Assessing stochastic algorithms for large scale nonlinear least squares problems using extremal probabilities of linear combinations of gamma random variables

This article considers stochastic algorithms for efficiently solving a class of large scale non-linear least squares (NLS) problems which frequently arise in applications. We propose eight variants of a practical randomized algorithm where the uncertainties in the major stochastic steps are quantified. Such stochastic steps involve approximating the NLS objective function using Monte-Carlo methods, and this is equivalent to the estimation of the trace of corresponding symmetric positive semi-definite (SPSD) matrices. For the latter, we prove tight necessary and sufficient conditions on the sample size (which translates to cost) to satisfy the prescribed probabilistic accuracy. We show that these conditions are practically computable and yield small sample sizes. They are then incorporated in our stochastic algorithm to quantify the uncertainty in each randomized step. The bounds we use are applications of more general results regarding extremal tail probabilities of linear combinations of gamma distributed random variables. We derive and prove new results concerning the maximal and minimal tail probabilities of such linear combinations, which can be considered independently of the rest of this paper

Solid rocket technology advancements for space tug and IUS applications

In order for the shuttle tug or interim upper stage (IUS) to capture all the missions in the current mission model for the tug and the IUS, an auxiliary or kick stage, using a solid propellant rocket motor, is required. Two solid propellant rocket motor technology concepts are described. One concept, called the 'advanced propulsion module' motor, is an 1800-kg, high-mass-fraction motor, which is single-burn and contains Class 2 propellent. The other concept, called the high energy upper stage restartable solid, is a two-burn (stop-restartable on command) motor which at present contains 1400 kg of Class 7 propellant. The details and status of the motor design and component and motor test results to date are presented, along with the schedule for future work

AdS5_5 rotating non-Abelian black holes

We present arguments for the existence of charged, rotating black holes with equal magnitude angular momenta in $d=5$ Einstein-Yang-Mills theory with negative cosmological constant. These solutions posses a regular horizon of spherical topology and approach asymptotically the Anti-de Sitter spacetime background. The black hole solutions have also an electric charge and a nonvanishing magnetic flux through the sphere at infinity. Different from the static case, no regular solution with a nonvanishing angular momenta is found for a vanishing event horizon radius.Comment: 14 pages, 7 figure

Gravitating Semilocal strings

We discuss the properties of semilocal strings minimally coupled to gravity. Semilocal strings are solutions of the bosonic sector of the Standard Model in the limit $\sin^2\theta_W=1$ (where $\theta_W$ is the Weinberg angle) and correspond to embedded Abelian-Higgs strings for a particular choice of the scalar doublet. We focus on the limit where the gauge boson mass is equal to the Higgs boson mass such that the solutions fulfill the Bogomolnyi-Prasad-Sommerfield (BPS) bound.Comment: Contribution to the Proceedings of the Spanish Relativity Meeting (ERE) 2009, Bilbao, Spai

Modeling planar degenerate wetting and anchoring in nematic liquid crystals

We propose a simple surface potential favoring the planar degenerate anchoring of nematic liquid crystals, i.e., the tendency of the molecules to align parallel to one another along any direction parallel to the surface. We show that, at lowest order in the tensorial Landau-de Gennes order-parameter, fourth-order terms must be included. We analyze the anchoring and wetting properties of this surface potential. In the nematic phase, we find the desired degenerate planar anchoring, with positive scalar order-parameter and some surface biaxiality. In the isotropic phase, we find, in agreement with experiments, that the wetting layer may exhibit a uniaxial ordering with negative scalar order-parameter. For large enough anchoring strength, this negative ordering transits towards the planar degenerate state

Regularization-robust preconditioners for time-dependent PDE constrained optimization problems

In this article, we motivate, derive and test �effective preconditioners to be used with the Minres algorithm for solving a number of saddle point systems, which arise in PDE constrained optimization problems. We consider the distributed control problem involving the heat equation with two diff�erent functionals, and the Neumann boundary control problem involving Poisson's equation and the heat equation. Crucial to the eff�ectiveness of our preconditioners in each case is an eff�ective approximation of the Schur complement of the matrix system. In each case, we state the problem being solved, propose the preconditioning approach, prove relevant eigenvalue bounds, and provide numerical results which demonstrate that our solvers are eff�ective for a wide range of regularization parameter values, as well as mesh sizes and time-steps

Fast iterative solution of reaction-diffusion control problems arising from chemical processes

PDE-constrained optimization problems, and the development of preconditioned iterative methods for the efficient solution of the arising matrix system, is a field of numerical analysis that has recently been attracting much attention. In this paper, we analyze and develop preconditioners for matrix systems that arise from the optimal control of reaction-diffusion equations, which themselves result from chemical processes. Important aspects in our solvers are saddle point theory, mass matrix representation and effective Schur complement approximation, as well as the outer (Newton) iteration to take account of the nonlinearity of the underlying PDEs

Orbits in the Field of a Gravitating Magnetic Monopole

Orbits of test particles and light rays are an important tool to study the properties of space-time metrics. Here we systematically study the properties of the gravitational field of a globally regular magnetic monopole in terms of the geodesics of test particles and light. The gravitational field depends on two dimensionless parameters, defined as ratios of the characteristic mass scales present. For critical values of these parameters the resulting metric coefficients develop a singular behavior, which has profound influence on the properties of the resulting space-time and which is clearly reflected in the orbits of the test particles and light rays.Comment: 24 pages, 15 figures. Accepted for publication in GR

Spherically symmetric Yang-Mills solutions in a (4+n)- dimensional space-time

We consider the Einstein-Yang-Mills Lagrangian in a (4+n)-dimensional space-time. Assuming the matter and metric fields to be independent of the n extra coordinates, a spherical symmetric Ansatz for the fields leads to a set of coupled ordinary differential equations. We find that for n > 1 only solutions with either one non-zero Higgs field or with all Higgs fields constant exist. We construct the analytic solutions which fulfill this conditions for arbitrary n, namely the Einstein-Maxwell-dilaton solutions. We also present generic solutions of the effective 4-dimensional Einstein-Yang-Mills-Higgs-dilaton model, which possesses n Higgs triplets coupled in a specific way to n independent dilaton fields. These solutions are the abelian Einstein-Maxwell- dilaton solutions and analytic non-abelian solutions, which have diverging Higgs fields. In addition, we construct numerically asymptotically flat and finite energy solutions for n=2.Comment: 15 Latex pages, 4 eps figures; v2: discussion of results revisite