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

Boundary critical behaviour at mm-axial Lifshitz points: the special transition for the case of a surface plane parallel to the modulation axes

The critical behaviour of $d$-dimensional semi-infinite systems with $n$-component order parameter $\bm{\phi}$ is studied at an $m$-axial bulk Lifshitz point whose wave-vector instability is isotropic in an $m$-dimensional subspace of $\mathbb{R}^d$. Field-theoretic renormalization group methods are utilised to examine the special surface transition in the case where the $m$ potential modulation axes, with $0\leq m\leq d-1$, are parallel to the surface. The resulting scaling laws for the surface critical indices are given. The surface critical exponent $\eta_\|^{\rm sp}$, the surface crossover exponent $\Phi$ and related ones are determined to first order in \epsilon=4+\case{m}{2}-d. Unlike the bulk critical exponents and the surface critical exponents of the ordinary transition, $\Phi$ is $m$-dependent already at first order in $\epsilon$. The \Or(\epsilon) term of $\eta_\|^{\rm sp}$ is found to vanish, which implies that the difference of $\beta_1^{\rm sp}$ and the bulk exponent $\beta$ is of order $\epsilon^2$.Comment: 21 pages, one figure included as eps file, uses IOP style file

A Scheme to Numerically Evolve Data for the Conformal Einstein Equation

This is the second paper in a series describing a numerical implementation of the conformal Einstein equation. This paper deals with the technical details of the numerical code used to perform numerical time evolutions from a "minimal" set of data. We outline the numerical construction of a complete set of data for our equations from a minimal set of data. The second and the fourth order discretisations, which are used for the construction of the complete data set and for the numerical integration of the time evolution equations, are described and their efficiencies are compared. By using the fourth order scheme we reduce our computer resource requirements --- with respect to memory as well as computation time --- by at least two orders of magnitude as compared to the second order scheme.Comment: 20 pages, 12 figure

Development and validation of a gene expression test to identify hard-to-heal chronic venous leg ulcers

Background: Chronic venous leg ulcers pose a significant burden to healthcare systems, and predicting wound healing is challenging. The aim of this study was to develop a genetic test to evaluate the propensity of a chronic ulcer to heal. Methods: Sequential refinement and testing of a gene expression signature was conducted using three distinct cohorts of human wound tissue. The expression of candidate genes was screened using a cohort of acute and chronic wound tissue and normal skin with quantitative transcript analysis. Genes showing significant expression differences were combined and examined, using receiver operating characteristic (ROC) curve analysis, in a controlled prospective study of patients with venous leg ulcers. A refined gene signature was evaluated using a prospective, blinded study of consecutive patients with venous ulcers. Results: The initial gene signature, comprising 25 genes, could identify the outcome (healing versus non‐healing) of chronic venous leg ulcers (area under the curve (AUC) 0·84, 95 per cent c.i. 0·73 to 0·94). Subsequent refinement resulted in a final 14‐gene signature (WD14), which performed equally well (AUC 0·88, 0·80 to 0·97). When examined in a prospective blinded study, the WD14 signature could also identify wounds likely to demonstrate signs of healing (AUC 0·73, 0·62 to 0·84). Conclusion: A gene signature can identify people with chronic venous leg ulcers that are unlikely to heal

Correlated percolation and the correlated resistor network

We present some exact results on percolation properties of the Ising model, when the range of the percolating bonds is larger than nearest-neighbors. We show that for a percolation range to next-nearest neighbors the percolation threshold Tp is still equal to the Ising critical temperature Tc, and present the phase diagram for this type of percolation. In addition, we present Monte Carlo calculations of the finite size behavior of the correlated resistor network defined on the Ising model. The thermal exponent t of the conductivity that follows from it is found to be t = 0.2000 +- 0.0007. We observe no corrections to scaling in its finite size behavior.Comment: 16 pages, REVTeX, 6 figures include

Multilevel first-order system least squares for elliptic grid generation

A new fully variational approach is studied for elliptic grid generation (EGG). It is based on a general algorithm developed in a companion paper [A. L. Codd, T. A. Manteuffel, and S. F. McCormick, SIAM J. Numer. Anal., 41 (2003), pp. 2197--2209] that involves using Newton's method to linearize an appropriate equivalent first-order system, first-order system least squares (FOSLS) to formulate and discretize the Newton step, and algebraic multigrid (AMG) to solve the resulting matrix equation. The approach is coupled with nested iteration to provide an accurate initial guess for finer levels using coarse-level computation. The present paper verifies the assumptions of the companion work and confirms the overall efficiency of the scheme with numerical experiments

Modified critical correlations close to modulated and rough surfaces

Correlation functions are sensitive to the presence of a boundary. Surface modulations give rise to modified near surface correlations, which can be measured by scattering probes. To determine these correlations, we develop a perturbative calculation in deformations in height from a flat surface. The results, combined with a renormalization group around four dimensions, are also used to predict critical behavior near a self-affinely rough surface. We find that a large enough roughness exponent can modify surface critical behavior.Comment: 4 pages, 1 figure. Revised version as published in Phys. Rev. Lett. 86, 4596 (2001

Correlation functions near Modulated and Rough Surfaces

In a system with long-ranged correlations, the behavior of correlation functions is sensitive to the presence of a boundary. We show that surface deformations strongly modify this behavior as compared to a flat surface. The modified near surface correlations can be measured by scattering probes. To determine these correlations, we develop a perturbative calculation in the deformations in height from a flat surface. Detailed results are given for a regularly patterned surface, as well as for a self-affinely rough surface with roughness exponent $\zeta$. By combining this perturbative calculation in height deformations with the field-theoretic renormalization group approach, we also estimate the values of critical exponents governing the behavior of the decay of correlation functions near a self-affinely rough surface. We find that for the interacting theory, a large enough $\zeta$ can lead to novel surface critical behavior. We also provide scaling relations between roughness induced critical exponents for thermodynamic surface quantities.Comment: 31 pages, 2 figure

Casimir forces in binary liquid mixtures

If two ore more bodies are immersed in a critical fluid critical fluctuations of the order parameter generate long ranged forces between these bodies. Due to the underlying mechanism these forces are close analogues of the well known Casimir forces in electromagnetism. For the special case of a binary liquid mixture near its critical demixing transition confined to a simple parallel plate geometry it is shown that the corresponding critical Casimir forces can be of the same order of magnitude as the dispersion (van der Waals) forces between the plates. In wetting experiments or by direct measurements with an atomic force microscope the resulting modification of the usual dispersion forces in the critical regime should therefore be easily detectable. Analytical estimates for the Casimir amplitudes Delta in d=4-epsilon are compared with corresponding Monte-Carlo results in d=3 and their quantitative effect on the thickness of critical wetting layers and on force measurements is discussed.Comment: 34 pages LaTeX with revtex and epsf style, to appear in Phys. Rev.