Search results for "Lagrange multiplier"
showing 7 items of 37 documents
MLML2R: an R package for maximum likelihood estimation of DNA methylation and hydroxymethylation proportions.
2019
Abstract Accurately measuring epigenetic marks such as 5-methylcytosine (5-mC) and 5-hydroxymethylcytosine (5-hmC) at the single-nucleotide level, requires combining data from DNA processing methods including traditional (BS), oxidative (oxBS) or Tet-Assisted (TAB) bisulfite conversion. We introduce the R package MLML2R, which provides maximum likelihood estimates (MLE) of 5-mC and 5-hmC proportions. While all other available R packages provide 5-mC and 5-hmC MLEs only for the oxBS+BS combination, MLML2R also provides MLE for TAB combinations. For combinations of any two of the methods, we derived the pool-adjacent-violators algorithm (PAVA) exact constrained MLE in analytical form. For the…
Thermalization of Random Motion in Weakly Confining Potentials
2010
We show that in weakly confining conservative force fields, a subclass of diffusion-type (Smoluchowski) processes, admits a family of "heavy-tailed" non-Gaussian equilibrium probability density functions (pdfs), with none or a finite number of moments. These pdfs, in the standard Gibbs-Boltzmann form, can be also inferred directly from an extremum principle, set for Shannon entropy under a constraint that the mean value of the force potential has been a priori prescribed. That enforces the corresponding Lagrange multiplier to play the role of inverse temperature. Weak confining properties of the potentials are manifested in a thermodynamical peculiarity that thermal equilibria can be approa…
Thermodynamic approach to vortex production and diffusion in inhomogeneous superfluid turbulence
2014
In this paper, we use a non-equilibrium thermodynamic framework to generalize a previous nonlocal model of counterflow superfluid turbulence to incorporate some new coupled terms which may be relevant in the evolution of inhomogeneous vortex tangles. The theory chooses as fundamental fields the energy density, the heat flux, and the averaged vortex line length per unit volume. The constitutive quantities are assumed to depend on the fundamental fields and on their first spatial derivatives, allowing us to describe thermal dissipation, vortex diffusion and a new contribution to vortex formation. The restrictions on the constitutive relations are deduced from the entropy principle, using the …
Multiple positive normalized solutions for nonlinear Schrödinger systems
2018
We consider the existence of multiple positive solutions to the nonlinear Schr\"odinger systems sets on $H^1(\mathbb{R}^N) \times H^1(\mathbb{R}^N)$, \[ \left\{ \begin{aligned} -\Delta u_1 &= \lambda_1 u_1 + \mu_1 |u_1|^{p_1 -2}u_1 + \beta r_1 |u_1|^{r_1-2} u_1|u_2|^{r_2}, -\Delta u_2 &= \lambda_2 u_2 + \mu_2 |u_2|^{p_2 -2}u_2 + \beta r_2 |u_1|^{r_1} |u_2|^{r_2 -2} u_2, \end{aligned} \right. \] under the constraint \[ \int_{\mathbb{R}^N}|u_1|^2 \, dx = a_1,\quad \int_{\mathbb{R}^N}|u_2|^2 \, dx = a_2. \] Here $a_1, a_2 >0$ are prescribed, $\mu_1, \mu_2, \beta>0$, and the frequencies $\lambda_1, \lambda_2$ are unknown and will appear as Lagrange multipliers. Two cases are studied, the first …
CALIBRATION OF LÉVY PROCESSES USING OPTIMAL CONTROL OF KOLMOGOROV EQUATIONS WITH PERIODIC BOUNDARY CONDITIONS
2018
We present an optimal control approach to the problem of model calibration for L\'evy processes based on a non parametric estimation procedure. The calibration problem is of considerable interest in mathematical finance and beyond. Calibration of L\'evy processes is particularly challenging as the jump distribution is given by an arbitrary L\'evy measure, which form a infinite dimensional space. In this work, we follow an approach which is related to the maximum likelihood theory of sieves. The sampling of the L\'evy process is modelled as independent observations of the stochastic process at some terminal time $T$. We use a generic spline discretization of the L\'evy jump measure and selec…
A Domain Imbedding Method with Distributed Lagrange Multipliers for Acoustic Scattering Problems
2003
The numerical computation of acoustic scattering by bounded twodimensional obstacles is considered. A domain imbedding method with Lagrange multipliers is introduced for the solution of the Helmholtz equation with a second-order absorbing boundary condition. Distributed Lagrange multipliers are used to enforce the Dirichlet boundary condition on the scatterer. The saddle-point problem arising from the conforming finite element discretization is iteratively solved by the GMRES method with a block triangular preconditioner. Numerical experiments are performed with a disc and a semi-open cavity as scatterers.
A New Augmented Lagrangian Approach for $L^1$-mean Curvature Image Denoising
2015
Variational methods are commonly used to solve noise removal problems. In this paper, we present an augmented Lagrangian-based approach that uses a discrete form of the L1-norm of the mean curvature of the graph of the image as a regularizer, discretization being achieved via a finite element method. When a particular alternating direction method of multipliers is applied to the solution of the resulting saddle-point problem, this solution reduces to an iterative sequential solution of four subproblems. These subproblems are solved using Newton’s method, the conjugate gradient method, and a partial solution variant of the cyclic reduction method. The approach considered here differs from ex…