39,863 research outputs found
Convergence Analysis of an Inexact Feasible Interior Point Method for Convex Quadratic Programming
In this paper we will discuss two variants of an inexact feasible interior
point algorithm for convex quadratic programming. We will consider two
different neighbourhoods: a (small) one induced by the use of the Euclidean
norm which yields a short-step algorithm and a symmetric one induced by the use
of the infinity norm which yields a (practical) long-step algorithm. Both
algorithms allow for the Newton equation system to be solved inexactly. For
both algorithms we will provide conditions for the level of error acceptable in
the Newton equation and establish the worst-case complexity results
Increments of Uncorrelated Time Series Can Be Predicted With a Universal 75% Probability of Success
We present a simple and general result that the sign of the variations or
increments of uncorrelated times series are predictable with a remarkably high
success probability of 75% for symmetric sign distributions. The origin of this
paradoxical result is explained in details. We also present some tests on
synthetic, financial and global temperature time series.Comment: 8 pages, 3 figure
Scaling with respect to disorder in time-to-failure
We revisit a simple dynamical model of rupture in random media with
long-range elasticity to test whether rupture can be seen as a first-order or a
critical transition. We find a clear scaling of the macroscopic modulus as a
function of time-to-rupture and of the amplitude of the disorder, which allows
us to collapse neatly the numerical simulations over more than five decades in
time and more than one decade in disorder amplitude onto a single master curve.
We thus conclude that, at least in this model, dynamical rupture in systems
with long-range elasticity is a genuine critical phenomenon occurring as soon
as the disorder is non-vanishing.Comment: 13 pages, 2 figures, submitted to J.Phys.I (France
- …