by Tang Chi Nang. / Thesis (M.Phil.)--Chinese University of Hong Kong, 1995. / Includes bibliographical references (leaves 104-[109]). / Chapter 1 --- Introduction --- p.1 / Chapter 1.1 --- Gaussian elimination --- p.2 / Chapter 1.1.1 --- Numerical stability --- p.2 / Chapter 1.2 --- Block Gaussian elimination --- p.3 / Chapter 1.2.1 --- Numerical stability --- p.4 / Chapter 1.3 --- Elimination graph --- p.4 / Chapter 1.4 --- Elimination ordering --- p.5 / Chapter 1.5 --- Computation and storage requirement --- p.6 / Chapter 1.6 --- Outline of the thesis --- p.7 / Chapter 2 --- Weighted graph elimination --- p.8 / Chapter 2.1 --- Weighted elimination graph --- p.8 / Chapter 2.2 --- Sparse Gaussian elimination --- p.9 / Chapter 2.3 --- Computation and storage requirement --- p.12 / Chapter 2.3.1 --- Computation requirement --- p.12 / Chapter 2.3.2 --- Storage requirement --- p.14 / Chapter 2.4 --- Elimination ordering --- p.15 / Chapter 2.5 --- Repeated structure --- p.18 / Chapter 3 --- Main theory --- p.21 / Chapter 3.1 --- Motivation --- p.21 / Chapter 3.2 --- Notations --- p.22 / Chapter 3.2.1 --- Connectivity --- p.23 / Chapter 3.2.2 --- Separator --- p.23 / Chapter 3.2.3 --- Equivalence --- p.24 / Chapter 3.3 --- Repetition separator --- p.25 / Chapter 3.4 --- Repetition elimination process --- p.30 / Chapter 3.5 --- Multiple Separators --- p.32 / Chapter 3.6 --- Feasibility --- p.33 / Chapter 3.6.1 --- Two-separator case --- p.34 / Chapter 3.6.2 --- General case --- p.39 / Chapter 3.6.3 --- Successive repetition elimination process (SREP) --- p.41 / Chapter 3.7 --- Generalized repetition elimination process --- p.42 / Chapter 3.7.1 --- Extra edges --- p.42 / Chapter 3.7.2 --- Acyclic edges --- p.43 / Chapter 3.7.3 --- Generalized repetition separator --- p.45 / Chapter 4 --- Application in queueing analysis --- p.52 / Chapter 4.1 --- Markov Chain Reduction Principle --- p.54 / Chapter 4.1.1 --- Numerical stability --- p.57 / Chapter 4.2 --- Multi-class MMPP/M/1/L queue --- p.57 / Chapter 4.2.1 --- Single-class case (QBD case) --- p.58 / Chapter 4.2.2 --- Preemptive LCFS case --- p.63 / Chapter 4.2.3 --- Non-preemptive LCFS case --- p.70 / Chapter 4.2.4 --- FCFS case --- p.72 / Chapter 4.2.5 --- Extension to phase type service time --- p.77 / Chapter 4.3 --- 2-class priority system --- p.77 / Chapter 5 --- Choosing the right algorithm --- p.85 / Chapter 5.1 --- MMPP/M/1/L system with bursty arrival --- p.86 / Chapter 5.1.1 --- Algorithm Comparison --- p.89 / Chapter 5.1.2 --- Numerical Examples --- p.90 / Chapter 5.2 2 --- -class priority system --- p.90 / Chapter 5.2.1 --- Algorithm Comparison --- p.95 / Chapter 5.2.2 --- Numerical Examples --- p.95 / Chapter 5.3 --- Conclusion --- p.95 / Chapter 6 --- Conclusion --- p.98 / Chapter 6.1 --- Further research --- p.99 / Chapter A --- List of frequently-used notations --- p.101 / Chapter A.l --- System of equations and Digraph --- p.101 / Chapter A.2 --- General-purpose functions --- p.102 / Chapter A.3 --- Single repetition separator --- p.102 / Chapter A.4 --- Sequence of repetition separators --- p.103 / Chapter A.5 --- Compatibility --- p.103 / Bibliography --- p.104

Submitted by Eunice Novais (enovais@uepg.br) on 2018-04-25T18:43:42Z No. of bitstreams: 2 license_rdf: 811 bytes, checksum: e39d27027a6cc9cb039ad269a5db8e34 (MD5) Elisemare Viapiana Pelenz.pdf: 7586627 bytes, checksum: 03050e24912a47c32e5ba62708cb23b2 (MD5) / Made available in DSpace on 2018-04-25T18:43:42Z (GMT). No. of bitstreams: 2 license_rdf: 811 bytes, checksum: e39d27027a6cc9cb039ad269a5db8e34 (MD5) Elisemare Viapiana Pelenz.pdf: 7586627 bytes, checksum: 03050e24912a47c32e5ba62708cb23b2 (MD5) Previous issue date: 2018-02-20 / Essa pesquisa tem por objetivo subsidiar os docentes nas atividades de matemática relacionadas aos conteúdos de matrizes e sistemas lineares, tendo em vista as habilidades e competências estabelecidas pela Matriz de Referência do Exame Nacional do Ensino Médio (ENEM). Para isso, foram realizadas pesquisas bibliográficas e análises documentais com o intuito de caracterizar o estudo de matrizes e sistemas lineares no âmbito escolar, considerando tais competências e habilidades. Em seguida foram selecionadas algumas questões que compuseram o ENEM no período de 2009 a 2017 para aplicação da atividade com 1 turma da 2a série e 1 turma da 3a série do ensino médio, de uma escola do campo no município de São Miguel do Iguaçu - Paraná. Este processo foi categorizado em um estudo de caso, abrangendo a competência de área 5 da Matriz de Referência do ENEM, “Modelar e resolver problemas que envolvem variáveis socioeconômicas ou técnico científicas, usando representações algébricas”. A partir da aplicação dessa atividade foram feitas as análises das diferentes estratégias de resolução e os tipos de erros envolvidos, buscando oferecer um suporte didático ao trabalho do docente no sentido de desenvolver nos alunos as competências e habilidades requeridas. / This research aims to subsidize mathematics educators towards matrices and linear systems, given the competences and abilities established by the Reference Matrix of The National Exam of High School (ENEM). For those purposes, bibliographical studies and documentary analyzes were carried out with the goal of characterizing the study of matrices and linear systems within the school environment attending to compentences and abilities. Next, some questions featured in ENEM from 2009 to 2017 were selected to be resolved by one class taking the 2nd grade and one taking the 3rd year of a rural high school in the municipality of São Miguel do Iguaçu – Paraná. This process was categorized as a study of case, reaching the competence of area 5 from the ENEM’s Reference Matrix, “Modeling and solving problems that involve socioeconomic or scientific variables, using algebraic representations”. From the application of this activity analyzes were made on the different strategies to resolving the kinds of mistakes involved, seeking to offer didactic support to the work of the teacher in the sense of developing in students the skills and abilities required.

As we know, the deterministic LQ problems are well-posed if the state weighting matrix and the control weighting matrix are nonnegative and positive definite in the cost function, respectively. Some practical problems, however, often include indefinite weighting matrices in their cost functions such as mean-variance portfolio selection problem. This inspires us to further study the indefinite LQ problems in detail. / In this thesis, we study indefinite stochastic linear-quadratic (LQ) control with jumps and present some financial applications of this new development. / The results of the above LQ control problems are employed to deal with a mean-variance portfolio selection model in an incomplete financial market. An optimal analytical investment strategy is directly derived and the expression of its risk is explicitly presented. In addition, a mean-variance portfolio selection model in a financial market where shorting is not allowed is investigated in detail via the stochastic LQ problem with nonnegative controls. In particular, the explicit expression of the efficient frontier enables an investor to better understand the relation between the expected terminal wealth and the risk in a stock market with no-shorting. / The weighting matrices in the cost function are allowed to be indefinite (in particular, negative) when the diffusion term linearly depends on the control variable in the state equation. In this case, indefinite stochastic LQ control problems with jumps may still be sensible and well-posed. In an infinite time horizon, solvability of coupled generalized algebraic Riccati equations (CGAREs) is sufficient for the well-posedness of the stochastic LQ control problem with jumps. Moreover, an approach algorithm is devised to solve the CGAREs via semi-definite programming over linear matrix inequalities. On the other hand, it is shown that the well-posedness of the stochastic LQ control problem in a finite time horizon with jumps is equivalent to solvability of coupled generalized Riccati equations. / Li Xun. / "November 2000." / Advisers: Cai Xiaoqiang; Zhou Xunyu. / Source: Dissertation Abstracts International, Volume: 61-10, Section: B, page: 5541. / Thesis (Ph.D.)--Chinese University of Hong Kong, 2000. / Includes bibliographical references (p. 115-122). / Electronic reproduction. Hong Kong : Chinese University of Hong Kong, [2012] System requirements: Adobe Acrobat Reader. Available via World Wide Web. / Electronic reproduction. Ann Arbor, MI : ProQuest dissertations and theses, [200-] System requirements: Adobe Acrobat Reader. Available via World Wide Web. / Abstracts in English and Chinese. / School code: 1307.

Made available in DSpace on 2015-04-22T22:16:08Z (GMT). No. of bitstreams: 1 Flavio Cunde Dias.pdf: 3009735 bytes, checksum: a8e017e8eccc9a9e331b524bea4fc74a (MD5) Previous issue date: 2014-03-31 / CAPES - Coordenação de Aperfeiçoamento de Pessoal de Nível Superior / In this work, theories about resolutions and ratings of linear systems with two equations and two variables and with three equations and three variables will be presented. The ways of solving systems outlined in this document are scaling Gaussian and Cramer s rule. Will also be exposed, comparisons of these systems with analytic geometry in the plane, for the case of having two variables and space when you have three unknowns. Because much of this content be worked in high school, the math program known as winplot and all its roadmap to assist teachers in this step to make buildings resolutions of systems will be used, allowing your students to visualize all the possible situations of these types of linear systems of equations. / Neste trabalho, serão apresentadas as teorias sobre resoluções e classificações dos sistemas lineares com duas equações e duas variáveis e também com três equações e três variáveis. As formas de resolução de sistemas, destacadas neste documento, são o escalonamento de Gauss e a regra de Cramer. Também serão expostas, comparações destes sistemas com a geometria analítica no plano, para o caso de termos duas variáveis e no espaço quando se tem três incógnitas. Devido boa parte deste conteúdo ser trabalhado no ensino médio, será usado o programa matemático conhecido como winplot e todo seu roteiro para auxiliar professores desta etapa a realizar as construções das resoluções de sistemas, permitindo a seus alunos a visualização de todas as situações possíveis desses tipos de sistemas lineares de equações.

<p>Predmet izučavanja doktorske disertacije jeste postavljanje univerzalne metode za rešavanje fazi linearnih sistema primenom blokovske reprezentacije uopštenih inverza matrice. Pre svega, postavljen je potreban i dovoljan uslov za ekzistenciju rešanja fazi linearnog sistema. Zatim je data tačna algebarska forma rešenja i na kraju je predstavljen efikasan algoritam.</p> / <p>Thе subject of research of thesis is setting universal method for solving fuzzy linear systems using a block representation of generalized inversis of a matrix. A necessary and sufficienf condition for the existence solutions of fuzzy linear systems is given. The exact algebraic form of any solutiof fuzzy linear system is established.</p>

Thesis (M.S.)--State University of New York at Binghamton, Thomas J. Watson School of Engineering and Applied Sciences, Electrical Engineering Department. / Includes bibliographical references.

<p>Many methods used for estimation and detection consider only the mean and variance of the involved noise instead of the full noise descriptions. One reason for this is that the mathematics is often considerably simplified this way. However, the implications of the simplifications are seldom studied, and this thesis shows that if no approximations are made performance is gained. Furthermore, the gain is quantified in terms of the useful information in the noise distributions involved. The useful information is given by the intrinsic accuracy, and a method to compute the intrinsic accuracy for a given distribution, using Monte Carlo methods, is outlined.</p><p>A lower bound for the covariance of the estimation error for any unbiased estimator s given by the Cramér-Rao lower bound (CRLB). At the same time, the Kalman filter is the best linear unbiased estimator (BLUE) for linear systems. It is in this thesis shown that the CRLB and the BLUE performance are given by the same expression, which is parameterized in the intrinsic accuracy of the noise. How the performance depends on the noise is then used to indicate when nonlinear filters, e.g., a particle filter, should be used instead of a Kalman filter. The CRLB results are shown, in simulations, to be a useful indication of when to use more powerful estimation methods. The simulations also show that other techniques should be used as a complement to the CRLB analysis to get conclusive performance results.</p><p>For fault detection, the statistics of the asymptotic generalized likelihood ratio (GLR) test provides an upper bound on the obtainable detection performance. The performance is in this thesis shown to depend on the intrinsic accuracy of the involved noise. The asymptotic GLR performance can then be calculated for a test using the actual noise and for a test using the approximative Gaussian noise. Based on the difference in performance, it is possible to draw conclusions about the quality of the Gaussian approximation. Simulations show that when the difference in performance is large, an exact noise representation improves the detection. Simulations also show that it is difficult to predict the exact influence on the detection performance caused by substituting the system noise with Gaussian noise approximations.</p> / <p>Många metoder som används i estimerings- och detekteringssammanhang tar endast hänsyn till medelvärde och varians hos ingående brus istället för att använda en fullständig brusbeskrivning. En av anledningarna till detta är att den förenklade brusmodellen underlättar många beräkningar. Dock studeras sällan de effekter förenklingarna leder till. Denna avhandling visar att om inga förenklingar görs kan prestandan förbättras och det visas också hur förbättringen kan relateras till den intressanta informationen i det involverade bruset. Den intressanta informationen är den inneboende noggrannheten (eng. intrinsic accuracy) och ett sätt för att bestämma den inneboende noggrannheten hos en given fördelning med hjälp av Monte-Carlo-metoder presenteras.</p><p>Ett mått på hur bra en estimator utan bias kan göras ges av Cramér-Raos undre gräns (CRLB). Samtidigt är det känt att kalmanfiltret är den bästa lineära biasfria estimatorn (BLUE) för lineära system. Det visas här att CRLB och BLUE-prestanda ges av samma matematiska uttryck där den inneboende noggrannheten ingår som en parameter. Kunskap om hur informationen påverkar prestandan kan sedan användas för att indikera när ett olineärt filter, t.ex. ett partikelfilter, bör användas istället för ett kalmanfilter. Med hjälp av simuleringar visas att CRLB är ett användbart mått för att indikera när mer avancerade metoder kan vara lönsamma. Simuleringarna visar dock också att CRLB-analysen bör kompletteras med andra tekniker för att det ska vara möjligt att dra definitiva slutsatser.</p><p>I fallet feldetektion ger de asymptotiska egenskaperna hos den generaliserade sannolikhetskvoten (eng. generalized likelihood ratio, GLR) en övre gräns för hur bra detektorer som kan konstrueras. Det visas här hur den övre gränsen beror på den inneboende noggrannheten hos det aktuella bruset. Genom att beräkna asymptotisk GLR-testprestanda för det sanna bruset och för en gaussisk brusapproximation går det att dra slutsatser om huruvida den gaussiska approximationen är tillräckligt bra för att kunna användas. I simuleringar visas att det är lönsamt att använda sig av en exakt brusbeskrivning om skillnaden i prestanda är stor mellan de båda fallen. Simuleringarna indikerar också att det kan vara svårt att förutsäga den exakta effekten av en gaussisk brusapproximation.</p> / Report code: LiU-Tek-Lic-2005:54

<p>The development of digital detectors for X-ray imaging in medical diagnostics receives an increasing amount of attention. The detector under development at the Department of Radiation Sciences at Uppsala University is a hybrid pixel detector, which consists of a semiconductor sensor mounted onto a readout chip. The readout chip is capable of performing photon counting and has an externally adjustable threshold.</p><p>A simulation tool for the detector and a model applying the linear-systems transfer theory to X-ray hybrid pixel detectors have been developed. Also a characterization of the readout chip has been done. In order to estimate the potential of the detector for diagnostic radiology, we investigate the image quality using the spatial frequency dependent detective quantum efficiency (DQE). By means of the detector simulations, the influence of threshold setting, noise sources, level of exposure and charge sharing on the DQE have been studied. By means of the linear-systems theory, a single analytical expression is provided to obtain the DQE of a hybrid pixel detector.</p><p>The method developed in this thesis will make it possible to optimize a detector design according to a particular medical application. It will also permit modifications and new features to be included without having to construct a full detector system.</p>

We study the preconditioning of symmetric indefinite linear systems of equations that arise in interior point solution of linear optimization problems. The preconditioning method that we study exploits the block structure of the augmented matrix to design a similar block structure preconditioner to improve the spectral properties of the resulting preconditioned matrix so as to improve the convergence rate of the iterative solution of the system. We also propose a two-phase algorithm that takes advantage of the spectral properties of the transformed matrix to solve for the Newton directions in the interior-point method. Numerical experiments have been performed on some LP test problems in the NETLIB suite to demonstrate the potential of the preconditioning method discussed. / Singapore-MIT Alliance (SMA)

The thesis treats model reduction for linear time-varying systems. Time-varying models appear in many fields, including power systems, chemical engineering, aeronautics, and computational science. They can also be used for approximation of time-invariant nonlinear models. Model reduction is a topic that deals with simplification of complex models. This is important since it facilitates analysis and synthesis of controllers. The thesis consists of two parts. The first part provides an introduction to the topics of time-varying systems and model reduction. Here, notation, standard results, examples, and some results from the second part of the thesis are presented. The second part of the thesis consists of four papers. In the first paper, we study the balanced truncation method for linear time-varying state-space models. We derive error bounds for the simplified models. These bounds are generalizations of well-known time-invariant results, derived with other methods. In the second paper, we apply balanced truncation to a high-order model of a diesel exhaust catalyst. Furthermore, we discuss practical issues of balanced truncation and approximative discretization. In the third paper, we look at frequency-domain analysis of linear time-periodic impulse-response models. By decomposing the models into Taylor and Fourier series, we can analyze convergence properties of different truncated representations. In the fourth paper, we use the frequency-domain representation developed in the third paper, the harmonic transfer function, to generalize Bode's sensitivity integral. This result quantifies limitations for feedback control of linear time-periodic systems. / QC 20120206