Steepest Descent Method Research Articles

Steepest descent method for uncertain multiobjective optimization problems under finite uncertainty set

In this paper, a steepest descent method is developed for the robust counterpart of uncertain multiobjective optimization problems under finite uncertainty. The robust counterpart under consideration is the minimum of objective wise worst case, which is a nonsmooth deterministic multiobjective optimization problem. To solve this robust counterpart with the help of the steepest descent method, a subproblem is constructed and solved to find a descent direction. An Armijo-type inexact line search technique is employed to find a suitable step length. With the help of the descent direction and step length, a sequence is generated. The convergence of the proposed method is justified under some common assumptions. Finally, the algorithm is verified and compared with one existing method with the help of some numerical problems.

Electric-magnetic duality of dyonic Kerr-Newman-NUT-AdS spacetimes

We study the (anti-)self-duality conditions under which the electric and magnetic parts of the conserved charges of the dyonic Kerr-Newman-NUT-anti-de Sitter solution become equivalent. Within a holographic framework, the stress tensor and the boundary Cotton tensor are computed from the electric/magnetic content of the Weyl tensor. The holographic stress tensor/Cotton tensor duality is recovered along the (anti-)self-dual curve in parameter space. We show that the latter not only implies a duality relation for the mass but also for the angular momentum. The partition function is computed to first order in the saddle-point approximation and a Bogomol’nyi-Prasad-Sommerfield bound is obtained. The ground state of the theory is enlarged to all the (anti-)self-dual configurations when the SO(4) and U(1) Pontryagin densities are introduced. We demonstrate this at the level of the action and variations thereof. Published by the American Physical Society 2024

A region on chromosome 16 is associated with Doberman Pinscher dilated cardiomyopathy

Doberman Pinschers are known for their increased susceptibility to dilated cardiomyopathy (DCM) relative to other domestic dogs. This makes the Doberman Pinscher a key model for gene-disease investigations. We conducted a genome-wide association study (GWAS) leveraging a database of genetic profiles obtained through collaboration with the Doberman Diversity Project (DDP). We worked in parallel to increase the depth and power of the DDP database. We exchanged direct correspondences with listed breeders and owners to establish health updates for participant dogs. In total, our study included data on 216, 184 single nucleotide polymorphisms (SNPs) in 46 cases and 3226 population control Doberman Pinschers. Using a generalized linear mixed model and saddlepoint approximation to correct for unbalanced group sizes, we identified a cluster of SNPs associated with DCM on chromosome 16.

Interference of echo-signals from spherical scatterers located near the seabed

The paper investigates the impact of the seabed on the echo signal from spherical scatterers. The seabed is modeled as a liquid absorbing half-space. The transmitter/receiver is located in the water half-space. The distance between the transmitter/receiver and the scatterer is assumed to be large compared to the wavelengths of acoustic waves in water and the seafloor. Numerical results are obtained for acoustically rigid spherical scatterers of the same radius. Interaction between the scatterers is not taken into account. The echo signal from a single sphere over a wide frequency range is computed using a method proposed by R.H. Hackman and G.S. Sammelmann, with a crucial step being the computation of the scattering coefficients of the sphere. Asymptotic formulae obtained using the saddle-point method are used in the paper to compute these coefficients. The obtained asymptotic expressions for the scattering coefficients of the sphere significantly reduce the number of summands in the formula for the form function of the echo signal.

An Efficient Integral Approach for Kinematic Reliability Sensitivity Analysis of Industrial Robots

Abstract Assessment of the reliability and reliability sensitivity of positioning accuracy for industrial robots subject to aleatoric and epistemic uncertainties registers a challenging task. This study proposes a new optimized moment-based method for kinematic reliability analysis and its sensitivity analysis, which incorporates the sparse grid (SPGR) technique and the saddlepoint approximation (SPA) method. To start with, the positioning accuracy reliability and its sensitivity models of industrial robots are established via computational optimization techniques and kinematic criteria. The kinematic accuracy reliability and its sensitivity are then calculated. Specifically, the sparse grid technique is adopted to approach the positioning error statistical moments and moment sensitivities. On this basis, positioning accuracy reliability bounds and reliability sensitivity bounds are obtained by the saddlepoint approximation method and optimization techniques. Finally, two practical examples are implemented to demonstrate the proficiency of the currently proposed method against Monte Carlo simulation (MCS) results. The results show that the currently proposed method exhibits superior computational accuracy and efficiency in kinematic reliability and its sensitivity analyses for industrial robots.

The bispectrum in Lagrangian perturbation theory

We study the bispectrum in Lagrangian perturbation theory. Extending past results for the power spectrum, we describe a method to efficiently compute the bispectrum in LPT, focusing on the Zeldovich approximation, in which contributions due to linear displacements are captured to all orders in a manifestly infrared (IR) safe way. We then isolate the effects of these linear displacements on oscillatory components of the power spectrum like baryon acoustic oscillations or inflationary primordial features and show that the Eulerian perturbation theory (EPT) prescription wherein their effects are resummed by a Gaussian damping of the oscillations arise as a saddle-point approximation of our calculation. These two methods of IR resummation are in excellent agreement at 1-loop in the bispectrum. At tree level, resummed EPT does less well to capture the nonlinear damping of the oscillations, and the LPT calculation does not require an artificial split of the power spectrum into smooth and oscillatory components, making the latter particularly useful for modeling exotic features. We finish by extending our analysis of IR resummation in LPT to N-point functions of arbitrary order.

Functions of a Complex Variable with a Large Parameter and Construction of Regions

The study of the asymptotic behavior of solutions of singularly perturbed equations in complex domains comes down to the study of integrals of exponential functions containing a large parameter. Such integrals differ significantly from the integrals to which the saddle point method is applicable. The saddle point method is not applicable to study such integrals. Thus, the problem arises of constructing domains and choosing integration paths for studying such integrals. In this work, specific examples of integrals show the construction of regions in the complex plane and the choice of integration paths. The chosen integration paths ensure that the integrals are bounded over a large parameter as this parameter tends to infinity. When constructing the domain and choosing integration paths, level lines of some harmonic functions that have zeros and singular points were used. The principle of symmetry is also used. In early works, cases were considered when the eigenvalues ​​of the first approximation matrix of a singularly perturbed equation had only zeros or only poles. Cases where the eigenvalues ​​have zeros and poles were not considered.

Sound transmission through an unbaffled plate

Commonly occurring complex structures can often be modelled as simple finite plates mounted without baffles. Thus, the objective here is to study the sound transmission loss of a simply-supported rectangular finite unbaffled plate impinged upon by an acoustic plane wave. The total pressure jump across the plate surface is expressed as the sum of the pressure jump due to pure diffraction, where the plate normal displacement is zero and the pressure jump due to plate radiation. These pressure jumps are computed using the definition of the free-space Green's function in the wavenumber domain and the Euler equation. Then, the coupled equation of motion is solved for the plate displacement. The method of stationary phase is used to derive the closed-form expression for the improper double integral that appears in the far-field acoustic pressure. Finally, the far-field transmitted power is numerically computed and the sound transmission loss of the unbaffled plate is compared with that of the baffled one.

CSEM Optimization Using the Correspondence Principle

Traditionally, 3D modeling of marine controlled-source electromagnetic (CSEM) data (in the frequency domain) involves high-memory demand, requiring solving a large linear system for each frequency. To address this problem, we propose to solve Maxwell’s equations in a fictitious dielectric medium with time-domain finite-difference methods, with the support of the correspondence principle. As an advantage of this approach, we highlight the possibility of its implementation for execution with GPU accelerators, in addition to multi-frequency data modeling with a single simulation. Furthermore, we explore using the correspondence principle to the inversion of CSEM data by calculating the gradient of the least-squares objective function employing the adjoint-state method to establish the relationship between adjoint fields in a conductive medium and their counterparts in the fictitious dielectric medium, similar to the approach used in forward modeling. We validate this method through 2D inversions of three synthetic CSEM datasets, computed for a simple model consisting of two resistors in a conductive medium, a model adapted from a CSEM modeling and inversion package, and the last one based on a reference model of turbidite reservoirs on the Brazilian continental margin. We also evaluate the differences between the results of inversions using the steepest descent method and our proposed momentum method, comparing them with the limited-memory BFGS (Broyden–Fletcher–Goldfarb–Shanno) algorithm (L-BFGS-B). In all experiments, we use smoothing by model reparameterization as a strategy for regularizing and stabilizing the iterations throughout the inversions. The results indicate that, although it requires more iterations, our modified momentum method produces the best models, which are consistent with results from the L-BFGS-B algorithm and require less storage per iteration.

Uncertainty propagation analysis for an aviation accelerometer using an improved saddlepoint approximation method

Uncertainty propagation analysis for an aviation accelerometer using an improved saddlepoint approximation method

Solitons moving on background waves of the focusing nonlinear Schrödinger equation with step-like initial condition

This work concerns the long-time asymptotic behaviors of the focusing nonlinear Schrödinger equation with step-like initial condition in present of discrete spectrum. The exact step initial-value problem with non-vanishing boundary on one side has been solved, while the step-like initial-value problem with solitons emerging remains open. We study this problem and explore the solitons moving on background waves of the focusing nonlinear Schrödinger equation by classifying all possible locations of discrete spectrum associated with the spectral functions. It is shown that there are five kinds of zones for the discrete spectrum in complex plane, which are called dumbing zone, trapping zone, trapping/waking zone, transmitting/waking zone and transmitting zone, respectively. By means of Deift–Zhou nonlinear steepest-descent method for Riemann–Hilbert problems, the long-time asymptotics of the solution along with the locations of the solitons for each case are formulated. Numerical simulations match very well with the theoretical analysis.

High-Resolution Dipole Remote Detection Logging Based on Optimal Nonlinear Frequency Modulation Excitation.

In order to improve the detection range and imaging resolution of dipole remote detection logging, an optimal nonlinear frequency modulation (ONLFM) excitation method is proposed in this paper. In this method, the optimal waveform model of the sound source is designed with objective functions of SNR and resolution to obtain the highest resolution under the condition of the required SNR. This optimal model is a multi-constraint optimization problem, and the simulated annealing method has been used to solve it. Solving the optimal model can obtain the optimal spectrum, and the ONLFM waveform can be designed by using the stationary phase principle. Compared with the electric pulse sound source used in traditional technology, this ONLFM sound source can improve the energy and extend the frequency band range of the reflected wave, which can provide the higher resolution and SNR. The simulation results show that the ONLFM sound source can effectively improve the SNR and resolution of the reflected wave, and the detection range and imaging resolution of dipole shear wave remote detection will be improved.

Wave resonances and the time-dependent capillary gravity wave motion

The interconnection of time and frequency domains for capillary gravity wave motion in the presence of current is discussed in this article. The general time-dependent problem is solved using Green’s function technique, and the asymptotic solution is derived using the method of stationary phase for large time and space. Also, the frequency domain solution is derived as a special case using the Cauchy Residue theorem. Different types of wave resonances like Trapping, Blocking and Bragg resonances are discussed. The existence of the trapped mode below the cutoff frequency is justified theoretically, and numerical results are obtained using the multipole expansion method. The blocking and Bragg resonances are analyzed above the cutoff frequency. It is found that in the presence of current, when the ripple wavenumber of the bottom undulation equals twice the cosine angle of incidence of wave times the wavenumber of the wave, Bragg resonance occurs. It is found that three propagating modes exist in the case of wave blocking, and the trapped modes exist only for the first propagating mode. Furthermore, because of the negative group velocity inside the blocking zone, the Bragg reflection increases while decreasing outside. The effect of current on the wave energy propagation in the form of group velocity is analyzed and the same is verified in the case of time-dependent problem.

Dynamical Fluctuations of Random Walks in Higher-Order Networks

Although higher-order interactions are known to affect the typical state of dynamical processes giving rise to new collective behavior, how they drive the emergence of rare events and fluctuations is still an open problem. We investigate how fluctuations of a dynamical quantity of a random walk exploring a higher-order network arise over time. In the quenched case, where the hypergraph structure is fixed, through large deviation theory we show that the appearance of rare events is hampered in nodes with many higher-order interactions, and promoted elsewhere. Dynamical fluctuations are further boosted in an annealed scenario, where both the diffusion process and higher-order interactions evolve in time. Here, extreme fluctuations generated by optimal higher-order configurations can be predicted in the limit of a saddle-point approximation. Our study lays the groundwork for a wide and general theory of fluctuations and rare events in higher-order networks. Published by the American Physical Society 2024

Dynamical response of a floating ice sheet due to a forced oscillation in a running stream

This paper explores the response of a floating ice sheet to a forced, time-harmonic oscillatory pressure applied to the ice-covered surface of a uniform, finite depth fluid. The floating ice sheet is modeled as a thin elastic plate following the Euler–Bernoulli beam equation, with the additional consideration of in-plane compressive forces acting on the ice. Employing linear wave theory, the problem is presented as an initial boundary value problem and is solved using Laplace and Fourier transforms to obtain a mathematical expression for the ice sheet's deflection in terms of infinite integrals. These integrals are thereafter solved asymptotically for large time and distance using the stationary phase method. The asymptotic analysis indicates a growing response over time when the poles and stationary points of the phase functions coalesce. The deflection of the floating ice sheet is graphically presented, highlighting the effects of various non-dimensional parameters, such as flexural rigidity, compressive force, uniform current speed, and the angular frequency of the oscillatory pressure. Additionally, the group velocity and phase velocity of flexural gravity waves are derived from the dispersion relation and elucidated using diagrams. The results show that compressive force and current speed significantly influence wave amplitude, enhancing the oscillatory nature, while the flexural rigidity of the elastic plate and the angular frequency of the applied pressure have a substantial impact on the plate's deflection.

Borehole radiation wavefield for multipole logging while drilling with an eccentric collar

Abstract This study investigates the radiation characteristics of the borehole-source in acoustic logging while drilling (ALWD) with an eccentric collar. Understanding these characteristics is crucial for the development of acoustic remote detection technology, which has shown great potential in ALWD. Considering the frequent occurrence of tool eccentricity during drilling, it is essential to take into account its impact on the acoustic wavefield outside the borehole. In this paper, we establish an ALWD model with an eccentric collar in a dual-cylindrical coordinate system. By applying the translational Bessel addition theorem and the steepest descent method, we obtain the far-field asymptotic solution of the problem and model the radiation wavefield. Our findings indicate that the asymmetrical radiation pattern resulting from drill collar eccentricity can effectively resolve ambiguities in determining the reflector azimuth.

Time–energy distribution of photoelectron from atomic states with different magnetic quantum numbers in elliptically polarized laser fields

Abstract A Wigner-distribution-like (WDL) function based on the strong-field approximation (SFA) theory is used to investigate the ionization time of the photoelectron emitted from the initial states with different magnetic quantum number m in elliptically polarized electric fields. The saddle-point method is adopted for comparisons. For different m states, a discrepancy exists in the WDL distributions of the photoelectrons emitted in a direction close to the major axis of the laser field ellipse. Based on the saddle-point analysis, this discrepancy can be ascribed to the interference between electrons ionized from two tunneling instants. Our results show that the relationships between the tunneling instants and kinetic energy of photoelectrons are the same for different m initial states when the Coulomb potential is not considered. Our work sheds some light on the ionization-time information of electrons from different magnetic quantum states.

Two-step crystallization in a supersaturated solution with application to protein crystal growth: Theory and analytical solutions

A theory of two-step nucleation and evolution of crystals with allowance for their diffusion in the space of particle radii is developed. The theory is based on a two-step growth law of crystals appearing in dense liquid precursors, initially evolving within them with a diffusion-limited growth law, and then leaving them and evolving with another growth law. This two-step crystal growth law influences the integrodifferential system of kinetic and balance equations for the crystal-size distribution function and liquid supersaturation. The system of integrodifferential equations for the evolution of polydisperse ensemble of crystals is solved using the integral Laplace transform and saddle-point methods for the Weber–Volmer–Frenkel–Zel’dovich and Meirs kinetic mechanisms. A complete analytical solution to this non-linear system has been constructed in a parametric form. Namely, the particle-size distribution function, liquid supersaturation and time have been found as the functions of decision variable — the maximum size of crystals. The theory is in agreement with the experimental data on the growth of beta-lactoglobulin and insulin crystals.

Approximation for probability of coverage in softly inhibitive cellular networks

AbstractThe Strauss point process is a very popular model for describing the random cellular networks, yet several key statistical properties such as intensity, empty space function, and probability generating functional have remained elusive. This article addresses these issues by first leveraging the Poisson saddle point method to approximate the distance‐conditioned intensity for Strauss point processes. Subsequently, the author derives an analytically tractable expression for the distribution of empty space distance based on a conditional thinning mechanism. Additionally, the author establishes an upper bound for the probability generating functional in Strauss point processes, which is crucial for evaluating the Laplace transform of cumulative interference in relevant cellular networks. These findings facilitate the systematic derivation of spatially averaged probability of coverage, and the accuracy of analytic results is validated through simulations.

On the use of the cumulant generating function for inference on time series

Innovative inference procedures for analyzing time series data are introduced. The methodology covers density approximation and composite hypothesis testing based on Whittle's estimator, which is a widely applied M-estimator in the frequency domain. Its core feature involves the cumulant generating function of Whittle's score obtained using an approximated distribution of the periodogram ordinates. A testing algorithm not only significantly expands the applicability of the state-of-the-art saddlepoint test, but also maintains the numerical accuracy of the saddlepoint approximation. Connections are made with three other prevalent frequency domain techniques: the bootstrap, empirical likelihood, and exponential tilting. Numerical examples using both simulated and real data illustrate the advantages and accuracy of the saddlepoint methods.