91 |
Computation And Analysis Of Spectra Of Large Networks With Directed GraphsSariaydin, Ayse 01 June 2010 (has links) (PDF)
Analysis of large networks in biology, science, technology and social systems have become very popular recently. These networks are mathematically represented as graphs. The task is then to extract relevant qualitative information about the empirical networks from the analysis of these graphs.
It was found that a graph can be conveniently represented by the spectrum of a suitable difference operator, the normalized graph Laplacian, which underlies diffusions and random walks on graphs. When applied to large networks, this requires computation of the spectrum of large matrices. The normalized Laplacian matrices representing large networks are usually sparse and unstructured.
The thesis consists in a systematic evaluation of the available eigenvalue solvers for nonsymmetric large normalized Laplacian matrices describing directed graphs of empirical networks. The methods include several Krylov subspace algorithms like implicitly restarted Arnoldi method, Krylov-Schur method and Jacobi-Davidson methods which are freely available as standard packages written in MATLAB or SLEPc, in the library written C++.
The normalized graph Laplacian as employed here is normalized such that its spectrum is confined to the range [0, 2]. The eigenvalue distribution plays an important role in network analysis. The numerical task is then to determine the whole spectrum with appropriate eigenvalue solvers. A comparison of the existing eigenvalue solvers is done with Paley digraphs with known eigenvalues and for citation networks in sizes 400, 1100 and 4500 by computing
the residuals.
|
92 |
Parameter Estimation In Generalized Partial Linear Modelswith Tikhanov RegularizationKayhan, Belgin 01 September 2010 (has links) (PDF)
Regression analysis refers to techniques for modeling and analyzing several variables in statistical learning. There are various types of regression models. In our study, we analyzed Generalized Partial Linear Models (GPLMs), which decomposes input variables into two sets, and additively combines classical linear models with nonlinear model part. By separating linear models from nonlinear ones, an inverse problem method Tikhonov regularization was applied for the nonlinear submodels separately, within the entire GPLM. Such a particular representation of submodels provides both
a better accuracy and a better stability (regularity) under noise in the data.
We aim to smooth the nonparametric part of GPLM by using a modified form of Multiple Adaptive Regression Spline (MARS) which is very useful for high-dimensional problems and does not impose any specific relationship between the predictor and
dependent variables. Instead, it can estimate the contribution of the basis functions so that both the additive and interaction effects of the predictors are allowed to determine
the dependent variable. The MARS algorithm has two steps: the forward and backward stepwise algorithms. In the rst one, the model is built by adding basis functions until a maximum level of complexity is reached. On the other hand, the backward stepwise algorithm starts with removing the least significant basis functions from the model.
In this study, we propose to use a penalized residual sum of squares (PRSS) instead of the backward stepwise algorithm and construct PRSS for MARS as a Tikhonov regularization problem. Besides, we provide numeric example with two data sets / one has interaction and the other one does not have. As well as studying the regularization of the nonparametric part, we also mention theoretically the regularization
of the parametric part. Furthermore, we make a comparison between Infinite Kernel Learning (IKL) and Tikhonov regularization by using two data sets, with the difference
consisting in the (non-)homogeneity of the data set. The thesis concludes with an outlook on future research.
|
93 |
Effect Of Constitutive Modeling In Sheet Metal FormingUcan, Meric 01 August 2011 (has links) (PDF)
This study focuses on the effects of different constitutive models in sheet metal forming operations by considering the cylindrical and square cup drawing and V-bending simulations. Simulations are performed using eight different constitutive models / elastic plastic constitutive model with isotropic hardening, elastic plastic constitutive model with kinematic hardening, elastic plastic constitutive model with combined hardening, power law isotropic plasticity, piecewise linear isotropic plasticity, Barlatthree-parameter, cyclic elastoplastic and Hill&rsquo / 48 model.The numerical analyses are accomplished by using three different 1 mm thick sheet materials / St12 steel, Al-5182 aluminum and stainless steel 409 Ni. An explicit finite element code is used in the simulations. For square cup drawing, three different blank holder forces / 2 kN, 4 kN and 5 kN are considered for St12 steel, whereas only 5 kN blank holder force is applied for stainless steel 409 Ni and Al-5182 aluminum.
A number of experiments are carried out and analytical calculations are utilized to evaluate the results of simulations. In cylindrical cup drawing, simulation results of different constitutive models show good agreement with analytical calculations for thickness strain and effective stress distributions. In square cup drawing, simulation results of all the models displayed good agreement with the experimental results for edge contour comparisons, although the distributions of effective stress vary for different models within the cup. The numerically and experimentally obtained springback amounts are also in good agreement. The simulation results obtained for piecewise linear isotropic plasticity and power law isotropic plasticity models show better agreement with the analytical solutions and experiments.
|
94 |
Numerical Analysis Of A Projection-based Stabilization Method For The Natural Convection ProblemsCibik, Aytekin Bayram 01 July 2011 (has links) (PDF)
In this thesis, we consider a projection-based stabilization method for solving buoyancy driven
flows (natural convection problems). The method consists of adding global stabilization for all
scales and then anti-diffusing these effects on the large scales defined by projections into appropriate
function spaces. In this way, stabilization acts only on the small scales. We consider
two different variations of buoyancy driven flows based on the projection-based stabilization.
First, we focus on the steady-state natural convection problem of heat transport through combined
solid and fluid media in a classical enclosure. We present the mathematical analysis of
the projection-based method and prove existence, uniqueness and convergence of the approximate
solutions of the velocity, temperature and pressure. We also present some numerical
tests to support theoretical findings.
Second, we consider a system of combined heat and mass transfer in a porous medium due to
the natural convection. For the semi-discrete problem, a stability analysis of the projectionbased
method and a priori error estimate are given for the Darcy-Brinkman equations in
double-diffusive convection. Then we provide numerical assessments and a comparison with
some benchmark data for the Darcy-Brinkman equations.
In the last part of the thesis, we present a fully discrete scheme with the linear extrapolation
of convecting velocity terms for the Darcy-Brinkman equations.
|
95 |
Modern Mathematical Methods In Modeling And Dynamics Ofregulatory Systems Of Gene-environment NetworksDefterli, Ozlem 01 September 2011 (has links) (PDF)
Inferring and anticipation of genetic networks based on experimental data and environmental
measurements is a challenging research problem of mathematical modeling.
In this thesis, we discuss gene-environment network models whose dynamics are represented by a class of time-continuous systems of ordinary differential equations containing unknown parameters to be optimized. Accordingly, time-discrete version of that model class is studied
and improved by using different numerical methods. In this aspect, 3rd-order Heun&rsquo / s method and 4th-order classical Runge-Kutta method are newly introduced, iteration formulas are derived and corresponding matrix algebras are newly obtained.
We use nonlinear mixed-integer programming for the parameter estimation and present the solution of a constrained and regularized given mixed-integer problem. By using this solution and applying the 3rd-order Heun&rsquo / s and 4th-order classical Runge-Kutta methods in the timediscretized
model, we generate corresponding time-series of gene-expressions by this thesis. Two illustrative numerical examples are studied newly with an artificial data set and a realworld
data set which expresses a real phenomenon. All the obtained approximate results are compared to see the goodness of the new schemes. Different step-size analysis and sensitivity
tests are also investigated to obtain more accurate and stable predictions of time-series results for a better service in the real-world application areas.
The presented time-continuous and time-discrete dynamical models are identified based on given data, and studied by means of an analytical theory and stability theories of rarefication, regularization and robustification.
|
96 |
Pricing Default And Financial Distress Risks In Foreign Currency-denominated Corporate Loans In TurkeyYilmaz, Aycan 01 September 2011 (has links) (PDF)
The globalization leads to integration of the economies worldwide. As the firms' / businesses also get integrated with each other, the financing choices of the firms diversify. Among these choices, the popularity and the share of foreign currency borrowing in total borrowing by non-financial firms increase in Turkey similar to the global developments. The main purpose of this thesis is to price the risks of default and financial distress due to foreign currency denominated loans of non-financial firms in Turkey. The valuation model of foreign currency corporate loans is established by two state variable option pricing model based on the study of Cox, Ingersoll and Ross. In our model, the main risk factors are identified as the exchange rate and the interest rate, which are the state variables of the main partial differential equation whose solution gives the value of the asset. The numerical results are tested for different parameters and for different economic environments. The findings show that interest rate fluctuations are more important both for the default and financial distress option values than the fluctuations in exchange rate. However, the effect of upside movements of exchange rate on the financial distress and default values is sharper than the downside movement effect of interest rate. Furthermore, high loan-to-value (LTV) foreign currency loans result in significantly high financial distress values that cannot be disregarded and can lead to default of the firm. To the best of our knowledge, this thesis is the first study that develops a structural model to evaluate foreign currency denominated corporate loans in an option-pricing framework.
|
97 |
Three Dimensional Fracture Analysis Of Orthotropic MaterialsAkgul, Gorkem 01 June 2012 (has links) (PDF)
The main objective of this study is to examine the three-dimensional surface crack problems in orthotropic materials subjected to mechanical or thermal loading. The cracks are modeled and embedded in the orthotropic material by considering semielliptical crack front geometry. In the model special elements are embedded in the crack front region, in this way it is possible to include crack tip singular fields along the crack front. Three-dimensional finite element analyses are conducted to obtain mode I stress intensity factors. The stress intensity factor is calculated by using the displacement correlation technique. In the analysis, collapsed 20-node iso-parametric elements are utilized to simulate strain singularity around the semi-elliptical crack front. The surface crack problem is analyzed under both mechanical and thermal stresses. In the case of mechanical loading, uniform tension and fixed grip tension loading cases are applied on the model. In thermal analysis, thermal boundary conditions are defined. Comparisons of the results generated to those available in
the literature verify the developed techniques.
|
98 |
Fully Computable Convergence Analysis Of Discontinous Galerkin Finite Element Approximation With An Arbitrary Number Of Levels Of Hanging NodesOzisik, Sevtap 01 May 2012 (has links) (PDF)
In this thesis, we analyze an adaptive discontinuous finite element method for symmetric
second order linear elliptic operators. Moreover, we obtain a fully computable convergence
analysis on the broken energy seminorm in first order symmetric interior penalty discontin-
uous Galerkin finite element approximations of this problem. The method is formulated on
nonconforming meshes made of triangular elements with first order polynomial in two di-
mension. We use an estimator which is completely free of unknown constants and provide a
guaranteed numerical bound on the broken energy norm of the error. This estimator is also
shown to provide a lower bound for the broken energy seminorm of the error up to a constant
and higher order data oscillation terms. Consequently, the estimator yields fully reliable,
quantitative error control along with efficiency.
As a second problem, explicit expression for constants of the inverse inequality are given in
1D, 2D and 3D. Increasing mathematical analysis of finite element methods is motivating the
inclusion of mesh dependent terms in new classes of methods for a variety of applications.
Several inequalities of functional analysis are often employed in convergence proofs. Inverse
estimates have been used extensively in the analysis of finite element methods. It is char-
acterized as tools for the error analysis and practical design of finite element methods with
terms that depend on the mesh parameter. Sharp estimates of the constants of this inequality
is provided in this thesis.
|
99 |
Adaptive Discontinuous Galerkin Methods For Convectiondominated Optimal Control ProblemsYucel, Hamdullah 01 July 2012 (has links) (PDF)
Many real-life applications such as the shape optimization of technological devices, the identification
of parameters in environmental processes and flow control problems lead to optimization
problems governed by systems of convection diusion partial dierential equations
(PDEs). When convection dominates diusion, the solutions of these PDEs typically exhibit
layers on small regions where the solution has large gradients. Hence, it requires special numerical
techniques, which take into account the structure of the convection. The integration
of discretization and optimization is important for the overall eciency of the solution process.
Discontinuous Galerkin (DG) methods became recently as an alternative to the finite
dierence, finite volume and continuous finite element methods for solving wave dominated
problems like convection diusion equations since they possess higher accuracy.
This thesis will focus on analysis and application of DG methods for linear-quadratic convection
dominated optimal control problems. Because of the inconsistencies of the standard stabilized
methods such as streamline upwind Petrov Galerkin (SUPG) on convection diusion
optimal control problems, the discretize-then-optimize and the optimize-then-discretize do not commute. However, the upwind symmetric interior penalty Galerkin (SIPG) method leads to
the same discrete optimality systems. The other DG methods such as nonsymmetric interior
penalty Galerkin (NIPG) and incomplete interior penalty Galerkin (IIPG) method also yield
the same discrete optimality systems when penalization constant is taken large enough. We
will study a posteriori error estimates of the upwind SIPG method for the distributed unconstrained
and control constrained optimal control problems. In convection dominated optimal
control problems with boundary and/or interior layers, the oscillations are propagated downwind
and upwind direction in the interior domain, due the opposite sign of convection terms in
state and adjoint equations. Hence, we will use residual based a posteriori error estimators to
reduce these oscillations around the boundary and/or interior layers. Finally, theoretical analysis
will be confirmed by several numerical examples with and without control constraints
|
100 |
Solution Of Helmholtz Type Equations By Differential Quadarature MethodKurus, Gulay 01 September 2000 (has links) (PDF)
This thesis presents the Differential Quadrature Method (DQM) for solving Helmholtz, modified Helmholtz and Helmholtz eigenvalue-eigenvector equations. The equations are discretized by using Polynomial-based and Fourier-based differential quadrature technique wich use basically polynomial interpolation for the solution of differential equation.
|
Page generated in 0.0306 seconds