The use of computer modeling is fast increasing in almost every scientific, engineering and business arena. This dissertation investigates some challenging issues in design, modeling and analysis of computer experiments, which will consist of four major parts. In the first part, a new approach is developed to combine data from approximate and detailed simulations to build a surrogate model based on some stochastic models. In the second part, we propose some Bayesian hierarchical Gaussian process models to integrate data from different types of experiments. The third part concerns the development of latent variable models for computer experiments with multivariate response with application to data center temperature modeling. The last chapter is devoted to the development of nested space-filling designs for multiple experiments with different levels of accuracy.

This thesis is concerned with the efficient numerical simulation of finite element based flexible multibody systems. Scaling operations are systematically applied to the governing index-3 differential algebraic equations in order to solve the problem of ill conditioning for small time step sizes. The importance of augmented Lagrangian terms is demonstrated. The use of fast sparse solvers is justified for the solution of the linearized equations of motion resulting in significant savings of computational costs. Three time stepping schemes for the integration of the governing equations of flexible multibody systems are discussed in detail. These schemes are the two-stage Radau IIA scheme, the energy decaying scheme, and the generalized-α method. Their formulations are adapted to the specific structure of the governing equations of flexible multibody systems. The efficiency of the time integration schemes is comprehensively evaluated on a series of test problems. Formulations for structural and constraint elements are reviewed and the problem of interpolation of finite rotations in geometrically exact structural elements is revisited. This results in the development of a new improved interpolation algorithm, which preserves the objectivity of the strain field and guarantees stable simulations in the presence of arbitrarily large rotations. Finally, strategies for the spatial discretization of beams in the presence of steep variations in cross-sectional properties are developed. These strategies reduce the number of degrees of freedom needed to accurately analyze beams with discontinuous properties, resulting in improved computational efficiency.

We present a set of approximation results for several covering problems in dense graphs. These results show that for several problems, classical algorithms with constant approximation ratios can be analyzed in a finer way, and provide better constant approximation ratios under some density constraints. In particular, we show that the maximal matching heuristic approximates VERTEX COVER (VC) and MINIMUM MAXIMAL MATCHING (MMM) with a constant ratio strictly smaller than 2 when the proportion of edges present in the graph (weak density) is at least 3/4, or when the normalized minimum degree (strong density) is at least 1/2. We also show that this result can be improved by a greedy algorithm which provides a constant ratio smaller than 2 when the weak density is at least 1/2. We also provide tight families of graphs for all these approximation ratios. We then looked at several algorithms from the literature for VC and SET COVER (SC). We present a unified and critical approach to the Karpinski/Zelikovsky, Imamura/Iwama and Bar-Yehuda/Kehat algorithms, identifying the general the general scheme underlying these algorithms.<p>Finally, we look at the CONNECTED VERTEX COVER (CVC) problem,for which we proposed new approximation results in dense graphs. We first analyze Carla Savage's algorithm, then a new variant of the Karpinski-Zelikovsky algorithm. Our results show that these algorithms provide the same approximation ratios for CVC as the maximal matching heuristic and the Karpinski-Zelikovsky algorithm did for VC. We provide tight examples for the ratios guaranteed by both algorithms. We also introduce a new invariant, the "price of connectivity of VC", defined as the ratio between the optimal solutions of CVC and VC, and showed a nearly tight upper bound on its value as a function of the weak density. Our last chapter discusses software aspects, and presents the use of the GRAPHEDRON software in the framework of approximation algorithms, as well as our contributions to the development of this system.<p><p>/<p><p>Nous présentons un ensemble de résultats d'approximation pour plusieurs problèmes de couverture dans les graphes denses. Ces résultats montrent que pour plusieurs problèmes, des algorithmes classiques à facteur d'approximation constant peuvent être analysés de manière plus fine, et garantissent de meilleurs facteurs d'aproximation constants sous certaines contraintes de densité. Nous montrons en particulier que l'heuristique du matching maximal approxime les problèmes VERTEX COVER (VC) et MINIMUM MAXIMAL MATCHING (MMM) avec un facteur constant inférieur à 2 quand la proportion d'arêtes présentes dans le graphe (densité faible) est supérieure à 3/4 ou quand le degré minimum normalisé (densité forte) est supérieur à 1/2. Nous montrons également que ce résultat peut être amélioré par un algorithme de type GREEDY, qui fournit un facteur constant inférieur à 2 pour des densités faibles supérieures à 1/2. Nous donnons également des familles de graphes extrémaux pour nos facteurs d'approximation. Nous nous somme ensuite intéressés à plusieurs algorithmes de la littérature pour les problèmes VC et SET COVER (SC). Nous avons présenté une approche unifiée et critique des algorithmes de Karpinski-Zelikovsky, Imamura-Iwama, et Bar-Yehuda-Kehat, identifiant un schéma général dans lequel s'intègrent ces algorithmes.<p>Nous nous sommes finalement intéressés au problème CONNECTED VERTEX COVER (CVC), pour lequel nous avons proposé de nouveaux résultats d'approximation dans les graphes denses, au travers de l'algorithme de Carla Savage d'une part, et d'une nouvelle variante de l'algorithme de Karpinski-Zelikovsky d'autre part. Ces résultats montrent que nous pouvons obtenir pour CVC les mêmes facteurs d'approximation que ceux obtenus pour VC à l'aide de l'heuristique du matching maximal et de l'algorithme de Karpinski-Zelikovsky. Nous montrons également des familles de graphes extrémaux pour les ratios garantis par ces deux algorithmes. Nous avons également étudié un nouvel invariant, le coût de connectivité de VC, défini comme le rapport entre les solutions optimales de CVC et de VC, et montré une borne supérieure sur sa valeur en fonction de la densité faible. Notre dernier chapitre discute d'aspects logiciels, et présente l'utilisation du logiciel GRAPHEDRON dans le cadre des algorithmes d'approximation, ainsi que nos contributions au développement du logiciel. / Doctorat en Sciences / info:eu-repo/semantics/nonPublished

Orientador : Fernando Jose Von Zuben / Tese (doutorado) - Universidade Estadual de Campinas, Faculdade de Engenharia Eletrica e de Computação / Made available in DSpace on 2018-08-04T02:17:19Z (GMT). No. of bitstreams: 1 Lima_ClodoaldoAparecidodeMoraes_D.pdf: 5444612 bytes, checksum: 0172ca4143c2737bf19a3b2076c06b44 (MD5) Previous issue date: 2004 / Resumo: Os algoritmos baseados em métodos de kernel destacam-se entre as diversas técnicas de aprendizado de máquina. Eles foram inicialmente empregados na implementação de máquinas de vetores-suporte (SVMs). A abordagem SVM representa um procedimento de aprendizado não-paramétrico para classificação e regressão de alto desempenho. No entanto, existem aspectos estruturais e paramétricos de projeto que podem conduzir a uma degradação de desempenho. Na ausência de uma metodologia sistemática e de baixo custo para a proposição de modelos computacionais otimamente especificados, os comitês de máquinas se apresentam como alternativas promissoras. Existem versões estáticas de comitês, na forma de ensembles de componentes, e versões dinâmicas, na forma de misturas de especialistas. Neste estudo, os componentes de um ensemble e os especialistas de uma mistura são tomados como SVMs. O objetivo é explorar conjuntamente potencialidades advindas de SVM e comitê de máquinas, adotando uma formulação unificada. Várias extensões e novas configurações de comitês de máquinas são propostas, com análises comparativas que indicam ganho significativo de desempenho frente a outras propostas de aprendizado de máquina comumente adotadas para classificação e regressão / Abstract: Algorithms based on kernel methods are prominent techniques among the available approaches for machine learning. They were initially applied to implement support vector machines (SVMs). The SVM approach represents a nonparametric learning procedure devoted to high performance classification and regression tasks. However, structural and parametric aspects of the design may guide to performance degradation. In the absence of a systematic and low-cost methodology for the proposition of optimally specified computational models, committee machines emerge as promising alternatives. There exist static versions of committees, in the form of ensembles of components, and dynamic versions, in the form of mixtures of experts. In the present investigation, the components of an ensemble and the experts of a mixture are taken as SVMs. The aim is to jointly explore the potentialities of both SVM and committee machine, by means of a unified formulation. Several extensions and new configurations of committee machines are proposed, with comparative analyses that indicate significant gain in performance before other proposals for machine learning commonly adopted for classification and regression / Doutorado / Engenharia de Computação / Doutor em Engenharia Elétrica

Microorganisms and drops are ubiquitous in nature: while drops can be found in sneezes, ink-jet printers, oceans etc, microorganisms are present in our stomach, intestine, soil, oceans etc. In most situations they are present in complex conditions: drop spreading on a rigid or soft substrate, drop covered with impurities that act as surfactants, marine microbe approaching a surfactant laden drop in density stratified oceanic waters in the event of an oil spill etc. In this thesis, we extract the physics underlying the influence of two such complicated effects (surfactant redistribution and density-stratification) on the motion of drops and swimming microorganisms when they are in isolation or in the vicinity of each other. This thesis is relevant in understanding the bioremediation of oil spill by marine microbes.<div><br></div><div>We divide this thesis into two themes. In the first theme, we analyze the motion of motile microorganisms near a surfactant-laden interface in homogeneous fluids. We begin by calculating the translational and angular velocities of a swimming microorganism outside a surfactant-laden drop by assuming the surfactant is insoluble, incompressible, and non-diffusing, as such system is relevant in the context of bioremediation of oil spill. We then study the motion of swimming microorganism lying inside a surfactant-laden drop by assuming the surfactant is insoluble, compressible, and has large surface diffusivity. This system is ideal for exploring the nonlinearities associated with the surfactant transport phenomena and is relevant in the context of targeted drug delivery systems wherein one uses synthetic swimmers to transport the drops containing drug. We then analyze the motion of a swimming organism in a liquid film covered with surfactant without making any assumptions about the surfactant and this system is relevant in the case of free-standing films containing swimming organisms as well as in the initial stages of the biofilm formation. In the second theme, we consider a density-stratified background fluid without any surfactants. In this theme, we examine separately a towed drop and a swimming microorganism, and find the drag acting on the drop, drop deformation, and the drift volume induced by the drop as well as the motility of the swimming microorganism.</div>

<div><div>In this work we use and develop Riemann-Hilbert techniques to study the asymptotic behavior of structured determinants. In chapter one we will review the main underlying</div><div>definitions and ideas which will be extensively used throughout the thesis. Chapter two is devoted to the asymptotic analysis of Hankel determinants with Laguerre-type and Jacobi-type potentials with Fisher-Hartwig singularities. In chapter three we will propose a Riemann-Hilbert problem for Toeplitz+Hankel determinants. We will then analyze this Riemann-Hilbert problem for a certain family of Toeplitz and Hankel symbols. In Chapter four we will study the asymptotics of a certain bordered-Toeplitz determinant which is related to the next-to-diagonal correlations of the anisotropic Ising model. The analysis is based upon relating the bordered-Toeplitz determinant to the solution of the Riemann-Hilbert problem associated to pure Toeplitz determinants. Finally in chapter ve we will study the emptiness formation probability in the XXZ-spin 1/2 Heisenberg chain, or equivalently, the asymptotic analysis of the associated Fredholm determinant.</div></div>

Safety analysis is critical when developing new engineering systems. Many systems have to function under randomly occurring events, making stochastic processes useful in a safety modelling context. However, a general stochastic process is very challenging to analyse mathematically. Therefore, model restrictions are necessary to simplify the mathematical analysis. A popular simplified stochastic model is the Semi-Markov process (SMP), which is a generalization of the "memoryless" continuous-time Markov chain. However, only a subclass of Semi-Markov models can be analysed with non-simulation based methods. In these models, the cumulative density function (cdf) of the random variables describing the system is in the form of expolynomials. This thesis investigates the possibility to extend the number of Semi-Markov models that can be analysed with non-simulation based methods by approximating the non-expolynomial random variables with expolynomials. This thesis focus on approximation of models partially described by LogNormal and Weibull distributed random variables. The result shows that it is possible to approximate some Semi-Markov models with non-expolynomial random variables. However, there is an increasing difficulty in approximating a non-expolynomial random variable when the variability in the distribution increases. / Säkerhetsanalys är avgörande när man utvecklar nya tekniska system. Många system måste fungera under slumpmässigt inträffande händelser, vilket gör stokastiska processer användbara i ett säkerhetsmodellerande sammanhang. En allmän stokastisk process är dock mycket utmanande att analysera matematiskt. Därför är begränsningar på modellen nödvändiga för att förenkla den matematiska analysen. En populär förenklad stokastisk modell är Semi-Markov-processen (SMP), vilket är en generalisering av den "minneslösa" tids-kontinuerliga Markov-kedjan. Dock är det endast en underklass av Semi-Markov-modeller som kan analyseras med icke-simuleringsbaserade metoder. I dessa modeller är den kumulativa densitetsfunktionen (cdf) för de slumpmässiga variablerna som beskriver systemet i form av expolynomials. Denna rapport undersöker möjligheten att utöka antalet Semi-Markov-modeller som kan analyseras med icke-simuleringsbaserade metoder genom att approximera de icke-expolynomial slumpvariablerna med expolynomials. Vi fokuserar på approximering av modeller som delvis beskrivs av LogNormal distribuerade och Weibull distribuerade slumpmässiga variabler. Resultatet visar att det är möjligt att approximera vissa stokastiska variabler som är icke-expolynomial i Semi-Markov-modeller. Resultatet visar dock att det är en ökande svårighet att approximera en icke-expolynomial slumpmässiga variabeln när variabiliteten i fördelningen ökar.

No description available.

Markov-type inequalities provide upper bounds on the norm of the (higher order) derivative of an algebraic polynomial in terms of the norm of the polynomial itself. The present thesis considers the cases in which the norms are of the Laguerre, Gegenbauer, or Hermite type, with respective weights chosen differently on both sides of the inequality. An answer is given to the question on the best constant so that such an inequality is valid for every polynomial of degree at most n. The demanded best constant turns out to be the operator norm of the differential operator. The latter conicides with the tractable spectral norm of its matrix representation in an appropriate set of orthonormal bases. The methods to determine these norms vary tremendously, depending on the difference of the parameters accompanying the weights. Up to a very small gap in the parameter range, asymptotics for the best constant in each of the aforementioned cases are given. / Markovungleichungen liefern obere Schranken an die Norm einer (höheren) Ableitung eines algebraischen Polynoms in Bezug auf die Norm des Polynoms selbst. Diese vorliegende Arbeit betrachtet den Fall, dass die Normen vom Laguerre-, Gegenbauer- oder Hermitetyp sind, wobei die entsprechenden Gewichte auf beiden Seiten unterschiedlich gewählt werden. Es wird die kleinste Konstante bestimmt, sodass diese Ungleichung für jedes Polynom vom Grad höchstens n erfüllt ist. Die gesuchte kleinste Konstante kann als die Operatornorm des Differentialoperators dargestellt werden. Diese fällt aber mit der Spektralnorm der Matrixdarstellung in einem Paar geeignet gewählter Orthonormalbasen zusammen und kann daher gut behandelt werden. Zur Abschätzung dieser Normen kommen verschiedene Methoden zum Einsatz, die durch die Differenz der in den Gewichten auftretenden Parameter bestimmt werden. Bis auch eine kleine Lücke im Parameterbereich wird das asymptotische Verhalten der kleinsten Konstanten in jedem der betrachteten Fälle ermittelt.

<p dir="ltr">We present first order asymptotic estimates for the divisor function problem, the set of lists (restricted number of divisors) problem, and a generalization of the overpartition problem. In particular, we prove Kotesovec's conjecture for A294363 from the OEIS and also extend his conjecture to a full asymptotic treatment by providing an estimate in terms of elementary functions for the EGF coefficients directly rather than the log of the coefficients. We also provide asymptotic estimates for generalizations of the set of lists and overpartition problem, while making comparisons to any existing Kotesovec conjectures. We perform the asymptotic analysis via Mellin transforms, residue analysis, and the saddle point method. These families of generating functions have potential application to families of randomly generated partitions in which ordered subsets of a partition that exceed a certain fixed size may be one of two different objects and to overpartitions with potential heading labels.</p>