1,063 research outputs found
Subtropical Real Root Finding
We describe a new incomplete but terminating method for real root finding for
large multivariate polynomials. We take an abstract view of the polynomial as
the set of exponent vectors associated with sign information on the
coefficients. Then we employ linear programming to heuristically find roots.
There is a specialized variant for roots with exclusively positive coordinates,
which is of considerable interest for applications in chemistry and systems
biology. An implementation of our method combining the computer algebra system
Reduce with the linear programming solver Gurobi has been successfully applied
to input data originating from established mathematical models used in these
areas. We have solved several hundred problems with up to more than 800000
monomials in up to 10 variables with degrees up to 12. Our method has failed
due to its incompleteness in less than 8 percent of the cases
Phase Field Model for Three-Dimensional Dendritic Growth with Fluid Flow
We study the effect of fluid flow on three-dimensional (3D) dendrite growth
using a phase-field model on an adaptive finite element grid. In order to
simulate 3D fluid flow, we use an averaging method for the flow problem coupled
to the phase-field method and the Semi-Implicit Approximated Projection Method
(SIAPM). We describe a parallel implementation for the algorithm, using Charm++
FEM framework, and demonstrate its efficiency. We introduce an improved method
for extracting dendrite tip position and tip radius, facilitating accurate
comparison to theory. We benchmark our results for two-dimensional (2D)
dendrite growth with solvability theory and previous results, finding them to
be in good agreement. The physics of dendritic growth with fluid flow in three
dimensions is very different from that in two dimensions, and we discuss the
origin of this behavior
On the Number of Iterations for Dantzig-Wolfe Optimization and Packing-Covering Approximation Algorithms
We give a lower bound on the iteration complexity of a natural class of
Lagrangean-relaxation algorithms for approximately solving packing/covering
linear programs. We show that, given an input with random 0/1-constraints
on variables, with high probability, any such algorithm requires
iterations to compute a
-approximate solution, where is the width of the input.
The bound is tight for a range of the parameters .
The algorithms in the class include Dantzig-Wolfe decomposition, Benders'
decomposition, Lagrangean relaxation as developed by Held and Karp [1971] for
lower-bounding TSP, and many others (e.g. by Plotkin, Shmoys, and Tardos [1988]
and Grigoriadis and Khachiyan [1996]). To prove the bound, we use a discrepancy
argument to show an analogous lower bound on the support size of
-approximate mixed strategies for random two-player zero-sum
0/1-matrix games
Characterizing the universal rigidity of generic frameworks
A framework is a graph and a map from its vertices to E^d (for some d). A
framework is universally rigid if any framework in any dimension with the same
graph and edge lengths is a Euclidean image of it. We show that a generic
universally rigid framework has a positive semi-definite stress matrix of
maximal rank. Connelly showed that the existence of such a positive
semi-definite stress matrix is sufficient for universal rigidity, so this
provides a characterization of universal rigidity for generic frameworks. We
also extend our argument to give a new result on the genericity of strict
complementarity in semidefinite programming.Comment: 18 pages, v2: updates throughout; v3: published versio
Linear Contraction Behavior of Low-Carbon, Low-Alloy Steels During and After Solidification Using Real-Time Measurements
A technique for measuring the linear contraction during and after solidification of low-alloy steel was developed and used for examination of two commercial low-carbon and low-alloy steel grades. The effects of several experimental parameters on the contraction were studied. The solidification contraction behavior was described using the concept of rigidity in a solidifying alloy, evolution of the solid fraction, and the microstructure development during solidification. A correlation between the linear contraction properties in the solidification range and the hot crack susceptibility was proposed and used for the estimation of hot cracking susceptibility for two studied alloys and verified with the real casting practice. The technique allows estimation of the contraction coefficient of commercial steels in a wide range of temperatures and could be helpful for computer simulation and process optimization during continuous casting. © 2013 The Minerals, Metals & Materials Society and ASM International
Front Propagation with Rejuvenation in Flipping Processes
We study a directed flipping process that underlies the performance of the
random edge simplex algorithm. In this stochastic process, which takes place on
a one-dimensional lattice whose sites may be either occupied or vacant,
occupied sites become vacant at a constant rate and simultaneously cause all
sites to the right to change their state. This random process exhibits rich
phenomenology. First, there is a front, defined by the position of the
left-most occupied site, that propagates at a nontrivial velocity. Second, the
front involves a depletion zone with an excess of vacant sites. The total
excess D_k increases logarithmically, D_k ~ ln k, with the distance k from the
front. Third, the front exhibits rejuvenation -- young fronts are vigorous but
old fronts are sluggish. We investigate these phenomena using a quasi-static
approximation, direct solutions of small systems, and numerical simulations.Comment: 10 pages, 9 figures, 4 table
A Closed-Form Solution of the Multi-Period Portfolio Choice Problem for a Quadratic Utility Function
In the present paper, we derive a closed-form solution of the multi-period
portfolio choice problem for a quadratic utility function with and without a
riskless asset. All results are derived under weak conditions on the asset
returns. No assumption on the correlation structure between different time
points is needed and no assumption on the distribution is imposed. All
expressions are presented in terms of the conditional mean vectors and the
conditional covariance matrices. If the multivariate process of the asset
returns is independent it is shown that in the case without a riskless asset
the solution is presented as a sequence of optimal portfolio weights obtained
by solving the single-period Markowitz optimization problem. The process
dynamics are included only in the shape parameter of the utility function. If a
riskless asset is present then the multi-period optimal portfolio weights are
proportional to the single-period solutions multiplied by time-varying
constants which are depending on the process dynamics. Remarkably, in the case
of a portfolio selection with the tangency portfolio the multi-period solution
coincides with the sequence of the simple-period solutions. Finally, we compare
the suggested strategies with existing multi-period portfolio allocation
methods for real data.Comment: 38 pages, 9 figures, 3 tables, changes: VAR(1)-CCC-GARCH(1,1) process
dynamics and the analysis of increasing horizon are included in the
simulation study, under revision in Annals of Operations Researc
Renormalization group approach to multiscale modelling in materials science
Dendritic growth, and the formation of material microstructure in general,
necessarily involves a wide range of length scales from the atomic up to sample
dimensions. The phase field approach of Langer, enhanced by optimal asymptotic
methods and adaptive mesh refinement, copes with this range of scales, and
provides an effective way to move phase boundaries. However, it fails to
preserve memory of the underlying crystallographic anisotropy, and thus is
ill-suited for problems involving defects or elasticity. The phase field
crystal (PFC) equation-- a conserving analogue of the Hohenberg-Swift equation
--is a phase field equation with periodic solutions that represent the atomic
density. It can natively model elasticity, the formation of solid phases, and
accurately reproduces the nonequilibrium dynamics of phase transitions in real
materials. However, the PFC models matter at the atomic scale, rendering it
unsuitable for coping with the range of length scales in problems of serious
interest. Here, we show that a computationally-efficient multiscale approach to
the PFC can be developed systematically by using the renormalization group or
equivalent techniques to derive appropriate coarse-grained coupled phase and
amplitude equations, which are suitable for solution by adaptive mesh
refinement algorithms
Solidification of Al alloys under electromagnetic pulses and characterization of the 3D microstructures under synchrotron x-ray tomography
A novel programmable electromagnetic pulse device was developed and used to study the solidification of Al-15 pct Cu and Al-35 pct Cu alloys. The pulsed magnetic fluxes and Lorentz forces generated inside the solidifying melts were simulated using finite element methods, and their effects on the solidification microstructures were characterized using electron microscopy and synchrotron X-ray tomography. Using a discharging voltage of 120 V, a pulsed magnetic field with the peak Lorentz force of ~1.6 N was generated inside the solidifying Al-Cu melts which were showed sufficiently enough to disrupt the growth of the primary Al dendrites and the Al2Cu intermetallic phases. The microstructures exhibit a strong correlation to the characteristics of the applied pulse, forming a periodical pattern that resonates the frequency of the applied electromagnetic field
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