This algorithm solves the assignment problem for rectangular matrices by finding an optimal one-to-one matching between rows and columns that minimizes the total cost. It begins by preprocessing the matrix to subtract the minimum value from each row and column. It then performs the Hungarian algorithm, labeling matched and unmatched rows and columns, to find the optimal assignment. The time complexity is O(n^3) for an n by n matrix.
This document provides an introduction to concepts in differential geometry including manifolds, tangent spaces, vector fields, differential forms, and operations on differential forms such as the exterior product and integration. It outlines key definitions and properties for differential geometry, Riemannian geometry, and applications to probability and statistics. The document is divided into three main sections on differential geometry, Riemannian geometry, and settings without Riemannian geometry.
Introduction to Digital Signal Processing (DSP) - Course NotesAhmed Gad
Documentation of digital signal processing course giving an introduction to the field.
The course covers the following:
Principles of Digital Signal Processing.
Continuous, Discrete Signals and Systems.
Basic Operations on Signals
Discrete Time System Fundamentals
Discrete Time System.
Convolution
Discrete Fourier Transform.
Continuous Fourier Transform.
Fourier Transform
Discrete Fourier Transform.
Continuous Fourier Transform.
Z-Transform
Laplace Transform
Digital Filter Design
FIR Filter Design.
IIR Filter Design.
Find me on:
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This document summarizes Hill's method for numerically approximating the eigenvalues and eigenfunctions of differential operators. Hill's method has two main steps:
1. Perform a Floquet-Bloch decomposition to reduce the problem from the real line to the interval [0,L] with periodic boundary conditions, parameterized by the Floquet exponent μ. This gives an operator with a compact resolvent.
2. Approximate the solutions by Fourier series, reducing the problem to a matrix eigenvalue problem that can be solved numerically.
The method is straightforward to implement and effective for various problems involving differential operators on the real line or with periodic boundary conditions. Convergence rates and error bounds for Hill's method are also presented.
Aristidis Likas, Associate Professor and Christoforos Nikou, Assistant Professor, University of Ioannina, Department of Computer Science , Mixture Models for Image Analysis
This document discusses applying renewal theorems to analyze the exponential moments of local times of Markov processes. It contains three main points:
1) If γ is greater than 1/G∞(i,i), the expected exponential moment grows exponentially over time.
2) If γ equals 1/G∞(i,i), the expected exponential moment grows linearly over time if H∞(i,i) is finite, and sublinearly otherwise.
3) If γ is less than 1/G∞(i,i), the expected exponential moment converges to a constant as time increases.
The analysis simplifies and strengthens previous results by framing the problem as a renewal
The document discusses adaptive Markov chain Monte Carlo (MCMC) for Bayesian inference of spatial autologistic models. It notes that standard MCMC cannot be implemented when the likelihood function is unavailable or the completion step is too costly due to high dimensionality. Adaptive MCMC is proposed as an alternative that bypasses computation of the normalizing constant. Questions are raised about how to combine adaptations of the proposal distribution, tuning parameters, and sample sizes to improve the method.
This document provides an introduction to concepts in differential geometry including manifolds, tangent spaces, vector fields, differential forms, and operations on differential forms such as the exterior product and integration. It outlines key definitions and properties for differential geometry, Riemannian geometry, and applications to probability and statistics. The document is divided into three main sections on differential geometry, Riemannian geometry, and settings without Riemannian geometry.
Introduction to Digital Signal Processing (DSP) - Course NotesAhmed Gad
Documentation of digital signal processing course giving an introduction to the field.
The course covers the following:
Principles of Digital Signal Processing.
Continuous, Discrete Signals and Systems.
Basic Operations on Signals
Discrete Time System Fundamentals
Discrete Time System.
Convolution
Discrete Fourier Transform.
Continuous Fourier Transform.
Fourier Transform
Discrete Fourier Transform.
Continuous Fourier Transform.
Z-Transform
Laplace Transform
Digital Filter Design
FIR Filter Design.
IIR Filter Design.
Find me on:
AFCIT
http://www.afcit.xyz
YouTube
https://www.youtube.com/channel/UCuewOYbBXH5gwhfOrQOZOdw
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Academia
https://www.academia.edu/
Google Scholar
https://scholar.google.com.eg/citations?user=r07tjocAAAAJ&hl=en
Mendelay
https://www.mendeley.com/profiles/ahmed-gad12/
ORCID
https://orcid.org/0000-0003-1978-8574
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This document summarizes Hill's method for numerically approximating the eigenvalues and eigenfunctions of differential operators. Hill's method has two main steps:
1. Perform a Floquet-Bloch decomposition to reduce the problem from the real line to the interval [0,L] with periodic boundary conditions, parameterized by the Floquet exponent μ. This gives an operator with a compact resolvent.
2. Approximate the solutions by Fourier series, reducing the problem to a matrix eigenvalue problem that can be solved numerically.
The method is straightforward to implement and effective for various problems involving differential operators on the real line or with periodic boundary conditions. Convergence rates and error bounds for Hill's method are also presented.
Aristidis Likas, Associate Professor and Christoforos Nikou, Assistant Professor, University of Ioannina, Department of Computer Science , Mixture Models for Image Analysis
This document discusses applying renewal theorems to analyze the exponential moments of local times of Markov processes. It contains three main points:
1) If γ is greater than 1/G∞(i,i), the expected exponential moment grows exponentially over time.
2) If γ equals 1/G∞(i,i), the expected exponential moment grows linearly over time if H∞(i,i) is finite, and sublinearly otherwise.
3) If γ is less than 1/G∞(i,i), the expected exponential moment converges to a constant as time increases.
The analysis simplifies and strengthens previous results by framing the problem as a renewal
The document discusses adaptive Markov chain Monte Carlo (MCMC) for Bayesian inference of spatial autologistic models. It notes that standard MCMC cannot be implemented when the likelihood function is unavailable or the completion step is too costly due to high dimensionality. Adaptive MCMC is proposed as an alternative that bypasses computation of the normalizing constant. Questions are raised about how to combine adaptations of the proposal distribution, tuning parameters, and sample sizes to improve the method.
The document discusses algorithms and their analysis. It defines algorithms as well-defined problem solving steps and discusses analyzing their performance characteristics like time and space complexity. It explains the properties of algorithms like precision, determinism and finiteness. It also discusses different methods of analyzing algorithms like worst-case, average-case and best-case analysis and using asymptotic notations like Big-O to describe time complexity.
Estimation of the score vector and observed information matrix in intractable...Pierre Jacob
This document discusses methods for estimating derivatives of intractable likelihoods. It introduces shift estimators that use a normal prior distribution centered on the parameter value. As the prior variance goes to zero, the posterior mean approximates the score vector. Monte Carlo methods can be used to estimate the posterior moments and provide estimators of the score vector and observed information matrix with good asymptotic properties. Shift estimators are more robust than finite difference methods when the likelihood estimators have high variance. The methods have applications to hidden Markov models and other intractable models.
This document provides definitions and formulas from theoretical computer science, including:
1. Big O, Omega, and Theta notation for analyzing algorithm complexity.
2. Common series like geometric and harmonic series.
3. Recurrence relations and methods for solving them like the master theorem.
4. Combinatorics topics like permutations, combinations, and binomial coefficients.
Optimal control of coupled PDE networks with automated code generationDelta Pi Systems
This document summarizes an approach for optimal control of coupled partial differential equation (PDE) networks using automated code generation. It discusses representing PDE networks as graphs, formulating the optimal control problem, deriving adjoint equations to compute gradients, discretizing control variables, and generating code to solve the direct and adjoint problems. Tools used include the DOT language for graph representation, SymPy for symbolic math, Cog for code generation, SfePy for PDE solvers, and SciPy for numerics.
This document outlines the agenda for the second part of a lecture on Approximate Bayesian Computation (ABC). It begins with a discussion of simulation-based methods in econometrics like simulated method of moments. Next, it discusses the genetic origins and applications of ABC in population genetics, including coalescent theory. The document then covers using indirect inference to provide summary statistics for ABC and estimating demographic parameters from genetic data when the likelihood is intractable.
This document discusses logical effort and how it can be used to analyze multistage logic networks. It explains that logical effort can be generalized to account for branching in multistage paths. When branching is considered, the path effort is equal to the product of logical effort, electrical effort, and branching effort. Logical effort analysis can also be used to determine the optimal size of each stage and number of stages to minimize delay in a multistage network.
The computation of automorphic forms for a group Gamma is
a major problem in number theory. The only known way to approach the higher rank cases is by computing the action of Hecke operators on the cohomology.
Henceforth, we consider the explicit computation of the cohomology by using cellular complexes. We then explain how the rational elements can be made to act on the complex when it originate from perfect forms. We illustrate the results obtained for the symplectic Sp4(Z) group.
Label propagation - Semisupervised Learning with Applications to NLPDavid Przybilla
Label propagation is a semi-supervised learning algorithm that propagates labels from a small set of labeled data points to unlabeled data points. The algorithm constructs a graph with nodes for each data point and weighted edges representing similarity between points. It then iteratively propagates the labels across the graph from labeled to unlabeled points until convergence, resulting in "soft" probabilistic labels for all points. The algorithm aims to minimize an energy function that encourages points connected by strong edges to receive similar labels. It performs well with limited labeled data by leveraging the graph structure to make predictions for unlabeled points.
EM algorithm and its application in probabilistic latent semantic analysiszukun
The document discusses the EM algorithm and its application in Probabilistic Latent Semantic Analysis (pLSA). It begins by introducing the parameter estimation problem and comparing frequentist and Bayesian approaches. It then describes the EM algorithm, which iteratively computes lower bounds to the log-likelihood function. Finally, it applies the EM algorithm to pLSA by modeling documents and words as arising from a mixture of latent topics.
A brief introduction to Hartree-Fock and TDDFTJiahao Chen
The document provides an overview of time-dependent density functional theory (TDDFT) for computing molecular excited states. It begins with an introduction to the Born-Oppenheimer approximation and variational principle. It then discusses the Hartree-Fock and Kohn-Sham equations as self-consistent field methods for calculating ground states, and linear response theory for calculating excited states within TDDFT. The contents section outlines the topics to be covered, including basis functions, Hartree-Fock theory, density functional theory, and time-dependent DFT.
This document summarizes a MATLAB tutorial session on mathematical applications using MATLAB. The session covered solving double integrals, ordinary differential equations using functions like ode45, and an example of a second order differential equation modeling a spring-mass-damper system. It also discussed delay differential equations and provided an example code for solving a basic delay differential equation using the dde23 function. The next session topics were outlined to include engineering applications and solving common mechanical problems using MATLAB.
This document discusses noncommutative quantum field theory, where the coordinates do not commute. It begins by motivating noncommutativity from theories of quantum gravity and string theory. It then introduces the Moyal product to write actions for noncommutative fields. While Lorentz symmetry is broken, the actions are still invariant under a twisted Poincaré algebra. Representations are classified by mass and spin as in ordinary theories. The document considers both space-like and time-like noncommutativity, but argues that time-like noncommutativity poses challenges for perturbative unitarity.
The document discusses scalar quantization and the Lloyd-Max algorithm. It provides examples of using the Lloyd-Max algorithm to design scalar quantizers for Gaussian and Laplacian distributed signals. The algorithm works by iteratively calculating decision thresholds and representative levels to minimize mean squared error. At high rates, the distortion-rate function of a Lloyd-Max quantizer is approximated. The document also discusses entropy-constrained scalar quantization and an iterative algorithm to design those quantizers.
The document discusses quantization in analog-to-digital conversion. It describes the three processes of A/D conversion as sampling, quantization, and binary encoding. Quantization involves mapping amplitude values into a set of discrete values using a quantization interval or step size. The document discusses uniform quantization and how the range is divided into equal intervals. It also discusses non-uniform quantization which has smaller intervals near zero to better match real audio signals. Examples and MATLAB code demonstrations are provided to illustrate quantization of audio signals at different bit rates.
Linear Programming and its Usage in Approximation Algorithms for NP Hard Opti...Reza Rahimi
The document provides an overview of linear programming and its usage in approximation algorithms for NP-hard optimization problems. It discusses linear programming formulations, the complexity classes P and NP, approximation algorithms, and two case studies on the minimum weight vertex cover problem and the MAXSAT problem. Randomized rounding techniques are used to generate approximation algorithms for these problems from their linear programming relaxations.
This document summarizes research on sparse representations by Joel Tropp. It discusses how sparse approximation problems arise in applications like variable selection in regression and seismic imaging. It presents algorithms for solving sparse representation problems, including orthogonal matching pursuit and 1-minimization. It analyzes when these algorithms can recover sparse solutions and proves performance guarantees for random matrices and random sparse vectors. The document also discusses related areas like compressive sampling and simultaneous sparsity.
The document discusses statistical estimation methods that use joint regularization. Specifically, it discusses using thresholding rules and nonconvex penalties within an additive robust framework for statistical regression. Key points:
- Thresholding rules Θ can induce nonconvex penalty functions P and allow reformulating regression as a proximity operator problem.
- An additive robust framework combines thresholding Θ with a ψ function to perform M-estimation, as long as Θ + ψ = identity.
- Generalized group sparsity pursuit extends this to multiple nonconvex penalties and response variables. An algorithm is developed using linearization and scaled thresholding rules.
- Challenges include analyzing convergence of nonconvex algorithms, understanding statistical performance, and accelerating
This document discusses methods for performing sparse time-frequency representation (STFR) on signals in 2 dimensions. STFR decomposes signals into intrinsic mode functions (IMFs) by finding the sparsest representation of the signal over a redundant dictionary. The 1D version has been implemented successfully, but extending to 2D is challenging due to the need to update in two directions simultaneously. Several attempted algorithms are described, including applying the 1D algorithm to slices of the 2D signal in different directions and averaging the results. The most recent attempt uses bi-directional slicing to overcome issues with previous global approaches.
I am Martin J. I am a Stochastic Processes Assignment Expert at statisticshomeworkhelper.com. I hold a Ph.D. in Stochastic Processes, from Minnesota, USA. I have been helping students with their homework for the past 7 years. I solve assignments related to Stochastic Processes. Visit statisticshomeworkhelper.com or email info@statisticshomeworkhelper.com. You can also call on +1 678 648 4277 for any assistance with Stochastic Processes Assignments.
I am Bing Jr. I am a Signal Processing Assignment Expert at matlabassignmentexperts.com. I hold a Master's in Matlab Deakin University, Australia. I have been helping students with their assignments for the past 9 years. I solve assignments related to Signal Processing.
Visit matlabassignmentexperts.com or email info@matlabassignmentexperts.com. You can also call on +1 678 648 4277 for any assistance with Signal Processing Assignments.
The document discusses algorithms and their analysis. It defines algorithms as well-defined problem solving steps and discusses analyzing their performance characteristics like time and space complexity. It explains the properties of algorithms like precision, determinism and finiteness. It also discusses different methods of analyzing algorithms like worst-case, average-case and best-case analysis and using asymptotic notations like Big-O to describe time complexity.
Estimation of the score vector and observed information matrix in intractable...Pierre Jacob
This document discusses methods for estimating derivatives of intractable likelihoods. It introduces shift estimators that use a normal prior distribution centered on the parameter value. As the prior variance goes to zero, the posterior mean approximates the score vector. Monte Carlo methods can be used to estimate the posterior moments and provide estimators of the score vector and observed information matrix with good asymptotic properties. Shift estimators are more robust than finite difference methods when the likelihood estimators have high variance. The methods have applications to hidden Markov models and other intractable models.
This document provides definitions and formulas from theoretical computer science, including:
1. Big O, Omega, and Theta notation for analyzing algorithm complexity.
2. Common series like geometric and harmonic series.
3. Recurrence relations and methods for solving them like the master theorem.
4. Combinatorics topics like permutations, combinations, and binomial coefficients.
Optimal control of coupled PDE networks with automated code generationDelta Pi Systems
This document summarizes an approach for optimal control of coupled partial differential equation (PDE) networks using automated code generation. It discusses representing PDE networks as graphs, formulating the optimal control problem, deriving adjoint equations to compute gradients, discretizing control variables, and generating code to solve the direct and adjoint problems. Tools used include the DOT language for graph representation, SymPy for symbolic math, Cog for code generation, SfePy for PDE solvers, and SciPy for numerics.
This document outlines the agenda for the second part of a lecture on Approximate Bayesian Computation (ABC). It begins with a discussion of simulation-based methods in econometrics like simulated method of moments. Next, it discusses the genetic origins and applications of ABC in population genetics, including coalescent theory. The document then covers using indirect inference to provide summary statistics for ABC and estimating demographic parameters from genetic data when the likelihood is intractable.
This document discusses logical effort and how it can be used to analyze multistage logic networks. It explains that logical effort can be generalized to account for branching in multistage paths. When branching is considered, the path effort is equal to the product of logical effort, electrical effort, and branching effort. Logical effort analysis can also be used to determine the optimal size of each stage and number of stages to minimize delay in a multistage network.
The computation of automorphic forms for a group Gamma is
a major problem in number theory. The only known way to approach the higher rank cases is by computing the action of Hecke operators on the cohomology.
Henceforth, we consider the explicit computation of the cohomology by using cellular complexes. We then explain how the rational elements can be made to act on the complex when it originate from perfect forms. We illustrate the results obtained for the symplectic Sp4(Z) group.
Label propagation - Semisupervised Learning with Applications to NLPDavid Przybilla
Label propagation is a semi-supervised learning algorithm that propagates labels from a small set of labeled data points to unlabeled data points. The algorithm constructs a graph with nodes for each data point and weighted edges representing similarity between points. It then iteratively propagates the labels across the graph from labeled to unlabeled points until convergence, resulting in "soft" probabilistic labels for all points. The algorithm aims to minimize an energy function that encourages points connected by strong edges to receive similar labels. It performs well with limited labeled data by leveraging the graph structure to make predictions for unlabeled points.
EM algorithm and its application in probabilistic latent semantic analysiszukun
The document discusses the EM algorithm and its application in Probabilistic Latent Semantic Analysis (pLSA). It begins by introducing the parameter estimation problem and comparing frequentist and Bayesian approaches. It then describes the EM algorithm, which iteratively computes lower bounds to the log-likelihood function. Finally, it applies the EM algorithm to pLSA by modeling documents and words as arising from a mixture of latent topics.
A brief introduction to Hartree-Fock and TDDFTJiahao Chen
The document provides an overview of time-dependent density functional theory (TDDFT) for computing molecular excited states. It begins with an introduction to the Born-Oppenheimer approximation and variational principle. It then discusses the Hartree-Fock and Kohn-Sham equations as self-consistent field methods for calculating ground states, and linear response theory for calculating excited states within TDDFT. The contents section outlines the topics to be covered, including basis functions, Hartree-Fock theory, density functional theory, and time-dependent DFT.
This document summarizes a MATLAB tutorial session on mathematical applications using MATLAB. The session covered solving double integrals, ordinary differential equations using functions like ode45, and an example of a second order differential equation modeling a spring-mass-damper system. It also discussed delay differential equations and provided an example code for solving a basic delay differential equation using the dde23 function. The next session topics were outlined to include engineering applications and solving common mechanical problems using MATLAB.
This document discusses noncommutative quantum field theory, where the coordinates do not commute. It begins by motivating noncommutativity from theories of quantum gravity and string theory. It then introduces the Moyal product to write actions for noncommutative fields. While Lorentz symmetry is broken, the actions are still invariant under a twisted Poincaré algebra. Representations are classified by mass and spin as in ordinary theories. The document considers both space-like and time-like noncommutativity, but argues that time-like noncommutativity poses challenges for perturbative unitarity.
The document discusses scalar quantization and the Lloyd-Max algorithm. It provides examples of using the Lloyd-Max algorithm to design scalar quantizers for Gaussian and Laplacian distributed signals. The algorithm works by iteratively calculating decision thresholds and representative levels to minimize mean squared error. At high rates, the distortion-rate function of a Lloyd-Max quantizer is approximated. The document also discusses entropy-constrained scalar quantization and an iterative algorithm to design those quantizers.
The document discusses quantization in analog-to-digital conversion. It describes the three processes of A/D conversion as sampling, quantization, and binary encoding. Quantization involves mapping amplitude values into a set of discrete values using a quantization interval or step size. The document discusses uniform quantization and how the range is divided into equal intervals. It also discusses non-uniform quantization which has smaller intervals near zero to better match real audio signals. Examples and MATLAB code demonstrations are provided to illustrate quantization of audio signals at different bit rates.
Linear Programming and its Usage in Approximation Algorithms for NP Hard Opti...Reza Rahimi
The document provides an overview of linear programming and its usage in approximation algorithms for NP-hard optimization problems. It discusses linear programming formulations, the complexity classes P and NP, approximation algorithms, and two case studies on the minimum weight vertex cover problem and the MAXSAT problem. Randomized rounding techniques are used to generate approximation algorithms for these problems from their linear programming relaxations.
This document summarizes research on sparse representations by Joel Tropp. It discusses how sparse approximation problems arise in applications like variable selection in regression and seismic imaging. It presents algorithms for solving sparse representation problems, including orthogonal matching pursuit and 1-minimization. It analyzes when these algorithms can recover sparse solutions and proves performance guarantees for random matrices and random sparse vectors. The document also discusses related areas like compressive sampling and simultaneous sparsity.
The document discusses statistical estimation methods that use joint regularization. Specifically, it discusses using thresholding rules and nonconvex penalties within an additive robust framework for statistical regression. Key points:
- Thresholding rules Θ can induce nonconvex penalty functions P and allow reformulating regression as a proximity operator problem.
- An additive robust framework combines thresholding Θ with a ψ function to perform M-estimation, as long as Θ + ψ = identity.
- Generalized group sparsity pursuit extends this to multiple nonconvex penalties and response variables. An algorithm is developed using linearization and scaled thresholding rules.
- Challenges include analyzing convergence of nonconvex algorithms, understanding statistical performance, and accelerating
This document discusses methods for performing sparse time-frequency representation (STFR) on signals in 2 dimensions. STFR decomposes signals into intrinsic mode functions (IMFs) by finding the sparsest representation of the signal over a redundant dictionary. The 1D version has been implemented successfully, but extending to 2D is challenging due to the need to update in two directions simultaneously. Several attempted algorithms are described, including applying the 1D algorithm to slices of the 2D signal in different directions and averaging the results. The most recent attempt uses bi-directional slicing to overcome issues with previous global approaches.
I am Martin J. I am a Stochastic Processes Assignment Expert at statisticshomeworkhelper.com. I hold a Ph.D. in Stochastic Processes, from Minnesota, USA. I have been helping students with their homework for the past 7 years. I solve assignments related to Stochastic Processes. Visit statisticshomeworkhelper.com or email info@statisticshomeworkhelper.com. You can also call on +1 678 648 4277 for any assistance with Stochastic Processes Assignments.
I am Bing Jr. I am a Signal Processing Assignment Expert at matlabassignmentexperts.com. I hold a Master's in Matlab Deakin University, Australia. I have been helping students with their assignments for the past 9 years. I solve assignments related to Signal Processing.
Visit matlabassignmentexperts.com or email info@matlabassignmentexperts.com. You can also call on +1 678 648 4277 for any assistance with Signal Processing Assignments.
I am Martin J. I am a Stochastic Processes Assignment Expert at excelhomeworkhelp.com. I hold a Ph.D. in Stochastic Processes, from Minnesota, USA. I have been helping students with their homework for the past 7 years. I solve assignments related to Stochastic Processes. Visit excelhomeworkhelp.com or email info@excelhomeworkhelp.com. You can also call on +1 678 648 4277 for any assistance with Stochastic Processes Assignments.
1. Where distributions comes from?
2. Interpret and compare distributions.
3. Why normal, chi-square, t and F distributions?
4. Distributions for survivals.
This lecture discusses dimensionality reduction techniques for big data, specifically the Johnson-Lindenstrauss lemma. It introduces linear sketching as a dimensionality reduction method from n dimensions to t dimensions (where t is logarithmic in n). It then proves the JL lemma, which shows that for t proportional to 1/ε^2, the l2 distances between points are preserved to within a 1±ε factor. As an application, it discusses locality sensitive hashing (LSH) for approximate nearest neighbor search, where points close in distance hash to the same bucket with high probability.
The document describes the syllabus for a course on design analysis and algorithms. It covers topics like asymptotic notations, time and space complexities, sorting algorithms, greedy methods, dynamic programming, backtracking, and NP-complete problems. It also provides examples of algorithms like computing greatest common divisor, Sieve of Eratosthenes for primes, and discusses pseudocode conventions. Recursive algorithms and examples like Towers of Hanoi and permutation generation are explained. Finally, it outlines the steps for designing algorithms like understanding the problem, choosing appropriate data structures and computational devices.
I am George P. I am a Stochastic Processes Assignment Expert at statisticsassignmenthelp.com. I hold a Master's in Statistics, Malacca, Malaysia. I have been helping students with their homework for the past 8 years. I solve assignments related to Stochastic Processes.
Visit statisticsassignmenthelp.com or email info@statisticsassignmenthelp.com.
You can also call on +1 678 648 4277 for any assistance with Stochastic Processes Assignments.
CALIFORNIA STATE UNIVERSITY, NORTHRIDGEMECHANICAL ENGINEERIN.docxRAHUL126667
CALIFORNIA STATE UNIVERSITY, NORTHRIDGE
MECHANICAL ENGINEERING DEPARTMENT
MARCH 30 2015
ME 309
HOMEWORK #3
Ahmed Mohammed
Problem statement
1. Write a general computer code to solve system of up to five couples first order initial value problems using Heun and Newton iteration trapezoidal methods. These are combined in the same algor4thim in such way that Heun’s method is automatically employed to provide the initial guess at each time step for the Newton iteration required by fully implicit Heun’s method, and no iterations are needed. The complete pseudo-language algorithm is attached.
Test this code by solving the following problem.
Use step size h= 0.1, 0.05 and 0.025. Solve the problem first with explicit Hun’s method, and then with implicit Newton iteration integration for each value of h. employ a convergence tolerance E= 0.000001 for the Newton iteration of the trapezoidal method. The exact solution to this problem is,
Make a table of results of convergence tests (based on the exact solution) at t=1, 2, 3, 4 & 6. This table should include the exact value, the computed solution, the error and the error ratios from successive step size for each of the required values of t. discuss how these results compare with theory. Also discuss what factors should influence the choice of convergence tolerance E for the Newton iterations, and whether the specified value given above is appropriate.
2. Solve the following problem using only the newton iteration trapezoidal method.
Employ step size h=0.1, 0.05, 0.01 and iteration convergence tolerance E= 0.000001. Consider the h=0.01 solution to be the “exact” in order to carry out convergence testes between the h= 0.1 and h=0.05 solutions at t=0.5, 1, 1.5, 2. Make a table, similar to the table in problem number 1.
Mathematical Description
HEUN’S METHOD
Heun’s Method, explained in a short manner, uses the line tangent to the function at the beginning of an interval. Now if a small step is applied to it, the error with the function result will be small. Heun’s method can be explained in more detailed in the following way:
2.-
To obtain solution point (t1,y1) we can use the fundamental theorem of calculus and integrate y’(t) over [t0,t1] to get
3.- Solving for y(t1) we find,
4.- We can use a numerical integration to approximate definite integral. If we use trapezoidal rule with step size h = t1 – t0, then we get
5.- We still need to find, y(t1) but an estimation for this value will work. After this we get the following, which is the Heun’s method.
6.- When this process is repeated it generates a sequence of points that approximate the solution curve y =y(t). At each step, Euler’s method is used as a prediction then the trapezoidal rule helps to make the correction to obtain the final value. [1]
Newton’s Method
It is way to approximate the roots of an equation by taking out the curve in the equation and then replace with a tangent line. Then, it find ...
This document discusses geodesic data processing on Riemannian manifolds. It defines geodesic distances as the shortest path between two points on the manifold according to the Riemannian metric. Methods are presented for computing geodesic distances and curves, including iterative schemes and fast marching. Applications discussed include shape recognition using geodesic statistics and geodesic meshing.
My talk in the MCQMC Conference 2016, Stanford University. The talk is about Multilevel Hybrid Split Step Implicit Tau-Leap
for Stochastic Reaction Networks.
This document defines and provides examples of multiplicative functions in number theory. It states that a multiplicative function f(mn) is equal to f(m)f(n) when m and n are relatively prime. Examples given are the Euler totient function φ and the function n2. It also proves that the sum of multiplicative functions and the sum of divisors of a multiplicative function are also multiplicative. Other concepts defined include the Möbius function, Euler phi function, Carmichael conjecture, perfect numbers, and the sum-of-divisors and number-of-divisors functions.
This document discusses dynamic programming and algorithms for solving all-pair shortest path problems. It begins by explaining dynamic programming as an optimization technique that works bottom-up by solving subproblems once and storing their solutions, rather than recomputing them. It then presents Floyd's algorithm for finding shortest paths between all pairs of nodes in a graph. The algorithm iterates through nodes, updating the shortest path lengths between all pairs that include that node by exploring paths through it. Finally, it discusses solving multistage graph problems using forward and backward methods that work through the graph stages in different orders.
This document presents algorithms for solving overdetermined systems of linear equations using the L1 norm. It begins with algorithms for weighted median regression (1 parameter model) and simple linear regression (2 parameter model). It then presents a general algorithm for multiple linear regression with m parameters. Computer programs in Fortran are provided for each algorithm to compute the L1 norm solution efficiently. Key steps include sorting ratios, accumulating weights, and using a weighted median function to find the optimal solution at each iteration.
The document contains 5 programming tasks labeled A through E in Russian. Each section describes a different programming problem and includes sample code in the Pascal programming language to solve that problem. The problems involve topics like iterating through arrays, comparing sums, and calculating time differences.
This is testing Algorithm Writing For this assessment we will be c.pdfaroraopticals15
This is testing Algorithm Writing
For this assessment we will be combining while and if control structures together.
(A):Write a pseudocode (pen and paper) algorithm that solves the ODE y\'= f(t, y) using Euler’s
method.
(B):Convert this algorithm into MATLAB syntax, as the function euler method .
B1:Your inputs should be the start time t0, the end time tend, the function f, an initial condition
y0 and an initial step size h.
B2:If h × f(t, y) at any point exceeds 1, your function should halve the step size h.
B3:Equally, if h × f(t, y) at any point drops below 0.01, your function should double the step
size h.
B4:You should also make sure that the final solution step doesn’t ‘overshoot’ tend. (i.e. change
h during the final step to exactly reach tend).
B5:Your MATLAB code should use the function header below, and be wellcommented with a
sensible layout.
(C)Include your pseudocode algorithm, as well as the MATLAB code in your Portfolio
submission. Also include a discussion of when the code could break, or give incorrect outputs
(you DO NOT need to design your code to avoid these).
Solution
Answer:)
A)
The derivative term in the first order ivp:
y\' = f(t, y),
y(t0) = y0
is approtimated by making use of Taylor series approtimation of the dependent variable y(t) at
the point ti+1. That is
y(ti+1) = y(ti+ Dt) = y(ti) + Dty\'(ti) + (Dt2 / 2)y\'\'(ti) + . . .
= y(ti) + Dtf(ti, yi) + (Dt2 / 2)y\'\'(ti) + . . .
(... y\'(ti) = f(ti, yi))
if the infinite series is truncated from the term Dt2 onwards, then
y(ti+1) = y(ti) + Dt y\'(ti) (or)
yi+1 = yi + Dt fi for all i
That is,
for i = 0, y1 = y0 + Dt f0
i = 1, y2 = y1 + Dt f1
!
i = n-1, yn = yn-1 + Dt fn-1
Since y0 and hence f0 are known (from initial condition) in the equation corresponding to i = 0,
all the terms on the r.h.s are known. So y1 that is, y at t1 is calculated easily from this equation.
Similarly once y1 is known, r.h.s of the equation corresponding to i = 1 is also known so y2 can
be computed. As we proceed in the same way until i = n-1, yn can be obtained. This is an etplicit
method because in any equation there is only one unknown which can be separated to the left
side of the equation.
Local truncation error :
The error in the approtimation, that is the difference between the exact solution at ti+1 and the
numerical solution yi+1 is called the local truncation error (assumed that yi+1 is calculated with
exact arithmetic with out any round off error).
Ti+1 = y(ti+1) - yi+1
= y(ti+1) - yi - Dtfi
= h2/2 y\'(t) (by Taylor series & remainder theorem)
where ti < t < ti+1. Hence the order of the local truncation error for Euler scheme is
O(Dt2) as Dt -> 0.
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P805 bourgeois
1. Submittal of an algorithm for consideration for publication in
L.D. Fosdick
Communications of the A C M implies unrestricted use o f the
Algorithms Editor algorithm within a computer is permissible.
Algorithm 415 begin
switch switch := N E X T , L1, N E X T 1, M A R K ;
real min ;
integer array c[l:n], cb[l:m], lambda[l:m], mu[l:n], r[l:n],
Algorithm for the Assignment y[l:m];
integer cbl, cl, clO, i, j, k, 1, rl, rs, sw, imin, imax, flag;
Problem (Rectangular total := 0; imin := m i i m a x := n i
if n > m then go to JA;
Matrices) [H] imin : = n; i m a x := m;
for i : = 1 step 1 until n do
F. Bourgeois, a n d J . C . L a s s a l l e [ R e c d . 21 S e p t . 1970 begin
and 20 May 1971] C E R N , Geneva, Switzerland min := a[i, 1];
f o r j : = 2 step 1 until m do i f a [ i , j ] < rain then rain := a[i,j];
f o r j : = 1 step 1 until m do a[i,j] := a[i,j] -- mitt;
total := total d- mini
end;
i f m > n t h e n g o t o JB;
JA:
for j : = 1 step 1 until m do
begin
Key Words and Phrases: operations research, optimization rain : = a[1,j];
theory, assignment problem, rectangular matrices for i : = 2 step 1 until n do i f a [ i , j ] < min then rain := a[i,j];
CR Categories: 5.39, 5.40 for i : = 1 step 1 until n do a[i, j] : = a[i, j] -- min i
total := total ~ min i
end;
Description JB:
This ~lgorithm is a companion to [3] where the theoretical for i : = 1 step 1 until n do x[i] : = 0;
background is described. f o r j : = 1 step 1 u n t i l m do y[j] := 0;
for i : = 1 step 1 until n do
References begin
1. Silver, R. A n Algorithm for the assignment problem. C o m m . f o r j : = 1 step 1 until m do
A C M 3 (Nov. 1960), 605-606. begin
2. Munkres, J. Algorithms for the assignment and transportation ifa[i,j] ~0 Vx[i] ~0Vy[j] ~0thengotoJ1;
problems. J. S I A M 5 (Mar. 1957), 32-38. x[i] := j; y[jl := i;
3. Bourgeois, F. and Lassalle, J. C. A n extension o f the Munkres J1 :
algorithm for the assignment problem to rectangular matrices. end i
C o m m . A C M 15 (Dec. 1971), 802-804. end;
comment Start labeling;
Algorithm START:
procedure assignment (a, n, m, x, total) ; f l a g := n; rl := cl := O; rs := 1;
value a, n, m; integer n, m; for i : = 1 step 1 until n do
real total; array a; integer array x i begin
comment: a [i, j] is an n X m matrix, x [1 ], x[2], . . . , x[n] are assigned mu[i] : = 0;
integer values which minimize total := s u m ( i := l(1)n) of the if x[i] ~ 0 then go to 11;
elements a[i, x[i]]. If m > n the x[i] are distinct and are a subset rl := rl d- lir[rl] := i;mu[i] := --1;
o f the integers 1, 2 . . . . , m. If m = n the x[i] are a permutation f l a g : = f l a g -- 1;
of the integers 1, 2 . . . . . n. If m < n the set o f x[i] consists o f I1:
some permutation o f the integers 1, 2, . . . , m interspersed with end;
n - m zeros. The permutation and the positions of the zeros are if f l a g = i m & then go to F I N I ;
chosen in such a way as to minimize the above sum with the f o r j : = 1 step 1 until m do lambda[j] : = 0;
convention that a[i, o] is to be taken equal to zero. imin = comment Label and scan;
min(n, m) and i m a x = m a x ( n , m) must be such that: imin > O, LABEL:
i m a x > 1. i := r[rs]; rs := rs + 1;
This procedure is based on that o f Silver [1] which uses the f o r j : = 1 step 1 until m do
assignment algorithm of Munkres [2]. Silver's procedure has begin
been extended to handle the case n ~ m; if a[i,j] ~ 0 V lambda[j] ~ 0 then go to J2;
iambda [j] : = i; cl := cl -t- 1; c[cl] := j;
if y[j] = 0 then go to M A R K ;
Copyright O 1971, Association for Computing Machinery, Inc. rl := rl -b 1; r[rl] : = y[y]; mu[y[j]] := i;
General permission to republish, but not for profit, an algorithm J2:
is granted, provided that reference is made to this publication, to end;
its date of issue, and to the fact that reprinting privileges were if rs =< d then go to L A B E L i
granted by permission o f the Association for Computing Machinery. comment Renormalize;
sw : = 1;cl0 : = cl; cbl : = 0;
f o r j : = 1 step 1 until m do
begin
iflambda[j] ~ 0 then go to J3;
cbl := cbl -b 1; cb[cbl] := j;
805 Communications December 1971
of Volume 14
the A C M N u m b e r 12
2. J3: if y[cb[l]] = 0 then
end; begin
min := a[r[1], cb[1]]; j : = cb[l]; sw : = 2; g o t o L 1 ;
for k : = 1 step 1 until rl do end;
begin cl:=el+l; c[cl]:=cb[l]; r l : = r l + l ;
for I : = 1 step I until cbl do r[rl] : = y[cb[l]];
if air[k], cb[l]] < rain then rain := a[r[k], cb[l]]; LI:
end; end;
total := total + rain X (rl+cbl--imax); 13:
for i : = 1 step 1 until n do end;
begin go to switch[sw + 2];
ifmu[i] ~ 0 then go to 12; NEXT 1:
ifcl0 < 1 then go to 13; if clO = cl then go to L A B E L ;
for l : = 1 step 1 until clO do a[i, c[I]] : = a[i, c[l]] -t- min; for i : = c/0 + 1 step 1 until c / d o mu[y[c[i]]] : = c[i];
go to 13; go to L A B E L ;
/2: comment Mark new column and permute;
for I : = 1 step 1 until cbl do MARK:
begin y[j] : = i : = lambda[j];
a[i, cb[l]] := a[i, cb[l]] - rain; if x[i] = 0 then begin x[i] : = j; go to S T A R T ;
go to switch[sw]; end;
NEXT: k:=j; j:=x[i]; x [ i ] : = k; go to M A R K ;
if a[i, cb[l]] ~ 0 V lambda[cb[l]] ~- 0 then go to L1 ; FINI:
lambda[cb[l]] := i; end
Algorithm 416 a number o f arguments equal to ord[i]. In this case dx[i] should
contain the difference between the argument o f highest index o f
f[i] and that o f f [ i - 1].
U p o n execution o f I N T P the coefficients of the desired poly-
Rapid Computation of nomial are stored in c in such a manner that the coefficient in
front of the power t ~-1 is contained in c[i]. Other parameters are
Coefficients of not changed. Caution: The given data must be such that it is
possible to construct N e w t o n ' s interpolation formula with
Interpolation Formulas tEl] divided differences from them. We must also have ord[1] = 1.
Observe that if derivatives o f f are given the corresponding
Sven-~kke Gustafson* [ R e c d . 21 A u g . 1969] divided differences with confluent arguments must be evaluated
Computer Science Department, Stanford University, and given as input data.
Examples o f use o f INTP:
Stanford, CA 94305 Example 1. Determine the polynomial o f degree less than n which
interpolates a function f at n distinct points x~, i = 1, 2, . . . , n.
Input d a t a : d x [ i ] = x l , f [ i ] = J~, ord[i] = 1, i = 1, 2 . . . . , n.
Example 2. Let x~, x2, x3, x4 be four given points. We know
Key Words and Phrases: divided differences, Newton's .A, ~ . ~, f2.a, and.A • Determine the polynomial of degree 3 which
interpolation formula reproduces these quantities. Input data: n = 4,
CR Category: 5.13 dx[1] =xx ord[1] = I f[l] =A
dx[2] =x2--xl ord[2] = 2 f[2] =./~.2
dx[3] =x~--x2 ord[3] = 2 f[3] =J~.3
Description dx[4] = x, ord[4] = 1 f[4] = A
This algorithm is a companion to [1] where the theoretical Example 3. The same problem when we are given f ( - 1 ) , f ' ( - - 1 ) ,
background is described
f " ( - - I ) , and f(1). Input data: n = 4,
References dx[1] = -1 ord[1] = 1 f[1] = f ( - 1 )
dx[2] = 0 ord[2] = 2 f[21 = f ' ( - - 1)
1. Gustafson, Sven-/~ke. Rapid computation of interpolation dx[3] = 0 ord[3] = 3 f[31 = 0 . 5 . / " ( - - 1 )
formulae and mechanical quadrature rules. Comm. A C M 14 dx[4] = 1 ord[4] = 1 f[4] = f(1)
(Dec. 1971), 797-801.
For further details see [I ];
integer i,j, k; real ai, h, d, xx;
Algorithm real array arg [1 : n];
procedure I N T P (dx, f, c, ord, n) ; comment Initiate phase DI;
value n; real array dx, f, c; for i : = 1 step 1 until n do
integer array ord; integer n; arg[i] : = if ord[i] = 1 then dx[i] else dx[i] q- arg[i-- 1];
begin comment Phase DI;
comment 1NTP determines the coefficients of the polynomial of de- for i : = 2 step 1 until n do
gree less than n which reproduces given function values and begin
divided differences. The parameters of I N T P are: j : = ord[i];
i f j = 1 then go to divde;
idenlifier type comment d : = f[i];
n integer for k : = i step -- 1 until i -- j + 2 dof[k] : = f [ k - - 1];
ord integer array Array bounds [1 :n] f [ i - - j + l ] : = d;
dx, f, c real array Array bounds [1 :n] h : = dx[i]; ai : = arg[i];
n is the number o f coefficients o f the interpolating polynomial.
ord gives the character o f the input data: if ord[i] = 1 then x[i]
should be an argument and f[i] the corresponding function value. * Present Address: Inst. F. lnformations Behandling (Numeisk an-
But if ord[i] > 1 thenf[i] should contain a divided difference with alys), K T H , 10044 Stockholm, Sweden.
806 Communications December 1971
of Volume 14
the A C M N u m b e r 12