We approximate large non-structured Matérn covariance matrices of size n×n in the H-matrix format with a log-linear computational cost and storage O(kn log n), where rank k ≪ n is a small integer. Applications are: spatial statistics, machine learning and image analysis, kriging and optimal design.

We solve the form-finding problem for polyhedral meshes in a way which combines form, function and fabrication; taking care of user-specified constraints like boundary interpolation, planarity of faces, statics, panel size and shape, enclosed volume, and cost. Our main application is the interactive modeling of meshes for architectural and industrial design. Our approach can be described as guided exploration of the constraint space whose algebraic structure is simplified by introducing auxiliary variables and ensuring that constraints are at most quadratic.

In multiple-input multiple-output radar systems, it is usually desirable to steer transmitted power in the region-of-interest. To do this, conventional methods optimize the waveform covariance matrix, R, for the desired beampattern, which is then used to generate actual transmitted waveforms. Both steps require constrained optimization, therefore, use iterative and expensive algorithms. In this paper, we provide a closed-form solution to design covariance matrix for the given beampattern using the planar array, which is then used to derive a novel closed-form algorithm to directly design the finite-alphabet constant-envelope (FACE) waveforms. The proposed algorithm exploits the two-dimensional fast-Fourier-transform. The performance of our proposed algorithm is compared with existing methods that are based on semi-definite quadratic programming with the advantage of a considerably reduced complexity.

Simulators capable of computing scattered fields from objects of uncertain shapes are highly useful in electromagnetics and photonics, where device designs are typically subject to fabrication tolerances. Knowledge of statistical variations in scattered fields is useful in ensuring error-free functioning of devices. Oftentimes such simulators use a Monte Carlo (MC) scheme to sample the random domain, where the variables parameterize the uncertainties in the geometry. At each sample, which corresponds to a realization of the geometry, a deterministic electromagnetic solver is executed to compute the scattered fields. However, to obtain accurate statistics of the scattered fields, the number of MC samples has to be large. This significantly increases the total execution time. In this work, to address this challenge, the Multilevel MC (MLMC [1]) scheme is used together with a (deterministic) surface integral equation solver. The MLMC achieves a higher efficiency by “balancing” the statistical errors due to sampling of the random domain and the numerical errors due to discretization of the geometry at each of these samples. Error balancing results in a smaller number of samples requiring coarser discretizations. Consequently, total execution time is significantly shortened.

In this paper we study the Kuramoto model of weakly coupled oscillators for the case of non trivial network with large number of nodes. We approximate of such configurations by a McKean-Vlasov stochastic differential equation based on infinite graph. We focus on circulant graphs which have enough symmetries to make the computations easier. We then focus on the asymptotic regime where an integro-partial differential equation is derived. Numerical analysis and convergence proofs of the Fokker-Planck-Kolmogorov equation are conducted. Finally, we provide numerical examples that illustrate the convergence of our method.

For structures made of laminated composites, real-time structural health monitoring is necessary as significant damage may occur without any visible signs on the surface. Inspection by electrical tomography seems a viable approach as the technique relies on voltage measurements from a network of electrodes over the boundary of the inspected domain to infer the change in conductivity within the bulk material. The change in conductivity, if significant, can be correlated to the degradation state of the material, allowing damage detection. We focus here on the detection of the transverse cracking mechanism which modifies the in-plane transverse conductivity of ply. The quality of detection is directly related to the sensitivity of the voltage measurements with respect to the presence of cracks. We demonstrate here from numerical experiments that the sensitivity depends on several parameters, such as the anisotropy in the electrical conductivity of the baseline composite ply or the geometricalparameters of the structure. Based on these results, applicability of electrical tomography to detect transverse cracks in a laminate is discussed.

This work focuses on numerical solutions of optimal control problems. A time discretization error representation is derived for the approximation of the associated value function. It concerns Symplectic Euler solutions of the Hamiltonian system connected with the optimal control problem. The error representation has a leading order term consisting of an error density that is computable from Symplectic Euler solutions. Under an assumption of the pathwise convergence of the approximate dual function as the maximum time step goes to zero, we prove that the remainder is of higher order than the leading error density part in the error representation. With the error representation, it is possible to perform adaptive time stepping. We apply an adaptive algorithm originally developed for ordinary differential equations.

A Bayesian optimal experimental design methodology has been developed and applied to refine the rate coefficients of elementary reactions in Furan combustion. Furans are considered as potential renewable fuels. We focus on the Arrhenius rates of Furan + OH ↔ Furyl-2 + H2O and Furan ↔ OH Furyl-3 + H2O, and rely on the OH consumption rate as experimental observable. A polynomial chaos surrogate is first constructed using an adaptive pseudo-spectral projection algorithm. The PC surrogate is then exploited in conjunction with a fast estimation of the expected information gain in order to determine the optimal design in the space of initial temperatures and OH concentrations.