On Huber's contaminated model

Huber's contaminated model is a basic model for data with outliers. This paper aims at addressing several fundamental problems about this model. We first study its identifiability properties. Several theorems are presented to determine whether the model is identifiable for various situations. Based on these results, we discuss the problem of estimating the parameters with observations drawn from Huber's contaminated model. A definition of estimation consistency is introduced to handle the general case where the model may be unidentifiable. This consistency is a strong robustness property. After showing that existing estimators cannot be consistent in this sense, we propose a new estimator that possesses the consistency property under mild conditions. Its adaptive version, which can simultaneously possess this consistency property and optimal asymptotic efficiency, is also provided. Numerical examples show that our estimators have better overall performance than existing estimators no matter how many outliers in the data.     

Variational integrators for nonlinear electric circuits

The variational framework for linear electric circuits introduced in [1] is extended to general nonlinear circuits. Based on a constrained Lagrangian formulation that takes the basic circuit laws into account the equations of motion of a nonlinear electric circuit are derived. The resulting differential-algebraic system can be reduced by performing the variational principle on a reduced space and regularity conditions for the reduced Lagrangian are presented. A variational integrator for the structure-preserving simulation of nonlinear electric circuits is derived and demonstrated by numerical examples. (© 2014 Wiley-VCH Verlag GmbH & Co. KGaA, Weinheim)     

Modeling the evolution of microstructures in finite plasticity

Kochmann and Hackl introduced in [1] a micromechanical model for finite single crystal plasticity. Based on thermodynamic variational principles this model leads to a non-convex variational problem. Employing the Lagrange functional, an incremental strategy was outlined to model the time-continuous evolution of a first order laminate microstructure. Although this model provides interesting results on the material point level, due to the global minimization in the evolution equations, the calculation time and numerical instabilities may cause problems when applying this model to macroscopic specimens. In order to avoid these problems, a smooth transition zone between the laminates is introduced to avoid global minimization, which makes the numerical calculations cumbersome compared to the model in [1]. By introducing a smooth viscous transition zone, the dissipation potential and its numerical treatment have to be adapted. We obtain rate-dependent time-evolution equations for the internal variables based on variational techniques and show as an example single slip shear. (© 2015 Wiley-VCH Verlag GmbH & Co. KGaA, Weinheim)     

Variational integrators for electric circuits

Variational integrators are symplectic-momentum preserving integrators that are based on a discrete variational formulation of the underlying system. So far, variational integrators have been mainly developed and used for a wide variety of mechanical systems. In this work, we develop a variational integrator for the simulation of electric circuits. An appropriate variational formulation is presented to model the circuit from which the equations of motion are derived. Finally, a corresponding time-discrete variational formulation provides an iteration scheme for the simulation of the electric circuit. In this way, a variational integrator is constructed that gains several advantages. A comparison to standard integration techniques shows that even for simple LCR circuits a better long-time energy behavior and frequency preservation can be obtained. (© 2011 Wiley-VCH Verlag GmbH & Co. KGaA, Weinheim)     

Surface energy and microstructure in coherent phase transitions

We study a variational problem involving a nonconvex function of Δu, regularized by a higher order term. The motivation comes from the theory of martensitic phase transformation—specifically, a model for the fine scale structure of twinning near an austenite-twinned-martensite interface. It is widely believed that the fine scale structure can be understood variationally, through the minimization of elastic and surface energy. Our problem represents the essence of this minimization. Similar variational problems have been considered by many authors in the materials science literature. They have always assumed, however, that the twinning should be essentially one-dimensional. This is in general false. Energy minimization can require a complex pattern of twin branching near the austenite interface. There are indications that the states of minimum energy may be asymptotically self-similar. © 1994 John Wiley & Sons., Inc.     

Fraeijs de Veubeke variational principle-based cylindrical shell finite element model

In this paper a dimensionally reduced cylindrical shell model based on the dual-mixed variational principle of Fraeijs de Veubeke will be presented. The fundamental variables of this variational principle are the not a priori symmetric stress tensor and the skew-symmetric rotation tensor. The tensor of first-order stress functions is applied to satisfy translational equilibrium. A shell model derived in this way makes the application of the classical kinematical hypotheses unnecessary, and enables us to use unmodified three-dimensional constitutive equations. On the basis of this shell model, a new dual-mixed cylindrical shell finite elements capable of both h- and p-approximation can be derived. (© 2013 Wiley-VCH Verlag GmbH & Co. KGaA, Weinheim)     

A new consistent discrete‐velocity model for the Boltzmann equation

This paper discusses the convergence of a new discrete‐velocity model to the Boltzmann equation. First the consistency of the collision integral approximation is proved. Based on this we prove the convergence of solutions for a modified model to renormalized solutions of the Boltzmann equation. In a numerical example, the solutions to the discrete problems are compared with the exact solution of the Boltzmann equation in the space‐homogeneous case. Copyright © 2002 John Wiley & Sons, Ltd.     

Discrete-analytical methods for the implementation of variational principles in environmental applications

A new method of constructing numerical schemes on the base of a variational principle for models including convection-diffusion operators is proposed. An original element is the use of analytical solutions of local adjoint problems formulated for the operators of convection-diffusion within the framework of the splitting technique. This results in numerical schemes which are absolutely stable, monotonic, transportive, and differentiable with respect to the state functions and parameters of the model. Artificial numerical diffusion is avoided due to the analytical solutions. The variational technique provides strong consistency between the numerical schemes of the main and adjoint problems. A theoretical study of the new class of schemes is given. The quality of the numerical approximations is demonstrated by an example of the non-linear Burgers equation. These new schemes enhance our variational methodology of environmental modelling. As one of the environmental applications, an inverse problem of risk assessment for Lake Baikal is presented.     

A variational formulation of nonlocalmaterials withmicrostructure based on dual macro- and micro-balances

We investigate a variational setting of nonlocal materials with microstructure and outline aspects of its numerical implementation. Thereby, the current state of the evolving microstructure is described by independent global degrees in addition to the macroscopic displacement field, so-called order parameters. Focussing on standard-dissipative materials, the constitutive response is governed by two fundamental functions for the energy storage and the dissipation. Based on these functions, a global dissipation postulate is introduced. Its exploitation constitutes a global variation formulation of nonlocal materials, which can be related to a minimization principle. Following this methodology, we end up with coupled macro- and microscopic field equations and corresponding boundary conditions. On the numerical side, we consider the weak counterpart of these coupled field equations and obtain after linearization a fully coupled system for increments of the displacement and the order parameters. Due to the underlying variational structure, this system of equations is symmetric. In order to show the capability of the proposed setting, we specify the above outlined scenario to a model problem of isotropic damage mechanics. (© 2008 WILEY-VCH Verlag GmbH & Co. KGaA, Weinheim)     

Design principles and error analysis for reduced-shear plate-bending finite elements

Summary. In this paper, we consider the problem of designing plate-bending elements which are free of shear locking. This phenomenon is known to afflict several elements for the Reissner-Mindlin plate model when the thickness of the plate is small, due to the inability of the approximating subspaces to satisfy the Kirchhoff constraint. To avoid locking, a “reduction operator” is often applied to the stress, to modify the variational formulation and reduce the effect of this constraint. We investigate the conditions required on such reduction operators to ensure that the approximability and consistency errors are of the right order. A set of sufficient conditions is presented, under which optimal errors can be obtained – these are derived directly, without transforming the problem via a Hemholtz decomposition, or considering it as a mixed method. Our analysis explicitly takes into account boundary layers and their resolution, and we prove, via an asymptotic analysis, that convergence of the finite element approximations will occur uniformly as , even on quasiuniform meshes. The analysis is carried out in the case of a free boundary, where the boundary layer is known to be strong. We also propose and analyze a simple post-processing scheme for the shear stress. Our general theory is used to analyze the well-known MITC elements for the Reissner-Mindlin plate. As we show, the theory makes it possible to analyze both straight and curved elements. We also analyze some other elements. Received June 19, 1995     

On a variational problem for an infinite particle system in a random medium Part II: The local growth rate

Summary This paper solves the second of two variational problems arising in the study of an infinite system of particles that branch and migrate in a random medium. This variational problem involves a non-linear functional on a subset of the stationary probability measures on [×⁺], describing the interplay between particles and medium. It is shown that the variational problem can be solved in terms of the Lyapunov exponent of a product of random × matrices. This Lyapunov exponent is calculated via a random continued fraction. By analyzing the latter we are able to compute the maximum and the maximizer in the variational problem. It is found that these quantities exhibit interesting non-analyticities and changes of sign as a function of model parameters, which correspond to phase transitions in the infinite particle system. By combining with results from Part I we obtain a complete picture of the phase diagram.     

Asymmetric variational inequality problems over product sets: Applications and iterative methods

In this paper, we (i) describe how several equilibrium problems can be uniformly modelled by a finite-dimensional asymmetric variational inequality defined over a Cartesian product of sets, and (ii) investigate the local and global convergence of various iterative methods for solving such a variational inequality problem. Because of the special Cartesian product structure, these iterative methods decompose the original variational inequality problem into a sequence of simpler variational inequality subproblems in lower dimensions. The resulting decomposition schemes often have a natural interpretation as some adjustment processes. This research was based on work supported by the National Science Foundation under grant ECS 811–4571.     

Closed-form valuations of basket options using a multivariate normal inverse Gaussian model

This paper uses a multivariate normal inverse Gaussian model to develop closed-form pricing formulas for both geometric and arithmetic basket options. For geometric basket options, an exact analytical solution is possible; for arithmetic basket options, the formula is an approximation. The model is based on a jump-driven financial process, which is known empirically to be more realistic than a geometric Brownian motion. By comparing our results to Monte Carlo experiments, we confirm the internal consistency of our formulas. The “Greeks” can be derived from the closed-form formulas in a straightforward manner.     

Periodic solution for strongly nonlinear vibration systems by He's variational iteration method

In this paper, we use variational iteration method for strongly nonlinear oscillators. This method is a combination of the traditional variational iteration and variational method. Some examples are given to illustrate the effectiveness and convenience of the method. The obtained results are valid for the whole solution domain with high accuracy. The method can be easily extended to other nonlinear oscillations and hence widely applicable in engineering and science. Copyright © 2009 John Wiley & Sons, Ltd.     

Decision with Dempster-Shafer belief functions: Decision under ignorance and sequential consistency

This paper examines proposals for decision making with Dempster-Shafer belief functions from the perspectives of requirements for rational decision under ignorance and sequential consistency. The focus is on the proposals by Jaffray & Wakker and Giang & Shenoy applied for partially consonant belief functions. We formalize the concept of sequential consistency of an evaluation model and prove results about sequential consistency of Jaffray-Wakker’s model and Giang-Shenoy’s model under various conditions. We demonstrate that the often neglected assumption about two-stage resolution of uncertainty used in Jaffray-Wakker’s model actually disambiguates the foci of a belief function, and therefore, makes it a partially consonant on the extended state space.     

一类广义变分不等式问题的神经网络模型

基于解的充分必要条件,提出一类广义变分不等式问题的神经网络模型.通过构造Lyapunov函数,在适当的条件下证明了新模型是Lyapunov稳定的,并且全局收敛和指数收敛于原问题的解.数值试验表明,该神经网络模型是有效的和可行的.     

Differential variational inequalities in infinite banach spaces

In this paper, we consider a new differential variational inequality (DVI, for short) which is composed of an evolution equation and a variational inequality in infinite Banach spaces. This kind of problems may be regarded as a special feedback control problem. Based on the Browder's theorem and the optimal control theory, we show the existence of solutions to the mentioned problem.     

Parametric Quintic-Spline Approach to the Solution of a System of Fourth-Order Boundary-Value Problems

In this paper, we use parametric quintic splines to derive some consistency relations which are then used to develop a numerical method for computing the solution of a system of fourth-order boundary-value problems associated with obstacle, unilateral, and contact problems. It is known that a class of variational inequalities related to contact problems in elastostatics can be characterized by a sequence of variational inequations, which are solved using some numerical method. Numerical evidence is presented to show the applicability and superiority of the new method over other collocation, finite difference, and spline methods.     

An improved general extra-gradient method with refined step size for nonlinear monotone variational inequalities

Extra-gradient method and its modified versions are direct methods for variational inequalities VI(Ω, F) that only need to use the value of function F in the iterative processes. This property makes the type of extra-gradient methods very practical for some variational inequalities arising from the real-world, in which the function F usually does not have any explicit expression and only its value can be observed and/or evaluated for given variable. Generally, such observation and/or evaluation may be obtained via some costly experiments. Based on this view of point, reducing the times of observing the value of function F in those methods is meaningful in practice. In this paper, a new strategy for computing step size is proposed in general extra-gradient method. With the new step size strategy, the general extra-gradient method needs to cost a relatively minor amount of computation to obtain a new step size, and can achieve the purpose of saving the amount of computing the value of F in solving VI(Ω, F). Further, the convergence analysis of the new algorithm and the properties related to the step size strategy are also discussed in this paper. Numerical experiments are given and show that the amount of computing the value of function F in solving VI(Ω, F) can be saved about 12–25% by the new general extra-gradient method.     

Consistency analysis of the spectrum and prosody within a syllable for Mandarin speech

This work presents a study of Mandarin speech focusing on consistency analysis of the spectrum and prosody within syllables. Identified as a result of inspection of the human pronunciation process, this consistency can be interpreted as a high correlation between the warping curves of the spectrum and the prosody intra a syllable. The consistency analysis consisted of three steps. First, the hidden Markov model algorithm was used to decode the hidden Markov model‐state sequences within a syllable, while at the same time dividing them into three segments. Second, based on a designated syllable, the vector quantization (VQ) with the Linde–Buzo–Gray algorithm was employed to train the VQ codebooks of the prosodic vector of each segment. Third, the prosodic vector of each segment was encoded as an index using the VQ codebooks, and then, to analyze the consistency, the probability of each possible path was evaluated as a prerequisite. Finally, two syllables were used as examples to verify the consistency property found in the experiments. It is demonstrated experimentally that there is definitely consistency in the case where the syllable is located in exactly the same word. These results offer a research direction in that the warping process between the spectrum and the prosody intra a syllable must be considered in text‐to‐speech systems to improve the synthesized speech quality. Copyright © 2013 John Wiley & Sons, Ltd.