Sparse bayesian polynomial chaos approximations of elasto-plastic material models

In this paper we studied the uncertainty quantification in a functional approximation form of elastoplastic models parameterised by material uncertainties. The problem of estimating the polynomial chaos coefficients is recast in a linear regression form by taking into consideration the possible sparsity of the solution. Departing from the classical optimisation point of view, we take a slightly different path by solving the problem in a Bayesian manner with the help of new spectral based sparse Kalman filter algorithms

Rethinking one`s own culture

African people reflecting on their own situation will frequently find themselves in a dilemma to identify with western and traditional values. A case study of the Burji (Ethiopia and Kenya) examplifies this. First a description is given of the Burji actively dealing with their problems, trying among other things to keep Burjiness alive. Then in presenting a semiotic model it is shown how the phenomenon of their changing group identity (which is not grasped by theories of ethnic group or ethnicity) can be analyzed. The model presented may be useful for analyzing similar cases in the Third World

Inverse problems and uncertainty quantification

In a Bayesian setting, inverse problems and uncertainty quantification (UQ) - the propagation of uncertainty through a computational (forward) model - are strongly connected. In the form of conditional expectation the Bayesian update becomes computationally attractive. This is especially the case as together with a functional or spectral approach for the forward UQ there is no need for time-consuming and slowly convergent Monte Carlo sampling. The developed sampling-free non-linear Bayesian update is derived from the variational problem associated with conditional expectation. This formulation in general calls for further discretisation to make the computation possible, and we choose a polynomial approximation. After giving details on the actual computation in the framework of functional or spectral approximations, we demonstrate the workings of the algorithm on a number of examples of increasing complexity. At last, we compare the linear and quadratic Bayesian update on the small but taxing example of the chaotic Lorenz 84 model, where we experiment with the influence of different observation or measurement operators on the update.Comment: 25 pages, 17 figures. arXiv admin note: text overlap with arXiv:1201.404

Unsolvability Cores in Classification Problems

Classification problems have been introduced by M. Ziegler as a generalization of promise problems. In this paper we are concerned with solvability and unsolvability questions with respect to a given set or language family, especially with cores of unsolvability. We generalize the results about unsolvability cores in promise problems to classification problems. Our main results are a characterization of unsolvability cores via cohesiveness and existence theorems for such cores in unsolvable classification problems. In contrast to promise problems we have to strengthen the conditions to assert the existence of such cores. In general unsolvable classification problems with more than two components exist, which possess no cores, even if the set family under consideration satisfies the assumptions which are necessary to prove the existence of cores in unsolvable promise problems. But, if one of the components is fixed we can use the results on unsolvability cores in promise problems, to assert the existence of such cores in general. In this case we speak of conditional classification problems and conditional cores. The existence of conditional cores can be related to complexity cores. Using this connection we can prove for language families, that conditional cores with recursive components exist, provided that this family admits an uniform solution for the word problem

To be or not to be intrusive? The solution of parametric and stochastic equations - the "plain vanilla" Galerkin case

In parametric equations - stochastic equations are a special case - one may want to approximate the solution such that it is easy to evaluate its dependence of the parameters. Interpolation in the parameters is an obvious possibility, in this context often labeled as a collocation method. In the frequent situation where one has a "solver" for the equation for a given parameter value - this may be a software component or a program - it is evident that this can independently solve for the parameter values to be interpolated. Such uncoupled methods which allow the use of the original solver are classed as "non-intrusive". By extension, all other methods which produce some kind of coupled system are often - in our view prematurely - classed as "intrusive". We show for simple Galerkin formulations of the parametric problem - which generally produce coupled systems - how one may compute the approximation in a non-intusive way