An official website of the United States government
Abstract We consider a regularization problem whose objective function consists of a convex fidelity term and a regularization term determined by the ℓ 1 norm composed with a linear transform. Empirical results show that the regularization with the ℓ 1 norm can promote sparsity of a regularized solution. The goal of this paper is to understand theoretically the effect of the regularization parameter on the sparsity of the regularized solutions. We establish a characterization of the sparsity under the transform matrix of the solution. When the objective function is block-separable or an error bound of the regularized solution to a known function is available, the resulting characterization can be taken as a regularization parameter choice strategy with which the regularization problem has a solution having a sparsity of a certain level. When the objective function is not block-separable, we propose an iterative algorithm which simultaneously determines the regularization parameter and its corresponding solution with a prescribed sparsity level. Moreover, we study choices of the regularization parameter so that the regularization term can alleviate the ill-posedness and promote sparsity of the resulting regularized solution. Numerical experiments demonstrate that the proposed algorithm is effective and efficient, and the choices of the regularization parameters can balance the sparsity of the regularized solution and its approximation to the minimizer of the fidelity function.
more »
« less
A Unifying Perspective on Transfer Function Solutions to the Unsteady Ekman Problem
The unsteady Ekman problem involves finding the response of the near-surface currents to wind stress forcing under linear dynamics. Its solution can be conveniently framed in the frequency domain in terms of a quantity that is known as the transfer function, the Fourier transform of the impulse response function. In this paper, a theoretical investigation of a fairly general transfer function form is undertaken with the goal of paving the way for future observational studies. Building on earlier work, we consider in detail the transfer function arising from a linearly-varying profile of the vertical eddy viscosity, subject to a no-slip lower boundary condition at a finite depth. The horizontal momentum equations, rendered linear by the assumption of horizontally uniform motion, are shown to transform to a modified Bessel’s equation for the transfer function. Two self-similarities, or rescalings that each effectively eliminate one independent variable, are identified, enabling the dependence of the transfer function on its parameters to be more readily assessed. A systematic investigation of asymptotic behaviors of the transfer function is then undertaken, yielding expressions appropriate for eighteen different regimes, and unifying the results from numerous earlier studies. A solution to a numerical overflow problem that arises in the computation of the transfer function is also found. All numerical code associated with this paper is distributed freely for use by the community.
more »
« less
- Award ID(s):
- 1658564
- PAR ID:
- 10219635
- Date Published:
- Journal Name:
- Fluids
- Volume:
- 6
- Issue:
- 2
- ISSN:
- 2311-5521
- Page Range / eLocation ID:
- 85
- Format(s):
- Medium: X
- Sponsoring Org:
- National Science Foundation
More Like this
-
-
A basic tenet of linear invariant systems is that they are sufficiently described by either the impulse response function or the frequency transfer function. This implies that we can always obtain one from the other. However, when the transfer function contains uncanceled poles, the impulse function cannot be obtained by the standard inverse Fourier transform method. Specifically, when the input consists of a uniform train of pulses and the output sequence has a finite duration, the transfer function contains multiple poles on the unit cycle. We show how the impulse function can be obtained from the frequency transfer function for such marginally stable systems. We discuss three interesting discrete Fourier transform pairs that are used in demonstrating the equivalence of the impulse response and transfer functions for such systems. The Fourier transform pairs can be used to yield various trigonometric sums involving sinπk/NsinπLk/N, where k is the integer summing variable and N is a multiple of integer L.more » « less
-
Duality between estimation and optimal control is a problem of rich historical significance. The first duality principle appears in the seminal paper of Kalman-Bucy, where the problem of minimum variance estimation is shown to be dual to a linear quadratic (LQ) optimal control problem. Duality offers a constructive proof technique to derive the Kalman filter equation from the optimal control solution. This paper generalizes the classical duality result of Kalman-Bucy to the nonlinear filter: The state evolves as a continuous-time Markov process and the observation is a nonlinear function of state corrupted by an additive Gaussian noise. A dual process is introduced as a backward stochastic differential equation (BSDE). The process is used to transform the problem of minimum variance estimation into an optimal control problem. Its solution is obtained from an application of the maximum principle, and subsequently used to derive the equation of the nonlinear filter. The classical duality result of Kalman-Bucy is shown to be a special case.more » « less
-
Newly, there has been significant research interest in the exact solution of the AC optimal power flow (AC-OPF) problem. A semideflnite relaxation solves many OPF problems globally. However, the real problem exists in which the semidefinite relaxation fails to yield the global solution. The appropriation of relaxation for AC-OPF depends on the success or unfulflllment of the SDP relaxation. This paper demonstrates a quadratic AC-OPF problem with a single negative eigenvalue in objective function subject to linear and conic constraints. The proposed solution method for AC-OPF model covers the classical AC economic dispatch problem that is known to be NP-hard. In this paper, by combining successive linear conic optimization (SLCO), convex relaxation and line search technique, we present a global algorithm for AC-OPF which can locate a globally optimal solution to the underlying AC-OPF within given tolerance of global optimum solution via solving linear conic optimization problems. The proposed algorithm is examined on modified IEEE 6-bus test system. The promising numerical results are described.more » « less
-
A methodology of multi-dimensional physics simulations is investigated based on a data-driven learning algorithm derived from proper orthogonal decomposition (POD). The approach utilizes numerical simulation tools to collect solution data for the problems of interest subjected to parametric variations that may include interior excitations and/or boundary conditions influenced by exterior environments. The POD is applied to process the data and to generate a finite set of basis functions. The problem is then projected from the physical domain onto a mathematical space constituted by its basis functions. The effectiveness of the POD methodology thus depends on the data quality, which relies on the numerical settings implemented in the data collection (or the training). The simulation methodology is developed and demonstrated in a dynamic heat transfer problem for an entire CPU and in a quantum eigenvalue problem for a quantum-dot structure. Encouraging findings are observed for the POD simulation methodology in this investigation, including its extreme efficiency, high accuracy and great adaptability. The models constructed by the POD basis functions are even capable of predicting the solution of the problem beyond the conditions implemented in the training with a good accuracy.more » « less
- Free Publicly Accessible Full Text
-
Accepted Manuscript1.0
- Journal Article:
- https://doi.org/10.3390/fluids6020085
