rightarrow \mathbb{R}^m$. We then show how to design several stochastic second order optimization methods by re-writing the optimization problem of interest as a system of nonlinear equations and applying SNR. For instance, by applying SNR to find a stationary point of a generalized linear model (GLM), we derive completely new and scalable stochastic second order methods. We show that the resulting method is very competitive as compared to state-of-the-art variance reduced methods. Furthermore, using a variable splitting trick, we also show that the Stochastic Newton method (SNM) is a special case of SNR, and use this connection to establish the first global convergence theory of SNM. We establish the global convergence of SNR by showing that it is a variant of the stochastic gradient descent (SGD) method, and then leveraging proof techniques of SGD. As a special case, our theory also provides a new global convergence theory for the original Newton-Raphson method under strictly weaker assumptions as compared to the classic monotone convergence theory.Comment: Accepted for SIAM Journal on Optimization. 47 pages, 4 figure

Numerical methods and computers used in elastohydrodynamic lubrication

Some of the methods of obtaining approximate numerical solutions to boundary value problems that arise in elastohydrodynamic lubrication are reviewed. The highlights of four general approaches (direct, inverse, quasi-inverse, and Newton-Raphson) are sketched. Advantages and disadvantages of these approaches are presented along with a flow chart showing some of the details of each. The basic question of numerical stability of the elastohydrodynamic lubrication solutions, especially in the pressure spike region, is considered. Computers used to solve this important class of lubrication problems are briefly described, with emphasis on supercomputers

Dissipative vortex solitons in 2D-lattices

We report the existence of stable symmetric vortex-type solutions for two-dimensional nonlinear discrete dissipative systems governed by a cubic-quintic complex Ginzburg-Landau equation. We construct a whole family of vortex solitons with a topological charge S = 1. Surprisingly, the dynamical evolution of unstable solutions of this family does not alter significantly their profile, instead their phase distribution completely changes. They transform into two-charges swirl-vortex solitons. We dynamically excite this novel structure showing its experimental feasibility.Comment: 4 pages, 20 figure

Investigating Multiple Solutions in the Constrained Minimal Supersymmetric Standard Model

Recent work has shown that the Constrained Minimal Supersymmetric Standard Model (CMSSM) can possess several distinct solutions for certain values of its parameters. The extra solutions were not previously found by public supersymmetric spectrum generators because fixed point iteration (the algorithm used by the generators) is unstable in the neighbourhood of these solutions. The existence of the additional solutions calls into question the robustness of exclusion limits derived from collider experiments and cosmological observations upon the CMSSM, because limits were only placed on one of the solutions. Here, we map the CMSSM by exploring its multi-dimensional parameter space using the shooting method, which is not subject to the stability issues which can plague fixed point iteration. We are able to find multiple solutions where in all previous literature only one was found. The multiple solutions are of two distinct classes. One class, close to the border of bad electroweak symmetry breaking, is disfavoured by LEP2 searches for neutralinos and charginos. The other class has sparticles that are heavy enough to evade the LEP2 bounds. Chargino masses may differ by up to around 10% between the different solutions, whereas other sparticle masses differ at the sub-percent level. The prediction for the dark matter relic density can vary by a hundred percent or more between the different solutions, so analyses employing the dark matter constraint are incomplete without their inclusion.Comment: 30 pages, 12 figures, 2 tables; v2: added discussion on speed of shooting method, fixed typos, matches published versio

Integration algorithms of elastoplasticity for ceramic powder compaction

Inelastic deformation of ceramic powders (and of a broad class of rock-like and granular materials), can be described with the yield function proposed by Bigoni and Piccolroaz (2004, Yield criteria for quasibrittle and frictional materials. Int. J. Solids and Structures, 41, 2855-2878). This yield function is not defined outside the yield locus, so that 'gradient-based' integration algorithms of elastoplasticity cannot be directly employed. Therefore, we propose two ad hoc algorithms: (i.) an explicit integration scheme based on a forward Euler technique with a 'centre-of-mass' return correction and (ii.) an implicit integration scheme based on a 'cutoff-substepping' return algorithm. Iso-error maps and comparisons of the results provided by the two algorithms with two exact solutions (the compaction of a ceramic powder against a rigid spherical cup and the expansion of a thick spherical shell made up of a green body), show that both the proposed algorithms perform correctly and accurately.Comment: 21 pages. Journal of the European Ceramic Society, 201

A theory of two-dimensional airfoils with strong inlet flow on the upper surface

The two-dimensional theory of airfoils with arbitrarily strong inlet flow into the upper surface was examined with the aim of developing a thin-airfoil theory which is valid for this condition. Such a theory has, in fact, been developed and reduces uniformly to the conventional thin-wing theory when the inlet flow vanishes. The integrals associated with the arbitrary shape, corresponding to the familiar Munk integrals, are somewhat more complex but not so as to make calculations difficult. To examine the limit for very high ratios of inlet to free-stream velocity, the theory of the Joukowski airfoil was extended to incorporate an arbitrary inlet on the upper surface. Because this calculation is exact, phenomena observed in the limit cannot be attributed to the linearized calculation. These results showed that airfoil theory, in the conventional sense, breaks down at very large ratios of inlet to free-stream velocity. This occurs where the strong induced field of the inlet dominates the free-stream flow so overwhelmingly that the flow no longer leaves the trailing edge but flows toward it. Then the trailing edge becomes, in fact a leading edge and the Kutta condition is physically inapplicable. For the example in this work, this breakdown occurred at a ratio of inlet to free-stream velocity of about 10. This phenomena suggests that for ratios in excess of the critical value, the flow separates from the trailing edge and the circulation is dominated by conditions at the edges of the inlet

Noise-induced phase transitions: Effects of the noises' statistics and spectrum

The local, uncorrelated multiplicative noises driving a second-order, purely noise-induced, ordering phase transition (NIPT) were assumed to be Gaussian and white in the model of [Phys. Rev. Lett. \textbf{73}, 3395 (1994)]. The potential scientific and technological interest of this phenomenon calls for a study of the effects of the noises' statistics and spectrum. This task is facilitated if these noises are dynamically generated by means of stochastic differential equations (SDE) driven by white noises. One such case is that of Ornstein--Uhlenbeck noises which are stationary, with Gaussian pdf and a variance reduced by the self-correlation time (\tau), and whose effect on the NIPT phase diagram has been studied some time ago. Another such case is when the stationary pdf is a (colored) Tsallis' (q)--\emph{Gaussian} which, being a \emph{fat-tail} distribution for (q>1) and a \emph{compact-support} one for (q<1), allows for a controlled exploration of the effects of the departure from Gaussian statistics. As done before with stochastic resonance and other phenomena, we now exploit this tool to study--within a simple mean-field approximation and with an emphasis on the \emph{order parameter} and the ``\emph{susceptibility}''--the combined effect on NIPT of the noises' statistics and spectrum. Even for relatively small (\tau), it is shown that whereas fat-tail noise distributions ((q>1)) counteract the effect of self-correlation, compact-support ones ((q<1)) enhance it. Also, an interesting effect on the susceptibility is seen in the last case.Comment: 6 pages, 10 figures, uses aipproc.cls, aip-8s.clo and aipxfm.sty. To appear in AIP Conference Proceedings. Invited talk at MEDYFINOL'06 (XV Conference on Nonequilibrium Statistical Mechanics and Nonlinear Physics