material state remapping in computational solid mechanics a computational procedure for remapping material state information from one finite element mesh to another is described the procedure is useful in connection with evolving meshes for inelastic problems as for example occur in the context of fracture simulation and adaptive mesh refinement the proposed method is based on weak enforcement of equality between corresponding fields on the two meshes where piecewise constant fields on both meshes are generalized from the quadrature point values the essential algorithmic problem is that of calculating the volume partition of an arbitrary convex region with respect to a covering set of disjoint convex regions instead of geometrically resolving the associated intersections the problem is herein approximated by a constrained optimization problem which may be readily and efficiently solved computationally this formulation is a main contribution of the paper computational examples are given that illustrate the effectiveness of the proposed procedure copyright 2002 john wiley sons ltd

partially observed semi markov zero sum games with average payoff we study a zero sum partially observed semi markov game with average payoff on a countable state space under certain ergodicity conditions we show that a saddle point equilibrium exists we achieve this by solving the corresponding average cost optimality equation using a span contraction method the average value is shown to be the unique zero of a lipschitz continuous function a value iteration scheme is developed to compute the value

an updated lagrangian finite element sensitivity analysis of large deformations using quadrilateral elements a continuum parameter and shape sensitivity analysis is presented for metal forming processes using the finite element method the sensitivity problem is posed in a novel updated lagrangian framework as suitable for very large deformations when remeshing operations are performed during the analysis in addition to exploring the issue of transfer of variables between meshes for finite deformation analysis the complex problem of transfer of design sensitivities derivatives between meshes for large deformation inelastic analyses is also discussed a method is proposed that is shown to give accurate estimates of design sensitivities when remeshing operations are performed during the analysis sensitivity analysis for the consistent finite element treatment of near incompressibility within the context of the assumed strain methods is also proposed in particular the performance of four noded quadrilateral elements for the sensitivity analysis of large deformations is studied the results of the continuum sensitivity analysis are validated by a comparison with those obtained by a finite difference approximation i e using the solution of a perturbed deformation problem the effectiveness of the method is demonstrated by applications in the design optimization of metal forming processes copyright 2001 john wiley sons ltd

soft input soft output equalizers for turbo receivers a statistical physics perspective many algorithms in signal processing and digital communications must deal with the problem of computing the probabilities of the hidden state variables given the observations i e the inference problem as well as with the problem of estimating the model parameters such an inference and estimation problem is encountered for example in adaptive turbo equalization demodulation where soft information about the transmitted data symbols has to be inferred in the presence of the channel uncertainty given the received signal samples and a priori information provided by the decoder an exact inference algorithm computes the a posteriori probability app values for all transmitted symbols but the computation of app s is known to be an np hard problem thus rendering this approach computationally prohibitive in most cases we show in this paper how may of the well known low complexity soft input soft output siso equalizers including the channel matched filter based linear siso equalizers and minimum mean square error mmse siso equalizers as well as the expectation maximization em algorithm based siso demodulators in the presence of the rayleigh fading channel can be formulated as solutons to a variational optimization problem the variational optimization is a well established methodology for low complexity inference and estimation originating from statistical physics importantly the imposed variational optimization framework provides an interesting link between the app demodulators and the linear siso equalizers moreover it provides a new set of insights into the structure and performance of these widely celebrated linear siso equalizers while suggesting some fine tuning of them as well

a refined global local finite element analysis method a refined global local method was proposed to improve the efficiency of finite element analysis the proposed method was based on the regular finite element method in conjunction with three basic step i e the global analysis the local analysis and the refined global analysis in the first two steps a coarse finite element mesh was used to analyse the entire structure to obtain the nodal displacements which were subsequently used as displacement boundary conditions for local regions of interest these local regions with the prescribed boundary conditions were then analysed with refined meshes to obtain more accurate stresses in the third step a new global displacement distribution based on the results of the previous two steps was assumed for the analysis from which much improved solutions for both stresses and displacements were produced numerical examples showed that the proposed method yielded accurate solutions with significant savings in computing time compared with the regular finite element method further this method is suitable for parallel computation

overlapping nonmatching grid mortar element methods for elliptic problems in the first part of the paper we introduce an overlapping mortar finite element method for solving two dimensional elliptic problems discretized on overlapping nonmatching grids we prove an optimal error bound and estimate the condition numbers of certain overlapping schwarz preconditioned systems for the two subdomain case we show that the error bound is independent of the size of the overlap and the ratio of the mesh parameters in the second part we introduce three additive schwarz preconditioned conjugate gradient algorithms based on the trivial and harmonic extensions we provide estimates for the spectral bounds on the condition numbers of the preconditioned operators we show that although the error bound is independent of the size of the overlap the condition number does depend on it numerical examples are presented to support our theory

multiplier spaces for the mortar finite element method in three dimensions we consider the construction of multiplier spaces for use with the mortar finite element method in three spatial dimensions on globally or locally quasi uniform meshes a set of abstract conditions is given for the multiplier spaces which are sufficient to guarantee a stable and convergent mortar approximation three examples of multipliers satisfying these conditions are presented the first one is a dual basis example while the remaining two are based on finite volumes finally the results of computational examples illustrating the theory are reported

a computational strategy for thermo poroelastic structures with a time space interface coupling this paper deals with a computational strategy suitable for the simulation of multiphysics problems based on the large time increment latin method the simulation of such problems must encounter the possible different time and space scales which usually arise with the different physics herein we focus on using different time and space discretizations for each physics by introducing an interface with its own discretization the feasibility of both a time and space couplings is exemplified on a nonlinear 3 physics strongly coupled problem the thermal fluid structure interaction in a thermo poroelastic structure

phase noise in mimo systems bayesian cramer rao bounds and soft input estimation this paper addresses the problem of estimating time varying phase noise caused by imperfect oscillators in multiple input multiple output mimo systems the estimation problem is parameterized in detail and based on an equivalent signal model its dimensionality is reduced to minimize the overhead associated with phase noise estimation new exact and closed form expressions for the bayesian cramer rao lower bounds bcrlbs and soft input maximum a posteriori map estimators for online i e filtering and offline i e smoothing estimation of phase noise over the length of a frame are derived simulations demonstrate that the proposed map estimators mean square error mse performances are very close to the derived bcrlbs at moderate to high signal to noise ratios to reduce the overhead and complexity associated with tracking the phase noise processes over the length of a frame a novel soft input extended kalman filter ekf and extended kalman smoother eks that use soft statistics of the transmitted symbols given the current observations are proposed numerical results indicate that by employing the proposed phase tracking approach the bit error rate performance of a mimo system affected by phase noise can be significantly improved in addition simulation results indicate that the proposed phase noise estimation scheme allows for application of higher order modulations and larger numbers of antennas in mimo systems that employ imperfect oscillators

variational message passing bayesian inference is now widely established as one of the principal foundations for machine learning in practice exact inference is rarely possible and so a variety of approximation techniques have been developed one of the most widely used being a deterministic framework called variational inference in this paper we introduce variational message passing vmp a general purpose algorithm for applying variational inference to bayesian networks like belief propagation vmp proceeds by sending messages between nodes in the network and updating posterior beliefs using local operations at each node each such update increases a lower bound on the log evidence unless already at a local maximum in contrast to belief propagation vmp can be applied to a very general class of conjugate exponential models because it uses a factorised variational approximation furthermore by introducing additional variational parameters vmp can be applied to models containing non conjugate distributions the vmp framework also allows the lower bound to be evaluated and this can be used both for model comparison and for detection of convergence variational message passing has been implemented in the form of a general purpose inference engine called vibes variational inference for bayesian networks which allows models to be specified graphically and then solved variationally without recourse to coding

the variational inference approach to joint data detection and phase noise estimation in ofdm this paper studies the mitigation of phase noise phn in orthogonal frequency division multiplexing ofdm data detection we present a systematic probabilistic framework that leads to both optimal and near optimal ofdm detection schemes in the presence of unknown phn in contrast to the conventional approach that cancels the common average phn our aim is to jointly estimate the complete phn sequence and the data symbol sequence we derive a family of low complexity ofdm detectors for this purpose the theoretical foundation on which these detectors are based is called variational inference an approximate probabilistic inference technique associated with the minimization of variational free energy in deriving the proposed schemes we also point out that the expectation maximization algorithm is a special case of the variational inference based joint estimator further complexity reduction is obtained using the conjugate gradient cg method and only a few cg iterations are needed to closely approach the ideal joint estimator output

adaptive iterative detectors for phase uncertain channels via variational bounding the problem of iterative detection decoding of data symbols transmitted over an additive white gaussian noise awgn channel in the presence of phase uncertainty is addressed in this paper by modelling the phase uncertainty either as an unknown deterministic variable process or random variable process with a known a priori probability density function a number of non bayesian and bayesian detection algorithms with various amount of suboptimality have been proposed in the literature to solve the problem in this paper a new set of suboptimal iterative detection algorithms is obtained by utilizing the variational bounding technique especially applying the generic variational bayesian vb framework efficient iterative joint estimation and detection decoding schemes are derived for the constant phase model as well as for the dynamic phase model in addition the relation of the vb based approach to the optimal noncoherent receiver as well as to the classical approach via the expectation maximization em algorithm is provided performance of the proposed detectors in the presence of a strong dynamic phase noise is compared to the performance of the existing detectors furthermore an incremental scheduling of the vb or em algorithm is shown to reduce the overall complexity of the receiver

toward an optimal a priori reduced basis strategy for frictional contact problems with latin solver abstract in this paper an efficient a priori model reduction strategy for frictional contact problems is presented we propose to solve this problem by using the finite element method and the non linear latin solver basically this non linear solver assumes a space time separated representation presaging nowadays pgd strategies we extend this family of solvers to frictional engineering applications with reduced subspaces and no prior knowledge about the solution contrary to a posteriori model reduction techniques hereinafter a hybrid a priori a posteriori latin pgd formulation for frictional contact problems is proposed indeed the suggested algorithm may or may not start with an initial guess of the reduced basis and is able to enrich the basis in order to reach a given level of accuracy moreover it provides progressively the solution of the considered problem into a quasi optimal space time separated form compared to the singular value decomposition svd some examples are provided in order to illustrate the efficiency and quasi optimality of the proposed a priori reduced basis latin solver

a paradigm for higher order polygonal elements in finite elasticity using a gradient correction scheme abstract recent studies have demonstrated that polygonal elements possess great potential in the study of nonlinear elastic materials under finite deformations on the one hand these elements are well suited to model complex microstructures e g particulate microstructures and microstructures involving different length scales and incorporating periodic boundary conditions on the other hand polygonal elements are found to be more tolerant to large localized deformations than the standard finite elements and to produce more accurate results in bending and shear with mixed formulations lower order mixed polygonal elements are also shown to be numerically stable on voronoi type meshes without any additional stabilization treatment however polygonal elements generally suffer from persistent consistency errors under mesh refinement with the commonly used numerical integration schemes as a result non convergent finite element results typically occur which severely limit their applications in this work a general gradient correction scheme is adopted that restores the polynomial consistency by adding a minimal perturbation to the gradient of the displacement field with the correction scheme the recovery of optimal convergence for solutions of displacement based and mixed formulations with both linear and quadratic displacement interpolants is confirmed by numerical studies of several boundary value problems in finite elasticity in addition for mixed polygonal elements the various choices of the pressure field approximations are discussed and their performance on stability and accuracy are numerically investigated we present applications of those elements in physically based examples including a study of filled elastomers with interphasial effect and a qualitative comparison with cavitation experiments for fiber reinforced elastomers

iterative decoding of low density parity check codes over compound channels iterative decoding of low density parity check codes over compound channels we present a setting for decoding of low density parity check ldpc codes jointly with channel estimation suitable for transmission over memoryless compound channels we show that the performance of the combined scheme can be rigorously evaluated by means of density evolution and focus on density evolution as a tool for designing a channel estimator that matches not only to the channel but also to the ldpc ensemble as well the utility of the concept is exemplified for a compound binary symmetric channel and an unknown phase additive white gaussian channel

adaptive mesh refinement in strain localization problems an adaptive meshing method tailored to problems of strain localization is given the adaption strategy consists of equi distributing the variation of the velocity field over the elements of the mesh a heuristic justification for the use of variations as indicators is advanced and possible connections with interpolation error bounds are discussed meshes are constructed by delaunay triangulation it is shown how the hu washizu principle determines a consistent transfer operator for the state variables examples of application are given which demonstrate the versatility of the method

a finite element semi lagrangian method with l2 interpolation summary high order accurate methods for convection dominated problems have the potential to reduce the computational effort required for a given order of solution accuracy the state of the art in this field is more advanced for eulerian methods than for semi lagrangian slag methods in this paper we introduce a new slag method that is based on combining the modified method of characteristics with a high order interpolating procedure the method employs the finite element method on triangular meshes for the spatial discretization an l2 interpolation procedure is developed by tracking the feet of the characteristic lines from the integration nodes numerical results are illustrated for a linear advection diffusion equation with known analytical solution and for the viscous burgers equation the computed results support our expectations for a robust and highly accurate finite element slag method copyright 2012 john wiley sons ltd

stability analysis of finite difference schemes revisited a study of decoupled solution strategies for coupled multifield problems summary many problems in engineering physics or other disciplines require an integrated treatment of coupled heterogeneous fields the mathematical models of such problems commonly consist of a coupled pde system considerable progress has been made in the development of schemes to solve such systems resulting in a wide spectrum of monolithic and decoupled numerical solution approaches in particular the flexibility offered by the decoupled strategies in choosing appropriate solution methods and adjustable time step sizes has motivated the elaboration of these schemes however the way of decoupling can influence the stability of the resulting solution algorithm and hence urges a comprehensive stability analysis the purpose of this contribution is to elucidate the salient points in the stability analysis of the numerical solution schemes to this end we introduce a general framework for the stability analysis of solution strategies and provide an easy to use procedure to find the necessary stability condition the procedure is tested against decoupled solution strategies for volume and surface coupled problems namely thermoelastodynamics porous media dynamics and fluid and structure structure interaction in this context the influence of explicit and implicit predictors and the sequence of the time integration on the stability condition is carefully examined copyright 2013 john wiley sons ltd

measurable selection theorems for minimax stochastic optimization problems this paper resolves the measurability questions which arise in the analysis of various minimax stochastic optimization models posed in borel spaces for a large class of such models we provide a set of sufficient conditions which ensure that the questions have positive answers these conditions are essentially weaker than those described in the existing literature moreover they allow us to conclude a fundamental theorem yielding some new results on the existence of universally measurable selections of extrema for both zero sum stochastic games and minimax stochastic optimal control problems in particular a random version of the well known minimax theorem of fan is in this way established the fundamental theorem yields also a descriptive set theoretic fact concerning the projections of borel sets the paper indicates also some counterexamples to possibly more general problems

zero sum stochastic games in borel spaces average payoff criteria this paper is concerned with two person zero sum dynamic stochastic games in borel spaces with possibly unbounded payoff function and several average or ergodic payoff criteria we give conditions under which the long run expected average payoff criterion the sample path average criterion the existence of solutions to the average payoff shapley equations and a certain martingale condition are all equivalent

algorithms for joint phase estimation and decoding for mimo systems in the presence of phase noise and quasi static fading channels in this paper we derive the maximum a posteriori map symbol detector for a multiple input multiple output system in the presence of wiener phase noise due to noisy local oscillators and quasi static fading channels as in single antenna systems the computation of the optimum receiver is an analytically intractable problem and is unimplementable in practice in this purview we propose three suboptimal low complexity algorithms for approximately implementing the map symbol detector which involve joint phase noise estimation and data detection our first algorithm is obtained by means of the sum product algorithm where we use the multivariate tikhonov canonical distribution approach in our next algorithm we derive an approximate map symbol detector based on the smoother detector framework wherein the detector is properly designed by incorporating the phase noise statistics from the smoother the third algorithm is derived based on the variational bayesian framework by simulations we evaluate the performance of the proposed algorithms for both uncoded and coded data transmissions and observe that the proposed techniques significantly outperform the other important algorithms from prior works which are considered herein

joint estimation of channel and oscillator phase noise in mimo systems oscillator phase noise limits the performance of high speed communication systems since it results in time varying channels and rotation of the signal constellation from symbol to symbol in this paper joint estimation of channel gains and wiener phase noise in multi input multi output mimo systems is analyzed the signal model for the estimation problem is outlined in detail and new expressions for the cramer rao lower bounds crlbs for the multi parameter estimation problem are derived a data aided least squares ls estimator for jointly obtaining the channel gains and phase noise parameters is derived next a decision directed weighted least squares wls estimator is proposed where pilots and estimated data symbols are employed to track the time varying phase noise parameters over a frame in order to reduce the overhead and delay associated with the estimation process a new decision directed extended kalman filter ekf is proposed for tracking the mimo phase noise throughout a frame numerical results show that the proposed ls wls and ekf estimators performances are close to the crlb finally simulation results demonstrate that by employing the proposed channel and time varying phase noise estimators the bit error rate performance of a mimo system can be significantly improved

high degree efficient symmetrical gaussian quadrature rules for the triangle gaussian quadrature is required for the computation of matrices based on the isoparametric formulztion of the finite element method a brief review of existing quadrature rules for the triangle is given and the method for the determination of high degree efficient symmetrical rules for the triangle is discussed new quadrature rules of degree 12 20 are presented and a short fortran program is included

borel stochastic games with lim sup payoff we consider two person zero sum stochastic games with limit superior payoff function and borel measurable state and action spaces the games are shown to have a value and the value function is calculated by transfinite iteration of an operator and proved to be upper analytic the paper extends results of our earlier article 17 in which the same class of games was considered for countable state spaces and finite action sets

minimax control of discrete time stochastic systems this paper gives a unified self contained presentation of minimax control problems for discrete time stochastic systems on borel spaces with possibly unbounded costs the main results include conditions for the existence of minimax strategies for finite horizon problems and infinite horizon discounted and undiscounted average cost criteria the results are specialized to control systems with unknown disturbance distributions also known as games against nature two examples illustrate the theory one of them on the mold level control problem which is a key problem in the steelmaking industry

indirect finite element evaluation of two dimensional finite part integral using fourier transformation a broad class of engineering problems in fracture mechanics thermal fluid transport and electromagnetic theory involve the evaluation of two dimensional finite part integrals of the form a method for evaluation of such integrals is developed by deriving an equivalent integral using fourier transformation this equivalent integral does not involve a kernel with singular behaviour consequently standard numerical integration methodologies with conventional analytical evaluation techniques can be used in the finite element computations the accuracy and convergence of the developed numerical procedure are successfully demonstrated by numerical examples for planar fracture geometries

implicit runge kutta methods for the discretization of time domain integral equations implicit runge kutta based schemes are proposed for solving the time domain integral equations of electromagnetic theory the proposed technique maps a laplace domain equation to a domain equation using the butcher tableau of the implicit runge kutta scheme a discrete time domain system is recovered by computing the inverse transform numerically the resulting technique is capable of third or fifth order accuracy in time and is stable independent of time step numerical results illustrate the accuracy and stability of the technique

adjoint sensitivity formulation for discontinuous galerkin discretizations in unsteady inviscid flow problems this paper presents an unsteady discrete adjoint algorithm for high order implicit discontinuous galerkin discretizations in time dependent inviscid flow problems the major function of the adjoint approach is to obtain the sensitivity information in a time dependent functional output which in turn is used to drive an unsteady shape optimization process to deliver a minimum of the objective functional a gradient based optimization strategy is investigated in which the sensitivity derivatives of the objective functional with respect to input variables are formulated in the context of high order discontinuous galerkin discretizations while special emphasis is given to the variations and linearizations of curvilinear boundary elements implicit temporal discretizations consisting of a second order backward euler scheme and a fourth order implicit runge kutta scheme are considered exclusively in this work where the corresponding adjoint problem is required to be solved in a backward time integration manner due to the associated transpose operation two numerical examples for the unsteady shape design techniques are presented to verify the derived sensitivity formulations and to demonstrate the performance of the adjoint approach the first involves an inverse shape optimization case by matching a time dependent target pressure profile for a two dimensional periodic vortical gust impinging on a rae 2822 airfoil and the second considers minimization of the acoustic noise produced by subsonic flow over a naca0012 airfoil with a 0 03c thick blunt trailing edge

pilot symbol assisted coded transmission over the block noncoherent awgn channel in this paper pilot symbol assisted transmission in conjunction with high performance coding over the block independent noncoherent additive white gaussian noise channel is investigated several approximate iterative receivers are proposed which either perform carrier phase estimation separately from detection or joint carrier phase estimation decoding in an iterative fashion the performance of the proposed receivers is analyzed using density evolution the power allocation to the pilot symbol is quantified and it is shown that an optimal allocation scheme exists that minimizes the overall information bit signal to noise ratio required for error free communication this optimal power allocation which could be utilized in code design is found to be sensitive to the channel coherence interval as well as to the particular receiver used in addition a simple upper bound on the performance of any receiver that performs joint iterative carrier phase estimation and detection is derived the obtained results are compared with the simulated performance of the proposed receivers

the mortar finite element method with lagrange multipliers the present paper deals with a variant of a non conforming domain decomposition technique the mortar finite element method in the opposition to the original method this variant is never conforming because of the relaxation of the matching constraints at the vertices and the edges in 3d of subdomains it is shown that written under primal hybrid formulation the approximation problem issued from a discretization of a second order elliptic equation in 2d is nonetheless well posed and provides a discrete solution that satisfies optimal error estimates with respect to natural norms finally the parallelization advantages consequence of this variant are also addressed

zero sum semi markov games this paper deals with borel state and action spaces zero sum semi markov games under the expected long run average payoff criterion the transition probabilities are assumed to satisfy some generalized geometric ergodicity conditions the main result states that the optimality equation has a solution which is approximated by the solutions of some varepsilon perturbed semi markov games as a corollary the existence of value and average optimal strategies for the players is established

constellation optimization in the presence of strong phase noise in this paper we address the problem of optimizing signal constellations for strong phase noise the problem is investigated by considering three optimization formulations which provide an analytical framework for constellation design in the first formulation we seek to design constellations that minimize the symbol error probability sep for an approximate ml detector in the presence of phase noise in the second formulation we optimize constellations in terms of mutual information mi for the effective discrete channel consisting of phase noise additive white gaussian noise and the approximate ml detector to this end we derive the mi of this discrete channel finally we optimize constellations in terms of the mi for the phase noise channel we give two analytical characterizations of the mi of this channel which are shown to be accurate for a wide range of signal to noise ratios and phase noise variances for each formulation we present a detailed analysis of the optimal constellations and their performance in the presence of strong phase noise we show that the optimal constellations significantly outperform conventional constellations and those proposed in the literature in terms of sep error floors and mi

on the application of two gauss legendre quadrature rules for composite numerical integration over a tetrahedral region in this paper we first present a gauss legendre quadrature rule for the evaluation of i f f t ff x y z dxdydz where f x y z is an analytic function in x y z and tis the standard tetrahedral region x y z 0 x y z i x y z 1 in three space x y z we then use a transformation x x y y and z z to change the integral into an equivalent integral i 1 1 1 1 1 1 f x y x y z d d d over the standard 2 cube in space 1 1 we then apply the one dimensional gauss legendre quadrature rules in and variables to arrive at an efficient quadrature rule with new weight coefficients and new sampling points then a second gauss legendre quadrature rule of composite type is obtained this rule is derived by discretising the tetrahedral region t into four new tetrahedra t c i i 1 2 3 4 of equal size which are obtained by joining the centroid of t c 1 4 1 4 1 4 to the four vertices of t by use of the affine transformations defined over each t c i and the linearity property of integrals leads to the result i 4 i 1 tci f x y z dxdydz 1 4 t g x y z dxdydz where g x y z 1 p 3 f x k x y z y k x y z z k x y z x k x k x y z y k y k x y z and z k z k x y z refer to an affine transformations which map each t c i into the standard tetrahedral region t we then write i t g x y z dxdydz 1 0 1 0 1 0 g x y z x y z d d d and a composite rule of integration is thus obtained we next propose the discretisation of the standard tetrahedral region t into p 3 tetrahedra t i i 1 1 p 3 each of which has volume equal to 1 6p 3 units we have again shown that the use of affine transformations over each t and the use of linearity property of integrals leads to the result t f x y z dxdydz p3 i 1 t c i f x y z dxdydz p3 1 t p f x p y p z p dx p dy p dz p 1 p3 t h x y z dxdydz where p3 h x y z 1 f x p x y z y p x y z z p x y z x p x p x y z y p y p x y z and z p z p x y z refer to the affine transformations which map each t i in x p y p z p space into a standard tetrahedron t in the x y z space we can now apply the two rules earlier derived to the integral t h x y z dxdydz this amounts to the application of composite numerical integration of t into p3 and 4p3 tetrahedra of equal sizes we have demonstrated this aspect by applying the above composite integration method to some typical triple integrals

message passing algorithms for phase noise tracking using tikhonov mixtures phase noise poses a serious challenge for high speed digital communications systems mainly when going to higher and higher carrier frequencies such as in satellite communications traditionally phase noise estimation was performed separately from the decoding task and it was shown recently that there is much to be gained from joint estimation and decoding particularly when using ldpc low density parity check turbo codes however jointly estimating phase noise and decoding is a very complex and computationally demanding task in this paper we propose several algorithms based on the sum and product algorithm spa for low complexity joint decoding and estimation of coded information in strong phase noise channels these algorithms are based on a novel approximation of spa messages as tikhonov mixtures of a given order since mixture based bayesian inference such as spa creates an exponential increase in mixture order for consecutive messages a mixture reduction scheme is a must therefore in this paper we propose a low complexity mixture reduction algorithm which provably satisfies an upper bound on the kullback leibler kl divergence between the mixture and the reduced mixture we then reduce the complexity even further including limiting the model order and reducing the clustering effort to simple component selection as an extreme case it is even possible to reduce the number of modes to one we show the relation between the simplified algorithm to the phase locked loop pll finally we show simulation results and complexity analysis for the proposed algorithms which show superior performance over other state of the art low complexity algorithms

a convergence analysis of an h version finite element method with high order elements for two dimensional elasto plasticity problems in this paper we will give an h version finite element method for a two dimensional nonlinear elasto plasticity problem a family of admissible constitutive laws based on the so called gauge function method is introduced first and then a high order h version semidiscretization scheme is presented the existence and uniqueness of the solution for the semidiscrete problem are guaranteed by using some special properties of the constitutive law and finally we will show that as the maximum element size h longrightarrow 0 the solution of the semidiscrete problem will converge to the solution of the continuous problem the high order h version discretization scheme introduced here is unusual if the partition of the spatial space only has rectangles or parallelograms involved then there would not be any limit on the element degree however if the partition of the spatial space has some triangular elements then only certain combinations of finite element spaces for displacement and stress functions can be used the discretization scheme also provides a useful idea for applications of hp version or high order h version finite element methods for two dimensional problems where the elasto plastic body is not a polygon such as a disk or an annulus

generalized fraction free lu factorization for singular systems with kernel extraction abstract linear systems are usually solved with gaussian elimination especially when multiple right hand sides are involved an efficient procedure is to provide a factorization of the left hand side when exact computations are required in an integral domain complete fraction free factorization and forward backward substitutions are useful this article deals with the case where the left hand side may be singular in such a case kernels are required to test a solvability condition and to derive the general form of the solutions the complete fraction free algorithms are therefore extended to deal with singular systems and to provide the kernels with exact computations on the same integral domain where the initial data take their entries

transfer operators for evolving meshes in small strain elasto placticity abstract together with error evaluation and mesh refinement transfer operators represent the essential component of the adaptive procedure applied to history dependent materials aspects of the transfer operation discussed in this work relate to equilibrium conditions consistency with the constitutive equation geometric issues and diffusion of state variables between successive meshes in this paper attention is restricted to small strain rate independent elasto plasticity numerical examples are presented to illustrate some practical features of the computational procedure

multigrid solver with automatic mesh refinement for transient elastoplastic dynamic problems this paper presents an adaptive refinement strategy based on a hierarchical element subdivision dedicated to modelling elastoplastic materials in transient dynamics at each time step the refinement is automatic and starts with the calculation of the solution on a coarse mesh then an error indicator is used to control the accuracy of the solution and a finer localized mesh is created where the user prescribed accuracy is not reached a new calculation is performed on this new mesh using the non linear full approximation scheme multigrid strategy applying the error indicator and the refinement strategy recursively the optimal mesh is obtained this mesh verifies the error indicator on the whole structure the multigrid strategy is used for two purposes first it optimizes the computational cost of the solution on the finest localized mesh second it ensures information transfer among the different hierarchical meshes a standard time integration scheme is used and the mesh is reassessed at each time step copyright 2010 john wiley sons ltd

second order accurate derivatives and integration schemes for meshfree methods summary the consistency condition for the nodal derivatives in traditional meshfree galerkin methods is only the differentiation of the approximation consistency dac one missing part is the consistency between a nodal shape function and its derivatives in terms of the divergence theorem in numerical forms in this paper a consistency framework for the meshfree nodal derivatives including the dac and the discrete divergence consistency ddc is proposed the summation of the linear ddc over the whole computational domain leads to the so called integration constraint in the literature a three point integration scheme using background triangle elements is developed in which the corrected derivatives are computed by the satisfaction of the quadratic ddc we prove that such smoothed derivatives also meet the quadratic dac and therefore the proposed scheme possesses the quadratic consistency that leads to its name qc3 numerical results show that qc3 is the only method that can pass both the linear and the quadratic patch tests and achieves the best performances for all the four examples in terms of stability convergence accuracy and efficiency among all the tested methods particularly it shows a huge improvement for the existing linearly consistent one point integration method in some examples copyright 2012 john wiley sons ltd

analysis of transfer procedures in elastoplasticity based on the error in the constitutive equations theory and numerical illustration the aim of this work is to illustrate a methodology for the assessment of adaptive strategies for the solution of associative rate independent plasticity problems solved by employing the incremental displacement conforming finite element method this is the first step towards a more rational definition of transfer operators in terms of the ensuing error the motivating idea is the observation that change of data and or finite element mesh from one time interval to the other can be both related to a discontinuity jump of the approximate solution across the time instant t n thus reliable a posteriori estimates will have to depend not only on the time step and finite element mesh size but also on the value of the jump a new error estimate based on the error in the constitutive equations is developed which allows characterization of the discontinuity jump

monomial cubature rules since stroud a compilation a bibliography of references to cubature rules which have appeared since the publication of stroud s book 1971 is presented the standard regions that are treated in this paper are the n cube the n simplex the n sphere and the entire space

a two scale extended finite element method for modelling 3d crack growth with interfacial contact 3d fatigue crack growth problems are nowadays handled using x fem coupled with level set techniques it is also well established that such an approach allows mesh independent crack modelling and no remeshing during crack propagation however when contact and friction occur along the crack faces a discretization of the internal variables linked to the interface law is necessary the interface discretization is generally constructed from the finite elements cut by the crack as a consequence a mesh dependency between the bulk discretization and the interface discretization is introduced however the dimension of the possible non linearities arising at the crack interface like confined plasticity or unilateral contact with friction may be several orders of magnitude finer than the crack size a finer discretization is thus required to accurately capture these non linearities the aim of the present paper is to develop a method considering the 3d cracked structure and the crack interface as two independent global and local problems characterized by different length scales and different behaviors here the interface is seen as an autonomous entity with its own discretization variables and constitutive law a formulation involving three fields is used the interface is linked to the global problem in a weak sense in order to avoid instabilities in the contact solution two iterative strategies are considered to solve the contact problem two dimensional and three dimensional numerical examples are presented to demonstrate the ability of the model to solve the contact at the crack interface with or without propagation at a given level of accuracy

global local rom for the solution of parabolic problems with highly concentrated moving sources abstract problems characterised by steep moving gradients are challenging for any numerical technique and even more for the successful formulation of reduced order models roms the aim of this work is to study the numerical solution of problems with steep moving gradients by placing the focus on parabolic problems with highly concentrated moving sources more specifically a global local scheme well suited for reduction methods is formulated with this global localscheme the local nature of the steep moving gradients is exploited by modelling the neighbourhood of the heat source with a moving local domain this domain is coupled to the global domain without requiring any re mesh and preserving the meshes of both domains during the whole simulation then a rom based on the proper orthogonal decomposition pod technique is developed for the moving local domain the proposed technique establishes a valid approach for tackling the non separability of the space and time dimensions of these problems in order to assess the numerical performance of the proposed numerical techniques several evaluation tests are performed

information transfer between incompatible finite element meshes application to coupled thermo viscoelasticity this article is concerned with information transfer between non matching finite element meshes such a feature is not new in the literature but we focus herein on a geometric approach to transfer solution fields in order to be as application independent as possible moreover the dedicated case concerns the transfer of finite element fields defined at integration points of the meshes and allows iterative exchange of fields in both directions to do so we propose an extension to the mortar technique that fulfills these goals and that does not suffer from a high computational cost the application is the simulation of a strongly coupled thermo viscoelastic problem with phase transition solved with a partitioning technique

numerical approximation of internal discontinuity interface problems this work focuses on the finite element discretization of boundary value problems whose solution features either a discontinuity or a discontinuous conormal derivative across an interface inside the computational domain the interface is characterized via a level set function the discontinuities are accounted for by using suitable extension operators whose numerical implementation requires a very low computational effort after carrying out the error analysis numerical results to validate our approach are presented in one two and three dimensions

general behavior and shear center location of prismatic anisotropic beams via power series abstract the behavior of a tip loaded anisotropic cantilever beam with an arbitrary cross section is studied using saint venant s semi inverse method along with a power series solution for the local in plane and out of plane deformation warping functions the power series coefficients are determined by solving a set of variationally derived linear algebraic equations using the resulting three dimensional displacement solutions the shear deformation associated with applied tip loads is investigated as well as the shear center location two different definitions of the shear center are presented for anisotropic beams by extending existing approaches developed for isotropic sections both of the extended definitions reveal the linear dependency of the shear center location on beam length numerical results are presented for three different cross sections ellipse triangle naca 0012 airfoil and two different materials al 6061 t6 off angle high strength graphite epoxy fibers

on structural shape optimization using an embedding domain discretization technique summary this contribution presents a novel approach to structural shape optimization that relies on an embedding domain discretization technique the evolving shape design is embedded within a uniform finite element background mesh which is then used for the solution of the physical state problem throughout the course of the optimization we consider a boundary tracking procedure based on adaptive mesh refinement to separate between interior elements exterior elements and elements intersected by the physical domain boundary a selective domain integration procedure is employed to account for the geometric mismatch between the uniform embedding domain discretization and the evolving structural component thereby we avoid the need to provide a finite element mesh that conforms to the structural component for every design iteration as it is the case for a standard lagrangian approach to structural shape optimization still we adopt an explicit shape parametrization that allows for a direct manipulation of boundary vertices for the design evolution process in order to avoid irregular and impracticable design updates we consider a geometric regularization technique to render feasible descent directions for the course of the optimization this article is protected by copyright all rights reserved

a mortar finite element method using dual spaces for the lagrange multiplier the mortar finite element method allows the coupling of different discretization schemes and triangulations across subregion boundaries in the original mortar approach the matching at the interface is realized by enforcing an orthogonality relation between the jump and a modified trace space which serves as a space of lagrange multipliers in this paper this lagrange multiplier space is replaced by a dual space without losing the optimality of the method the advantage of this new approach is that the matching condition is much easier to realize in particular all the basis functions of the new method are supported in a few elements the mortar map can be represented by a diagonal matrix in the standard mortar method a linear system of equations must be solved the problem is considered in a positive definite nonconforming variational as well as an equivalent saddle point formulation

on markov games with average reward criterion and weakly continuous transition probabilities in this paper we consider two person zero sum stochastic games with the average reward criterion and borel state and action spaces a geometric drift condition is assumed we show that the optimality shapley equation has a unique solution if the transition probability function is weakly continuous the stage reward is lower semicontinuous and the set valued mappings of admissible actions satisfy some semicontinuity assumptions furthermore the minimizing player has an optimal stationary strategy and the maximizing player has an e optimal stationary strategy for every varepsilon 0

phase and frequency estimation for psk packets bounds and algorithms new cramer rao lower bounds crbs are derived for the estimation of phase offset and frequency offset from a block of random bpsk or qpsk symbols at low signal to noise snr ratios these bounds are compared to existing bounds which apply to the unmodulated carrier or to known psk symbols and to the performance of some estimation algorithms

cramer rao lower bounds for qam phase and frequency estimation in this paper we present the true cramer rao lower bounds crlbs for the estimation of phase offset for common quadrature amplitude modulation qam psk and pam signals in awgn channels it is shown that the same analysis also applies to the qam fsk and pam crlbs for frequency offset estimation the ratio of the modulated to the unmodulated crlbs is derived for all qam psk and pam signals and calculated for specific cases of interest this is useful to determine the limiting performance of synchronization circuits for coherent receivers without the need to simulate particular algorithms the hounds are compared to the existing true crlbs for an unmodulated carrier wave cw bpsk and qpsk we investigated new and existing qam phase estimation algorithms in order to verify the new phase crlb this showed that new minimum distance estimator performs close to the qam bound and provides a large improvement over the power law estimator at moderate to high signal to noise ratios

a fast improvement to the em algorithm on its own terms the em algorithm is a numerical technique for the evaluation of maximum likelihood estimates for parameters describing incomplete data models it is easy to apply in many problems and is stable but slow the algorithm fails to provide a consistent estimator of the standard errors of the maximum likelihood estimates unless the additional analysis required by the louis method is performed newton type or other gradient methods are faster and provide error estimates but tend to be unstable and require the analytical evaluation of likelihoods to derive expressions for the score function and at least approximations to the fisher information matrix the purpose of this paper is to expand on a result by fisher that permits a unification of em methodology and newton methods the evaluation of the individual observation by observation score functions of the incomplete data is a byproduct of the application of the e step of the em algorithm once these become available the fisher information matrix may be consistently estimated and the m step may be replaced by a fast newton type step

on measurable minimax selectors in this note we consider the upper value of a zero sum game with payoff function depending on a state variable we provide a new and much simpler proof of a measurable minimax selection theorem established 25 years ago by the author in nowak 1985 19 a discussion of the basic assumptions and relations with the literature on stochastic games and minimax control models is also included

volumetric coupling approaches for multiphysics simulations on non matching meshes summary in finite element analysis of volume coupled multiphysics different meshes for the involved physical fields are often highly desirable in terms of solution accuracy and computational costs we present a general methodology for volumetric coupling of different meshes within a monolithic solution scheme a straightforward collocation approach is compared to a mortar based method for nodal information transfer for the latter dual shape functions based on the biorthogonality concept are used to build the projection matrices thus further reducing the evaluation costs we give a detailed explanation of the integration scheme and the construction of dual shape functions for general first order and second order langrangian finite elements within the mortar method as well as an analysis of the conservation properties of the projection operators moreover possible incompatibilities due to different geometric approximations of curved boundaries are discussed numerical examples demonstrate the flexibility of the presented mortar approach for arbitrary finite element combinations in two and three dimensions and its applicability to different multiphysics coupling scenarios copyright 2016 john wiley sons ltd

soft metrics and their performance analysis for optimal data detection in the presence of strong oscillator phase noise in this paper we address the classical problem of maximum likelihood ml detection of data in the presence of random phase noise we consider a system where the random phase noise affecting the received signal is first compensated by a tracker estimator then the phase error and its statistics are used for deriving the ml detector specifically we derive an ml detector based on a gaussian assumption for the phase error probability density function pdf further without making any assumptions on the phase error pdf we show that the actual ml detector can be reformulated as a weighted sum of central moments of the phase error pdf we present a simple approximation of this new ml rule assuming that the phase error distribution is unknown the ml detectors derived are also the aposteriori probabilities of the transmitted symbols and are referred to as soft metrics then using the detector developed based on gaussian phase error assumption we derive the symbol error probability sep performance and error floor analytically for arbitrary constellations finally we compare sep performance of the various detectors metrics in this work and those from literature for different signal constellations phase noise scenarios and snr values

edged based smoothed point interpolation method for acoustic radiation with perfectly matched layer abstract it is known that for exterior acoustics the domain based finite element method always encounters the accuracy loss for high wavenumbers and the difficulty in dealing with the sommerfeld radiation condition in this work by using the polynomial and radial bases with specific node selection schemes the point interpolation method with the generalized gradient smoothing technique is employed to improve the accuracy for acoustic computations the appropriately softened acoustical stiffness of the discrete model is constructed based on the edge based smoothing domains via the gradient smoothing technique in addition the perfectly matched layer technique enables the smoothed point interpolation method to investigate exterior acoustics the complex coordinate transformation is utilized to determine the proper parameters for the perfectly matched layer through theoretical and numerical analyses several typical acoustic problems are analyzed revealing that better accuracy is obtained by the present method compared with the finite element method especially for high wavenumbers

the variational formulation of viscoplastic constitutive updates we present a class of constitutive updates for general viscoplastic solids including such aspects of material behavior as finite elastic and plastic deformations non newtonian viscosity rate sensitivity and arbitrary flow and hardening rules the distinguishing characteristic of the proposed constitutive updates is that by construction the corresponding incremental stress strain relations derive from a pseudo elastic strain energy density this in turn confers the incremental boundary value problem a variational structure in particular the incremental deformation mapping follows from a minimum principle this minimum principle may conveniently be taken as a basis for error estimation and mesh adaption the accuracy and robustness of the variational constitutive updates is demonstrated with the aid of convergence tests involving the finitely deforming mises solid and ductile single crystals the ability of the updates to resolve the complex patterns of slip activity which arise in the latter application is particularly noteworthy

the finite element patch test revisited a computer test for convergence validation and error estimates abstract the patch test was introduced in the mid 1960s first as a check of satisfactory performance for elements violating continuity requirements and later simply as a necessary condition which all elements had to satisfy and which frequently checked simple programming errors in its original form the patch test simply verified that the minimum local consistency error was achievable and that the programming was correct later it was established that the test could also be used to find the convergence order of any finite element type while consistency is one of the necessary requirements for convergence the second is of course that of stability in the original early work only displacement type structural elements were involved and thus stability was ensured by rejecting elements which could form mechanisms in a 1986 reformulation of the patch test this stability or solvability requirement was formalized to all element assemblies and the patch test extended to become a generally applicable sufficient and necessary condition for convergence of all element forms 1 2 although some misinterpretation of the patch test has occurred in literature 3 4 the authors believe that with certain restrictions on regularity of the problem dealt with the satisfaction of the patch test is equivalent to the satisfaction of the more mathematical babuska brezzi criteria 5 6 in recent years another important use of the patch test has been found by babuska and his coworkers 7 9 this work tests the asymptotic effectivity of various error estimating procedures used with various element patterns

convergence theorems for generalized alternating minimization procedures the em algorithm is widely used to develop iterative parameter estimation procedures for statistical models in cases where these procedures strictly follow the em formulation the convergence properties of the estimation procedures are well understood in some instances there are practical reasons to develop procedures that do not strictly fall within the em framework we study em variants in which the e step is not performed exactly either to obtain improved rates of convergence or due to approximations needed to compute statistics under a model family over which e steps cannot be realized since these variants are not em procedures the standard g em convergence results do not apply to them we present an information geometric framework for describing such algorithms and analyzing their convergence properties we apply this framework to analyze the convergence properties of incremental em and variational em for incremental em we discuss conditions under these algorithms converge in likelihood for variational em we show how the e step approximation prevents convergence to local maxima in likelihood

code aided maximum likelihood ambiguity resolution through free energy minimization in digital communication receivers ambiguities in terms of timing and phase need to be resolved prior to data detection in the presence of powerful error correcting codes which operate in low signal to noise ratios snr long training sequences are needed to achieve good performance in this contribution we develop a new class of code aided ambiguity resolution algorithms which require no training sequence and achieve good performance with reasonable complexity in particular we focus on algorithms that compute the maximum likelihood ml solution exactly or in good approximation with a tractable complexity using a factor graph representation the complexity of the proposed algorithm is discussed and reduced complexity variations including stopping criteria and sequential implementation are developed

machine precision evaluation of singular and nearly singular potential integrals by use of gauss quadrature formulas for rational functions a new technique for machine precision evaluation of singular and nearly singular potential integrals with 1 r singularities is presented the numerical quadrature scheme is based on a new rational expression for the integrands obtained by a cancellation procedure in particular by using library routines for gauss quadrature of rational functions readily available in the literature this new expression permits the exact numerical integration of singular static potentials associated with polynomial source distributions the rules to achieve the desired numerical accuracy for singular and nearly singular static and dynamic potential integrals are presented and discussed and several numerical examples are provided

approximate ml decoding of coded psk with no explicit carrier phase reference an approximate method is discussed for maximum likelihood estimation of coded psk sequences in the presence of an unknown carrier phase this method makes use of the viterbi algorithm to find an optimum path in the encoder trellis diagram phase estimation is embedded into the structure of the detection algorithm and the branch metrics in the trellis are modified with respect to those employed with known carrier phase comparisons with traditional decoding schemes show that the proposed solution has better performance in terms of acquisition time and cycle slips

carrier phase and frequency estimation for pilot symbol assisted transmission bounds and algorithms in this paper we consider the cramer rao lower bound crb for the joint estimation of the carrier phase and the frequency offset from a noisy linearly modulated burst signal containing random data symbols dss as well as known pilot symbols pss we point out that the crb depends on the location of the pss in the burst the number of pss the number of dss the signal to noise ratio snr and the data modulation scheme distributing the pss symmetrically about the center of the burst and estimating the carrier phase in the center of the burst interval decouples the frequency and phase estimation making the crb for phase estimation independent of the specific location of the pss at low and moderate snr the crbs for both phase and frequency estimation decrease as the fraction of the pss in the burst increases in addition the crb for frequency estimation decreases as the pss are separated with more dss numerical evaluation of the crb indicates that the carrier phase and frequency of a hybrid burst i e containing pss and dss can be estimated more accurately when exploiting both the presence of the dss and the a priori knowledge about the pss instead of using only the knowledge about the pss and ignoring the dss or considering all the received symbols pss and dss as unknown and ignoring the knowledge about the pss comparison of the crb with the performance of existing carrier synchronizers shows that the iterative soft decision directed sdd estimator with data aided da initialization performs very closely to the crb and provides a large improvement over the classical non data aided nda estimator at lower snr