Comment on ‘Numerical estimates of the spectrum for anharmonic PT symmetric potentials’

NASA Astrophysics Data System (ADS)

Amore, Paolo; Fernández, Francisco M.

2013-04-01

We show that the authors of the commented paper (Bowen et al 2012 Phys. Scr. 85 065005) draw their conclusions from the eigenvalues of truncated Hamiltonian matrices that do not converge as the matrix dimension increases. In some of the studied examples, the authors missed the real positive eigenvalues that already converge towards the exact eigenvalues of the non-Hermitian operators and focused their attention on the complex ones that do not. We also show that the authors misread Bender's argument about the eigenvalues of the harmonic oscillator with boundary conditions in the complex-x plane (Bender 2007 Rep. Prog. Phys. 70 947).

On the calculation of resonances by analytic continuation of eigenvalues from the stabilization graph

NASA Astrophysics Data System (ADS)

Haritan, Idan; Moiseyev, Nimrod

2017-07-01

Resonances play a major role in a large variety of fields in physics and chemistry. Accordingly, there is a growing interest in methods designed to calculate them. Recently, Landau et al. proposed a new approach to analytically dilate a single eigenvalue from the stabilization graph into the complex plane. This approach, termed Resonances Via Padé (RVP), utilizes the Padé approximant and is based on a unique analysis of the stabilization graph. Yet, analytic continuation of eigenvalues from the stabilization graph into the complex plane is not a new idea. In 1975, Jordan suggested an analytic continuation method based on the branch point structure of the stabilization graph. The method was later modified by McCurdy and McNutt, and it is still being used today. We refer to this method as the Truncated Characteristic Polynomial (TCP) method. In this manuscript, we perform an in-depth comparison between the RVP and the TCP methods. We demonstrate that while both methods are important and complementary, the advantage of one method over the other is problem-dependent. Illustrative examples are provided in the manuscript.

Calculation of transmission probability by solving an eigenvalue problem

NASA Astrophysics Data System (ADS)

Bubin, Sergiy; Varga, Kálmán

2010-11-01

The electron transmission probability in nanodevices is calculated by solving an eigenvalue problem. The eigenvalues are the transmission probabilities and the number of nonzero eigenvalues is equal to the number of open quantum transmission eigenchannels. The number of open eigenchannels is typically a few dozen at most, thus the computational cost amounts to the calculation of a few outer eigenvalues of a complex Hermitian matrix (the transmission matrix). The method is implemented on a real space grid basis providing an alternative to localized atomic orbital based quantum transport calculations. Numerical examples are presented to illustrate the efficiency of the method.

On the Aharonov-Bohm Operators with Varying Poles: The Boundary Behavior of Eigenvalues

NASA Astrophysics Data System (ADS)

Noris, Benedetta; Nys, Manon; Terracini, Susanna

2015-11-01

We consider a magnetic Schrödinger operator with magnetic field concentrated at one point (the pole) of a domain and half integer circulation, and we focus on the behavior of Dirichlet eigenvalues as functions of the pole. Although the magnetic field vanishes almost everywhere, it is well known that it affects the operator at the spectral level (the Aharonov-Bohm effect, Phys Rev (2) 115:485-491, 1959). Moreover, the numerical computations performed in (Bonnaillie-Noël et al., Anal PDE 7(6):1365-1395, 2014; Noris and Terracini, Indiana Univ Math J 59(4):1361-1403, 2010) show a rather complex behavior of the eigenvalues as the pole varies in a planar domain. In this paper, in continuation of the analysis started in (Bonnaillie-Noël et al., Anal PDE 7(6):1365-1395, 2014; Noris and Terracini, Indiana Univ Math J 59(4):1361-1403, 2010), we analyze the relation between the variation of the eigenvalue and the nodal structure of the associated eigenfunctions. We deal with planar domains with Dirichlet boundary conditions and we focus on the case when the singular pole approaches the boundary of the domain: then, the operator loses its singular character and the k-th magnetic eigenvalue converges to that of the standard Laplacian. We can predict both the rate of convergence and whether the convergence happens from above or from below, in relation with the number of nodal lines of the k-th eigenfunction of the Laplacian. The proof relies on the variational characterization of eigenvalues, together with a detailed asymptotic analysis of the eigenfunctions, based on an Almgren-type frequency formula for magnetic eigenfunctions and on the blow-up technique.

Type I and Type II Error Rates and Overall Accuracy of the Revised Parallel Analysis Method for Determining the Number of Factors

ERIC Educational Resources Information Center

Green, Samuel B.; Thompson, Marilyn S.; Levy, Roy; Lo, Wen-Juo

2015-01-01

Traditional parallel analysis (T-PA) estimates the number of factors by sequentially comparing sample eigenvalues with eigenvalues for randomly generated data. Revised parallel analysis (R-PA) sequentially compares the "k"th eigenvalue for sample data to the "k"th eigenvalue for generated data sets, conditioned on"k"-…

Eigenvalues of Random Matrices with Isotropic Gaussian Noise and the Design of Diffusion Tensor Imaging Experiments.

PubMed

Gasbarra, Dario; Pajevic, Sinisa; Basser, Peter J

2017-01-01

Tensor-valued and matrix-valued measurements of different physical properties are increasingly available in material sciences and medical imaging applications. The eigenvalues and eigenvectors of such multivariate data provide novel and unique information, but at the cost of requiring a more complex statistical analysis. In this work we derive the distributions of eigenvalues and eigenvectors in the special but important case of m×m symmetric random matrices, D , observed with isotropic matrix-variate Gaussian noise. The properties of these distributions depend strongly on the symmetries of the mean tensor/matrix, D̄ . When D̄ has repeated eigenvalues, the eigenvalues of D are not asymptotically Gaussian, and repulsion is observed between the eigenvalues corresponding to the same D̄ eigenspaces. We apply these results to diffusion tensor imaging (DTI), with m = 3, addressing an important problem of detecting the symmetries of the diffusion tensor, and seeking an experimental design that could potentially yield an isotropic Gaussian distribution. In the 3-dimensional case, when the mean tensor is spherically symmetric and the noise is Gaussian and isotropic, the asymptotic distribution of the first three eigenvalue central moment statistics is simple and can be used to test for isotropy. In order to apply such tests, we use quadrature rules of order t ≥ 4 with constant weights on the unit sphere to design a DTI-experiment with the property that isotropy of the underlying true tensor implies isotropy of the Fisher information. We also explain the potential implications of the methods using simulated DTI data with a Rician noise model.

Eigenvalues of Random Matrices with Isotropic Gaussian Noise and the Design of Diffusion Tensor Imaging Experiments*

PubMed Central

Gasbarra, Dario; Pajevic, Sinisa; Basser, Peter J.

2017-01-01

Tensor-valued and matrix-valued measurements of different physical properties are increasingly available in material sciences and medical imaging applications. The eigenvalues and eigenvectors of such multivariate data provide novel and unique information, but at the cost of requiring a more complex statistical analysis. In this work we derive the distributions of eigenvalues and eigenvectors in the special but important case of m×m symmetric random matrices, D, observed with isotropic matrix-variate Gaussian noise. The properties of these distributions depend strongly on the symmetries of the mean tensor/matrix, D̄. When D̄ has repeated eigenvalues, the eigenvalues of D are not asymptotically Gaussian, and repulsion is observed between the eigenvalues corresponding to the same D̄ eigenspaces. We apply these results to diffusion tensor imaging (DTI), with m = 3, addressing an important problem of detecting the symmetries of the diffusion tensor, and seeking an experimental design that could potentially yield an isotropic Gaussian distribution. In the 3-dimensional case, when the mean tensor is spherically symmetric and the noise is Gaussian and isotropic, the asymptotic distribution of the first three eigenvalue central moment statistics is simple and can be used to test for isotropy. In order to apply such tests, we use quadrature rules of order t ≥ 4 with constant weights on the unit sphere to design a DTI-experiment with the property that isotropy of the underlying true tensor implies isotropy of the Fisher information. We also explain the potential implications of the methods using simulated DTI data with a Rician noise model. PMID:28989561

Stability investigations of airfoil flow by global analysis

NASA Technical Reports Server (NTRS)

Morzynski, Marek; Thiele, Frank

1992-01-01

As the result of global, non-parallel flow stability analysis the single value of the disturbance growth-rate and respective frequency is obtained. This complex value characterizes the stability of the whole flow configuration and is not referred to any particular flow pattern. The global analysis assures that all the flow elements (wake, boundary and shear layer) are taken into account. The physical phenomena connected with the wake instability are properly reproduced by the global analysis. This enhances the investigations of instability of any 2-D flows, including ones in which the boundary layer instability effects are known to be of dominating importance. Assuming fully 2-D disturbance form, the global linear stability problem is formulated. The system of partial differential equations is solved for the eigenvalues and eigenvectors. The equations, written in the pure stream function formulation, are discretized via FDM using a curvilinear coordinate system. The complex eigenvalues and corresponding eigenvectors are evaluated by an iterative method. The investigations performed for various Reynolds numbers emphasize that the wake instability develops into the Karman vortex street. This phenomenon is shown to be connected with the first mode obtained from the non-parallel flow stability analysis. The higher modes are reflecting different physical phenomena as for example Tollmien-Schlichting waves, originating in the boundary layer and having the tendency to emerge as instabilities for the growing Reynolds number. The investigations are carried out for a circular cylinder, oblong ellipsis and airfoil. It is shown that the onset of the wake instability, the waves in the boundary layer, the shear layer instability are different solutions of the same eigenvalue problem, formulated using the non-parallel theory. The analysis offers large potential possibilities as the generalization of methods used till now for the stability analysis.

Rapid solution of large-scale systems of equations

NASA Technical Reports Server (NTRS)

Storaasli, Olaf O.

1994-01-01

The analysis and design of complex aerospace structures requires the rapid solution of large systems of linear and nonlinear equations, eigenvalue extraction for buckling, vibration and flutter modes, structural optimization and design sensitivity calculation. Computers with multiple processors and vector capabilities can offer substantial computational advantages over traditional scalar computer for these analyses. These computers fall into two categories: shared memory computers and distributed memory computers. This presentation covers general-purpose, highly efficient algorithms for generation/assembly or element matrices, solution of systems of linear and nonlinear equations, eigenvalue and design sensitivity analysis and optimization. All algorithms are coded in FORTRAN for shared memory computers and many are adapted to distributed memory computers. The capability and numerical performance of these algorithms will be addressed.

New sets of eigenvalues in inverse scattering for inhomogeneous media and their determination from scattering data

NASA Astrophysics Data System (ADS)

Audibert, Lorenzo; Cakoni, Fioralba; Haddar, Houssem

2017-12-01

In this paper we develop a general mathematical framework to determine interior eigenvalues from a knowledge of the modified far field operator associated with an unknown (anisotropic) inhomogeneity. The modified far field operator is obtained by subtracting from the measured far field operator the computed far field operator corresponding to a well-posed scattering problem depending on one (possibly complex) parameter. Injectivity of this modified far field operator is related to an appropriate eigenvalue problem whose eigenvalues can be determined from the scattering data, and thus can be used to obtain information about material properties of the unknown inhomogeneity. We discuss here two examples of such modification leading to a Steklov eigenvalue problem, and a new type of the transmission eigenvalue problem. We present some numerical examples demonstrating the viability of our method for determining the interior eigenvalues form far field data.

Asymmetric correlation matrices: an analysis of financial data

NASA Astrophysics Data System (ADS)

Livan, G.; Rebecchi, L.

2012-06-01

We analyse the spectral properties of correlation matrices between distinct statistical systems. Such matrices are intrinsically non-symmetric, and lend themselves to extend the spectral analyses usually performed on standard Pearson correlation matrices to the realm of complex eigenvalues. We employ some recent random matrix theory results on the average eigenvalue density of this type of matrix to distinguish between noise and non-trivial correlation structures, and we focus on financial data as a case study. Namely, we employ daily prices of stocks belonging to the American and British stock exchanges, and look for the emergence of correlations between two such markets in the eigenvalue spectrum of their non-symmetric correlation matrix. We find several non trivial results when considering time-lagged correlations over short lags, and we corroborate our findings by additionally studying the asymmetric correlation matrix of the principal components of our datasets.

A Novel Hyperbolization Procedure for The Two-Phase Six-Equation Flow Model

DOE Office of Scientific and Technical Information (OSTI.GOV)

Samet Y. Kadioglu; Robert Nourgaliev; Nam Dinh

2011-10-01

We introduce a novel approach for the hyperbolization of the well-known two-phase six equation flow model. The six-equation model has been frequently used in many two-phase flow applications such as bubbly fluid flows in nuclear reactors. One major drawback of this model is that it can be arbitrarily non-hyperbolic resulting in difficulties such as numerical instability issues. Non-hyperbolic behavior can be associated with complex eigenvalues that correspond to characteristic matrix of the system. Complex eigenvalues are often due to certain flow parameter choices such as the definition of inter-facial pressure terms. In our method, we prevent the characteristic matrix receivingmore » complex eigenvalues by fine tuning the inter-facial pressure terms with an iterative procedure. In this way, the characteristic matrix possesses all real eigenvalues meaning that the characteristic wave speeds are all real therefore the overall two-phase flowmodel becomes hyperbolic. The main advantage of this is that one can apply less diffusive highly accurate high resolution numerical schemes that often rely on explicit calculations of real eigenvalues. We note that existing non-hyperbolic models are discretized mainly based on low order highly dissipative numerical techniques in order to avoid stability issues.« less

Introduction to the Application of the Dynalist Computer Program to the Analysis of Rail Systems Dynamics

DOT National Transportation Integrated Search

1974-08-01

DYNALIST, a computer program that extracts complex eigenvalues and eigenvectors for dynamic systems described in terms of matrix equations of motion, has been acquired and made operational at TSC. In this report, simple dynamic systems are used to de...

A numerical projection technique for large-scale eigenvalue problems

NASA Astrophysics Data System (ADS)

Gamillscheg, Ralf; Haase, Gundolf; von der Linden, Wolfgang

2011-10-01

We present a new numerical technique to solve large-scale eigenvalue problems. It is based on the projection technique, used in strongly correlated quantum many-body systems, where first an effective approximate model of smaller complexity is constructed by projecting out high energy degrees of freedom and in turn solving the resulting model by some standard eigenvalue solver. Here we introduce a generalization of this idea, where both steps are performed numerically and which in contrast to the standard projection technique converges in principle to the exact eigenvalues. This approach is not just applicable to eigenvalue problems encountered in many-body systems but also in other areas of research that result in large-scale eigenvalue problems for matrices which have, roughly speaking, mostly a pronounced dominant diagonal part. We will present detailed studies of the approach guided by two many-body models.

Eigenvalue statistics for the sum of two complex Wishart matrices

NASA Astrophysics Data System (ADS)

Kumar, Santosh

2014-09-01

The sum of independent Wishart matrices, taken from distributions with unequal covariance matrices, plays a crucial role in multivariate statistics, and has applications in the fields of quantitative finance and telecommunication. However, analytical results concerning the corresponding eigenvalue statistics have remained unavailable, even for the sum of two Wishart matrices. This can be attributed to the complicated and rotationally noninvariant nature of the matrix distribution that makes extracting the information about eigenvalues a nontrivial task. Using a generalization of the Harish-Chandra-Itzykson-Zuber integral, we find exact solution to this problem for the complex Wishart case when one of the covariance matrices is proportional to the identity matrix, while the other is arbitrary. We derive exact and compact expressions for the joint probability density and marginal density of eigenvalues. The analytical results are compared with numerical simulations and we find perfect agreement.

Eigenvalue Attraction

NASA Astrophysics Data System (ADS)

Movassagh, Ramis

2016-02-01

We prove that the complex conjugate (c.c.) eigenvalues of a smoothly varying real matrix attract (Eq. 15). We offer a dynamical perspective on the motion and interaction of the eigenvalues in the complex plane, derive their governing equations and discuss applications. C.c. pairs closest to the real axis, or those that are ill-conditioned, attract most strongly and can collide to become exactly real. As an application we consider random perturbations of a fixed matrix M. If M is Normal, the total expected force on any eigenvalue is shown to be only the attraction of its c.c. (Eq. 24) and when M is circulant the strength of interaction can be related to the power spectrum of white noise. We extend this by calculating the expected force (Eq. 41) for real stochastic processes with zero-mean and independent intervals. To quantify the dominance of the c.c. attraction, we calculate the variance of other forces. We apply the results to the Hatano-Nelson model and provide other numerical illustrations. It is our hope that the simple dynamical perspective herein might help better understanding of the aggregation and low density of the eigenvalues of real random matrices on and near the real line respectively. In the appendix we provide a Matlab code for plotting the trajectories of the eigenvalues.

On complex matrices with simple spectrum that are unitarily similar to real matrices

NASA Astrophysics Data System (ADS)

Ikramov, Khakim D.

2011-04-01

Suppose that one should verify whether a given complex n × n matrix can be converted into a real matrix by a unitary similarity transformation. Sufficient conditions for this property to hold were found in an earlier publication of this author. These conditions are relaxed in the following way: as before, the spectrum is required to be simple, but pairs of complex conjugate eigenvalues λ ,bar λ are now allowed. However, the eigenvectors corresponding to such eigenvalues must not be orthogonal.

Sturm-Liouville eigenproblems with an interior pole

NASA Technical Reports Server (NTRS)

Boyd, J. P.

1981-01-01

The eigenvalues and eigenfunctions of self-adjoint Sturm-Liouville problems with a simple pole on the interior of an interval are investigated. Three general theorems are proved, and it is shown that as n approaches infinity, the eigenfunctions more and more closely resemble those of an ordinary Sturm-Liouville problem. The low-order modes differ significantly from those of a nonsingular eigenproblem in that both eigenvalues and eigenfunctions are complex, and the eigenvalues for all small n may cluster about a common value in contrast to the widely separated eigenvalues of the corresponding nonsingular problem. In addition, the WKB is shown to be accurate for all n, and all eigenvalues of a normal one-dimensional Sturm-Liouville equation with nonperiodic boundary conditions are well separated.

Physics, stability, and dynamics of supply networks

NASA Astrophysics Data System (ADS)

Helbing, Dirk; Lämmer, Stefan; Seidel, Thomas; Šeba, Pétr; Płatkowski, Tadeusz

2004-12-01

We show how to treat supply networks as physical transport problems governed by balance equations and equations for the adaptation of production speeds. Although the nonlinear behavior is different, the linearized set of coupled differential equations is formally related to those of mechanical or electrical oscillator networks. Supply networks possess interesting features due to their complex topology and directed links. We derive analytical conditions for absolute and convective instabilities. The empirically observed “bullwhip effect” in supply chains is explained as a form of convective instability based on resonance effects. Moreover, it is generalized to arbitrary supply networks. Their related eigenvalues are usually complex, depending on the network structure (even without loops). Therefore, their generic behavior is characterized by damped or growing oscillations. We also show that regular distribution networks possess two negative eigenvalues only, but perturbations generate a spectrum of complex eigenvalues.

Asymptotic analysis on a pseudo-Hermitian Riemann-zeta Hamiltonian

NASA Astrophysics Data System (ADS)

Bender, Carl M.; Brody, Dorje C.

2018-04-01

The differential-equation eigenvalue problem associated with a recently-introduced Hamiltonian, whose eigenvalues correspond to the zeros of the Riemann zeta function, is analyzed using Fourier and WKB analysis. The Fourier analysis leads to a challenging open problem concerning the formulation of the eigenvalue problem in the momentum space. The WKB analysis gives the exact asymptotic behavior of the eigenfunction.

An Eigenvalue Analysis of finite-difference approximations for hyperbolic IBVPs

NASA Technical Reports Server (NTRS)

Warming, Robert F.; Beam, Richard M.

1989-01-01

The eigenvalue spectrum associated with a linear finite-difference approximation plays a crucial role in the stability analysis and in the actual computational performance of the discrete approximation. The eigenvalue spectrum associated with the Lax-Wendroff scheme applied to a model hyperbolic equation was investigated. For an initial-boundary-value problem (IBVP) on a finite domain, the eigenvalue or normal mode analysis is analytically intractable. A study of auxiliary problems (Dirichlet and quarter-plane) leads to asymptotic estimates of the eigenvalue spectrum and to an identification of individual modes as either benign or unstable. The asymptotic analysis establishes an intuitive as well as quantitative connection between the algebraic tests in the theory of Gustafsson, Kreiss, and Sundstrom and Lax-Richtmyer L(sub 2) stability on a finite domain.

DOE Office of Scientific and Technical Information (OSTI.GOV)

Smed, T.

Traditional eigenvalue sensitivity for power systems requires the formulation of the system matrix, which lacks sparsity. In this paper, a new sensitivity analysis, derived for a sparse formulation, is presented. Variables that are computed as intermediate results in established eigen value programs for power systems, but not used further, are given a new interpretation. The effect of virtually any control action can be assessed based on a single eigenvalue-eigenvector calculation. In particular, the effect of active and reactive power modulation can be found as a multiplication of two or three complex numbers. The method is illustrated in an example formore » a large power system when applied to the control design for an HVDC-link.« less

Large space structure damping design

NASA Technical Reports Server (NTRS)

Pilkey, W. D.; Haviland, J. K.

1983-01-01

Several FORTRAN subroutines and programs were developed which compute complex eigenvalues of a damped system using different approaches, and which rescale mode shapes to unit generalized mass and make rigid bodies orthogonal to each other. An analytical proof of a Minimum Constrained Frequency Criterion (MCFC) for a single damper is presented. A method to minimize the effect of control spill-over for large space structures is proposed. The characteristic equation of an undamped system with a generalized control law is derived using reanalysis theory. This equation can be implemented in computer programs for efficient eigenvalue analysis or control quasi synthesis. Methods to control vibrations in large space structure are reviewed and analyzed. The resulting prototype, using electromagnetic actuator, is described.

Eigentime identities for on weighted polymer networks

NASA Astrophysics Data System (ADS)

Dai, Meifeng; Tang, Hualong; Zou, Jiahui; He, Di; Sun, Yu; Su, Weiyi

2018-01-01

In this paper, we first analytically calculate the eigenvalues of the transition matrix of a structure with very complex architecture and their multiplicities. We call this structure polymer network. Based on the eigenvalues obtained in the iterative manner, we then calculate the eigentime identity. We highlight two scaling behaviors (logarithmic and linear) for this quantity, strongly depending on the value of the weight factor. Finally, by making use of the obtained eigenvalues, we determine the weighted counting of spanning trees.

SCALE 6.2 Continuous-Energy TSUNAMI-3D Capabilities

DOE Office of Scientific and Technical Information (OSTI.GOV)

Perfetti, Christopher M; Rearden, Bradley T

2015-01-01

The TSUNAMI (Tools for Sensitivity and UNcertainty Analysis Methodology Implementation) capabilities within the SCALE code system make use of sensitivity coefficients for an extensive number of criticality safety applications, such as quantifying the data-induced uncertainty in the eigenvalue of critical systems, assessing the neutronic similarity between different systems, quantifying computational biases, and guiding nuclear data adjustment studies. The need to model geometrically complex systems with improved ease of use and fidelity and the desire to extend TSUNAMI analysis to advanced applications have motivated the development of a SCALE 6.2 module for calculating sensitivity coefficients using three-dimensional (3D) continuous-energy (CE) Montemore » Carlo methods: CE TSUNAMI-3D. This paper provides an overview of the theory, implementation, and capabilities of the CE TSUNAMI-3D sensitivity analysis methods. CE TSUNAMI contains two methods for calculating sensitivity coefficients in eigenvalue sensitivity applications: (1) the Iterated Fission Probability (IFP) method and (2) the Contributon-Linked eigenvalue sensitivity/Uncertainty estimation via Track length importance CHaracterization (CLUTCH) method. This work also presents the GEneralized Adjoint Response in Monte Carlo method (GEAR-MC), a first-of-its-kind approach for calculating adjoint-weighted, generalized response sensitivity coefficients—such as flux responses or reaction rate ratios—in CE Monte Carlo applications. The accuracy and efficiency of the CE TSUNAMI-3D eigenvalue sensitivity methods are assessed from a user perspective in a companion publication, and the accuracy and features of the CE TSUNAMI-3D GEAR-MC methods are detailed in this paper.« less

Computation of steady and unsteady quasi-one-dimensional viscous/inviscid interacting internal flows at subsonic, transonic, and supersonic Mach numbers

NASA Technical Reports Server (NTRS)

Swafford, Timothy W.; Huddleston, David H.; Busby, Judy A.; Chesser, B. Lawrence

1992-01-01

Computations of viscous-inviscid interacting internal flowfields are presented for steady and unsteady quasi-one-dimensional (Q1D) test cases. The unsteady Q1D Euler equations are coupled with integral boundary-layer equations for unsteady, two-dimensional (planar or axisymmetric), turbulent flow over impermeable, adiabatic walls. The coupling methodology differs from that used in most techniques reported previously in that the above mentioned equation sets are written as a complete system and solved simultaneously; that is, the coupling is carried out directly through the equations as opposed to coupling the solutions of the different equation sets. Solutions to the coupled system of equations are obtained using both explicit and implicit numerical schemes for steady subsonic, steady transonic, and both steady and unsteady supersonic internal flowfields. Computed solutions are compared with measurements as well as Navier-Stokes and inverse boundary-layer methods. An analysis of the eigenvalues of the coefficient matrix associated with the quasi-linear form of the coupled system of equations indicates the presence of complex eigenvalues for certain flow conditions. It is concluded that although reasonable solutions can be obtained numerically, these complex eigenvalues contribute to the overall difficulty in obtaining numerical solutions to the coupled system of equations.

Laplace-Beltrami Eigenvalues and Topological Features of Eigenfunctions for Statistical Shape Analysis

PubMed Central

Reuter, Martin; Wolter, Franz-Erich; Shenton, Martha; Niethammer, Marc

2009-01-01

This paper proposes the use of the surface based Laplace-Beltrami and the volumetric Laplace eigenvalues and -functions as shape descriptors for the comparison and analysis of shapes. These spectral measures are isometry invariant and therefore allow for shape comparisons with minimal shape pre-processing. In particular, no registration, mapping, or remeshing is necessary. The discriminatory power of the 2D surface and 3D solid methods is demonstrated on a population of female caudate nuclei (a subcortical gray matter structure of the brain, involved in memory function, emotion processing, and learning) of normal control subjects and of subjects with schizotypal personality disorder. The behavior and properties of the Laplace-Beltrami eigenvalues and -functions are discussed extensively for both the Dirichlet and Neumann boundary condition showing advantages of the Neumann vs. the Dirichlet spectra in 3D. Furthermore, topological analyses employing the Morse-Smale complex (on the surfaces) and the Reeb graph (in the solids) are performed on selected eigenfunctions, yielding shape descriptors, that are capable of localizing geometric properties and detecting shape differences by indirectly registering topological features such as critical points, level sets and integral lines of the gradient field across subjects. The use of these topological features of the Laplace-Beltrami eigenfunctions in 2D and 3D for statistical shape analysis is novel. PMID:20161035

Comparison of scalar measures used in magnetic resonance diffusion tensor imaging.

PubMed

Bahn, M M

1999-07-01

The tensors derived from diffusion tensor imaging describe complex diffusion in tissues. However, it is difficult to compare tensors directly or to produce images that contain all of the information of the tensor. Therefore, it is convenient to produce scalar measures that extract desired aspects of the tensor. These measures map the three-dimensional eigenvalues of the diffusion tensor into scalar values. The measures impose an order on eigenvalue space. Many invariant scalar measures have been introduced in the literature. In the present manuscript, a general approach for producing invariant scalar measures is introduced. Because it is often difficult to determine in clinical practice which of the many measures is best to apply to a given situation, two formalisms are introduced for the presentation, definition, and comparison of measures applied to eigenvalues: (1) normalized eigenvalue space, and (2) parametric eigenvalue transformation plots. All of the anisotropy information contained in the three eigenvalues can be retained and displayed in a two-dimensional plot, the normalized eigenvalue plot. An example is given of how to determine the best measure to use for a given situation by superimposing isometric contour lines from various anisotropy measures on plots of actual measured eigenvalue data points. Parametric eigenvalue transformation plots allow comparison of how different measures impose order on normalized eigenvalue space to determine whether the measures are equivalent and how the measures differ. These formalisms facilitate the comparison of scalar invariant measures for diffusion tensor imaging. Normalized eigenvalue space allows presentation of eigenvalue anisotropy information. Copyright 1999 Academic Press.

Matrix Perturbation Techniques in Structural Dynamics

NASA Technical Reports Server (NTRS)

Caughey, T. K.

1973-01-01

Matrix perturbation are developed techniques which can be used in the dynamical analysis of structures where the range of numerical values in the matrices extreme or where the nature of the damping matrix requires that complex valued eigenvalues and eigenvectors be used. The techniques can be advantageously used in a variety of fields such as earthquake engineering, ocean engineering, aerospace engineering and other fields concerned with the dynamical analysis of large complex structures or systems of second order differential equations. A number of simple examples are included to illustrate the techniques.

Stability analysis of an autocatalytic protein model

NASA Astrophysics Data System (ADS)

Lee, Julian

2016-05-01

A self-regulatory genetic circuit, where a protein acts as a positive regulator of its own production, is known to be the simplest biological network with a positive feedback loop. Although at least three components—DNA, RNA, and the protein—are required to form such a circuit, stability analysis of the fixed points of this self-regulatory circuit has been performed only after reducing the system to a two-component system, either by assuming a fast equilibration of the DNA component or by removing the RNA component. Here, stability of the fixed points of the three-component positive feedback loop is analyzed by obtaining eigenvalues of the full three-dimensional Hessian matrix. In addition to rigorously identifying the stable fixed points and saddle points, detailed information about the system can be obtained, such as the existence of complex eigenvalues near a fixed point.

Analysis of spontaneous oscillations for a three-state power-stroke model.

PubMed

Washio, Takumi; Hisada, Toshiaki; Shintani, Seine A; Higuchi, Hideo

2017-02-01

Our study considers the mechanism of the spontaneous oscillations of molecular motors that are driven by the power stroke principle by applying linear stability analysis around the stationary solution. By representing the coupling equation of microscopic molecular motor dynamics and mesoscopic sarcomeric dynamics by a rank-1 updated matrix system, we derived the analytical representations of the eigenmodes of the Jacobian matrix that cause the oscillation. Based on these analytical representations, we successfully derived the essential conditions for the oscillation in terms of the rate constants of the power stroke and the reversal stroke transitions of the molecular motor. Unlike the two-state model, in which the dependence of the detachment rates on the motor coordinates or the applied forces on the motors plays a key role for the oscillation, our three-state power stroke model demonstrates that the dependence of the rate constants of the power and reversal strokes on the strains in the elastic elements in the motor molecules plays a key role, where these rate constants are rationally determined from the free energy available for the power stroke, the stiffness of the elastic element in the molecular motor, and the working stroke size. By applying the experimentally confirmed values to the free energy, the stiffness, and the working stroke size, our numerical model reproduces well the experimentally observed oscillatory behavior. Furthermore, our analysis shows that two eigenmodes with real positive eigenvalues characterize the oscillatory behavior, where the eigenmode with the larger eigenvalue indicates the transient of the system of the quick sarcomeric lengthening induced by the collective reversal strokes, and the smaller eigenvalue correlates with the speed of sarcomeric shortening, which is much slower than lengthening. Applying the perturbation analyses with primal physical parameters, we find that these two real eigenvalues occur on two branches derived from a merge point of a pair of complex-conjugate eigenvalues generated by Hopf bifurcation.

Aeroelastic Stability of Idling Wind Turbines

NASA Astrophysics Data System (ADS)

Wang, Kai; Riziotis, Vasilis A.; Voutsinas, Spyros G.

2016-09-01

Wind turbine rotors in idling operation mode can experience high angles of attack, within the post stall region that are capable of triggering stall-induced vibrations. In the present paper rotor stability in slow idling operation is assessed on the basis of non-linear time domain and linear eigenvalue analysis. Analysis is performed for a 10 MW conceptual wind turbine designed by DTU. First the flow conditions that are likely to favour stall induced instabilities are identified through non-linear time domain aeroelastic analysis. Next, for the above specified conditions, eigenvalue stability simulations are performed aiming at identifying the low damped modes of the turbine. Finally the results of the eigenvalue analysis are evaluated through computations of the work of the aerodynamic forces by imposing harmonic vibrations following the shape and frequency of the various modes. Eigenvalue analysis indicates that the asymmetric and symmetric out-of-plane modes have the lowest damping. The results of the eigenvalue analysis agree well with those of the time domain analysis.

Spectral properties of Google matrix of Wikipedia and other networks

NASA Astrophysics Data System (ADS)

Ermann, Leonardo; Frahm, Klaus M.; Shepelyansky, Dima L.

2013-05-01

We study the properties of eigenvalues and eigenvectors of the Google matrix of the Wikipedia articles hyperlink network and other real networks. With the help of the Arnoldi method, we analyze the distribution of eigenvalues in the complex plane and show that eigenstates with significant eigenvalue modulus are located on well defined network communities. We also show that the correlator between PageRank and CheiRank vectors distinguishes different organizations of information flow on BBC and Le Monde web sites.

Wigner surmises and the two-dimensional homogeneous Poisson point process.

PubMed

Sakhr, Jamal; Nieminen, John M

2006-04-01

We derive a set of identities that relate the higher-order interpoint spacing statistics of the two-dimensional homogeneous Poisson point process to the Wigner surmises for the higher-order spacing distributions of eigenvalues from the three classical random matrix ensembles. We also report a remarkable identity that equates the second-nearest-neighbor spacing statistics of the points of the Poisson process and the nearest-neighbor spacing statistics of complex eigenvalues from Ginibre's ensemble of 2 x 2 complex non-Hermitian random matrices.

Local Bifurcation Control,

DTIC Science & Technology

1987-01-01

X, (0) in the open left half complex plane . (S) Eq. (1) has an equilibrium zo(p) when u = 0. Furthermore, the linearization of (1) near z0, p = 0...possesses a simple eigenvalue X(p) with XI(O) = 0, X; (0) 74 0, with the remaining eigenvalues X(0), . . . , X. (0) in the open left half complex plane ...Conference, Lausanne, June 1984. (11) "Chaos In dynamical systems by the Poincare -Melnikov-Arnold method" Proc. ARO Workshop, March 1984. %I 2.I JUAN C

Derivation of an eigenvalue probability density function relating to the Poincaré disk

NASA Astrophysics Data System (ADS)

Forrester, Peter J.; Krishnapur, Manjunath

2009-09-01

A result of Zyczkowski and Sommers (2000 J. Phys. A: Math. Gen. 33 2045-57) gives the eigenvalue probability density function for the top N × N sub-block of a Haar distributed matrix from U(N + n). In the case n >= N, we rederive this result, starting from knowledge of the distribution of the sub-blocks, introducing the Schur decomposition and integrating over all variables except the eigenvalues. The integration is done by identifying a recursive structure which reduces the dimension. This approach is inspired by an analogous approach which has been recently applied to determine the eigenvalue probability density function for random matrices A-1B, where A and B are random matrices with entries standard complex normals. We relate the eigenvalue distribution of the sub-blocks to a many-body quantum state, and to the one-component plasma, on the pseudosphere.

Nonunitary and unitary approach to Eigenvalue problem of Boson operators and squeezed coherent states

NASA Technical Reports Server (NTRS)

Wunsche, A.

1993-01-01

The eigenvalue problem of the operator a + zeta(boson creation operator) is solved for arbitrarily complex zeta by applying a nonunitary operator to the vacuum state. This nonunitary approach is compared with the unitary approach leading for the absolute value of zeta less than 1 to squeezed coherent states.

EvArnoldi: A New Algorithm for Large-Scale Eigenvalue Problems.

PubMed

Tal-Ezer, Hillel

2016-05-19

Eigenvalues and eigenvectors are an essential theme in numerical linear algebra. Their study is mainly motivated by their high importance in a wide range of applications. Knowledge of eigenvalues is essential in quantum molecular science. Solutions of the Schrödinger equation for the electrons composing the molecule are the basis of electronic structure theory. Electronic eigenvalues compose the potential energy surfaces for nuclear motion. The eigenvectors allow calculation of diople transition matrix elements, the core of spectroscopy. The vibrational dynamics molecule also requires knowledge of the eigenvalues of the vibrational Hamiltonian. Typically in these problems, the dimension of Hilbert space is huge. Practically, only a small subset of eigenvalues is required. In this paper, we present a highly efficient algorithm, named EvArnoldi, for solving the large-scale eigenvalues problem. The algorithm, in its basic formulation, is mathematically equivalent to ARPACK ( Sorensen , D. C. Implicitly Restarted Arnoldi/Lanczos Methods for Large Scale Eigenvalue Calculations ; Springer , 1997 ; Lehoucq , R. B. ; Sorensen , D. C. SIAM Journal on Matrix Analysis and Applications 1996 , 17 , 789 ; Calvetti , D. ; Reichel , L. ; Sorensen , D. C. Electronic Transactions on Numerical Analysis 1994 , 2 , 21 ) (or Eigs of Matlab) but significantly simpler.

Substructure Versus Property-Level Dispersed Modes Calculation

NASA Technical Reports Server (NTRS)

Stewart, Eric C.; Peck, Jeff A.; Bush, T. Jason; Fulcher, Clay W.

2016-01-01

This paper calculates the effect of perturbed finite element mass and stiffness values on the eigenvectors and eigenvalues of the finite element model. The structure is perturbed in two ways: at the "subelement" level and at the material property level. In the subelement eigenvalue uncertainty analysis the mass and stiffness of each subelement is perturbed by a factor before being assembled into the global matrices. In the property-level eigenvalue uncertainty analysis all material density and stiffness parameters of the structure are perturbed modified prior to the eigenvalue analysis. The eigenvalue and eigenvector dispersions of each analysis (subelement and property-level) are also calculated using an analytical sensitivity approximation. Two structural models are used to compare these methods: a cantilevered beam model, and a model of the Space Launch System. For each structural model it is shown how well the analytical sensitivity modes approximate the exact modes when the uncertainties are applied at the subelement level and at the property level.

Structure preserving parallel algorithms for solving the Bethe–Salpeter eigenvalue problem

DOE PAGES

Shao, Meiyue; da Jornada, Felipe H.; Yang, Chao; ...

2015-10-02

The Bethe–Salpeter eigenvalue problem is a dense structured eigenvalue problem arising from discretized Bethe–Salpeter equation in the context of computing exciton energies and states. A computational challenge is that at least half of the eigenvalues and the associated eigenvectors are desired in practice. In this paper, we establish the equivalence between Bethe–Salpeter eigenvalue problems and real Hamiltonian eigenvalue problems. Based on theoretical analysis, structure preserving algorithms for a class of Bethe–Salpeter eigenvalue problems are proposed. We also show that for this class of problems all eigenvalues obtained from the Tamm–Dancoff approximation are overestimated. In order to solve large scale problemsmore » of practical interest, we discuss parallel implementations of our algorithms targeting distributed memory systems. Finally, several numerical examples are presented to demonstrate the efficiency and accuracy of our algorithms.« less

A multilevel finite element method for Fredholm integral eigenvalue problems

NASA Astrophysics Data System (ADS)

Xie, Hehu; Zhou, Tao

2015-12-01

In this work, we proposed a multigrid finite element (MFE) method for solving the Fredholm integral eigenvalue problems. The main motivation for such studies is to compute the Karhunen-Loève expansions of random fields, which play an important role in the applications of uncertainty quantification. In our MFE framework, solving the eigenvalue problem is converted to doing a series of integral iterations and eigenvalue solving in the coarsest mesh. Then, any existing efficient integration scheme can be used for the associated integration process. The error estimates are provided, and the computational complexity is analyzed. It is noticed that the total computational work of our method is comparable with a single integration step in the finest mesh. Several numerical experiments are presented to validate the efficiency of the proposed numerical method.

Solution of the symmetric eigenproblem AX=lambda BX by delayed division

NASA Technical Reports Server (NTRS)

Thurston, G. A.; Bains, N. J. C.

1986-01-01

Delayed division is an iterative method for solving the linear eigenvalue problem AX = lambda BX for a limited number of small eigenvalues and their corresponding eigenvectors. The distinctive feature of the method is the reduction of the problem to an approximate triangular form by systematically dropping quadratic terms in the eigenvalue lambda. The report describes the pivoting strategy in the reduction and the method for preserving symmetry in submatrices at each reduction step. Along with the approximate triangular reduction, the report extends some techniques used in the method of inverse subspace iteration. Examples are included for problems of varying complexity.

On Statistics of Bi-Orthogonal Eigenvectors in Real and Complex Ginibre Ensembles: Combining Partial Schur Decomposition with Supersymmetry

NASA Astrophysics Data System (ADS)

Fyodorov, Yan V.

2018-06-01

We suggest a method of studying the joint probability density (JPD) of an eigenvalue and the associated `non-orthogonality overlap factor' (also known as the `eigenvalue condition number') of the left and right eigenvectors for non-selfadjoint Gaussian random matrices of size {N× N} . First we derive the general finite N expression for the JPD of a real eigenvalue {λ} and the associated non-orthogonality factor in the real Ginibre ensemble, and then analyze its `bulk' and `edge' scaling limits. The ensuing distribution is maximally heavy-tailed, so that all integer moments beyond normalization are divergent. A similar calculation for a complex eigenvalue z and the associated non-orthogonality factor in the complex Ginibre ensemble is presented as well and yields a distribution with the finite first moment. Its `bulk' scaling limit yields a distribution whose first moment reproduces the well-known result of Chalker and Mehlig (Phys Rev Lett 81(16):3367-3370, 1998), and we provide the `edge' scaling distribution for this case as well. Our method involves evaluating the ensemble average of products and ratios of integer and half-integer powers of characteristic polynomials for Ginibre matrices, which we perform in the framework of a supersymmetry approach. Our paper complements recent studies by Bourgade and Dubach (The distribution of overlaps between eigenvectors of Ginibre matrices, 2018. arXiv:1801.01219).

Frictionless Contact of Multilayered Composite Half Planes Containing Layers With Complex Eigenvalues

NASA Technical Reports Server (NTRS)

Zhang, Wang; Binienda, Wieslaw K.; Pindera, Marek-Jerzy

1997-01-01

A previously developed local-global stiffness matrix methodology for the response of a composite half plane, arbitrarily layered with isotropic, orthotropic or monoclinic plies, to indentation by a rigid parabolic punch is further extended to accommodate the presence of layers with complex eigenvalues (e.g., honeycomb or piezoelectric layers). First, a generalized plane deformation solution for the displacement field in an orthotropic layer or half plane characterized by complex eigenvalues is obtained using Fourier transforms. A local stiffness matrix in the transform domain is subsequently constructed for this class of layers and half planes, which is then assembled into a global stiffness matrix for the entire multilayered half plane by enforcing continuity conditions along the interfaces. Application of the mixed boundary condition on the top surface of the half plane indented by a rigid punch results in an integral equation for the unknown pressure in the contact region. The integral possesses a divergent kernel which is decomposed into Cauchy-type and regular parts using the asymptotic properties of the local stiffness matrix and a relationship between Fourier and finite Hilbert transform of the contact pressure. The solution of the resulting singular integral equation is obtained using a collocation technique based on the properties of orthogonal polynomials developed by Erdogan and Gupta. Examples are presented that illustrate the important influence of low transverse properties of layers with complex eigenvalues, such as those exhibited by honeycomb, on the load versus contact length response and contact pressure distributions for half planes containing typical composite materials.

A robust multilevel simultaneous eigenvalue solver

NASA Technical Reports Server (NTRS)

Costiner, Sorin; Taasan, Shlomo

1993-01-01

Multilevel (ML) algorithms for eigenvalue problems are often faced with several types of difficulties such as: the mixing of approximated eigenvectors by the solution process, the approximation of incomplete clusters of eigenvectors, the poor representation of solution on coarse levels, and the existence of close or equal eigenvalues. Algorithms that do not treat appropriately these difficulties usually fail, or their performance degrades when facing them. These issues motivated the development of a robust adaptive ML algorithm which treats these difficulties, for the calculation of a few eigenvectors and their corresponding eigenvalues. The main techniques used in the new algorithm include: the adaptive completion and separation of the relevant clusters on different levels, the simultaneous treatment of solutions within each cluster, and the robustness tests which monitor the algorithm's efficiency and convergence. The eigenvectors' separation efficiency is based on a new ML projection technique generalizing the Rayleigh Ritz projection, combined with a technique, the backrotations. These separation techniques, when combined with an FMG formulation, in many cases lead to algorithms of O(qN) complexity, for q eigenvectors of size N on the finest level. Previously developed ML algorithms are less focused on the mentioned difficulties. Moreover, algorithms which employ fine level separation techniques are of O(q(sub 2)N) complexity and usually do not overcome all these difficulties. Computational examples are presented where Schrodinger type eigenvalue problems in 2-D and 3-D, having equal and closely clustered eigenvalues, are solved with the efficiency of the Poisson multigrid solver. A second order approximation is obtained in O(qN) work, where the total computational work is equivalent to only a few fine level relaxations per eigenvector.

Rotational Analysis of Phase Plane Curves: Complex and Pure Imaginary Eigenvalues

ERIC Educational Resources Information Center

Murray, Russell H.

2005-01-01

Although the phase plane can be plotted and analyzed using an appropriate software package, the author found it worthwhile to engage the students with the theorem and the two proofs. The theorem is a powerful tool that provides insight into the rotational behavior of the phase plane diagram in a simple way: just check the signs of c and [alpha].…

Complex eigenvalue analysis of rotating structures

NASA Technical Reports Server (NTRS)

Patel, J. S.; Seltzer, S. M.

1972-01-01

A FORTRAN subroutine to NASTRAN which constructs coriolis and centripetal acceleration matrices, and a centrifugal load vector due to spin about a selected point or about the mass center of the structure is discussed. The rigid translational degrees of freedom can be removed by using a transformation matrix T and its explicitly given inverse. These matrices are generated in the subroutine and their explicit expressions are given.

On the linear stability of blood flow through model capillary networks.

PubMed

Davis, Jeffrey M

2014-12-01

Under the approximation that blood behaves as a continuum, a numerical implementation is presented to analyze the linear stability of capillary blood flow through model tree and honeycomb networks that are based on the microvascular structures of biological tissues. The tree network is comprised of a cascade of diverging bifurcations, in which a parent vessel bifurcates into two descendent vessels, while the honeycomb network also contains converging bifurcations, in which two parent vessels merge into one descendent vessel. At diverging bifurcations, a cell partitioning law is required to account for the nonuniform distribution of red blood cells as a function of the flow rate of blood into each descendent vessel. A linearization of the governing equations produces a system of delay differential equations involving the discharge hematocrit entering each network vessel and leads to a nonlinear eigenvalue problem. All eigenvalues in a specified region of the complex plane are captured using a transformation based on contour integrals to construct a linear eigenvalue problem with identical eigenvalues, which are then determined using a standard QR algorithm. The predicted value of the dimensionless exponent in the cell partitioning law at the instability threshold corresponds to a supercritical Hopf bifurcation in numerical simulations of the equations governing unsteady blood flow. Excellent agreement is found between the predictions of the linear stability analysis and nonlinear simulations. The relaxation of the assumption of plug flow made in previous stability analyses typically has a small, quantitative effect on the stability results that depends on the specific network structure. This implementation of the stability analysis can be applied to large networks with arbitrary structure provided only that the connectivity among the network segments is known.

Lasing eigenvalue problems: the electromagnetic modelling of microlasers

NASA Astrophysics Data System (ADS)

Benson, Trevor; Nosich, Alexander; Smotrova, Elena; Balaban, Mikhail; Sewell, Phillip

2007-02-01

Comprehensive microcavity laser models should account for several physical mechanisms, e.g. carrier transport, heating and optical confinement, coupled by non-linear effects. Nevertheless, considerable useful information can still be obtained if all non-electromagnetic effects are neglected, often within an additional effective-index reduction to an equivalent 2D problem, and the optical modes viewed as solutions of Maxwell's equations. Integral equation (IE) formulations have many advantages over numerical techniques such as FDTD for the study of such microcavity laser problems. The most notable advantages of an IE approach are computational efficiency, the correct description of cavity boundaries without stair-step errors, and the direct solution of an eigenvalue problem rather than the spectral analysis of a transient signal. Boundary IE (BIE) formulations are more economic that volume IE (VIE) ones, because of their lower dimensionality, but they are only applicable to the constant cavity refractive index case. The Muller BIE, being free of 'defect' frequencies and having smooth or integrable kernels, provides a reliable tool for the modal analysis of microcavities. Whilst such an approach can readily identify complex-valued natural frequencies and Q-factors, the lasing condition is not addressed directly. We have thus suggested using a Muller BIE approach to solve a lasing eigenvalue problem (LEP), i.e. a linear eigenvalue solution in the form of two real-valued numbers (lasing wavelength and threshold information) when macroscopic gain is introduced into the cavity material within an active region. Such an approach yields clear insight into the lasing thresholds of individual cavities with uniform and non-uniform gain, cavities coupled as photonic molecules and cavities equipped with one or more quantum dots.

Finite-difference solution of the compressible stability eigenvalue problem

NASA Technical Reports Server (NTRS)

Malik, M. R.

1982-01-01

A compressible stability analysis computer code is developed. The code uses a matrix finite difference method for local eigenvalue solution when a good guess for the eigenvalue is available and is significantly more computationally efficient than the commonly used initial value approach. The local eigenvalue search procedure also results in eigenfunctions and, at little extra work, group velocities. A globally convergent eigenvalue procedure is also developed which may be used when no guess for the eigenvalue is available. The global problem is formulated in such a way that no unstable spurious modes appear so that the method is suitable for use in a black box stability code. Sample stability calculations are presented for the boundary layer profiles of a Laminar Flow Control (LFC) swept wing.

Experimental Modal Analysis and Dynamic Component Synthesis. Volume 3. Modal Parameter Estimation

DTIC Science & Technology

1987-12-01

residues as well as poles is achieved. A singular value decomposition method has been used to develop a complex mode indicator function ( CMIF )[70...which can be used to help determine the number of poles before the analysis. The CMIF is formed by performing a singular value decomposition of all of...servo systems which can include both low and high damping modes. "• CMIF can be used to indicate close or repeated eigenvalues before the parameter

Individual complex Dirac eigenvalue distributions from random matrix theory and comparison to quenched lattice QCD with a quark chemical potential.

PubMed

Akemann, G; Bloch, J; Shifrin, L; Wettig, T

2008-01-25

We analyze how individual eigenvalues of the QCD Dirac operator at nonzero quark chemical potential are distributed in the complex plane. Exact and approximate analytical results for both quenched and unquenched distributions are derived from non-Hermitian random matrix theory. When comparing these to quenched lattice QCD spectra close to the origin, excellent agreement is found for zero and nonzero topology at several values of the quark chemical potential. Our analytical results are also applicable to other physical systems in the same symmetry class.

Asymptotics of empirical eigenstructure for high dimensional spiked covariance.

PubMed

Wang, Weichen; Fan, Jianqing

2017-06-01

We derive the asymptotic distributions of the spiked eigenvalues and eigenvectors under a generalized and unified asymptotic regime, which takes into account the magnitude of spiked eigenvalues, sample size, and dimensionality. This regime allows high dimensionality and diverging eigenvalues and provides new insights into the roles that the leading eigenvalues, sample size, and dimensionality play in principal component analysis. Our results are a natural extension of those in Paul (2007) to a more general setting and solve the rates of convergence problems in Shen et al. (2013). They also reveal the biases of estimating leading eigenvalues and eigenvectors by using principal component analysis, and lead to a new covariance estimator for the approximate factor model, called shrinkage principal orthogonal complement thresholding (S-POET), that corrects the biases. Our results are successfully applied to outstanding problems in estimation of risks of large portfolios and false discovery proportions for dependent test statistics and are illustrated by simulation studies.

Asymptotics of empirical eigenstructure for high dimensional spiked covariance

PubMed Central

Wang, Weichen

2017-01-01

We derive the asymptotic distributions of the spiked eigenvalues and eigenvectors under a generalized and unified asymptotic regime, which takes into account the magnitude of spiked eigenvalues, sample size, and dimensionality. This regime allows high dimensionality and diverging eigenvalues and provides new insights into the roles that the leading eigenvalues, sample size, and dimensionality play in principal component analysis. Our results are a natural extension of those in Paul (2007) to a more general setting and solve the rates of convergence problems in Shen et al. (2013). They also reveal the biases of estimating leading eigenvalues and eigenvectors by using principal component analysis, and lead to a new covariance estimator for the approximate factor model, called shrinkage principal orthogonal complement thresholding (S-POET), that corrects the biases. Our results are successfully applied to outstanding problems in estimation of risks of large portfolios and false discovery proportions for dependent test statistics and are illustrated by simulation studies. PMID:28835726

Market Correlation Structure Changes Around the Great Crash: A Random Matrix Theory Analysis of the Chinese Stock Market

NASA Astrophysics Data System (ADS)

Han, Rui-Qi; Xie, Wen-Jie; Xiong, Xiong; Zhang, Wei; Zhou, Wei-Xing

The correlation structure of a stock market contains important financial contents, which may change remarkably due to the occurrence of financial crisis. We perform a comparative analysis of the Chinese stock market around the occurrence of the 2008 crisis based on the random matrix analysis of high-frequency stock returns of 1228 Chinese stocks. Both raw correlation matrix and partial correlation matrix with respect to the market index in two time periods of one year are investigated. We find that the Chinese stocks have stronger average correlation and partial correlation in 2008 than in 2007 and the average partial correlation is significantly weaker than the average correlation in each period. Accordingly, the largest eigenvalue of the correlation matrix is remarkably greater than that of the partial correlation matrix in each period. Moreover, each largest eigenvalue and its eigenvector reflect an evident market effect, while other deviating eigenvalues do not. We find no evidence that deviating eigenvalues contain industrial sectorial information. Surprisingly, the eigenvectors of the second largest eigenvalues in 2007 and of the third largest eigenvalues in 2008 are able to distinguish the stocks from the two exchanges. We also find that the component magnitudes of the some largest eigenvectors are proportional to the stocks’ capitalizations.

Evaluation of Parallel Analysis Methods for Determining the Number of Factors

ERIC Educational Resources Information Center

Crawford, Aaron V.; Green, Samuel B.; Levy, Roy; Lo, Wen-Juo; Scott, Lietta; Svetina, Dubravka; Thompson, Marilyn S.

2010-01-01

Population and sample simulation approaches were used to compare the performance of parallel analysis using principal component analysis (PA-PCA) and parallel analysis using principal axis factoring (PA-PAF) to identify the number of underlying factors. Additionally, the accuracies of the mean eigenvalue and the 95th percentile eigenvalue criteria…

Symmetric quadratic Hamiltonians with pseudo-Hermitian matrix representation

DOE Office of Scientific and Technical Information (OSTI.GOV)

Fernández, Francisco M., E-mail: fernande@quimica.unlp.edu.ar

2016-06-15

We prove that any symmetric Hamiltonian that is a quadratic function of the coordinates and momenta has a pseudo-Hermitian adjoint or regular matrix representation. The eigenvalues of the latter matrix are the natural frequencies of the Hamiltonian operator. When all the eigenvalues of the matrix are real, then the spectrum of the symmetric Hamiltonian is real and the operator is Hermitian. As illustrative examples we choose the quadratic Hamiltonians that model a pair of coupled resonators with balanced gain and loss, the electromagnetic self-force on an oscillating charged particle and an active LRC circuit. -- Highlights: •Symmetric quadratic operators aremore » useful models for many physical applications. •Any such operator exhibits a pseudo-Hermitian matrix representation. •Its eigenvalues are the natural frequencies of the Hamiltonian operator. •The eigenvalues may be real or complex and describe a phase transition.« less

Relating Topological Determinants of Complex Networks to Their Spectral Properties: Structural and Dynamical Effects

NASA Astrophysics Data System (ADS)

Castellano, Claudio; Pastor-Satorras, Romualdo

2017-10-01

The largest eigenvalue of a network's adjacency matrix and its associated principal eigenvector are key elements for determining the topological structure and the properties of dynamical processes mediated by it. We present a physically grounded expression relating the value of the largest eigenvalue of a given network to the largest eigenvalue of two network subgraphs, considered as isolated: the hub with its immediate neighbors and the densely connected set of nodes with maximum K -core index. We validate this formula by showing that it predicts, with good accuracy, the largest eigenvalue of a large set of synthetic and real-world topologies. We also present evidence of the consequences of these findings for broad classes of dynamics taking place on the networks. As a by-product, we reveal that the spectral properties of heterogeneous networks built according to the linear preferential attachment model are qualitatively different from those of their static counterparts.

Three dimensional empirical mode decomposition analysis apparatus, method and article manufacture

NASA Technical Reports Server (NTRS)

Gloersen, Per (Inventor)

2004-01-01

An apparatus and method of analysis for three-dimensional (3D) physical phenomena. The physical phenomena may include any varying 3D phenomena such as time varying polar ice flows. A repesentation of the 3D phenomena is passed through a Hilbert transform to convert the data into complex form. A spatial variable is separated from the complex representation by producing a time based covariance matrix. The temporal parts of the principal components are produced by applying Singular Value Decomposition (SVD). Based on the rapidity with which the eigenvalues decay, the first 3-10 complex principal components (CPC) are selected for Empirical Mode Decomposition into intrinsic modes. The intrinsic modes produced are filtered in order to reconstruct the spatial part of the CPC. Finally, a filtered time series may be reconstructed from the first 3-10 filtered complex principal components.

World currency exchange rate cross-correlations

NASA Astrophysics Data System (ADS)

Droå¼dż, S.; Górski, A. Z.; Kwapień, J.

2007-08-01

World currency network constitutes one of the most complex structures that is associated with the contemporary civilization. On a way towards quantifying its characteristics we study the cross correlations in changes of the daily foreign exchange rates within the basket of 60 currencies in the period December 1998 May 2005. Such a dynamics turns out to predominantly involve one outstanding eigenvalue of the correlation matrix. The magnitude of this eigenvalue depends however crucially on which currency is used as a base currency for the remaining ones. Most prominent it looks from the perspective of a peripheral currency. This largest eigenvalue is seen to systematically decrease and thus the structure of correlations becomes more heterogeneous, when more significant currencies are used as reference. An extreme case in this later respect is the USD in the period considered. Besides providing further insight into subtle nature of complexity, these observations point to a formal procedure that in general can be used for practical purposes of measuring the relative currencies significance on various time horizons.

Stability of soliton families in nonlinear Schrödinger equations with non-parity-time-symmetric complex potentials

NASA Astrophysics Data System (ADS)

Yang, Jianke; Nixon, Sean

2016-11-01

Stability of soliton families in one-dimensional nonlinear Schrödinger equations with non-parity-time (PT)-symmetric complex potentials is investigated numerically. It is shown that these solitons can be linearly stable in a wide range of parameter values both below and above phase transition. In addition, a pseudo-Hamiltonian-Hopf bifurcation is revealed, where pairs of purely-imaginary eigenvalues in the linear-stability spectra of solitons collide and bifurcate off the imaginary axis, creating oscillatory instability, which resembles Hamiltonian-Hopf bifurcations of solitons in Hamiltonian systems even though the present system is dissipative and non-Hamiltonian. The most important numerical finding is that, eigenvalues of linear-stability operators of these solitons appear in quartets (λ , - λ ,λ* , -λ*), similar to conservative systems and PT-symmetric systems. This quartet eigenvalue symmetry is very surprising for non- PT-symmetric systems, and it has far-reaching consequences on the stability behaviors of solitons.

A Thick-Restart Lanczos Algorithm with Polynomial Filtering for Hermitian Eigenvalue Problems

DOE PAGES

Li, Ruipeng; Xi, Yuanzhe; Vecharynski, Eugene; ...

2016-08-16

Polynomial filtering can provide a highly effective means of computing all eigenvalues of a real symmetric (or complex Hermitian) matrix that are located in a given interval, anywhere in the spectrum. This paper describes a technique for tackling this problem by combining a thick-restart version of the Lanczos algorithm with deflation ("locking'') and a new type of polynomial filter obtained from a least-squares technique. Furthermore, the resulting algorithm can be utilized in a “spectrum-slicing” approach whereby a very large number of eigenvalues and associated eigenvectors of the matrix are computed by extracting eigenpairs located in different subintervals independently from onemore » another.« less

A parallel algorithm for the eigenvalues and eigenvectors for a general complex matrix

NASA Technical Reports Server (NTRS)

Shroff, Gautam

1989-01-01

A new parallel Jacobi-like algorithm is developed for computing the eigenvalues of a general complex matrix. Most parallel methods for this parallel typically display only linear convergence. Sequential norm-reducing algorithms also exit and they display quadratic convergence in most cases. The new algorithm is a parallel form of the norm-reducing algorithm due to Eberlein. It is proven that the asymptotic convergence rate of this algorithm is quadratic. Numerical experiments are presented which demonstrate the quadratic convergence of the algorithm and certain situations where the convergence is slow are also identified. The algorithm promises to be very competitive on a variety of parallel architectures.

Singular-value demodulation of phase-shifted holograms.

PubMed

Lopes, Fernando; Atlan, Michael

2015-06-01

We report on phase-shifted holographic interferogram demodulation by singular-value decomposition. Numerical processing of optically acquired interferograms over several modulation periods was performed in two steps: (1) rendering of off-axis complex-valued holograms by Fresnel transformation of the interferograms; and (2) eigenvalue spectrum assessment of the lag-covariance matrix of hologram pixels. Experimental results in low-light recording conditions were compared with demodulation by Fourier analysis, in the presence of random phase drifts.

An introduction to the spectrum, symmetries, and dynamics of spin-1/2 Heisenberg chains

NASA Astrophysics Data System (ADS)

Joel, Kira; Kollmar, Davida; Santos, Lea F.

2013-06-01

Quantum spin chains are prototype quantum many-body systems that are employed in the description of various complex physical phenomena. We provide an introduction to this subject by focusing on the time evolution of a Heisenberg spin-1/2 chain and interpreting the results based on the analysis of the eigenvalues, eigenstates, and symmetries of the system. We make available online all computer codes used to obtain our data.

DOE Office of Scientific and Technical Information (OSTI.GOV)

Bai, Zhaojun; Yang, Chao

What is common among electronic structure calculation, design of MEMS devices, vibrational analysis of high speed railways, and simulation of the electromagnetic field of a particle accelerator? The answer: they all require solving large scale nonlinear eigenvalue problems. In fact, these are just a handful of examples in which solving nonlinear eigenvalue problems accurately and efficiently is becoming increasingly important. Recognizing the importance of this class of problems, an invited minisymposium dedicated to nonlinear eigenvalue problems was held at the 2005 SIAM Annual Meeting. The purpose of the minisymposium was to bring together numerical analysts and application scientists to showcasemore » some of the cutting edge results from both communities and to discuss the challenges they are still facing. The minisymposium consisted of eight talks divided into two sessions. The first three talks focused on a type of nonlinear eigenvalue problem arising from electronic structure calculations. In this type of problem, the matrix Hamiltonian H depends, in a non-trivial way, on the set of eigenvectors X to be computed. The invariant subspace spanned by these eigenvectors also minimizes a total energy function that is highly nonlinear with respect to X on a manifold defined by a set of orthonormality constraints. In other applications, the nonlinearity of the matrix eigenvalue problem is restricted to the dependency of the matrix on the eigenvalues to be computed. These problems are often called polynomial or rational eigenvalue problems In the second session, Christian Mehl from Technical University of Berlin described numerical techniques for solving a special type of polynomial eigenvalue problem arising from vibration analysis of rail tracks excited by high-speed trains.« less

CCOMP: An efficient algorithm for complex roots computation of determinantal equations

NASA Astrophysics Data System (ADS)

Zouros, Grigorios P.

2018-01-01

In this paper a free Python algorithm, entitled CCOMP (Complex roots COMPutation), is developed for the efficient computation of complex roots of determinantal equations inside a prescribed complex domain. The key to the method presented is the efficient determination of the candidate points inside the domain which, in their close neighborhood, a complex root may lie. Once these points are detected, the algorithm proceeds to a two-dimensional minimization problem with respect to the minimum modulus eigenvalue of the system matrix. In the core of CCOMP exist three sub-algorithms whose tasks are the efficient estimation of the minimum modulus eigenvalues of the system matrix inside the prescribed domain, the efficient computation of candidate points which guarantee the existence of minima, and finally, the computation of minima via bound constrained minimization algorithms. Theoretical results and heuristics support the development and the performance of the algorithm, which is discussed in detail. CCOMP supports general complex matrices, and its efficiency, applicability and validity is demonstrated to a variety of microwave applications.

On some stochastic formulations and related statistical moments of pharmacokinetic models.

PubMed

Matis, J H; Wehrly, T E; Metzler, C M

1983-02-01

This paper presents the deterministic and stochastic model for a linear compartment system with constant coefficients, and it develops expressions for the mean residence times (MRT) and the variances of the residence times (VRT) for the stochastic model. The expressions are relatively simple computationally, involving primarily matrix inversion, and they are elegant mathematically, in avoiding eigenvalue analysis and the complex domain. The MRT and VRT provide a set of new meaningful response measures for pharmacokinetic analysis and they give added insight into the system kinetics. The new analysis is illustrated with an example involving the cholesterol turnover in rats.

Symmetric and Asymmetric Tendencies in Stable Complex Systems

PubMed Central

Tan, James P. L.

2016-01-01

A commonly used approach to study stability in a complex system is by analyzing the Jacobian matrix at an equilibrium point of a dynamical system. The equilibrium point is stable if all eigenvalues have negative real parts. Here, by obtaining eigenvalue bounds of the Jacobian, we show that stable complex systems will favor mutualistic and competitive relationships that are asymmetrical (non-reciprocative) and trophic relationships that are symmetrical (reciprocative). Additionally, we define a measure called the interdependence diversity that quantifies how distributed the dependencies are between the dynamical variables in the system. We find that increasing interdependence diversity has a destabilizing effect on the equilibrium point, and the effect is greater for trophic relationships than for mutualistic and competitive relationships. These predictions are consistent with empirical observations in ecology. More importantly, our findings suggest stabilization algorithms that can apply very generally to a variety of complex systems. PMID:27545722

Symmetric and Asymmetric Tendencies in Stable Complex Systems.

PubMed

Tan, James P L

2016-08-22

A commonly used approach to study stability in a complex system is by analyzing the Jacobian matrix at an equilibrium point of a dynamical system. The equilibrium point is stable if all eigenvalues have negative real parts. Here, by obtaining eigenvalue bounds of the Jacobian, we show that stable complex systems will favor mutualistic and competitive relationships that are asymmetrical (non-reciprocative) and trophic relationships that are symmetrical (reciprocative). Additionally, we define a measure called the interdependence diversity that quantifies how distributed the dependencies are between the dynamical variables in the system. We find that increasing interdependence diversity has a destabilizing effect on the equilibrium point, and the effect is greater for trophic relationships than for mutualistic and competitive relationships. These predictions are consistent with empirical observations in ecology. More importantly, our findings suggest stabilization algorithms that can apply very generally to a variety of complex systems.

Computing eigenfunctions and eigenvalues of boundary-value problems with the orthogonal spectral renormalization method

NASA Astrophysics Data System (ADS)

Cartarius, Holger; Musslimani, Ziad H.; Schwarz, Lukas; Wunner, Günter

2018-03-01

The spectral renormalization method was introduced in 2005 as an effective way to compute ground states of nonlinear Schrödinger and Gross-Pitaevskii type equations. In this paper, we introduce an orthogonal spectral renormalization (OSR) method to compute ground and excited states (and their respective eigenvalues) of linear and nonlinear eigenvalue problems. The implementation of the algorithm follows four simple steps: (i) reformulate the underlying eigenvalue problem as a fixed-point equation, (ii) introduce a renormalization factor that controls the convergence properties of the iteration, (iii) perform a Gram-Schmidt orthogonalization process in order to prevent the iteration from converging to an unwanted mode, and (iv) compute the solution sought using a fixed-point iteration. The advantages of the OSR scheme over other known methods (such as Newton's and self-consistency) are (i) it allows the flexibility to choose large varieties of initial guesses without diverging, (ii) it is easy to implement especially at higher dimensions, and (iii) it can easily handle problems with complex and random potentials. The OSR method is implemented on benchmark Hermitian linear and nonlinear eigenvalue problems as well as linear and nonlinear non-Hermitian PT -symmetric models.

Forecasting transitions in systems with high-dimensional stochastic complex dynamics: a linear stability analysis of the tangled nature model.

PubMed

Cairoli, Andrea; Piovani, Duccio; Jensen, Henrik Jeldtoft

2014-12-31

We propose a new procedure to monitor and forecast the onset of transitions in high-dimensional complex systems. We describe our procedure by an application to the tangled nature model of evolutionary ecology. The quasistable configurations of the full stochastic dynamics are taken as input for a stability analysis by means of the deterministic mean-field equations. Numerical analysis of the high-dimensional stability matrix allows us to identify unstable directions associated with eigenvalues with a positive real part. The overlap of the instantaneous configuration vector of the full stochastic system with the eigenvectors of the unstable directions of the deterministic mean-field approximation is found to be a good early warning of the transitions occurring intermittently.

Transmission eigenvalues

NASA Astrophysics Data System (ADS)

Cakoni, Fioralba; Haddar, Houssem

2013-10-01

In inverse scattering theory, transmission eigenvalues can be seen as the extension of the notion of resonant frequencies for impenetrable objects to the case of penetrable dielectrics. The transmission eigenvalue problem is a relatively late arrival to the spectral theory of partial differential equations. Its first appearance was in 1986 in a paper by Kirsch who was investigating the denseness of far-field patterns for scattering solutions of the Helmholtz equation or, in more modern terminology, the injectivity of the far-field operator [1]. The paper of Kirsch was soon followed by a more systematic study by Colton and Monk in the context of developing the dual space method for solving the inverse scattering problem for acoustic waves in an inhomogeneous medium [2]. In this paper they showed that for a spherically stratified media transmission eigenvalues existed and formed a discrete set. Numerical examples were also given showing that in principle transmission eigenvalues could be determined from the far-field data. This first period of interest in transmission eigenvalues was concluded with papers by Colton et al in 1989 [3] and Rynne and Sleeman in 1991 [4] showing that for an inhomogeneous medium (not necessarily spherically stratified) transmission eigenvalues, if they existed, formed a discrete set. For the next seventeen years transmission eigenvalues were ignored. This was mainly due to the fact that, with the introduction of various sampling methods to determine the shape of an inhomogeneous medium from far-field data, transmission eigenvalues were something to be avoided and hence the fact that transmission eigenvalues formed at most a discrete set was deemed to be sufficient. In addition, questions related to the existence of transmission eigenvalues or the structure of associated eigenvectors were recognized as being particularly difficult due to the nonlinearity of the eigenvalue problem and the special structure of the associated transmission eigenvalue problem. The need to answer these questions became important after a series of papers by Cakoni et al [5], and Cakoni et al [6] suggesting that these transmission eigenvalues could be used to obtain qualitative information about the material properties of the scattering object from far-field data. The first answer to the existence of transmission eigenvalues in the general case was given in 2008 when Päivärinta and Sylvester showed the existence of transmission eigenvalues for the index of refraction sufficiently large [7] followed in 2010 by the paper of Cakoni et al who removed the size restriction on the index of refraction [8]. More importantly, in the latter it was shown that transmission eigenvalues yielded qualitative information on the material properties of the scattering object and Cakoni et al established in [9] that transmission eigenvalues could be determined from the Tikhonov regularized solution of the far-field equation. Since the appearance of these papers there has been an explosion of interest in the transmission eigenvalue problem (we refer the reader to our recent survey paper [10] for a detailed account of the developments in this field up to 2012) and the papers in this special issue are representative of the myriad directions that this research has taken. Indeed, we are happy to see that many open theoretical and numerical questions raised in [10] have been answered (totally or partially) in the contributions of this special issue: the existence of transmission eigenvalues with minimal assumptions on the contrast, the numerical evaluation of transmission eigenvalues, the inverse spectral problem, applications to non-destructive testing, etc. In addition to these topics, many other new investigations and research directions have been proposed as we shall see in the brief content summary below. A number of papers in this special issue are concerned with the question of existence of transmission eigenvalues and the structure of the associated transmission eigenfunctions. The three papers by respectively Robbiano [11], Blasten and Päivärinta [12], and Lakshtanov and Vainberg [13] provide new complementary results on the existence of transmission eigenvalues for the scalar problem under weak assumptions on the (possibly complex valued) refractive index that mainly stipulates that the contrast does not change sign on the boundary. It is interesting here to see three different new methods to obtain these results. On the other hand, the paper by Bonnet-Ben Dhia and Chesnel [14] addresses the Fredholm properties of the interior transmission problem when the contrast changes sign on the boundary, exhibiting cases where this property fails. Using more standard approaches, the existence and structure of transmission eigenvalues are analyzed in the paper by Delbary [15] for the case of frequency dependent materials in the context of Maxwell's equations, whereas the paper by Vesalainen [16] initiates the study of the transmission eigenvalue problem in unbounded domains by considering the transmission eigenvalues for Schrödinger equation with non-compactly supported potential. The paper by Monk and Selgas [17] addresses the case where the dielectric is mounted on a perfect conductor and provides some numerical examples of the localization of associated eigenvalues using the linear sampling method. A series of papers then addresses the question of localization of transmission eigenvalues and the associated inverse spectral problem for spherically stratified media. More specifically, the paper by Colton and Leung [18] provides new results on complex transmission eigenvalues and a new proof for uniqueness of a solution to the inverse spectral problem, whereas the paper by Sylvester [19] provides sharp results on how to locate all the transmission eigenvalues associated with angular independent eigenfunctions when the index of refraction is constant. The paper by Gintides and Pallikarakis [20] investigates an iterative least square method to identify the spherically stratified index of refraction from transmission eigenvalues. On the characterization of transmission eigenvalues in terms of far-field measurements, a promising new result is obtained by Kirsch and Lechleiter [21] showing how one can identify the transmission eigenvalues using the eigenvalues of the scattering operator which are available in terms of measured scattering data. In the paper by Kleefeld [22], an accurate method for computing transmission eigenvalues based on a surface integral formulation of the interior transmission problem and numerical methods for nonlinear eigenvalue problems is proposed and numerically validated for the scalar problem in three dimensions. On the other hand, the paper by Sun and Xu [23] investigates the computation of transmission eigenvalues for Maxwell's equations using a standard iterative method associated with a variational formulation of the interior transmission problem with an emphasis on the effect of anisotropy on transmission eigenvalues. From the perspective of using transmission eigenvalues in non-destructive testing, the paper by Cakoni and Moskow [24] investigates the asymptotic behavior of transmission eigenvalues with respect to small inhomogeneities. The paper by Nakamura and Wang [25] investigates the linear sampling method for the time dependent heat equation and analyses the interior transmission problem associated with this equation. Finally, in the paper by Finch and Hickmann [26], the spectrum of the interior transmission problem is related to the unique determination of the acoustic properties of a body in thermoacoustic imaging. We hope that this collection of papers will stimulate further research in the rapidly growing area of transmission eigenvalues and inverse scattering theory.

Attractors in complex networks

NASA Astrophysics Data System (ADS)

Rodrigues, Alexandre A. P.

2017-10-01

In the framework of the generalized Lotka-Volterra model, solutions representing multispecies sequential competition can be predictable with high probability. In this paper, we show that it occurs because the corresponding "heteroclinic channel" forms part of an attractor. We prove that, generically, in an attracting heteroclinic network involving a finite number of hyperbolic and non-resonant saddle-equilibria whose linearization has only real eigenvalues, the connections corresponding to the most positive expanding eigenvalues form part of an attractor (observable in numerical simulations).

Attractors in complex networks.

PubMed

Rodrigues, Alexandre A P

2017-10-01

In the framework of the generalized Lotka-Volterra model, solutions representing multispecies sequential competition can be predictable with high probability. In this paper, we show that it occurs because the corresponding "heteroclinic channel" forms part of an attractor. We prove that, generically, in an attracting heteroclinic network involving a finite number of hyperbolic and non-resonant saddle-equilibria whose linearization has only real eigenvalues, the connections corresponding to the most positive expanding eigenvalues form part of an attractor (observable in numerical simulations).

Stability analysis for virus spreading in complex networks with quarantine and non-homogeneous transition rates

NASA Astrophysics Data System (ADS)

Alarcon-Ramos, L. A.; Schaum, A.; Rodríguez Lucatero, C.; Bernal Jaquez, R.

2014-03-01

Virus propagations in complex networks have been studied in the framework of discrete time Markov process dynamical systems. These studies have been carried out under the assumption of homogeneous transition rates, yielding conditions for virus extinction in terms of the transition probabilities and the largest eigenvalue of the connectivity matrix. Nevertheless the assumption of homogeneous rates is rather restrictive. In the present study we consider non-homogeneous transition rates, assigned according to a uniform distribution, with susceptible, infected and quarantine states, thus generalizing the previous studies. A remarkable result of this analysis is that the extinction depends on the weakest element in the network. Simulation results are presented for large free-scale networks, that corroborate our theoretical findings.

Convergence analysis of two-node CMFD method for two-group neutron diffusion eigenvalue problem

DOE Office of Scientific and Technical Information (OSTI.GOV)

Jeong, Yongjin; Park, Jinsu; Lee, Hyun Chul

2015-12-01

In this paper, the nonlinear coarse-mesh finite difference method with two-node local problem (CMFD2N) is proven to be unconditionally stable for neutron diffusion eigenvalue problems. The explicit current correction factor (CCF) is derived based on the two-node analytic nodal method (ANM2N), and a Fourier stability analysis is applied to the linearized algorithm. It is shown that the analytic convergence rate obtained by the Fourier analysis compares very well with the numerically measured convergence rate. It is also shown that the theoretical convergence rate is only governed by the converged second harmonic buckling and the mesh size. It is also notedmore » that the convergence rate of the CCF of the CMFD2N algorithm is dependent on the mesh size, but not on the total problem size. This is contrary to expectation for eigenvalue problem. The novel points of this paper are the analytical derivation of the convergence rate of the CMFD2N algorithm for eigenvalue problem, and the convergence analysis based on the analytic derivations.« less

An imprecise probability approach for squeal instability analysis based on evidence theory

NASA Astrophysics Data System (ADS)

Lü, Hui; Shangguan, Wen-Bin; Yu, Dejie

2017-01-01

An imprecise probability approach based on evidence theory is proposed for squeal instability analysis of uncertain disc brakes in this paper. First, the squeal instability of the finite element (FE) model of a disc brake is investigated and its dominant unstable eigenvalue is detected by running two typical numerical simulations, i.e., complex eigenvalue analysis (CEA) and transient dynamical analysis. Next, the uncertainty mainly caused by contact and friction is taken into account and some key parameters of the brake are described as uncertain parameters. All these uncertain parameters are usually involved with imprecise data such as incomplete information and conflict information. Finally, a squeal instability analysis model considering imprecise uncertainty is established by integrating evidence theory, Taylor expansion, subinterval analysis and surrogate model. In the proposed analysis model, the uncertain parameters with imprecise data are treated as evidence variables, and the belief measure and plausibility measure are employed to evaluate system squeal instability. The effectiveness of the proposed approach is demonstrated by numerical examples and some interesting observations and conclusions are summarized from the analyses and discussions. The proposed approach is generally limited to the squeal problems without too many investigated parameters. It can be considered as a potential method for squeal instability analysis, which will act as the first step to reduce squeal noise of uncertain brakes with imprecise information.

The problem of complex eigensystems in the semianalytical solution for advancement of time in solute transport simulations: a new method using real arithmetic

USGS Publications Warehouse

Umari, Amjad M.J.; Gorelick, Steven M.

1986-01-01

In the numerical modeling of groundwater solute transport, explicit solutions may be obtained for the concentration field at any future time without computing concentrations at intermediate times. The spatial variables are discretized and time is left continuous in the governing differential equation. These semianalytical solutions have been presented in the literature and involve the eigensystem of a coefficient matrix. This eigensystem may be complex (i.e., have imaginary components) due to the asymmetry created by the advection term in the governing advection-dispersion equation. Previous investigators have either used complex arithmetic to represent a complex eigensystem or chosen large dispersivity values for which the imaginary components of the complex eigenvalues may be ignored without significant error. It is shown here that the error due to ignoring the imaginary components of complex eigenvalues is large for small dispersivity values. A new algorithm that represents the complex eigensystem by converting it to a real eigensystem is presented. The method requires only real arithmetic.

The feasibility and stability of large complex biological networks: a random matrix approach.

PubMed

Stone, Lewi

2018-05-29

In the 70's, Robert May demonstrated that complexity creates instability in generic models of ecological networks having random interaction matrices A. Similar random matrix models have since been applied in many disciplines. Central to assessing stability is the "circular law" since it describes the eigenvalue distribution for an important class of random matrices A. However, despite widespread adoption, the "circular law" does not apply for ecological systems in which density-dependence operates (i.e., where a species growth is determined by its density). Instead one needs to study the far more complicated eigenvalue distribution of the community matrix S = DA, where D is a diagonal matrix of population equilibrium values. Here we obtain this eigenvalue distribution. We show that if the random matrix A is locally stable, the community matrix S = DA will also be locally stable, providing the system is feasible (i.e., all species have positive equilibria D > 0). This helps explain why, unusually, nearly all feasible systems studied here are locally stable. Large complex systems may thus be even more fragile than May predicted, given the difficulty of assembling a feasible system. It was also found that the degree of stability, or resilience of a system, depended on the minimum equilibrium population.

Numerical implementation of complex orthogonalization, parallel transport on Stiefel bundles, and analyticity

NASA Astrophysics Data System (ADS)

Avitabile, Daniele; Bridges, Thomas J.

2010-06-01

Numerical integration of complex linear systems of ODEs depending analytically on an eigenvalue parameter are considered. Complex orthogonalization, which is required to stabilize the numerical integration, results in non-analytic systems. It is shown that properties of eigenvalues are still efficiently recoverable by extracting information from a non-analytic characteristic function. The orthonormal systems are constructed using the geometry of Stiefel bundles. Different forms of continuous orthogonalization in the literature are shown to correspond to different choices of connection one-form on the Stiefel bundle. For the numerical integration, Gauss-Legendre Runge-Kutta algorithms are the principal choice for preserving orthogonality, and performance results are shown for a range of GLRK methods. The theory and methods are tested by application to example boundary value problems including the Orr-Sommerfeld equation in hydrodynamic stability.

Far infrared vibration-rotation-tunneling spectroscopy and internal dynamics of methane-water: A prototypical hydrophobic system

NASA Astrophysics Data System (ADS)

Dore, L.; Cohen, R. C.; Schmuttenmaer, C. A.; Busarow, K. L.; Elrod, M. J.; Loeser, J. G.; Saykally, R. J.

1994-01-01

Thirteen vibration-rotation-tunneling (VRT) bands of the CH4-H2O complex have been measured in the range from 18 to 35.5 cm-1 using tunable far infrared laser spectroscopy. The ground state has an average center of mass separation of 3.70 Å and a stretching force constant of 1.52 N/m, indicating that this complex is more strongly bound than Ar-H2O. The eigenvalue spectrum has been calculated with a variational procedure using a spherical expansion of a site-site ab initio intermolecular potential energy surface [J. Chem. Phys. 93, 7808 (1991)]. The computed eigenvalues exhibit a similar pattern to the observed spectra but are not in quantitative agreement. These observations suggest that both monomers undergo nearly free internal rotation within the complex.

Eigenvalue sensitivity analysis of planar frames with variable joint and support locations

NASA Technical Reports Server (NTRS)

Chuang, Ching H.; Hou, Gene J. W.

1991-01-01

Two sensitivity equations are derived in this study based upon the continuum approach for eigenvalue sensitivity analysis of planar frame structures with variable joint and support locations. A variational form of an eigenvalue equation is first derived in which all of the quantities are expressed in the local coordinate system attached to each member. Material derivative of this variational equation is then sought to account for changes in member's length and orientation resulting form the perturbation of joint and support locations. Finally, eigenvalue sensitivity equations are formulated in either domain quantities (by the domain method) or boundary quantities (by the boundary method). It is concluded that the sensitivity equation derived by the boundary method is more efficient in computation but less accurate than that of the domain method. Nevertheless, both of them in terms of computational efficiency are superior to the conventional direct differentiation method and the finite difference method.

New approaches to the analysis of complex samples using fluorescence lifetime techniques and organized media

DOE Office of Scientific and Technical Information (OSTI.GOV)

Hertz, P.R.

Fluorescence spectroscopy is a highly sensitive and selective tool for the analysis of complex systems. In order to investigate the efficacy of several steady state and dynamic techniques for the analysis of complex systems, this work focuses on two types of complex, multicomponent samples: petrolatums and coal liquids. It is shown in these studies dynamic, fluorescence lifetime-based measurements provide enhanced discrimination between complex petrolatum samples. Additionally, improved quantitative analysis of multicomponent systems is demonstrated via incorporation of organized media in coal liquid samples. This research provides the first systematic studies of (1) multifrequency phase-resolved fluorescence spectroscopy for dynamic fluorescence spectralmore » fingerprinting of complex samples, and (2) the incorporation of bile salt micellar media to improve accuracy and sensitivity for characterization of complex systems. In the petroleum studies, phase-resolved fluorescence spectroscopy is used to combine spectral and lifetime information through the measurement of phase-resolved fluorescence intensity. The intensity is collected as a function of excitation and emission wavelengths, angular modulation frequency, and detector phase angle. This multidimensional information enhances the ability to distinguish between complex samples with similar spectral characteristics. Examination of the eigenvalues and eigenvectors from factor analysis of phase-resolved and steady state excitation-emission matrices, using chemometric methods of data analysis, confirms that phase-resolved fluorescence techniques offer improved discrimination between complex samples as compared with conventional steady state methods.« less

Analyzing Crisis in Global Financial Indices

NASA Astrophysics Data System (ADS)

Kumar, Sunil; Deo, Nivedita

We apply the Random Matrix Theory and complex network techniques to 20 global financial indices and study the correlation and network properties before and during the financial crisis of 2008 respectively. We find that the largest eigenvalue deviate significantly from the upper bound which shows a strong correlation between financial indices. By using a sliding window of 25 days we find that largest eigenvalue represent the collective information about the correlation between global financial indices and its trend indicate the market conditions. It is confirmed that eigenvectors corresponding to second largest eigenvalue gives useful information about the sector formation in the global financial indices. We find that these clusters are formed on the basis of the geographical location. The correlation network is constructed using threshold method for different values of threshold θ in the range 0 to 0.9, at θ=0.2 the network is fully connected. At θ=0.6, the Americas, Europe and Asia/Pacific form different clusters before the crisis but during the crisis Americas and Europe are strongly linked. If we further increase the threshold to 0.9 we find that European countries France, Germany and UK consistently constitute the most tightly linked markets before and during the crisis. We find that the structure of Minimum Spanning Tree before the crisis is more star like whereas during the crisis it changes to be more chain like. Using the multifractal analysis, we find that Hurst exponents of financial indices increases during the period of crisis as compared to the period before the crisis. The empirical results verify the validity of measures, and this has led to a better understanding of complex financial markets.

Checking Dimensionality in Item Response Models with Principal Component Analysis on Standardized Residuals

ERIC Educational Resources Information Center

Chou, Yeh-Tai; Wang, Wen-Chung

2010-01-01

Dimensionality is an important assumption in item response theory (IRT). Principal component analysis on standardized residuals has been used to check dimensionality, especially under the family of Rasch models. It has been suggested that an eigenvalue greater than 1.5 for the first eigenvalue signifies a violation of unidimensionality when there…

Pad-mode-induced instantaneous mode instability for simple models of brake systems

NASA Astrophysics Data System (ADS)

Oberst, S.; Lai, J. C. S.

2015-10-01

Automotive disc brake squeal is fugitive, transient and remains difficult to predict. In particular, instantaneous mode squeal observed experimentally does not seem to be associated with mode coupling and its mechanism is not clear. The effects of contact pressures, friction coefficients as well as material properties (pressure and temperature dependency and anisotropy) for brake squeal propensity have not been systematically explored. By analysing a finite element model of an isotropic pad sliding on a plate similar to that of a previously reported experimental study, pad modes have been identified and found to be stable using conventional complex eigenvalue analysis. However, by subjecting the model to contact pressure harmonic excitation for a range of pressures and friction coefficients, a forced response analysis reveals that the dissipated energy for pad modes is negative and becomes more negative with increasing contact pressures and friction coefficients, indicating the potential for instabilities. The frequency of the pad mode in the sliding direction is within the range of squeal frequencies observed experimentally. Nonlinear time series analysis of the vibration velocity also confirms the evolution of instabilities induced by pad modes as the friction coefficient increases. By extending this analysis to a more realistic but simple brake model in the form of a pad-on-disc system, in-plane pad-modes, which a complex eigenvalue analysis predicts to be stable, have also been identified by negative dissipated energy for both isotropic and anisotropic pad material properties. The influence of contact pressures on potential instabilities has been found to be more dominant than changes in material properties owing to changes in pressure or temperature. Results here suggest that instantaneous mode squeal is likely caused by in-plane pad-mode instabilities.

Emergent spectral properties of river network topology: an optimal channel network approach.

PubMed

Abed-Elmdoust, Armaghan; Singh, Arvind; Yang, Zong-Liang

2017-09-13

Characterization of river drainage networks has been a subject of research for many years. However, most previous studies have been limited to quantities which are loosely connected to the topological properties of these networks. In this work, through a graph-theoretic formulation of drainage river networks, we investigate the eigenvalue spectra of their adjacency matrix. First, we introduce a graph theory model for river networks and explore the properties of the network through its adjacency matrix. Next, we show that the eigenvalue spectra of such complex networks follow distinct patterns and exhibit striking features including a spectral gap in which no eigenvalue exists as well as a finite number of zero eigenvalues. We show that such spectral features are closely related to the branching topology of the associated river networks. In this regard, we find an empirical relation for the spectral gap and nullity in terms of the energy dissipation exponent of the drainage networks. In addition, the eigenvalue distribution is found to follow a finite-width probability density function with certain skewness which is related to the drainage pattern. Our results are based on optimal channel network simulations and validated through examples obtained from physical experiments on landscape evolution. These results suggest the potential of the spectral graph techniques in characterizing and modeling river networks.

Spectrum, symmetries, and dynamics of Heisenberg spin-1/2 chains

NASA Astrophysics Data System (ADS)

Joel, Kira; Kollmar, Davida; Santos, Lea

2013-03-01

Quantum spin chains are prototype quantum many-body systems. They are employed in the description of various complex physical phenomena. Here we provide an introduction to the subject by focusing on the time evolution of Heisenberg spin-1/2 chains with couplings between nearest-neighbor sites only. We study how the anisotropy parameter and the symmetries of the model affect its time evolution. Our predictions are based on the analysis of the eigenvalues and eigenstates of the system and then confirmed with actual numerical results.

The ELPA library: scalable parallel eigenvalue solutions for electronic structure theory and computational science.

PubMed

Marek, A; Blum, V; Johanni, R; Havu, V; Lang, B; Auckenthaler, T; Heinecke, A; Bungartz, H-J; Lederer, H

2014-05-28

Obtaining the eigenvalues and eigenvectors of large matrices is a key problem in electronic structure theory and many other areas of computational science. The computational effort formally scales as O(N(3)) with the size of the investigated problem, N (e.g. the electron count in electronic structure theory), and thus often defines the system size limit that practical calculations cannot overcome. In many cases, more than just a small fraction of the possible eigenvalue/eigenvector pairs is needed, so that iterative solution strategies that focus only on a few eigenvalues become ineffective. Likewise, it is not always desirable or practical to circumvent the eigenvalue solution entirely. We here review some current developments regarding dense eigenvalue solvers and then focus on the Eigenvalue soLvers for Petascale Applications (ELPA) library, which facilitates the efficient algebraic solution of symmetric and Hermitian eigenvalue problems for dense matrices that have real-valued and complex-valued matrix entries, respectively, on parallel computer platforms. ELPA addresses standard as well as generalized eigenvalue problems, relying on the well documented matrix layout of the Scalable Linear Algebra PACKage (ScaLAPACK) library but replacing all actual parallel solution steps with subroutines of its own. For these steps, ELPA significantly outperforms the corresponding ScaLAPACK routines and proprietary libraries that implement the ScaLAPACK interface (e.g. Intel's MKL). The most time-critical step is the reduction of the matrix to tridiagonal form and the corresponding backtransformation of the eigenvectors. ELPA offers both a one-step tridiagonalization (successive Householder transformations) and a two-step transformation that is more efficient especially towards larger matrices and larger numbers of CPU cores. ELPA is based on the MPI standard, with an early hybrid MPI-OpenMPI implementation available as well. Scalability beyond 10,000 CPU cores for problem sizes arising in the field of electronic structure theory is demonstrated for current high-performance computer architectures such as Cray or Intel/Infiniband. For a matrix of dimension 260,000, scalability up to 295,000 CPU cores has been shown on BlueGene/P.

The asymptotic spectra of banded Toeplitz and quasi-Toeplitz matrices

NASA Technical Reports Server (NTRS)

Beam, Richard M.; Warming, Robert F.

1991-01-01

Toeplitz matrices occur in many mathematical, as well as, scientific and engineering investigations. This paper considers the spectra of banded Toeplitz and quasi-Toeplitz matrices with emphasis on non-normal matrices of arbitrarily large order and relatively small bandwidth. These are the type of matrices that appear in the investigation of stability and convergence of difference approximations to partial differential equations. Quasi-Toeplitz matrices are the result of non-Dirichlet boundary conditions for the difference approximations. The eigenvalue problem for a banded Toeplitz or quasi-Toeplitz matrix of large order is, in general, analytically intractable and (for non-normal matrices) numerically unreliable. An asymptotic (matrix order approaches infinity) approach partitions the eigenvalue analysis of a quasi-Toeplitz matrix into two parts, namely the analysis for the boundary condition independent spectrum and the analysis for the boundary condition dependent spectrum. The boundary condition independent spectrum is the same as the pure Toeplitz matrix spectrum. Algorithms for computing both parts of the spectrum are presented. Examples are used to demonstrate the utility of the algorithms, to present some interesting spectra, and to point out some of the numerical difficulties encountered when conventional matrix eigenvalue routines are employed for non-normal matrices of large order. The analysis for the Toeplitz spectrum also leads to a diagonal similarity transformation that improves conventional numerical eigenvalue computations. Finally, the algorithm for the asymptotic spectrum is extended to the Toeplitz generalized eigenvalue problem which occurs, for example, in the stability of Pade type difference approximations to differential equations.

The method of fundamental solutions for computing acoustic interior transmission eigenvalues

NASA Astrophysics Data System (ADS)

Kleefeld, Andreas; Pieronek, Lukas

2018-03-01

We analyze the method of fundamental solutions (MFS) in two different versions with focus on the computation of approximate acoustic interior transmission eigenvalues in 2D for homogeneous media. Our approach is mesh- and integration free, but suffers in general from the ill-conditioning effects of the discretized eigenoperator, which we could then successfully balance using an approved stabilization scheme. Our numerical examples cover many of the common scattering objects and prove to be very competitive in accuracy with the standard methods for PDE-related eigenvalue problems. We finally give an approximation analysis for our framework and provide error estimates, which bound interior transmission eigenvalue deviations in terms of some generalized MFS output.

Mean Flow Augmented Acoustics in Rocket Systems

NASA Technical Reports Server (NTRS)

Fischbach, Sean R.

2014-01-01

Oscillatory motion in solid rocket motors and liquid engines has long been a subject of concern. Many rockets display violent fluctuations in pressure, velocity, and temperature originating from the complex interactions between the combustion process and gas dynamics. The customary approach to modeling acoustic waves inside a rocket chamber is to apply the classical inhomogeneous wave equation to the combustion gas. The assumption of a linear, non-dissipative wave in a quiescent fluid remains valid while the acoustic amplitudes are small and local gas velocities stay below Mach 0.2. The converging section of a rocket nozzle, where gradients in pressure, density, and velocity become large, is a notable region where this approach is not applicable. The expulsion of unsteady energy through the nozzle of a rocket is identified as the predominate source of acoustic damping for most rocket systems. An accurate model of the acoustic behavior within this region where acoustic modes are influenced by the presence of a steady mean flow is required for reliable stability predictions. Recently, an approach to address nozzle damping with mean flow effects was implemented by French [1]. This new approach extends the work originated by Sigman and Zinn [2] by solving the acoustic velocity potential equation (AVPE) formulated by perturbing the Euler equations [3]. The acoustic velocity potential (psi) describing the acoustic wave motion in the presence of an inhomogeneous steady high-speed flow is defined by, (del squared)(psi) - (lambda/c)(exp 2)(psi) - M(dot)[M(dot)(del)(del(psi))] - 2(lambda(M/c) + (M(dot)del(M))(dot)del(psi)-2(lambda)(psi)[M(dot)del(1/c)]=0 (1) with M as the Mach vector, c as the speed of sound, and lambda as the complex eigenvalue. French apply the finite volume method to solve the steady flow field within the combustion chamber and nozzle with inviscid walls. The complex eigenvalues and eigenvector are determined with the use of the ARPACK eigensolver. The present study employs the COMSOL Multphysics framework to solve the coupled eigenvalue problem using the finite element approach. The study requires one way coupling of the CFD High Mach Number Flow (HMNF) and mathematics module. The HMNF module evaluated the gas flow inside of a solid rocket motor using St. Robert's law modeling solid propellant burn rate, slip boundary conditions, and the supersonic outflow condition. Results from the HMNF model are used by the coefficient form of the mathematics module to determine the eigenvalues of the AVPE. The mathematics model is truncated at the nozzle sonic line, where a zero flux boundary condition is self-satisfying. The remaining boundaries are modeled with a zero flux boundary condition, assuming zero acoustic absorption on all surfaces. Pertinent results from these analyses are the complex valued eigenvalue and eigenvectors. Comparisons are made to the French results to evaluate the modeling approach. A comparison of the French results with that of the present analysis is displayed in figures 1 and 2, respectively. The graphic shows the first tangential eigenvector's real (a) and imaginary (b) values.

Approximating natural connectivity of scale-free networks based on largest eigenvalue

NASA Astrophysics Data System (ADS)

Tan, S.-Y.; Wu, J.; Li, M.-J.; Lu, X.

2016-06-01

It has been recently proposed that natural connectivity can be used to efficiently characterize the robustness of complex networks. The natural connectivity has an intuitive physical meaning and a simple mathematical formulation, which corresponds to an average eigenvalue calculated from the graph spectrum. However, as a network model close to the real-world system that widely exists, the scale-free network is found difficult to obtain its spectrum analytically. In this article, we investigate the approximation of natural connectivity based on the largest eigenvalue in both random and correlated scale-free networks. It is demonstrated that the natural connectivity of scale-free networks can be dominated by the largest eigenvalue, which can be expressed asymptotically and analytically to approximate natural connectivity with small errors. Then we show that the natural connectivity of random scale-free networks increases linearly with the average degree given the scaling exponent and decreases monotonically with the scaling exponent given the average degree. Moreover, it is found that, given the degree distribution, the more assortative a scale-free network is, the more robust it is. Experiments in real networks validate our methods and results.

Numerical solution of quadratic matrix equations for free vibration analysis of structures

NASA Technical Reports Server (NTRS)

Gupta, K. K.

1975-01-01

This paper is concerned with the efficient and accurate solution of the eigenvalue problem represented by quadratic matrix equations. Such matrix forms are obtained in connection with the free vibration analysis of structures, discretized by finite 'dynamic' elements, resulting in frequency-dependent stiffness and inertia matrices. The paper presents a new numerical solution procedure of the quadratic matrix equations, based on a combined Sturm sequence and inverse iteration technique enabling economical and accurate determination of a few required eigenvalues and associated vectors. An alternative procedure based on a simultaneous iteration procedure is also described when only the first few modes are the usual requirement. The employment of finite dynamic elements in conjunction with the presently developed eigenvalue routines results in a most significant economy in the dynamic analysis of structures.

DOE Office of Scientific and Technical Information (OSTI.GOV)

Cameron, Maria K., E-mail: cameron@math.umd.edu

We develop computational tools for spectral analysis of stochastic networks representing energy landscapes of atomic and molecular clusters. Physical meaning and some properties of eigenvalues, left and right eigenvectors, and eigencurrents are discussed. We propose an approach to compute a collection of eigenpairs and corresponding eigencurrents describing the most important relaxation processes taking place in the system on its way to the equilibrium. It is suitable for large and complex stochastic networks where pairwise transition rates, given by the Arrhenius law, vary by orders of magnitude. The proposed methodology is applied to the network representing the Lennard-Jones-38 cluster created bymore » Wales's group. Its energy landscape has a double funnel structure with a deep and narrow face-centered cubic funnel and a shallower and wider icosahedral funnel. However, the complete spectrum of the generator matrix of the Lennard-Jones-38 network has no appreciable spectral gap separating the eigenvalue corresponding to the escape from the icosahedral funnel. We provide a detailed description of the escape process from the icosahedral funnel using the eigencurrent and demonstrate a superexponential growth of the corresponding eigenvalue. The proposed spectral approach is compared to the methodology of the Transition Path Theory. Finally, we discuss whether the Lennard-Jones-38 cluster is metastable from the points of view of a mathematician and a chemical physicist, and make a connection with experimental works.« less

Preliminary demonstration of a robust controller design method

NASA Technical Reports Server (NTRS)

Anderson, L. R.

1980-01-01

Alternative computational procedures for obtaining a feedback control law which yields a control signal based on measurable quantitites are evaluated. The three methods evaluated are: (1) the standard linear quadratic regulator design model; (2) minimization of the norm of the feedback matrix, k via nonlinear programming subject to the constraint that the closed loop eigenvalues be in a specified domain in the complex plane; and (3) maximize the angles between the closed loop eigenvectors in combination with minimizing the norm of K also via the constrained nonlinear programming. The third or robust design method was chosen to yield a closed loop system whose eigenvalues are insensitive to small changes in the A and B matrices. The relationship between orthogonality of closed loop eigenvectors and the sensitivity of closed loop eigenvalues is described. Computer programs are described.

Design of a New Concentration Series for the Orthogonal Sample Design Approach and Estimation of the Number of Reactions in Chemical Systems.

PubMed

Shi, Jiajia; Liu, Yuhai; Guo, Ran; Li, Xiaopei; He, Anqi; Gao, Yunlong; Wei, Yongju; Liu, Cuige; Zhao, Ying; Xu, Yizhuang; Noda, Isao; Wu, Jinguang

2015-11-01

A new concentration series is proposed for the construction of a two-dimensional (2D) synchronous spectrum for orthogonal sample design analysis to probe intermolecular interaction between solutes dissolved in the same solutions. The obtained 2D synchronous spectrum possesses the following two properties: (1) cross peaks in the 2D synchronous spectra can be used to reflect intermolecular interaction reliably, since interference portions that have nothing to do with intermolecular interaction are completely removed, and (2) the two-dimensional synchronous spectrum produced can effectively avoid accidental collinearity. Hence, the correct number of nonzero eigenvalues can be obtained so that the number of chemical reactions can be estimated. In a real chemical system, noise present in one-dimensional spectra may also produce nonzero eigenvalues. To get the correct number of chemical reactions, we classified nonzero eigenvalues into significant nonzero eigenvalues and insignificant nonzero eigenvalues. Significant nonzero eigenvalues can be identified by inspecting the pattern of the corresponding eigenvector with help of the Durbin-Watson statistic. As a result, the correct number of chemical reactions can be obtained from significant nonzero eigenvalues. This approach provides a solid basis to obtain insight into subtle spectral variations caused by intermolecular interaction.

Progress on Complex Langevin simulations of a finite density matrix model for QCD

NASA Astrophysics Data System (ADS)

Bloch, Jacques; Glesaaen, Jonas; Verbaarschot, Jacobus; Zafeiropoulos, Savvas

2018-03-01

We study the Stephanov model, which is an RMT model for QCD at finite density, using the Complex Langevin algorithm. Naive implementation of the algorithm shows convergence towards the phase quenched or quenched theory rather than to intended theory with dynamical quarks. A detailed analysis of this issue and a potential resolution of the failure of this algorithm are discussed. We study the effect of gauge cooling on the Dirac eigenvalue distribution and time evolution of the norm for various cooling norms, which were specifically designed to remove the pathologies of the complex Langevin evolution. The cooling is further supplemented with a shifted representation for the random matrices. Unfortunately, none of these modifications generate a substantial improvement on the complex Langevin evolution and the final results still do not agree with the analytical predictions.

Multifractal analysis and topological properties of a new family of weighted Koch networks

NASA Astrophysics Data System (ADS)

Huang, Da-Wen; Yu, Zu-Guo; Anh, Vo

2017-03-01

Weighted complex networks, especially scale-free networks, which characterize real-life systems better than non-weighted networks, have attracted considerable interest in recent years. Studies on the multifractality of weighted complex networks are still to be undertaken. In this paper, inspired by the concepts of Koch networks and Koch island, we propose a new family of weighted Koch networks, and investigate their multifractal behavior and topological properties. We find some key topological properties of the new networks: their vertex cumulative strength has a power-law distribution; there is a power-law relationship between their topological degree and weight strength; the networks have a high weighted clustering coefficient of 0.41004 (which is independent of the scaling factor c) in the limit of large generation t; the second smallest eigenvalue μ2 and the maximum eigenvalue μn are approximated by quartic polynomials of the scaling factor c for the general Laplacian operator, while μ2 is approximately a quartic polynomial of c and μn= 1.5 for the normalized Laplacian operator. Then, we find that weighted koch networks are both fractal and multifractal, their fractal dimension is influenced by the scaling factor c. We also apply these analyses to six real-world networks, and find that the multifractality in three of them are strong.

Spectral analysis of Chinese language: Co-occurrence networks from four literary genres

NASA Astrophysics Data System (ADS)

Liang, Wei; Chen, Guanrong

2016-05-01

The eigenvalues and eigenvectors of the adjacency matrix of a network contain essential information about its topology. For each of the Chinese language co-occurrence networks constructed from four literary genres, i.e., essay, popular science article, news report, and novel, it is found that the largest eigenvalue depends on the network size N, the number of edges, the average shortest path length, and the clustering coefficient. Moreover, it is found that their node-degree distributions all follow a power-law. The number of different eigenvalues, Nλ, is found numerically to increase in the manner of Nλ ∝ log N for novel and Nλ ∝ N for the other three literary genres. An ;M; shape or a triangle-like distribution appears in their spectral densities. The eigenvector corresponding to the largest eigenvalue is mostly localized to a node with the largest degree. For the above observed phenomena, mathematical analysis is provided with interpretation from a linguistic perspective.

Asymptotics of eigenvalues and eigenvectors of Toeplitz matrices

NASA Astrophysics Data System (ADS)

Böttcher, A.; Bogoya, J. M.; Grudsky, S. M.; Maximenko, E. A.

2017-11-01

Analysis of the asymptotic behaviour of the spectral characteristics of Toeplitz matrices as the dimension of the matrix tends to infinity has a history of over 100 years. For instance, quite a number of versions of Szegő's theorem on the asymptotic behaviour of eigenvalues and of the so-called strong Szegő theorem on the asymptotic behaviour of the determinants of Toeplitz matrices are known. Starting in the 1950s, the asymptotics of the maximum and minimum eigenvalues were actively investigated. However, investigation of the individual asymptotics of all the eigenvalues and eigenvectors of Toeplitz matrices started only quite recently: the first papers on this subject were published in 2009-2010. A survey of this new field is presented here. Bibliography: 55 titles.

The Impact of the Network Topology on the Viral Prevalence: A Node-Based Approach

PubMed Central

Yang, Lu-Xing; Draief, Moez; Yang, Xiaofan

2015-01-01

This paper addresses the impact of the structure of the viral propagation network on the viral prevalence. For that purpose, a new epidemic model of computer virus, known as the node-based SLBS model, is proposed. Our analysis shows that the maximum eigenvalue of the underlying network is a key factor determining the viral prevalence. Specifically, the value range of the maximum eigenvalue is partitioned into three subintervals: viruses tend to extinction very quickly or approach extinction or persist depending on into which subinterval the maximum eigenvalue of the propagation network falls. Consequently, computer virus can be contained by adjusting the propagation network so that its maximum eigenvalue falls into the desired subinterval. PMID:26222539

FLUT - A program for aeroelastic stability analysis. [of aircraft structures in subsonic flow

NASA Technical Reports Server (NTRS)

Johnson, E. H.

1977-01-01

A computer program (FLUT) that can be used to evaluate the aeroelastic stability of aircraft structures in subsonic flow is described. The algorithm synthesizes data from a structural vibration analysis with an unsteady aerodynamics analysis and then performs a complex eigenvalue analysis to assess the system stability. The theoretical basis of the program is discussed with special emphasis placed on some innovative techniques which improve the efficiency of the analysis. User information needed to efficiently and successfully utilize the program is provided. In addition to identifying the required input, the flow of the program execution and some possible sources of difficulty are included. The use of the program is demonstrated with a listing of the input and output for a simple example.

The eigenvalue spectrum of the Orr-Sommerfeld problem

NASA Technical Reports Server (NTRS)

Antar, B. N.

1976-01-01

A numerical investigation of the temporal eigenvalue spectrum of the ORR-Sommerfeld equation is presented. Two flow profiles are studied, the plane Poiseuille flow profile and the Blasius boundary layer (parallel): flow profile. In both cases a portion of the complex c-plane bounded by 0 less than or equal to CR sub r 1 and -1 less than or equal to ci sub i 0 is searched and the eigenvalues within it are identified. The spectra for the plane Poiseuille flow at alpha = 1.0 and R = 100, 1000, 6000, and 10000 are determined and compared with existing results where possible. The spectrum for the Blasius boundary layer flow at alpha = 0.308 and R = 998 was found to be infinite and discrete. Other spectra for the Blasius boundary layer at various Reynolds numbers seem to confirm this result. The eigenmodes belonging to these spectra were located and discussed.

Assessment of psychometric properties of a modified PHEEM questionnaire.

PubMed

Gooneratne, I K; Munasinghe, S R; Siriwardena, C; Olupeliyawa, A M; Karunathilake, I

2008-12-01

An effective tool in analysing the learning environment, customised to the Sri Lankan setting, is vital for the assessment and delivery of quality healthcare training of preregistration house officers. Such a tool should be reliable and valid. We assessed psychometric properties such as internal reliability and construct validity of a modified version of the Postgraduate Hospital Educational Environment Measure (PHEEM). A modified PHEEM questionnaire customised to the Sri Lankan context was developed in accordance to the Sri Lanka Medical Council guidelines. The questionnaire was distributed to all interns at the National Hospital of Sri Lanka, Colombo North Teaching Hospital and Wathupitiwala Base Hospital during a calendar year (n = 100, response rate = 86%). Internal reliability and construct validity of the inventory were assessed by using Cronbach's alpha and exploratory factor analysis respectively as statistical methods. PHEEM consists of 3 subscales: perceptions of autonomy, social support and teaching, which are factors perceived to be influencing the educational environment. This administration demonstrated high internal reliability as reflected by a Cronbach's alpha value of 0.84. Exploratory factor analysis identified 12 factors with eigenvalue >1. However, the first factor had an eigenvalue of 6.7 (accounting for 19.7% of variance), while the rest had eigenvalues < 2.5. These results suggest a single predictive factor and thus a one-dimensional scale as opposed to the three-dimensional scale which is used in the current questionnaire. The psychometric properties of this tool reflect a high degree of internal reliability in assessing the educational environment of intern doctors in Sri Lanka. It is possible that the clinical educational environment is collectively represented as a single dimension. This may be due to the complex interplay between individual items in the questionnaire. Therefore the psychometric properties do not justify the interpretation of the educational environment through specified subscales.

Periodic orbit spectrum in terms of Ruelle-Pollicott resonances

NASA Astrophysics Data System (ADS)

Leboeuf, P.

2004-02-01

Fully chaotic Hamiltonian systems possess an infinite number of classical solutions which are periodic, e.g., a trajectory “p” returns to its initial conditions after some fixed time τp. Our aim is to investigate the spectrum {τ1,τ2,…} of periods of the periodic orbits. An explicit formula for the density ρ(τ)=∑pδ(τ-τp) is derived in terms of the eigenvalues of the classical evolution operator. The density is naturally decomposed into a smooth part plus an interferent sum over oscillatory terms. The frequencies of the oscillatory terms are given by the imaginary part of the complex eigenvalues (Ruelle-Pollicott resonances). For large periods, corrections to the well-known exponential growth of the smooth part of the density are obtained. An alternative formula for ρ(τ) in terms of the zeros and poles of the Ruelle ζ function is also discussed. The results are illustrated with the geodesic motion in billiards of constant negative curvature. Connections with the statistical properties of the corresponding quantum eigenvalues, random-matrix theory, and discrete maps are also considered. In particular, a random-matrix conjecture is proposed for the eigenvalues of the classical evolution operator of chaotic billiards.

Closed-form eigensolutions of nonviscously, nonproportionally damped systems based on continuous damping sensitivity

NASA Astrophysics Data System (ADS)

Lázaro, Mario

2018-01-01

In this paper, nonviscous, nonproportional, vibrating structures are considered. Nonviscously damped systems are characterized by dissipative mechanisms which depend on the history of the response velocities via hereditary kernel functions. Solutions of the free motion equation lead to a nonlinear eigenvalue problem involving mass, stiffness and damping matrices. Viscoelasticity leads to a frequency dependence of this latter. In this work, a novel closed-form expression to estimate complex eigenvalues is derived. The key point is to consider the damping model as perturbed by a continuous fictitious parameter. Assuming then the eigensolutions as function of this parameter, the computation of the eigenvalues sensitivity leads to an ordinary differential equation, from whose solution arises the proposed analytical formula. The resulting expression explicitly depends on the viscoelasticity (frequency derivatives of the damping function), the nonproportionality (influence of the modal damping matrix off-diagonal terms). Eigenvectors are obtained using existing methods requiring only the corresponding eigenvalue. The method is validated using a numerical example which compares proposed with exact ones and with those determined from the linear first order approximation in terms of the damping matrix. Frequency response functions are also plotted showing that the proposed approach is valid even for moderately or highly damped systems.

Schrödinger Operator with Non-Zero Accumulation Points of Complex Eigenvalues

NASA Astrophysics Data System (ADS)

Bögli, Sabine

2017-06-01

We study Schrödinger operators {H=-Δ + V} in {L2(Ω)} where {Ω} is R^d or the half-space R+d, subject to (real) Robin boundary conditions in the latter case. For {p > d} we construct a non-real potential {V \\in Lp(Ω) \\cap L^{∞}(Ω)} that decays at infinity so that H has infinitely many non-real eigenvalues accumulating at every point of the essential spectrum {σ_ess(H)=[0,∞)}. This demonstrates that the Lieb-Thirring inequalities for selfadjoint Schrödinger operators are no longer true in the non-selfadjoint case.

Kato type operators and Weyl's theorem

NASA Astrophysics Data System (ADS)

Duggal, B. P.; Djordjevic, S. V.; Kubrusly, Carlos

2005-09-01

A Banach space operator T satisfies Weyl's theorem if and only if T or T* has SVEP at all complex numbers [lambda] in the complement of the Weyl spectrum of T and T is Kato type at all [lambda] which are isolated eigenvalues of T of finite algebraic multiplicity. If T* (respectively, T) has SVEP and T is Kato type at all [lambda] which are isolated eigenvalues of T of finite algebraic multiplicity (respectively, T is Kato type at all [lambda][set membership, variant]iso[sigma](T)), then T satisfies a-Weyl's theorem (respectively, T* satisfies a-Weyl's theorem).

Progress on Complex Langevin simulations of a finite density matrix model for QCD

DOE Office of Scientific and Technical Information (OSTI.GOV)

Bloch, Jacques; Glesaan, Jonas; Verbaarschot, Jacobus

We study the Stephanov model, which is an RMT model for QCD at finite density, using the Complex Langevin algorithm. Naive implementation of the algorithm shows convergence towards the phase quenched or quenched theory rather than to intended theory with dynamical quarks. A detailed analysis of this issue and a potential resolution of the failure of this algorithm are discussed. We study the effect of gauge cooling on the Dirac eigenvalue distribution and time evolution of the norm for various cooling norms, which were specifically designed to remove the pathologies of the complex Langevin evolution. The cooling is further supplementedmore » with a shifted representation for the random matrices. Unfortunately, none of these modifications generate a substantial improvement on the complex Langevin evolution and the final results still do not agree with the analytical predictions.« less

Eigenvalues of Rectangular Waveguide Using FEM With Hybrid Elements

NASA Technical Reports Server (NTRS)

Deshpande, Manohar D.; Hall, John M.

2002-01-01

A finite element analysis using hybrid triangular-rectangular elements is developed to estimate eigenvalues of a rectangular waveguide. Use of rectangular vector-edge finite elements in the vicinity of the PEC boundary and triangular elements in the interior region more accurately models the physical nature of the electromagnetic field, and consequently quicken the convergence.

Eigenvalue-eigenvector decomposition (EED) analysis of dissimilarity and covariance matrix obtained from total synchronous fluorescence spectral (TSFS) data sets of herbal preparations: Optimizing the classification approach

NASA Astrophysics Data System (ADS)

Tarai, Madhumita; Kumar, Keshav; Divya, O.; Bairi, Partha; Mishra, Kishor Kumar; Mishra, Ashok Kumar

2017-09-01

The present work compares the dissimilarity and covariance based unsupervised chemometric classification approaches by taking the total synchronous fluorescence spectroscopy data sets acquired for the cumin and non-cumin based herbal preparations. The conventional decomposition method involves eigenvalue-eigenvector analysis of the covariance of the data set and finds the factors that can explain the overall major sources of variation present in the data set. The conventional approach does this irrespective of the fact that the samples belong to intrinsically different groups and hence leads to poor class separation. The present work shows that classification of such samples can be optimized by performing the eigenvalue-eigenvector decomposition on the pair-wise dissimilarity matrix.

Three-dimensional geometry of coronal loops inferred by the Principal Component Analysis

NASA Astrophysics Data System (ADS)

Nisticò, Giuseppe; Nakariakov, Valery

We propose a new method for the determination of the three dimensional (3D) shape of coronal loops from stereoscopy. The common approach requires to find a 1D geometric curve, as circumference or ellipse, that best-fits the 3D tie-points which sample the loop shape in a given coordinate system. This can be easily achieved by the Principal Component (PC) analysis. It mainly consists in calculating the eigenvalues and eigenvectors of the covariance matrix of the 3D tie-points: the eigenvalues give a measure of the variability of the distribution of the tie-points, and the corresponding eigenvectors define a new cartesian reference frame directly related to the loop. The eigenvector associated with the smallest eigenvalues defines the normal to the loop plane, while the other two determine the directions of the loop axes: the major axis is related to the largest eigenvalue, and the minor axis with the second one. The magnitude of the axes is directly proportional to the square roots of these eigenvalues. The technique is fast and easily implemented in some examples, returning best-fitting estimations of the loop parameters and 3D reconstruction with a reasonable small number of tie-points. The method is suitable for serial reconstruction of coronal loops in active regions, providing a useful tool for comparison between observations and theoretical magnetic field extrapolations from potential or force-free fields.

Non-Hermitian localization in biological networks.

PubMed

Amir, Ariel; Hatano, Naomichi; Nelson, David R

2016-04-01

We explore the spectra and localization properties of the N-site banded one-dimensional non-Hermitian random matrices that arise naturally in sparse neural networks. Approximately equal numbers of random excitatory and inhibitory connections lead to spatially localized eigenfunctions and an intricate eigenvalue spectrum in the complex plane that controls the spontaneous activity and induced response. A finite fraction of the eigenvalues condense onto the real or imaginary axes. For large N, the spectrum has remarkable symmetries not only with respect to reflections across the real and imaginary axes but also with respect to 90^{∘} rotations, with an unusual anisotropic divergence in the localization length near the origin. When chains with periodic boundary conditions become directed, with a systematic directional bias superimposed on the randomness, a hole centered on the origin opens up in the density-of-states in the complex plane. All states are extended on the rim of this hole, while the localized eigenvalues outside the hole are unchanged. The bias-dependent shape of this hole tracks the bias-independent contours of constant localization length. We treat the large-N limit by a combination of direct numerical diagonalization and using transfer matrices, an approach that allows us to exploit an electrostatic analogy connecting the "charges" embodied in the eigenvalue distribution with the contours of constant localization length. We show that similar results are obtained for more realistic neural networks that obey "Dale's law" (each site is purely excitatory or inhibitory) and conclude with perturbation theory results that describe the limit of large directional bias, when all states are extended. Related problems arise in random ecological networks and in chains of artificial cells with randomly coupled gene expression patterns.

Non-Hermitian localization in biological networks

NASA Astrophysics Data System (ADS)

Amir, Ariel; Hatano, Naomichi; Nelson, David R.

2016-04-01

We explore the spectra and localization properties of the N -site banded one-dimensional non-Hermitian random matrices that arise naturally in sparse neural networks. Approximately equal numbers of random excitatory and inhibitory connections lead to spatially localized eigenfunctions and an intricate eigenvalue spectrum in the complex plane that controls the spontaneous activity and induced response. A finite fraction of the eigenvalues condense onto the real or imaginary axes. For large N , the spectrum has remarkable symmetries not only with respect to reflections across the real and imaginary axes but also with respect to 90∘ rotations, with an unusual anisotropic divergence in the localization length near the origin. When chains with periodic boundary conditions become directed, with a systematic directional bias superimposed on the randomness, a hole centered on the origin opens up in the density-of-states in the complex plane. All states are extended on the rim of this hole, while the localized eigenvalues outside the hole are unchanged. The bias-dependent shape of this hole tracks the bias-independent contours of constant localization length. We treat the large-N limit by a combination of direct numerical diagonalization and using transfer matrices, an approach that allows us to exploit an electrostatic analogy connecting the "charges" embodied in the eigenvalue distribution with the contours of constant localization length. We show that similar results are obtained for more realistic neural networks that obey "Dale's law" (each site is purely excitatory or inhibitory) and conclude with perturbation theory results that describe the limit of large directional bias, when all states are extended. Related problems arise in random ecological networks and in chains of artificial cells with randomly coupled gene expression patterns.

Using Linear Regression To Determine the Number of Factors To Retain in Factor Analysis and the Number of Issues To Retain in Delphi Studies and Other Surveys.

ERIC Educational Resources Information Center

Jurs, Stephen; And Others

The scree test and its linear regression technique are reviewed, and results of its use in factor analysis and Delphi data sets are described. The scree test was originally a visual approach for making judgments about eigenvalues, which considered the relationships of the eigenvalues to one another as well as their actual values. The graph that is…

Transient analysis using conical shell elements

NASA Technical Reports Server (NTRS)

Yang, J. C. S.; Goeller, J. E.; Messick, W. T.

1973-01-01

The use of the NASTRAN conical shell element in static, eigenvalue, and direct transient analyses is demonstrated. The results of a NASTRAN static solution of an externally pressurized ring-stiffened cylinder agree well with a theoretical discontinuity analysis. Good agreement is also obtained between the NASTRAN direct transient response of a uniform cylinder to a dynamic end load and one-dimensional solutions obtained using a method of characteristics stress wave code and a standing wave solution. Finally, a NASTRAN eigenvalue analysis is performed on a hydroballistic model idealized with conical shell elements.

The Performance Analysis Based on SAR Sample Covariance Matrix

PubMed Central

Erten, Esra

2012-01-01

Multi-channel systems appear in several fields of application in science. In the Synthetic Aperture Radar (SAR) context, multi-channel systems may refer to different domains, as multi-polarization, multi-interferometric or multi-temporal data, or even a combination of them. Due to the inherent speckle phenomenon present in SAR images, the statistical description of the data is almost mandatory for its utilization. The complex images acquired over natural media present in general zero-mean circular Gaussian characteristics. In this case, second order statistics as the multi-channel covariance matrix fully describe the data. For practical situations however, the covariance matrix has to be estimated using a limited number of samples, and this sample covariance matrix follow the complex Wishart distribution. In this context, the eigendecomposition of the multi-channel covariance matrix has been shown in different areas of high relevance regarding the physical properties of the imaged scene. Specifically, the maximum eigenvalue of the covariance matrix has been frequently used in different applications as target or change detection, estimation of the dominant scattering mechanism in polarimetric data, moving target indication, etc. In this paper, the statistical behavior of the maximum eigenvalue derived from the eigendecomposition of the sample multi-channel covariance matrix in terms of multi-channel SAR images is simplified for SAR community. Validation is performed against simulated data and examples of estimation and detection problems using the analytical expressions are as well given. PMID:22736976

Emerging spectra of singular correlation matrices under small power-map deformations

NASA Astrophysics Data System (ADS)

Vinayak; Schäfer, Rudi; Seligman, Thomas H.

2013-09-01

Correlation matrices are a standard tool in the analysis of the time evolution of complex systems in general and financial markets in particular. Yet most analysis assume stationarity of the underlying time series. This tends to be an assumption of varying and often dubious validity. The validity of the assumption improves as shorter time series are used. If many time series are used, this implies an analysis of highly singular correlation matrices. We attack this problem by using the so-called power map, which was introduced to reduce noise. Its nonlinearity breaks the degeneracy of the zero eigenvalues and we analyze the sensitivity of the so-emerging spectra to correlations. This sensitivity will be demonstrated for uncorrelated and correlated Wishart ensembles.

Emerging spectra of singular correlation matrices under small power-map deformations.

PubMed

Vinayak; Schäfer, Rudi; Seligman, Thomas H

2013-09-01

Correlation matrices are a standard tool in the analysis of the time evolution of complex systems in general and financial markets in particular. Yet most analysis assume stationarity of the underlying time series. This tends to be an assumption of varying and often dubious validity. The validity of the assumption improves as shorter time series are used. If many time series are used, this implies an analysis of highly singular correlation matrices. We attack this problem by using the so-called power map, which was introduced to reduce noise. Its nonlinearity breaks the degeneracy of the zero eigenvalues and we analyze the sensitivity of the so-emerging spectra to correlations. This sensitivity will be demonstrated for uncorrelated and correlated Wishart ensembles.

a Unified Matrix Polynomial Approach to Modal Identification

NASA Astrophysics Data System (ADS)

Allemang, R. J.; Brown, D. L.

1998-04-01

One important current focus of modal identification is a reformulation of modal parameter estimation algorithms into a single, consistent mathematical formulation with a corresponding set of definitions and unifying concepts. Particularly, a matrix polynomial approach is used to unify the presentation with respect to current algorithms such as the least-squares complex exponential (LSCE), the polyreference time domain (PTD), Ibrahim time domain (ITD), eigensystem realization algorithm (ERA), rational fraction polynomial (RFP), polyreference frequency domain (PFD) and the complex mode indication function (CMIF) methods. Using this unified matrix polynomial approach (UMPA) allows a discussion of the similarities and differences of the commonly used methods. the use of least squares (LS), total least squares (TLS), double least squares (DLS) and singular value decomposition (SVD) methods is discussed in order to take advantage of redundant measurement data. Eigenvalue and SVD transformation methods are utilized to reduce the effective size of the resulting eigenvalue-eigenvector problem as well.

Computing resonance energies, widths, and wave functions using a Lanczos method in real arithmetic.

PubMed

Tremblay, Jean Christophe; Carrington, Tucker

2005-06-22

We introduce new ideas for calculating resonance energies and widths. It is shown that a non-Hermitian-Lanczos approach can be used to compute eigenvalues of H+W, where H is the Hamiltonian and W is a complex absorbing potential (CAP), without evaluating complex matrix-vector products. This is done by exploiting the link between a CAP-modified Hamiltonian matrix and a real but nonsymmetric matrix U suggested by Mandelshtam and Neumaier [J. Theor. Comput. Chem. 1, 1 (2002)] and using a coupled-two-term Lanczos procedure. We use approximate resonance eigenvectors obtained from the non-Hermitian-Lanczos algorithm and a very good CAP to obtain very accurate energies and widths without solving eigenvalue problems for many values of the CAP strength parameter and searching for cusps. The method is applied to the resonances of HCO. We compare properties of the method with those of established approaches.

Eigenvalue-eigenvector decomposition (EED) analysis of dissimilarity and covariance matrix obtained from total synchronous fluorescence spectral (TSFS) data sets of herbal preparations: Optimizing the classification approach.

PubMed

Tarai, Madhumita; Kumar, Keshav; Divya, O; Bairi, Partha; Mishra, Kishor Kumar; Mishra, Ashok Kumar

2017-09-05

The present work compares the dissimilarity and covariance based unsupervised chemometric classification approaches by taking the total synchronous fluorescence spectroscopy data sets acquired for the cumin and non-cumin based herbal preparations. The conventional decomposition method involves eigenvalue-eigenvector analysis of the covariance of the data set and finds the factors that can explain the overall major sources of variation present in the data set. The conventional approach does this irrespective of the fact that the samples belong to intrinsically different groups and hence leads to poor class separation. The present work shows that classification of such samples can be optimized by performing the eigenvalue-eigenvector decomposition on the pair-wise dissimilarity matrix. Copyright © 2017 Elsevier B.V. All rights reserved.

Dynamic Eigenvalue Problem of Concrete Slab Road Surface

NASA Astrophysics Data System (ADS)

Pawlak, Urszula; Szczecina, Michał

2017-10-01

The paper presents an analysis of the dynamic eigenvalue problem of concrete slab road surface. A sample concrete slab was modelled using Autodesk Robot Structural Analysis software and calculated with Finite Element Method. The slab was set on a one-parameter elastic subsoil, for which the modulus of elasticity was separately calculated. The eigen frequencies and eigenvectors (as maximal vertical nodal displacements) were presented. On the basis of the results of calculations, some basic recommendations for designers of concrete road surfaces were offered.

Eigenvalue routines in NASTRAN: A comparison with the Block Lanczos method

NASA Technical Reports Server (NTRS)

Tischler, V. A.; Venkayya, Vipperla B.

1993-01-01

The NASA STRuctural ANalysis (NASTRAN) program is one of the most extensively used engineering applications software in the world. It contains a wealth of matrix operations and numerical solution techniques, and they were used to construct efficient eigenvalue routines. The purpose of this paper is to examine the current eigenvalue routines in NASTRAN and to make efficiency comparisons with a more recent implementation of the Block Lanczos algorithm by Boeing Computer Services (BCS). This eigenvalue routine is now available in the BCS mathematics library as well as in several commercial versions of NASTRAN. In addition, CRAY maintains a modified version of this routine on their network. Several example problems, with a varying number of degrees of freedom, were selected primarily for efficiency bench-marking. Accuracy is not an issue, because they all gave comparable results. The Block Lanczos algorithm was found to be extremely efficient, in particular, for very large size problems.

Linear quadratic regulators with eigenvalue placement in a specified region

NASA Technical Reports Server (NTRS)

Shieh, Leang S.; Dib, Hani M.; Ganesan, Sekar

1988-01-01

A linear optimal quadratic regulator is developed for optimally placing the closed-loop poles of multivariable continuous-time systems within the common region of an open sector, bounded by lines inclined at + or - pi/2k (k = 2 or 3) from the negative real axis with a sector angle of pi/2 or less, and the left-hand side of a line parallel to the imaginary axis in the complex s-plane. The design method is mainly based on the solution of a linear matrix Liapunov equation, and the resultant closed-loop system with its eigenvalues in the desired region is optimal with respect to a quadratic performance index.

Root finding in the complex plane for seismo-acoustic propagation scenarios with Green's function solutions.

PubMed

McCollom, Brittany A; Collis, Jon M

2014-09-01

A normal mode solution to the ocean acoustic problem of the Pekeris waveguide with an elastic bottom using a Green's function formulation for a compressional wave point source is considered. Analytic solutions to these types of waveguide propagation problems are strongly dependent on the eigenvalues of the problem; these eigenvalues represent horizontal wavenumbers, corresponding to propagating modes of energy. The eigenvalues arise as singularities in the inverse Hankel transform integral and are specified by roots to a characteristic equation. These roots manifest themselves as poles in the inverse transform integral and can be both subtle and difficult to determine. Following methods previously developed [S. Ivansson et al., J. Sound Vib. 161 (1993)], a root finding routine has been implemented using the argument principle. Using the roots to the characteristic equation in the Green's function formulation, full-field solutions are calculated for scenarios where an acoustic source lies in either the water column or elastic half space. Solutions are benchmarked against laboratory data and existing numerical solutions.

Applications of elliptic operator theory to the isotropic interior transmission eigenvalue problem

NASA Astrophysics Data System (ADS)

Lakshtanov, E.; Vainberg, B.

2013-10-01

The paper concerns the isotropic interior transmission eigenvalue (ITE) problem. This problem is not elliptic, but we show that, using the Dirichlet-to-Neumann map, it can be reduced to an elliptic one. This leads to the discreteness of the spectrum as well as to certain results on a possible location of the transmission eigenvalues. If the index of refraction \\sqrt{n(x)} is real, then we obtain a result on the existence of infinitely many positive ITEs and the Weyl-type lower bound on its counting function. All the results are obtained under the assumption that n(x) - 1 does not vanish at the boundary of the obstacle or it vanishes identically, but its normal derivative does not vanish at the boundary. We consider the classical transmission problem as well as the case when the inhomogeneous medium contains an obstacle. Some results on the discreteness and localization of the spectrum are obtained for complex valued n(x).

Proposition for sensorless self-excitation by a piezoelectric device

NASA Astrophysics Data System (ADS)

Tanaka, Y.; Kokubun, Y.; Yabuno, H.

2018-04-01

In this paper, we propose a method to realize self-excitation in an oscillator actuated by a piezoelectric device without a sensor. In general, the positive feedback associated with the oscillator velocity causes the self-excitation. Instead of measuring the velocity with a sensor, we utilize the electro-mechanical coupling effect in the oscillator and piezoelectric device. We drive the piezoelectric device with a current proportional to the linear combination of the voltage across the terminals of the piezoelectric device and its differential voltage signal. Then, the oscillator with the piezoelectric device behaves like a third-order system, which has three eigenvalues. The self-excitation can be realized because appropriate feedback gains can set two of the eigenvalues to be conjugate complex roots with a positive real part and the other eigenvalue to be a negative real root. To confirm the validity of the proposed method, we experimentally demonstrated the sensorless self-excitation and, as an application example, carried out mass sensing in a sensorless self-excited macrocantilever.

Evaluation of RAPID for a UNF cask benchmark problem

NASA Astrophysics Data System (ADS)

Mascolino, Valerio; Haghighat, Alireza; Roskoff, Nathan J.

2017-09-01

This paper examines the accuracy and performance of the RAPID (Real-time Analysis for Particle transport and In-situ Detection) code system for the simulation of a used nuclear fuel (UNF) cask. RAPID is capable of determining eigenvalue, subcritical multiplication, and pin-wise, axially-dependent fission density throughout a UNF cask. We study the source convergence based on the analysis of the different parameters used in an eigenvalue calculation in the MCNP Monte Carlo code. For this study, we consider a single assembly surrounded by absorbing plates with reflective boundary conditions. Based on the best combination of eigenvalue parameters, a reference MCNP solution for the single assembly is obtained. RAPID results are in excellent agreement with the reference MCNP solutions, while requiring significantly less computation time (i.e., minutes vs. days). A similar set of eigenvalue parameters is used to obtain a reference MCNP solution for the whole UNF cask. Because of time limitation, the MCNP results near the cask boundaries have significant uncertainties. Except for these, the RAPID results are in excellent agreement with the MCNP predictions, and its computation time is significantly lower, 35 second on 1 core versus 9.5 days on 16 cores.

Volatility and correlation-based systemic risk measures in the US market

NASA Astrophysics Data System (ADS)

Civitarese, Jamil

2016-10-01

This paper deals with the problem of how to use simple systemic risk measures to assess portfolio risk characteristics. Using three simple examples taken from previous literature, one based on raw and partial correlations, another based on the eigenvalue decomposition of the covariance matrix and the last one based on an eigenvalue entropy, a Granger-causation analysis revealed some of them are not always a good measure of risk in the S&P 500 and in the VIX. The measures selected do not Granger-cause the VIX index in all windows selected; therefore, in the sense of risk as volatility, the indicators are not always suitable. Nevertheless, their results towards returns are similar to previous works that accept them. A deeper analysis has shown that any symmetric measure based on eigenvalue decomposition of correlation matrices, however, is not useful as a measure of "correlation" risk. The empirical counterpart analysis of this proposition stated that negative correlations are usually small and, therefore, do not heavily distort the behavior of the indicator.

New and Improved T-wave Morphology Parameters to Differentiate Healthy Individuals from those with Cardiomyopathy and Coronary Artery Disease

NASA Technical Reports Server (NTRS)

Greco, E. C.; Schlegel, T. T.; Arenare, B.; DePalma, J. L.; Starc, V.; Rahman, M. A.; Delgado, R.

2007-01-01

We investigated the ability of several known as well as new ECG repolarization parameters to differentiate healthy individuals from patients with obstructive coronary artery disease (CAD) and cardiomyopathy (CM). Advanced high-fidelity 12-lead ECG tests (approx. 5-min supine) were first performed on a "training set" of 99 individuals: 33 with ischemic or dilated CM and low ejection fraction (EF less than 40%); 33 with catheterization-proven obstructive CAD but normal EF; and 33 age-/gender-matched healthy controls. The following multiple parameters of T-wave morphology (TWM) were derived via signal averaging and singular value decomposition (SVD, which yields 8 eigenvalues, rho(sub 1) greater than rho(sub 2)...greater than rho(sub 8) and studied for their retrospective accuracy in detecting underlying disease: 1) Principal component analysis ratio of the T wave (T-PCA) = 100*rho(sub 2)/rho(sub 1); 2) Relative T-wave residuum (rTWR) = 100* SIGMA (rho(sub 4)(sup 2) +...+ rho(sub 8)(sup 2)); 3) Modified complexity ratio of the T wave (T-mCR) = 100*SIGMA(rho(sub 3)(sup 2) +...+rho(sb 8) (sup 2)); and 4) Normalized 3-dimensional volume of the T wave (nTV) = 100*(rho(sub 2)*rho(sub 3)/rho(sub 1)(sup 2). All TWM parameters significantly differentiated CAD from controls (p less than 0.0001), and also CM from controls (p less than 0.0001). Retrospective areas under the ROC curve were 0.77, 0.81, 0.82, and 0.83 (CAD vs. controls) and 0.93, 0.89, 0.95 and 0.96 (CM vs. controls) for T-PCA, rTWR, T-mCR and nTV respectively. The newer TWM parameters (T-mCR and nTV) thus outperformed the more established parameters (T-PCA and rTWR), presumably by putting a greater emphasis on the third T-wave eigenvalue, which in most healthy subjects has little energy compared to the first two eigenvalues. Subsequent prospective analyses have also yielded similar results, such that we conclude that diagnostic differentiation of pathology from non-pathology may be especially aided by detecting the transference of energy from the first and second T-wave eigenvalues into the third T-wave eigenvalue.

PEM-PCA: a parallel expectation-maximization PCA face recognition architecture.

PubMed

Rujirakul, Kanokmon; So-In, Chakchai; Arnonkijpanich, Banchar

2014-01-01

Principal component analysis or PCA has been traditionally used as one of the feature extraction techniques in face recognition systems yielding high accuracy when requiring a small number of features. However, the covariance matrix and eigenvalue decomposition stages cause high computational complexity, especially for a large database. Thus, this research presents an alternative approach utilizing an Expectation-Maximization algorithm to reduce the determinant matrix manipulation resulting in the reduction of the stages' complexity. To improve the computational time, a novel parallel architecture was employed to utilize the benefits of parallelization of matrix computation during feature extraction and classification stages including parallel preprocessing, and their combinations, so-called a Parallel Expectation-Maximization PCA architecture. Comparing to a traditional PCA and its derivatives, the results indicate lower complexity with an insignificant difference in recognition precision leading to high speed face recognition systems, that is, the speed-up over nine and three times over PCA and Parallel PCA.

Vibration properties of a rotating piezoelectric energy harvesting device that experiences gyroscopic effects

NASA Astrophysics Data System (ADS)

Lu, Haohui; Chai, Tan; Cooley, Christopher G.

2018-03-01

This study investigates the vibration of a rotating piezoelectric device that consists of a proof mass that is supported by elastic structures with piezoelectric layers. Vibration of the proof mass causes deformation in the piezoelectric structures and voltages to power the electrical loads. The coupled electromechanical equations of motion are derived using Newtonian mechanics and Kirchhoff's circuit laws. The free vibration behavior is investigated for devices with identical (tuned) and nonidentical (mistuned) piezoelectric support structures and electrical loads. These devices have complex-valued, speed-dependent eigenvalues and eigenvectors as a result of gyroscopic effects caused by their constant rotation. The characteristics of the complex-valued eigensolutions are related to physical behavior of the device's vibration. The free vibration behaviors differ significantly for tuned and mistuned devices. Due to gyroscopic effects, the proof mass in the tuned device vibrates in either forward or backward decaying circular orbits in single-mode free response. This is proven analytically for all tuned devices, regardless of the device's specific parameters or operating speed. For mistuned devices, the proof mass has decaying elliptical forward and backward orbits. The eigenvalues are shown to be sensitive to changes in the electrical load resistances. Closed-form solutions for the eigenvalues are derived for open and close circuits. At high rotation speeds these devices experience critical speeds and instability.

A new method for computation of eigenvector derivatives with distinct and repeated eigenvalues in structural dynamic analysis

NASA Astrophysics Data System (ADS)

Li, Zhengguang; Lai, Siu-Kai; Wu, Baisheng

2018-07-01

Determining eigenvector derivatives is a challenging task due to the singularity of the coefficient matrices of the governing equations, especially for those structural dynamic systems with repeated eigenvalues. An effective strategy is proposed to construct a non-singular coefficient matrix, which can be directly used to obtain the eigenvector derivatives with distinct and repeated eigenvalues. This approach also has an advantage that only requires eigenvalues and eigenvectors of interest, without solving the particular solutions of eigenvector derivatives. The Symmetric Quasi-Minimal Residual (SQMR) method is then adopted to solve the governing equations, only the existing factored (shifted) stiffness matrix from an iterative eigensolution such as the subspace iteration method or the Lanczos algorithm is utilized. The present method can deal with both cases of simple and repeated eigenvalues in a unified manner. Three numerical examples are given to illustrate the accuracy and validity of the proposed algorithm. Highly accurate approximations to the eigenvector derivatives are obtained within a few iteration steps, making a significant reduction of the computational effort. This method can be incorporated into a coupled eigensolver/derivative software module. In particular, it is applicable for finite element models with large sparse matrices.

Expendable launch vehicle studies

NASA Technical Reports Server (NTRS)

Bainum, Peter M.; Reiss, Robert

1995-01-01

Analytical support studies of expendable launch vehicles concentrate on the stability of the dynamics during launch especially during or near the region of maximum dynamic pressure. The in-plane dynamic equations of a generic launch vehicle with multiple flexible bending and fuel sloshing modes are developed and linearized. The information from LeRC about the grids, masses, and modes is incorporated into the model. The eigenvalues of the plant are analyzed for several modeling factors: utilizing diagonal mass matrix, uniform beam assumption, inclusion of aerodynamics, and the interaction between the aerodynamics and the flexible bending motion. Preliminary PID, LQR, and LQG control designs with sensor and actuator dynamics for this system and simulations are also conducted. The initial analysis for comparison of PD (proportional-derivative) and full state feedback LQR Linear quadratic regulator) shows that the split weighted LQR controller has better performance than that of the PD. In order to meet both the performance and robustness requirements, the H(sub infinity) robust controller for the expendable launch vehicle is developed. The simulation indicates that both the performance and robustness of the H(sub infinity) controller are better than that for the PID and LQG controllers. The modelling and analysis support studies team has continued development of methodology, using eigensensitivity analysis, to solve three classes of discrete eigenvalue equations. In the first class, the matrix elements are non-linear functions of the eigenvector. All non-linear periodic motion can be cast in this form. Here the eigenvector is comprised of the coefficients of complete basis functions spanning the response space and the eigenvalue is the frequency. The second class of eigenvalue problems studied is the quadratic eigenvalue problem. Solutions for linear viscously damped structures or viscoelastic structures can be reduced to this form. Particular attention is paid to Maxwell and Kelvin models. The third class of problems consists of linear eigenvalue problems in which the elements of the mass and stiffness matrices are stochastic. dynamic structural response for which the parameters are given by probabilistic distribution functions, rather than deterministic values, can be cast in this form. Solutions for several problems in each class will be presented.

A discourse on sensitivity analysis for discretely-modeled structures

NASA Technical Reports Server (NTRS)

Adelman, Howard M.; Haftka, Raphael T.

1991-01-01

A descriptive review is presented of the most recent methods for performing sensitivity analysis of the structural behavior of discretely-modeled systems. The methods are generally but not exclusively aimed at finite element modeled structures. Topics included are: selections of finite difference step sizes; special consideration for finite difference sensitivity of iteratively-solved response problems; first and second derivatives of static structural response; sensitivity of stresses; nonlinear static response sensitivity; eigenvalue and eigenvector sensitivities for both distinct and repeated eigenvalues; and sensitivity of transient response for both linear and nonlinear structural response.

The discrete hungry Lotka Volterra system and a new algorithm for computing matrix eigenvalues

NASA Astrophysics Data System (ADS)

Fukuda, Akiko; Ishiwata, Emiko; Iwasaki, Masashi; Nakamura, Yoshimasa

2009-01-01

The discrete hungry Lotka-Volterra (dhLV) system is a generalization of the discrete Lotka-Volterra (dLV) system which stands for a prey-predator model in mathematical biology. In this paper, we show that (1) some invariants exist which are expressed by dhLV variables and are independent from the discrete time and (2) a dhLV variable converges to some positive constant or zero as the discrete time becomes sufficiently large. Some characteristic polynomial is then factorized with the help of the dhLV system. The asymptotic behaviour of the dhLV system enables us to design an algorithm for computing complex eigenvalues of a certain band matrix.

The analytical transfer matrix method for PT-symmetric complex potential

NASA Astrophysics Data System (ADS)

Naceri, Leila; Hammou, Amine B.

2017-07-01

We have extended the analytical transfer matrix (ATM) method to solve quantum mechanical bound state problems with complex PT-symmetric potentials. Our work focuses on a class of models studied by Bender and Jones, we calculate the energy eigenvalues, discuss the critical values of g and compare the results with those obtained from other methods such as exact numerical computation and WKB approximation method.

Liquid-gas phase transitions and C K symmetry in quantum field theories

DOE Office of Scientific and Technical Information (OSTI.GOV)

Nishimura, Hiromichi; Ogilvie, Michael C.; Pangeni, Kamal

A general field-theoretic framework for the treatment of liquid-gas phase transitions is developed. Starting from a fundamental four-dimensional field theory at nonzero temperature and density, an effective three-dimensional field theory is derived. The effective field theory has a sign problem at finite density. Although finite density explicitly breaks charge conjugation C , there remains a symmetry under C K , where K is complex conjugation. Here, we consider four models: relativistic fermions, nonrelativistic fermions, static fermions and classical particles. The interactions are via an attractive potential due to scalar field exchange and a repulsive potential due to massive vector exchange.more » The field-theoretic representation of the partition function is closely related to the equivalence of the sine-Gordon field theory with a classical gas. The thermodynamic behavior is extracted from C K -symmetric complex saddle points of the effective field theory at tree level. In the cases of nonrelativistic fermions and classical particles, we find complex saddle point solutions but no first-order transitions, and neither model has a ground state at tree level. The relativistic and static fermions show a liquid-gas transition at tree level in the effective field theory. The liquid-gas transition, when it occurs, manifests as a first-order line at low temperature and high density, terminated by a critical end point. The mass matrix controlling the behavior of correlation functions is obtained from fluctuations around the saddle points. Due to the C K symmetry of the models, the eigenvalues of the mass matrix are not always real but can be complex. This then leads to the existence of disorder lines, which mark the boundaries where the eigenvalues go from purely real to complex. The regions where the mass matrix eigenvalues are complex are associated with the critical line. In the case of static fermions, a powerful duality between particles and holes allows for the analytic determination of both the critical line and the disorder lines. Depending on the values of the parameters, either zero, one, or two disorder lines are found. Our numerical results for relativistic fermions give a very similar picture.« less

Liquid-gas phase transitions and C K symmetry in quantum field theories

DOE PAGES

Nishimura, Hiromichi; Ogilvie, Michael C.; Pangeni, Kamal

2017-04-04

A general field-theoretic framework for the treatment of liquid-gas phase transitions is developed. Starting from a fundamental four-dimensional field theory at nonzero temperature and density, an effective three-dimensional field theory is derived. The effective field theory has a sign problem at finite density. Although finite density explicitly breaks charge conjugation C , there remains a symmetry under C K , where K is complex conjugation. Here, we consider four models: relativistic fermions, nonrelativistic fermions, static fermions and classical particles. The interactions are via an attractive potential due to scalar field exchange and a repulsive potential due to massive vector exchange.more » The field-theoretic representation of the partition function is closely related to the equivalence of the sine-Gordon field theory with a classical gas. The thermodynamic behavior is extracted from C K -symmetric complex saddle points of the effective field theory at tree level. In the cases of nonrelativistic fermions and classical particles, we find complex saddle point solutions but no first-order transitions, and neither model has a ground state at tree level. The relativistic and static fermions show a liquid-gas transition at tree level in the effective field theory. The liquid-gas transition, when it occurs, manifests as a first-order line at low temperature and high density, terminated by a critical end point. The mass matrix controlling the behavior of correlation functions is obtained from fluctuations around the saddle points. Due to the C K symmetry of the models, the eigenvalues of the mass matrix are not always real but can be complex. This then leads to the existence of disorder lines, which mark the boundaries where the eigenvalues go from purely real to complex. The regions where the mass matrix eigenvalues are complex are associated with the critical line. In the case of static fermions, a powerful duality between particles and holes allows for the analytic determination of both the critical line and the disorder lines. Depending on the values of the parameters, either zero, one, or two disorder lines are found. Our numerical results for relativistic fermions give a very similar picture.« less

Programmable Calculator Use in Undergraduate Dynamics, Vibrations, and Elementary Structures Courses.

ERIC Educational Resources Information Center

Cutchins, M. A.

1982-01-01

Presents programmable calculator solutions to selected problems, including area moments of inertia and principal values, the 2-D principal stress problem, C.G. and pitch inertia computations, 3-D eigenvalue problems, 3 DOF vibrations, and a complex flutter determinant. (SK)

Possibility of modifying the growth trajectory in Raeini Cashmere goat.

PubMed

Ghiasi, Heydar; Mokhtari, M S

2018-03-27

The objective of this study was to investigate the possibility of modifying the growth trajectory in Raeini Cashmere goat breed. In total, 13,193 records on live body weight collected from 4788 Raeini Cashmere goats were used. According to Akanke's information criterion (AIC), the sing-trait random regression model included fourth-order Legendre polynomial for direct and maternal genetic effect; maternal and individual permanent environmental effect was the best model for estimating (co)variance components. The matrices of eigenvectors for (co)variances between random regression coefficients of direct additive genetic were used to calculate eigenfunctions, and different eigenvector indices were also constructed. The obtained results showed that the first eigenvalue explained 79.90% of total genetic variance. Therefore, changing the body weights applying the first eigenfunction will be obtained rapidly. Selection based on the first eigenvector will cause favorable positive genetic gains for all body weight considered from birth to 12 months of age. For modifying the growth trajectory in Raeini Cashmere goat, the selection should be based on the second eigenfunction. The second eigenvalue accounted for 14.41% of total genetic variance for body weights that is low in comparison with genetic variance explained by the first eigenvalue. The complex patterns of genetic change in growth trajectory observed under the third and fourth eigenfunction and low amount of genetic variance explained by the third and fourth eigenvalues.

FastSKAT: Sequence kernel association tests for very large sets of markers.

PubMed

Lumley, Thomas; Brody, Jennifer; Peloso, Gina; Morrison, Alanna; Rice, Kenneth

2018-06-22

The sequence kernel association test (SKAT) is widely used to test for associations between a phenotype and a set of genetic variants that are usually rare. Evaluating tail probabilities or quantiles of the null distribution for SKAT requires computing the eigenvalues of a matrix related to the genotype covariance between markers. Extracting the full set of eigenvalues of this matrix (an n×n matrix, for n subjects) has computational complexity proportional to n 3 . As SKAT is often used when n>104, this step becomes a major bottleneck in its use in practice. We therefore propose fastSKAT, a new computationally inexpensive but accurate approximations to the tail probabilities, in which the k largest eigenvalues of a weighted genotype covariance matrix or the largest singular values of a weighted genotype matrix are extracted, and a single term based on the Satterthwaite approximation is used for the remaining eigenvalues. While the method is not particularly sensitive to the choice of k, we also describe how to choose its value, and show how fastSKAT can automatically alert users to the rare cases where the choice may affect results. As well as providing faster implementation of SKAT, the new method also enables entirely new applications of SKAT that were not possible before; we give examples grouping variants by topologically associating domains, and comparing chromosome-wide association by class of histone marker. © 2018 WILEY PERIODICALS, INC.

A general MHD formulation for plasmas with flow and resistive walls

DOE Office of Scientific and Technical Information (OSTI.GOV)

Guazzotto, L.; Freidberg, J. P.; Betti, R.

2006-11-30

Toroidal rotation, either induced by means of neutral beams (e.g. in NSTX and DIII-D) or appearing spontaneously (e.g. in Alcator C-Mod, JET and Tore Supra) is routinely observed in modem tokamak experiments. Poloidal rotation is also commonly observed, in particular in the edge region of the plasma. Plasma rotation has a major effect on plasma stability. Flow and flow shear stabilize external modes such as the resistive wall mode (as observed e.g. in DIII-D), suppress turbulence when the flow shear is large enough, and also have a significant influence on the stability and nonlinear evolution of the internal kink andmore » ballooning modes. Flow shear can in particular have both a stabilizing (by breaking up unstable structures) and destabilizing (through the Kelvin-Helmoltz mechanism) effect. A self-consistent analysis of the effect of rotation requires the use of numerical tools. In this work, we present a general eigenvalue formulation based on a variational principle stability analysis, including arbitrary (both toroidal and poloidal) plasma rotation and a thin resistive wall of arbitrary shape and resistivity. It is shown that the problem can always be reduced to a classic eigenvalue formulation of the kind i{omega}A double underbar {center_dot} {zeta}-vector = B double underbar {center_dot} {zeta}-vector, where {zeta}-vector is the unknown eigenvector related to the plasma displacement, and {omega} the (complex) evolution frequency of the perturbation. The formulation is well suited for a finite element analysis.« less

Products of random matrices from fixed trace and induced Ginibre ensembles

NASA Astrophysics Data System (ADS)

Akemann, Gernot; Cikovic, Milan

2018-05-01

We investigate the microcanonical version of the complex induced Ginibre ensemble, by introducing a fixed trace constraint for its second moment. Like for the canonical Ginibre ensemble, its complex eigenvalues can be interpreted as a two-dimensional Coulomb gas, which are now subject to a constraint and a modified, collective confining potential. Despite the lack of determinantal structure in this fixed trace ensemble, we compute all its density correlation functions at finite matrix size and compare to a fixed trace ensemble of normal matrices, representing a different Coulomb gas. Our main tool of investigation is the Laplace transform, that maps back the fixed trace to the induced Ginibre ensemble. Products of random matrices have been used to study the Lyapunov and stability exponents for chaotic dynamical systems, where the latter are based on the complex eigenvalues of the product matrix. Because little is known about the universality of the eigenvalue distribution of such product matrices, we then study the product of m induced Ginibre matrices with a fixed trace constraint—which are clearly non-Gaussian—and M  ‑  m such Ginibre matrices without constraint. Using an m-fold inverse Laplace transform, we obtain a concise result for the spectral density of such a mixed product matrix at finite matrix size, for arbitrary fixed m and M. Very recently local and global universality was proven by the authors and their coworker for a more general, single elliptic fixed trace ensemble in the bulk of the spectrum. Here, we argue that the spectral density of mixed products is in the same universality class as the product of M independent induced Ginibre ensembles.

Multivariate Tensor-based Morphometry on Surfaces: Application to Mapping Ventricular Abnormalities in HIV/AIDS

PubMed Central

Wang, Yalin; Zhang, Jie; Gutman, Boris; Chan, Tony F.; Becker, James T.; Aizenstein, Howard J.; Lopez, Oscar L.; Tamburo, Robert J.; Toga, Arthur W.; Thompson, Paul M.

2010-01-01

Here we developed a new method, called multivariate tensor-based surface morphometry (TBM), and applied it to study lateral ventricular surface differences associated with HIV/AIDS. Using concepts from differential geometry and the theory of differential forms, we created mathematical structures known as holomorphic one-forms, to obtain an efficient and accurate conformal parameterization of the lateral ventricular surfaces in the brain. The new meshing approach also provides a natural way to register anatomical surfaces across subjects, and improves on prior methods as it handles surfaces that branch and join at complex 3D junctions. To analyze anatomical differences, we computed new statistics from the Riemannian surface metrics - these retain multivariate information on local surface geometry. We applied this framework to analyze lateral ventricular surface morphometry in 3D MRI data from 11 subjects with HIV/AIDS and 8 healthy controls. Our method detected a 3D profile of surface abnormalities even in this small sample. Multivariate statistics on the local tensors gave better effect sizes for detecting group differences, relative to other TBM-based methods including analysis of the Jacobian determinant, the largest and smallest eigenvalues of the surface metric, and the pair of eigenvalues of the Jacobian matrix. The resulting analysis pipeline may improve the power of surface-based morphometry studies of the brain. PMID:19900560

Krein signature for instability of PT-symmetric states

NASA Astrophysics Data System (ADS)

Chernyavsky, Alexander; Pelinovsky, Dmitry E.

2018-05-01

Krein quantity is introduced for isolated neutrally stable eigenvalues associated with the stationary states in the PT-symmetric nonlinear Schrödinger equation. Krein quantity is real and nonzero for simple eigenvalues but it vanishes if two simple eigenvalues coalesce into a defective eigenvalue. A necessary condition for bifurcation of unstable eigenvalues from the defective eigenvalue is proved. This condition requires the two simple eigenvalues before the coalescence point to have opposite Krein signatures. The theory is illustrated with several numerical examples motivated by recent publications in physics literature.

Chaotic, informational and synchronous behaviour of multiplex networks

NASA Astrophysics Data System (ADS)

Baptista, M. S.; Szmoski, R. M.; Pereira, R. F.; Pinto, S. E. De Souza

2016-03-01

The understanding of the relationship between topology and behaviour in interconnected networks would allow to charac- terise and predict behaviour in many real complex networks since both are usually not simultaneously known. Most previous studies have focused on the relationship between topology and synchronisation. In this work, we provide analytical formulas that shows how topology drives complex behaviour: chaos, information, and weak or strong synchronisation; in multiplex net- works with constant Jacobian. We also study this relationship numerically in multiplex networks of Hindmarsh-Rose neurons. Whereas behaviour in the analytically tractable network is a direct but not trivial consequence of the spectra of eigenvalues of the Laplacian matrix, where behaviour may strongly depend on the break of symmetry in the topology of interconnections, in Hindmarsh-Rose neural networks the nonlinear nature of the chemical synapses breaks the elegant mathematical connec- tion between the spectra of eigenvalues of the Laplacian matrix and the behaviour of the network, creating networks whose behaviour strongly depends on the nature (chemical or electrical) of the inter synapses.

Eigenspace perturbations for uncertainty estimation of single-point turbulence closures

NASA Astrophysics Data System (ADS)

Iaccarino, Gianluca; Mishra, Aashwin Ananda; Ghili, Saman

2017-02-01

Reynolds-averaged Navier-Stokes (RANS) models represent the workhorse for predicting turbulent flows in complex industrial applications. However, RANS closures introduce a significant degree of epistemic uncertainty in predictions due to the potential lack of validity of the assumptions utilized in model formulation. Estimating this uncertainty is a fundamental requirement for building confidence in such predictions. We outline a methodology to estimate this structural uncertainty, incorporating perturbations to the eigenvalues and the eigenvectors of the modeled Reynolds stress tensor. The mathematical foundations of this framework are derived and explicated. Thence, this framework is applied to a set of separated turbulent flows, while compared to numerical and experimental data and contrasted against the predictions of the eigenvalue-only perturbation methodology. It is exhibited that for separated flows, this framework is able to yield significant enhancement over the established eigenvalue perturbation methodology in explaining the discrepancy against experimental observations and high-fidelity simulations. Furthermore, uncertainty bounds of potential engineering utility can be estimated by performing five specific RANS simulations, reducing the computational expenditure on such an exercise.

Surrogate models for efficient stability analysis of brake systems

NASA Astrophysics Data System (ADS)

Nechak, Lyes; Gillot, Frédéric; Besset, Sébastien; Sinou, Jean-Jacques

2015-07-01

This study assesses capacities of the global sensitivity analysis combined together with the kriging formalism to be useful in the robust stability analysis of brake systems, which is too costly when performed with the classical complex eigenvalues analysis (CEA) based on finite element models (FEMs). By considering a simplified brake system, the global sensitivity analysis is first shown very helpful for understanding the effects of design parameters on the brake system's stability. This is allowed by the so-called Sobol indices which discriminate design parameters with respect to their influence on the stability. Consequently, only uncertainty of influent parameters is taken into account in the following step, namely, the surrogate modelling based on kriging. The latter is then demonstrated to be an interesting alternative to FEMs since it allowed, with a lower cost, an accurate estimation of the system's proportions of instability corresponding to the influent parameters.

Accounting for Sampling Error in Genetic Eigenvalues Using Random Matrix Theory.

PubMed

Sztepanacz, Jacqueline L; Blows, Mark W

2017-07-01

The distribution of genetic variance in multivariate phenotypes is characterized by the empirical spectral distribution of the eigenvalues of the genetic covariance matrix. Empirical estimates of genetic eigenvalues from random effects linear models are known to be overdispersed by sampling error, where large eigenvalues are biased upward, and small eigenvalues are biased downward. The overdispersion of the leading eigenvalues of sample covariance matrices have been demonstrated to conform to the Tracy-Widom (TW) distribution. Here we show that genetic eigenvalues estimated using restricted maximum likelihood (REML) in a multivariate random effects model with an unconstrained genetic covariance structure will also conform to the TW distribution after empirical scaling and centering. However, where estimation procedures using either REML or MCMC impose boundary constraints, the resulting genetic eigenvalues tend not be TW distributed. We show how using confidence intervals from sampling distributions of genetic eigenvalues without reference to the TW distribution is insufficient protection against mistaking sampling error as genetic variance, particularly when eigenvalues are small. By scaling such sampling distributions to the appropriate TW distribution, the critical value of the TW statistic can be used to determine if the magnitude of a genetic eigenvalue exceeds the sampling error for each eigenvalue in the spectral distribution of a given genetic covariance matrix. Copyright © 2017 by the Genetics Society of America.

Eigensensitivity analysis of rotating clamped uniform beams with the asymptotic numerical method

NASA Astrophysics Data System (ADS)

Bekhoucha, F.; Rechak, S.; Cadou, J. M.

2016-12-01

In this paper, free vibrations of a rotating clamped Euler-Bernoulli beams with uniform cross section are studied using continuation method, namely asymptotic numerical method. The governing equations of motion are derived using Lagrange's method. The kinetic and strain energy expression are derived from Rayleigh-Ritz method using a set of hybrid variables and based on a linear deflection assumption. The derived equations are transformed in two eigenvalue problems, where the first is a linear gyroscopic eigenvalue problem and presents the coupled lagging and stretch motions through gyroscopic terms. While the second is standard eigenvalue problem and corresponds to the flapping motion. Those two eigenvalue problems are transformed into two functionals treated by continuation method, the Asymptotic Numerical Method. New method proposed for the solution of the linear gyroscopic system based on an augmented system, which transforms the original problem to a standard form with real symmetric matrices. By using some techniques to resolve these singular problems by the continuation method, evolution curves of the natural frequencies against dimensionless angular velocity are determined. At high angular velocity, some singular points, due to the linear elastic assumption, are computed. Numerical tests of convergence are conducted and the obtained results are compared to the exact values. Results obtained by continuation are compared to those computed with discrete eigenvalue problem.

Analysis of the Pre-stack Split-Step Migration Operator Using Ritz Values

NASA Astrophysics Data System (ADS)

Kaplan, S. T.; Sacchi, M. D.

2009-05-01

The Born approximation for the acoustic wave-field is often used as a basis for developing algorithms in seismic imaging (migration). The approximation is linear, and, as such, can be written as a matrix-vector multiplication (Am=d). In the seismic imaging problem, d is seismic data (the recorded wave-field), and we aim to find the seismic reflectivity m (a representation of earth structure and properties) so that Am=d is satisfied. This is the often studied inverse problem of seismic migration, where given A and d, we solve for m. This can be done in a least-squares sense, so that the equation of interest is, AHAm = AHd. Hence, the solution m is largely dependent on the properties of AHA. The imaging Jacobian J provides an approximation to AHA, so that J-1AHA is, in a broad sense, better behaved then AHA. We attempt to quantify this last statement by providing an analysis of AHA and J-1AHA using their Ritz values, and for the particular case where A is built using a pre-stack split-step migration algorithm. Typically, one might try to analyze the behaviour of these matrices using their eigenvalue spectra. The difficulty in the analysis of AHA and J-1AHA lie in their size. For example, a subset of the relatively small Marmousi data set makes AHA a complex valued matrix with, roughly, dimensions of 45 million by 45 million (requiring, in single-precision, about 16 Peta-bytes of computer memory). In short, the size of the matrix makes its eigenvalues difficult to compute. Instead, we compute the leading principal minors of similar tridiagonal matrices, Bk=Vk-1AHAVk and Ck = Uk-1 J-1 AHAUk. These can be constructed using, for example, the Lanczos decomposition. Up to some value of k it is feasible to compute the eigenvalues of Bk and Ck which, in turn, are the Ritz values of, respectively, AHA and J-1 AHA, and may allow us to make quantitative statements about their behaviours.

COSAL: A black-box compressible stability analysis code for transition prediction in three-dimensional boundary layers

NASA Technical Reports Server (NTRS)

Malik, M. R.

1982-01-01

A fast computer code COSAL for transition prediction in three dimensional boundary layers using compressible stability analysis is described. The compressible stability eigenvalue problem is solved using a finite difference method, and the code is a black box in the sense that no guess of the eigenvalue is required from the user. Several optimization procedures were incorporated into COSAL to calculate integrated growth rates (N factor) for transition correlation for swept and tapered laminar flow control wings using the well known e to the Nth power method. A user's guide to the program is provided.

Complex energies and the polyelectronic Stark problem

NASA Astrophysics Data System (ADS)

Themelis, Spyros I.; Nicolaides, Cleanthes A.

2000-12-01

The problem of computing the energy shifts and widths of ground or excited N-electron atomic states perturbed by weak or strong static electric fields is dealt with by formulating a state-specific complex eigenvalue Schrödinger equation (CESE), where the complex energy contains the field-induced shift and width. The CESE is solved to all orders nonperturbatively, by using separately optimized N-electron function spaces, composed of real and complex one-electron functions, the latter being functions of a complex coordinate. The use of such spaces is a salient characteristic of the theory, leading to economy and manageability of calculation in terms of a two-step computational procedure. The first step involves only Hermitian matrices. The second adds complex functions and the overall computation becomes non-Hermitian. Aspects of the formalism and of computational strategy are compared with those of the complex absorption potential (CAP) method, which was recently applied for the calculation of field-induced complex energies in H and Li. Also compared are the numerical results of the two methods, and the questions of accuracy and convergence that were posed by Sahoo and Ho (Sahoo S and Ho Y K 2000 J. Phys. B: At. Mol. Opt. Phys. 33 2195) are explored further. We draw attention to the fact that, because in the region where the field strength is weak the tunnelling rate (imaginary part of the complex eigenvalue) diminishes exponentially, it is possible for even large-scale nonperturbative complex eigenvalue calculations either to fail completely or to produce seemingly stable results which, however, are wrong. It is in this context that the discrepancy in the width of Li 1s22s 2S between results obtained by the CAP method and those obtained by the CESE method is interpreted. We suggest that the very-weak-field regime must be computed by the golden rule, provided the continuum is represented accurately. In this respect, existing one-particle semiclassical formulae seem to be sufficient. In addition to the aforementioned comparisons and conclusions, we present a number of new results from the application of the state-specific CESE theory to the calculation of field-induced shifts and widths of the H n = 3 levels and of the prototypical Be 1s22s2 1S state, for a range of field strengths. Using the H n = 3 manifold as the example, it is shown how errors may occur for small values of the field, unless the function spaces are optimized carefully for each level.

The Modern Origin of Matrices and Their Applications

ERIC Educational Resources Information Center

Debnath, L.

2014-01-01

This paper deals with the modern development of matrices, linear transformations, quadratic forms and their applications to geometry and mechanics, eigenvalues, eigenvectors and characteristic equations with applications. Included are the representations of real and complex numbers, and quaternions by matrices, and isomorphism in order to show…

More insights into early brain development through statistical analyses of eigen-structural elements of diffusion tensor imaging using multivariate adaptive regression splines

PubMed Central

Chen, Yasheng; Zhu, Hongtu; An, Hongyu; Armao, Diane; Shen, Dinggang; Gilmore, John H.; Lin, Weili

2013-01-01

The aim of this study was to characterize the maturational changes of the three eigenvalues (λ1 ≥ λ2 ≥ λ3) of diffusion tensor imaging (DTI) during early postnatal life for more insights into early brain development. In order to overcome the limitations of using presumed growth trajectories for regression analysis, we employed Multivariate Adaptive Regression Splines (MARS) to derive data-driven growth trajectories for the three eigenvalues. We further employed Generalized Estimating Equations (GEE) to carry out statistical inferences on the growth trajectories obtained with MARS. With a total of 71 longitudinal datasets acquired from 29 healthy, full-term pediatric subjects, we found that the growth velocities of the three eigenvalues were highly correlated, but significantly different from each other. This paradox suggested the existence of mechanisms coordinating the maturations of the three eigenvalues even though different physiological origins may be responsible for their temporal evolutions. Furthermore, our results revealed the limitations of using the average of λ2 and λ3 as the radial diffusivity in interpreting DTI findings during early brain development because these two eigenvalues had significantly different growth velocities even in central white matter. In addition, based upon the three eigenvalues, we have documented the growth trajectory differences between central and peripheral white matter, between anterior and posterior limbs of internal capsule, and between inferior and superior longitudinal fasciculus. Taken together, we have demonstrated that more insights into early brain maturation can be gained through analyzing eigen-structural elements of DTI. PMID:23455648

Social inequality, lifestyles and health - a non-linear canonical correlation analysis based on the approach of Pierre Bourdieu.

PubMed

Grosse Frie, Kirstin; Janssen, Christian

2009-01-01

Based on the theoretical and empirical approach of Pierre Bourdieu, a multivariate non-linear method is introduced as an alternative way to analyse the complex relationships between social determinants and health. The analysis is based on face-to-face interviews with 695 randomly selected respondents aged 30 to 59. Variables regarding socio-economic status, life circumstances, lifestyles, health-related behaviour and health were chosen for the analysis. In order to determine whether the respondents can be differentiated and described based on these variables, a non-linear canonical correlation analysis (OVERALS) was performed. The results can be described on three dimensions; Eigenvalues add up to the fit of 1.444, which can be interpreted as approximately 50 % of explained variance. The three-dimensional space illustrates correspondences between variables and provides a framework for interpretation based on latent dimensions, which can be described by age, education, income and gender. Using non-linear canonical correlation analysis, health characteristics can be analysed in conjunction with socio-economic conditions and lifestyles. Based on Bourdieus theoretical approach, the complex correlations between these variables can be more substantially interpreted and presented.

Eigenfunctions and Eigenvalues for a Scalar Riemann-Hilbert Problem Associated to Inverse Scattering

NASA Astrophysics Data System (ADS)

Pelinovsky, Dmitry E.; Sulem, Catherine

A complete set of eigenfunctions is introduced within the Riemann-Hilbert formalism for spectral problems associated to some solvable nonlinear evolution equations. In particular, we consider the time-independent and time-dependent Schrödinger problems which are related to the KdV and KPI equations possessing solitons and lumps, respectively. Non-standard scalar products, orthogonality and completeness relations are derived for these problems. The complete set of eigenfunctions is used for perturbation theory and bifurcation analysis of eigenvalues supported by the potentials under perturbations. We classify two different types of bifurcations of new eigenvalues and analyze their characteristic features. One type corresponds to thresholdless generation of solitons in the KdV equation, while the other predicts a threshold for generation of lumps in the KPI equation.

Diagnosing Undersampling Biases in Monte Carlo Eigenvalue and Flux Tally Estimates

DOE Office of Scientific and Technical Information (OSTI.GOV)

Perfetti, Christopher M.; Rearden, Bradley T.; Marshall, William J.

2017-02-08

Here, this study focuses on understanding the phenomena in Monte Carlo simulations known as undersampling, in which Monte Carlo tally estimates may not encounter a sufficient number of particles during each generation to obtain unbiased tally estimates. Steady-state Monte Carlo simulations were performed using the KENO Monte Carlo tools within the SCALE code system for models of several burnup credit applications with varying degrees of spatial and isotopic complexities, and the incidence and impact of undersampling on eigenvalue and flux estimates were examined. Using an inadequate number of particle histories in each generation was found to produce a maximum bias of ~100 pcm in eigenvalue estimates and biases that exceeded 10% in fuel pin flux tally estimates. Having quantified the potential magnitude of undersampling biases in eigenvalue and flux tally estimates in these systems, this study then investigated whether Markov Chain Monte Carlo convergence metrics could be integrated into Monte Carlo simulations to predict the onset and magnitude of undersampling biases. Five potential metrics for identifying undersampling biases were implemented in the SCALE code system and evaluated for their ability to predict undersampling biases by comparing the test metric scores with the observed undersampling biases. Finally, of the five convergence metrics that were investigated, three (the Heidelberger-Welch relative half-width, the Gelman-Rubin more » $$\\hat{R}_c$$ diagnostic, and tally entropy) showed the potential to accurately predict the behavior of undersampling biases in the responses examined.« less

Diagnosing Undersampling in Monte Carlo Eigenvalue and Flux Tally Estimates

DOE Office of Scientific and Technical Information (OSTI.GOV)

Perfetti, Christopher M; Rearden, Bradley T

2015-01-01

This study explored the impact of undersampling on the accuracy of tally estimates in Monte Carlo (MC) calculations. Steady-state MC simulations were performed for models of several critical systems with varying degrees of spatial and isotopic complexity, and the impact of undersampling on eigenvalue and fuel pin flux/fission estimates was examined. This study observed biases in MC eigenvalue estimates as large as several percent and biases in fuel pin flux/fission tally estimates that exceeded tens, and in some cases hundreds, of percent. This study also investigated five statistical metrics for predicting the occurrence of undersampling biases in MC simulations. Threemore » of the metrics (the Heidelberger-Welch RHW, the Geweke Z-Score, and the Gelman-Rubin diagnostics) are commonly used for diagnosing the convergence of Markov chains, and two of the methods (the Contributing Particles per Generation and Tally Entropy) are new convergence metrics developed in the course of this study. These metrics were implemented in the KENO MC code within the SCALE code system and were evaluated for their reliability at predicting the onset and magnitude of undersampling biases in MC eigenvalue and flux tally estimates in two of the critical models. Of the five methods investigated, the Heidelberger-Welch RHW, the Gelman-Rubin diagnostics, and Tally Entropy produced test metrics that correlated strongly to the size of the observed undersampling biases, indicating their potential to effectively predict the size and prevalence of undersampling biases in MC simulations.« less

Spectral analysis for weighted tree-like fractals

NASA Astrophysics Data System (ADS)

Dai, Meifeng; Chen, Yufei; Wang, Xiaoqian; Sun, Yu; Su, Weiyi

2018-02-01

Much information about the structural properties and dynamical aspects of a network is measured by the eigenvalues of its normalized Laplacian matrix. In this paper, we aim to present a study on the spectra of the normalized Laplacian of weighted tree-like fractals. We analytically obtain the relationship between the eigenvalues and their multiplicities for two successive generations. As an example of application of these results, we then derive closed-form expressions for their multiplicative Kirchhoff index and Kemeny's constant.

Cluster structure in the correlation coefficient matrix can be characterized by abnormal eigenvalues

NASA Astrophysics Data System (ADS)

Nie, Chun-Xiao

2018-02-01

In a large number of previous studies, the researchers found that some of the eigenvalues of the financial correlation matrix were greater than the predicted values of the random matrix theory (RMT). Here, we call these eigenvalues as abnormal eigenvalues. In order to reveal the hidden meaning of these abnormal eigenvalues, we study the toy model with cluster structure and find that these eigenvalues are related to the cluster structure of the correlation coefficient matrix. In this paper, model-based experiments show that in most cases, the number of abnormal eigenvalues of the correlation matrix is equal to the number of clusters. In addition, empirical studies show that the sum of the abnormal eigenvalues is related to the clarity of the cluster structure and is negatively correlated with the correlation dimension.

Solid Rocket Motor Combustion Instability Modeling in COMSOL Multiphysics

NASA Technical Reports Server (NTRS)

Fischbach, S. R.

2015-01-01

Combustion instability modeling of Solid Rocket Motors (SRM) remains a topic of active research. Many rockets display violent fluctuations in pressure, velocity, and temperature originating from the complex interactions between the combustion process, acoustics, and steady-state gas dynamics. Recent advances in defining the energy transport of disturbances within steady flow-fields have been applied by combustion stability modelers to improve the analysis framework. Employing this more accurate global energy balance requires a higher fidelity model of the SRM flow-field and acoustic mode shapes. The current industry standard analysis tool utilizes a one dimensional analysis of the time dependent fluid dynamics along with a quasi-three dimensional propellant grain regression model to determine the SRM ballistics. The code then couples with another application that calculates the eigenvalues of the one dimensional homogenous wave equation. The mean flow parameters and acoustic normal modes are coupled to evaluate the stability theory developed and popularized by Culick. The assumption of a linear, non-dissipative wave in a quiescent fluid remains valid while acoustic amplitudes are small and local gas velocities stay below Mach 0.2. The current study employs the COMSOL Multiphysics finite element framework to model the steady flow-field parameters and acoustic normal modes of a generic SRM. This work builds upon previous efforts to verify the use of the acoustic velocity potential equation (AVPE) laid out by Campos. The acoustic velocity potential (psi) describing the acoustic wave motion in the presence of an inhomogeneous steady high-speed flow is defined by, del squared psi - (lambda/c) squared psi - M x [M x del((del)(psi))] - 2((lambda)(M)/c + M x del(M) x (del)(psi) - 2(lambda)(psi)[M x del(1/c)] = 0. with M as the Mach vector, c as the speed of sound, and ? as the complex eigenvalue. The study requires one way coupling of the CFD High Mach Number Flow (HMNF) and mathematics module. The HMNF module evaluates the gas flow inside of a SRM using St. Robert's law to model the solid propellant burn rate, slip boundary conditions, and the supersonic outflow condition. Results from the HMNF model are verified by comparing the pertinent ballistics parameters with the industry standard code outputs (i.e. pressure drop, axial velocity, exit velocity). These results are then used by the coefficient form of the mathematics module to determine the complex eigenvalues of the AVPE. The mathematics model is truncated at the nozzle sonic line, where a zero flux boundary condition is self-satisfying. The remaining boundaries are modeled with a zero flux boundary condition, assuming zero acoustic absorption on all surfaces. The one way coupled analysis is perform four times utilizing geometries determined through traditional SRM modeling procedures. The results of the steady-state CFD and AVPE analyses are used to calculate the linear acoustic growth rate as is defined by Flandro and Jacob. In order to verify the process implemented within COMSOL we first employ the Culick theory and compare the results with the industry standard. After the process is verified, the Flandro/Jacob energy balance theory is employed and results displayed.

Evaluation of MARC for the analysis of rotating composite blades

NASA Technical Reports Server (NTRS)

Bartos, Karen F.; Ernst, Michael A.

1993-01-01

The suitability of the MARC code for the analysis of rotating composite blades was evaluated using a four-task process. A nonlinear displacement analysis and subsequent eigenvalue analysis were performed on a rotating spring mass system to ensure that displacement-dependent centrifugal forces were accounted for in the eigenvalue analysis. Normal modes analyses were conducted on isotropic plates with various degrees of twist to evaluate MARC's ability to handle blade twist. Normal modes analyses were conducted on flat composite plates to validate the newly developed coupled COBSTRAN-MARC methodology. Finally, normal modes analyses were conducted on four composite propfan blades that were designed, analyzed, and fabricated at NASA Lewis Research Center. Results were compared with experimental data. The research documented herein presents MARC as a viable tool for the analysis of rotating composite blades.

Evaluation of MARC for the analysis of rotating composite blades

NASA Astrophysics Data System (ADS)

Bartos, Karen F.; Ernst, Michael A.

1993-03-01

The suitability of the MARC code for the analysis of rotating composite blades was evaluated using a four-task process. A nonlinear displacement analysis and subsequent eigenvalue analysis were performed on a rotating spring mass system to ensure that displacement-dependent centrifugal forces were accounted for in the eigenvalue analysis. Normal modes analyses were conducted on isotropic plates with various degrees of twist to evaluate MARC's ability to handle blade twist. Normal modes analyses were conducted on flat composite plates to validate the newly developed coupled COBSTRAN-MARC methodology. Finally, normal modes analyses were conducted on four composite propfan blades that were designed, analyzed, and fabricated at NASA Lewis Research Center. Results were compared with experimental data. The research documented herein presents MARC as a viable tool for the analysis of rotating composite blades.

A Simple Deep Learning Method for Neuronal Spike Sorting

NASA Astrophysics Data System (ADS)

Yang, Kai; Wu, Haifeng; Zeng, Yu

2017-10-01

Spike sorting is one of key technique to understand brain activity. With the development of modern electrophysiology technology, some recent multi-electrode technologies have been able to record the activity of thousands of neuronal spikes simultaneously. The spike sorting in this case will increase the computational complexity of conventional sorting algorithms. In this paper, we will focus spike sorting on how to reduce the complexity, and introduce a deep learning algorithm, principal component analysis network (PCANet) to spike sorting. The introduced method starts from a conventional model and establish a Toeplitz matrix. Through the column vectors in the matrix, we trains a PCANet, where some eigenvalue vectors of spikes could be extracted. Finally, support vector machine (SVM) is used to sort spikes. In experiments, we choose two groups of simulated data from public databases availably and compare this introduced method with conventional methods. The results indicate that the introduced method indeed has lower complexity with the same sorting errors as the conventional methods.

Fast Eigensolver for Computing 3D Earth's Normal Modes

NASA Astrophysics Data System (ADS)

Shi, J.; De Hoop, M. V.; Li, R.; Xi, Y.; Saad, Y.

2017-12-01

We present a novel parallel computational approach to compute Earth's normal modes. We discretize Earth via an unstructured tetrahedral mesh and apply the continuous Galerkin finite element method to the elasto-gravitational system. To resolve the eigenvalue pollution issue, following the analysis separating the seismic point spectrum, we utilize explicitly a representation of the displacement for describing the oscillations of the non-seismic modes in the fluid outer core. Effectively, we separate out the essential spectrum which is naturally related to the Brunt-Väisälä frequency. We introduce two Lanczos approaches with polynomial and rational filtering for solving this generalized eigenvalue problem in prescribed intervals. The polynomial filtering technique only accesses the matrix pair through matrix-vector products and is an ideal candidate for solving three-dimensional large-scale eigenvalue problems. The matrix-free scheme allows us to deal with fluid separation and self-gravitation in an efficient way, while the standard shift-and-invert method typically needs an explicit shifted matrix and its factorization. The rational filtering method converges much faster than the standard shift-and-invert procedure when computing all the eigenvalues inside an interval. Both two Lanczos approaches solve for the internal eigenvalues extremely accurately, comparing with the standard eigensolver. In our computational experiments, we compare our results with the radial earth model benchmark, and visualize the normal modes using vector plots to illustrate the properties of the displacements in different modes.

Analysis of Preconditioning and Relaxation Operators for the Discontinuous Galerkin Method Applied to Diffusion

NASA Technical Reports Server (NTRS)

Atkins, H. L.; Shu, Chi-Wang

2001-01-01

The explicit stability constraint of the discontinuous Galerkin method applied to the diffusion operator decreases dramatically as the order of the method is increased. Block Jacobi and block Gauss-Seidel preconditioner operators are examined for their effectiveness at accelerating convergence. A Fourier analysis for methods of order 2 through 6 reveals that both preconditioner operators bound the eigenvalues of the discrete spatial operator. Additionally, in one dimension, the eigenvalues are grouped into two or three regions that are invariant with order of the method. Local relaxation methods are constructed that rapidly damp high frequencies for arbitrarily large time step.

Random matrix approach to cross correlations in financial data

NASA Astrophysics Data System (ADS)

Plerou, Vasiliki; Gopikrishnan, Parameswaran; Rosenow, Bernd; Amaral, Luís A.; Guhr, Thomas; Stanley, H. Eugene

2002-06-01

We analyze cross correlations between price fluctuations of different stocks using methods of random matrix theory (RMT). Using two large databases, we calculate cross-correlation matrices C of returns constructed from (i) 30-min returns of 1000 US stocks for the 2-yr period 1994-1995, (ii) 30-min returns of 881 US stocks for the 2-yr period 1996-1997, and (iii) 1-day returns of 422 US stocks for the 35-yr period 1962-1996. We test the statistics of the eigenvalues λi of C against a ``null hypothesis'' - a random correlation matrix constructed from mutually uncorrelated time series. We find that a majority of the eigenvalues of C fall within the RMT bounds [λ-,λ+] for the eigenvalues of random correlation matrices. We test the eigenvalues of C within the RMT bound for universal properties of random matrices and find good agreement with the results for the Gaussian orthogonal ensemble of random matrices-implying a large degree of randomness in the measured cross-correlation coefficients. Further, we find that the distribution of eigenvector components for the eigenvectors corresponding to the eigenvalues outside the RMT bound display systematic deviations from the RMT prediction. In addition, we find that these ``deviating eigenvectors'' are stable in time. We analyze the components of the deviating eigenvectors and find that the largest eigenvalue corresponds to an influence common to all stocks. Our analysis of the remaining deviating eigenvectors shows distinct groups, whose identities correspond to conventionally identified business sectors. Finally, we discuss applications to the construction of portfolios of stocks that have a stable ratio of risk to return.

Eigenvalue Contributon Estimator for Sensitivity Calculations with TSUNAMI-3D

DOE Office of Scientific and Technical Information (OSTI.GOV)

Rearden, Bradley T; Williams, Mark L

2007-01-01

Since the release of the Tools for Sensitivity and Uncertainty Analysis Methodology Implementation (TSUNAMI) codes in SCALE [1], the use of sensitivity and uncertainty analysis techniques for criticality safety applications has greatly increased within the user community. In general, sensitivity and uncertainty analysis is transitioning from a technique used only by specialists to a practical tool in routine use. With the desire to use the tool more routinely comes the need to improve the solution methodology to reduce the input and computational burden on the user. This paper reviews the current solution methodology of the Monte Carlo eigenvalue sensitivity analysismore » sequence TSUNAMI-3D, describes an alternative approach, and presents results from both methodologies.« less

Computation of eigenpairs of Ax = lambda Bx for vibrations of spinning deformable bodies

NASA Technical Reports Server (NTRS)

Utku, S.; Clemente, J. L. M.

1984-01-01

It is shown that, when linear theory is used, the general eigenvalue problem related with the free vibrations of spinning deformable bodies is of the type AX = lambda Bx, where A is Hermitian, and B is real positive definite. Since the order n of the matrices may be large, and A and B are banded or block banded, due to the economics of the numerical solution, one is interested in obtaining only those eigenvalues which fall within the frequency band of interest of the problem. The paper extends the well known method of bisections and iteration of R to the n power to n dimensional complex spaces, i.e., to C to the n power, so that it can be applied to the present problem.

Sloppy-model universality class and the Vandermonde matrix.

PubMed

Waterfall, Joshua J; Casey, Fergal P; Gutenkunst, Ryan N; Brown, Kevin S; Myers, Christopher R; Brouwer, Piet W; Elser, Veit; Sethna, James P

2006-10-13

In a variety of contexts, physicists study complex, nonlinear models with many unknown or tunable parameters to explain experimental data. We explain why such systems so often are sloppy: the system behavior depends only on a few "stiff" combinations of the parameters and is unchanged as other "sloppy" parameter combinations vary by orders of magnitude. We observe that the eigenvalue spectra for the sensitivity of sloppy models have a striking, characteristic form with a density of logarithms of eigenvalues which is roughly constant over a large range. We suggest that the common features of sloppy models indicate that they may belong to a common universality class. In particular, we motivate focusing on a Vandermonde ensemble of multiparameter nonlinear models and show in one limit that they exhibit the universal features of sloppy models.

Calculation of skin-stiffener interface stresses in stiffened composite panels

NASA Technical Reports Server (NTRS)

Cohen, David; Hyer, Michael W.

1987-01-01

A method for computing the skin-stiffener interface stresses in stiffened composite panels is developed. Both geometrically linear and nonlinear analyses are considered. Particular attention is given to the flange termination region where stresses are expected to exhibit unbounded characteristics. The method is based on a finite-element analysis and an elasticity solution. The finite-element analysis is standard, while the elasticity solution is based on an eigenvalue expansion of the stress functions. The eigenvalue expansion is assumed to be valid in the local flange termination region and is coupled with the finite-element analysis using collocation of stresses on the local region boundaries. Accuracy and convergence of the local elasticity solution are assessed using a geometrically linear analysis. Using this analysis procedure, the influence of geometric nonlinearities and stiffener parameters on the skin-stiffener interface stresses is evaluated.

Low temperature EPR investigation of Co2+ ion doped into rutile TiO2 single crystal: Experiments and simulations

NASA Astrophysics Data System (ADS)

Zerentürk, A.; Açıkgöz, M.; Kazan, S.; Yıldız, F.; Aktaş, B.

2017-02-01

In this paper, we present the results of X-band EPR spectra of Co2+ ion doped rutile (TiO2) which is one of the most promising memristor material. We obtained the angular variation of spectra in three mutually perpendicular planes at liquid helium (7-13 K) temperatures. Since the impurity ions have ½ effective spin and 7/2 nuclear spin, a relatively simple spin Hamiltonian containing only electronic Zeeman and hyperfine terms was utilized. Two different methods were used in theoretical analysis. Firstly, a linear regression analysis of spectra based on perturbation theory was studied. However, this approach is not sufficient for analyzing Co+2 spectra and leads to complex eigenvectors for G and A tensors due to large anisotropy of eigenvalues. Therefore, all spectra were analyzed again with exact diagonalization of spin Hamiltonian and the high accuracy eigenvalues and eigenvectors of G and A tensors were obtained by taking into account the effect of small sample misalignment from the exact crystallographic planes due to experimental conditions. Our results show that eigen-axes of g and A tensors are parallel to crystallographic directions. Hence, our EPR experiments proves that Co2+ ions substitute for Ti4+ ions in lattice. The obtained principal values of g tensor are gx=2.110(6), gy=5.890(2), gz=3.725(7) and principal values of hyperfine tensor are Ax=42.4, Ay=152.7, Az=26 (in 10-4/cm).

Coherence analysis of a class of weighted networks

NASA Astrophysics Data System (ADS)

Dai, Meifeng; He, Jiaojiao; Zong, Yue; Ju, Tingting; Sun, Yu; Su, Weiyi

2018-04-01

This paper investigates consensus dynamics in a dynamical system with additive stochastic disturbances that is characterized as network coherence by using the Laplacian spectrum. We introduce a class of weighted networks based on a complete graph and investigate the first- and second-order network coherence quantifying as the sum and square sum of reciprocals of all nonzero Laplacian eigenvalues. First, the recursive relationship of its eigenvalues at two successive generations of Laplacian matrix is deduced. Then, we compute the sum and square sum of reciprocal of all nonzero Laplacian eigenvalues. The obtained results show that the scalings of first- and second-order coherence with network size obey four and five laws, respectively, along with the range of the weight factor. Finally, it indicates that the scalings of our studied networks are smaller than other studied networks when 1/√{d }

Quantum damped oscillator I: Dissipation and resonances

NASA Astrophysics Data System (ADS)

Chruściński, Dariusz; Jurkowski, Jacek

2006-04-01

Quantization of a damped harmonic oscillator leads to so called Bateman’s dual system. The corresponding Bateman’s Hamiltonian, being a self-adjoint operator, displays the discrete family of complex eigenvalues. We show that they correspond to the poles of energy eigenvectors and the corresponding resolvent operator when continued to the complex energy plane. Therefore, the corresponding generalized eigenvectors may be interpreted as resonant states which are responsible for the irreversible quantum dynamics of a damped harmonic oscillator.

Optimal Periodic Control Theory.

DTIC Science & Technology

1980-08-01

single pair of complex eigenvalues are restricted to the unit circle in the complex plane . This is shown by first applying the reciprocity property to a...figure 6.2a and for H in figure 6.2b. Traversing the right half plot of figure 6.1a in a counter-clockwise direction, beginning at the origin...respectively. Only the lower half of the plots are shown because this region provides the solutions of most interest to the optimal periodic control problem

Complex band structures of transition metal dichalcogenide monolayers with spin-orbit coupling effects

NASA Astrophysics Data System (ADS)

Szczęśniak, Dominik; Ennaoui, Ahmed; Ahzi, Saïd

2016-09-01

Recently, the transition metal dichalcogenides have attracted renewed attention due to the potential use of their low-dimensional forms in both nano- and opto-electronics. In such applications, the electronic and transport properties of monolayer transition metal dichalcogenides play a pivotal role. The present paper provides a new insight into these essential properties by studying the complex band structures of popular transition metal dichalcogenide monolayers (MX 2, where M  =  Mo, W; X  =  S, Se, Te) while including spin-orbit coupling effects. The conducted symmetry-based tight-binding calculations show that the analytical continuation from the real band structures to the complex momentum space leads to nonlinear generalized eigenvalue problems. Herein an efficient method for solving such a class of nonlinear problems is presented and yields a complete set of physically relevant eigenvalues. Solutions obtained by this method are characterized and classified into propagating and evanescent states, where the latter states manifest not only monotonic but also oscillatory decay character. It is observed that some of the oscillatory evanescent states create characteristic complex loops at the direct band gap of MX 2 monolayers, where electrons can directly tunnel between the band gap edges. To describe these tunneling currents, decay behavior of electronic states in the forbidden energy region is elucidated and their importance within the ballistic transport regime is briefly discussed.

The Spectral Web of stationary plasma equilibria. I. General theory

NASA Astrophysics Data System (ADS)

Goedbloed, J. P.

2018-03-01

A new approach to computing the complex spectrum of magnetohydrodynamic waves and instabilities of moving plasmas is presented. It is based on the concept of the Spectral Web, exploiting the self-adjointness of the generalized Frieman-Rotenberg force operator, G, and the Doppler-Coriolis gradient operator parallel to the velocity, U. The problem is solved with an open boundary, where the complementary energy Wcom represents the amount of energy to be delivered to or extracted from the system to maintain a harmonic time-dependence. The eigenvalues are connected by a system of curves in the complex ω-plane, the solution path and the conjugate path (where Wcom is real or imaginary) which together constitute the Spectral Web, having a characteristic geometry that has to be clarified yet, but that has a deep physical significance. It is obtained by straightforward contour plotting of the two paths. The complex eigenvalues, within a specified rectangle of the complex ω-plane, are found by fast, reliable, and accurate iterations. Real and complex oscillation theorems, replacing the familiar tool of counting nodes of eigenfunctions, provide an associated mechanism of mode tracking along the two paths. The Spectral Web method is generalized to toroidal systems and extended to include a resistive wall by accounting for the dissipation in such a wall. It is applied in an accompanying Paper II [J. P. Goedbloed, Phys. Plasmas 25, 032110 (2018).] to a multitude of the basic fundamental instabilities operating in cylindrical plasmas.

Large computer simulations on elastic networks: Small eigenvalues and eigenvalue spectra of the Kirchhoff matrix

NASA Astrophysics Data System (ADS)

Shy, L. Y.; Eichinger, B. E.

1989-05-01

Computer simulations of the formation of trifunctional and tetrafunctional polydimethyl-siloxane networks that are crosslinked by condensation of telechelic chains with multifunctional crosslinking agents have been carried out on systems containing up to 1.05×106 chains. Eigenvalue spectra of Kirchhoff matrices for these networks have been evaluated at two levels of approximation: (1) inclusion of all midchain modes, and (2) suppression of midchain modes. By use of the recursion method of Haydock and Nex, we have been able to effectively diagonalize matrices with 730 498 rows and columns without actually constructing matrices of this size. The small eigenvalues have been computed by use of the Lanczos algorithm. We demonstrate the following results: (1) The smallest eigenvalues (with chain modes suppressed) vary as μ-2/3 for sufficiently large μ, where μ is the number of junctions in the network; (2) the eigenvalue spectra of the Kirchhoff matrices are well described by McKay's theory for random regular graphs in the range of the larger eigenvalues, but there are significant departures in the region of small eigenvalues where computed spectra have many more small eigenvalues than random regular graphs; (3) the smallest eigenvalues vary as n-1.78 where n is the number of Rouse beads in the chains that comprise the network. Computations are done for both monodisperse and polydisperse chain length distributions. Large eigenvalues associated with localized motion of the junctions are found as predicted by theory. The relationship between the small eigenvalues and the equilibrium modulus of elasticity is discussed, as is the relationship between viscoelasticity and the band edge of the spectrum.

A spectral approach for the stability analysis of turbulent open-channel flows over granular beds

NASA Astrophysics Data System (ADS)

Camporeale, C.; Canuto, C.; Ridolfi, L.

2012-01-01

A novel Orr-Sommerfeld-like equation for gravity-driven turbulent open-channel flows over a granular erodible bed is here derived, and the linear stability analysis is developed. The whole spectrum of eigenvalues and eigenvectors of the complete generalized eigenvalue problem is computed and analyzed. The fourth-order eigenvalue problem presents singular non-polynomial coefficients with non-homogenous Robin-type boundary conditions that involve first and second derivatives. Furthermore, the Exner condition is imposed at an internal point. We propose a numerical discretization of spectral type based on a single-domain Galerkin scheme. In order to manage the presence of singular coefficients, some properties of Jacobi polynomials have been carefully blended with numerical integration of Gauss-Legendre type. The results show a positive agreement with the classical experimental data and allow one to relate the different types of instability to such parameters as the Froude number, wavenumber, and the roughness scale. The eigenfunctions allow two types of boundary layers to be distinguished, scaling, respectively, with the roughness height and the saltation layer for the bedload sediment transport.

A proposed method for enhanced eigen-pair extraction using finite element methods: Theory and application

NASA Technical Reports Server (NTRS)

Jara-Almonte, J.; Mitchell, L. D.

1988-01-01

The paper covers two distinct parts: theory and application. The goal of this work was the reduction of model size with an increase in eigenvalue/vector accuracy. This method is ideal for the condensation of large truss- or beam-type structures. The theoretical approach involves the conversion of a continuum transfer matrix beam element into an 'Exact' dynamic stiffness element. This formulation is implemented in a finite element environment. This results in the need to solve a transcendental eigenvalue problem. Once the eigenvalue is determined the eigenvectors can be reconstructed with any desired spatial precision. No discretization limitations are imposed on the reconstruction. The results of such a combined finite element and transfer matrix formulation is a much smaller FEM eigenvalue problem. This formulation has the ability to extract higher eigenvalues as easily and as accurately as lower eigenvalues. Moreover, one can extract many more eigenvalues/vectors from the model than the number of degrees of freedom in the FEM formulation. Typically, the number of eigenvalues accurately extractable via the 'Exact' element method are at least 8 times the number of degrees of freedom. In contrast, the FEM usually extracts one accurate (within 5 percent) eigenvalue for each 3-4 degrees of freedom. The 'Exact' element results in a 20-30 improvement in the number of accurately extractable eigenvalues and eigenvectors.

Modal interaction in linear dynamic systems near degenerate modes

NASA Technical Reports Server (NTRS)

Afolabi, D.

1991-01-01

In various problems in structural dynamics, the eigenvalues of a linear system depend on a characteristic parameter of the system. Under certain conditions, two eigenvalues of the system approach each other as the characteristic parameter is varied, leading to modal interaction. In a system with conservative coupling, the two eigenvalues eventually repel each other, leading to the curve veering effect. In a system with nonconservative coupling, the eigenvalues continue to attract each other, eventually colliding, leading to eigenvalue degeneracy. Modal interaction is studied in linear systems with conservative and nonconservative coupling using singularity theory, sometimes known as catastrophe theory. The main result is this: eigenvalue degeneracy is a cause of instability; in systems with conservative coupling, it induces only geometric instability, whereas in systems with nonconservative coupling, eigenvalue degeneracy induces both geometric and elastic instability. Illustrative examples of mechanical systems are given.

Dimensionality of genomic information and performance of the Algorithm for Proven and Young for different livestock species.

PubMed

Pocrnic, Ivan; Lourenco, Daniela A L; Masuda, Yutaka; Misztal, Ignacy

2016-10-31

A genomic relationship matrix (GRM) can be inverted efficiently with the Algorithm for Proven and Young (APY) through recursion on a small number of core animals. The number of core animals is theoretically linked to effective population size (N e ). In a simulation study, the optimal number of core animals was equal to the number of largest eigenvalues of GRM that explained 98% of its variation. The purpose of this study was to find the optimal number of core animals and estimate N e for different species. Datasets included phenotypes, pedigrees, and genotypes for populations of Holstein, Jersey, and Angus cattle, pigs, and broiler chickens. The number of genotyped animals varied from 15,000 for broiler chickens to 77,000 for Holsteins, and the number of single-nucleotide polymorphisms used for genomic prediction varied from 37,000 to 61,000. Eigenvalue decomposition of the GRM for each population determined numbers of largest eigenvalues corresponding to 90, 95, 98, and 99% of variation. The number of eigenvalues corresponding to 90% (98%) of variation was 4527 (14,026) for Holstein, 3325 (11,500) for Jersey, 3654 (10,605) for Angus, 1239 (4103) for pig, and 1655 (4171) for broiler chicken. Each trait in each species was analyzed using the APY inverse of the GRM with randomly selected core animals, and their number was equal to the number of largest eigenvalues. Realized accuracies peaked with the number of core animals corresponding to 98% of variation for Holstein and Jersey and closer to 99% for other breed/species. N e was estimated based on comparisons of eigenvalue decomposition in a simulation study. Assuming a genome length of 30 Morgan, N e was equal to 149 for Holsteins, 101 for Jerseys, 113 for Angus, 32 for pigs, and 44 for broilers. Eigenvalue profiles of GRM for common species are similar to those in simulation studies although they are affected by number of genotyped animals and genotyping quality. For all investigated species, the APY required less than 15,000 core animals. Realized accuracies were equal or greater with the APY inverse than with regular inversion. Eigenvalue analysis of GRM can provide a realistic estimate of N e .

Voxel-Wise Comparisons of the Morphology of Diffusion Tensors Across Groups of Experimental Subjects

PubMed Central

Bansal, Ravi; Staib, Lawrence H.; Plessen, Kerstin J.; Xu, Dongrong; Royal, Jason; Peterson, Bradley S.

2007-01-01

Water molecules in the brain diffuse preferentially along the fiber tracts within white matter, which form the anatomical connections across spatially distant brain regions. A diffusion tensor (DT) is a probabilistic ellipsoid composed of 3 orthogonal vectors, each having a direction and an associated scalar magnitude, that represent the probability of water molecules diffusing in each of those directions. The 3D morphologies of DTs can be compared across groups of subjects to reveal disruptions in structural organization and neuroanatomical connectivity of the brains of persons with various neuropsychiatric illnesses. Comparisons of tensor morphology across groups have typically been performed on scalar measures of diffusivity, such as Fractional Anisotropy (FA), rather than directly on the complex 3D morphologies of DTs. Scalar measures, however, are related in nonlinear ways to the eigenvalues and eigenvectors that create the 3D morphologies of DTs. We present a mathematical framework that permits the direct comparison across groups of mean eigenvalues and eigenvectors of individual DTs. We show that group-mean eigenvalues and eigenvectors are multivariate Gaussian distributed, and we use the Delta method to compute their approximate covariance matrices. Our results show that the theoretically computed Mean Tensor (MT) eigenvectors and eigenvalues match well with their respective true values. Furthermore, a comparison of synthetically generated groups of DTs highlights the limitations of using FA to detect group differences. Finally, analyses of in vivo DT data using our method reveal significant between-group differences in diffusivity along fiber tracts within white matter, whereas analyses based on FA values failed to detect some of these differences. PMID:18006284

Consensus Algorithms for Networks of Systems with Second- and Higher-Order Dynamics

NASA Astrophysics Data System (ADS)

Fruhnert, Michael

This thesis considers homogeneous networks of linear systems. We consider linear feedback controllers and require that the directed graph associated with the network contains a spanning tree and systems are stabilizable. We show that, in continuous-time, consensus with a guaranteed rate of convergence can always be achieved using linear state feedback. For networks of continuous-time second-order systems, we provide a new and simple derivation of the conditions for a second-order polynomials with complex coefficients to be Hurwitz. We apply this result to obtain necessary and sufficient conditions to achieve consensus with networks whose graph Laplacian matrix may have complex eigenvalues. Based on the conditions found, methods to compute feedback gains are proposed. We show that gains can be chosen such that consensus is achieved robustly over a variety of communication structures and system dynamics. We also consider the use of static output feedback. For networks of discrete-time second-order systems, we provide a new and simple derivation of the conditions for a second-order polynomials with complex coefficients to be Schur. We apply this result to obtain necessary and sufficient conditions to achieve consensus with networks whose graph Laplacian matrix may have complex eigenvalues. We show that consensus can always be achieved for marginally stable systems and discretized systems. Simple conditions for consensus achieving controllers are obtained when the Laplacian eigenvalues are all real. For networks of continuous-time time-variant higher-order systems, we show that uniform consensus can always be achieved if systems are quadratically stabilizable. In this case, we provide a simple condition to obtain a linear feedback control. For networks of discrete-time higher-order systems, we show that constant gains can be chosen such that consensus is achieved for a variety of network topologies. First, we develop simple results for networks of time-invariant systems and networks of time-variant systems that are given in controllable canonical form. Second, we formulate the problem in terms of Linear Matrix Inequalities (LMIs). The condition found simplifies the design process and avoids the parallel solution of multiple LMIs. The result yields a modified Algebraic Riccati Equation (ARE) for which we present an equivalent LMI condition.

Vibration analysis of rotor systems using reduced subsystem models

NASA Technical Reports Server (NTRS)

Fan, Uei-Jiun; Noah, Sherif T.

1989-01-01

A general impedance method using reduced submodels has been developed for the linear dynamic analysis of rotor systems. Formulated in terms of either modal or physical coordinates of the subsystems, the method enables imbalance responses at specific locations of the rotor systems to be efficiently determined from a small number of 'master' degrees of freedom. To demonstrate the capability of this impedance approach, the Space Shuttle Main Engine high-pressure oxygen turbopump has been investigated to determine the bearing loads due to imbalance. Based on the same formulation, an eigenvalue analysis has been performed to study the system stability. A small 5-DOF model has been utilized to illustrate the application of the method to eigenvalue analysis. Because of its inherent characteristics of allowing formulation of reduced submodels, the impedance method can significantly increase the computational speed.

Observer-Pattern Modeling and Slow-Scale Bifurcation Analysis of Two-Stage Boost Inverters

NASA Astrophysics Data System (ADS)

Zhang, Hao; Wan, Xiaojin; Li, Weijie; Ding, Honghui; Yi, Chuanzhi

2017-06-01

This paper deals with modeling and bifurcation analysis of two-stage Boost inverters. Since the effect of the nonlinear interactions between source-stage converter and load-stage inverter causes the “hidden” second-harmonic current at the input of the downstream H-bridge inverter, an observer-pattern modeling method is proposed by removing time variance originating from both fundamental frequency and hidden second harmonics in the derived averaged equations. Based on the proposed observer-pattern model, the underlying mechanism of slow-scale instability behavior is uncovered with the help of eigenvalue analysis method. Then eigenvalue sensitivity analysis is used to select some key system parameters of two-stage Boost inverter, and some behavior boundaries are given to provide some design-oriented information for optimizing the circuit. Finally, these theoretical results are verified by numerical simulations and circuit experiment.

A Spectral Analysis of Discrete-Time Quantum Walks Related to the Birth and Death Chains

NASA Astrophysics Data System (ADS)

Ho, Choon-Lin; Ide, Yusuke; Konno, Norio; Segawa, Etsuo; Takumi, Kentaro

2018-04-01

In this paper, we consider a spectral analysis of discrete time quantum walks on the path. For isospectral coin cases, we show that the time averaged distribution and stationary distributions of the quantum walks are described by the pair of eigenvalues of the coins as well as the eigenvalues and eigenvectors of the corresponding random walks which are usually referred as the birth and death chains. As an example of the results, we derive the time averaged distribution of so-called Szegedy's walk which is related to the Ehrenfest model. It is represented by Krawtchouk polynomials which is the eigenvectors of the model and includes the arcsine law.

Best dispersal strategies in spatially heterogeneous environments: optimization of the principal eigenvalue for indefinite fractional Neumann problems.

PubMed

Pellacci, Benedetta; Verzini, Gianmaria

2018-05-01

We study the positive principal eigenvalue of a weighted problem associated with the Neumann spectral fractional Laplacian. This analysis is related to the investigation of the survival threshold in population dynamics. Our main result concerns the optimization of such threshold with respect to the fractional order [Formula: see text], the case [Formula: see text] corresponding to the standard Neumann Laplacian: when the habitat is not too fragmented, the principal positive eigenvalue can not have local minima for [Formula: see text]. As a consequence, the best strategy for survival is either following the diffusion with [Formula: see text] (i.e. Brownian diffusion), or with the lowest possible s (i.e. diffusion allowing long jumps), depending on the size of the domain. In addition, we show that analogous results hold for the standard fractional Laplacian in [Formula: see text], in periodic environments.

Soliton's eigenvalue based analysis on the generation mechanism of rogue wave phenomenon in optical fibers exhibiting weak third order dispersion.

PubMed

Weerasekara, Gihan; Tokunaga, Akihiro; Terauchi, Hiroki; Eberhard, Marc; Maruta, Akihiro

2015-01-12

One of the extraordinary aspects of nonlinear wave evolution which has been observed as the spontaneous occurrence of astonishing and statistically extraordinary amplitude wave is called rogue wave. We show that the eigenvalues of the associated equation of nonlinear Schrödinger equation are almost constant in the vicinity of rogue wave and we validate that optical rogue waves are formed by the collision between quasi-solitons in anomalous dispersion fiber exhibiting weak third order dispersion.

Spectral Analysis for Weighted Iterated Triangulations of Graphs

NASA Astrophysics Data System (ADS)

Chen, Yufei; Dai, Meifeng; Wang, Xiaoqian; Sun, Yu; Su, Weiyi

Much information about the structural properties and dynamical aspects of a network is measured by the eigenvalues of its normalized Laplacian matrix. In this paper, we aim to present a first study on the spectra of the normalized Laplacian of weighted iterated triangulations of graphs. We analytically obtain all the eigenvalues, as well as their multiplicities from two successive generations. As an example of application of these results, we then derive closed-form expressions for their multiplicative Kirchhoff index, Kemeny’s constant and number of weighted spanning trees.

From Principal Component to Direct Coupling Analysis of Coevolution in Proteins: Low-Eigenvalue Modes are Needed for Structure Prediction

PubMed Central

Cocco, Simona; Monasson, Remi; Weigt, Martin

2013-01-01

Various approaches have explored the covariation of residues in multiple-sequence alignments of homologous proteins to extract functional and structural information. Among those are principal component analysis (PCA), which identifies the most correlated groups of residues, and direct coupling analysis (DCA), a global inference method based on the maximum entropy principle, which aims at predicting residue-residue contacts. In this paper, inspired by the statistical physics of disordered systems, we introduce the Hopfield-Potts model to naturally interpolate between these two approaches. The Hopfield-Potts model allows us to identify relevant ‘patterns’ of residues from the knowledge of the eigenmodes and eigenvalues of the residue-residue correlation matrix. We show how the computation of such statistical patterns makes it possible to accurately predict residue-residue contacts with a much smaller number of parameters than DCA. This dimensional reduction allows us to avoid overfitting and to extract contact information from multiple-sequence alignments of reduced size. In addition, we show that low-eigenvalue correlation modes, discarded by PCA, are important to recover structural information: the corresponding patterns are highly localized, that is, they are concentrated in few sites, which we find to be in close contact in the three-dimensional protein fold. PMID:23990764

Witnessing eigenstates for quantum simulation of Hamiltonian spectra

PubMed Central

Santagati, Raffaele; Wang, Jianwei; Gentile, Antonio A.; Paesani, Stefano; Wiebe, Nathan; McClean, Jarrod R.; Morley-Short, Sam; Shadbolt, Peter J.; Bonneau, Damien; Silverstone, Joshua W.; Tew, David P.; Zhou, Xiaoqi; O’Brien, Jeremy L.; Thompson, Mark G.

2018-01-01

The efficient calculation of Hamiltonian spectra, a problem often intractable on classical machines, can find application in many fields, from physics to chemistry. We introduce the concept of an “eigenstate witness” and, through it, provide a new quantum approach that combines variational methods and phase estimation to approximate eigenvalues for both ground and excited states. This protocol is experimentally verified on a programmable silicon quantum photonic chip, a mass-manufacturable platform, which embeds entangled state generation, arbitrary controlled unitary operations, and projective measurements. Both ground and excited states are experimentally found with fidelities >99%, and their eigenvalues are estimated with 32 bits of precision. We also investigate and discuss the scalability of the approach and study its performance through numerical simulations of more complex Hamiltonians. This result shows promising progress toward quantum chemistry on quantum computers. PMID:29387796

Wave Geometry: a Plurality of Singularities

NASA Astrophysics Data System (ADS)

Berry, M. V.

Five interconnected wave singularities are discussed: phase monopoles, at eigenvalue degeneracies in parameter space, where the 2-form generating the geomeeic phase is singular, phase dislocations, at zeros of complex wavefunctions in position space, where different wavefronts (surfaces of constant phase) meet; caustics, that is envelopes (foci) of families of classical paths or geometrical rays, where real rays are born violently and which are complementary to dislocations; Stokes sets, at which a complex ray is born gently where it is maximally dominated by another ray; and complex degeneracies, which are the sources of adiabatic quantum transtions in analytic Hamiltonians.

Self-consistent Simulations and Analysis of the Coupled-Bunch Instability for Arbitrary Multi-Bunch Configurations

DOE PAGES

Bassi, Gabriele; Blednykh, Alexei; Smalyuk, Victor

2016-02-24

A novel algorithm for self-consistent simulations of long-range wakefield effects has been developed and applied to the study of both longitudinal and transverse coupled-bunch instabilities at NSLS-II. The algorithm is implemented in the new parallel tracking code space (self-consistent parallel algorithm for collective effects) discussed in the paper. The code is applicable for accurate beam dynamics simulations in cases where both bunch-to-bunch and intrabunch motions need to be taken into account, such as chromatic head-tail effects on the coupled-bunch instability of a beam with a nonuniform filling pattern, or multibunch and single-bunch effects of a passive higher-harmonic cavity. The numericalmore » simulations have been compared with analytical studies. For a beam with an arbitrary filling pattern, intensity-dependent complex frequency shifts have been derived starting from a system of coupled Vlasov equations. The analytical formulas and numerical simulations confirm that the analysis is reduced to the formulation of an eigenvalue problem based on the known formulas of the complex frequency shifts for the uniform filling pattern case.« less

Spatiotemporal Dynamics and Fitness Analysis of Global Oil Market: Based on Complex Network

PubMed Central

Wang, Minggang; Fang, Guochang; Shao, Shuai

2016-01-01

We study the overall topological structure properties of global oil trade network, such as degree, strength, cumulative distribution, information entropy and weight clustering. The structural evolution of the network is investigated as well. We find the global oil import and export networks do not show typical scale-free distribution, but display disassortative property. Furthermore, based on the monthly data of oil import values during 2005.01–2014.12, by applying random matrix theory, we investigate the complex spatiotemporal dynamic from the country level and fitness evolution of the global oil market from a demand-side analysis. Abundant information about global oil market can be obtained from deviating eigenvalues. The result shows that the oil market has experienced five different periods, which is consistent with the evolution of country clusters. Moreover, we find the changing trend of fitness function agrees with that of gross domestic product (GDP), and suggest that the fitness evolution of oil market can be predicted by forecasting GDP values. To conclude, some suggestions are provided according to the results. PMID:27706147

A new hyperchaotic map and its application for image encryption

NASA Astrophysics Data System (ADS)

Natiq, Hayder; Al-Saidi, N. M. G.; Said, M. R. M.; Kilicman, Adem

2018-01-01

Based on the one-dimensional Sine map and the two-dimensional Hénon map, a new two-dimensional Sine-Hénon alteration model (2D-SHAM) is hereby proposed. Basic dynamic characteristics of 2D-SHAM are studied through the following aspects: equilibria, Jacobin eigenvalues, trajectory, bifurcation diagram, Lyapunov exponents and sensitivity dependence test. The complexity of 2D-SHAM is investigated using Sample Entropy algorithm. Simulation results show that 2D-SHAM is overall hyperchaotic with the high complexity, and high sensitivity to its initial values and control parameters. To investigate its performance in terms of security, a new 2D-SHAM-based image encryption algorithm (SHAM-IEA) is also proposed. In this algorithm, the essential requirements of confusion and diffusion are accomplished, and the stochastic 2D-SHAM is used to enhance the security of encrypted image. The stochastic 2D-SHAM generates random values, hence SHAM-IEA can produce different encrypted images even with the same secret key. Experimental results and security analysis show that SHAM-IEA has strong capability to withstand statistical analysis, differential attack, chosen-plaintext and chosen-ciphertext attacks.

The use of complete sets of orthogonal operators in spectroscopic studies

NASA Astrophysics Data System (ADS)

Raassen, A. J. J.; Uylings, P. H. M.

1996-01-01

Complete sets of orthogonal operators are used to calculate eigenvalues and eigenvector compositions in complex spectra. The latter are used to transform the LS-transition matrix into realistic intermediate coupling transition probabilities. Calculated transition probabilities for some close lying levels in Ni V and Fe III illustrate the power of the complete orthogonal operator approach.

Eigenvalues of the Wentzell-Laplace operator and of the fourth order Steklov problems

NASA Astrophysics Data System (ADS)

Xia, Changyu; Wang, Qiaoling

2018-05-01

We prove a sharp upper bound and a lower bound for the first nonzero eigenvalue of the Wentzell-Laplace operator on compact manifolds with boundary and an isoperimetric inequality for the same eigenvalue in the case where the manifold is a bounded domain in a Euclidean space. We study some fourth order Steklov problems and obtain isoperimetric upper bound for the first eigenvalue of them. We also find all the eigenvalues and eigenfunctions for two kind of fourth order Steklov problems on a Euclidean ball.

Level repulsion and band sorting in phononic crystals

NASA Astrophysics Data System (ADS)

Lu, Yan; Srivastava, Ankit

2018-02-01

In this paper we consider the problem of avoided crossings (level repulsion) in phononic crystals and suggest a computationally efficient strategy to distinguish them from normal cross points. This process is essential for the correct sorting of the phononic bands and, subsequently, for the accurate determination of mode continuation, group velocities, and emergent properties which depend on them such as thermal conductivity. Through explicit phononic calculations using generalized Rayleigh quotient, we identify exact locations of exceptional points in the complex wavenumber domain which results in level repulsion in the real domain. We show that in the vicinity of the exceptional point the relevant phononic eigenvalue surfaces resemble the surfaces of a 2 by 2 parameter-dependent matrix. Along a closed loop encircling the exceptional point we show that the phononic eigenvalues are exchanged, just as they are for the 2 by 2 matrix case. However, the behavior of the associated eigenvectors is shown to be more complex in the phononic case. Along a closed loop around an exceptional point, we show that the eigenvectors can flip signs multiple times unlike a 2 by 2 matrix where the flip of sign occurs only once. Finally, we exploit these eigenvector sign flips around exceptional points to propose a simple and efficient method of distinguishing them from normal crosses and of correctly sorting the band-structure. Our proposed method is roughly an order-of-magnitude faster than the zoom-in method and correctly identifies > 96% of the cases considered. Both its speed and accuracy can be further improved and we suggest some ways of achieving this. Our method is general and, as such, would be directly applicable to other eigenvalue problems where the eigenspectrum needs to be correctly sorted.

Fast iterative solution of the Bethe-Salpeter eigenvalue problem using low-rank and QTT tensor approximation

NASA Astrophysics Data System (ADS)

Benner, Peter; Dolgov, Sergey; Khoromskaia, Venera; Khoromskij, Boris N.

2017-04-01

In this paper, we propose and study two approaches to approximate the solution of the Bethe-Salpeter equation (BSE) by using structured iterative eigenvalue solvers. Both approaches are based on the reduced basis method and low-rank factorizations of the generating matrices. We also propose to represent the static screen interaction part in the BSE matrix by a small active sub-block, with a size balancing the storage for rank-structured representations of other matrix blocks. We demonstrate by various numerical tests that the combination of the diagonal plus low-rank plus reduced-block approximation exhibits higher precision with low numerical cost, providing as well a distinct two-sided error estimate for the smallest eigenvalues of the Bethe-Salpeter operator. The complexity is reduced to O (Nb2) in the size of the atomic orbitals basis set, Nb, instead of the practically intractable O (Nb6) scaling for the direct diagonalization. In the second approach, we apply the quantized-TT (QTT) tensor representation to both, the long eigenvectors and the column vectors in the rank-structured BSE matrix blocks, and combine this with the ALS-type iteration in block QTT format. The QTT-rank of the matrix entities possesses almost the same magnitude as the number of occupied orbitals in the molecular systems, No

Experimental Validation of Model Updating and Damage Detection via Eigenvalue Sensitivity Methods with Artificial Boundary Conditions

DTIC Science & Technology

2017-09-01

VALIDATION OF MODEL UPDATING AND DAMAGE DETECTION VIA EIGENVALUE SENSITIVITY METHODS WITH ARTIFICIAL BOUNDARY CONDITIONS by Matthew D. Bouwense...VALIDATION OF MODEL UPDATING AND DAMAGE DETECTION VIA EIGENVALUE SENSITIVITY METHODS WITH ARTIFICIAL BOUNDARY CONDITIONS 5. FUNDING NUMBERS 6. AUTHOR...unlimited. EXPERIMENTAL VALIDATION OF MODEL UPDATING AND DAMAGE DETECTION VIA EIGENVALUE SENSITIVITY METHODS WITH ARTIFICIAL BOUNDARY

Ordinary versus PT-symmetric Φ³ quantum field theory

DOE PAGES

Bender, Carl M.; Branchina, Vincenzo; Messina, Emanuele

2012-04-02

A quantum-mechanical theory is PT-symmetric if it is described by a Hamiltonian that commutes with PT, where the operator P performs space reflection and the operator T performs time reversal. A PT-symmetric Hamiltonian often has a parametric region of unbroken PT symmetry in which the energy eigenvalues are all real. There may also be a region of broken PT symmetry in which some of the eigenvalues are complex. These regions are separated by a phase transition that has been repeatedly observed in laboratory experiments. This paper focuses on the properties of a PT-symmetric igΦ³ quantum field theory. This quantum fieldmore » theory is the analog of the PT-symmetric quantum-mechanical theory described by the Hamiltonian H=p²+ix³, whose eigenvalues have been rigorously shown to be all real. This paper compares the renormalization group properties of a conventional Hermitian gΦ³ quantum field theory with those of the PT-symmetric igΦ³ quantum field theory. It is shown that while the conventional gΦ³ theory in d=6 dimensions is asymptotically free, the igΦ³ theory is like a gΦ⁴ theory in d=4 dimensions; it is energetically stable, perturbatively renormalizable, and trivial.« less

Vibration properties of and power harvested by a system of electromagnetic vibration energy harvesters that have electrical dynamics

NASA Astrophysics Data System (ADS)

Cooley, Christopher G.

2017-09-01

This study investigates the vibration and dynamic response of a system of coupled electromagnetic vibration energy harvesting devices that each consist of a proof mass, elastic structure, electromagnetic generator, and energy harvesting circuit with inductance, resistance, and capacitance. The governing equations for the coupled electromechanical system are derived using Newtonian mechanics and Kirchhoff circuit laws for an arbitrary number of these subsystems. The equations are cast in matrix operator form to expose the device's vibration properties. The device's complex-valued eigenvalues and eigenvectors are related to physical characteristics of its vibration. Because the electrical circuit has dynamics, these devices have more natural frequencies than typical electromagnetic vibration energy harvesters that have purely resistive circuits. Closed-form expressions for the steady state dynamic response and average power harvested are derived for devices with a single subsystem. Example numerical results for single and double subsystem devices show that the natural frequencies and vibration modes obtained from the eigenvalue problem agree with the resonance locations and response amplitudes obtained independently from forced response calculations. This agreement demonstrates the usefulness of solving eigenvalue problems for these devices. The average power harvested by the device differs substantially at each resonance. Devices with multiple subsystems have multiple modes where large amounts of power are harvested.

Eigenvalue density of cross-correlations in Sri Lankan financial market

NASA Astrophysics Data System (ADS)

Nilantha, K. G. D. R.; Ranasinghe; Malmini, P. K. C.

2007-05-01

We apply the universal properties with Gaussian orthogonal ensemble (GOE) of random matrices namely spectral properties, distribution of eigenvalues, eigenvalue spacing predicted by random matrix theory (RMT) to compare cross-correlation matrix estimators from emerging market data. The daily stock prices of the Sri Lankan All share price index and Milanka price index from August 2004 to March 2005 were analyzed. Most eigenvalues in the spectrum of the cross-correlation matrix of stock price changes agree with the universal predictions of RMT. We find that the cross-correlation matrix satisfies the universal properties of the GOE of real symmetric random matrices. The eigen distribution follows the RMT predictions in the bulk but there are some deviations at the large eigenvalues. The nearest-neighbor spacing and the next nearest-neighbor spacing of the eigenvalues were examined and found that they follow the universality of GOE. RMT with deterministic correlations found that each eigenvalue from deterministic correlations is observed at values, which are repelled from the bulk distribution.

Investigation, development and application of optimal output feedback theory. Vol. 4: Measures of eigenvalue/eigenvector sensitivity to system parameters and unmodeled dynamics

NASA Technical Reports Server (NTRS)

Halyo, Nesim

1987-01-01

Some measures of eigenvalue and eigenvector sensitivity applicable to both continuous and discrete linear systems are developed and investigated. An infinite series representation is developed for the eigenvalues and eigenvectors of a system. The coefficients of the series are coupled, but can be obtained recursively using a nonlinear coupled vector difference equation. A new sensitivity measure is developed by considering the effects of unmodeled dynamics. It is shown that the sensitivity is high when any unmodeled eigenvalue is near a modeled eigenvalue. Using a simple example where the sensor dynamics have been neglected, it is shown that high feedback gains produce high eigenvalue/eigenvector sensitivity. The smallest singular value of the return difference is shown not to reflect eigenvalue sensitivity since it increases with the feedback gains. Using an upper bound obtained from the infinite series, a procedure to evaluate whether the sensitivity to parameter variations is within given acceptable bounds is developed and demonstrated by an example.

Random Matrix Theory and Econophysics

NASA Astrophysics Data System (ADS)

Rosenow, Bernd

2000-03-01

Random Matrix Theory (RMT) [1] is used in many branches of physics as a ``zero information hypothesis''. It describes generic behavior of different classes of systems, while deviations from its universal predictions allow to identify system specific properties. We use methods of RMT to analyze the cross-correlation matrix C of stock price changes [2] of the largest 1000 US companies. In addition to its scientific interest, the study of correlations between the returns of different stocks is also of practical relevance in quantifying the risk of a given stock portfolio. We find [3,4] that the statistics of most of the eigenvalues of the spectrum of C agree with the predictions of RMT, while there are deviations for some of the largest eigenvalues. We interpret these deviations as a system specific property, e.g. containing genuine information about correlations in the stock market. We demonstrate that C shares universal properties with the Gaussian orthogonal ensemble of random matrices. Furthermore, we analyze the eigenvectors of C through their inverse participation ratio and find eigenvectors with large ratios at both edges of the eigenvalue spectrum - a situation reminiscent of localization theory results. This work was done in collaboration with V. Plerou, P. Gopikrishnan, T. Guhr, L.A.N. Amaral, and H.E Stanley and is related to recent work of Laloux et al.. 1. T. Guhr, A. Müller Groeling, and H.A. Weidenmüller, ``Random Matrix Theories in Quantum Physics: Common Concepts'', Phys. Rep. 299, 190 (1998). 2. See, e.g. R.N. Mantegna and H.E. Stanley, Econophysics: Correlations and Complexity in Finance (Cambridge University Press, Cambridge, England, 1999). 3. V. Plerou, P. Gopikrishnan, B. Rosenow, L.A.N. Amaral, and H.E. Stanley, ``Universal and Nonuniversal Properties of Cross Correlations in Financial Time Series'', Phys. Rev. Lett. 83, 1471 (1999). 4. V. Plerou, P. Gopikrishnan, T. Guhr, B. Rosenow, L.A.N. Amaral, and H.E. Stanley, ``Random Matrix Theory Analysis of Diffusion in Stock Price Dynamics, preprint

CFD simulation of simultaneous monotonic cooling and surface heat transfer coefficient

DOE Office of Scientific and Technical Information (OSTI.GOV)

Mihálka, Peter, E-mail: usarmipe@savba.sk; Matiašovský, Peter, E-mail: usarmat@savba.sk

The monotonic heating regime method for determination of thermal diffusivity is based on the analysis of an unsteady-state (stabilised) thermal process characterised by an independence of the space-time temperature distribution on initial conditions. At the first kind of the monotonic regime a sample of simple geometry is heated / cooled at constant ambient temperature. The determination of thermal diffusivity requires the determination rate of a temperature change and simultaneous determination of the first eigenvalue. According to a characteristic equation the first eigenvalue is a function of the Biot number defined by a surface heat transfer coefficient and thermal conductivity ofmore » an analysed material. Knowing the surface heat transfer coefficient and the first eigenvalue the thermal conductivity can be determined. The surface heat transport coefficient during the monotonic regime can be determined by the continuous measurement of long-wave radiation heat flow and the photoelectric measurement of the air refractive index gradient in a boundary layer. CFD simulation of the cooling process was carried out to analyse local convective and radiative heat transfer coefficients more in detail. Influence of ambient air flow was analysed. The obtained eigenvalues and corresponding surface heat transfer coefficient values enable to determine thermal conductivity of the analysed specimen together with its thermal diffusivity during a monotonic heating regime.« less

A Projection free method for Generalized Eigenvalue Problem with a nonsmooth Regularizer.

PubMed

Hwang, Seong Jae; Collins, Maxwell D; Ravi, Sathya N; Ithapu, Vamsi K; Adluru, Nagesh; Johnson, Sterling C; Singh, Vikas

2015-12-01

Eigenvalue problems are ubiquitous in computer vision, covering a very broad spectrum of applications ranging from estimation problems in multi-view geometry to image segmentation. Few other linear algebra problems have a more mature set of numerical routines available and many computer vision libraries leverage such tools extensively. However, the ability to call the underlying solver only as a "black box" can often become restrictive. Many 'human in the loop' settings in vision frequently exploit supervision from an expert, to the extent that the user can be considered a subroutine in the overall system. In other cases, there is additional domain knowledge, side or even partial information that one may want to incorporate within the formulation. In general, regularizing a (generalized) eigenvalue problem with such side information remains difficult. Motivated by these needs, this paper presents an optimization scheme to solve generalized eigenvalue problems (GEP) involving a (nonsmooth) regularizer. We start from an alternative formulation of GEP where the feasibility set of the model involves the Stiefel manifold. The core of this paper presents an end to end stochastic optimization scheme for the resultant problem. We show how this general algorithm enables improved statistical analysis of brain imaging data where the regularizer is derived from other 'views' of the disease pathology, involving clinical measurements and other image-derived representations.

Recent advances in computational-analytical integral transforms for convection-diffusion problems

NASA Astrophysics Data System (ADS)

Cotta, R. M.; Naveira-Cotta, C. P.; Knupp, D. C.; Zotin, J. L. Z.; Pontes, P. C.; Almeida, A. P.

2017-10-01

An unifying overview of the Generalized Integral Transform Technique (GITT) as a computational-analytical approach for solving convection-diffusion problems is presented. This work is aimed at bringing together some of the most recent developments on both accuracy and convergence improvements on this well-established hybrid numerical-analytical methodology for partial differential equations. Special emphasis is given to novel algorithm implementations, all directly connected to enhancing the eigenfunction expansion basis, such as a single domain reformulation strategy for handling complex geometries, an integral balance scheme in dealing with multiscale problems, the adoption of convective eigenvalue problems in formulations with significant convection effects, and the direct integral transformation of nonlinear convection-diffusion problems based on nonlinear eigenvalue problems. Then, selected examples are presented that illustrate the improvement achieved in each class of extension, in terms of convergence acceleration and accuracy gain, which are related to conjugated heat transfer in complex or multiscale microchannel-substrate geometries, multidimensional Burgers equation model, and diffusive metal extraction through polymeric hollow fiber membranes. Numerical results are reported for each application and, where appropriate, critically compared against the traditional GITT scheme without convergence enhancement schemes and commercial or dedicated purely numerical approaches.

Eigenmode computation of cavities with perturbed geometry using matrix perturbation methods applied on generalized eigenvalue problems

NASA Astrophysics Data System (ADS)

Gorgizadeh, Shahnam; Flisgen, Thomas; van Rienen, Ursula

2018-07-01

Generalized eigenvalue problems are standard problems in computational sciences. They may arise in electromagnetic fields from the discretization of the Helmholtz equation by for example the finite element method (FEM). Geometrical perturbations of the structure under concern lead to a new generalized eigenvalue problems with different system matrices. Geometrical perturbations may arise by manufacturing tolerances, harsh operating conditions or during shape optimization. Directly solving the eigenvalue problem for each perturbation is computationally costly. The perturbed eigenpairs can be approximated using eigenpair derivatives. Two common approaches for the calculation of eigenpair derivatives, namely modal superposition method and direct algebraic methods, are discussed in this paper. Based on the direct algebraic methods an iterative algorithm is developed for efficiently calculating the eigenvalues and eigenvectors of the perturbed geometry from the eigenvalues and eigenvectors of the unperturbed geometry.

A complex fermionic tensor model in d dimensions

NASA Astrophysics Data System (ADS)

Prakash, Shiroman; Sinha, Ritam

2018-02-01

In this note, we study a melonic tensor model in d dimensions based on three-index Dirac fermions with a four-fermion interaction. Summing the melonic diagrams at strong coupling allows one to define a formal large- N saddle point in arbitrary d and calculate the spectrum of scalar bilinear singlet operators. For d = 2 - ɛ the theory is an infrared fixed point, which we find has a purely real spectrum that we determine numerically for arbitrary d < 2, and analytically as a power series in ɛ. The theory appears to be weakly interacting when ɛ is small, suggesting that fermionic tensor models in 1-dimension can be studied in an ɛ expansion. For d > 2, the spectrum can still be calculated using the saddle point equations, which may define a formal large- N ultraviolet fixed point analogous to the Gross-Neveu model in d > 2. For 2 < d < 6, we find that the spectrum contains at least one complex scalar eigenvalue (similar to the complex eigenvalue present in the bosonic tensor model recently studied by Giombi, Klebanov and Tarnopolsky) which indicates that the theory is unstable. We also find that the fixed point is weakly-interacting when d = 6 (or more generally d = 4 n + 2) and has a real spectrum for 6 < d < 6 .14 which we present as a power series in ɛ in 6 + ɛ dimensions.

FEAST fundamental framework for electronic structure calculations: Reformulation and solution of the muffin-tin problem

NASA Astrophysics Data System (ADS)

Levin, Alan R.; Zhang, Deyin; Polizzi, Eric

2012-11-01

In a recent article Polizzi (2009) [15], the FEAST algorithm has been presented as a general purpose eigenvalue solver which is ideally suited for addressing the numerical challenges in electronic structure calculations. Here, FEAST is presented beyond the “black-box” solver as a fundamental modeling framework which can naturally address the original numerical complexity of the electronic structure problem as formulated by Slater in 1937 [3]. The non-linear eigenvalue problem arising from the muffin-tin decomposition of the real-space domain is first derived and then reformulated to be solved exactly within the FEAST framework. This new framework is presented as a fundamental and practical solution for performing both accurate and scalable electronic structure calculations, bypassing the various issues of using traditional approaches such as linearization and pseudopotential techniques. A finite element implementation of this FEAST framework along with simulation results for various molecular systems is also presented and discussed.

Aeroelastic modal characteristics of mistuned blade assemblies: Mode localization and loss of eigenstructure

NASA Technical Reports Server (NTRS)

Pierre, Christophe; Murthy, Durbha V.

1991-01-01

An investigation of the effects of small mistuning on the aeroelastic modes of bladed disk assemblies with aerodynamic coupling between blades is presented. The cornerstone of the approach is the use and development of perturbation methods that exhibit the crucial role of the interblade coupling and yield general findings regarding mistuning effects. It is shown that blade assemblies with weak aerodynamic interblade coupling are highly sensitive to small blade mistuning, and that their dynamics is quantitatively altered in the following ways: the regular pattern that characterizes the root locus of the tuned aeroelastic eigenvalues in the complex plane is totally lost; the aeroelastic mode shapes becomes severely localized to only a few blades of the assembly and lose their constant interblade phase angle feature; and curve veering phenomena take place when the eigenvalues are plotted versus a mistuning parameter.

Improved approximations for control augmented structural synthesis

NASA Technical Reports Server (NTRS)

Thomas, H. L.; Schmit, L. A.

1990-01-01

A methodology for control-augmented structural synthesis is presented for structure-control systems which can be modeled as an assemblage of beam, truss, and nonstructural mass elements augmented by a noncollocated direct output feedback control system. Truss areas, beam cross sectional dimensions, nonstructural masses and rotary inertias, and controller position and velocity gains are treated simultaneously as design variables. The structural mass and a control-system performance index can be minimized simultaneously, with design constraints placed on static stresses and displacements, dynamic harmonic displacements and forces, structural frequencies, and closed-loop eigenvalues and damping ratios. Intermediate design-variable and response-quantity concepts are used to generate new approximations for displacements and actuator forces under harmonic dynamic loads and for system complex eigenvalues. This improves the overall efficiency of the procedure by reducing the number of complete analyses required for convergence. Numerical results which illustrate the effectiveness of the method are given.

Survey of methods for calculating sensitivity of general eigenproblems

NASA Technical Reports Server (NTRS)

Murthy, Durbha V.; Haftka, Raphael T.

1987-01-01

A survey of methods for sensitivity analysis of the algebraic eigenvalue problem for non-Hermitian matrices is presented. In addition, a modification of one method based on a better normalizing condition is proposed. Methods are classified as Direct or Adjoint and are evaluated for efficiency. Operation counts are presented in terms of matrix size, number of design variables and number of eigenvalues and eigenvectors of interest. The effect of the sparsity of the matrix and its derivatives is also considered, and typical solution times are given. General guidelines are established for the selection of the most efficient method.

Radio Frequency Interference Detection for Passive Remote Sensing Using Eigenvalue Analysis

NASA Technical Reports Server (NTRS)

Schoenwald, Adam; Kim, Seung-Jun; Mohammed-Tano, Priscilla

2017-01-01

Radio frequency interference (RFI) can corrupt passive remote sensing measurements taken with microwave radiometers. With the increasingly utilized spectrum and the push for larger bandwidth radiometers, the likelihood of RFI contamination has grown significantly. In this work, an eigenvalue-based algorithm is developed to detect the presence of RFI and provide estimates of RFI-free radiation levels. Simulated tests show that the proposed detector outperforms conventional kurtosis-based RFI detectors in the low-to-medium interferece-to-noise-power-ratio (INR) regime under continuous wave (CW) and quadrature phase shift keying (QPSK) RFIs.

Radio Frequency Interference Detection for Passive Remote Sensing Using Eigenvalue Analysis

NASA Technical Reports Server (NTRS)

Schoenwald, Adam J.; Kim, Seung-Jun; Mohammed, Priscilla N.

2017-01-01

Radio frequency interference (RFI) can corrupt passive remote sensing measurements taken with microwave radiometers. With the increasingly utilized spectrum and the push for larger bandwidth radiometers, the likelihood of RFI contamination has grown significantly. In this work, an eigenvalue-based algorithm is developed to detect the presence of RFI and provide estimates of RFI-free radiation levels. Simulated tests show that the proposed detector outperforms conventional kurtosis-based RFI detectors in the low-to-medium interference-to-noise-power-ratio (INR) regime under continuous wave (CW) and quadrature phase shift keying (QPSK) RFIs.

Sensitivity analysis of hydrodynamic stability operators

NASA Technical Reports Server (NTRS)

Schmid, Peter J.; Henningson, Dan S.; Khorrami, Mehdi R.; Malik, Mujeeb R.

1992-01-01

The eigenvalue sensitivity for hydrodynamic stability operators is investigated. Classical matrix perturbation techniques as well as the concept of epsilon-pseudoeigenvalues are applied to show that parts of the spectrum are highly sensitive to small perturbations. Applications are drawn from incompressible plane Couette, trailing line vortex flow and compressible Blasius boundary layer flow. Parametric studies indicate a monotonically increasing effect of the Reynolds number on the sensitivity. The phenomenon of eigenvalue sensitivity is due to the non-normality of the operators and their discrete matrix analogs and may be associated with large transient growth of the corresponding initial value problem.

The electronic and transport properties of monolayer transition metal dichalcogenides: a complex band structure analysis

NASA Astrophysics Data System (ADS)

Szczesniak, Dominik

Recently, monolayer transition metal dichalcogenides have attracted much attention due to their potential use in both nano- and opto-electronics. In such applications, the electronic and transport properties of group-VIB transition metal dichalcogenides (MX2 , where M=Mo, W; X=S, Se, Te) are particularly important. Herein, new insight into these properties is presented by studying the complex band structures (CBS's) of MX2 monolayers while accounting for spin-orbit coupling effects. By using the symmetry-based tight-binding model a nonlinear generalized eigenvalue problem for CBS's is obtained. An efficient method for solving such class of problems is presented and gives a complete set of physically relevant solutions. Next, these solutions are characterized and classified into propagating and evanescent states, where the latter states present not only monotonic but also oscillatory decay character. It is observed that some of the oscillatory evanescent states create characteristic complex loops at the direct band gaps, which describe the tunneling currents in the MX2 materials. The importance of CBS's and tunneling currents is demonstrated by the analysis of the quantum transport across MX2 monolayers within phase field matching theory. Present work has been prepared within the Qatar Energy and Environment Research Institute (QEERI) grand challenge ATHLOC project (Project No. QEERI- GC-3008).

Eigenvalues of normalized Laplacian matrices of fractal trees and dendrimers: Analytical results and applications

NASA Astrophysics Data System (ADS)

Julaiti, Alafate; Wu, Bin; Zhang, Zhongzhi

2013-05-01

The eigenvalues of the normalized Laplacian matrix of a network play an important role in its structural and dynamical aspects associated with the network. In this paper, we study the spectra and their applications of normalized Laplacian matrices of a family of fractal trees and dendrimers modeled by Cayley trees, both of which are built in an iterative way. For the fractal trees, we apply the spectral decimation approach to determine analytically all the eigenvalues and their corresponding multiplicities, with the eigenvalues provided by a recursive relation governing the eigenvalues of networks at two successive generations. For Cayley trees, we show that all their eigenvalues can be obtained by computing the roots of several small-degree polynomials defined recursively. By using the relation between normalized Laplacian spectra and eigentime identity, we derive the explicit solution to the eigentime identity for random walks on the two treelike networks, the leading scalings of which follow quite different behaviors. In addition, we corroborate the obtained eigenvalues and their degeneracies through the link between them and the number of spanning trees.

Quantum damped oscillator II: Bateman’s Hamiltonian vs. 2D parabolic potential barrier

NASA Astrophysics Data System (ADS)

Chruściński, Dariusz

2006-04-01

We show that quantum Bateman’s system which arises in the quantization of a damped harmonic oscillator is equivalent to a quantum problem with 2D parabolic potential barrier known also as 2D inverted isotropic oscillator. It turns out that this system displays the family of complex eigenvalues corresponding to the poles of analytical continuation of the resolvent operator to the complex energy plane. It is shown that this representation is more suitable than the hyperbolic one used recently by Blasone and Jizba.

Dynamical entropy via entropy of non-random matrices: application to stability and complexity in modelling ecosystems.

PubMed

Chakrabarti, C G; Ghosh, Koyel

2013-10-01

In the present paper we have first introduced a measure of dynamical entropy of an ecosystem on the basis of the dynamical model of the system. The dynamical entropy which depends on the eigenvalues of the community matrix of the system leads to a consistent measure of complexity of the ecosystem to characterize the dynamical behaviours such as the stability, instability and periodicity around the stationary states of the system. We have illustrated the theory with some model ecosystems. Copyright © 2013 Elsevier Inc. All rights reserved.

Edge states at the interface of non-Hermitian systems

NASA Astrophysics Data System (ADS)

Yuce, C.

2018-04-01

Topological edge states appear at the interface of two topologically distinct Hermitian insulators. We study the extension of this idea to non-Hermitian systems. We consider P T -symmetric and topologically distinct non-Hermitian insulators with real spectra and study topological edge states at the interface of them. We show that P T symmetry is spontaneously broken at the interface during the topological phase transition. Therefore, topological edge states with complex energy eigenvalues appear at the interface. We apply our idea to a complex extension of the Su-Schrieffer-Heeger model.

Regularized Laplacian determinants of self-similar fractals

NASA Astrophysics Data System (ADS)

Chen, Joe P.; Teplyaev, Alexander; Tsougkas, Konstantinos

2018-06-01

We study the spectral zeta functions of the Laplacian on fractal sets which are locally self-similar fractafolds, in the sense of Strichartz. These functions are known to meromorphically extend to the entire complex plane, and the locations of their poles, sometimes referred to as complex dimensions, are of special interest. We give examples of locally self-similar sets such that their complex dimensions are not on the imaginary axis, which allows us to interpret their Laplacian determinant as the regularized product of their eigenvalues. We then investigate a connection between the logarithm of the determinant of the discrete graph Laplacian and the regularized one.

Detecting, anticipating, and predicting critical transitions in spatially extended systems.

PubMed

Kwasniok, Frank

2018-03-01

A data-driven linear framework for detecting, anticipating, and predicting incipient bifurcations in spatially extended systems based on principal oscillation pattern (POP) analysis is discussed. The dynamics are assumed to be governed by a system of linear stochastic differential equations which is estimated from the data. The principal modes of the system together with corresponding decay or growth rates and oscillation frequencies are extracted as the eigenvectors and eigenvalues of the system matrix. The method can be applied to stationary datasets to identify the least stable modes and assess the proximity to instability; it can also be applied to nonstationary datasets using a sliding window approach to track the changing eigenvalues and eigenvectors of the system. As a further step, a genuinely nonstationary POP analysis is introduced. Here, the system matrix of the linear stochastic model is time-dependent, allowing for extrapolation and prediction of instabilities beyond the learning data window. The methods are demonstrated and explored using the one-dimensional Swift-Hohenberg equation as an example, focusing on the dynamics of stochastic fluctuations around the homogeneous stable state prior to the first bifurcation. The POP-based techniques are able to extract and track the least stable eigenvalues and eigenvectors of the system; the nonstationary POP analysis successfully predicts the timing of the first instability and the unstable mode well beyond the learning data window.

Detecting, anticipating, and predicting critical transitions in spatially extended systems

NASA Astrophysics Data System (ADS)

Kwasniok, Frank

2018-03-01

A data-driven linear framework for detecting, anticipating, and predicting incipient bifurcations in spatially extended systems based on principal oscillation pattern (POP) analysis is discussed. The dynamics are assumed to be governed by a system of linear stochastic differential equations which is estimated from the data. The principal modes of the system together with corresponding decay or growth rates and oscillation frequencies are extracted as the eigenvectors and eigenvalues of the system matrix. The method can be applied to stationary datasets to identify the least stable modes and assess the proximity to instability; it can also be applied to nonstationary datasets using a sliding window approach to track the changing eigenvalues and eigenvectors of the system. As a further step, a genuinely nonstationary POP analysis is introduced. Here, the system matrix of the linear stochastic model is time-dependent, allowing for extrapolation and prediction of instabilities beyond the learning data window. The methods are demonstrated and explored using the one-dimensional Swift-Hohenberg equation as an example, focusing on the dynamics of stochastic fluctuations around the homogeneous stable state prior to the first bifurcation. The POP-based techniques are able to extract and track the least stable eigenvalues and eigenvectors of the system; the nonstationary POP analysis successfully predicts the timing of the first instability and the unstable mode well beyond the learning data window.

Statistical properties of color-signal spaces.

PubMed

Lenz, Reiner; Bui, Thanh Hai

2005-05-01

In applications of principal component analysis (PCA) it has often been observed that the eigenvector with the largest eigenvalue has only nonnegative entries when the vectors of the underlying stochastic process have only nonnegative values. This has been used to show that the coordinate vectors in PCA are all located in a cone. We prove that the nonnegativity of the first eigenvector follows from the Perron-Frobenius (and Krein-Rutman theory). Experiments show also that for stochastic processes with nonnegative signals the mean vector is often very similar to the first eigenvector. This is not true in general, but we first give a heuristical explanation why we can expect such a similarity. We then derive a connection between the dominance of the first eigenvalue and the similarity between the mean and the first eigenvector and show how to check the relative size of the first eigenvalue without actually computing it. In the last part of the paper we discuss the implication of theoretical results for multispectral color processing.

Statistical properties of color-signal spaces

NASA Astrophysics Data System (ADS)

Lenz, Reiner; Hai Bui, Thanh

2005-05-01

In applications of principal component analysis (PCA) it has often been observed that the eigenvector with the largest eigenvalue has only nonnegative entries when the vectors of the underlying stochastic process have only nonnegative values. This has been used to show that the coordinate vectors in PCA are all located in a cone. We prove that the nonnegativity of the first eigenvector follows from the Perron-Frobenius (and Krein-Rutman theory). Experiments show also that for stochastic processes with nonnegative signals the mean vector is often very similar to the first eigenvector. This is not true in general, but we first give a heuristical explanation why we can expect such a similarity. We then derive a connection between the dominance of the first eigenvalue and the similarity between the mean and the first eigenvector and show how to check the relative size of the first eigenvalue without actually computing it. In the last part of the paper we discuss the implication of theoretical results for multispectral color processing.

Investigation of Buckling Phenomenon Induced by Growth of Vertebral Bodies Using a Mechanical Spine Model

NASA Astrophysics Data System (ADS)

Sasaoka, Ryu; Azegami, Hideyuki; Murachi, Shunji; Kitoh, Junzoh; Ishida, Yoshito; Kawakami, Noriaki; Makino, Mitsunori; Matsuyama, Yukihiro

A hypothesis that idiopathic scoliosis is a buckling phenomenon of the fourth or sixth mode, which is the second or third lateral bending mode, induced by the growth of vertebral bodies was presented in a previous paper by the authors using numerical simulations with a finite-element model of the spine. This paper presents experimental proof of the buckling phenomenon using mechanical spine models constructed with the geometrical data of the finite-element model used in a previous work. Using three spine mechanical models with different materials at intervertebral joints, the change in the natural vibration eigenvalue of the second lateral bending mode with the growth of vertebral bodies was measured by experimental modal analysis. From the result, it was observed that natural vibration eigenvalue decreased with the growth of vertebral bodies. Since the increase in primary factor inducing the buckling phenomenon decreases natural vibration eigenvalue, the obtained result confirms the buckling hypothesis.

A comparative study of history-based versus vectorized Monte Carlo methods in the GPU/CUDA environment for a simple neutron eigenvalue problem

NASA Astrophysics Data System (ADS)

Liu, Tianyu; Du, Xining; Ji, Wei; Xu, X. George; Brown, Forrest B.

2014-06-01

For nuclear reactor analysis such as the neutron eigenvalue calculations, the time consuming Monte Carlo (MC) simulations can be accelerated by using graphics processing units (GPUs). However, traditional MC methods are often history-based, and their performance on GPUs is affected significantly by the thread divergence problem. In this paper we describe the development of a newly designed event-based vectorized MC algorithm for solving the neutron eigenvalue problem. The code was implemented using NVIDIA's Compute Unified Device Architecture (CUDA), and tested on a NVIDIA Tesla M2090 GPU card. We found that although the vectorized MC algorithm greatly reduces the occurrence of thread divergence thus enhancing the warp execution efficiency, the overall simulation speed is roughly ten times slower than the history-based MC code on GPUs. Profiling results suggest that the slow speed is probably due to the memory access latency caused by the large amount of global memory transactions. Possible solutions to improve the code efficiency are discussed.

Breathing Mode in Complex Plasmas

NASA Astrophysics Data System (ADS)

Fujioka, K.; Henning, C.; Ludwig, P.; Bonitz, M.; Melzer, A.; Vitkalov, S.

2007-11-01

The breathing mode is a fundamental normal mode present in Coulomb systems, and may have utility in identifying particle charge and the Debye length of certain systems. The question remains whether this mode can be extended to strongly coupled Yukawa balls [1]. These systems are characterized by particles confined within a parabolic potential well and interacting through a shielded Coulomb potential [2,3]. The breathing modes for a variety of systems in 1, 2, and 3 dimensions are computed by solving the eigenvalue problem given by the dynamical (Hesse) matrix. These results are compared to theoretical investigations that assume a strict definition for a breathing mode within the system, and an analysis is made of the most fitting model to utilize in the study of particular systems of complex plasmas [1,4]. References [1] T.E. Sheridan, Phys. of Plasmas. 13, 022106 (2006)[2] C. Henning et al., Phys. Rev. E 74, 056403 (2006)[3] M. Bonitz et al., Phys. Rev. Lett. 96, 075001 (2006)[4] C. Henning et al., submitted for publication

Message survival and decision dynamics in a class of reactive complex systems subject to external fields

NASA Astrophysics Data System (ADS)

Rodriguez Lucatero, C.; Schaum, A.; Alarcon Ramos, L.; Bernal-Jaquez, R.

2014-07-01

In this study, the dynamics of decisions in complex networks subject to external fields are studied within a Markov process framework using nonlinear dynamical systems theory. A mathematical discrete-time model is derived using a set of basic assumptions regarding the convincement mechanisms associated with two competing opinions. The model is analyzed with respect to the multiplicity of critical points and the stability of extinction states. Sufficient conditions for extinction are derived in terms of the convincement probabilities and the maximum eigenvalues of the associated connectivity matrices. The influences of exogenous (e.g., mass media-based) effects on decision behavior are analyzed qualitatively. The current analysis predicts: (i) the presence of fixed-point multiplicity (with a maximum number of four different fixed points), multi-stability, and sensitivity with respect to the process parameters; and (ii) the bounded but significant impact of exogenous perturbations on the decision behavior. These predictions were verified using a set of numerical simulations based on a scale-free network topology.

DOE Office of Scientific and Technical Information (OSTI.GOV)

Bassi, Gabriele; Blednykh, Alexei; Smalyuk, Victor

A novel algorithm for self-consistent simulations of long-range wakefield effects has been developed and applied to the study of both longitudinal and transverse coupled-bunch instabilities at NSLS-II. The algorithm is implemented in the new parallel tracking code space (self-consistent parallel algorithm for collective effects) discussed in the paper. The code is applicable for accurate beam dynamics simulations in cases where both bunch-to-bunch and intrabunch motions need to be taken into account, such as chromatic head-tail effects on the coupled-bunch instability of a beam with a nonuniform filling pattern, or multibunch and single-bunch effects of a passive higher-harmonic cavity. The numericalmore » simulations have been compared with analytical studies. For a beam with an arbitrary filling pattern, intensity-dependent complex frequency shifts have been derived starting from a system of coupled Vlasov equations. The analytical formulas and numerical simulations confirm that the analysis is reduced to the formulation of an eigenvalue problem based on the known formulas of the complex frequency shifts for the uniform filling pattern case.« less

A comparison of linear approaches to filter out environmental effects in structural health monitoring

NASA Astrophysics Data System (ADS)

Deraemaeker, A.; Worden, K.

2018-05-01

This paper discusses the possibility of using the Mahalanobis squared-distance to perform robust novelty detection in the presence of important environmental variability in a multivariate feature vector. By performing an eigenvalue decomposition of the covariance matrix used to compute that distance, it is shown that the Mahalanobis squared-distance can be written as the sum of independent terms which result from a transformation from the feature vector space to a space of independent variables. In general, especially when the size of the features vector is large, there are dominant eigenvalues and eigenvectors associated with the covariance matrix, so that a set of principal components can be defined. Because the associated eigenvalues are high, their contribution to the Mahalanobis squared-distance is low, while the contribution of the other components is high due to the low value of the associated eigenvalues. This analysis shows that the Mahalanobis distance naturally filters out the variability in the training data. This property can be used to remove the effect of the environment in damage detection, in much the same way as two other established techniques, principal component analysis and factor analysis. The three techniques are compared here using real experimental data from a wooden bridge for which the feature vector consists in eigenfrequencies and modeshapes collected under changing environmental conditions, as well as damaged conditions simulated with an added mass. The results confirm the similarity between the three techniques and the ability to filter out environmental effects, while keeping a high sensitivity to structural changes. The results also show that even after filtering out the environmental effects, the normality assumption cannot be made for the residual feature vector. An alternative is demonstrated here based on extreme value statistics which results in a much better threshold which avoids false positives in the training data, while allowing detection of all damaged cases.

Tidal frequency estimation for closed basins

NASA Technical Reports Server (NTRS)

Eades, J. B., Jr.

1978-01-01

A method was developed for determining the fundamental tidal frequencies for closed basins of water, by means of an eigenvalue analysis. The mathematical model employed, was the Laplace tidal equations.

DOE Office of Scientific and Technical Information (OSTI.GOV)

Dhou, S; Cai, W; Hurwitz, M

Purpose: The goal of this study is to quantify the interfraction reproducibility of patient-specific motion models derived from 4DCBCT acquired on the day of treatment of lung cancer stereotactic body radiotherapy (SBRT) patients. Methods: Motion models are derived from patient 4DCBCT images acquired daily over 3–5 fractions of treatment by 1) applying deformable image registration between each 4DCBCT image and a reference phase from that day, resulting in a set of displacement vector fields (DVFs), and 2) performing principal component analysis (PCA) on the DVFs to derive a motion model. The motion model from the first day of treatment ismore » compared to motion models from each successive day of treatment to quantify variability in motion models generated from different days. Four SBRT patient datasets have been acquired thus far in this IRB approved study. Results: Fraction-specific motion models for each fraction and patient were derived and PCA eigenvectors and their associated eigenvalues are compared for each fraction. For the first patient dataset, the average root mean square error between the first two eigenvectors associated with the highest two eigenvalues, in four fractions was 0.1, while it was 0.25 between the last three PCA eigenvectors associated with the lowest three eigenvalues. It was found that the eigenvectors and eigenvalues of PCA motion models for each treatment fraction have variations and the first few eigenvectors are shown to be more stable across treatment fractions than others. Conclusion: Analysis of this dataset showed that the first two eigenvectors of the PCA patient-specific motion models derived from 4DCBCT were stable over the course of several treatment fractions. The third, fourth, and fifth eigenvectors had larger variations.« less

Intraday seasonalities and nonstationarity of trading volume in financial markets: Collective features.

PubMed

Graczyk, Michelle B; Duarte Queirós, Sílvio M

2017-01-01

Employing Random Matrix Theory and Principal Component Analysis techniques, we enlarge our work on the individual and cross-sectional intraday statistical properties of trading volume in financial markets to the study of collective intraday features of that financial observable. Our data consist of the trading volume of the Dow Jones Industrial Average Index components spanning the years between 2003 and 2014. Computing the intraday time dependent correlation matrices and their spectrum of eigenvalues, we show there is a mode ruling the collective behaviour of the trading volume of these stocks whereas the remaining eigenvalues are within the bounds established by random matrix theory, except the second largest eigenvalue which is robustly above the upper bound limit at the opening and slightly above it during the morning-afternoon transition. Taking into account that for price fluctuations it was reported the existence of at least seven significant eigenvalues-and that its autocorrelation function is close to white noise for highly liquid stocks whereas for the trading volume it lasts significantly for more than 2 hours -, our finding goes against any expectation based on those features, even when we take into account the Epps effect. In addition, the weight of the trading volume collective mode is intraday dependent; its value increases as the trading session advances with its eigenversor approaching the uniform vector as well, which corresponds to a soar in the behavioural homogeneity. With respect to the nonstationarity of the collective features of the trading volume we observe that after the financial crisis of 2008 the coherence function shows the emergence of an upset profile with large fluctuations from that year on, a property that concurs with the modification of the average trading volume profile we noted in our previous individual analysis.

Multicomponent diffusion in basaltic melts at 1350 °C

NASA Astrophysics Data System (ADS)

Guo, Chenghuan; Zhang, Youxue

2018-05-01

Nine successful diffusion couple experiments were conducted in an 8-component SiO2-TiO2-Al2O3-FeO-MgO-CaO-Na2O-K2O system at ∼1350 °C and at 1 GPa, to study multicomponent diffusion in basaltic melts. At least 3 traverses were measured to obtain diffusion profiles for each experiment. Multicomponent diffusion matrix at 1350 °C was obtained by simultaneously fitting diffusion profiles of diffusion couple experiments. Furthermore, in order to better constrain the diffusion matrix and reconcile mineral dissolution data, mineral dissolution experiments in the literature and diffusion couple experiments from this study, were fit together. All features of diffusion profiles in both diffusion couple and mineral dissolution experiments were well reproduced by the diffusion matrix. Diffusion mechanism is inferred from eigenvectors of the diffusion matrix, and it shows that the diffusive exchange between network-formers SiO2 and Al2O3 is the slowest, the exchange of SiO2 with other oxide components is the second slowest with an eigenvalue that is only ∼10% larger, then the exchange between divalent oxide components and all the other oxide components is the third slowest with an eigenvalue that is twice the smallest eigenvalue, then the exchange of FeO + K2O with all the other oxide components is the fourth slowest with an eigenvalue that is 5 times the smallest eigenvalue, then the exchange of MgO with FeO + CaO is the third fastest with an eigenvalue that is 6.3 times the smallest eigenvalue, then the exchange of CaO + K2O with all the other oxide components is the second fastest with an eigenvalue that is 7.5 times the smallest eigenvalue, and the exchange of Na2O with all other oxide components is the fastest with an eigenvalue that is 31 times the smallest eigenvalue. The slowest and fastest eigenvectors are consistent with those for simpler systems in most literature. The obtained diffusion matrix was successfully applied to predict diffusion profiles during mineral dissolution in basaltic melts.

Hall effect on magnetohydrodynamic instabilities at an elliptic magnetic stagnation line

NASA Astrophysics Data System (ADS)

Spies, Günther O.; Faghihi, Mustafa

1987-06-01

To answer the question whether the Hall effect removes the unphysical feature of ideal magnetohydrodynamics of predicting small wavelength kink instabilities at any elliptic magnetic stagnation line, a normal mode analysis is performed of the motion of an incompressible Hall fluid about cylindrical Z-pinch equilibria with circular cross sections. The eigenvalue loci in the complex frequency plane are derived for the equilibrium with constant current density. Every particular mode becomes stable as the Hall parameter exceeds a critical value. This value, however, depends on the mode such that it increases to infinity as the ideal growth rate decreases to zero, implying that there always remains an infinite number of slowly growing instabilities. Correspondingly, the stability criterion for equilibria with arbitrary current distributions is independent of the Hall parameter.

S4 solution of the transport equation for eigenvalues using Legendre polynomials

NASA Astrophysics Data System (ADS)

Öztürk, Hakan; Bülbül, Ahmet

2017-09-01

Numerical solution of the transport equation for monoenergetic neutrons scattered isotropically through the medium of a finite homogeneous slab is studied for the determination of the eigenvalues. After obtaining the discrete ordinates form of the transport equation, separated homogeneous and particular solutions are formed and then the eigenvalues are calculated using the Gauss-Legendre quadrature set. Then, the calculated eigenvalues for various values of the c0, the mean number of secondary neutrons per collision, are given in the tables.

Bethe-Salpeter Eigenvalue Solver Package (BSEPACK) v0.1

DOE Office of Scientific and Technical Information (OSTI.GOV)

SHAO, MEIYEU; YANG, CHAO

2017-04-25

The BSEPACK contains a set of subroutines for solving the Bethe-Salpeter Eigenvalue (BSE) problem. This type of problem arises in this study of optical excitation of nanoscale materials. The BSE problem is a structured non-Hermitian eigenvalue problem. The BSEPACK software can be used to compute all or subset of eigenpairs of a BSE Hamiltonian. It can also be used to compute the optical absorption spectrum without computing BSE eigenvalues and eigenvectors explicitly. The package makes use of the ScaLAPACK, LAPACK and BLAS.

New methods for interpretation of magnetic vector and gradient tensor data I: eigenvector analysis and the normalised source strength

NASA Astrophysics Data System (ADS)

Clark, David A.

2012-09-01

Acquisition of magnetic gradient tensor data is likely to become routine in the near future. New methods for inverting gradient tensor surveys to obtain source parameters have been developed for several elementary, but useful, models. These include point dipole (sphere), vertical line of dipoles (narrow vertical pipe), line of dipoles (horizontal cylinder), thin dipping sheet, and contact models. A key simplification is the use of eigenvalues and associated eigenvectors of the tensor. The normalised source strength (NSS), calculated from the eigenvalues, is a particularly useful rotational invariant that peaks directly over 3D compact sources, 2D compact sources, thin sheets and contacts, and is independent of magnetisation direction. In combination the NSS and its vector gradient determine source locations uniquely. NSS analysis can be extended to other useful models, such as vertical pipes, by calculating eigenvalues of the vertical derivative of the gradient tensor. Inversion based on the vector gradient of the NSS over the Tallawang magnetite deposit obtained good agreement between the inferred geometry of the tabular magnetite skarn body and drill hole intersections. Besides the geological applications, the algorithms for the dipole model are readily applicable to the detection, location and characterisation (DLC) of magnetic objects, such as naval mines, unexploded ordnance, shipwrecks, archaeological artefacts, and buried drums.

Global Optimality of the Successive Maxbet Algorithm.

ERIC Educational Resources Information Center

Hanafi, Mohamed; ten Berge, Jos M. F.

2003-01-01

It is known that the Maxbet algorithm, which is an alternative to the method of generalized canonical correlation analysis and Procrustes analysis, may converge to local maxima. Discusses an eigenvalue criterion that is sufficient, but not necessary, for global optimality of the successive Maxbet algorithm. (SLD)

Evaluation of the eigenvalue method in the solution of transient heat conduction problems

NASA Astrophysics Data System (ADS)

Landry, D. W.

1985-01-01

The eigenvalue method is evaluated to determine the advantages and disadvantages of the method as compared to fully explicit, fully implicit, and Crank-Nicolson methods. Time comparisons and accuracy comparisons are made in an effort to rank the eigenvalue method in relation to the comparison schemes. The eigenvalue method is used to solve the parabolic heat equation in multidimensions with transient temperatures. Extensions into three dimensions are made to determine the method's feasibility in handling large geometry problems requiring great numbers of internal mesh points. The eigenvalue method proves to be slightly better in accuracy than the comparison routines because of an exact treatment, as opposed to a numerical approximation, of the time derivative in the heat equation. It has the potential of being a very powerful routine in solving long transient type problems. The method is not well suited to finely meshed grid arrays or large regions because of the time and memory requirements necessary for calculating large sets of eigenvalues and eigenvectors.

Statistical properties of cross-correlation in the Korean stock market

NASA Astrophysics Data System (ADS)

Oh, G.; Eom, C.; Wang, F.; Jung, W.-S.; Stanley, H. E.; Kim, S.

2011-01-01

We investigate the statistical properties of the cross-correlation matrix between individual stocks traded in the Korean stock market using the random matrix theory (RMT) and observe how these affect the portfolio weights in the Markowitz portfolio theory. We find that the distribution of the cross-correlation matrix is positively skewed and changes over time. We find that the eigenvalue distribution of original cross-correlation matrix deviates from the eigenvalues predicted by the RMT, and the largest eigenvalue is 52 times larger than the maximum value among the eigenvalues predicted by the RMT. The β_{473} coefficient, which reflect the largest eigenvalue property, is 0.8, while one of the eigenvalues in the RMT is approximately zero. Notably, we show that the entropy function E(σ) with the portfolio risk σ for the original and filtered cross-correlation matrices are consistent with a power-law function, E( σ) σ^{-γ}, with the exponent γ 2.92 and those for Asian currency crisis decreases significantly.

A comparison of matrix methods for calculating eigenvalues in acoustically lined ducts

NASA Technical Reports Server (NTRS)

Watson, W.; Lansing, D. L.

1976-01-01

Three approximate methods - finite differences, weighted residuals, and finite elements - were used to solve the eigenvalue problem which arises in finding the acoustic modes and propagation constants in an absorptively lined two-dimensional duct without airflow. The matrix equations derived for each of these methods were solved for the eigenvalues corresponding to various values of wall impedance. Two matrix orders, 20 x 20 and 40 x 40, were used. The cases considered included values of wall admittance for which exact eigenvalues were known and for which several nearly equal roots were present. Ten of the lower order eigenvalues obtained from the three approximate methods were compared with solutions calculated from the exact characteristic equation in order to make an assessment of the relative accuracy and reliability of the three methods. The best results were given by the finite element method using a cubic polynomial. Excellent accuracy was consistently obtained, even for nearly equal eigenvalues, by using a 20 x 20 order matrix.

Statistical properties of the stock and credit market: RMT and network topology

NASA Astrophysics Data System (ADS)

Lim, Kyuseong; Kim, Min Jae; Kim, Sehyun; Kim, Soo Yong

We analyzed the dependence structure of the credit and stock market using random matrix theory and network topology. The dynamics of both markets have been spotlighted throughout the subprime crisis. In this study, we compared these two markets in view of the market-wide effect from random matrix theory and eigenvalue analysis. We found that the largest eigenvalue of the credit market as a whole preceded that of the stock market in the beginning of the financial crisis and that of two markets tended to be synchronized after the crisis. The correlation between the companies of both markets became considerably stronger after the crisis as well.

Electrical impedance tomography in anisotropic media with known eigenvectors

NASA Astrophysics Data System (ADS)

Abascal, Juan-Felipe P. J.; Lionheart, William R. B.; Arridge, Simon R.; Schweiger, Martin; Atkinson, David; Holder, David S.

2011-06-01

Electrical impedance tomography is an imaging method, with which volumetric images of conductivity are produced by injecting electrical current and measuring boundary voltages. It has the potential to become a portable non-invasive medical imaging technique. Until now, most implementations have neglected anisotropy even though human tissues like bone, muscle and brain white matter are markedly anisotropic. The recovery of an anisotropic conductivity tensor is uniquely determined by boundary measurements only up to a diffeomorphism that fixes the boundary. Nevertheless, uniqueness can be restored by providing information about the diffeomorphism. There are uniqueness results for two constraints: one eigenvalue and a multiple scalar of a general tensor. A useable constraint for medical applications is when the eigenvectors of the underlying tissue are known, which can be approximated from MRI or estimated from DT-MRI, although the eigenvalues are unknown. However there is no known theoretical result guaranteeing uniqueness for this constraint. In fact, only a few previous inversion studies have attempted to recover one or more eigenvalues assuming certain symmetries while ignoring nonuniqueness. In this work, the aim was to undertake a numerical study of the feasibility of the recovery of a piecewise linear finite element conductivity tensor in anisotropic media with known eigenvectors from the complete boundary data. The work suggests that uniqueness holds for this constraint, in addition to proposing a methodology for the incorporation of this prior for general conductivity tensors. This was carried out by performing an analysis of the Jacobian rank and by reconstructing four conductivity distributions: two diagonal tensors whose eigenvalues were linear and sinusoidal functions, and two general tensors whose eigenvectors resembled physiological tissue, one with eigenvectors spherically orientated like a spherical layered structure, and a sample of DT-MRI data of brain white matter. The Jacobian with respect to three eigenvalues was full-rank and it was possible to recover three eigenvalues for the four simulated distributions. This encourages further theoretical study of the uniqueness for this constraint and supports the use of this as a relevant usable method for medical applications.

(Quasi)-convexification of Barta's (multi-extrema) bounding theorem: Inf_x\\big(\\ssty\\frac{H\\Phi(x)}{\\Phi(x)} \\big) \\le E_gr \\le Sup_x \\big(\\ssty\\frac{H\\Phi(x)}{\\Phi(x)} \\big)

NASA Astrophysics Data System (ADS)

Handy, C. R.

2006-03-01

There has been renewed interest in the exploitation of Barta's configuration space theorem (BCST) (Barta 1937 C. R. Acad. Sci. Paris 204 472) which bounds the ground-state energy, Inf_x\\big({{H\\Phi(x)}\\over {\\Phi(x)}} \\big ) \\leq E_gr \\leq Sup_x \\big({{H\\Phi(x)}\\over {\\Phi(x)}}\\big) , by using any Φ lying within the space of positive, bounded, and sufficiently smooth functions, {\\cal C} . Mouchet's (Mouchet 2005 J. Phys. A: Math. Gen. 38 1039) BCST analysis is based on gradient optimization (GO). However, it overlooks significant difficulties: (i) appearance of multi-extrema; (ii) inefficiency of GO for stiff (singular perturbation/strong coupling) problems; (iii) the nonexistence of a systematic procedure for arbitrarily improving the bounds within {\\cal C} . These deficiencies can be corrected by transforming BCST into a moments' representation equivalent, and exploiting a generalization of the eigenvalue moment method (EMM), within the context of the well-known generalized eigenvalue problem (GEP), as developed here. EMM is an alternative eigenenergy bounding, variational procedure, overlooked by Mouchet, which also exploits the positivity of the desired physical solution. Furthermore, it is applicable to Hermitian and non-Hermitian systems with complex-number quantization parameters (Handy and Bessis 1985 Phys. Rev. Lett. 55 931, Handy et al 1988 Phys. Rev. Lett. 60 253, Handy 2001 J. Phys. A: Math. Gen. 34 5065, Handy et al 2002 J. Phys. A: Math. Gen. 35 6359). Our analysis exploits various quasi-convexity/concavity theorems common to the GEP representation. We outline the general theory, and present some illustrative examples.

The Topology of Symmetric Tensor Fields

NASA Technical Reports Server (NTRS)

Levin, Yingmei; Batra, Rajesh; Hesselink, Lambertus; Levy, Yuval

1997-01-01

Combinatorial topology, also known as "rubber sheet geometry", has extensive applications in geometry and analysis, many of which result from connections with the theory of differential equations. A link between topology and differential equations is vector fields. Recent developments in scientific visualization have shown that vector fields also play an important role in the analysis of second-order tensor fields. A second-order tensor field can be transformed into its eigensystem, namely, eigenvalues and their associated eigenvectors without loss of information content. Eigenvectors behave in a similar fashion to ordinary vectors with even simpler topological structures due to their sign indeterminacy. Incorporating information about eigenvectors and eigenvalues in a display technique known as hyperstreamlines reveals the structure of a tensor field. The simplify and often complex tensor field and to capture its important features, the tensor is decomposed into an isotopic tensor and a deviator. A tensor field and its deviator share the same set of eigenvectors, and therefore they have a similar topological structure. A a deviator determines the properties of a tensor field, while the isotopic part provides a uniform bias. Degenerate points are basic constituents of tensor fields. In 2-D tensor fields, there are only two types of degenerate points; while in 3-D, the degenerate points can be characterized in a Q'-R' plane. Compressible and incompressible flows share similar topological feature due to the similarity of their deviators. In the case of the deformation tensor, the singularities of its deviator represent the area of vortex core in the field. In turbulent flows, the similarities and differences of the topology of the deformation and the Reynolds stress tensors reveal that the basic addie-viscosity assuptions have their validity in turbulence modeling under certain conditions.

A uniform object-oriented solution to the eigenvalue problem for real symmetric and Hermitian matrices

NASA Astrophysics Data System (ADS)

Castro, María Eugenia; Díaz, Javier; Muñoz-Caro, Camelia; Niño, Alfonso

2011-09-01

We present a system of classes, SHMatrix, to deal in a unified way with the computation of eigenvalues and eigenvectors in real symmetric and Hermitian matrices. Thus, two descendant classes, one for the real symmetric and other for the Hermitian cases, override the abstract methods defined in a base class. The use of the inheritance relationship and polymorphism allows handling objects of any descendant class using a single reference of the base class. The system of classes is intended to be the core element of more sophisticated methods to deal with large eigenvalue problems, as those arising in the variational treatment of realistic quantum mechanical problems. The present system of classes allows computing a subset of all the possible eigenvalues and, optionally, the corresponding eigenvectors. Comparison with well established solutions for analogous eigenvalue problems, as those included in LAPACK, shows that the present solution is competitive against them. Program summaryProgram title: SHMatrix Catalogue identifier: AEHZ_v1_0 Program summary URL:http://cpc.cs.qub.ac.uk/summaries/AEHZ_v1_0.html Program obtainable from: CPC Program Library, Queen's University, Belfast, N. Ireland Licensing provisions: Standard CPC licence, http://cpc.cs.qub.ac.uk/licence/licence.html No. of lines in distributed program, including test data, etc.: 2616 No. of bytes in distributed program, including test data, etc.: 127 312 Distribution format: tar.gz Programming language: Standard ANSI C++. Computer: PCs and workstations. Operating system: Linux, Windows. Classification: 4.8. Nature of problem: The treatment of problems involving eigensystems is a central topic in the quantum mechanical field. Here, the use of the variational approach leads to the computation of eigenvalues and eigenvectors of real symmetric and Hermitian Hamiltonian matrices. Realistic models with several degrees of freedom leads to large (sometimes very large) matrices. Different techniques, such as divide and conquer, can be used to factorize the matrices in order to apply a parallel computing approach. However, it is still interesting to have a core procedure able to tackle the computation of eigenvalues and eigenvectors once the matrix has been factorized to pieces of enough small size. Several available software packages, such as LAPACK, tackled this problem under the traditional imperative programming paradigm. In order to ease the modelling of complex quantum mechanical models it could be interesting to apply an object-oriented approach to the treatment of the eigenproblem. This approach offers the advantage of a single, uniform treatment for the real symmetric and Hermitian cases. Solution method: To reach the above goals, we have developed a system of classes: SHMatrix. SHMatrix is composed by an abstract base class and two descendant classes, one for real symmetric matrices and the other for the Hermitian case. The object-oriented characteristics of inheritance and polymorphism allows handling both cases using a single reference of the base class. The basic computing strategy applied in SHMatrix allows computing subsets of eigenvalues and (optionally) eigenvectors. The tests performed show that SHMatrix is competitive, and more efficient for large matrices, than the equivalent routines of the LAPACK package. Running time: The examples included in the distribution take only a couple of seconds to run.

Using Horn's Parallel Analysis Method in Exploratory Factor Analysis for Determining the Number of Factors

ERIC Educational Resources Information Center

Çokluk, Ömay; Koçak, Duygu

2016-01-01

In this study, the number of factors obtained from parallel analysis, a method used for determining the number of factors in exploratory factor analysis, was compared to that of the factors obtained from eigenvalue and scree plot--two traditional methods for determining the number of factors--in terms of consistency. Parallel analysis is based on…

A new method to real-normalize measured complex modes

NASA Technical Reports Server (NTRS)

Wei, Max L.; Allemang, Randall J.; Zhang, Qiang; Brown, David L.

1987-01-01

A time domain subspace iteration technique is presented to compute a set of normal modes from the measured complex modes. By using the proposed method, a large number of physical coordinates are reduced to a smaller number of model or principal coordinates. Subspace free decay time responses are computed using properly scaled complex modal vectors. Companion matrix for the general case of nonproportional damping is then derived in the selected vector subspace. Subspace normal modes are obtained through eigenvalue solution of the (M sub N) sup -1 (K sub N) matrix and transformed back to the physical coordinates to get a set of normal modes. A numerical example is presented to demonstrate the outlined theory.

An eigenvalue localization set for tensors and its applications.

PubMed

Zhao, Jianxing; Sang, Caili

2017-01-01

A new eigenvalue localization set for tensors is given and proved to be tighter than those presented by Li et al . (Linear Algebra Appl. 481:36-53, 2015) and Huang et al . (J. Inequal. Appl. 2016:254, 2016). As an application of this set, new bounds for the minimum eigenvalue of [Formula: see text]-tensors are established and proved to be sharper than some known results. Compared with the results obtained by Huang et al ., the advantage of our results is that, without considering the selection of nonempty proper subsets S of [Formula: see text], we can obtain a tighter eigenvalue localization set for tensors and sharper bounds for the minimum eigenvalue of [Formula: see text]-tensors. Finally, numerical examples are given to verify the theoretical results.

Development of a generalized perturbation theory method for sensitivity analysis using continuous-energy Monte Carlo methods

DOE PAGES

Perfetti, Christopher M.; Rearden, Bradley T.

2016-03-01

The sensitivity and uncertainty analysis tools of the ORNL SCALE nuclear modeling and simulation code system that have been developed over the last decade have proven indispensable for numerous application and design studies for nuclear criticality safety and reactor physics. SCALE contains tools for analyzing the uncertainty in the eigenvalue of critical systems, but cannot quantify uncertainty in important neutronic parameters such as multigroup cross sections, fuel fission rates, activation rates, and neutron fluence rates with realistic three-dimensional Monte Carlo simulations. A more complete understanding of the sources of uncertainty in these design-limiting parameters could lead to improvements in processmore » optimization, reactor safety, and help inform regulators when setting operational safety margins. A novel approach for calculating eigenvalue sensitivity coefficients, known as the CLUTCH method, was recently explored as academic research and has been found to accurately and rapidly calculate sensitivity coefficients in criticality safety applications. The work presented here describes a new method, known as the GEAR-MC method, which extends the CLUTCH theory for calculating eigenvalue sensitivity coefficients to enable sensitivity coefficient calculations and uncertainty analysis for a generalized set of neutronic responses using high-fidelity continuous-energy Monte Carlo calculations. Here, several criticality safety systems were examined to demonstrate proof of principle for the GEAR-MC method, and GEAR-MC was seen to produce response sensitivity coefficients that agreed well with reference direct perturbation sensitivity coefficients.« less

Viscoelastic Damping of Turbine and Compressor Blade Vibrations.

DTIC Science & Technology

1982-03-01

and Materials Conference, Atlanta, GA: 6 April 1981. 6. Balfour, A. and D.H. Marwick. Pro-ramming in Standard FORTRAN 77. New York: North- Holand Inc...EIGENVALUE PROBLEM RESULTING FROM THE EQUATION OF C MOTION IN THE ANALYTICAL SECTION REAL Gl,G2,C,T,L,M,K,J, F1 ,F2,F3,F4,X1,X2 COMPLEX Z,Z1,B,D,F,W COMMON

Local Orthogonal Cutting Method for Computing Medial Curves and Its Biomedical Applications

DOE Office of Scientific and Technical Information (OSTI.GOV)

Jiao, Xiangmin; Einstein, Daniel R.; Dyedov, Volodymyr

2010-03-24

Medial curves have a wide range of applications in geometric modeling and analysis (such as shape matching) and biomedical engineering (such as morphometry and computer assisted surgery). The computation of medial curves poses significant challenges, both in terms of theoretical analysis and practical efficiency and reliability. In this paper, we propose a definition and analysis of medial curves and also describe an efficient and robust method for computing medial curves. Our approach is based on three key concepts: a local orthogonal decomposition of objects into substructures, a differential geometry concept called the interior center of curvature (ICC), and integrated stabilitymore » and consistency tests. These concepts lend themselves to robust numerical techniques including eigenvalue analysis, weighted least squares approximations, and numerical minimization, resulting in an algorithm that is efficient and noise resistant. We illustrate the effectiveness and robustness of our approach with some highly complex, large-scale, noisy biomedical geometries derived from medical images, including lung airways and blood vessels. We also present comparisons of our method with some existing methods.« less

Accurate Valence Ionization Energies from Kohn-Sham Eigenvalues with the Help of Potential Adjustors.

PubMed

Thierbach, Adrian; Neiss, Christian; Gallandi, Lukas; Marom, Noa; Körzdörfer, Thomas; Görling, Andreas

2017-10-10

An accurate yet computationally very efficient and formally well justified approach to calculate molecular ionization potentials is presented and tested. The first as well as higher ionization potentials are obtained as the negatives of the Kohn-Sham eigenvalues of the neutral molecule after adjusting the eigenvalues by a recently [ Görling Phys. Rev. B 2015 , 91 , 245120 ] introduced potential adjustor for exchange-correlation potentials. Technically the method is very simple. Besides a Kohn-Sham calculation of the neutral molecule, only a second Kohn-Sham calculation of the cation is required. The eigenvalue spectrum of the neutral molecule is shifted such that the negative of the eigenvalue of the highest occupied molecular orbital equals the energy difference of the total electronic energies of the cation minus the neutral molecule. For the first ionization potential this simply amounts to a ΔSCF calculation. Then, the higher ionization potentials are obtained as the negatives of the correspondingly shifted Kohn-Sham eigenvalues. Importantly, this shift of the Kohn-Sham eigenvalue spectrum is not just ad hoc. In fact, it is formally necessary for the physically correct energetic adjustment of the eigenvalue spectrum as it results from ensemble density-functional theory. An analogous approach for electron affinities is equally well obtained and justified. To illustrate the practical benefits of the approach, we calculate the valence ionization energies of test sets of small- and medium-sized molecules and photoelectron spectra of medium-sized electron acceptor molecules using a typical semilocal (PBE) and two typical global hybrid functionals (B3LYP and PBE0). The potential adjusted B3LYP and PBE0 eigenvalues yield valence ionization potentials that are in very good agreement with experimental values, reaching an accuracy that is as good as the best G 0 W 0 methods, however, at much lower computational costs. The potential adjusted PBE eigenvalues result in somewhat less accurate ionization energies, which, however, are almost as accurate as those obtained from the most commonly used G 0 W 0 variants.

Cucheb: A GPU implementation of the filtered Lanczos procedure

NASA Astrophysics Data System (ADS)

Aurentz, Jared L.; Kalantzis, Vassilis; Saad, Yousef

2017-11-01

This paper describes the software package Cucheb, a GPU implementation of the filtered Lanczos procedure for the solution of large sparse symmetric eigenvalue problems. The filtered Lanczos procedure uses a carefully chosen polynomial spectral transformation to accelerate convergence of the Lanczos method when computing eigenvalues within a desired interval. This method has proven particularly effective for eigenvalue problems that arise in electronic structure calculations and density functional theory. We compare our implementation against an equivalent CPU implementation and show that using the GPU can reduce the computation time by more than a factor of 10. Program Summary Program title: Cucheb Program Files doi:http://dx.doi.org/10.17632/rjr9tzchmh.1 Licensing provisions: MIT Programming language: CUDA C/C++ Nature of problem: Electronic structure calculations require the computation of all eigenvalue-eigenvector pairs of a symmetric matrix that lie inside a user-defined real interval. Solution method: To compute all the eigenvalues within a given interval a polynomial spectral transformation is constructed that maps the desired eigenvalues of the original matrix to the exterior of the spectrum of the transformed matrix. The Lanczos method is then used to compute the desired eigenvectors of the transformed matrix, which are then used to recover the desired eigenvalues of the original matrix. The bulk of the operations are executed in parallel using a graphics processing unit (GPU). Runtime: Variable, depending on the number of eigenvalues sought and the size and sparsity of the matrix. Additional comments: Cucheb is compatible with CUDA Toolkit v7.0 or greater.

Semi-analytical Karhunen-Loeve representation of irregular waves based on the prolate spheroidal wave functions

NASA Astrophysics Data System (ADS)

Lee, Gibbeum; Cho, Yeunwoo

2018-01-01

A new semi-analytical approach is presented to solving the matrix eigenvalue problem or the integral equation in Karhunen-Loeve (K-L) representation of random data such as irregular ocean waves. Instead of direct numerical approach to this matrix eigenvalue problem, which may suffer from the computational inaccuracy for big data, a pair of integral and differential equations are considered, which are related to the so-called prolate spheroidal wave functions (PSWF). First, the PSWF is expressed as a summation of a small number of the analytical Legendre functions. After substituting them into the PSWF differential equation, a much smaller size matrix eigenvalue problem is obtained than the direct numerical K-L matrix eigenvalue problem. By solving this with a minimal numerical effort, the PSWF and the associated eigenvalue of the PSWF differential equation are obtained. Then, the eigenvalue of the PSWF integral equation is analytically expressed by the functional values of the PSWF and the eigenvalues obtained in the PSWF differential equation. Finally, the analytically expressed PSWFs and the eigenvalues in the PWSF integral equation are used to form the kernel matrix in the K-L integral equation for the representation of exemplary wave data such as ordinary irregular waves. It is found that, with the same accuracy, the required memory size of the present method is smaller than that of the direct numerical K-L representation and the computation time of the present method is shorter than that of the semi-analytical method based on the sinusoidal functions.

Hessian eigenvalue distribution in a random Gaussian landscape

NASA Astrophysics Data System (ADS)

Yamada, Masaki; Vilenkin, Alexander

2018-03-01

The energy landscape of multiverse cosmology is often modeled by a multi-dimensional random Gaussian potential. The physical predictions of such models crucially depend on the eigenvalue distribution of the Hessian matrix at potential minima. In particular, the stability of vacua and the dynamics of slow-roll inflation are sensitive to the magnitude of the smallest eigenvalues. The Hessian eigenvalue distribution has been studied earlier, using the saddle point approximation, in the leading order of 1/ N expansion, where N is the dimensionality of the landscape. This approximation, however, is insufficient for the small eigenvalue end of the spectrum, where sub-leading terms play a significant role. We extend the saddle point method to account for the sub-leading contributions. We also develop a new approach, where the eigenvalue distribution is found as an equilibrium distribution at the endpoint of a stochastic process (Dyson Brownian motion). The results of the two approaches are consistent in cases where both methods are applicable. We discuss the implications of our results for vacuum stability and slow-roll inflation in the landscape.

Two-faced property of a market factor in asset pricing and diversification effect

NASA Astrophysics Data System (ADS)

Eom, Cheoljun

2017-04-01

This study empirically investigates the test hypothesis that a market factor acting as a representative common factor in the pricing models has a negative influence on constructing a well-diversified portfolio from the Markowitz mean-variance optimization function (MVOF). We use the comparative correlation matrix (C-CM) method to control a single eigenvalue among all eigenvalues included in the sample correlation matrix (S-CM), through the random matrix theory (RMT). In particular, this study observes the effect of the largest eigenvalue that has the property of the market factor. According to the results, the largest eigenvalue has the highest explanatory power on the stock return changes. The C-CM without the largest eigenvalue in the S-CM constructs a more diversified portfolio capable of improving the practical applicability of the MVOF. Moreover, the more diversified portfolio constructed from this C-CM has better out-of-sample performance in the future period. These results support the test hypothesis for the two-faced property of the market factor, defined by the largest eigenvalue.

Fully Parallel MHD Stability Analysis Tool

NASA Astrophysics Data System (ADS)

Svidzinski, Vladimir; Galkin, Sergei; Kim, Jin-Soo; Liu, Yueqiang

2014-10-01

Progress on full parallelization of the plasma stability code MARS will be reported. MARS calculates eigenmodes in 2D axisymmetric toroidal equilibria in MHD-kinetic plasma models. It is a powerful tool for studying MHD and MHD-kinetic instabilities and it is widely used by fusion community. Parallel version of MARS is intended for simulations on local parallel clusters. It will be an efficient tool for simulation of MHD instabilities with low, intermediate and high toroidal mode numbers within both fluid and kinetic plasma models, already implemented in MARS. Parallelization of the code includes parallelization of the construction of the matrix for the eigenvalue problem and parallelization of the inverse iterations algorithm, implemented in MARS for the solution of the formulated eigenvalue problem. Construction of the matrix is parallelized by distributing the load among processors assigned to different magnetic surfaces. Parallelization of the solution of the eigenvalue problem is made by repeating steps of the present MARS algorithm using parallel libraries and procedures. Initial results of the code parallelization will be reported. Work is supported by the U.S. DOE SBIR program.

ASTROP2 Users Manual: A Program for Aeroelastic Stability Analysis of Propfans

NASA Technical Reports Server (NTRS)

Reddy, T. S. R.; Lucero, John M.

1996-01-01

This manual describes the input data required for using the second version of the ASTROP2 (Aeroelastic STability and Response Of Propulsion systems - 2 dimensional analysis) computer code. In ASTROP2, version 2.0, the program is divided into two modules: 2DSTRIP, which calculates the structural dynamic information; and 2DASTROP, which calculates the unsteady aerodynamic force coefficients from which the aeroelastic stability can be determined. In the original version of ASTROP2, these two aspects were performed in a single program. The improvements to version 2.0 include an option to account for counter rotation, improved numerical integration, accommodation for non-uniform inflow distribution, and an iterative scheme to flutter frequency convergence. ASTROP2 can be used for flutter analysis of multi-bladed structures such as those found in compressors, turbines, counter rotating propellers or propfans. The analysis combines a two-dimensional, unsteady cascade aerodynamics model and a three dimensional, normal mode structural model using strip theory. The flutter analysis is formulated in the frequency domain resulting in an eigenvalue determinant. The flutter frequency and damping can be inferred from the eigenvalues.

Analysis techniques for multivariate root loci. [a tool in linear control systems

NASA Technical Reports Server (NTRS)

Thompson, P. M.; Stein, G.; Laub, A. J.

1980-01-01

Analysis and techniques are developed for the multivariable root locus and the multivariable optimal root locus. The generalized eigenvalue problem is used to compute angles and sensitivities for both types of loci, and an algorithm is presented that determines the asymptotic properties of the optimal root locus.

Sensitivity analysis for large-scale problems

NASA Technical Reports Server (NTRS)

Noor, Ahmed K.; Whitworth, Sandra L.

1987-01-01

The development of efficient techniques for calculating sensitivity derivatives is studied. The objective is to present a computational procedure for calculating sensitivity derivatives as part of performing structural reanalysis for large-scale problems. The scope is limited to framed type structures. Both linear static analysis and free-vibration eigenvalue problems are considered.

Hybrid preconditioning for iterative diagonalization of ill-conditioned generalized eigenvalue problems in electronic structure calculations

DOE Office of Scientific and Technical Information (OSTI.GOV)

Cai, Yunfeng, E-mail: yfcai@math.pku.edu.cn; Department of Computer Science, University of California, Davis 95616; Bai, Zhaojun, E-mail: bai@cs.ucdavis.edu

2013-12-15

The iterative diagonalization of a sequence of large ill-conditioned generalized eigenvalue problems is a computational bottleneck in quantum mechanical methods employing a nonorthogonal basis for ab initio electronic structure calculations. We propose a hybrid preconditioning scheme to effectively combine global and locally accelerated preconditioners for rapid iterative diagonalization of such eigenvalue problems. In partition-of-unity finite-element (PUFE) pseudopotential density-functional calculations, employing a nonorthogonal basis, we show that the hybrid preconditioned block steepest descent method is a cost-effective eigensolver, outperforming current state-of-the-art global preconditioning schemes, and comparably efficient for the ill-conditioned generalized eigenvalue problems produced by PUFE as the locally optimal blockmore » preconditioned conjugate-gradient method for the well-conditioned standard eigenvalue problems produced by planewave methods.« less

Architecture of chaotic attractors for flows in the absence of any singular point

DOE Office of Scientific and Technical Information (OSTI.GOV)

Letellier, Christophe; Malasoma, Jean-Marc

2016-06-15

Some chaotic attractors produced by three-dimensional dynamical systems without any singular point have now been identified, but explaining how they are structured in the state space remains an open question. We here want to explain—in the particular case of the Wei system—such a structure, using one-dimensional sets obtained by vanishing two of the three derivatives of the flow. The neighborhoods of these sets are made of points which are characterized by the eigenvalues of a 2 × 2 matrix describing the stability of flow in a subspace transverse to it. We will show that the attractor is spiralling and twisted in themore » neighborhood of one-dimensional sets where points are characterized by a pair of complex conjugated eigenvalues. We then show that such one-dimensional sets are also useful in explaining the structure of attractors produced by systems with singular points, by considering the case of the Lorenz system.« less

An efficient solver for large structured eigenvalue problems in relativistic quantum chemistry

NASA Astrophysics Data System (ADS)

Shiozaki, Toru

2017-01-01

We report an efficient program for computing the eigenvalues and symmetry-adapted eigenvectors of very large quaternionic (or Hermitian skew-Hamiltonian) matrices, using which structure-preserving diagonalisation of matrices of dimension N > 10, 000 is now routine on a single computer node. Such matrices appear frequently in relativistic quantum chemistry owing to the time-reversal symmetry. The implementation is based on a blocked version of the Paige-Van Loan algorithm, which allows us to use the Level 3 BLAS subroutines for most of the computations. Taking advantage of the symmetry, the program is faster by up to a factor of 2 than state-of-the-art implementations of complex Hermitian diagonalisation; diagonalising a 12, 800 × 12, 800 matrix took 42.8 (9.5) and 85.6 (12.6) minutes with 1 CPU core (16 CPU cores) using our symmetry-adapted solver and Intel Math Kernel Library's ZHEEV that is not structure-preserving, respectively. The source code is publicly available under the FreeBSD licence.

Vibrational shape tracking of atomic force microscopy cantilevers for improved sensitivity and accuracy of nanomechanical measurements

NASA Astrophysics Data System (ADS)

Wagner, Ryan; Killgore, Jason P.; Tung, Ryan C.; Raman, Arvind; Hurley, Donna C.

2015-01-01

Contact resonance atomic force microscopy (CR-AFM) methods currently utilize the eigenvalues, or resonant frequencies, of an AFM cantilever in contact with a surface to quantify local mechanical properties. However, the cantilever eigenmodes, or vibrational shapes, also depend strongly on tip-sample contact stiffness. In this paper, we evaluate the potential of eigenmode measurements for improved accuracy and sensitivity of CR-AFM. We apply a recently developed, in situ laser scanning method to experimentally measure changes in cantilever eigenmodes as a function of tip-sample stiffness. Regions of maximum sensitivity for eigenvalues and eigenmodes are compared and found to occur at different values of contact stiffness. The results allow the development of practical guidelines for CR-AFM experiments, such as optimum laser spot positioning for different experimental conditions. These experiments provide insight into the complex system dynamics that can affect CR-AFM and lay a foundation for enhanced nanomechanical measurements with CR-AFM.

The Cr dependence problem of eigenvalues of the Laplace operator on domains in the plane

NASA Astrophysics Data System (ADS)

Haddad, Julian; Montenegro, Marcos

2018-03-01

The Cr dependence problem of multiple Dirichlet eigenvalues on domains is discussed for elliptic operators by regarding C r + 1-smooth one-parameter families of C1 perturbations of domains in Rn. As applications of our main theorem (Theorem 1), we provide a fairly complete description for all eigenvalues of the Laplace operator on disks and squares in R2 and also for its second eigenvalue on balls in Rn for any n ≥ 3. The central tool used in our proof is a degenerate implicit function theorem on Banach spaces (Theorem 2) of independent interest.

Computing interior eigenvalues of nonsymmetric matrices: application to three-dimensional metamaterial composites.

PubMed

Terao, Takamichi

2010-08-01

We propose a numerical method to calculate interior eigenvalues and corresponding eigenvectors for nonsymmetric matrices. Based on the subspace projection technique onto expanded Ritz subspace, it becomes possible to obtain eigenvalues and eigenvectors with sufficiently high precision. This method overcomes the difficulties of the traditional nonsymmetric Lanczos algorithm, and improves the accuracy of the obtained interior eigenvalues and eigenvectors. Using this algorithm, we investigate three-dimensional metamaterial composites consisting of positive and negative refractive index materials, and it is demonstrated that the finite-difference frequency-domain algorithm is applicable to analyze these metamaterial composites.

The first eigenvalue of the p-Laplacian on quantum graphs

NASA Astrophysics Data System (ADS)

Del Pezzo, Leandro M.; Rossi, Julio D.

2016-12-01

We study the first eigenvalue of the p-Laplacian (with 1

A new approach to the method of source-sink potentials for molecular conduction

DOE Office of Scientific and Technical Information (OSTI.GOV)

Pickup, Barry T., E-mail: B.T.Pickup@sheffield.ac.uk, E-mail: P.W.Fowler@sheffield.ac.uk; Fowler, Patrick W., E-mail: B.T.Pickup@sheffield.ac.uk, E-mail: P.W.Fowler@sheffield.ac.uk; Borg, Martha

2015-11-21

We re-derive the tight-binding source-sink potential (SSP) equations for ballistic conduction through conjugated molecular structures in a form that avoids singularities. This enables derivation of new results for families of molecular devices in terms of eigenvectors and eigenvalues of the adjacency matrix of the molecular graph. In particular, we define the transmission of electrons through individual molecular orbitals (MO) and through MO shells. We make explicit the behaviour of the total current and individual MO and shell currents at molecular eigenvalues. A rich variety of behaviour is found. A SSP device has specific insulation or conduction at an eigenvalue ofmore » the molecular graph (a root of the characteristic polynomial) according to the multiplicities of that value in the spectra of four defined device polynomials. Conduction near eigenvalues is dominated by the transmission curves of nearby shells. A shell may be inert or active. An inert shell does not conduct at any energy, not even at its own eigenvalue. Conduction may occur at the eigenvalue of an inert shell, but is then carried entirely by other shells. If a shell is active, it carries all conduction at its own eigenvalue. For bipartite molecular graphs (alternant molecules), orbital conduction properties are governed by a pairing theorem. Inertness of shells for families such as chains and rings is predicted by selection rules based on node counting and degeneracy.« less

Topics in QCD at Nonzero Temperature and Density

NASA Astrophysics Data System (ADS)

Pangeni, Kamal

Understanding the behavior of matter at ultra-high density such as neutron stars require the knowledge of ground state properties of Quantum chromodynamics (QCD) at finite chemical potential. However, this task has turned out to be very difficult because of two main reasons: 1) QCD may still be strongly coupled at those regimes making perturbative calculations unreliable and 2) QCD at finite density suffers from the sign problem that makes the use of lattice simulation problematic and it even affects phenomenological models. In the first part of this thesis, we show that the sign problem in analytical calculations of finite density models can be solved by considering the CK-symmetric, where C is charge conjugation and K is complex conjugation, complex saddle points of the effective action. We then explore the properties and consequences of such complex saddle points at non-zero temperature and density. Due to CK symmetry, the mass matrix eigenvalues in these models are not always real but can be complex, which results in damped oscillation of the density-density correlation function, a new feature of finite density models. To address the generality of such behavior, we next consider a lattice model of QCD with static quarks at strong-coupling. Computation of the mass spectrum confirms the existence of complex eigenvalues in much of temperature-chemical potential plane. This provides an independent confirmation of our results obtained using phenomenological models of QCD. The existence of regions in parameter space where density-density correlation function exhibit damped oscillation is one of the hallmarks of typical liquid-gas system. The formalism developed to tackle the sign problem in QCD models actually gives a simple understanding for the existence of such behavior in liquid-gas system. To this end, we develop a generic field theoretic model for the treatment of liquid-gas phase transition. An effective field theory at finite density derived from a fundamental four dimensional field theory turns out to be complex but CK symmetric. The existence of CK symmetry results in complex mass eigenvalues, which in turn leads to damped oscillatory behavior of the density-density correlation function. In the last part of this thesis, we study the effect of large amplitude density oscillations on the transport properties of superfluid nuclear matter. In nuclear matter at neutron-star densities and temperature, Cooper pairing leads to the formations of a gap in the nucleon excitation spectra resulting in exponentially strong Boltzmann suppression of many transport coefficients. Previous calculations have shown evidence that density oscillations of sufficiently large amplitude can overcome this suppression for flavor-changing beta processes via the mechanism of "gap-bridging". We address the simplifications made in that initial work, and show that gap bridging can counteract Boltzmann suppression of neutrino emissivity for the realistic case of modified Urca processes in matter with 3 P2 neutron pairing.

The Use of Sphere Indentation Experiments to Characterize Ceramic Damage Models

DTIC Science & Technology

2011-09-01

state having two equal eigenvalues. For TXC, the axial stress (single eigenvalue) is more compressive than the lateral stresses (dual eigenvalues). For...parameters. These dynamic experiments supplement traditional characterization experiments such as tension, triaxial compression , Brazilian, and...These dynamic experiments supplement traditional characterization experiments such as tension, triaxial compression , Brazilian, and plate impact, which

Localization of the eigenvalues of linear integral equations with applications to linear ordinary differential equations.

NASA Technical Reports Server (NTRS)

Sloss, J. M.; Kranzler, S. K.

1972-01-01

The equivalence of a considered integral equation form with an infinite system of linear equations is proved, and the localization of the eigenvalues of the infinite system is expressed. Error estimates are derived, and the problems of finding upper bounds and lower bounds for the eigenvalues are solved simultaneously.

Analysis of the Existence of Patient Care Team Using Social Network Methods in Physician Communities from Healthcare Insurance Companies.

PubMed

Ito, Márcia; Appel, Ana Paula; de Santana, Vagner Figueredo; Moyano, Luis G

2017-01-01

Care teams are formed by physicians of different specialties who take care of the same patient. Hence, if we find physicians that share patients with each other probably they configure an informal care team. Thus, the objective of this work is to explore the possibility of finding care teams using Social Network Analysis techniques in physician-physician networks where the physicians have patients in common. For this, we used healthcare insurance claims to build the network. There was the agreement on the metrics of degree and eigenvalue and of betweenness and closeness, also physicians with the 5 highest eigenvalues are highly interconnected. We discuss that the analysis of the physician-physician network with metrics of centrality is promising to reveal informal care teams. The high potential in calculating these metrics is verified from the results to evaluate member's performance and with that how to take actions to improve the work of the team.

PCA meets RG

NASA Astrophysics Data System (ADS)

Bradde, Serena; Bialek, William

A system with many degrees of freedom can be characterized by a covariance matrix; principal components analysis (PCA) focuses on the eigenvalues of this matrix, hoping to find a lower dimensional description. But when the spectrum is nearly continuous, any distinction between components that we keep and those that we ignore becomes arbitrary; it then is natural to ask what happens as we vary this arbitrary cutoff. We argue that this problem is analogous to the momentum shell renormalization group (RG). Following this analogy, we can define relevant and irrelevant operators, where the role of dimensionality is played by properties of the eigenvalue density. These results also suggest an approach to the analysis of real data. As an example, we study neural activity in the vertebrate retina as it responds to naturalistic movies, and find evidence of behavior controlled by a nontrivial fixed point. Applied to financial data, our analysis separates modes dominated by sampling noise from a smaller but still macroscopic number of modes described by a non-Gaussian distribution.

PCA Meets RG

NASA Astrophysics Data System (ADS)

Bradde, Serena; Bialek, William

2017-05-01

A system with many degrees of freedom can be characterized by a covariance matrix; principal components analysis focuses on the eigenvalues of this matrix, hoping to find a lower dimensional description. But when the spectrum is nearly continuous, any distinction between components that we keep and those that we ignore becomes arbitrary; it then is natural to ask what happens as we vary this arbitrary cutoff. We argue that this problem is analogous to the momentum shell renormalization group. Following this analogy, we can define relevant and irrelevant operators, where the role of dimensionality is played by properties of the eigenvalue density. These results also suggest an approach to the analysis of real data. As an example, we study neural activity in the vertebrate retina as it responds to naturalistic movies, and find evidence of behavior controlled by a nontrivial fixed point. Applied to financial data, our analysis separates modes dominated by sampling noise from a smaller but still macroscopic number of modes described by a non-Gaussian distribution.

How many atoms are required to characterize accurately trajectory fluctuations of a protein?

NASA Astrophysics Data System (ADS)

Cukier, Robert I.

2010-06-01

Large molecules, whose thermal fluctuations sample a complex energy landscape, exhibit motions on an extended range of space and time scales. Principal component analysis (PCA) is often used to extract dominant motions that in proteins are typically domain motions. These motions are captured in the large eigenvalue (leading) principal components. There is also information in the small eigenvalues, arising from approximate linear dependencies among the coordinates. These linear dependencies suggest that instead of using all the atom coordinates to represent a trajectory, it should be possible to use a reduced set of coordinates with little loss in the information captured by the large eigenvalue principal components. In this work, methods that can monitor the correlation (overlap) between a reduced set of atoms and any number of retained principal components are introduced. For application to trajectory data generated by simulations, where the overall translational and rotational motion needs to be eliminated before PCA is carried out, some difficulties with the overlap measures arise and methods are developed to overcome them. The overlap measures are evaluated for a trajectory generated by molecular dynamics for the protein adenylate kinase, which consists of a stable, core domain, and two more mobile domains, referred to as the LID domain and the AMP-binding domain. The use of reduced sets corresponding, for the smallest set, to one-eighth of the alpha carbon (CA) atoms relative to using all the CA atoms is shown to predict the dominant motions of adenylate kinase. The overlap between using all the CA atoms and all the backbone atoms is essentially unity for a sum over PCA modes that effectively capture the exact trajectory. A reduction to a few atoms (three in the LID and three in the AMP-binding domain) shows that at least the first principal component, characterizing a large part of the LID-binding and AMP-binding motion, is well described. Based on these results, the overlap criterion should be applicable as a guide to postulating and validating coarse-grained descriptions of generic biomolecular assemblies.

Identifying Optimal Measurement Subspace for the Ensemble Kalman Filter

DOE Office of Scientific and Technical Information (OSTI.GOV)

Zhou, Ning; Huang, Zhenyu; Welch, Greg

2012-05-24

To reduce the computational load of the ensemble Kalman filter while maintaining its efficacy, an optimization algorithm based on the generalized eigenvalue decomposition method is proposed for identifying the most informative measurement subspace. When the number of measurements is large, the proposed algorithm can be used to make an effective tradeoff between computational complexity and estimation accuracy. This algorithm also can be extended to other Kalman filters for measurement subspace selection.

Broadband mixing of $${\\mathscr{P}}{\\mathscr{T}}$$-symmetric and $${\\mathscr{P}}{\\mathscr{T}}$$-broken phases in photonic heterostructures with a one-dimensional loss/gain bilayer

DOE Office of Scientific and Technical Information (OSTI.GOV)

Özgün, Ege; Serebryannikov, Andriy E.; Ozbay, Ekmel

Combining loss and gain components in one photonic heterostructure opens a new route to efficient manipulation by radiation, transmission, absorption, and scattering of electromagnetic waves. Therefore, loss/gain structures enablingmore » $${\\mathscr{P}}{\\mathscr{T}}$$-symmetric and $${\\mathscr{P}}{\\mathscr{T}}$$-broken phases for eigenvalues have extensively been studied in the last decade. In particular, translation from one phase to another, which occurs at the critical point in the two-channel structures with one-dimensional loss/gain components, is often associated with one-way transmission. In this report, broadband mixing of the $${\\mathscr{P}}{\\mathscr{T}}$$-symmetric and $${\\mathscr{P}}{\\mathscr{T}}$$-broken phases for eigenvalues is theoretically demonstrated in heterostructures with four channels obtained by combining a one-dimensional loss/gain bilayer and one or two thin polarization-converting components (PCCs). The broadband phase mixing in the four-channel case is expected to yield advanced transmission and absorption regimes. Various configurations are analyzed, which are distinguished in symmetry properties and polarization conversion regime of PCCs. The conditions necessary for phase mixing are then discussed. The simplest two-component configurations with broadband mixing are found, as well as the more complex three-component configurations wherein symmetric and broken sets are not yet mixed and appear in the neighbouring frequency ranges. Peculiarities of eigenvalue behaviour are considered for different permittivity ranges of loss/gain medium, i.e., from epsilon-near-zero to high-epsilon regime.« less

Broadband mixing of [Formula: see text]-symmetric and [Formula: see text]-broken phases in photonic heterostructures with a one-dimensional loss/gain bilayer.

PubMed

Özgün, Ege; Serebryannikov, Andriy E; Ozbay, Ekmel; Soukoulis, Costas M

2017-11-14

Combining loss and gain components in one photonic heterostructure opens a new route to efficient manipulation by radiation, transmission, absorption, and scattering of electromagnetic waves. Therefore, loss/gain structures enabling [Formula: see text]-symmetric and [Formula: see text]-broken phases for eigenvalues have extensively been studied in the last decade. In particular, translation from one phase to another, which occurs at the critical point in the two-channel structures with one-dimensional loss/gain components, is often associated with one-way transmission. In this report, broadband mixing of the [Formula: see text]-symmetric and [Formula: see text]-broken phases for eigenvalues is theoretically demonstrated in heterostructures with four channels obtained by combining a one-dimensional loss/gain bilayer and one or two thin polarization-converting components (PCCs). The broadband phase mixing in the four-channel case is expected to yield advanced transmission and absorption regimes. Various configurations are analyzed, which are distinguished in symmetry properties and polarization conversion regime of PCCs. The conditions necessary for phase mixing are discussed. The simplest two-component configurations with broadband mixing are found, as well as the more complex three-component configurations wherein symmetric and broken sets are not yet mixed and appear in the neighbouring frequency ranges. Peculiarities of eigenvalue behaviour are considered for different permittivity ranges of loss/gain medium, i.e., from epsilon-near-zero to high-epsilon regime.

Broadband mixing of $${\\mathscr{P}}{\\mathscr{T}}$$-symmetric and $${\\mathscr{P}}{\\mathscr{T}}$$-broken phases in photonic heterostructures with a one-dimensional loss/gain bilayer

DOE PAGES

Özgün, Ege; Serebryannikov, Andriy E.; Ozbay, Ekmel; ...

2017-11-14

Combining loss and gain components in one photonic heterostructure opens a new route to efficient manipulation by radiation, transmission, absorption, and scattering of electromagnetic waves. Therefore, loss/gain structures enablingmore » $${\\mathscr{P}}{\\mathscr{T}}$$-symmetric and $${\\mathscr{P}}{\\mathscr{T}}$$-broken phases for eigenvalues have extensively been studied in the last decade. In particular, translation from one phase to another, which occurs at the critical point in the two-channel structures with one-dimensional loss/gain components, is often associated with one-way transmission. In this report, broadband mixing of the $${\\mathscr{P}}{\\mathscr{T}}$$-symmetric and $${\\mathscr{P}}{\\mathscr{T}}$$-broken phases for eigenvalues is theoretically demonstrated in heterostructures with four channels obtained by combining a one-dimensional loss/gain bilayer and one or two thin polarization-converting components (PCCs). The broadband phase mixing in the four-channel case is expected to yield advanced transmission and absorption regimes. Various configurations are analyzed, which are distinguished in symmetry properties and polarization conversion regime of PCCs. The conditions necessary for phase mixing are then discussed. The simplest two-component configurations with broadband mixing are found, as well as the more complex three-component configurations wherein symmetric and broken sets are not yet mixed and appear in the neighbouring frequency ranges. Peculiarities of eigenvalue behaviour are considered for different permittivity ranges of loss/gain medium, i.e., from epsilon-near-zero to high-epsilon regime.« less

The construction of partner potential from the general potential anharmonic in D-dimensional Schrodinger system

NASA Astrophysics Data System (ADS)

Suparmi; Cari, C.; Wea, K. N.; Wahyulianti

2018-03-01

The Schrodinger equation is the fundamental equation in quantum physics. The characteristic of the particle in physics potential field can be explained by using the Schrodinger equation. In this study, the solution of 4 dimensional Schrodinger equation for the anharmonic potential and the anharmonic partner potential have done. The method that used to solve the Schrodinger equation was the ansatz wave method, while to construction the partner potential was the supersymmetric method. The construction of partner potential used to explain the experiment result that cannot be explained by the original potential. The eigenvalue for anharmonic potential and the anharmonic partner potential have the same characteristic. Every increase of quantum orbital number the eigenvalue getting smaller. This result corresponds to Bohrn’s atomic theory that the eigenvalue is inversely proportional to the atomic shell. But the eigenvalue for the anharmonic partner potential higher than the eigenvalue for the anharmonic original potential.

Analysis of structural correlations in a model binary 3D liquid through the eigenvalues and eigenvectors of the atomic stress tensors

DOE Office of Scientific and Technical Information (OSTI.GOV)

Levashov, V. A.

2016-03-07

It is possible to associate with every atom or molecule in a liquid its own atomic stress tensor. These atomic stress tensors can be used to describe liquids’ structures and to investigate the connection between structural and dynamic properties. In particular, atomic stresses allow to address atomic scale correlations relevant to the Green-Kubo expression for viscosity. Previously correlations between the atomic stresses of different atoms were studied using the Cartesian representation of the stress tensors or the representation based on spherical harmonics. In this paper we address structural correlations in a 3D model binary liquid using the eigenvalues and eigenvectorsmore » of the atomic stress tensors. This approach allows to interpret correlations relevant to the Green-Kubo expression for viscosity in a simple geometric way. On decrease of temperature the changes in the relevant stress correlation function between different atoms are significantly more pronounced than the changes in the pair density function. We demonstrate that this behaviour originates from the orientational correlations between the eigenvectors of the atomic stress tensors. We also found correlations between the eigenvalues of the same atomic stress tensor. For the studied system, with purely repulsive interactions between the particles, the eigenvalues of every atomic stress tensor are positive and they can be ordered: λ{sub 1} ≥ λ{sub 2} ≥ λ{sub 3} ≥ 0. We found that, for the particles of a given type, the probability distributions of the ratios (λ{sub 2}/λ{sub 1}) and (λ{sub 3}/λ{sub 2}) are essentially identical to each other in the liquids state. We also found that λ{sub 2} tends to be equal to the geometric average of λ{sub 1} and λ{sub 3}. In our view, correlations between the eigenvalues may represent “the Poisson ratio effect” at the atomic scale.« less

Analysis of structural correlations in a model binary 3D liquid through the eigenvalues and eigenvectors of the atomic stress tensors.

PubMed

Levashov, V A

2016-03-07

It is possible to associate with every atom or molecule in a liquid its own atomic stress tensor. These atomic stress tensors can be used to describe liquids' structures and to investigate the connection between structural and dynamic properties. In particular, atomic stresses allow to address atomic scale correlations relevant to the Green-Kubo expression for viscosity. Previously correlations between the atomic stresses of different atoms were studied using the Cartesian representation of the stress tensors or the representation based on spherical harmonics. In this paper we address structural correlations in a 3D model binary liquid using the eigenvalues and eigenvectors of the atomic stress tensors. This approach allows to interpret correlations relevant to the Green-Kubo expression for viscosity in a simple geometric way. On decrease of temperature the changes in the relevant stress correlation function between different atoms are significantly more pronounced than the changes in the pair density function. We demonstrate that this behaviour originates from the orientational correlations between the eigenvectors of the atomic stress tensors. We also found correlations between the eigenvalues of the same atomic stress tensor. For the studied system, with purely repulsive interactions between the particles, the eigenvalues of every atomic stress tensor are positive and they can be ordered: λ1 ≥ λ2 ≥ λ3 ≥ 0. We found that, for the particles of a given type, the probability distributions of the ratios (λ2/λ1) and (λ3/λ2) are essentially identical to each other in the liquids state. We also found that λ2 tends to be equal to the geometric average of λ1 and λ3. In our view, correlations between the eigenvalues may represent "the Poisson ratio effect" at the atomic scale.

Iterative Methods for Elliptic Problems and the Discovery of ’q’.

DTIC Science & Technology

1984-07-01

K = M’IlN LN 12 is a nonnegative irreducible matrix. Hence the Perron - Frobenius theory [19] tells us that there is exactly one eigenvalue A with W = p...earlier, the Perron - Frobenius theory implies that p is itself an eigenvalue. However, as we have said, in this instance the eigenvalue problem (l.12a

Applying nonlinear diffusion acceleration to the neutron transport k-Eigenvalue problem with anisotropic scattering

DOE PAGES

Willert, Jeffrey; Park, H.; Taitano, William

2015-11-01

High-order/low-order (or moment-based acceleration) algorithms have been used to significantly accelerate the solution to the neutron transport k-eigenvalue problem over the past several years. Recently, the nonlinear diffusion acceleration algorithm has been extended to solve fixed-source problems with anisotropic scattering sources. In this paper, we demonstrate that we can extend this algorithm to k-eigenvalue problems in which the scattering source is anisotropic and a significant acceleration can be achieved. Lastly, we demonstrate that the low-order, diffusion-like eigenvalue problem can be solved efficiently using a technique known as nonlinear elimination.

A code for analysis of the fine structure in near-rigid weakly-bonded open-shell complexes that consist of a diatomic radical in a Σ3 state and a closed-shell molecule

NASA Astrophysics Data System (ADS)

Fawzy, Wafaa M.

2010-10-01

A FORTRAN code is developed for simulation and fitting the fine structure of a planar weakly-bonded open-shell complex that consists of a diatomic radical in a Σ3 electronic state and a diatomic or a polyatomic closed-shell molecule. The program sets up the proper total Hamiltonian matrix for a given J value and takes account of electron-spin-electron-spin, electron-spin rotation interactions, and the quartic and sextic centrifugal distortion terms within the complex. Also, R-dependence of electron-spin-electron-spin and electron-spin rotation couplings are considered. The code does not take account of effects of large-amplitude internal rotation of the diatomic radical within the complex. It is assumed that the complex has a well defined equilibrium geometry so that effects of large amplitude motion are negligible. Therefore, the computer code is suitable for a near-rigid rotor. Numerical diagonalization of the matrix provides the eigenvalues and the eigenfunctions that are necessary for calculating energy levels, frequencies, relative intensities of infrared or microwave transitions, and expectation values of the quantum numbers within the complex. Goodness of all the quantum numbers, with exception of J and parity, depends on relative sizes of the product of the rotational constants and quantum numbers (i.e. BJ, CJ, and AK), electron-spin-electron-spin, and electron-spin rotation couplings, as well as the geometry of the complex. Therefore, expectation values of the quantum numbers are calculated in the eigenfunctions basis of the complex. The computational time for the least squares fits has been significantly reduced by using the Hellman-Feynman theory for calculating the derivatives. The computer code is useful for analysis of high resolution infrared and microwave spectra of a planar near-rigid weakly-bonded open-shell complex that contains a diatomic fragment in a Σ3 electronic state and a closed-shell molecule. The computer program was successfully applied to analysis and fitting the observed high resolution infrared spectra of the O 2sbnd HF/O 2sbnd DF and O 2sbnd N 2O complexes. Test input file for simulation and fitting the high resolution infrared spectrum of the O 2sbnd DF complex is provided. Program summaryProgram title: TSIG_COMP Catalogue identifier: AEGM_v1_0 Program summary URL:http://cpc.cs.qub.ac.uk/summaries/AEGM_v1_0.html Program obtainable from: CPC Program Library, Queen's University, Belfast, N. Ireland Licensing provisions: Standard CPC licence, http://cpc.cs.qub.ac.uk/licence/licence.html No. of lines in distributed program, including test data, etc.: 10 030 No. of bytes in distributed program, including test data, etc.: 51 663 Distribution format: tar.gz Programming language: Fortran 90, free format Computer: SGI Origin 3400, workstations and PCs Operating system: Linux, UNIX and Windows (see Restrictions below) RAM: Case dependent Classification: 16.2 Nature of problem: TSIG_COMP calculates frequencies, relative intensities, and expectation values of the various quantum numbers and parities of bound states involved in allowed ro-vibrational transitions in semi-rigid planar weakly-bonded open-shell complexes. The complexes of interest contain a free radical in a Σ3 state and a closed-shell partner, where the electron-spin-electron-spin interaction, electron-spin rotation interaction, and centrifugal forces significantly modify the spectral patterns. To date, ab initio methods are incapable of taking these effects into account to provide accurate predictions for the ro-vibrational energy levels of the complexes of interest. In the TSIG_COMP program, the problem is solved by using the proper effective Hamiltonian and molecular basis set. Solution method: The program uses a Hamiltonian operator that takes into account vibration, end-over-end rotation, electron-spin-electron-spin and electron-spin rotation interactions as well as the various centrifugal distortion terms. The Hamiltonian operator and the molecular basis set are used to set up the Hamiltonian matrix in the inertial axis system of the complex of interest. Diagonalization of the Hamiltonian matrix provides the eigenvalues and the eigenfunctions for the bound ro-vibrational states. These eigenvalues and eigenfunctions are used to calculate frequencies and relative intensities of the allowed infrared or microwave transitions as well as expectation values of all the quantum numbers and parities of states involved in the transitions. The program employs the method of least squares fits to fit the observed frequencies to the calculated frequencies to provide the molecular parameters that determine the geometry of the complex of interest. Restrictions: The number of transitions and parameters included in the fits is limited to 80 parameters and 200 transitions. However, these numbers can be increased by adjusting dimensions of the arrays (not recommended). Running the program under MS windows is recommended for simulations of any number of transitions and for fitting a relatively small number of parameters and transitions (maximum 15 parameters and 82 transitions), for fitting larger number of parameters run time error may occur. Because spectra of weakly bonded complexes are recorded at low temperatures, in most of cases fittings can be performed under MS windows. Running time: Problem-dependent. The provided test input for Linux fits 82 transitions and 21 parameters, the actual run time is 62 minutes. The provided test input file for MS windows fits 82 transitions and 15 parameters; the actual runtime is 5 minutes.

A Methodology for Loading the Advanced Test Reactor Driver Core for Experiment Analysis

DOE Office of Scientific and Technical Information (OSTI.GOV)

Cowherd, Wilson M.; Nielsen, Joseph W.; Choe, Dong O.

In support of experiments in the ATR, a new methodology was devised for loading the ATR Driver Core. This methodology will replace the existing methodology used by the INL Neutronic Analysis group to analyze experiments. Studied in this paper was the as-run analysis for ATR Cycle 152B, specifically comparing measured lobe powers and eigenvalue calculations.

Considering Horn's Parallel Analysis from a Random Matrix Theory Point of View.

PubMed

Saccenti, Edoardo; Timmerman, Marieke E

2017-03-01

Horn's parallel analysis is a widely used method for assessing the number of principal components and common factors. We discuss the theoretical foundations of parallel analysis for principal components based on a covariance matrix by making use of arguments from random matrix theory. In particular, we show that (i) for the first component, parallel analysis is an inferential method equivalent to the Tracy-Widom test, (ii) its use to test high-order eigenvalues is equivalent to the use of the joint distribution of the eigenvalues, and thus should be discouraged, and (iii) a formal test for higher-order components can be obtained based on a Tracy-Widom approximation. We illustrate the performance of the two testing procedures using simulated data generated under both a principal component model and a common factors model. For the principal component model, the Tracy-Widom test performs consistently in all conditions, while parallel analysis shows unpredictable behavior for higher-order components. For the common factor model, including major and minor factors, both procedures are heuristic approaches, with variable performance. We conclude that the Tracy-Widom procedure is preferred over parallel analysis for statistically testing the number of principal components based on a covariance matrix.

Efficient exact-exchange time-dependent density-functional theory methods and their relation to time-dependent Hartree-Fock.

PubMed

Hesselmann, Andreas; Görling, Andreas

2011-01-21

A recently introduced time-dependent exact-exchange (TDEXX) method, i.e., a response method based on time-dependent density-functional theory that treats the frequency-dependent exchange kernel exactly, is reformulated. In the reformulated version of the TDEXX method electronic excitation energies can be calculated by solving a linear generalized eigenvalue problem while in the original version of the TDEXX method a laborious frequency iteration is required in the calculation of each excitation energy. The lowest eigenvalues of the new TDEXX eigenvalue equation corresponding to the lowest excitation energies can be efficiently obtained by, e.g., a version of the Davidson algorithm appropriate for generalized eigenvalue problems. Alternatively, with the help of a series expansion of the new TDEXX eigenvalue equation, standard eigensolvers for large regular eigenvalue problems, e.g., the standard Davidson algorithm, can be used to efficiently calculate the lowest excitation energies. With the help of the series expansion as well, the relation between the TDEXX method and time-dependent Hartree-Fock is analyzed. Several ways to take into account correlation in addition to the exact treatment of exchange in the TDEXX method are discussed, e.g., a scaling of the Kohn-Sham eigenvalues, the inclusion of (semi)local approximate correlation potentials, or hybrids of the exact-exchange kernel with kernels within the adiabatic local density approximation. The lowest lying excitations of the molecules ethylene, acetaldehyde, and pyridine are considered as examples.

Ultrarelativistic bound states in the spherical well

DOE Office of Scientific and Technical Information (OSTI.GOV)

Żaba, Mariusz; Garbaczewski, Piotr

2016-07-15

We address an eigenvalue problem for the ultrarelativistic (Cauchy) operator (−Δ){sup 1/2}, whose action is restricted to functions that vanish beyond the interior of a unit sphere in three spatial dimensions. We provide high accuracy spectral data for lowest eigenvalues and eigenfunctions of this infinite spherical well problem. Our focus is on radial and orbital shapes of eigenfunctions. The spectrum consists of an ordered set of strictly positive eigenvalues which naturally splits into non-overlapping, orbitally labelled E{sub (k,l)} series. For each orbital label l = 0, 1, 2, …, the label k = 1, 2, … enumerates consecutive lth seriesmore » eigenvalues. Each of them is 2l + 1-degenerate. The l = 0 eigenvalues series E{sub (k,0)} are identical with the set of even labeled eigenvalues for the d = 1 Cauchy well: E{sub (k,0)}(d = 3) = E{sub 2k}(d = 1). Likewise, the eigenfunctions ψ{sub (k,0)}(d = 3) and ψ{sub 2k}(d = 1) show affinity. We have identified the generic functional form of eigenfunctions of the spherical well which appear to be composed of a product of a solid harmonic and of a suitable purely radial function. The method to evaluate (approximately) the latter has been found to follow the universal pattern which effectively allows to skip all, sometimes involved, intermediate calculations (those were in usage, while computing the eigenvalues for l ≤ 3).« less

A Density Perturbation Method to Study the Eigenstructure of Two-Phase Flow Equation Systems

NASA Astrophysics Data System (ADS)

Cortes, J.; Debussche, A.; Toumi, I.

1998-12-01

Many interesting and challenging physical mechanisms are concerned with the mathematical notion of eigenstructure. In two-fluid models, complex phasic interactions yield a complex eigenstructure which may raise numerous problems in numerical simulations. In this paper, we develop a perturbation method to examine the eigenvalues and eigenvectors of two-fluid models. This original method, based on the stiffness of the density ratio, provides a convenient tool to study the relevance of pressure momentum interactions and allows us to get precise approximations of the whole flow eigendecomposition for minor requirements. Roe scheme is successfully implemented and some numerical tests are presented.

A divide and conquer approach to the nonsymmetric eigenvalue problem

DOE Office of Scientific and Technical Information (OSTI.GOV)

Jessup, E.R.

1991-01-01

Serial computation combined with high communication costs on distributed-memory multiprocessors make parallel implementations of the QR method for the nonsymmetric eigenvalue problem inefficient. This paper introduces an alternative algorithm for the nonsymmetric tridiagonal eigenvalue problem based on rank two tearing and updating of the matrix. The parallelism of this divide and conquer approach stems from independent solution of the updating problems. 11 refs.

Diagonalization of complex symmetric matrices: Generalized Householder reflections, iterative deflation and implicit shifts

NASA Astrophysics Data System (ADS)

Noble, J. H.; Lubasch, M.; Stevens, J.; Jentschura, U. D.

2017-12-01

We describe a matrix diagonalization algorithm for complex symmetric (not Hermitian) matrices, A ̲ =A̲T, which is based on a two-step algorithm involving generalized Householder reflections based on the indefinite inner product 〈 u ̲ , v ̲ 〉 ∗ =∑iuivi. This inner product is linear in both arguments and avoids complex conjugation. The complex symmetric input matrix is transformed to tridiagonal form using generalized Householder transformations (first step). An iterative, generalized QL decomposition of the tridiagonal matrix employing an implicit shift converges toward diagonal form (second step). The QL algorithm employs iterative deflation techniques when a machine-precision zero is encountered "prematurely" on the super-/sub-diagonal. The algorithm allows for a reliable and computationally efficient computation of resonance and antiresonance energies which emerge from complex-scaled Hamiltonians, and for the numerical determination of the real energy eigenvalues of pseudo-Hermitian and PT-symmetric Hamilton matrices. Numerical reference values are provided.

The Quasimonotonicity of Linear Differential Systems -The Complex Spectrum

DTIC Science & Technology

2001-09-12

proper, simplicial cone determined by the columns of B (see [10]) and that C is essentially nonnegative (see [11]). In [6], Heikkilä used Perron ...a B ≥ 0 such that Ae = B−1AB is essentially nonnegative and ir- reducible, then Perron - Frobenius theory tells us that Ae has a real eigenvalue λ1 with...systems requires that the comparison system be quasimonotone nondecreasing with respect to a cone contained in the nonnegative orthant. For linear

The Correlated Jacobi and the Correlated Cauchy-Lorentz Ensembles

NASA Astrophysics Data System (ADS)

Wirtz, Tim; Waltner, Daniel; Kieburg, Mario; Kumar, Santosh

2016-01-01

We calculate the k-point generating function of the correlated Jacobi ensemble using supersymmetric methods. We use the result for complex matrices for k=1 to derive a closed-form expression for the eigenvalue density. For real matrices we obtain the density in terms of a twofold integral that we evaluate numerically. For both expressions we find agreement when comparing with Monte Carlo simulations. Relations between these quantities for the Jacobi and the Cauchy-Lorentz ensemble are derived.

Well Conditioned Formulations for Open Surface Scattering

DTIC Science & Technology

2008-08-01

region on the negative real half of the com- plex plane and tend to cluster about a few points. With few exceptions12, the eigenvalues have converged...a relatively small region on the negative real half of the complex plane and they tend to cluster about a few points. We were surprised, however, to...theory and the results from a numerical implementation. We also discuss a 2d extension of the Poincare -Bertrand identity could be used to develop an

Evans function computation for the stability of travelling waves

NASA Astrophysics Data System (ADS)

Barker, B.; Humpherys, J.; Lyng, G.; Lytle, J.

2018-04-01

In recent years, the Evans function has become an important tool for the determination of stability of travelling waves. This function, a Wronskian of decaying solutions of the eigenvalue equation, is useful both analytically and computationally for the spectral analysis of the linearized operator about the wave. In particular, Evans-function computation allows one to locate any unstable eigenvalues of the linear operator (if they exist); this allows one to establish spectral stability of a given wave and identify bifurcation points (loss of stability) as model parameters vary. In this paper, we review computational aspects of the Evans function and apply it to multidimensional detonation waves. This article is part of the theme issue `Stability of nonlinear waves and patterns and related topics'.

Precise energy eigenvalues of hydrogen-like ion moving in quantum plasmas

DOE Office of Scientific and Technical Information (OSTI.GOV)

Dutta, S.; Saha, Jayanta K.; Mukherjee, T. K.

2015-06-15

The analytic form of the electrostatic potential felt by a slowly moving test charge in quantum plasma is developed. It has been shown that the electrostatic potential is composed of two parts: the Debye-Huckel screening term and the near-field wake potential. The latter depends on the velocity of the test charge as well as on the number density of the plasma electrons. Rayleigh-Ritz variational calculation has been done to estimate precise energy eigenvalues of hydrogen-like carbon ion under such plasma environment. A detailed analysis shows that the energy levels gradually move to the continuum with increasing plasma electron density whilemore » the level crossing phenomenon has been observed with the variation of ion velocity.« less

Spectral properties of the massless relativistic quartic oscillator

NASA Astrophysics Data System (ADS)

Durugo, Samuel O.; Lőrinczi, József

2018-03-01

An explicit solution of the spectral problem of the non-local Schrödinger operator obtained as the sum of the square root of the Laplacian and a quartic potential in one dimension is presented. The eigenvalues are obtained as zeroes of special functions related to the fourth order Airy function, and closed formulae for the Fourier transform of the eigenfunctions are derived. These representations allow to derive further spectral properties such as estimates of spectral gaps, heat trace and the asymptotic distribution of eigenvalues, as well as a detailed analysis of the eigenfunctions. A subtle spectral effect is observed which manifests in an exponentially tight approximation of the spectrum by the zeroes of the dominating term in the Fourier representation of the eigenfunctions and its derivative.

Numerical analysis of spectral properties of coupled oscillator Schroedinger operators. I - Single and double well anharmonic oscillators

NASA Technical Reports Server (NTRS)

Isaacson, D.; Isaacson, E. L.; Paes-Leme, P. J.; Marchesin, D.

1981-01-01

Several methods for computing many eigenvalues and eigenfunctions of a single anharmonic oscillator Schroedinger operator whose potential may have one or two minima are described. One of the methods requires the solution of an ill-conditioned generalized eigenvalue problem. This method has the virtue of using a bounded amount of work to achieve a given accuracy in both the single and double well regions. Rigorous bounds are given, and it is proved that the approximations converge faster than any inverse power of the size of the matrices needed to compute them. The results of computations for the g:phi(4):1 theory are presented. These results indicate that the methods actually converge exponentially fast.

Fingerprint recognition of alien invasive weeds based on the texture character and machine learning

NASA Astrophysics Data System (ADS)

Yu, Jia-Jia; Li, Xiao-Li; He, Yong; Xu, Zheng-Hao

2008-11-01

Multi-spectral imaging technique based on texture analysis and machine learning was proposed to discriminate alien invasive weeds with similar outline but different categories. The objectives of this study were to investigate the feasibility of using Multi-spectral imaging, especially the near-infrared (NIR) channel (800 nm+/-10 nm) to find the weeds' fingerprints, and validate the performance with specific eigenvalues by co-occurrence matrix. Veronica polita Pries, Veronica persica Poir, longtube ground ivy, Laminum amplexicaule Linn. were selected in this study, which perform different effect in field, and are alien invasive species in China. 307 weed leaves' images were randomly selected for the calibration set, while the remaining 207 samples for the prediction set. All images were pretreated by Wallis filter to adjust the noise by uneven lighting. Gray level co-occurrence matrix was applied to extract the texture character, which shows density, randomness correlation, contrast and homogeneity of texture with different algorithms. Three channels (green channel by 550 nm+/-10 nm, red channel by 650 nm+/-10 nm and NIR channel by 800 nm+/-10 nm) were respectively calculated to get the eigenvalues.Least-squares support vector machines (LS-SVM) was applied to discriminate the categories of weeds by the eigenvalues from co-occurrence matrix. Finally, recognition ratio of 83.35% by NIR channel was obtained, better than the results by green channel (76.67%) and red channel (69.46%). The prediction results of 81.35% indicated that the selected eigenvalues reflected the main characteristics of weeds' fingerprint based on multi-spectral (especially by NIR channel) and LS-SVM model.

Robust cooperation of connected vehicle systems with eigenvalue-bounded interaction topologies in the presence of uncertain dynamics

NASA Astrophysics Data System (ADS)

Li, Keqiang; Gao, Feng; Li, Shengbo Eben; Zheng, Yang; Gao, Hongbo

2017-12-01

This study presents a distributed H-infinity control method for uncertain platoons with dimensionally and structurally unknown interaction topologies provided that the associated topological eigenvalues are bounded by a predesigned range.With an inverse model to compensate for nonlinear powertrain dynamics, vehicles in a platoon are modeled by third-order uncertain systems with bounded disturbances. On the basis of the eigenvalue decomposition of topological matrices, we convert the platoon system to a norm-bounded uncertain part and a diagonally structured certain part by applying linear transformation. We then use a common Lyapunov method to design a distributed H-infinity controller. Numerically, two linear matrix inequalities corresponding to the minimum and maximum eigenvalues should be solved. The resulting controller can tolerate interaction topologies with eigenvalues located in a certain range. The proposed method can also ensure robustness performance and disturbance attenuation ability for the closed-loop platoon system. Hardware-in-the-loop tests are performed to validate the effectiveness of our method.

Spectrum of walk matrix for Koch network and its application

NASA Astrophysics Data System (ADS)

Xie, Pinchen; Lin, Yuan; Zhang, Zhongzhi

2015-06-01

Various structural and dynamical properties of a network are encoded in the eigenvalues of walk matrix describing random walks on the network. In this paper, we study the spectra of walk matrix of the Koch network, which displays the prominent scale-free and small-world features. Utilizing the particular architecture of the network, we obtain all the eigenvalues and their corresponding multiplicities. Based on the link between the eigenvalues of walk matrix and random target access time defined as the expected time for a walker going from an arbitrary node to another one selected randomly according to the steady-state distribution, we then derive an explicit solution to the random target access time for random walks on the Koch network. Finally, we corroborate our computation for the eigenvalues by enumerating spanning trees in the Koch network, using the connection governing eigenvalues and spanning trees, where a spanning tree of a network is a subgraph of the network, that is, a tree containing all the nodes.

Solving an inverse eigenvalue problem with triple constraints on eigenvalues, singular values, and diagonal elements

NASA Astrophysics Data System (ADS)

Wu, Sheng-Jhih; Chu, Moody T.

2017-08-01

An inverse eigenvalue problem usually entails two constraints, one conditioned upon the spectrum and the other on the structure. This paper investigates the problem where triple constraints of eigenvalues, singular values, and diagonal entries are imposed simultaneously. An approach combining an eclectic mix of skills from differential geometry, optimization theory, and analytic gradient flow is employed to prove the solvability of such a problem. The result generalizes the classical Mirsky, Sing-Thompson, and Weyl-Horn theorems concerning the respective majorization relationships between any two of the arrays of main diagonal entries, eigenvalues, and singular values. The existence theory fills a gap in the classical matrix theory. The problem might find applications in wireless communication and quantum information science. The technique employed can be implemented as a first-step numerical method for constructing the matrix. With slight modification, the approach might be used to explore similar types of inverse problems where the prescribed entries are at general locations.

Fully Parallel MHD Stability Analysis Tool

NASA Astrophysics Data System (ADS)

Svidzinski, Vladimir; Galkin, Sergei; Kim, Jin-Soo; Liu, Yueqiang

2015-11-01

Progress on full parallelization of the plasma stability code MARS will be reported. MARS calculates eigenmodes in 2D axisymmetric toroidal equilibria in MHD-kinetic plasma models. It is a powerful tool for studying MHD and MHD-kinetic instabilities and it is widely used by fusion community. Parallel version of MARS is intended for simulations on local parallel clusters. It will be an efficient tool for simulation of MHD instabilities with low, intermediate and high toroidal mode numbers within both fluid and kinetic plasma models, already implemented in MARS. Parallelization of the code includes parallelization of the construction of the matrix for the eigenvalue problem and parallelization of the inverse iterations algorithm, implemented in MARS for the solution of the formulated eigenvalue problem. Construction of the matrix is parallelized by distributing the load among processors assigned to different magnetic surfaces. Parallelization of the solution of the eigenvalue problem is made by repeating steps of the present MARS algorithm using parallel libraries and procedures. Results of MARS parallelization and of the development of a new fix boundary equilibrium code adapted for MARS input will be reported. Work is supported by the U.S. DOE SBIR program.

Eigensolutions of nonviscously damped systems based on the fixed-point iteration

NASA Astrophysics Data System (ADS)

Lázaro, Mario

2018-03-01

In this paper, nonviscous, nonproportional, symmetric vibrating structures are considered. Nonviscously damped systems present dissipative forces depending on the time history of the response via kernel hereditary functions. Solutions of the free motion equation leads to a nonlinear eigenvalue problem involving mass, stiffness and damping matrices, this latter as dependent on frequency. Viscous damping can be considered as a particular case, involving damping forces as function of the instantaneous velocity of the degrees of freedom. In this work, a new numerical procedure to compute eigensolutions is proposed. The method is based on the construction of certain recursive functions which, under a iterative scheme, allow to reach eigenvalues and eigenvectors simultaneously and avoiding computation of eigensensitivities. Eigenvalues can be read then as fixed-points of those functions. A deep analysis of the convergence is carried out, focusing specially on relating the convergence conditions and error-decay rate to the damping model features, such as the nonproportionality and the viscoelasticity. The method is validated using two 6 degrees of freedom numerical examples involving both nonviscous and viscous damping and a continuous system with a local nonviscous damper. The convergence and the sequences behavior are in agreement with the results foreseen by the theory.

Correlation between use time of machine and decline curve for emerging enterprise information systems

NASA Astrophysics Data System (ADS)

Chang, Yao-Chung; Lai, Chin-Feng; Chuang, Chi-Cheng; Hou, Cheng-Yu

2018-04-01

With the progress of science and technology, more and more machines are adpot to help human life better and more convenient. When the machines have been used for a longer period of time so that the machine components are getting old, the amount of power comsumption will increase and easily cause the machine to overheat. This also causes a waste of invisible resources. If the Internet of Everything (IoE) technologies are able to be applied into the enterprise information systems for monitoring the machines use time, it can not only make energy can be effectively used, but aslo create a safer living environment. To solve the above problem, the correlation predict model is established to collect the data of power consumption converted into power eigenvalues. This study takes the power eigenvalue as the independent variable and use time as the dependent variable in order to establish the decline curve. Ultimately, the scoring and estimation modules are employed to seek the best power eigenvalue as the independent variable. To predict use time, the correlation is discussed between the use time and the decline curve to improve the entire behavioural analysis of the facilitate recognition of the use time of machines.

Approximation of eigenvalues of some differential equations by zeros of orthogonal polynomials

NASA Astrophysics Data System (ADS)

Volkmer, Hans

2008-04-01

Sequences of polynomials, orthogonal with respect to signed measures, are associated with a class of differential equations including the Mathieu, Lame and Whittaker-Hill equation. It is shown that the zeros of pn form sequences which converge to the eigenvalues of the corresponding differential equations. Moreover, interlacing properties of the zeros of pn are found. Applications to the numerical treatment of eigenvalue problems are given.

Eigenvectors determination of the ribosome dynamics model during mRNA translation using the Kleene Star algorithm

NASA Astrophysics Data System (ADS)

Ernawati; Carnia, E.; Supriatna, A. K.

2018-03-01

Eigenvalues and eigenvectors in max-plus algebra have the same important role as eigenvalues and eigenvectors in conventional algebra. In max-plus algebra, eigenvalues and eigenvectors are useful for knowing dynamics of the system such as in train system scheduling, scheduling production systems and scheduling learning activities in moving classes. In the translation of proteins in which the ribosome move uni-directionally along the mRNA strand to recruit the amino acids that make up the protein, eigenvalues and eigenvectors are used to calculate protein production rates and density of ribosomes on the mRNA. Based on this, it is important to examine the eigenvalues and eigenvectors in the process of protein translation. In this paper an eigenvector formula is given for a ribosome dynamics during mRNA translation by using the Kleene star algorithm in which the resulting eigenvector formula is simpler and easier to apply to the system than that introduced elsewhere. This paper also discusses the properties of the matrix {B}λ \\otimes n of model. Among the important properties, it always has the same elements in the first column for n = 1, 2,… if the eigenvalue is the time of initiation, λ = τin , and the column is the eigenvector of the model corresponding to λ.

Efficient block preconditioned eigensolvers for linear response time-dependent density functional theory

NASA Astrophysics Data System (ADS)

Vecharynski, Eugene; Brabec, Jiri; Shao, Meiyue; Govind, Niranjan; Yang, Chao

2017-12-01

We present two efficient iterative algorithms for solving the linear response eigenvalue problem arising from the time dependent density functional theory. Although the matrix to be diagonalized is nonsymmetric, it has a special structure that can be exploited to save both memory and floating point operations. In particular, the nonsymmetric eigenvalue problem can be transformed into an eigenvalue problem that involves the product of two matrices M and K. We show that, because MK is self-adjoint with respect to the inner product induced by the matrix K, this product eigenvalue problem can be solved efficiently by a modified Davidson algorithm and a modified locally optimal block preconditioned conjugate gradient (LOBPCG) algorithm that make use of the K-inner product. The solution of the product eigenvalue problem yields one component of the eigenvector associated with the original eigenvalue problem. We show that the other component of the eigenvector can be easily recovered in an inexpensive postprocessing procedure. As a result, the algorithms we present here become more efficient than existing methods that try to approximate both components of the eigenvectors simultaneously. In particular, our numerical experiments demonstrate that the new algorithms presented here consistently outperform the existing state-of-the-art Davidson type solvers by a factor of two in both solution time and storage.

A comparison of acceleration methods for solving the neutron transport k-eigenvalue problem

NASA Astrophysics Data System (ADS)

Willert, Jeffrey; Park, H.; Knoll, D. A.

2014-10-01

Over the past several years a number of papers have been written describing modern techniques for numerically computing the dominant eigenvalue of the neutron transport criticality problem. These methods fall into two distinct categories. The first category of methods rewrite the multi-group k-eigenvalue problem as a nonlinear system of equations and solve the resulting system using either a Jacobian-Free Newton-Krylov (JFNK) method or Nonlinear Krylov Acceleration (NKA), a variant of Anderson Acceleration. These methods are generally successful in significantly reducing the number of transport sweeps required to compute the dominant eigenvalue. The second category of methods utilize Moment-Based Acceleration (or High-Order/Low-Order (HOLO) Acceleration). These methods solve a sequence of modified diffusion eigenvalue problems whose solutions converge to the solution of the original transport eigenvalue problem. This second class of methods is, in our experience, always superior to the first, as most of the computational work is eliminated by the acceleration from the LO diffusion system. In this paper, we review each of these methods. Our computational results support our claim that the choice of which nonlinear solver to use, JFNK or NKA, should be secondary. The primary computational savings result from the implementation of a HOLO algorithm. We display computational results for a series of challenging multi-dimensional test problems.

Changes in diffusion tensor imaging (DTI) eigenvalues of skeletal muscle due to hybrid exercise training.

PubMed

Okamoto, Yoshikazu; Kemp, Graham J; Isobe, Tomonori; Sato, Eisuke; Hirano, Yuji; Shoda, Junichi; Minami, Manabu

2014-12-01

Several studies have proposed the cell membrane as the main water diffusion restricting factor in the skeletal muscle cell. We sought to establish whether a particular form of exercise training (which is likely to affect only intracellular components) could affect water diffusion. The purpose of this study is to characterise prospectively the changes in diffusion tensor imaging (DTI) eigenvalues of thigh muscle resulting from hybrid training (HYBT) in patients with non-alcoholic fatty liver disease (NAFLD). Twenty-one NAFLD patients underwent HYBT for 30 minutes per day, twice a week for 6 months. Patients were scanned using DTI of the thigh pre- and post-HYBT. Fractional anisotropy (FA), apparent diffusion coefficient (ADC), the three eigenvalues lambda 1 (λ1), λ2, λ3, and the maximal cross sectional area (CSA) were measured in bilateral thigh muscles: knee flexors (biceps femoris (BF), semitendinosus (ST), semimembranous (SM)) and knee extensors (medial vastus (MV), intermediate vastus (IV), lateral vastus (LV), and rectus femoris (RF)), and compared pre- and post-HYBT by paired t-test. Muscle strength of extensors (P<0.01), but not flexors, increased significantly post-HYBT. For FA, ADC and eigenvalues, the overall picture was of increase. Some (P<0.05 in λ2 and P<0.01 in λ1) eigenvalues of flexors and all (λ1-λ3) eigenvalues of extensors increased significantly (P<0.01) post-HYBT. HYBT increased all 3 eigenvalues. We suggest this might be caused by enlargement of muscle intracellular space. Copyright © 2014 Elsevier Inc. All rights reserved.

Strain-induced topological transition in SrRu 2O 6 and CaOs 2O 6

DOE PAGES

Ochi, Masayuki; Arita, Ryotaro; Trivedi, Nandini; ...

2016-05-24

The topological property of SrRumore » $$_2$$O$$_6$$ and isostructural CaOs$$_2$$O$$_6$$ under various strain conditions is investigated using density functional theory. Based on an analysis of parity eigenvalues, we anticipate that a three-dimensional strong topological insulating state should be realized when band inversion is induced at the A point in the hexagonal Brillouin zone. For SrRu$$_2$$O$$_6$$, such a transition requires rather unrealistic tuning, where only the $c$ axis is reduced while other structural parameters are unchanged. However, given the larger spin-orbit coupling and smaller lattice constants in CaOs$$_2$$O$$_6$$, the desired topological transition does occur under uniform compressive strain. Our study paves a way to realize a topological insulating state in a complex oxide, which has not been experimentally demonstrated so far.« less

Parametric study of the mode coupling instability for a simple system with planar or rectilinear friction

NASA Astrophysics Data System (ADS)

Charroyer, L.; Chiello, O.; Sinou, J.-J.

2016-12-01

In this paper, the study of a damped mass-spring system of three degrees of freedom with friction is proposed in order to highlight the differences in mode coupling instabilities between planar and rectilinear friction assumptions. Well-known results on the effect of structural damping in the field of friction-induced vibration are extended to the specific case of a damped mechanical system with planar friction. It is emphasised that the lowering and smoothing effects are not so intuitive in this latter case. The stability analysis is performed by calculating the complex eigenvalues of the linearised system and by using the Routh-Hurwitz criterion. Parametric studies are carried out in order to evaluate the effects of various system parameters on stability. Special attention is paid to the understanding of the role of damping and the associated destabilisation paradox in mode-coupling instabilities with planar and rectilinear friction assumptions.

Accurate numerical solution of the Helmholtz equation by iterative Lanczos reduction.

PubMed

Ratowsky, R P; Fleck, J A

1991-06-01

The Lanczos recursion algorithm is used to determine forward-propagating solutions for both the paraxial and Helmholtz wave equations for longitudinally invariant refractive indices. By eigenvalue analysis it is demonstrated that the method gives extremely accurate solutions to both equations.

Algorithm-Eigenvalue Estimation of Hyperspectral Wishart Covariance Matrices from a Limited Number of Samples

DTIC Science & Technology

2015-03-01

ALGORITHM—EIGENVALUE ESTIMATION OF HYPERSPECTRAL WISHART COVARIANCE MATRICES FROM A LIMITED NUMBER OF SAMPLES ECBC-TN-067 Avishai Ben- David ...NUMBER 6. AUTHOR(S) Ben- David , Avishai (ECBC) and Davidson, Charles E. (STC) 5d. PROJECT NUMBER 5e. TASK NUMBER 5f. WORK UNIT NUMBER 7...and published by Avishai Ben- David and Charles E. Davidson (Eigenvalue Estimation of Hyperspectral WishartCovariance Matrices from Limited Number of

Multigrid techniques for nonlinear eigenvalue probems: Solutions of a nonlinear Schroedinger eigenvalue problem in 2D and 3D

NASA Technical Reports Server (NTRS)

Costiner, Sorin; Taasan, Shlomo

1994-01-01

This paper presents multigrid (MG) techniques for nonlinear eigenvalue problems (EP) and emphasizes an MG algorithm for a nonlinear Schrodinger EP. The algorithm overcomes the mentioned difficulties combining the following techniques: an MG projection coupled with backrotations for separation of solutions and treatment of difficulties related to clusters of close and equal eigenvalues; MG subspace continuation techniques for treatment of the nonlinearity; an MG simultaneous treatment of the eigenvectors at the same time with the nonlinearity and with the global constraints. The simultaneous MG techniques reduce the large number of self consistent iterations to only a few or one MG simultaneous iteration and keep the solutions in a right neighborhood where the algorithm converges fast.

The nonconforming virtual element method for eigenvalue problems

DOE Office of Scientific and Technical Information (OSTI.GOV)

Gardini, Francesca; Manzini, Gianmarco; Vacca, Giuseppe

We analyse the nonconforming Virtual Element Method (VEM) for the approximation of elliptic eigenvalue problems. The nonconforming VEM allow to treat in the same formulation the two- and three-dimensional case.We present two possible formulations of the discrete problem, derived respectively by the nonstabilized and stabilized approximation of the L 2-inner product, and we study the convergence properties of the corresponding discrete eigenvalue problems. The proposed schemes provide a correct approximation of the spectrum and we prove optimal-order error estimates for the eigenfunctions and the usual double order of convergence of the eigenvalues. Finally we show a large set of numericalmore » tests supporting the theoretical results, including a comparison with the conforming Virtual Element choice.« less

Complex correlation approach for high frequency financial data

NASA Astrophysics Data System (ADS)

Wilinski, Mateusz; Ikeda, Yuichi; Aoyama, Hideaki

2018-02-01

We propose a novel approach that allows the calculation of a Hilbert transform based complex correlation for unevenly spaced data. This method is especially suitable for high frequency trading data, which are of a particular interest in finance. Its most important feature is the ability to take into account lead-lag relations on different scales, without knowing them in advance. We also present results obtained with this approach while working on Tokyo Stock Exchange intraday quotations. We show that individual sectors and subsectors tend to form important market components which may follow each other with small but significant delays. These components may be recognized by analysing eigenvectors of complex correlation matrix for Nikkei 225 stocks. Interestingly, sectorial components are also found in eigenvectors corresponding to the bulk eigenvalues, traditionally treated as noise.

A framework for incorporating DTI Atlas Builder registration into Tract-Based Spatial Statistics and a simulated comparison to standard TBSS.

PubMed

Leming, Matthew; Steiner, Rachel; Styner, Martin

2016-02-27

Tract-based spatial statistics (TBSS) 6 is a software pipeline widely employed in comparative analysis of the white matter integrity from diffusion tensor imaging (DTI) datasets. In this study, we seek to evaluate the relationship between different methods of atlas registration for use with TBSS and different measurements of DTI (fractional anisotropy, FA, axial diffusivity, AD, radial diffusivity, RD, and medial diffusivity, MD). To do so, we have developed a novel tool that builds on existing diffusion atlas building software, integrating it into an adapted version of TBSS called DAB-TBSS (DTI Atlas Builder-Tract-Based Spatial Statistics) by using the advanced registration offered in DTI Atlas Builder 7 . To compare the effectiveness of these two versions of TBSS, we also propose a framework for simulating population differences for diffusion tensor imaging data, providing a more substantive means of empirically comparing DTI group analysis programs such as TBSS. In this study, we used 33 diffusion tensor imaging datasets and simulated group-wise changes in this data by increasing, in three different simulations, the principal eigenvalue (directly altering AD), the second and third eigenvalues (RD), and all three eigenvalues (MD) in the genu, the right uncinate fasciculus, and the left IFO. Additionally, we assessed the benefits of comparing the tensors directly using a functional analysis of diffusion tensor tract statistics (FADTTS 10 ). Our results indicate comparable levels of FA-based detection between DAB-TBSS and TBSS, with standard TBSS registration reporting a higher rate of false positives in other measurements of DTI. Within the simulated changes investigated here, this study suggests that the use of DTI Atlas Builder's registration enhances TBSS group-based studies.

Fast EEG spike detection via eigenvalue analysis and clustering of spatial amplitude distribution

NASA Astrophysics Data System (ADS)

Fukami, Tadanori; Shimada, Takamasa; Ishikawa, Bunnoshin

2018-06-01

Objective. In the current study, we tested a proposed method for fast spike detection in electroencephalography (EEG). Approach. We performed eigenvalue analysis in two-dimensional space spanned by gradients calculated from two neighboring samples to detect high-amplitude negative peaks. We extracted the spike candidates by imposing restrictions on parameters regarding spike shape and eigenvalues reflecting detection characteristics of individual medical doctors. We subsequently performed clustering, classifying detected peaks by considering the amplitude distribution at 19 scalp electrodes. Clusters with a small number of candidates were excluded. We then defined a score for eliminating spike candidates for which the pattern of detected electrodes differed from the overall pattern in a cluster. Spikes were detected by setting the score threshold. Main results. Based on visual inspection by a psychiatrist experienced in EEG, we evaluated the proposed method using two statistical measures of precision and recall with respect to detection performance. We found that precision and recall exhibited a trade-off relationship. The average recall value was 0.708 in eight subjects with the score threshold that maximized the F-measure, with 58.6  ±  36.2 spikes per subject. Under this condition, the average precision was 0.390, corresponding to a false positive rate 2.09 times higher than the true positive rate. Analysis of the required processing time revealed that, using a general-purpose computer, our method could be used to perform spike detection in 12.1% of the recording time. The process of narrowing down spike candidates based on shape occupied most of the processing time. Significance. Although the average recall value was comparable with that of other studies, the proposed method significantly shortened the processing time.

High frequency modal identification on noisy high-speed camera data

NASA Astrophysics Data System (ADS)

Javh, Jaka; Slavič, Janko; Boltežar, Miha

2018-01-01

Vibration measurements using optical full-field systems based on high-speed footage are typically heavily burdened by noise, as the displacement amplitudes of the vibrating structures are often very small (in the range of micrometers, depending on the structure). The modal information is troublesome to measure as the structure's response is close to, or below, the noise level of the camera-based measurement system. This paper demonstrates modal parameter identification for such noisy measurements. It is shown that by using the Least-Squares Complex-Frequency method combined with the Least-Squares Frequency-Domain method, identification at high-frequencies is still possible. By additionally incorporating a more precise sensor to identify the eigenvalues, a hybrid accelerometer/high-speed camera mode shape identification is possible even below the noise floor. An accelerometer measurement is used to identify the eigenvalues, while the camera measurement is used to produce the full-field mode shapes close to 10 kHz. The identified modal parameters improve the quality of the measured modal data and serve as a reduced model of the structure's dynamics.

Coherent pulses in the diffusive transport of charged particles`

NASA Technical Reports Server (NTRS)

Kota, J.

1994-01-01

We present exact solutions to the diffusive transport of charged particles following impulsive injection for a simple model of scattering. A modified, two-parameter relaxation-time model is considered that simulates the low rate of scattering through perpendicular pitch-angle. Scattering is taken to be isotropic within each of the foward- and backward-pointing hemispheres, respectively, but, at the same time, a reduced rate of sccattering is assumed from one hemisphere to the other one. By applying a technique of Fourier- and Laplace-transform, the inverse transformation can be performed and exact solutions can be reached. By contrast with the first, and so far only exact solutions of Federov and Shakov, this wider class of solutions gives rise to coherent pulses to appear. The present work addresses omnidirectional densities for isotropic injection from an instantaneous and localized source. The dispersion relations are briefly discussed. We find, for this particular model, two diffusive models to exist up to a certain limiting wavenumber. The corresponding eigenvalues are real at the lowest wavenumbers. Complex eigenvalues, which are responsible for coherent pulses, appear at higher wavenumbers.

A network function-based definition of communities in complex networks.

PubMed

Chauhan, Sanjeev; Girvan, Michelle; Ott, Edward

2012-09-01

We consider an alternate definition of community structure that is functionally motivated. We define network community structure based on the function the network system is intended to perform. In particular, as a specific example of this approach, we consider communities whose function is enhanced by the ability to synchronize and/or by resilience to node failures. Previous work has shown that, in many cases, the largest eigenvalue of the network's adjacency matrix controls the onset of both synchronization and percolation processes. Thus, for networks whose functional performance is dependent on these processes, we propose a method that divides a given network into communities based on maximizing a function of the largest eigenvalues of the adjacency matrices of the resulting communities. We also explore the differences between the partitions obtained by our method and the modularity approach (which is based solely on consideration of network structure). We do this for several different classes of networks. We find that, in many cases, modularity-based partitions do almost as well as our function-based method in finding functional communities, even though modularity does not specifically incorporate consideration of function.

Eigenvalue sensitivity of sampled time systems operating in closed loop

NASA Astrophysics Data System (ADS)

Bernal, Dionisio

2018-05-01

The use of feedback to create closed-loop eigenstructures with high sensitivity has received some attention in the Structural Health Monitoring field. Although practical implementation is necessarily digital, and thus in sampled time, work thus far has center on the continuous time framework, both in design and in checking performance. It is shown in this paper that the performance in discrete time, at typical sampling rates, can differ notably from that anticipated in the continuous time formulation and that discrepancies can be particularly large on the real part of the eigenvalue sensitivities; a consequence being important error on the (linear estimate) of the level of damage at which closed-loop stability is lost. As one anticipates, explicit consideration of the sampling rate poses no special difficulties in the closed-loop eigenstructure design and the relevant expressions are developed in the paper, including a formula for the efficient evaluation of the derivative of the matrix exponential based on the theory of complex perturbations. The paper presents an easily reproduced numerical example showing the level of error that can result when the discrete time implementation of the controller is not considered.

A new method for multi-bit and qudit transfer based on commensurate waveguide arrays

NASA Astrophysics Data System (ADS)

Petrovic, J.; Veerman, J. J. P.

2018-05-01

The faithful state transfer is an important requirement in the construction of classical and quantum computers. While the high-speed transfer is realized by optical-fibre interconnects, its implementation in integrated optical circuits is affected by cross-talk. The cross-talk between densely packed optical waveguides limits the transfer fidelity and distorts the signal in each channel, thus severely impeding the parallel transfer of states such as classical registers, multiple qubits and qudits. Here, we leverage on the suitably engineered cross-talk between waveguides to achieve the parallel transfer on optical chip. Waveguide coupling coefficients are designed to yield commensurate eigenvalues of the array and hence, periodic revivals of the input state. While, in general, polynomially complex, the inverse eigenvalue problem permits analytic solutions for small number of waveguides. We present exact solutions for arrays of up to nine waveguides and use them to design realistic buses for multi-(qu)bit and qudit transfer. Advantages and limitations of the proposed solution are discussed in the context of available fabrication techniques.

Eigenvalue Tests and Distributions for Small Sample Order Determination for Complex Wishart Matrices

DTIC Science & Technology

1994-08-13

theoretic order determination criteria for ARMA(p, q) models can be expressed in the form of equation 4.2. The word ARIMA should not be a distractor...subjectivity is not necessarily bad. It enables us to build tractable models and efficiently achieve reasonable results. The charge of "subjectivity" lodged...signal processing studies because it simplifies the mathematics involved and it is not a bad model for a wide range of situations. Wooding [293] is

Nature's optics and our understanding of light

NASA Astrophysics Data System (ADS)

Berry, M. V.

2015-01-01

Optical phenomena visible to everyone have been central to the development of, and abundantly illustrate, important concepts in science and mathematics. The phenomena considered from this viewpoint are rainbows, sparkling reflections on water, mirages, green flashes, earthlight on the moon, glories, daylight, crystals and the squint moon. And the concepts involved include refraction, caustics (focal singularities of ray optics), wave interference, numerical experiments, mathematical asymptotics, dispersion, complex angular momentum (Regge poles), polarisation singularities, Hamilton's conical intersections of eigenvalues ('Dirac points'), geometric phases and visual illusions.

Bunch-Kaufman factorization for real symmetric indefinite banded matrices

NASA Technical Reports Server (NTRS)

Jones, Mark T.; Patrick, Merrell L.

1989-01-01

The Bunch-Kaufman algorithm for factoring symmetric indefinite matrices was rejected for banded matrices because it destroys the banded structure of the matrix. Herein, it is shown that for a subclass of real symmetric matrices which arise in solving the generalized eigenvalue problem using Lanczos's method, the Bunch-Kaufman algorithm does not result in major destruction of the bandwidth. Space time complexities of the algorithm are given and used to show that the Bunch-Kaufman algorithm is a significant improvement over LU factorization.

Non-linear vibrations of sandwich viscoelastic shells

NASA Astrophysics Data System (ADS)

Benchouaf, Lahcen; Boutyour, El Hassan; Daya, El Mostafa; Potier-Ferry, Michel

2018-04-01

This paper deals with the non-linear vibration of sandwich viscoelastic shell structures. Coupling a harmonic balance method with the Galerkin's procedure, one obtains an amplitude equation depending on two complex coefficients. The latter are determined by solving a classical eigenvalue problem and two linear ones. This permits to get the non-linear frequency and the non-linear loss factor as functions of the displacement amplitude. To validate our approach, these relationships are illustrated in the case of a circular sandwich ring.

Classification Techniques for Multivariate Data Analysis.

DTIC Science & Technology

1980-03-28

analysis among biologists, botanists, and ecologists, while some social scientists may refer "typology". Other frequently encountered terms are pattern...the determinantal equation: lB -XW 0 (42) 49 The solutions X. are the eigenvalues of the matrix W-1 B 1 as in discriminant analysis. There are t non...Statistical Package for Social Sciences (SPSS) (14) subprogram FACTOR was used for the principal components analysis. It is designed both for the factor

Simultaneous multigrid techniques for nonlinear eigenvalue problems: Solutions of the nonlinear Schrödinger-Poisson eigenvalue problem in two and three dimensions

NASA Astrophysics Data System (ADS)

Costiner, Sorin; Ta'asan, Shlomo

1995-07-01

Algorithms for nonlinear eigenvalue problems (EP's) often require solving self-consistently a large number of EP's. Convergence difficulties may occur if the solution is not sought in an appropriate region, if global constraints have to be satisfied, or if close or equal eigenvalues are present. Multigrid (MG) algorithms for nonlinear problems and for EP's obtained from discretizations of partial differential EP have often been shown to be more efficient than single level algorithms. This paper presents MG techniques and a MG algorithm for nonlinear Schrödinger Poisson EP's. The algorithm overcomes the above mentioned difficulties combining the following techniques: a MG simultaneous treatment of the eigenvectors and nonlinearity, and with the global constrains; MG stable subspace continuation techniques for the treatment of nonlinearity; and a MG projection coupled with backrotations for separation of solutions. These techniques keep the solutions in an appropriate region, where the algorithm converges fast, and reduce the large number of self-consistent iterations to only a few or one MG simultaneous iteration. The MG projection makes it possible to efficiently overcome difficulties related to clusters of close and equal eigenvalues. Computational examples for the nonlinear Schrödinger-Poisson EP in two and three dimensions, presenting special computational difficulties that are due to the nonlinearity and to the equal and closely clustered eigenvalues are demonstrated. For these cases, the algorithm requires O(qN) operations for the calculation of q eigenvectors of size N and for the corresponding eigenvalues. One MG simultaneous cycle per fine level was performed. The total computational cost is equivalent to only a few Gauss-Seidel relaxations per eigenvector. An asymptotic convergence rate of 0.15 per MG cycle is attained.

A New Measure of Wireless Network Connectivity

DTIC Science & Technology

2014-10-31

matrix QG. From Lemma 1, QG is a non-zero nonnegative matrix. Thus from the Perron - Frobenius Theorem, [24], its largest magni- tude eigenvalue, known as...the Perron - Frobenius eigenvalue is real and positive. Further as QG is symmetric, all its eigenval- ues are real, and its largest magnitude...eigenvalue λmax(QG) is also its largest singular value. Also from the Perron - Frobenius Theorem, should the network be connected, i.e. QG is positive as opposed

Asymptotic theory of a slender rotating beam with end masses.

NASA Technical Reports Server (NTRS)

Whitman, A. M.; Abel, J. M.

1972-01-01

The method of matched asymptotic expansions is employed to solve the singular perturbation problem of the vibrations of a rotating beam of small flexural rigidity with concentrated end masses. The problem is complicated by the appearance of the eigenvalue in the boundary conditions. Eigenfunctions and eigenvalues are developed as power series in the perturbation parameter beta to the 1/2 power, and results are given for mode shapes and eigenvalues through terms of the order of beta.

Efficient block preconditioned eigensolvers for linear response time-dependent density functional theory

DOE Office of Scientific and Technical Information (OSTI.GOV)

Vecharynski, Eugene; Brabec, Jiri; Shao, Meiyue

Within this paper, we present two efficient iterative algorithms for solving the linear response eigenvalue problem arising from the time dependent density functional theory. Although the matrix to be diagonalized is nonsymmetric, it has a special structure that can be exploited to save both memory and floating point operations. In particular, the nonsymmetric eigenvalue problem can be transformed into an eigenvalue problem that involves the product of two matrices M and K. We show that, because MK is self-adjoint with respect to the inner product induced by the matrix K, this product eigenvalue problem can be solved efficiently by amore » modified Davidson algorithm and a modified locally optimal block preconditioned conjugate gradient (LOBPCG) algorithm that make use of the K-inner product. Additionally, the solution of the product eigenvalue problem yields one component of the eigenvector associated with the original eigenvalue problem. We show that the other component of the eigenvector can be easily recovered in an inexpensive postprocessing procedure. As a result, the algorithms we present here become more efficient than existing methods that try to approximate both components of the eigenvectors simultaneously. In particular, our numerical experiments demonstrate that the new algorithms presented here consistently outperform the existing state-of-the-art Davidson type solvers by a factor of two in both solution time and storage.« less

Efficient block preconditioned eigensolvers for linear response time-dependent density functional theory

DOE Office of Scientific and Technical Information (OSTI.GOV)

Vecharynski, Eugene; Brabec, Jiri; Shao, Meiyue

In this article, we present two efficient iterative algorithms for solving the linear response eigenvalue problem arising from the time dependent density functional theory. Although the matrix to be diagonalized is nonsymmetric, it has a special structure that can be exploited to save both memory and floating point operations. In particular, the nonsymmetric eigenvalue problem can be transformed into an eigenvalue problem that involves the product of two matrices M and K. We show that, because MK is self-adjoint with respect to the inner product induced by the matrix K, this product eigenvalue problem can be solved efficiently by amore » modified Davidson algorithm and a modified locally optimal block preconditioned conjugate gradient (LOBPCG) algorithm that make use of the K-inner product. The solution of the product eigenvalue problem yields one component of the eigenvector associated with the original eigenvalue problem. We show that the other component of the eigenvector can be easily recovered in an inexpensive postprocessing procedure. As a result, the algorithms we present here become more efficient than existing methods that try to approximate both components of the eigenvectors simultaneously. In particular, our numerical experiments demonstrate that the new algorithms presented here consistently outperform the existing state-of-the-art Davidson type solvers by a factor of two in both solution time and storage.« less

Almost analytical Karhunen-Loeve representation of irregular waves based on the prolate spheroidal wave functions

NASA Astrophysics Data System (ADS)

Lee, Gibbeum; Cho, Yeunwoo

2017-11-01

We present an almost analytical new approach to solving the matrix eigenvalue problem or the integral equation in Karhunen-Loeve (K-L) representation of random data such as irregular ocean waves. Instead of solving this matrix eigenvalue problem purely numerically, which may suffer from the computational inaccuracy for big data, first, we consider a pair of integral and differential equations, which are related to the so-called prolate spheroidal wave functions (PSWF). For the PSWF differential equation, the pair of the eigenvectors (PSWF) and eigenvalues can be obtained from a relatively small number of analytical Legendre functions. Then, the eigenvalues in the PSWF integral equation are expressed in terms of functional values of the PSWF and the eigenvalues of the PSWF differential equation. Finally, the analytically expressed PSWFs and the eigenvalues in the PWSF integral equation are used to form the kernel matrix in the K-L integral equation for the representation of exemplary wave data; ordinary irregular waves and rogue waves. We found that the present almost analytical method is better than the conventional data-independent Fourier representation and, also, the conventional direct numerical K-L representation in terms of both accuracy and computational cost. This work was supported by the National Research Foundation of Korea (NRF). (NRF-2017R1D1A1B03028299).

Efficient block preconditioned eigensolvers for linear response time-dependent density functional theory

DOE PAGES

Vecharynski, Eugene; Brabec, Jiri; Shao, Meiyue; ...

2017-12-01

In this article, we present two efficient iterative algorithms for solving the linear response eigenvalue problem arising from the time dependent density functional theory. Although the matrix to be diagonalized is nonsymmetric, it has a special structure that can be exploited to save both memory and floating point operations. In particular, the nonsymmetric eigenvalue problem can be transformed into an eigenvalue problem that involves the product of two matrices M and K. We show that, because MK is self-adjoint with respect to the inner product induced by the matrix K, this product eigenvalue problem can be solved efficiently by amore » modified Davidson algorithm and a modified locally optimal block preconditioned conjugate gradient (LOBPCG) algorithm that make use of the K-inner product. The solution of the product eigenvalue problem yields one component of the eigenvector associated with the original eigenvalue problem. We show that the other component of the eigenvector can be easily recovered in an inexpensive postprocessing procedure. As a result, the algorithms we present here become more efficient than existing methods that try to approximate both components of the eigenvectors simultaneously. In particular, our numerical experiments demonstrate that the new algorithms presented here consistently outperform the existing state-of-the-art Davidson type solvers by a factor of two in both solution time and storage.« less

Efficient block preconditioned eigensolvers for linear response time-dependent density functional theory

DOE PAGES

Vecharynski, Eugene; Brabec, Jiri; Shao, Meiyue; ...

2017-08-24

Within this paper, we present two efficient iterative algorithms for solving the linear response eigenvalue problem arising from the time dependent density functional theory. Although the matrix to be diagonalized is nonsymmetric, it has a special structure that can be exploited to save both memory and floating point operations. In particular, the nonsymmetric eigenvalue problem can be transformed into an eigenvalue problem that involves the product of two matrices M and K. We show that, because MK is self-adjoint with respect to the inner product induced by the matrix K, this product eigenvalue problem can be solved efficiently by amore » modified Davidson algorithm and a modified locally optimal block preconditioned conjugate gradient (LOBPCG) algorithm that make use of the K-inner product. Additionally, the solution of the product eigenvalue problem yields one component of the eigenvector associated with the original eigenvalue problem. We show that the other component of the eigenvector can be easily recovered in an inexpensive postprocessing procedure. As a result, the algorithms we present here become more efficient than existing methods that try to approximate both components of the eigenvectors simultaneously. In particular, our numerical experiments demonstrate that the new algorithms presented here consistently outperform the existing state-of-the-art Davidson type solvers by a factor of two in both solution time and storage.« less

Comment on 'Supersymmetry, PT-symmetry and spectral bifurcation'

DOE Office of Scientific and Technical Information (OSTI.GOV)

Bagchi, B., E-mail: bbagchi123@rediffmail.com; Quesne, C., E-mail: cquesne@ulb.ac.be

2011-02-15

We demonstrate that the recent paper by Abhinav and Panigrahi entitled 'Supersymmetry, PT-symmetry and spectral bifurcation' [K. Abhinav, P.K. Panigrahi, Ann. Phys. 325 (2010) 1198], which considers two different types of superpotentials for the PT-symmetric complexified Scarf II potential, fails to take into account the invariance under the exchange of its coupling parameters. As a result, they miss the important point that for unbroken PT-symmetry this potential indeed has two series of real energy eigenvalues, to which one can associate two different superpotentials. This fact was first pointed out by the present authors during the study of complex potentials havingmore » a complex sl(2) potential algebra.« less

The game of go as a complex network

NASA Astrophysics Data System (ADS)

Georgeot, B.; Giraud, O.

2012-03-01

We study the game of go from a complex network perspective. We construct a directed network using a suitable definition of tactical moves including local patterns, and study this network for different datasets of professional and amateur games. The move distribution follows Zipf's law and the network is scale free, with statistical peculiarities different from other real directed networks, such as, e.g., the World Wide Web. These specificities reflect in the outcome of ranking algorithms applied to it. The fine study of the eigenvalues and eigenvectors of matrices used by the ranking algorithms singles out certain strategic situations. Our results should pave the way to a better modelization of board games and other types of human strategic scheming.

Measuring Adolescent Science Motivation

ERIC Educational Resources Information Center

Schumm, Maximiliane F.; Bogner, Franz X.

2016-01-01

To monitor science motivation, 232 tenth graders of the college preparatory level ("Gymnasium") completed the Science Motivation Questionnaire II (SMQ-II). Additionally, personality data were collected using a 10-item version of the Big Five Inventory. A subsequent exploratory factor analysis based on the eigenvalue-greater-than-one…

Financial time series: A physics perspective

NASA Astrophysics Data System (ADS)

Gopikrishnan, Parameswaran; Plerou, Vasiliki; Amaral, Luis A. N.; Rosenow, Bernd; Stanley, H. Eugene

2000-06-01

Physicists in the last few years have started applying concepts and methods of statistical physics to understand economic phenomena. The word ``econophysics'' is sometimes used to refer to this work. One reason for this interest is the fact that Economic systems such as financial markets are examples of complex interacting systems for which a huge amount of data exist and it is possible that economic problems viewed from a different perspective might yield new results. This article reviews the results of a few recent phenomenological studies focused on understanding the distinctive statistical properties of financial time series. We discuss three recent results-(i) The probability distribution of stock price fluctuations: Stock price fluctuations occur in all magnitudes, in analogy to earthquakes-from tiny fluctuations to very drastic events, such as market crashes, eg., the crash of October 19th 1987, sometimes referred to as ``Black Monday''. The distribution of price fluctuations decays with a power-law tail well outside the Lévy stable regime and describes fluctuations that differ by as much as 8 orders of magnitude. In addition, this distribution preserves its functional form for fluctuations on time scales that differ by 3 orders of magnitude, from 1 min up to approximately 10 days. (ii) Correlations in financial time series: While price fluctuations themselves have rapidly decaying correlations, the magnitude of fluctuations measured by either the absolute value or the square of the price fluctuations has correlations that decay as a power-law and persist for several months. (iii) Correlations among different companies: The third result bears on the application of random matrix theory to understand the correlations among price fluctuations of any two different stocks. From a study of the eigenvalue statistics of the cross-correlation matrix constructed from price fluctuations of the leading 1000 stocks, we find that the largest 5-10% of the eigenvalues and the corresponding eigenvectors show systematic deviations from the predictions for a random matrix, whereas the rest of the eigenvalues conform to random matrix behavior-suggesting that these 5-10% of the eigenvalues contain system-specific information about correlated behavior. .

Properties of networks with partially structured and partially random connectivity

NASA Astrophysics Data System (ADS)

Ahmadian, Yashar; Fumarola, Francesco; Miller, Kenneth D.

2015-01-01

Networks studied in many disciplines, including neuroscience and mathematical biology, have connectivity that may be stochastic about some underlying mean connectivity represented by a non-normal matrix. Furthermore, the stochasticity may not be independent and identically distributed (iid) across elements of the connectivity matrix. More generally, the problem of understanding the behavior of stochastic matrices with nontrivial mean structure and correlations arises in many settings. We address this by characterizing large random N ×N matrices of the form A =M +L J R , where M ,L , and R are arbitrary deterministic matrices and J is a random matrix of zero-mean iid elements. M can be non-normal, and L and R allow correlations that have separable dependence on row and column indices. We first provide a general formula for the eigenvalue density of A . For A non-normal, the eigenvalues do not suffice to specify the dynamics induced by A , so we also provide general formulas for the transient evolution of the magnitude of activity and frequency power spectrum in an N -dimensional linear dynamical system with a coupling matrix given by A . These quantities can also be thought of as characterizing the stability and the magnitude of the linear response of a nonlinear network to small perturbations about a fixed point. We derive these formulas and work them out analytically for some examples of M ,L , and R motivated by neurobiological models. We also argue that the persistence as N →∞ of a finite number of randomly distributed outlying eigenvalues outside the support of the eigenvalue density of A , as previously observed, arises in regions of the complex plane Ω where there are nonzero singular values of L-1(z 1 -M ) R-1 (for z ∈Ω ) that vanish as N →∞ . When such singular values do not exist and L and R are equal to the identity, there is a correspondence in the normalized Frobenius norm (but not in the operator norm) between the support of the spectrum of A for J of norm σ and the σ pseudospectrum of M .

Efficient block preconditioned eigensolvers for linear response time-dependent density functional theory

DOE Office of Scientific and Technical Information (OSTI.GOV)

Vecharynski, Eugene; Brabec, Jiri; Shao, Meiyue

We present two efficient iterative algorithms for solving the linear response eigen- value problem arising from the time dependent density functional theory. Although the matrix to be diagonalized is nonsymmetric, it has a special structure that can be exploited to save both memory and floating point operations. In particular, the nonsymmetric eigenvalue problem can be transformed into a product eigenvalue problem that is self-adjoint with respect to a K-inner product. This product eigenvalue problem can be solved efficiently by a modified Davidson algorithm and a modified locally optimal block preconditioned conjugate gradient (LOBPCG) algorithm that make use of the K-innermore » product. The solution of the product eigenvalue problem yields one component of the eigenvector associated with the original eigenvalue problem. However, the other component of the eigenvector can be easily recovered in a postprocessing procedure. Therefore, the algorithms we present here are more efficient than existing algorithms that try to approximate both components of the eigenvectors simultaneously. The efficiency of the new algorithms is demonstrated by numerical examples.« less

The wasteland of random supergravities

NASA Astrophysics Data System (ADS)

Marsh, David; McAllister, Liam; Wrase, Timm

2012-03-01

We show that in a general {N} = {1} supergravity with N ≫ 1 scalar fields, an exponentially small fraction of the de Sitter critical points are metastable vacua. Taking the superpotential and Kähler potential to be random functions, we construct a random matrix model for the Hessian matrix, which is well-approximated by the sum of a Wigner matrix and two Wishart matrices. We compute the eigenvalue spectrum analytically from the free convolution of the constituent spectra and find that in typical configurations, a significant fraction of the eigenvalues are negative. Building on the Tracy-Widom law governing fluctuations of extreme eigenvalues, we determine the probability P of a large fluctuation in which all the eigenvalues become positive. Strong eigenvalue repulsion makes this extremely unlikely: we find P ∝ exp(- c N p ), with c, p being constants. For generic critical points we find p ≈ 1 .5, while for approximately-supersymmetric critical points, p ≈ 1 .3. Our results have significant implications for the counting of de Sitter vacua in string theory, but the number of vacua remains vast.

The method of trend analysis of parameters time series of gas-turbine engine state

NASA Astrophysics Data System (ADS)

Hvozdeva, I.; Myrhorod, V.; Derenh, Y.

2017-10-01

This research substantiates an approach to interval estimation of time series trend component. The well-known methods of spectral and trend analysis are used for multidimensional data arrays. The interval estimation of trend component is proposed for the time series whose autocorrelation matrix possesses a prevailing eigenvalue. The properties of time series autocorrelation matrix are identified.

The eigenvalue problem in phase space.

PubMed

Cohen, Leon

2018-06-30

We formulate the standard quantum mechanical eigenvalue problem in quantum phase space. The equation obtained involves the c-function that corresponds to the quantum operator. We use the Wigner distribution for the phase space function. We argue that the phase space eigenvalue equation obtained has, in addition to the proper solutions, improper solutions. That is, solutions for which no wave function exists which could generate the distribution. We discuss the conditions for ascertaining whether a position momentum function is a proper phase space distribution. We call these conditions psi-representability conditions, and show that if these conditions are imposed, one extracts the correct phase space eigenfunctions. We also derive the phase space eigenvalue equation for arbitrary phase space distributions functions. © 2017 Wiley Periodicals, Inc. © 2017 Wiley Periodicals, Inc.

The ZH ratio Analysis of Global Seismic Data

NASA Astrophysics Data System (ADS)

Yano, T.; Shikato, S.; Rivera, L.; Tanimoto, T.

2007-12-01

The ZH ratio, the ratio of vertical to horizontal component of the fundamental Rayleigh wave as a function of frequency, is an alternative approach to phase/group velocity analysis for constructing the S-wave velocity structure. In this study, teleseismic Rayleigh wave data for the frequency range between 0.004Hz to 0.04Hz is used to investigate the interior structure. We have analyzed most of the GEOSCOPE network data and some IRIS GSN stations using a technique developed by Tanimoto and Rivera (2007). Stable estimates of the ZH ratios were obtained for the frequency range for most stations. We have performed the inversion of the measured ZH ratios for the structure in the crust and mantle by using nonlinear iterative scheme. The depth sensitivity kernels for inversion are numerically calculated. Depth sensitivity of the lowest frequency extends to depths beyond 500 km but the sensitivity of the overall data for the frequency band extends down to about 300km. We found that an appropriate selection of an initial model, particularly the depth of Mohorovicic discontinuity, is important for this inversion. The inversion result depends on the initial model and turned out to be non-unique. We have constructed the initial model from the CRUST 2.0. Inversion with equal weighting to each data point tends to reduce variance of certain frequency range only. Therefore, we have developed a scheme to increase weighting to data points that do not fit well after the fifth iteration. This occurs more often for low frequency range, 0.004-0.007Hz. After fitting the lower frequency region, the low velocity zone around a depth of 100km is observed under some stations such as KIP (Kipapa, Hawaii) and ATD (Arta Cave, Djibouti). We have also carried out an analysis on the resolving power of data by examining the eigenvalues-eigenvectors of the least-squares problem. Unfortunately, the normal matrix usually has 1-2 very large eigenvalues, followed by much smaller eigenvalues. The third one is often an order of magnitude smaller. The largest eigenvalue is always dominated by an eigenfunction that has the peak at the surface. It indicates that the ZH ratio is sensitive to shallow structure but it has limited form in resolving power for underlying structure. We will report on the details on the resolving capabilities of the ZH ratios.

Asymptotic Representation for the Eigenvalues of a Non-selfadjoint Operator Governing the Dynamics of an Energy Harvesting Model

DOE Office of Scientific and Technical Information (OSTI.GOV)

Shubov, Marianna A., E-mail: marianna.shubov@gmail.com

2016-06-15

We consider a well known model of a piezoelectric energy harvester. The harvester is designed as a beam with a piezoceramic layer attached to its top face (unimorph configuration). A pair of thin perfectly conductive electrodes is covering the top and the bottom faces of the piezoceramic layer. These electrodes are connected to a resistive load. The model is governed by a system consisting of two equations. The first of them is the equation of the Euler–Bernoulli model for the transverse vibrations of the beam and the second one represents the Kirchhoff’s law for the electric circuit. Both equations aremore » coupled due to the direct and converse piezoelectric effects. The boundary conditions for the beam equations are of clamped-free type. We represent the system as a single operator evolution equation in a Hilbert space. The dynamics generator of this system is a non-selfadjoint operator with compact resolvent. Our main result is an explicit asymptotic formula for the eigenvalues of this generator, i.e., we perform the modal analysis for electrically loaded (not short-circuit) system. We show that the spectrum splits into an infinite sequence of stable eigenvalues that approaches a vertical line in the left half plane and possibly of a finite number of unstable eigenvalues. This paper is the first in a series of three works. In the second one we will prove that the generalized eigenvectors of the dynamics generator form a Riesz basis (and, moreover, a Bari basis) in the energy space. In the third paper we will apply the results of the first two to control problems for this model.« less

Sensitivity analysis of eigenvalues for an electro-hydraulic servomechanism

NASA Astrophysics Data System (ADS)

Stoia-Djeska, M.; Safta, C. A.; Halanay, A.; Petrescu, C.

2012-11-01

Electro-hydraulic servomechanisms (EHSM) are important components of flight control systems and their role is to control the movement of the flying control surfaces in response to the movement of the cockpit controls. As flight-control systems, the EHSMs have a fast dynamic response, a high power to inertia ratio and high control accuracy. The paper is devoted to the study of the sensitivity for an electro-hydraulic servomechanism used for an aircraft aileron action. The mathematical model of the EHSM used in this paper includes a large number of parameters whose actual values may vary within some ranges of uncertainty. It consists in a nonlinear ordinary differential equation system composed by the mass and energy conservation equations, the actuator movement equations and the controller equation. In this work the focus is on the sensitivities of the eigenvalues of the linearized homogeneous system, which are the partial derivatives of the eigenvalues of the state-space system with respect the parameters. These are obtained using a modal approach based on the eigenvectors of the state-space direct and adjoint systems. To calculate the eigenvalues and their sensitivity the system's Jacobian and its partial derivatives with respect the parameters are determined. The calculation of the derivative of the Jacobian matrix with respect to the parameters is not a simple task and for many situations it must be done numerically. The system stability is studied in relation with three parameters: m, the equivalent inertial load of primary control surface reduced to the actuator rod; B, the bulk modulus of oil and p a pressure supply proportionality coefficient. All the sensitivities calculated in this work are in good agreement with those obtained through recalculations.

PT-symmetric eigenvalues for homogeneous potentials

NASA Astrophysics Data System (ADS)

Eremenko, Alexandre; Gabrielov, Andrei

2018-05-01

We consider one-dimensional Schrödinger equations with potential x2M(ix)ɛ, where M ≥ 1 is an integer and ɛ is real, under appropriate parity and time (PT)-symmetric boundary conditions. We prove the phenomenon which was discovered by Bender and Boettcher by numerical computation: as ɛ changes, the real spectrum suddenly becomes non-real in the sense that all but finitely many eigenvalues become non-real. We find the limit arguments of these non-real eigenvalues E as E → ∞.

An accurate method for solving a class of fractional Sturm-Liouville eigenvalue problems

NASA Astrophysics Data System (ADS)

Kashkari, Bothayna S. H.; Syam, Muhammed I.

2018-06-01

This article is devoted to both theoretical and numerical study of the eigenvalues of nonsingular fractional second-order Sturm-Liouville problem. In this paper, we implement a fractional-order Legendre Tau method to approximate the eigenvalues. This method transforms the Sturm-Liouville problem to a sparse nonsingular linear system which is solved using the continuation method. Theoretical results for the considered problem are provided and proved. Numerical results are presented to show the efficiency of the proposed method.

Systematic monitoring of male circumcision scale-up in Nyanza, Kenya: exploratory factor analysis of service quality instrument and performance ranking.

PubMed

Omondi Aduda, Dickens S; Ouma, Collins; Onyango, Rosebella; Onyango, Mathews; Bertrand, Jane

2014-01-01

Considerable conceptual and operational complexities related to service quality measurements and variability in delivery contexts of scaled-up medical male circumcision, pose real challenges to monitoring implementation of quality and safety. Clarifying latent factors of the quality instruments can enhance contextual applicability and the likelihood that observed service outcomes are appropriately assessed. To explore factors underlying SYMMACS service quality assessment tool (adopted from the WHO VMMC quality toolkit) and; determine service quality performance using composite quality index derived from the latent factors. Using a comparative process evaluation of Voluntary Medical Male Circumcision Scale-Up in Kenya site level data was collected among health facilities providing VMMC over two years. Systematic Monitoring of the Medical Male Circumcision Scale-Up quality instrument was used to assess availability of guidelines, supplies and equipment, infection control, and continuity of care services. Exploratory factor analysis was performed to clarify quality structure. Fifty four items and 246 responses were analyzed. Based on Eigenvalue >1.00 cut-off, factors 1, 2 & 3 were retained each respectively having eigenvalues of 5.78; 4.29; 2.99. These cumulatively accounted for 29.1% of the total variance (12.9%; 9.5%; 6.7%) with final communality estimates being 13.06. Using a cut-off factor loading value of ≥0.4, fifteen items loading on factor 1, five on factor 2 and one on factor 3 were retained. Factor 1 closely relates to preparedness to deliver safe male circumcisions while factor two depicts skilled task performance and compliance with protocols. Of the 28 facilities, 32% attained between 90th and 95th percentile (excellent); 45% between 50th and 75th percentiles (average) and 14.3% below 25th percentile (poor). the service quality assessment instrument may be simplified to have nearly 20 items that relate more closely to service outcomes. Ranking of facilities and circumcision procedure using a composite index based on these items indicates that majority performed above average.

Solid Rocket Motor Combustion Instability Modeling in COMSOL Multiphysics

NASA Technical Reports Server (NTRS)

Fischbach, Sean R.

2015-01-01

Combustion instability modeling of Solid Rocket Motors (SRM) remains a topic of active research. Many rockets display violent fluctuations in pressure, velocity, and temperature originating from the complex interactions between the combustion process, acoustics, and steady-state gas dynamics. Recent advances in defining the energy transport of disturbances within steady flow-fields have been applied by combustion stability modelers to improve the analysis framework [1, 2, 3]. Employing this more accurate global energy balance requires a higher fidelity model of the SRM flow-field and acoustic mode shapes. The current industry standard analysis tool utilizes a one dimensional analysis of the time dependent fluid dynamics along with a quasi-three dimensional propellant grain regression model to determine the SRM ballistics. The code then couples with another application that calculates the eigenvalues of the one dimensional homogenous wave equation. The mean flow parameters and acoustic normal modes are coupled to evaluate the stability theory developed and popularized by Culick [4, 5]. The assumption of a linear, non-dissipative wave in a quiescent fluid remains valid while acoustic amplitudes are small and local gas velocities stay below Mach 0.2. The current study employs the COMSOL multiphysics finite element framework to model the steady flow-field parameters and acoustic normal modes of a generic SRM. The study requires one way coupling of the CFD High Mach Number Flow (HMNF) and mathematics module. The HMNF module evaluates the gas flow inside of a SRM using St. Robert's law to model the solid propellant burn rate, no slip boundary conditions, and the hybrid outflow condition. Results from the HMNF model are verified by comparing the pertinent ballistics parameters with the industry standard code outputs (i.e. pressure drop, thrust, ect.). These results are then used by the coefficient form of the mathematics module to determine the complex eigenvalues of the Acoustic Velocity Potential Equation (AVPE). The mathematics model is truncated at the nozzle sonic line, where a zero flux boundary condition is self-satisfying. The remaining boundaries are modeled with a zero flux boundary condition, assuming zero acoustic absorption on all surfaces. The results of the steady-state CFD and AVPE analyses are used to calculate the linear acoustic growth rate as is defined by Flandro and Jacob [2, 3]. In order to verify the process implemented within COMSOL we first employ the Culick theory and compare the results with the industry standard. After the process is verified, the Flandro/Jacob energy balance theory is employed and results displayed.

The tunneling effect for a class of difference operators

NASA Astrophysics Data System (ADS)

Klein, Markus; Rosenberger, Elke

We analyze a general class of self-adjoint difference operators H𝜀 = T𝜀 + V𝜀 on ℓ2((𝜀ℤ)d), where V𝜀 is a multi-well potential and 𝜀 is a small parameter. We give a coherent review of our results on tunneling up to new sharp results on the level of complete asymptotic expansions (see [30-35]).Our emphasis is on general ideas and strategy, possibly of interest for a broader range of readers, and less on detailed mathematical proofs. The wells are decoupled by introducing certain Dirichlet operators on regions containing only one potential well. Then the eigenvalue problem for the Hamiltonian H𝜀 is treated as a small perturbation of these comparison problems. After constructing a Finslerian distance d induced by H𝜀, we show that Dirichlet eigenfunctions decay exponentially with a rate controlled by this distance to the well. It follows with microlocal techniques that the first n eigenvalues of H𝜀 converge to the first n eigenvalues of the direct sum of harmonic oscillators on ℝd located at several wells. In a neighborhood of one well, we construct formal asymptotic expansions of WKB-type for eigenfunctions associated with the low-lying eigenvalues of H𝜀. These are obtained from eigenfunctions or quasimodes for the operator H𝜀, acting on L2(ℝd), via restriction to the lattice (𝜀ℤ)d. Tunneling is then described by a certain interaction matrix, similar to the analysis for the Schrödinger operator (see [22]), the remainder is exponentially small and roughly quadratic compared with the interaction matrix. We give weighted ℓ2-estimates for the difference of eigenfunctions of Dirichlet-operators in neighborhoods of the different wells and the associated WKB-expansions at the wells. In the last step, we derive full asymptotic expansions for interactions between two “wells” (minima) of the potential energy, in particular for the discrete tunneling effect. Here we essentially use analysis on phase space, complexified in the momentum variable. These results are as sharp as the classical results for the Schrödinger operator in [22].

Non-normality and classification of amplification mechanisms in stability and resolvent analysis

NASA Astrophysics Data System (ADS)

Symon, Sean; Rosenberg, Kevin; Dawson, Scott T. M.; McKeon, Beverley J.

2018-05-01

Eigenspectra and pseudospectra of the mean-linearized Navier-Stokes operator are used to characterize amplification mechanisms in laminar and turbulent flows in which linear mechanisms are important. Success of mean flow (linear) stability analysis for a particular frequency is shown to depend on whether two scalar measures of non-normality agree: (1) the product between the resolvent norm and the distance from the imaginary axis to the closest eigenvalue and (2) the inverse of the inner product between the most amplified resolvent forcing and response modes. If they agree, the resolvent operator can be rewritten in its dyadic representation to reveal that the adjoint and forward stability modes are proportional to the forcing and response resolvent modes at that frequency. Hence the real parts of the eigenvalues are important since they are responsible for resonant amplification and the resolvent operator is low rank when the eigenvalues are sufficiently separated in the spectrum. If the amplification is pseudoresonant, then resolvent analysis is more suitable to understand the origin of observed flow structures. Two test cases are studied: low Reynolds number cylinder flow and turbulent channel flow. The first deals mainly with resonant mechanisms, hence the success of both classical and mean stability analysis with respect to predicting the critical Reynolds number and global frequency of the saturated flow. Both scalar measures of non-normality agree for the base and mean flows, and the region where the forcing and response modes overlap scales with the length of the recirculation bubble. In the case of turbulent channel flow, structures result from both resonant and pseudoresonant mechanisms, suggesting that both are necessary elements to sustain turbulence. Mean shear is exploited most efficiently by stationary disturbances while bounds on the pseudospectra illustrate how pseudoresonance is responsible for the most amplified disturbances at spatial wavenumbers and temporal frequencies corresponding to well-known turbulent structures. Some implications for flow control are discussed.

Parallel solution of the symmetric tridiagonal eigenproblem. Research report

DOE Office of Scientific and Technical Information (OSTI.GOV)

Jessup, E.R.

1989-10-01

This thesis discusses methods for computing all eigenvalues and eigenvectors of a symmetric tridiagonal matrix on a distributed-memory Multiple Instruction, Multiple Data multiprocessor. Only those techniques having the potential for both high numerical accuracy and significant large-grained parallelism are investigated. These include the QL method or Cuppen's divide and conquer method based on rank-one updating to compute both eigenvalues and eigenvectors, bisection to determine eigenvalues and inverse iteration to compute eigenvectors. To begin, the methods are compared with respect to computation time, communication time, parallel speed up, and accuracy. Experiments on an IPSC hypercube multiprocessor reveal that Cuppen's method ismore » the most accurate approach, but bisection with inverse iteration is the fastest and most parallel. Because the accuracy of the latter combination is determined by the quality of the computed eigenvectors, the factors influencing the accuracy of inverse iteration are examined. This includes, in part, statistical analysis of the effect of a starting vector with random components. These results are used to develop an implementation of inverse iteration producing eigenvectors with lower residual error and better orthogonality than those generated by the EISPACK routine TINVIT. This thesis concludes with adaptions of methods for the symmetric tridiagonal eigenproblem to the related problem of computing the singular value decomposition (SVD) of a bidiagonal matrix.« less

Parallel solution of the symmetric tridiagonal eigenproblem

DOE Office of Scientific and Technical Information (OSTI.GOV)

Jessup, E.R.

1989-01-01

This thesis discusses methods for computing all eigenvalues and eigenvectors of a symmetric tridiagonal matrix on a distributed memory MIMD multiprocessor. Only those techniques having the potential for both high numerical accuracy and significant large-grained parallelism are investigated. These include the QL method or Cuppen's divide and conquer method based on rank-one updating to compute both eigenvalues and eigenvectors, bisection to determine eigenvalues, and inverse iteration to compute eigenvectors. To begin, the methods are compared with respect to computation time, communication time, parallel speedup, and accuracy. Experiments on an iPSC hyper-cube multiprocessor reveal that Cuppen's method is the most accuratemore » approach, but bisection with inverse iteration is the fastest and most parallel. Because the accuracy of the latter combination is determined by the quality of the computed eigenvectors, the factors influencing the accuracy of inverse iteration are examined. This includes, in part, statistical analysis of the effects of a starting vector with random components. These results are used to develop an implementation of inverse iteration producing eigenvectors with lower residual error and better orthogonality than those generated by the EISPACK routine TINVIT. This thesis concludes with adaptations of methods for the symmetric tridiagonal eigenproblem to the related problem of computing the singular value decomposition (SVD) of a bidiagonal matrix.« less

Computation of resistive instabilities by matched asymptotic expansions

DOE PAGES

Glasser, A. H.; Wang, Z. R.; Park, J. -K.

2016-11-17

Here, we present a method for determining the linear resistive magnetohydrodynamic (MHD) stability of an axisymmetric toroidal plasma, based on the method of matched asymptotic expansions. The plasma is partitioned into a set of ideal MHD outer regions, connected through resistive MHD inner regions about singular layers where q = m/n, with m and n toroidal mode numbers, respectively, and q the safety factor. The outer regions satisfy the ideal MHD equations with zero-frequency, which are identical to the Euler-Lagrange equations for minimizing the potential energy delta W. The solutions to these equations go to infinity at the singular surfaces.more » The inner regions satisfy the equations of motion of resistive MHD with a finite eigenvalue, resolving the singularity. Both outer and inner regions are solved numerically by newly developed singular Galerkin methods, using specialized basis functions. These solutions are matched asymptotically, providing a complex dispersion relation which is solved for global eigenvalues and eigenfunctions in full toroidal geometry. The dispersion relation may have multiple complex unstable roots, which are found by advanced root-finding methods. These methods are much faster and more robust than the previous numerical methods. The new methods are applicable to more challenging high-pressure and strongly shaped plasma equilibria and generalizable to more realistic inner region dynamics. In the thermonuclear regime, where the outer and inner regions overlap, they are also much faster and more accurate than the straight-through methods, which treat the resistive MHD equations in the whole plasma volume.« less

Evaluation of the Majorana phases of a general Majorana neutrino mass matrix: Testability of hierarchical flavour models

NASA Astrophysics Data System (ADS)

Samanta, Rome; Chakraborty, Mainak; Ghosal, Ambar

2016-03-01

We evaluate the Majorana phases for a general 3 × 3 complex symmetric neutrino mass matrix on the basis of Mohapatra-Rodejohann's phase convention using the three rephasing invariant quantities I12, I13 and I23 proposed by Sarkar and Singh. We find them interesting as they allow us to evaluate each Majorana phase in a model independent way even if one eigenvalue is zero. Utilizing the solution of a general complex symmetric mass matrix for eigenvalues and mixing angles we determine the Majorana phases for both the hierarchies, normal and inverted, taking into account the constraints from neutrino oscillation global fit data as well as bound on the sum of the three light neutrino masses (Σimi) and the neutrinoless double beta decay (ββ0ν) parameter |m11 |. This methodology of finding the Majorana phases is applied thereafter in some predictive models for both the hierarchical cases (normal and inverted) to evaluate the corresponding Majorana phases and it is shown that all the sub cases presented in inverted hierarchy section can be realized in a model with texture zeros and scaling ansatz within the framework of inverse seesaw although one of the sub cases following the normal hierarchy is yet to be established. Except the case of quasi degenerate neutrinos, the methodology obtained in this work is able to evaluate the corresponding Majorana phases, given any model of neutrino masses.

A control system design approach for flexible spacecraft

NASA Technical Reports Server (NTRS)

Silverberg, L. M.

1985-01-01

A control system design approach for flexible spacecraft is presented. The control system design is carried out in two steps. The first step consists of determining the ideal control system in terms of a desirable dynamic performance. The second step consists of designing a control system using a limited number of actuators that possess a dynamic performance that is close to the ideal dynamic performance. The effects of using a limited number of actuators is that the actual closed-loop eigenvalues differ from the ideal closed-loop eigenvalues. A method is presented to approximate the actual closed-loop eigenvalues so that the calculation of the actual closed-loop eigenvalues can be avoided. Depending on the application, it also may be desirable to apply the control forces as impulses. The effect of digitizing the control to produce the appropriate impulses is also examined.

Fine structure of spectral properties for random correlation matrices: An application to financial markets

NASA Astrophysics Data System (ADS)

Livan, Giacomo; Alfarano, Simone; Scalas, Enrico

2011-07-01

We study some properties of eigenvalue spectra of financial correlation matrices. In particular, we investigate the nature of the large eigenvalue bulks which are observed empirically, and which have often been regarded as a consequence of the supposedly large amount of noise contained in financial data. We challenge this common knowledge by acting on the empirical correlation matrices of two data sets with a filtering procedure which highlights some of the cluster structure they contain, and we analyze the consequences of such filtering on eigenvalue spectra. We show that empirically observed eigenvalue bulks emerge as superpositions of smaller structures, which in turn emerge as a consequence of cross correlations between stocks. We interpret and corroborate these findings in terms of factor models, and we compare empirical spectra to those predicted by random matrix theory for such models.

The Theory of Quantized Fields. III

DOE R&D Accomplishments Database

Schwinger, J.

1953-05-01

In this paper we discuss the electromagnetic field, as perturbed by a prescribed current. All quantities of physical interest in various situations, eigenvalues, eigenfunctions, and transformation probabilities, are derived from a general transformation function which is expressed in a non-Hermitian representation. The problems treated are: the determination of the energy-momentum eigenvalues and eigenfunctions for the isolated electromagnetic field, and the energy eigenvalues and eigenfunctions for the field perturbed by a time-independent current that departs from zero only within a finite time interval, and for a time-dependent current that assumes non-vanishing time-independent values initially and finally. The results are applied in a discussion of the intra-red catastrophe and of the adiabatic theorem. It is shown how the latter can be exploited to give a uniform formulation for all problems requiring the evaluation of transition probabilities or eigenvalue displacements.

Multigrid method for stability problems

NASA Technical Reports Server (NTRS)

Ta'asan, Shlomo

1988-01-01

The problem of calculating the stability of steady state solutions of differential equations is addressed. Leading eigenvalues of large matrices that arise from discretization are calculated, and an efficient multigrid method for solving these problems is presented. The resulting grid functions are used as initial approximations for appropriate eigenvalue problems. The method employs local relaxation on all levels together with a global change on the coarsest level only, which is designed to separate the different eigenfunctions as well as to update their corresponding eigenvalues. Coarsening is done using the FAS formulation in a nonstandard way in which the right-hand side of the coarse grid equations involves unknown parameters to be solved on the coarse grid. This leads to a new multigrid method for calculating the eigenvalues of symmetric problems. Numerical experiments with a model problem are presented which demonstrate the effectiveness of the method.

Experience with Free Bodies

NASA Technical Reports Server (NTRS)

Butler, T. G.

1985-01-01

Some of the problems that confront an analyst in free body modeling, to satisfy rigid body conditions are discussed and with some remedies for these problems are presented. The problems of detecting these culprits at various levels within the analysis are examined. A new method within NASTRAN for checking the model for defects very early in the analysis without requiring the analyst to bear the expense of an eigenvalue analysis before discovering these defects is outlined.

Study of modal coupling procedures for the shuttle: A matrix method for damping synthesis

NASA Technical Reports Server (NTRS)

Hasselman, T. K.

1972-01-01

The damping method was applied successfully to real structures as well as analytical models. It depends on the ability to determine an appropriate modal damping matrix for each substructure. In the past, modal damping matrices were assumed diagonal for lack of being able to determine the coupling terms which are significant in the general case of nonproportional damping. This problem was overcome by formulating the damped equations of motion as a linear perturbation of the undamped equations for light structural damping. Damped modes are defined as complex vectors derived from the complex frequency response vectors of each substructure and are obtained directly from sinusoidal vibration tests. The damped modes are used to compute first order approximations to the modal damping matrices. The perturbation approach avoids ever having to solve a complex eigenvalue problem.

COMPPAP - COMPOSITE PLATE BUCKLING ANALYSIS PROGRAM (IBM PC VERSION)

NASA Technical Reports Server (NTRS)

Smith, J. P.

1994-01-01

The Composite Plate Buckling Analysis Program (COMPPAP) was written to help engineers determine buckling loads of orthotropic (or isotropic) irregularly shaped plates without requiring hand calculations from design curves or extensive finite element modeling. COMPPAP is a one element finite element program that utilizes high-order displacement functions. The high order of the displacement functions enables the user to produce results more accurate than traditional h-finite elements. This program uses these high-order displacement functions to perform a plane stress analysis of a general plate followed by a buckling calculation based on the stresses found in the plane stress solution. The current version assumes a flat plate (constant thickness) subject to a constant edge load (normal or shear) on one or more edges. COMPPAP uses the power method to find the eigenvalues of the buckling problem. The power method provides an efficient solution when only one eigenvalue is desired. Once the eigenvalue is found, the eigenvector, which corresponds to the plate buckling mode shape, results as a by-product. A positive feature of the power method is that the dominant eigenvalue is the first found, which is this case is the plate buckling load. The reported eigenvalue expresses a load factor to induce plate buckling. COMPPAP is written in ANSI FORTRAN 77. Two machine versions are available from COSMIC: a PC version (MSC-22428), which is for IBM PC 386 series and higher computers and compatibles running MS-DOS; and a UNIX version (MSC-22286). The distribution medium for both machine versions includes source code for both single and double precision versions of COMPPAP. The PC version includes source code which has been optimized for implementation within DOS memory constraints as well as sample executables for both the single and double precision versions of COMPPAP. The double precision versions of COMPPAP have been successfully implemented on an IBM PC 386 compatible running MS-DOS, a Sun4 series computer running SunOS, an HP-9000 series computer running HP-UX, and a CRAY X-MP series computer running UNICOS. COMPPAP requires 1Mb of RAM and the BLAS and LINPACK math libraries, which are included on the distribution medium. The COMPPAP documentation provides instructions for using the commercial post-processing package PATRAN for graphical interpretation of COMPPAP output. The UNIX version includes two electronic versions of the documentation: one in LaTex format and one in PostScript format. The standard distribution medium for the PC version (MSC-22428) is a 5.25 inch 1.2Mb MS-DOS format diskette. The standard distribution medium for the UNIX version (MSC-22286) is a .25 inch streaming magnetic tape cartridge (Sun QIC-24) in UNIX tar format. For the UNIX version, alternate distribution media and formats are available upon request. COMPPAP was developed in 1992.

COMPPAP - COMPOSITE PLATE BUCKLING ANALYSIS PROGRAM (UNIX VERSION)

NASA Technical Reports Server (NTRS)

Smith, J. P.

1994-01-01

The Composite Plate Buckling Analysis Program (COMPPAP) was written to help engineers determine buckling loads of orthotropic (or isotropic) irregularly shaped plates without requiring hand calculations from design curves or extensive finite element modeling. COMPPAP is a one element finite element program that utilizes high-order displacement functions. The high order of the displacement functions enables the user to produce results more accurate than traditional h-finite elements. This program uses these high-order displacement functions to perform a plane stress analysis of a general plate followed by a buckling calculation based on the stresses found in the plane stress solution. The current version assumes a flat plate (constant thickness) subject to a constant edge load (normal or shear) on one or more edges. COMPPAP uses the power method to find the eigenvalues of the buckling problem. The power method provides an efficient solution when only one eigenvalue is desired. Once the eigenvalue is found, the eigenvector, which corresponds to the plate buckling mode shape, results as a by-product. A positive feature of the power method is that the dominant eigenvalue is the first found, which is this case is the plate buckling load. The reported eigenvalue expresses a load factor to induce plate buckling. COMPPAP is written in ANSI FORTRAN 77. Two machine versions are available from COSMIC: a PC version (MSC-22428), which is for IBM PC 386 series and higher computers and compatibles running MS-DOS; and a UNIX version (MSC-22286). The distribution medium for both machine versions includes source code for both single and double precision versions of COMPPAP. The PC version includes source code which has been optimized for implementation within DOS memory constraints as well as sample executables for both the single and double precision versions of COMPPAP. The double precision versions of COMPPAP have been successfully implemented on an IBM PC 386 compatible running MS-DOS, a Sun4 series computer running SunOS, an HP-9000 series computer running HP-UX, and a CRAY X-MP series computer running UNICOS. COMPPAP requires 1Mb of RAM and the BLAS and LINPACK math libraries, which are included on the distribution medium. The COMPPAP documentation provides instructions for using the commercial post-processing package PATRAN for graphical interpretation of COMPPAP output. The UNIX version includes two electronic versions of the documentation: one in LaTex format and one in PostScript format. The standard distribution medium for the PC version (MSC-22428) is a 5.25 inch 1.2Mb MS-DOS format diskette. The standard distribution medium for the UNIX version (MSC-22286) is a .25 inch streaming magnetic tape cartridge (Sun QIC-24) in UNIX tar format. For the UNIX version, alternate distribution media and formats are available upon request. COMPPAP was developed in 1992.

Edge connectivity and the spectral gap of combinatorial and quantum graphs

NASA Astrophysics Data System (ADS)

Berkolaiko, Gregory; Kennedy, James B.; Kurasov, Pavel; Mugnolo, Delio

2017-09-01

We derive a number of upper and lower bounds for the first nontrivial eigenvalue of Laplacians on combinatorial and quantum graph in terms of the edge connectivity, i.e. the minimal number of edges which need to be removed to make the graph disconnected. On combinatorial graphs, one of the bounds corresponds to a well-known inequality of Fiedler, of which we give a new variational proof. On quantum graphs, the corresponding bound generalizes a recent result of Band and Lévy. All proofs are general enough to yield corresponding estimates for the p-Laplacian and allow us to identify the minimizers. Based on the Betti number of the graph, we also derive upper and lower bounds on all eigenvalues which are ‘asymptotically correct’, i.e. agree with the Weyl asymptotics for the eigenvalues of the quantum graph. In particular, the lower bounds improve the bounds of Friedlander on any given graph for all but finitely many eigenvalues, while the upper bounds improve recent results of Ariturk. Our estimates are also used to derive bounds on the eigenvalues of the normalized Laplacian matrix that improve known bounds of spectral graph theory.

Chemical factor analysis of skin cancer FTIR-FEW spectroscopic data

NASA Astrophysics Data System (ADS)

Bruch, Reinhard F.; Sukuta, Sydney

2002-03-01

Chemical Factor Analysis (CFA) algorithms were applied to transform complex Fourier transform infrared fiberoptical evanescent wave (FTIR-FEW) normal and malignant skin tissue spectra into factor spaces for analysis and classification. The factor space approach classified melanoma beyond prior pathological classifications related to specific biochemical alterations to health states in cluster diagrams allowing diagnosis with more biochemical specificity, resolving biochemical component spectra and employing health state eigenvector angular configurations as disease state sensors. This study demonstrated a wealth of new information from in vivo FTIR-FEW spectral tissue data, without extensive a priori information or clinically invasive procedures. In particular, we employed a variety of methods used in CFA to select the rank of spectroscopic data sets of normal benign and cancerous skin tissue. We used the Malinowski indicator function (IND), significance level and F-Tests to rank our data matrices. Normal skin tissue, melanoma and benign tumors were modeled by four, two and seven principal abstract factors, respectively. We also showed that the spectrum of the first eigenvalue was equivalent to the mean spectrum. The graphical depiction of angular disparities between the first abstract factors can be adopted as a new way to characterize and diagnose melanoma cancer.

Finite element analysis of damped vibrations of laminated composite plates

NASA Astrophysics Data System (ADS)

Hu, Baogang

1992-11-01

Damped free vibrations of composite laminates are subjected to macromechanical analysis. Two models are developed: a viscoelastic damping model and a specific damping capacity model. The important symmetry property of the damping matrix is retained in both models. A modified modal strain energy method is proposed for evaluating modal damping in the viscoelastic model using a real (instead of a complex) eigenvalue problem solution. Numerical studies of multidegree of freedom systems are conducted to illustrate the improved accuracy of the method compared to the modal strain energy method. The experimental data reported in the literature for damped free vibrations in both polymer matrix and metal matrix composites were used in finite element analysis to test and compare the damping models. The natural frequencies and modal damping were obtained using both the viscoelastic and specific models. Results from both models are in satisfactory agreement with experimental data. Both models were found to be reasonably accurate for systems with low damping. Parametric studies were conducted to examine the effects on damping of the side to thickness ratio, the principal moduli ratio, the total number of layers, the ply angle, and the boundary conditions.

On the nonlinear stability of the unsteady, viscous flow of an incompressible fluid in a curved pipe

NASA Technical Reports Server (NTRS)

Shortis, Trudi A.; Hall, Philip

1995-01-01

The stability of the flow of an incompressible, viscous fluid through a pipe of circular cross-section curved about a central axis is investigated in a weakly nonlinear regime. A sinusoidal pressure gradient with zero mean is imposed, acting along the pipe. A WKBJ perturbation solution is constructed, taking into account the need for an inner solution in the vicinity of the outer bend, which is obtained by identifying the saddle point of the Taylor number in the complex plane of the cross-sectional angle co-ordinate. The equation governing the nonlinear evolution of the leading order vortex amplitude is thus determined. The stability analysis of this flow to periodic disturbances leads to a partial differential system dependent on three variables, and since the differential operators in this system are periodic in time, Floquet theory may be applied to reduce this system to a coupled infinite system of ordinary differential equations, together with homogeneous uncoupled boundary conditions. The eigenvalues of this system are calculated numerically to predict a critical Taylor number consistent with the analysis of Papageorgiou. A discussion of how nonlinear effects alter the linear stability analysis is also given, and the nature of the instability determined.

Development of technology for modeling of a 1/8-scale dynamic model of the shuttle Solid Rocket Booster (SRB)

NASA Technical Reports Server (NTRS)

Levy, A.; Zalesak, J.; Bernstein, M.; Mason, P. W.

1974-01-01

A NASTRAN analysis of the solid rocket booster (SRB) substructure of the space shuttle 1/8-scale structural dynamics model. The NASTRAN finite element modeling capability was first used to formulate a model of a cylinder 10 in. radius by a 200 in. length to investigate the accuracy and adequacy of the proposed grid point spacing. Results were compared with a shell analysis and demonstrated relatively accurate results for NASTRAN for the lower modes, which were of primary interest. A finite element model of the full SRB was then formed using CQUAD2 plate elements containing membrane and bending stiffness and CBAR offset bar elements to represent the longerons and frames. Three layers of three-dimensional CHEXAI elements were used to model the propellant. This model, consisting of 4000 degrees of freedom (DOF) initially, was reduced to 176 DOF using Guyan reduction. The model was then submitted for complex Eigenvalue analysis. After experiencing considerable difficulty with attempts to run the complete model, it was split into two substructres. These were run separately and combined into a single 116 degree of freedom A set which was successfully run. Results are reported.

Functional form for the leading correction to the distribution of the largest eigenvalue in the GUE and LUE

NASA Astrophysics Data System (ADS)

Forrester, Peter J.; Trinh, Allan K.

2018-05-01

The neighbourhood of the largest eigenvalue λmax in the Gaussian unitary ensemble (GUE) and Laguerre unitary ensemble (LUE) is referred to as the soft edge. It is known that there exists a particular centring and scaling such that the distribution of λmax tends to a universal form, with an error term bounded by 1/N2/3. We take up the problem of computing the exact functional form of the leading error term in a large N asymptotic expansion for both the GUE and LUE—two versions of the LUE are considered, one with the parameter a fixed and the other with a proportional to N. Both settings in the LUE case allow for an interpretation in terms of the distribution of a particular weighted path length in a model involving exponential variables on a rectangular grid, as the grid size gets large. We give operator theoretic forms of the corrections, which are corollaries of knowledge of the first two terms in the large N expansion of the scaled kernel and are readily computed using a method due to Bornemann. We also give expressions in terms of the solutions of particular systems of coupled differential equations, which provide an alternative method of computation. Both characterisations are well suited to a thinned generalisation of the original ensemble, whereby each eigenvalue is deleted independently with probability (1 - ξ). In Sec. V, we investigate using simulation the question of whether upon an appropriate centring and scaling a wider class of complex Hermitian random matrix ensembles have their leading correction to the distribution of λmax proportional to 1/N2/3.

Harmonic Bloch and dipole oscillations and their transition in elliptical optical waveguide arrays

NASA Astrophysics Data System (ADS)

Chan, Yun San; Zheng, Ming Jie; Yu, Kin Wah

2011-03-01

We have studied harmonic oscillations in an elliptical optical waveguide array in which the couplings between neighboring waveguides are varied in accord with a Kac matrix so that the propagation constant eigenvalues can take equally spaced values. As a result, the long-living optical Bloch oscillation (BO) and dipole oscillation (DO) are obtained. Moreover, when a linear gradient in the propagation constant is applied, we achieve a switching from DO to BO and vice versa by ramping up or down the gradient profile]. The various optical oscillations as well as their switching are investigated by field evolution analysis and confirmed by Hamiltonian optics. The equally spaced eigenvalues in the propagation constant allow viable applications in transmitting images, switching and routing of optical signals. Work supported by the General Research Fund of the Hong Kong SAR Government.

Eigenvalue approach to coupled thermoelasticity in a rotating isotropic medium

NASA Astrophysics Data System (ADS)

Bayones, F. S.; Abd-Alla, A. M.

2018-03-01

In this paper the linear theory of the thermoelasticity has been employed to study the effect of the rotation in a thermoelastic half-space containing heat source on the boundary of the half-space. It is assumed that the medium under consideration is traction free, homogeneous, isotropic, as well as without energy dissipation. The normal mode analysis has been applied in the basic equations of coupled thermoelasticity and finally the resulting equations are written in the form of a vector- matrix differential equation which is then solved by eigenvalue approach. Numerical results for the displacement components, stresses, and temperature are given and illustrated graphically. Comparison was made with the results obtained in the presence and absence of the rotation. The results indicate that the effect of rotation, non-dimensional thermal wave and time are very pronounced.

Eigenvalue Detonation of Combined Effects Aluminized Explosives

NASA Astrophysics Data System (ADS)

Capellos, C.; Baker, E. L.; Nicolich, S.; Balas, W.; Pincay, J.; Stiel, L. I.

2007-12-01

Theory and performance for recently developed combined—effects aluminized explosives are presented. Our recently developed combined-effects aluminized explosives (PAX-29C, PAX-30, PAX-42) are capable of achieving excellent metal pushing, as well as high blast energies. Metal pushing capability refers to the early volume expansion work produced during the first few volume expansions associated with cylinder and wall velocities and Gurney energies. Eigenvalue detonation explains the observed detonation states achieved by these combined effects explosives. Cylinder expansion data and thermochemical calculations (JAGUAR and CHEETAH) verify the eigenvalue detonation behavior.

NASA Astrophysics Data System (ADS)

2018-05-01

Eigenvalues and eigenvectors, together, constitute the eigenstructure of the system. The design of vibrating systems aimed at satisfying specifications on eigenvalues and eigenvectors, which is commonly known as eigenstructure assignment, has drawn increasing interest over the recent years. The most natural mathematical framework for such problems is constituted by the inverse eigenproblems, which consist in the determination of the system model that features a desired set of eigenvalues and eigenvectors. Although such a problem is intrinsically challenging, several solutions have been proposed in the literature. The approaches to eigenstructure assignment can be basically divided into passive control and active control.

Dimension from covariance matrices.

PubMed

Carroll, T L; Byers, J M

2017-02-01

We describe a method to estimate embedding dimension from a time series. This method includes an estimate of the probability that the dimension estimate is valid. Such validity estimates are not common in algorithms for calculating the properties of dynamical systems. The algorithm described here compares the eigenvalues of covariance matrices created from an embedded signal to the eigenvalues for a covariance matrix of a Gaussian random process with the same dimension and number of points. A statistical test gives the probability that the eigenvalues for the embedded signal did not come from the Gaussian random process.

Chebyshev polynomials in the spectral Tau method and applications to Eigenvalue problems

NASA Technical Reports Server (NTRS)

Johnson, Duane

1996-01-01

Chebyshev Spectral methods have received much attention recently as a technique for the rapid solution of ordinary differential equations. This technique also works well for solving linear eigenvalue problems. Specific detail is given to the properties and algebra of chebyshev polynomials; the use of chebyshev polynomials in spectral methods; and the recurrence relationships that are developed. These formula and equations are then applied to several examples which are worked out in detail. The appendix contains an example FORTRAN program used in solving an eigenvalue problem.

Insensitive dependence of delay-induced oscillation death on complex networks

NASA Astrophysics Data System (ADS)

Zou, Wei; Zheng, Xing; Zhan, Meng

2011-06-01

Oscillation death (also called amplitude death), a phenomenon of coupling induced stabilization of an unstable equilibrium, is studied for an arbitrary symmetric complex network with delay-coupled oscillators, and the critical conditions for its linear stability are explicitly obtained. All cases including one oscillator, a pair of oscillators, regular oscillator networks, and complex oscillator networks with delay feedback coupling, can be treated in a unified form. For an arbitrary symmetric network, we find that the corresponding smallest eigenvalue of the Laplacian λN (0 >λN ≥ -1) completely determines the death island, and as λN is located within the insensitive parameter region for nearly all complex networks, the death island keeps nearly the largest and does not sensitively depend on the complex network structures. This insensitivity effect has been tested for many typical complex networks including Watts-Strogatz (WS) and Newman-Watts (NW) small world networks, general scale-free (SF) networks, Erdos-Renyi (ER) random networks, geographical networks, and networks with community structures and is expected to be helpful for our understanding of dynamics on complex networks.

A new localization set for generalized eigenvalues.

PubMed

Gao, Jing; Li, Chaoqian

2017-01-01

A new localization set for generalized eigenvalues is obtained. It is shown that the new set is tighter than that in (Numer. Linear Algebra Appl. 16:883-898, 2009). Numerical examples are given to verify the corresponding results.

Rich structure in the correlation matrix spectra in non-equilibrium steady states

NASA Astrophysics Data System (ADS)

Biswas, Soham; Leyvraz, Francois; Monroy Castillero, Paulino; Seligman, Thomas H.

2017-01-01

It has been shown that, if a model displays long-range (power-law) spatial correlations, its equal-time correlation matrix will also have a power law tail in the distribution of its high-lying eigenvalues. The purpose of this paper is to show that the converse is generally incorrect: a power-law tail in the high-lying eigenvalues of the correlation matrix may exist even in the absence of equal-time power law correlations in the initial model. We may therefore view the study of the eigenvalue distribution of the correlation matrix as a more powerful tool than the study of spatial Correlations, one which may in fact uncover structure, that would otherwise not be apparent. Specifically, we show that in the Totally Asymmetric Simple Exclusion Process, whereas there are no clearly visible correlations in the steady state, the eigenvalues of its correlation matrix exhibit a rich structure which we describe in detail.

A Decentralized Eigenvalue Computation Method for Spectrum Sensing Based on Average Consensus

NASA Astrophysics Data System (ADS)

Mohammadi, Jafar; Limmer, Steffen; Stańczak, Sławomir

2016-07-01

This paper considers eigenvalue estimation for the decentralized inference problem for spectrum sensing. We propose a decentralized eigenvalue computation algorithm based on the power method, which is referred to as generalized power method GPM; it is capable of estimating the eigenvalues of a given covariance matrix under certain conditions. Furthermore, we have developed a decentralized implementation of GPM by splitting the iterative operations into local and global computation tasks. The global tasks require data exchange to be performed among the nodes. For this task, we apply an average consensus algorithm to efficiently perform the global computations. As a special case, we consider a structured graph that is a tree with clusters of nodes at its leaves. For an accelerated distributed implementation, we propose to use computation over multiple access channel (CoMAC) as a building block of the algorithm. Numerical simulations are provided to illustrate the performance of the two algorithms.

A comparison of maximum likelihood and other estimators of eigenvalues from several correlated Monte Carlo samples

DOE Office of Scientific and Technical Information (OSTI.GOV)

Beer, M.

1980-12-01

The maximum likelihood method for the multivariate normal distribution is applied to the case of several individual eigenvalues. Correlated Monte Carlo estimates of the eigenvalue are assumed to follow this prescription and aspects of the assumption are examined. Monte Carlo cell calculations using the SAM-CE and VIM codes for the TRX-1 and TRX-2 benchmark reactors, and SAM-CE full core results are analyzed with this method. Variance reductions of a few percent to a factor of 2 are obtained from maximum likelihood estimation as compared with the simple average and the minimum variance individual eigenvalue. The numerical results verify that themore » use of sample variances and correlation coefficients in place of the corresponding population statistics still leads to nearly minimum variance estimation for a sufficient number of histories and aggregates.« less

Intrinsic character of Stokes matrices

NASA Astrophysics Data System (ADS)

Gagnon, Jean-François; Rousseau, Christiane

2017-02-01

Two germs of linear analytic differential systems x k + 1Y‧ = A (x) Y with a non-resonant irregular singularity are analytically equivalent if and only if they have the same eigenvalues and equivalent collections of Stokes matrices. The Stokes matrices are the transition matrices between sectors on which the system is analytically equivalent to its formal normal form. Each sector contains exactly one separating ray for each pair of eigenvalues. A rotation in S allows supposing that R+ lies in the intersection of two sectors. Reordering of the coordinates of Y allows ordering the real parts of the eigenvalues, thus yielding triangular Stokes matrices. However, the choice of the rotation in x is not canonical. In this paper we establish how the collection of Stokes matrices depends on this rotation, and hence on a chosen order of the projection of the eigenvalues on a line through the origin.

Rich structure in the correlation matrix spectra in non-equilibrium steady states.

PubMed

Biswas, Soham; Leyvraz, Francois; Monroy Castillero, Paulino; Seligman, Thomas H

2017-01-17

It has been shown that, if a model displays long-range (power-law) spatial correlations, its equal-time correlation matrix will also have a power law tail in the distribution of its high-lying eigenvalues. The purpose of this paper is to show that the converse is generally incorrect: a power-law tail in the high-lying eigenvalues of the correlation matrix may exist even in the absence of equal-time power law correlations in the initial model. We may therefore view the study of the eigenvalue distribution of the correlation matrix as a more powerful tool than the study of spatial Correlations, one which may in fact uncover structure, that would otherwise not be apparent. Specifically, we show that in the Totally Asymmetric Simple Exclusion Process, whereas there are no clearly visible correlations in the steady state, the eigenvalues of its correlation matrix exhibit a rich structure which we describe in detail.

CAVE: A computer code for two-dimensional transient heating analysis of conceptual thermal protection systems for hypersonic vehicles

NASA Technical Reports Server (NTRS)

Rathjen, K. A.

1977-01-01

A digital computer code CAVE (Conduction Analysis Via Eigenvalues), which finds application in the analysis of two dimensional transient heating of hypersonic vehicles is described. The CAVE is written in FORTRAN 4 and is operational on both IBM 360-67 and CDC 6600 computers. The method of solution is a hybrid analytical numerical technique that is inherently stable permitting large time steps even with the best of conductors having the finest of mesh size. The aerodynamic heating boundary conditions are calculated by the code based on the input flight trajectory or can optionally be calculated external to the code and then entered as input data. The code computes the network conduction and convection links, as well as capacitance values, given basic geometrical and mesh sizes, for four generations (leading edges, cooled panels, X-24C structure and slabs). Input and output formats are presented and explained. Sample problems are included. A brief summary of the hybrid analytical-numerical technique, which utilizes eigenvalues (thermal frequencies) and eigenvectors (thermal mode vectors) is given along with aerodynamic heating equations that have been incorporated in the code and flow charts.

Exploratory factor analysis of the Oral Health Impact Profile.

PubMed

John, M T; Reissmann, D R; Feuerstahler, L; Waller, N; Baba, K; Larsson, P; Celebić, A; Szabo, G; Rener-Sitar, K

2014-09-01

Although oral health-related quality of life (OHRQoL) as measured by the Oral Health Impact Profile (OHIP) is thought to be multidimensional, the nature of these dimensions is not known. The aim of this report was to explore the dimensionality of the OHIP using the Dimensions of OHRQoL (DOQ) Project, an international study of general population subjects and prosthodontic patients. Using the project's Learning Sample (n = 5173), we conducted an exploratory factor analysis on the 46 OHIP items not specifically referring to dentures for 5146 subjects with sufficiently complete data. The first eigenvalue (27·0) of the polychoric correlation matrix was more than ten times larger than the second eigenvalue (2·6), suggesting the presence of a dominant, higher-order general factor. Follow-up analyses with Horn's parallel analysis revealed a viable second-order, four-factor solution. An oblique rotation of this solution revealed four highly correlated factors that we named Oral Function, Oro-facial Pain, Oro-facial Appearance and Psychosocial Impact. These four dimensions and the strong general factor are two viable hypotheses for the factor structure of the OHIP. © 2014 John Wiley & Sons Ltd.

Crossing symmetry in alpha space

NASA Astrophysics Data System (ADS)

Hogervorst, Matthijs; van Rees, Balt C.

2017-11-01

We initiate the study of the conformal bootstrap using Sturm-Liouville theory, specializing to four-point functions in one-dimensional CFTs. We do so by decomposing conformal correlators using a basis of eigenfunctions of the Casimir which are labeled by a complex number α. This leads to a systematic method for computing conformal block decompositions. Analyzing bootstrap equations in alpha space turns crossing symmetry into an eigenvalue problem for an integral operator K. The operator K is closely related to the Wilson transform, and some of its eigenfunctions can be found in closed form.

A fourth-order Cartesian grid embeddedboundary method for Poisson’s equation

DOE PAGES

Devendran, Dharshi; Graves, Daniel; Johansen, Hans; ...

2017-05-08

In this paper, we present a fourth-order algorithm to solve Poisson's equation in two and three dimensions. We use a Cartesian grid, embedded boundary method to resolve complex boundaries. We use a weighted least squares algorithm to solve for our stencils. We use convergence tests to demonstrate accuracy and we show the eigenvalues of the operator to demonstrate stability. We compare accuracy and performance with an established second-order algorithm. We also discuss in depth strategies for retaining higher-order accuracy in the presence of nonsmooth geometries.

A fourth-order Cartesian grid embeddedboundary method for Poisson’s equation

DOE Office of Scientific and Technical Information (OSTI.GOV)

Devendran, Dharshi; Graves, Daniel; Johansen, Hans

In this paper, we present a fourth-order algorithm to solve Poisson's equation in two and three dimensions. We use a Cartesian grid, embedded boundary method to resolve complex boundaries. We use a weighted least squares algorithm to solve for our stencils. We use convergence tests to demonstrate accuracy and we show the eigenvalues of the operator to demonstrate stability. We compare accuracy and performance with an established second-order algorithm. We also discuss in depth strategies for retaining higher-order accuracy in the presence of nonsmooth geometries.

A robust bi-orthogonal/dynamically-orthogonal method using the covariance pseudo-inverse with application to stochastic flow problems

NASA Astrophysics Data System (ADS)

Babaee, Hessam; Choi, Minseok; Sapsis, Themistoklis P.; Karniadakis, George Em

2017-09-01

We develop a new robust methodology for the stochastic Navier-Stokes equations based on the dynamically-orthogonal (DO) and bi-orthogonal (BO) methods [1-3]. Both approaches are variants of a generalized Karhunen-Loève (KL) expansion in which both the stochastic coefficients and the spatial basis evolve according to system dynamics, hence, capturing the low-dimensional structure of the solution. The DO and BO formulations are mathematically equivalent [3], but they exhibit computationally complimentary properties. Specifically, the BO formulation may fail due to crossing of the eigenvalues of the covariance matrix, while both BO and DO become unstable when there is a high condition number of the covariance matrix or zero eigenvalues. To this end, we combine the two methods into a robust hybrid framework and in addition we employ a pseudo-inverse technique to invert the covariance matrix. The robustness of the proposed method stems from addressing the following issues in the DO/BO formulation: (i) eigenvalue crossing: we resolve the issue of eigenvalue crossing in the BO formulation by switching to the DO near eigenvalue crossing using the equivalence theorem and switching back to BO when the distance between eigenvalues is larger than a threshold value; (ii) ill-conditioned covariance matrix: we utilize a pseudo-inverse strategy to invert the covariance matrix; (iii) adaptivity: we utilize an adaptive strategy to add/remove modes to resolve the covariance matrix up to a threshold value. In particular, we introduce a soft-threshold criterion to allow the system to adapt to the newly added/removed mode and therefore avoid repetitive and unnecessary mode addition/removal. When the total variance approaches zero, we show that the DO/BO formulation becomes equivalent to the evolution equation of the Optimally Time-Dependent modes [4]. We demonstrate the capability of the proposed methodology with several numerical examples, namely (i) stochastic Burgers equation: we analyze the performance of the method in the presence of eigenvalue crossing and zero eigenvalues; (ii) stochastic Kovasznay flow: we examine the method in the presence of a singular covariance matrix; and (iii) we examine the adaptivity of the method for an incompressible flow over a cylinder where for large stochastic forcing thirteen DO/BO modes are active.

The Importance of Protons in Reactive Transport Modeling

NASA Astrophysics Data System (ADS)

McNeece, C. J.; Hesse, M. A.

2014-12-01

The importance of pH in aqueous chemistry is evident; yet, its role in reactive transport is complex. Consider a column flow experiment through silica glass beads. Take the column to be saturated and flowing with solution of a distinct pH. An instantaneous change in the influent solution pH can yield a breakthrough curve with both a rarefaction and shock component (composite wave). This behavior is unique among aqueous ions in transport and is more complex than intuition would tell. Analysis of the hyperbolic limit of this physical system can explain these first order transport phenomenon. This analysis shows that transport behavior is heavily dependent on the shape of the adsorption isotherm. Hence it is clear that accurate surface chemistry models are important in reactive transport. The proton adsorption isotherm has nonconstant concavity due to the proton's ability to partition into hydroxide. An eigenvalue analysis shows that an inflection point in the adsorption isotherm allows the development of composite waves. We use electrostatic surface complexation models to calculate realistic proton adsorption isotherms. Surface characteristics such as specific surface area, and surface site density were determined experimentally. We validate the model by comparison against silica glass bead flow through experiments. When coupled to surface complexation models, the transport equation captures the timing and behavior of breakthrough curves markedly better than with commonly used Langmuir assumptions. Furthermore, we use the adsorption isotherm to predict, a priori, the transport behavior of protons across pH composition space. Expansion of the model to multicomponent systems shows that proton adsorption can force composite waves to develop in the breakthrough curves of ions that would not otherwise exhibit such behavior. Given the abundance of reactive surfaces in nature and the nonlinearity of chemical systems, we conclude that building a greater understanding of proton adsorption is of utmost importance to reactive transport modeling.

Eigenpairs of Toeplitz and Disordered Toeplitz Matrices with a Fisher-Hartwig Symbol

NASA Astrophysics Data System (ADS)

Movassagh, Ramis; Kadanoff, Leo P.

2017-05-01

Toeplitz matrices have entries that are constant along diagonals. They model directed transport, are at the heart of correlation function calculations of the two-dimensional Ising model, and have applications in quantum information science. We derive their eigenvalues and eigenvectors when the symbol is singular Fisher-Hartwig. We then add diagonal disorder and study the resulting eigenpairs. We find that there is a "bulk" behavior that is well captured by second order perturbation theory of non-Hermitian matrices. The non-perturbative behavior is classified into two classes: Runaways type I leave the complex-valued spectrum and become completely real because of eigenvalue attraction. Runaways type II leave the bulk and move very rapidly in response to perturbations. These have high condition numbers and can be predicted. Localization of the eigenvectors are then quantified using entropies and inverse participation ratios. Eigenvectors corresponding to Runaways type II are most localized (i.e., super-exponential), whereas Runaways type I are less localized than the unperturbed counterparts and have most of their probability mass in the interior with algebraic decays. The results are corroborated by applying free probability theory and various other supporting numerical studies.

Aeroelastic analysis of a troposkien-type wind turbine blade

NASA Technical Reports Server (NTRS)

Nitzsche, F.

1981-01-01

The linear aeroelastic equations for one curved blade of a vertical axis wind turbine in state vector form are presented. The method is based on a simple integrating matrix scheme together with the transfer matrix idea. The method is proposed as a convenient way of solving the associated eigenvalue problem for general support conditions.

Multidimensional analysis of fast-spectrum material replacement measurements for systematic estimation of cross section uncertainties

NASA Technical Reports Server (NTRS)

Klann, P. G.; Lantz, E.; Mayo, W. T.

1973-01-01

A series of central core and core-reflector interface sample replacement experiments for 16 materials performed in the NASA heavy-metal-reflected, fast spectrum critical assembly (NCA) were analyzed in four and 13 groups using the GAM 2 cross-section set. The individual worths obtained by TDSN and DOT multidimensional transport theory calculations showed significant differences from the experimental results. These were attributed to cross-section uncertainties in the GAM 2 cross sections. Simultaneous analysis of the measured and calculated sample worths permitted separation of the worths into capture and scattering components which systematically provided fast spectrum averaged correction factors to the magnitudes of the GAM 2 absorption and scattering cross sections. Several Los Alamos clean critical assemblies containing Oy, Ta, and Mo as well as one of the NCA compositions were reanalyzed using the corrected cross sections. In all cases the eigenvalues were significantly improved and were recomputed to within 1 percent of the experimental eigenvalue. A comparable procedure may be used for ENDF cross sections when these are available.

Dynamic of consumer groups and response of commodity markets by principal component analysis

NASA Astrophysics Data System (ADS)

Nobi, Ashadun; Alam, Shafiqul; Lee, Jae Woo

2017-09-01

This study investigates financial states and group dynamics by applying principal component analysis to the cross-correlation coefficients of the daily returns of commodity futures. The eigenvalues of the cross-correlation matrix in the 6-month timeframe displays similar values during 2010-2011, but decline following 2012. A sharp drop in eigenvalue implies the significant change of the market state. Three commodity sectors, energy, metals and agriculture, are projected into two dimensional spaces consisting of two principal components (PC). We observe that they form three distinct clusters in relation to various sectors. However, commodities with distinct features have intermingled with one another and scattered during severe crises, such as the European sovereign debt crises. We observe the notable change of the position of two dimensional spaces of groups during financial crises. By considering the first principal component (PC1) within the 6-month moving timeframe, we observe that commodities of the same group change states in a similar pattern, and the change of states of one group can be used as a warning for other group.

LINFLUX-AE: A Turbomachinery Aeroelastic Code Based on a 3-D Linearized Euler Solver

NASA Technical Reports Server (NTRS)

Reddy, T. S. R.; Bakhle, M. A.; Trudell, J. J.; Mehmed, O.; Stefko, G. L.

2004-01-01

This report describes the development and validation of LINFLUX-AE, a turbomachinery aeroelastic code based on the linearized unsteady 3-D Euler solver, LINFLUX. A helical fan with flat plate geometry is selected as the test case for numerical validation. The steady solution required by LINFLUX is obtained from the nonlinear Euler/Navier Stokes solver TURBO-AE. The report briefly describes the salient features of LINFLUX and the details of the aeroelastic extension. The aeroelastic formulation is based on a modal approach. An eigenvalue formulation is used for flutter analysis. The unsteady aerodynamic forces required for flutter are obtained by running LINFLUX for each mode, interblade phase angle and frequency of interest. The unsteady aerodynamic forces for forced response analysis are obtained from LINFLUX for the prescribed excitation, interblade phase angle, and frequency. The forced response amplitude is calculated from the modal summation of the generalized displacements. The unsteady pressures, work done per cycle, eigenvalues and forced response amplitudes obtained from LINFLUX are compared with those obtained from LINSUB, TURBO-AE, ASTROP2, and ANSYS.

Eigenvalues of the Laplacian of a graph

NASA Technical Reports Server (NTRS)

Anderson, W. N., Jr.; Morley, T. D.

1971-01-01

Let G be a finite undirected graph with no loops or multiple edges. The Laplacian matrix of G, Delta(G), is defined by Delta sub ii = degree of vertex i and Delta sub ij = -1 if there is an edge between vertex i and vertex j. The structure of the graph G is related to the eigenvalues of Delta(G); in particular, it is proved that all the eigenvalues of Delta(G) are nonnegative, less than or equal to the number of vertices, and less than or equal to twice the maximum vertex degree. Precise conditions for equality are given.

A differentiable reformulation for E-optimal design of experiments in nonlinear dynamic biosystems.

PubMed

Telen, Dries; Van Riet, Nick; Logist, Flip; Van Impe, Jan

2015-06-01

Informative experiments are highly valuable for estimating parameters in nonlinear dynamic bioprocesses. Techniques for optimal experiment design ensure the systematic design of such informative experiments. The E-criterion which can be used as objective function in optimal experiment design requires the maximization of the smallest eigenvalue of the Fisher information matrix. However, one problem with the minimal eigenvalue function is that it can be nondifferentiable. In addition, no closed form expression exists for the computation of eigenvalues of a matrix larger than a 4 by 4 one. As eigenvalues are normally computed with iterative methods, state-of-the-art optimal control solvers are not able to exploit automatic differentiation to compute the derivatives with respect to the decision variables. In the current paper a reformulation strategy from the field of convex optimization is suggested to circumvent these difficulties. This reformulation requires the inclusion of a matrix inequality constraint involving positive semidefiniteness. In this paper, this positive semidefiniteness constraint is imposed via Sylverster's criterion. As a result the maximization of the minimum eigenvalue function can be formulated in standard optimal control solvers through the addition of nonlinear constraints. The presented methodology is successfully illustrated with a case study from the field of predictive microbiology. Copyright © 2015. Published by Elsevier Inc.

Fourth-order convergence of a compact scheme for the one-dimensional biharmonic equation

NASA Astrophysics Data System (ADS)

Fishelov, D.; Ben-Artzi, M.; Croisille, J.-P.

2012-09-01

The convergence of a fourth-order compact scheme to the one-dimensional biharmonic problem is established in the case of general Dirichlet boundary conditions. The compact scheme invokes value of the unknown function as well as Pade approximations of its first-order derivative. Using the Pade approximation allows us to approximate the first-order derivative within fourth-order accuracy. However, although the truncation error of the discrete biharmonic scheme is of fourth-order at interior point, the truncation error drops to first-order at near-boundary points. Nonetheless, we prove that the scheme retains its fourth-order (optimal) accuracy. This is done by a careful inspection of the matrix elements of the discrete biharmonic operator. A number of numerical examples corroborate this effect. We also present a study of the eigenvalue problem uxxxx = νu. We compute and display the eigenvalues and the eigenfunctions related to the continuous and the discrete problems. By the positivity of the eigenvalues, one can deduce the stability of of the related time-dependent problem ut = -uxxxx. In addition, we study the eigenvalue problem uxxxx = νuxx. This is related to the stability of the linear time-dependent equation uxxt = νuxxxx. Its continuous and discrete eigenvalues and eigenfunction (or eigenvectors) are computed and displayed graphically.

TIMEDELN: A programme for the detection and parametrization of overlapping resonances using the time-delay method

NASA Astrophysics Data System (ADS)

Little, Duncan A.; Tennyson, Jonathan; Plummer, Martin; Noble, Clifford J.; Sunderland, Andrew G.

2017-06-01

TIMEDELN implements the time-delay method of determining resonance parameters from the characteristic Lorentzian form displayed by the largest eigenvalues of the time-delay matrix. TIMEDELN constructs the time-delay matrix from input K-matrices and analyses its eigenvalues. This new version implements multi-resonance fitting and may be run serially or as a high performance parallel code with three levels of parallelism. TIMEDELN takes K-matrices from a scattering calculation, either read from a file or calculated on a dynamically adjusted grid, and calculates the time-delay matrix. This is then diagonalized, with the largest eigenvalue representing the longest time-delay experienced by the scattering particle. A resonance shows up as a characteristic Lorentzian form in the time-delay: the programme searches the time-delay eigenvalues for maxima and traces resonances when they pass through different eigenvalues, separating overlapping resonances. It also performs the fitting of the calculated data to the Lorentzian form and outputs resonance positions and widths. Any remaining overlapping resonances can be fitted jointly. The branching ratios of decay into the open channels can also be found. The programme may be run serially or in parallel with three levels of parallelism. The parallel code modules are abstracted from the main physics code and can be used independently.

Complex network approach to fractional time series

DOE Office of Scientific and Technical Information (OSTI.GOV)

Manshour, Pouya

In order to extract correlation information inherited in stochastic time series, the visibility graph algorithm has been recently proposed, by which a time series can be mapped onto a complex network. We demonstrate that the visibility algorithm is not an appropriate one to study the correlation aspects of a time series. We then employ the horizontal visibility algorithm, as a much simpler one, to map fractional processes onto complex networks. The degree distributions are shown to have parabolic exponential forms with Hurst dependent fitting parameter. Further, we take into account other topological properties such as maximum eigenvalue of the adjacencymore » matrix and the degree assortativity, and show that such topological quantities can also be used to predict the Hurst exponent, with an exception for anti-persistent fractional Gaussian noises. To solve this problem, we take into account the Spearman correlation coefficient between nodes' degrees and their corresponding data values in the original time series.« less

Complex Langevin simulation of a random matrix model at nonzero chemical potential

NASA Astrophysics Data System (ADS)

Bloch, J.; Glesaaen, J.; Verbaarschot, J. J. M.; Zafeiropoulos, S.

2018-03-01

In this paper we test the complex Langevin algorithm for numerical simulations of a random matrix model of QCD with a first order phase transition to a phase of finite baryon density. We observe that a naive implementation of the algorithm leads to phase quenched results, which were also derived analytically in this article. We test several fixes for the convergence issues of the algorithm, in particular the method of gauge cooling, the shifted representation, the deformation technique and reweighted complex Langevin, but only the latter method reproduces the correct analytical results in the region where the quark mass is inside the domain of the eigenvalues. In order to shed more light on the issues of the methods we also apply them to a similar random matrix model with a milder sign problem and no phase transition, and in that case gauge cooling solves the convergence problems as was shown before in the literature.

Intraday seasonalities and nonstationarity of trading volume in financial markets: Collective features

PubMed Central

Graczyk, Michelle B.; Duarte Queirós, Sílvio M.

2017-01-01

Employing Random Matrix Theory and Principal Component Analysis techniques, we enlarge our work on the individual and cross-sectional intraday statistical properties of trading volume in financial markets to the study of collective intraday features of that financial observable. Our data consist of the trading volume of the Dow Jones Industrial Average Index components spanning the years between 2003 and 2014. Computing the intraday time dependent correlation matrices and their spectrum of eigenvalues, we show there is a mode ruling the collective behaviour of the trading volume of these stocks whereas the remaining eigenvalues are within the bounds established by random matrix theory, except the second largest eigenvalue which is robustly above the upper bound limit at the opening and slightly above it during the morning-afternoon transition. Taking into account that for price fluctuations it was reported the existence of at least seven significant eigenvalues—and that its autocorrelation function is close to white noise for highly liquid stocks whereas for the trading volume it lasts significantly for more than 2 hours —, our finding goes against any expectation based on those features, even when we take into account the Epps effect. In addition, the weight of the trading volume collective mode is intraday dependent; its value increases as the trading session advances with its eigenversor approaching the uniform vector as well, which corresponds to a soar in the behavioural homogeneity. With respect to the nonstationarity of the collective features of the trading volume we observe that after the financial crisis of 2008 the coherence function shows the emergence of an upset profile with large fluctuations from that year on, a property that concurs with the modification of the average trading volume profile we noted in our previous individual analysis. PMID:28753676

Boundary Concentration for Eigenvalue Problems Related to the Onset of Superconductivity

NASA Astrophysics Data System (ADS)

del Pino, Manuel; Felmer, Patricio L.; Sternberg, Peter

We examine the asymptotic behavior of the eigenvalue μ(h) and corresponding eigenfunction associated with the variational problem in the regime h>>1. Here A is any vector field with curl equal to 1. The problem arises within the Ginzburg-Landau model for superconductivity with the function μ(h) yielding the relationship between the critical temperature vs. applied magnetic field strength in the transition from normal to superconducting state in a thin mesoscopic sample with cross-section Ω 2. We first carry out a rigorous analysis of the associated problem on a half-plane and then rigorously justify some of the formal arguments of [BS], obtaining an expansion for μ while also proving that the first eigenfunction decays to zero somewhere along the sample boundary when Ω is not a disc. For interior decay, we demonstrate that the rate is exponential.

The Guderley problem revisited

DOE Office of Scientific and Technical Information (OSTI.GOV)

Ramsey, Scott D; Kamm, James R; Bolstad, John H

2009-01-01

The self-similar converging-diverging shock wave problem introduced by Guderley in 1942 has been the source of numerous investigations since its publication. In this paper, we review the simplifications and group invariance properties that lead to a self-similar formulation of this problem from the compressible flow equations for a polytropic gas. The complete solution to the self-similar problem reduces to two coupled nonlinear eigenvalue problems: the eigenvalue of the first is the so-called similarity exponent for the converging flow, and that of the second is a trajectory multiplier for the diverging regime. We provide a clear exposition concerning the reflected shockmore » configuration. Additionally, we introduce a new approximation for the similarity exponent, which we compare with other estimates and numerically computed values. Lastly, we use the Guderley problem as the basis of a quantitative verification analysis of a cell-centered, finite volume, Eulerian compressible flow algorithm.« less

The difference between two random mixed quantum states: exact and asymptotic spectral analysis

NASA Astrophysics Data System (ADS)

Mejía, José; Zapata, Camilo; Botero, Alonso

2017-01-01

We investigate the spectral statistics of the difference of two density matrices, each of which is independently obtained by partially tracing a random bipartite pure quantum state. We first show how a closed-form expression for the exact joint eigenvalue probability density function for arbitrary dimensions can be obtained from the joint probability density function of the diagonal elements of the difference matrix, which is straightforward to compute. Subsequently, we use standard results from free probability theory to derive a relatively simple analytic expression for the asymptotic eigenvalue density (AED) of the difference matrix ensemble, and using Carlson’s theorem, we obtain an expression for its absolute moments. These results allow us to quantify the typical asymptotic distance between the two random mixed states using various distance measures; in particular, we obtain the almost sure asymptotic behavior of the operator norm distance and the trace distance.

Moving mode shape function approach for spinning disk and asymmetric disc brake squeal

NASA Astrophysics Data System (ADS)

Kang, Jaeyoung

2018-06-01

The solution approach of an asymmetric spinning disk under stationary friction loads requires the mode shape function fixed in the disk in the assumed mode method when the equations of motion is described in the space-fixed frame. This model description will be termed the 'moving mode shape function approach' and it allows us to formulate the stationary contact load problem in both the axisymmetric and asymmetric disk cases. Numerical results show that the eigenvalues of the time-periodic axisymmetric disk system are time-invariant. When the axisymmetry of the disk is broken, the positive real parts of the eigenvalues highly vary with the rotation of the disk in the slow speeds in such application as disc brake squeal. By using the Floquet stability analysis, it is also shown that breaking the axisymmetry of the disc alters the stability boundaries of the system.

Eigenvectors of optimal color spectra.

PubMed

Flinkman, Mika; Laamanen, Hannu; Tuomela, Jukka; Vahimaa, Pasi; Hauta-Kasari, Markku

2013-09-01

Principal component analysis (PCA) and weighted PCA were applied to spectra of optimal colors belonging to the outer surface of the object-color solid or to so-called MacAdam limits. The correlation matrix formed from this data is a circulant matrix whose biggest eigenvalue is simple and the corresponding eigenvector is constant. All other eigenvalues are double, and the eigenvectors can be expressed with trigonometric functions. Found trigonometric functions can be used as a general basis to reconstruct all possible smooth reflectance spectra. When the spectral data are weighted with an appropriate weight function, the essential part of the color information is compressed to the first three components and the shapes of the first three eigenvectors correspond to one achromatic response function and to two chromatic response functions, the latter corresponding approximately to Munsell opponent-hue directions 9YR-9B and 2BG-2R.

Eigenvalue equation and core-mode cutoff of weakly guiding tapered fiber as three layer optical waveguide and used as biochemical sensor.

PubMed

Linslal, C L; Mohan, P M S; Halder, A; Gangopadhyay, T K

2012-06-01

The core-mode cutoff plays a major role in evanescent field absorption based sensors. A method has been proposed to calculate the core-mode cutoff by solving the eigenvalue equations of a weakly guiding three layer optical waveguide graphically. The variation of normalized waveguide parameter (V) is also calculated with different wavelengths at core-mode cutoff. At the first step, theoretical analysis of tapered fiber parameters has been performed for core-mode cutoff. The taper angle of an adiabatic tapered fiber is also analyzed using the length-scale criterion. Secondly, single-mode tapered fiber has been developed to make a precision sensor element suitable for chemical detection. Finally, the sensor element has been used to detect absorption peak of ethylenediamine. Results are presented in which an absorption peak at 1540 nm is observed.

Pressure distribution under flexible polishing tools. I - Conventional aspheric optics

NASA Astrophysics Data System (ADS)

Mehta, Pravin K.; Hufnagel, Robert E.

1990-10-01

The paper presents a mathematical model, based on Kirchoff's thin flat plate theory, developed to determine polishing pressure distribution for a flexible polishing tool. A two-layered tool in which bending and compressive stiffnesses are equal is developed, which is formulated as a plate on a linearly elastic foundation. An equivalent eigenvalue problem and solution for a free-free plate are created from the plate formulation. For aspheric, anamorphic optical surfaces, the tool misfit is derived; it is defined as the result of movement from the initial perfect fit on the optic to any other position. The Polisher Design (POD) software for circular tools on aspheric optics is introduced. NASTRAN-based finite element analysis results are compared with the POD software, showing high correlation. By employing existing free-free eigenvalues and eigenfunctions, the work may be extended to rectangular polishing tools as well.

Development of an instrument for community-level health related social capital among Japanese older people: The JAGES Project.

PubMed

Saito, Masashige; Kondo, Naoki; Aida, Jun; Kawachi, Ichiro; Koyama, Shihoko; Ojima, Toshiyuki; Kondo, Katsunori

2017-05-01

We developed and validated an instrument to measure community-level social capital based on data derived from older community dwellers in Japan. We used cross-sectional data from the Japan Gerontological Evaluation Study, a nationwide survey involving 123,760 functionally independent older people nested within 702 communities (i.e., school districts). We conducted exploratory and confirmatory factor analyses on survey items to determine the items in a multi-dimensional scale to measure community social capital. Internal consistency was checked with Cronbach's alpha. Convergent construct validity was assessed via correlating the scale with health outcomes. From 53 candidate variables, 11 community-level variables were extracted: participation in volunteer groups, sports groups, hobby activities, study or cultural groups, and activities for teaching specific skills; trust, norms of reciprocity, and attachment to one's community; received emotional support; provided emotional support; and received instrumental support. Using factor analysis, these variables were determined to belong to three sub-scales: civic participation (eigenvalue = 3.317, α = 0.797), social cohesion (eigenvalue = 2.633, α = 0.853), and reciprocity (eigenvalue = 1.424, α = 0.732). Confirmatory factor analysis indicated the goodness of fit of this model. Multilevel Poisson regression analysis revealed that civic participation score was robustly associated with individual subjective health (Self-Rated Health: prevalence ratio [PR] 0.96; 95% confidence interval [CI], 0.94-0.98; Geriatric Depression Scale [GDS]: PR 0.95; 95% CI, 0.93-0.97). Reciprocity score was also associated with individual GDS (PR 0.98; 95% CI, 0.96-1.00). Social cohesion score was not consistently associated with individual health indicators. Our scale for measuring social capital at the community level might be useful for future studies of older community dwellers. Copyright © 2016 The Authors. Production and hosting by Elsevier B.V. All rights reserved.

Continuous-time quantum walk on an extended star graph: Trapping and superradiance transition

NASA Astrophysics Data System (ADS)

Yalouz, Saad; Pouthier, Vincent

2018-02-01

A tight-binding model is introduced for describing the dynamics of an exciton on an extended star graph whose central node is occupied by a trap. On this graph, the exciton dynamics is governed by two kinds of eigenstates: many eigenstates are associated with degenerate real eigenvalues insensitive to the trap, whereas three decaying eigenstates characterized by complex energies contribute to the trapping process. It is shown that the excitonic population absorbed by the trap depends on the size of the graph, only. By contrast, both the size parameters and the absorption rate control the dynamics of the trapping. When these parameters are judiciously chosen, the efficiency of the transfer is optimized resulting in the minimization of the absorption time. Analysis of the eigenstates reveals that such a feature arises around the superradiance transition. Moreover, depending on the size of the network, two situations are highlighted where the transport efficiency is either superoptimized or suboptimized.

Experimental validation of the influence of white matter anisotropy on the intracranial EEG forward solution.

PubMed

Bangera, Nitin B; Schomer, Donald L; Dehghani, Nima; Ulbert, Istvan; Cash, Sydney; Papavasiliou, Steve; Eisenberg, Solomon R; Dale, Anders M; Halgren, Eric

2010-12-01

Forward solutions with different levels of complexity are employed for localization of current generators, which are responsible for the electric and magnetic fields measured from the human brain. The influence of brain anisotropy on the forward solution is poorly understood. The goal of this study is to validate an anisotropic model for the intracranial electric forward solution by comparing with the directly measured 'gold standard'. Dipolar sources are created at known locations in the brain and intracranial electroencephalogram (EEG) is recorded simultaneously. Isotropic models with increasing level of complexity are generated along with anisotropic models based on Diffusion tensor imaging (DTI). A Finite Element Method based forward solution is calculated and validated using the measured data. Major findings are (1) An anisotropic model with a linear scaling between the eigenvalues of the electrical conductivity tensor and water self-diffusion tensor in brain tissue is validated. The greatest improvement was obtained when the stimulation site is close to a region of high anisotropy. The model with a global anisotropic ratio of 10:1 between the eigenvalues (parallel: tangential to the fiber direction) has the worst performance of all the anisotropic models. (2) Inclusion of cerebrospinal fluid as well as brain anisotropy in the forward model is necessary for an accurate description of the electric field inside the skull. The results indicate that an anisotropic model based on the DTI can be constructed non-invasively and shows an improved performance when compared to the isotropic models for the calculation of the intracranial EEG forward solution.

A method to stabilize linear systems using eigenvalue gradient information

NASA Technical Reports Server (NTRS)

Wieseman, C. D.

1985-01-01

Formal optimization methods and eigenvalue gradient information are used to develop a stabilizing control law for a closed loop linear system that is initially unstable. The method was originally formulated by using direct, constrained optimization methods with the constraints being the real parts of the eigenvalues. However, because of problems in trying to achieve stabilizing control laws, the problem was reformulated to be solved differently. The method described uses the Davidon-Fletcher-Powell minimization technique to solve an indirect, constrained minimization problem in which the performance index is the Kreisselmeier-Steinhauser function of the real parts of all the eigenvalues. The method is applied successfully to solve two different problems: the determination of a fourth-order control law stabilizes a single-input single-output active flutter suppression system and the determination of a second-order control law for a multi-input multi-output lateral-directional flight control system. Various sets of design variables and initial starting points were chosen to show the robustness of the method.

Deterministically estimated fission source distributions for Monte Carlo k-eigenvalue problems

DOE PAGES

Biondo, Elliott D.; Davidson, Gregory G.; Pandya, Tara M.; ...

2018-04-30

The standard Monte Carlo (MC) k-eigenvalue algorithm involves iteratively converging the fission source distribution using a series of potentially time-consuming inactive cycles before quantities of interest can be tallied. One strategy for reducing the computational time requirements of these inactive cycles is the Sourcerer method, in which a deterministic eigenvalue calculation is performed to obtain an improved initial guess for the fission source distribution. This method has been implemented in the Exnihilo software suite within SCALE using the SPNSPN or SNSN solvers in Denovo and the Shift MC code. The efficacy of this method is assessed with different Denovo solutionmore » parameters for a series of typical k-eigenvalue problems including small criticality benchmarks, full-core reactors, and a fuel cask. Here it is found that, in most cases, when a large number of histories per cycle are required to obtain a detailed flux distribution, the Sourcerer method can be used to reduce the computational time requirements of the inactive cycles.« less

Quadratic Zeeman effect in hydrogen Rydberg states: Rigorous error estimates for energy eigenvalues, energy eigenfunctions, and oscillator strengths

DOE Office of Scientific and Technical Information (OSTI.GOV)

Falsaperla, P.; Fonte, G.

1994-10-01

A variational method, based on some results due to T. Kato [Proc. Phys. Soc. Jpn. 4, 334 (1949)], and previously discussed is here applied to the hydrogen atom in uniform magnetic fields of tesla in order to calculate, with a rigorous error estimate, energy eigenvalues, energy eigenfunctions, and oscillator strengths relative to Rydberg states up to just below the field-free ionization threshold. Making use of a basis (parabolic Sturmian basis) with a size varying from 990 up to 5050, we obtain, over the energy range of [minus]190 to [minus]24 cm[sup [minus]1], all of the eigenvalues and a good part ofmore » the oscillator strengths with a remarkable accuracy. This, however, decreases with increasing excitation energy and, thus, above [similar to][minus]24 cm[sup [minus]1], we obtain results of good accuracy only for eigenvalues ranging up to [similar to][minus]12 cm[sup [minus]1].« less

Solution of an eigenvalue problem for the Laplace operator on a spherical surface. M.S. Thesis - Maryland Univ.

NASA Technical Reports Server (NTRS)

Walden, H.

1974-01-01

Methods for obtaining approximate solutions for the fundamental eigenvalue of the Laplace-Beltrami operator (also referred to as the membrane eigenvalue problem for the vibration equation) on the unit spherical surface are developed. Two specific types of spherical surface domains are considered: (1) the interior of a spherical triangle, i.e., the region bounded by arcs of three great circles, and (2) the exterior of a great circle arc extending for less than pi radians on the sphere (a spherical surface with a slit). In both cases, zero boundary conditions are imposed. In order to solve the resulting second-order elliptic partial differential equations in two independent variables, a finite difference approximation is derived. The symmetric (generally five-point) finite difference equations that develop are written in matrix form and then solved by the iterative method of point successive overrelaxation. Upon convergence of this iterative method, the fundamental eigenvalue is approximated by iteration utilizing the power method as applied to the finite Rayleigh quotient.

Design of multivariable feedback control systems via spectral assignment using reduced-order models and reduced-order observers

NASA Technical Reports Server (NTRS)

Mielke, R. R.; Tung, L. J.; Carraway, P. I., III

1984-01-01

The feasibility of using reduced order models and reduced order observers with eigenvalue/eigenvector assignment procedures is investigated. A review of spectral assignment synthesis procedures is presented. Then, a reduced order model which retains essential system characteristics is formulated. A constant state feedback matrix which assigns desired closed loop eigenvalues and approximates specified closed loop eigenvectors is calculated for the reduced order model. It is shown that the eigenvalue and eigenvector assignments made in the reduced order system are retained when the feedback matrix is implemented about the full order system. In addition, those modes and associated eigenvectors which are not included in the reduced order model remain unchanged in the closed loop full order system. The full state feedback design is then implemented by using a reduced order observer. It is shown that the eigenvalue and eigenvector assignments of the closed loop full order system rmain unchanged when a reduced order observer is used. The design procedure is illustrated by an actual design problem.

Multitasking the Davidson algorithm for the large, sparse eigenvalue problem

DOE Office of Scientific and Technical Information (OSTI.GOV)

Umar, V.M.; Fischer, C.F.

1989-01-01

The authors report how the Davidson algorithm, developed for handling the eigenvalue problem for large and sparse matrices arising in quantum chemistry, was modified for use in atomic structure calculations. To date these calculations have used traditional eigenvalue methods, which limit the range of feasible calculations because of their excessive memory requirements and unsatisfactory performance attributed to time-consuming and costly processing of zero valued elements. The replacement of a traditional matrix eigenvalue method by the Davidson algorithm reduced these limitations. Significant speedup was found, which varied with the size of the underlying problem and its sparsity. Furthermore, the range ofmore » matrix sizes that can be manipulated efficiently was expended by more than one order or magnitude. On the CRAY X-MP the code was vectorized and the importance of gather/scatter analyzed. A parallelized version of the algorithm obtained an additional 35% reduction in execution time. Speedup due to vectorization and concurrency was also measured on the Alliant FX/8.« less

Deterministically estimated fission source distributions for Monte Carlo k-eigenvalue problems

DOE Office of Scientific and Technical Information (OSTI.GOV)

Biondo, Elliott D.; Davidson, Gregory G.; Pandya, Tara M.

The standard Monte Carlo (MC) k-eigenvalue algorithm involves iteratively converging the fission source distribution using a series of potentially time-consuming inactive cycles before quantities of interest can be tallied. One strategy for reducing the computational time requirements of these inactive cycles is the Sourcerer method, in which a deterministic eigenvalue calculation is performed to obtain an improved initial guess for the fission source distribution. This method has been implemented in the Exnihilo software suite within SCALE using the SPNSPN or SNSN solvers in Denovo and the Shift MC code. The efficacy of this method is assessed with different Denovo solutionmore » parameters for a series of typical k-eigenvalue problems including small criticality benchmarks, full-core reactors, and a fuel cask. Here it is found that, in most cases, when a large number of histories per cycle are required to obtain a detailed flux distribution, the Sourcerer method can be used to reduce the computational time requirements of the inactive cycles.« less

Effective dimensional reduction algorithm for eigenvalue problems for thin elastic structures: A paradigm in three dimensions

PubMed Central

Ovtchinnikov, Evgueni E.; Xanthis, Leonidas S.

2000-01-01

We present a methodology for the efficient numerical solution of eigenvalue problems of full three-dimensional elasticity for thin elastic structures, such as shells, plates and rods of arbitrary geometry, discretized by the finite element method. Such problems are solved by iterative methods, which, however, are known to suffer from slow convergence or even convergence failure, when the thickness is small. In this paper we show an effective way of resolving this difficulty by invoking a special preconditioning technique associated with the effective dimensional reduction algorithm (EDRA). As an example, we present an algorithm for computing the minimal eigenvalue of a thin elastic plate and we show both theoretically and numerically that it is robust with respect to both the thickness and discretization parameters, i.e. the convergence does not deteriorate with diminishing thickness or mesh refinement. This robustness is sine qua non for the efficient computation of large-scale eigenvalue problems for thin elastic structures. PMID:10655469

Design of multivariable feedback control systems via spectral assignment using reduced-order models and reduced-order observers

NASA Technical Reports Server (NTRS)

Mielke, R. R.; Tung, L. J.; Carraway, P. I., III

1985-01-01

The feasibility of using reduced order models and reduced order observers with eigenvalue/eigenvector assignment procedures is investigated. A review of spectral assignment synthesis procedures is presented. Then, a reduced order model which retains essential system characteristics is formulated. A constant state feedback matrix which assigns desired closed loop eigenvalues and approximates specified closed loop eigenvectors is calculated for the reduced order model. It is shown that the eigenvalue and eigenvector assignments made in the reduced order system are retained when the feedback matrix is implemented about the full order system. In addition, those modes and associated eigenvectors which are not included in the reduced order model remain unchanged in the closed loop full order system. The fulll state feedback design is then implemented by using a reduced order observer. It is shown that the eigenvalue and eigenvector assignments of the closed loop full order system remain unchanged when a reduced order observer is used. The design procedure is illustrated by an actual design problem.

On Fluctuations of Eigenvalues of Random Band Matrices

NASA Astrophysics Data System (ADS)

Shcherbina, M.

2015-10-01

We consider the fluctuations of linear eigenvalue statistics of random band matrices whose entries have the form with i.i.d. possessing the th moment, where the function u has a finite support , so that M has only nonzero diagonals. The parameter b (called the bandwidth) is assumed to grow with n in a way such that . Without any additional assumptions on the growth of b we prove CLT for linear eigenvalue statistics for a rather wide class of test functions. Thus we improve and generalize the results of the previous papers (Jana et al., arXiv:1412.2445; Li et al. Random Matrices 2:04, 2013), where CLT was proven under the assumption . Moreover, we develop a method which allows to prove automatically the CLT for linear eigenvalue statistics of the smooth test functions for almost all classical models of random matrix theory: deformed Wigner and sample covariance matrices, sparse matrices, diluted random matrices, matrices with heavy tales etc.

A finite element algorithm for high-lying eigenvalues with Neumann and Dirichlet boundary conditions

NASA Astrophysics Data System (ADS)

Báez, G.; Méndez-Sánchez, R. A.; Leyvraz, F.; Seligman, T. H.

2014-01-01

We present a finite element algorithm that computes eigenvalues and eigenfunctions of the Laplace operator for two-dimensional problems with homogeneous Neumann or Dirichlet boundary conditions, or combinations of either for different parts of the boundary. We use an inverse power plus Gauss-Seidel algorithm to solve the generalized eigenvalue problem. For Neumann boundary conditions the method is much more efficient than the equivalent finite difference algorithm. We checked the algorithm by comparing the cumulative level density of the spectrum obtained numerically with the theoretical prediction given by the Weyl formula. We found a systematic deviation due to the discretization, not to the algorithm itself.

Reformulation and solution of the master equation for multiple-well chemical reactions.

PubMed

Georgievskii, Yuri; Miller, James A; Burke, Michael P; Klippenstein, Stephen J

2013-11-21

We consider an alternative formulation of the master equation for complex-forming chemical reactions with multiple wells and bimolecular products. Within this formulation the dynamical phase space consists of only the microscopic populations of the various isomers making up the reactive complex, while the bimolecular reactants and products are treated equally as sources and sinks. This reformulation yields compact expressions for the phenomenological rate coefficients describing all chemical processes, i.e., internal isomerization reactions, bimolecular-to-bimolecular reactions, isomer-to-bimolecular reactions, and bimolecular-to-isomer reactions. The applicability of the detailed balance condition is discussed and confirmed. We also consider the situation where some of the chemical eigenvalues approach the energy relaxation time scale and show how to modify the phenomenological rate coefficients so that they retain their validity.

Complexity and diversity.

PubMed

Doebeli, Michael; Ispolatov, Iaroslav

2010-04-23

The mechanisms for the origin and maintenance of biological diversity are not fully understood. It is known that frequency-dependent selection, generating advantages for rare types, can maintain genetic variation and lead to speciation, but in models with simple phenotypes (that is, low-dimensional phenotype spaces), frequency dependence needs to be strong to generate diversity. However, we show that if the ecological properties of an organism are determined by multiple traits with complex interactions, the conditions needed for frequency-dependent selection to generate diversity are relaxed to the point where they are easily satisfied in high-dimensional phenotype spaces. Mathematically, this phenomenon is reflected in properties of eigenvalues of quadratic forms. Because all living organisms have at least hundreds of phenotypes, this casts the potential importance of frequency dependence for the origin and maintenance of diversity in a new light.

Robustness of Synchrony in Complex Networks and Generalized Kirchhoff Indices

NASA Astrophysics Data System (ADS)

Tyloo, M.; Coletta, T.; Jacquod, Ph.

2018-02-01

In network theory, a question of prime importance is how to assess network vulnerability in a fast and reliable manner. With this issue in mind, we investigate the response to external perturbations of coupled dynamical systems on complex networks. We find that for specific, nonaveraged perturbations, the response of synchronous states depends on the eigenvalues of the stability matrix of the unperturbed dynamics, as well as on its eigenmodes via their overlap with the perturbation vector. Once averaged over properly defined ensembles of perturbations, the response is given by new graph topological indices, which we introduce as generalized Kirchhoff indices. These findings allow for a fast and reliable method for assessing the specific or average vulnerability of a network against changing operational conditions, faults, or external attacks.

On a local solvability and stability of the inverse transmission eigenvalue problem

NASA Astrophysics Data System (ADS)

Bondarenko, Natalia; Buterin, Sergey

2017-11-01

We prove a local solvability and stability of the inverse transmission eigenvalue problem posed by McLaughlin and Polyakov (1994 J. Diff. Equ. 107 351-82). In particular, this result establishes the minimality of the data used therein. The proof is constructive.

nu-TRLan User Guide Version 1.0: A High-Performance Software Package for Large-Scale Harmitian Eigenvalue Problems

DOE Office of Scientific and Technical Information (OSTI.GOV)

Yamazaki, Ichitaro; Wu, Kesheng; Simon, Horst

2008-10-27

The original software package TRLan, [TRLan User Guide], page 24, implements the thick restart Lanczos method, [Wu and Simon 2001], page 24, for computing eigenvalues {lambda} and their corresponding eigenvectors v of a symmetric matrix A: Av = {lambda}v. Its effectiveness in computing the exterior eigenvalues of a large matrix has been demonstrated, [LBNL-42982], page 24. However, its performance strongly depends on the user-specified dimension of a projection subspace. If the dimension is too small, TRLan suffers from slow convergence. If it is too large, the computational and memory costs become expensive. Therefore, to balance the solution convergence and costs,more » users must select an appropriate subspace dimension for each eigenvalue problem at hand. To free users from this difficult task, nu-TRLan, [LNBL-1059E], page 23, adjusts the subspace dimension at every restart such that optimal performance in solving the eigenvalue problem is automatically obtained. This document provides a user guide to the nu-TRLan software package. The original TRLan software package was implemented in Fortran 90 to solve symmetric eigenvalue problems using static projection subspace dimensions. nu-TRLan was developed in C and extended to solve Hermitian eigenvalue problems. It can be invoked using either a static or an adaptive subspace dimension. In order to simplify its use for TRLan users, nu-TRLan has interfaces and features similar to those of TRLan: (1) Solver parameters are stored in a single data structure called trl-info, Chapter 4 [trl-info structure], page 7. (2) Most of the numerical computations are performed by BLAS, [BLAS], page 23, and LAPACK, [LAPACK], page 23, subroutines, which allow nu-TRLan to achieve optimized performance across a wide range of platforms. (3) To solve eigenvalue problems on distributed memory systems, the message passing interface (MPI), [MPI forum], page 23, is used. The rest of this document is organized as follows. In Chapter 2 [Installation], page 2, we provide an installation guide of the nu-TRLan software package. In Chapter 3 [Example], page 3, we present a simple nu-TRLan example program. In Chapter 4 [trl-info structure], page 7, and Chapter 5 [trlan subroutine], page 14, we describe the solver parameters and interfaces in detail. In Chapter 6 [Solver parameters], page 21, we discuss the selection of the user-specified parameters. In Chapter 7 [Contact information], page 22, we give the acknowledgements and contact information of the authors. In Chapter 8 [References], page 23, we list reference to related works.« less

A Mathematical Model of Bio-Economic Harvesting of a Nonlinear Prey-Predator System

ERIC Educational Resources Information Center

Kar, Tapan Kumar

2006-01-01

The paper reports on studies of the impact of harvesting on a prey-predator system with non-monotonic functional response and intra-specific competition in the predator growth dynamics. The existence of its steady states and their stability are studied using eigenvalue analysis. The possibility of the existence of bionomic equilibria has been…

Tensor Toolbox for MATLAB v. 3.0

DOE Office of Scientific and Technical Information (OSTI.GOV)

Kola, Tamara; Bader, Brett W.; Acar Ataman, Evrim NMN

Tensors (also known as multidimensional arrays or N-way arrays) are used in a variety of applications ranging from chemometrics to network analysis. The Tensor Toolbox provides classes for manipulating dense, sparse, and structured tensors using MATLAB's object-oriented features. It also provides algorithms for tensor decomposition and factorization, algorithms for computing tensor eigenvalues, and methods for visualization of results.

Application of the probabilistic approximate analysis method to a turbopump blade analysis. [for Space Shuttle Main Engine

NASA Technical Reports Server (NTRS)

Thacker, B. H.; Mcclung, R. C.; Millwater, H. R.

1990-01-01

An eigenvalue analysis of a typical space propulsion system turbopump blade is presented using an approximate probabilistic analysis methodology. The methodology was developed originally to investigate the feasibility of computing probabilistic structural response using closed-form approximate models. This paper extends the methodology to structures for which simple closed-form solutions do not exist. The finite element method will be used for this demonstration, but the concepts apply to any numerical method. The results agree with detailed analysis results and indicate the usefulness of using a probabilistic approximate analysis in determining efficient solution strategies.

Random matrix theory and cross-correlations in global financial indices and local stock market indices

NASA Astrophysics Data System (ADS)

Nobi, Ashadun; Maeng, Seong Eun; Ha, Gyeong Gyun; Lee, Jae Woo

2013-02-01

We analyzed cross-correlations between price fluctuations of global financial indices (20 daily stock indices over the world) and local indices (daily indices of 200 companies in the Korean stock market) by using random matrix theory (RMT). We compared eigenvalues and components of the largest and the second largest eigenvectors of the cross-correlation matrix before, during, and after the global financial the crisis in the year 2008. We find that the majority of its eigenvalues fall within the RMT bounds [ λ -, λ +], where λ - and λ + are the lower and the upper bounds of the eigenvalues of random correlation matrices. The components of the eigenvectors for the largest positive eigenvalues indicate the identical financial market mode dominating the global and local indices. On the other hand, the components of the eigenvector corresponding to the second largest eigenvalue are positive and negative values alternatively. The components before the crisis change sign during the crisis, and those during the crisis change sign after the crisis. The largest inverse participation ratio (IPR) corresponding to the smallest eigenvector is higher after the crisis than during any other periods in the global and local indices. During the global financial the crisis, the correlations among the global indices and among the local stock indices are perturbed significantly. However, the correlations between indices quickly recover the trends before the crisis.

Effect of noise in principal component analysis with an application to ozone pollution

NASA Astrophysics Data System (ADS)

Tsakiri, Katerina G.

This thesis analyzes the effect of independent noise in principal components of k normally distributed random variables defined by a covariance matrix. We prove that the principal components as well as the canonical variate pairs determined from joint distribution of original sample affected by noise can be essentially different in comparison with those determined from the original sample. However when the differences between the eigenvalues of the original covariance matrix are sufficiently large compared to the level of the noise, the effect of noise in principal components and canonical variate pairs proved to be negligible. The theoretical results are supported by simulation study and examples. Moreover, we compare our results about the eigenvalues and eigenvectors in the two dimensional case with other models examined before. This theory can be applied in any field for the decomposition of the components in multivariate analysis. One application is the detection and prediction of the main atmospheric factor of ozone concentrations on the example of Albany, New York. Using daily ozone, solar radiation, temperature, wind speed and precipitation data, we determine the main atmospheric factor for the explanation and prediction of ozone concentrations. A methodology is described for the decomposition of the time series of ozone and other atmospheric variables into the global term component which describes the long term trend and the seasonal variations, and the synoptic scale component which describes the short term variations. By using the Canonical Correlation Analysis, we show that solar radiation is the only main factor between the atmospheric variables considered here for the explanation and prediction of the global and synoptic scale component of ozone. The global term components are modeled by a linear regression model, while the synoptic scale components by a vector autoregressive model and the Kalman filter. The coefficient of determination, R2, for the prediction of the synoptic scale ozone component was found to be the highest when we consider the synoptic scale component of the time series for solar radiation and temperature. KEY WORDS: multivariate analysis; principal component; canonical variate pairs; eigenvalue; eigenvector; ozone; solar radiation; spectral decomposition; Kalman filter; time series prediction

Unreliable Retrial Queues in a Random Environment

DTIC Science & Technology

2007-09-01

equivalent to the stochasticity of the matrix Ĝ. It is generally known from Perron - Frobenius theory that a given square ma- trix M is stochastic if and...only if its maximum positive eigenvalue (i.e., its Perron eigenvalue) sp(M) is equal to unity. A simple analytical condition that guarantees the

Weyl's type estimates on the eigenvalues of critical Schrödinger operators using improved Hardy-Sobolev inequalities

NASA Astrophysics Data System (ADS)

Zographopoulos, N. B.

2009-11-01

Motivated by the work (Karachalios N I 2008 Lett. Math. Phys. 83 189-99), we present explicit asymptotic estimates on the eigenvalues of the critical Schrödinger operator, involving inverse-square potential, based on improved Hardy-Sobolev-type inequalities.

Matrix with Prescribed Eigenvectors

ERIC Educational Resources Information Center

Ahmad, Faiz

2011-01-01

It is a routine matter for undergraduates to find eigenvalues and eigenvectors of a given matrix. But the converse problem of finding a matrix with prescribed eigenvalues and eigenvectors is rarely discussed in elementary texts on linear algebra. This problem is related to the "spectral" decomposition of a matrix and has important technical…

The Schrodinger Eigenvalue March

ERIC Educational Resources Information Center

Tannous, C.; Langlois, J.

2011-01-01

A simple numerical method for the determination of Schrodinger equation eigenvalues is introduced. It is based on a marching process that starts from an arbitrary point, proceeds in two opposite directions simultaneously and stops after a tolerance criterion is met. The method is applied to solving several 1D potential problems including symmetric…

Obtaining eigensolutions for multiple frequency ranges in a single NASTRAN execution

NASA Technical Reports Server (NTRS)

Pamidi, P. R.; Brown, W. K.

1990-01-01

A novel and general procedure for obtaining eigenvalues and eigenvectors for multiple frequency ranges in a single NASTRAN execution is presented. The scheme is applicable to normal modes analyzes employing the FEER and Inverse Power methods of eigenvalue extraction. The procedure is illustrated by examples.

Psychometric Properties of the Serbian Version of the Maslach Burnout Inventory-Human Services Survey: A Validation Study among Anesthesiologists from Belgrade Teaching Hospitals

PubMed Central

Matejić, Bojana; Milenović, Miodrag; Kisić Tepavčević, Darija; Simić, Dušica; Pekmezović, Tatjana; Worley, Jody A.

2015-01-01

We report findings from a validation study of the translated and culturally adapted Serbian version of Maslach Burnout Inventory-Human Services Survey (MBI-HSS), for a sample of anesthesiologists working in the tertiary healthcare. The results showed the sufficient overall reliability (Cronbach's α = 0.72) of the scores (items 1–22). The results of Bartlett's test of sphericity (χ 2 = 1983.75, df = 231, p < 0.001) and Kaiser-Meyer-Olkin measure of sampling adequacy (0.866) provided solid justification for factor analysis. In order to increase sensitivity of this questionnaire, we performed unfitted factor analysis model (eigenvalue greater than 1) which enabled us to extract the most suitable factor structure for our study instrument. The exploratory factor analysis model revealed five factors with eigenvalues greater than 1.0, explaining 62.0% of cumulative variance. Velicer's MAP test has supported five-factor model with the smallest average squared correlation of 0,184. This study indicated that Serbian version of the MBI-HSS is a reliable and valid instrument to measure burnout among a population of anesthesiologists. Results confirmed strong psychometric characteristics of the study instrument, with recommendations for interpretation of two new factors that may be unique to the Serbian version of the MBI-HSS. PMID:26090517

Psychometric Properties of the Serbian Version of the Maslach Burnout Inventory-Human Services Survey: A Validation Study among Anesthesiologists from Belgrade Teaching Hospitals.

PubMed

Matejić, Bojana; Milenović, Miodrag; Kisić Tepavčević, Darija; Simić, Dušica; Pekmezović, Tatjana; Worley, Jody A

2015-01-01

We report findings from a validation study of the translated and culturally adapted Serbian version of Maslach Burnout Inventory-Human Services Survey (MBI-HSS), for a sample of anesthesiologists working in the tertiary healthcare. The results showed the sufficient overall reliability (Cronbach's α = 0.72) of the scores (items 1-22). The results of Bartlett's test of sphericity (χ(2) = 1983.75, df = 231, p < 0.001) and Kaiser-Meyer-Olkin measure of sampling adequacy (0.866) provided solid justification for factor analysis. In order to increase sensitivity of this questionnaire, we performed unfitted factor analysis model (eigenvalue greater than 1) which enabled us to extract the most suitable factor structure for our study instrument. The exploratory factor analysis model revealed five factors with eigenvalues greater than 1.0, explaining 62.0% of cumulative variance. Velicer's MAP test has supported five-factor model with the smallest average squared correlation of 0,184. This study indicated that Serbian version of the MBI-HSS is a reliable and valid instrument to measure burnout among a population of anesthesiologists. Results confirmed strong psychometric characteristics of the study instrument, with recommendations for interpretation of two new factors that may be unique to the Serbian version of the MBI-HSS.

Applying Rasch model analysis in the development of the cantonese tone identification test (CANTIT).

PubMed

Lee, Kathy Y S; Lam, Joffee H S; Chan, Kit T Y; van Hasselt, Charles Andrew; Tong, Michael C F

2017-01-01

Applying Rasch analysis to evaluate the internal structure of a lexical tone perception test known as the Cantonese Tone Identification Test (CANTIT). A 75-item pool (CANTIT-75) with pictures and sound tracks was developed. Respondents were required to make a four-alternative forced choice on each item. A short version of 30 items (CANTIT-30) was developed based on fit statistics, difficulty estimates, and content evaluation. Internal structure was evaluated by fit statistics and Rasch Factor Analysis (RFA). 200 children with normal hearing and 141 children with hearing impairment were recruited. For CANTIT-75, all infit and 97% of outfit values were < 2.0. RFA revealed 40.1% of total variance was explained by the Rasch measure. The first residual component explained 2.5% of total variance in an eigenvalue of 3.1. For CANTIT-30, all infit and outfit values were < 2.0. The Rasch measure explained 38.8% of total variance, the first residual component explained 3.9% of total variance in an eigenvalue of 1.9. The Rasch model provides excellent guidance for the development of short forms. Both CANTIT-75 and CANTIT-30 possess satisfactory internal structure as a construct validity evidence in measuring the lexical tone identification ability of the Cantonese speakers.

Evanescent waves and deaf bands in sonic crystals

NASA Astrophysics Data System (ADS)

Romero-García, V.; Garcia-Raffi, L. M.; Sánchez-Pérez, J. V.

2011-12-01

The properties of sonic crystals (SC) are theoretically investigated in this work by solving the inverse problem k(ω) using the extended plane wave expansion (EPWE). The solution of the resulting eigenvalue problem gives the complex band structure which takes into account both the propagating and the evanescent modes. In this work we show the complete mathematical formulation of the EPWE for SC and the supercell approximation for its use in both a complete SC and a SC with defects. As an example we show a novel interpretation of the deaf bands in a complete SC in good agreement with multiple scattering simulations.

Modeling State-Space Aeroelastic Systems Using a Simple Matrix Polynomial Approach for the Unsteady Aerodynamics

NASA Technical Reports Server (NTRS)

Pototzky, Anthony S.

2008-01-01

A simple matrix polynomial approach is introduced for approximating unsteady aerodynamics in the s-plane and ultimately, after combining matrix polynomial coefficients with matrices defining the structure, a matrix polynomial of the flutter equations of motion (EOM) is formed. A technique of recasting the matrix-polynomial form of the flutter EOM into a first order form is also presented that can be used to determine the eigenvalues near the origin and everywhere on the complex plane. An aeroservoelastic (ASE) EOM have been generalized to include the gust terms on the right-hand side. The reasons for developing the new matrix polynomial approach are also presented, which are the following: first, the "workhorse" methods such as the NASTRAN flutter analysis lack the capability to consistently find roots near the origin, along the real axis or accurately find roots farther away from the imaginary axis of the complex plane; and, second, the existing s-plane methods, such as the Roger s s-plane approximation method as implemented in ISAC, do not always give suitable fits of some tabular data of the unsteady aerodynamics. A method available in MATLAB is introduced that will accurately fit generalized aerodynamic force (GAF) coefficients in a tabular data form into the coefficients of a matrix polynomial form. The root-locus results from the NASTRAN pknl flutter analysis, the ISAC-Roger's s-plane method and the present matrix polynomial method are presented and compared for accuracy and for the number and locations of roots.

Analysis and Reduction of Complex Networks Under Uncertainty.

DOE Office of Scientific and Technical Information (OSTI.GOV)

Ghanem, Roger G

2014-07-31

This effort was a collaboration with Youssef Marzouk of MIT, Omar Knio of Duke University (at the time at Johns Hopkins University) and Habib Najm of Sandia National Laboratories. The objective of this effort was to develop the mathematical and algorithmic capacity to analyze complex networks under uncertainty. Of interest were chemical reaction networks and smart grid networks. The statements of work for USC focused on the development of stochastic reduced models for uncertain networks. The USC team was led by Professor Roger Ghanem and consisted of one graduate student and a postdoc. The contributions completed by the USC teammore » consisted of 1) methodology and algorithms to address the eigenvalue problem, a problem of significance in the stability of networks under stochastic perturbations, 2) methodology and algorithms to characterize probability measures on graph structures with random flows. This is an important problem in characterizing random demand (encountered in smart grid) and random degradation (encountered in infrastructure systems), as well as modeling errors in Markov Chains (with ubiquitous relevance !). 3) methodology and algorithms for treating inequalities in uncertain systems. This is an important problem in the context of models for material failure and network flows under uncertainty where conditions of failure or flow are described in the form of inequalities between the state variables.« less

Efficient determination of the Markovian time-evolution towards a steady-state of a complex open quantum system

NASA Astrophysics Data System (ADS)

Jonsson, Thorsteinn H.; Manolescu, Andrei; Goan, Hsi-Sheng; Abdullah, Nzar Rauf; Sitek, Anna; Tang, Chi-Shung; Gudmundsson, Vidar

2017-11-01

Master equations are commonly used to describe time evolution of open systems. We introduce a general computationally efficient method for calculating a Markovian solution of the Nakajima-Zwanzig generalized master equation. We do so for a time-dependent transport of interacting electrons through a complex nano scale system in a photon cavity. The central system, described by 120 many-body states in a Fock space, is weakly coupled to the external leads. The efficiency of the approach allows us to place the bias window defined by the external leads high into the many-body spectrum of the cavity photon-dressed states of the central system revealing a cascade of intermediate transitions as the system relaxes to a steady state. The very diverse relaxation times present in the open system, reflecting radiative or non-radiative transitions, require information about the time evolution through many orders of magnitude. In our approach, the generalized master equation is mapped from a many-body Fock space of states to a Liouville space of transitions. We show that this results in a linear equation which is solved exactly through an eigenvalue analysis, which supplies information on the steady state and the time evolution of the system.

Identification of Characterization Factor for Power System Oscillation Based on Multiple Synchronized Phasor Measurements

NASA Astrophysics Data System (ADS)

Hashiguchi, Takuhei; Watanabe, Masayuki; Matsushita, Akihiro; Mitani, Yasunori; Saeki, Osamu; Tsuji, Kiichiro; Hojo, Masahide; Ukai, Hiroyuki

Electric power systems in Japan are composed of remote and distributed location of generators and loads mainly concentrated in large demand areas. The structures having long distance transmission tend to produce heavy power flow with increasing electric power demand. In addition, some independent power producers (IPP) and power producer and suppliers (PPS) are participating in the power generation business, which makes power system dynamics more complex. However, there was little observation as a whole power system. In this paper the authors present a global monitoring system of power system dynamics by using the synchronized phasor measurement of demand side outlets. Phasor Measurement Units (PMU) are synchronized based on the global positioning system (GPS). The purpose of this paper is to show oscillation characteristics and methods for processing original data obtained from PMU after certain power system disturbances triggered by some accidents. This analysis resulted in the observation of the lowest and the second lowest frequency mode. The derivation of eigenvalue with two degree of freedom model brings a monitoring of two oscillation modes. Signal processing based on Wavelet analysis and simulation studies to illustrate the obtained phenomena are demonstrated in detail.

Improved medical image fusion based on cascaded PCA and shift invariant wavelet transforms.

PubMed

Reena Benjamin, J; Jayasree, T

2018-02-01

In the medical field, radiologists need more informative and high-quality medical images to diagnose diseases. Image fusion plays a vital role in the field of biomedical image analysis. It aims to integrate the complementary information from multimodal images, producing a new composite image which is expected to be more informative for visual perception than any of the individual input images. The main objective of this paper is to improve the information, to preserve the edges and to enhance the quality of the fused image using cascaded principal component analysis (PCA) and shift invariant wavelet transforms. A novel image fusion technique based on cascaded PCA and shift invariant wavelet transforms is proposed in this paper. PCA in spatial domain extracts relevant information from the large dataset based on eigenvalue decomposition, and the wavelet transform operating in the complex domain with shift invariant properties brings out more directional and phase details of the image. The significance of maximum fusion rule applied in dual-tree complex wavelet transform domain enhances the average information and morphological details. The input images of the human brain of two different modalities (MRI and CT) are collected from whole brain atlas data distributed by Harvard University. Both MRI and CT images are fused using cascaded PCA and shift invariant wavelet transform method. The proposed method is evaluated based on three main key factors, namely structure preservation, edge preservation, contrast preservation. The experimental results and comparison with other existing fusion methods show the superior performance of the proposed image fusion framework in terms of visual and quantitative evaluations. In this paper, a complex wavelet-based image fusion has been discussed. The experimental results demonstrate that the proposed method enhances the directional features as well as fine edge details. Also, it reduces the redundant details, artifacts, distortions.

Dihedral angle principal component analysis of molecular dynamics simulations.

PubMed

Altis, Alexandros; Nguyen, Phuong H; Hegger, Rainer; Stock, Gerhard

2007-06-28

It has recently been suggested by Mu et al. [Proteins 58, 45 (2005)] to use backbone dihedral angles instead of Cartesian coordinates in a principal component analysis of molecular dynamics simulations. Dihedral angles may be advantageous because internal coordinates naturally provide a correct separation of internal and overall motion, which was found to be essential for the construction and interpretation of the free energy landscape of a biomolecule undergoing large structural rearrangements. To account for the circular statistics of angular variables, a transformation from the space of dihedral angles {phi(n)} to the metric coordinate space {x(n)=cos phi(n),y(n)=sin phi(n)} was employed. To study the validity and the applicability of the approach, in this work the theoretical foundations underlying the dihedral angle principal component analysis (dPCA) are discussed. It is shown that the dPCA amounts to a one-to-one representation of the original angle distribution and that its principal components can readily be characterized by the corresponding conformational changes of the peptide. Furthermore, a complex version of the dPCA is introduced, in which N angular variables naturally lead to N eigenvalues and eigenvectors. Applying the methodology to the construction of the free energy landscape of decaalanine from a 300 ns molecular dynamics simulation, a critical comparison of the various methods is given.

Dihedral angle principal component analysis of molecular dynamics simulations

NASA Astrophysics Data System (ADS)

Altis, Alexandros; Nguyen, Phuong H.; Hegger, Rainer; Stock, Gerhard

2007-06-01

It has recently been suggested by Mu et al. [Proteins 58, 45 (2005)] to use backbone dihedral angles instead of Cartesian coordinates in a principal component analysis of molecular dynamics simulations. Dihedral angles may be advantageous because internal coordinates naturally provide a correct separation of internal and overall motion, which was found to be essential for the construction and interpretation of the free energy landscape of a biomolecule undergoing large structural rearrangements. To account for the circular statistics of angular variables, a transformation from the space of dihedral angles {φn} to the metric coordinate space {xn=cosφn,yn=sinφn} was employed. To study the validity and the applicability of the approach, in this work the theoretical foundations underlying the dihedral angle principal component analysis (dPCA) are discussed. It is shown that the dPCA amounts to a one-to-one representation of the original angle distribution and that its principal components can readily be characterized by the corresponding conformational changes of the peptide. Furthermore, a complex version of the dPCA is introduced, in which N angular variables naturally lead to N eigenvalues and eigenvectors. Applying the methodology to the construction of the free energy landscape of decaalanine from a 300ns molecular dynamics simulation, a critical comparison of the various methods is given.

Probabilistic methods for rotordynamics analysis

NASA Technical Reports Server (NTRS)

Wu, Y.-T.; Torng, T. Y.; Millwater, H. R.; Fossum, A. F.; Rheinfurth, M. H.

1991-01-01

This paper summarizes the development of the methods and a computer program to compute the probability of instability of dynamic systems that can be represented by a system of second-order ordinary linear differential equations. Two instability criteria based upon the eigenvalues or Routh-Hurwitz test functions are investigated. Computational methods based on a fast probability integration concept and an efficient adaptive importance sampling method are proposed to perform efficient probabilistic analysis. A numerical example is provided to demonstrate the methods.

Structural robustness with suboptimal responses for linear state space model

NASA Technical Reports Server (NTRS)

Keel, L. H.; Lim, Kyong B.; Juang, Jer-Nan

1989-01-01

A relationship between the closed-loop eigenvalues and the amount of perturbations in the open-loop matrix is addressed in the context of performance robustness. If the allowable perturbation ranges of elements of the open-loop matrix A and the desired tolerance of the closed-loop eigenvalues are given such that max(j) of the absolute value of Delta-lambda(j) (A+BF) should be less than some prescribed value, what is a state feedback controller F which satisfies the closed-loop eigenvalue perturbation-tolerance requirement for a class of given perturbation in A? The paper gives an algorithm to design such a controller. Numerical examples are included for illustration.

Initial values for the integration scheme to compute the eigenvalues for propagation in ducts

NASA Technical Reports Server (NTRS)

Eversman, W.

1977-01-01

A scheme for the calculation of eigenvalues in the problem of acoustic propagation in a two-dimensional duct is described. The computation method involves changing the coupled transcendental nonlinear algebraic equations into an initial value problem involving a nonlinear ordinary differential equation. The simplest approach is to use as initial values the hardwall eigenvalues and to integrate away from these values as the admittance varies from zero to its actual value with a linear variation. The approach leads to a powerful root finding routine capable of computing the transverse and axial wave numbers for two-dimensional ducts for any frequency, lining, admittance and Mach number without requiring initial guesses or starting points.

Stability of a laminar premixed supersonic free shear layer with chemical reactions

NASA Technical Reports Server (NTRS)

Menon, S.; Anderson, J. D., Jr.; Pai, S. I.

1984-01-01

The stability of a two-dimensional compressible supersonic flow in the wake of a flat plate is discussed. The fluid is a multi-species mixture which is undergoing finite rate chemical reactions. The spatial stability of an infinitesimal disturbance in the fluid is considered. Numerical solutions of the eigenvalue stability equations for both reactive and nonreactive supersonic flows are presented and discussed. The chemical reactions have significant influence on the stability behavior. For instance, a neutral eigenvalue is observed near the freestream Mach number of 2.375 for the nonreactive case, but disappears when the reaction is turned on. For reactive flows, the eigenvalues are not very dependent on the free stream Mach number.

Eigensolver for a Sparse, Large Hermitian Matrix

NASA Technical Reports Server (NTRS)

Tisdale, E. Robert; Oyafuso, Fabiano; Klimeck, Gerhard; Brown, R. Chris

2003-01-01

A parallel-processing computer program finds a few eigenvalues in a sparse Hermitian matrix that contains as many as 100 million diagonal elements. This program finds the eigenvalues faster, using less memory, than do other, comparable eigensolver programs. This program implements a Lanczos algorithm in the American National Standards Institute/ International Organization for Standardization (ANSI/ISO) C computing language, using the Message Passing Interface (MPI) standard to complement an eigensolver in PARPACK. [PARPACK (Parallel Arnoldi Package) is an extension, to parallel-processing computer architectures, of ARPACK (Arnoldi Package), which is a collection of Fortran 77 subroutines that solve large-scale eigenvalue problems.] The eigensolver runs on Beowulf clusters of computers at the Jet Propulsion Laboratory (JPL).

Noncanonical harmonic and anharmonic oscillator in high-energy physics

DOE Office of Scientific and Technical Information (OSTI.GOV)

Jannussis, A.; Vavougios, D.

1986-09-01

We study the eigenvalues of the noncanonical harmonic and anharmonic oscillator, by using different values of the elementary length l corresponding to typical cross sections for the strong interactions. There is evidence for a correlation between the energies of elementary particles (mesons, baryons, resonances) and the energy eigenvalues of the noncanonical theory.

Twisting singular solutions of Betheʼs equations

NASA Astrophysics Data System (ADS)

Nepomechie, Rafael I.; Wang, Chunguang

2014-12-01

The Bethe equations for the periodic XXX and XXZ spin chains admit singular solutions, for which the corresponding eigenvalues and eigenvectors are ill-defined. We use a twist regularization to derive conditions for such singular solutions to be physical, in which case they correspond to genuine eigenvalues and eigenvectors of the Hamiltonian.

An Isoperimetric Inequality for Fundamental Tones of Free Plates

ERIC Educational Resources Information Center

Chasman, Laura

2009-01-01

We establish an isoperimetric inequality for the fundamental tone (first nonzero eigenvalue) of the free plate of a given area, proving the ball is maximal. Given tau greater than 0, the free plate eigenvalues omega and eigenfunctions upsilon are determined by the equation Delta Delta upsilon - tau Delta upsilon = omega upsilon together with…

A Teaching Proposal for the Study of Eigenvectors and Eigenvalues

ERIC Educational Resources Information Center

Meneu, María José Beltrán; Murillo Arcila, Marina; Jordá Mora, Enrique

2017-01-01

In this work, we present a teaching proposal which emphasizes on visualization and physical applications in the study of eigenvectors and eigenvalues. These concepts are introduced using the notion of the moment of inertia of a rigid body and the GeoGebra software. The proposal was motivated after observing students' difficulties when treating…

Emphasizing Visualization and Physical Applications in the Study of Eigenvectors and Eigenvalues

ERIC Educational Resources Information Center

BeltrÁn-Meneu, María José; Murillo-Arcila, Marina; Albarracín, Lluís

2017-01-01

This article presents a teaching proposal that emphasizes on visualization and physical applications in the study of eigenvectors and eigenvalues. More concretely, these concepts were introduced using the notion of the moment of inertia of a rigid body and the GeoGebra software. The proposal was designed after observing architecture students…

An Application of the Vandermonde Determinant

ERIC Educational Resources Information Center

Xu, Junqin; Zhao, Likuan

2006-01-01

Eigenvalue is an important concept in Linear Algebra. It is well known that the eigenvectors corresponding to different eigenvalues of a square matrix are linear independent. In most of the existing textbooks, this result is proven using mathematical induction. In this note, a new proof using Vandermonde determinant is given. It is shown that this…

Free Fermions and the Classical Compact Groups

NASA Astrophysics Data System (ADS)

Cunden, Fabio Deelan; Mezzadri, Francesco; O'Connell, Neil

2018-06-01

There is a close connection between the ground state of non-interacting fermions in a box with classical (absorbing, reflecting, and periodic) boundary conditions and the eigenvalue statistics of the classical compact groups. The associated determinantal point processes can be extended in two natural directions: (i) we consider the full family of admissible quantum boundary conditions (i.e., self-adjoint extensions) for the Laplacian on a bounded interval, and the corresponding projection correlation kernels; (ii) we construct the grand canonical extensions at finite temperature of the projection kernels, interpolating from Poisson to random matrix eigenvalue statistics. The scaling limits in the bulk and at the edges are studied in a unified framework, and the question of universality is addressed. Whether the finite temperature determinantal processes correspond to the eigenvalue statistics of some matrix models is, a priori, not obvious. We complete the picture by constructing a finite temperature extension of the Haar measure on the classical compact groups. The eigenvalue statistics of the resulting grand canonical matrix models (of random size) corresponds exactly to the grand canonical measure of free fermions with classical boundary conditions.

Evolution of axis ratios from phase space dynamics of triaxial collapse

NASA Astrophysics Data System (ADS)

Nadkarni-Ghosh, Sharvari; Arya, Bhaskar

2018-04-01

We investigate the evolution of axis ratios of triaxial haloes using the phase space description of triaxial collapse. In this formulation, the evolution of the triaxial ellipsoid is described in terms of the dynamics of eigenvalues of three important tensors: the Hessian of the gravitational potential, the tensor of velocity derivatives, and the deformation tensor. The eigenvalues of the deformation tensor are directly related to the parameters that describe triaxiality, namely, the minor-to-major and intermediate-to-major axes ratios (s and q) and the triaxiality parameter T. Using the phase space equations, we evolve the eigenvalues and examine the evolution of the probability distribution function (PDF) of the axes ratios as a function of mass scale and redshift for Gaussian initial conditions. We find that the ellipticity and prolateness increase with decreasing mass scale and decreasing redshift. These trends agree with previous analytic studies but differ from numerical simulations. However, the PDF of the scaled parameter {\\tilde{q}} = (q-s)/(1-s) follows a universal distribution over two decades in mass range and redshifts which is in qualitative agreement with the universality for conditional PDF reported in simulations. We further show using the phase space dynamics that, in fact, {\\tilde{q}} is a phase space invariant and is conserved individually for each halo. These results demonstrate that the phase space analysis is a useful tool that provides a different perspective on the evolution of perturbations and can be applied to more sophisticated models in the future.

Normalized modes at selected points without normalization

NASA Astrophysics Data System (ADS)

Kausel, Eduardo

2018-04-01

As every textbook on linear algebra demonstrates, the eigenvectors for the general eigenvalue problem | K - λM | = 0 involving two real, symmetric, positive definite matrices K , M satisfy some well-defined orthogonality conditions. Equally well-known is the fact that those eigenvectors can be normalized so that their modal mass μ =ϕT Mϕ is unity: it suffices to divide each unscaled mode by the square root of the modal mass. Thus, the normalization is the result of an explicit calculation applied to the modes after they were obtained by some means. However, we show herein that the normalized modes are not merely convenient forms of scaling, but that they are actually intrinsic properties of the pair of matrices K , M, that is, the matrices already "know" about normalization even before the modes have been obtained. This means that we can obtain individual components of the normalized modes directly from the eigenvalue problem, and without needing to obtain either all of the modes or for that matter, any one complete mode. These results are achieved by means of the residue theorem of operational calculus, a finding that is rather remarkable inasmuch as the residues themselves do not make use of any orthogonality conditions or normalization in the first place. It appears that this obscure property connecting the general eigenvalue problem of modal analysis with the residue theorem of operational calculus may have been overlooked up until now, but which has in turn interesting theoretical implications.Á

Analyzing Aeroelastic Stability of a Tilt-Rotor Aircraft

NASA Technical Reports Server (NTRS)

Kvaternil, Raymond G.

2006-01-01

Proprotor Aeroelastic Stability Analysis, now at version 4.5 (PASTA 4.5), is a FORTRAN computer program for analyzing the aeroelastic stability of a tiltrotor aircraft in the airplane mode of flight. The program employs a 10-degree- of-freedom (DOF), discrete-coordinate, linear mathematical model of a rotor with three or more blades and its drive system coupled to a 10-DOF modal model of an airframe. The user can select which DOFs are included in the analysis. Quasi-steady strip-theory aerodynamics is employed for the aerodynamic loads on the blades, a quasi-steady representation is employed for the aerodynamic loads acting on the vibrational modes of the airframe, and a stability-derivative approach is used for the aerodynamics associated with the rigid-body DOFs of the airframe. Blade parameters that vary with the blade collective pitch can be obtained by interpolation from a user-defined table. Stability is determined by examining the eigenvalues that are obtained by solving the coupled equations of motions as a matrix eigenvalue problem. Notwithstanding the relative simplicity of its mathematical foundation, PASTA 4.5 and its predecessors have played key roles in a number of engineering investigations over the years.

Stability analysis of rimming flow inside a horizontally rotating cylinder in the presence of an insoluble surfactant

NASA Astrophysics Data System (ADS)

Kumawat, Tara Chand; Tiwari, Naveen

2017-12-01

Two-dimensional base state solutions for rimming flows and their stability analysis to small axial perturbations are analyzed numerically. A thin liquid film which is uniformly covered with an insoluble surfactant flows inside a counterclockwise rotating horizontal cylinder. In the present work, a mathematical model is obtained which consists of coupled thin film thickness and surfactant concentration evolution equations. The governing equations are obtained by simplifying the momentum and species transport equations using the thin-film approximation. The model equations include the effect of gravity, viscosity, capillarity, inertia, and Marangoni stress. The concentration gradients generated due to flow result in the surface tension gradient that generates the Marangoni stress near the interface region. The oscillations in the flow due to inertia are damped out by the Marangoni stress. It is observed that the Marangoni stress has stabilizing effect, whereas inertia and surface tension enhance the instability growth rate. In the presence of low diffusion of the surfactant or large value of the Péclet number, the Marangoni stress becomes more effective. The analytically obtained eigenvalues match well with the numerically computed eigenvalues in the absence of gravity.