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.

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.

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.

Asymptotic coincidence of the statistics for degenerate and non-degenerate correlated real Wishart ensembles

NASA Astrophysics Data System (ADS)

Wirtz, Tim; Kieburg, Mario; Guhr, Thomas

2017-06-01

The correlated Wishart model provides the standard benchmark when analyzing time series of any kind. Unfortunately, the real case, which is the most relevant one in applications, poses serious challenges for analytical calculations. Often these challenges are due to square root singularities which cannot be handled using common random matrix techniques. We present a new way to tackle this issue. Using supersymmetry, we carry out an anlaytical study which we support by numerical simulations. For large but finite matrix dimensions, we show that statistical properties of the fully correlated real Wishart model generically approach those of a correlated real Wishart model with doubled matrix dimensions and doubly degenerate empirical eigenvalues. This holds for the local and global spectral statistics. With Monte Carlo simulations we show that this is even approximately true for small matrix dimensions. We explicitly investigate the k-point correlation function as well as the distribution of the largest eigenvalue for which we find a surprisingly compact formula in the doubly degenerate case. Moreover we show that on the local scale the k-point correlation function exhibits the sine and the Airy kernel in the bulk and at the soft edges, respectively. We also address the positions and the fluctuations of the possible outliers in the data.

Molecular dynamics in principal component space.

PubMed

Michielssens, Servaas; van Erp, Titus S; Kutzner, Carsten; Ceulemans, Arnout; de Groot, Bert L

2012-07-26

A molecular dynamics algorithm in principal component space is presented. It is demonstrated that sampling can be improved without changing the ensemble by assigning masses to the principal components proportional to the inverse square root of the eigenvalues. The setup of the simulation requires no prior knowledge of the system; a short initial MD simulation to extract the eigenvectors and eigenvalues suffices. Independent measures indicated a 6-7 times faster sampling compared to a regular molecular dynamics simulation.

When fast and slow interfaces grow together: Connection to the half-space problem of the Kardar-Parisi-Zhang class

NASA Astrophysics Data System (ADS)

Ito, Yasufumi; Takeuchi, Kazumasa A.

2018-04-01

We study height fluctuations of interfaces in the (1 +1 ) -dimensional Kardar-Parisi-Zhang (KPZ) class, growing at different speeds in the left half and the right half of space. Carrying out simulations of the discrete polynuclear growth model with two different growth rates, combined with the standard setting for the droplet, flat, and stationary geometries, we find that the fluctuation properties at and near the boundary are described by the KPZ half-space problem developed in the theoretical literature. In particular, in the droplet case, the distribution at the boundary is given by the largest-eigenvalue distribution of random matrices in the Gaussian symplectic ensemble, often called the GSE Tracy-Widom distribution. We also characterize crossover from the full-space statistics to the half-space one, which arises when the difference between the two growth speeds is small.

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.

Entanglement transitions induced by large deviations

NASA Astrophysics Data System (ADS)

Bhosale, Udaysinh T.

2017-12-01

The probability of large deviations of the smallest Schmidt eigenvalue for random pure states of bipartite systems, denoted as A and B , is computed analytically using a Coulomb gas method. It is shown that this probability, for large N , goes as exp[-β N2Φ (ζ ) ] , where the parameter β is the Dyson index of the ensemble, ζ is the large deviation parameter, while the rate function Φ (ζ ) is calculated exactly. Corresponding equilibrium Coulomb charge density is derived for its large deviations. Effects of the large deviations of the extreme (largest and smallest) Schmidt eigenvalues on the bipartite entanglement are studied using the von Neumann entropy. Effect of these deviations is also studied on the entanglement between subsystems 1 and 2, obtained by further partitioning the subsystem A , using the properties of the density matrix's partial transpose ρ12Γ. The density of states of ρ12Γ is found to be close to the Wigner's semicircle law with these large deviations. The entanglement properties are captured very well by a simple random matrix model for the partial transpose. The model predicts the entanglement transition across a critical large deviation parameter ζ . Log negativity is used to quantify the entanglement between subsystems 1 and 2. Analytical formulas for it are derived using the simple model. Numerical simulations are in excellent agreement with the analytical results.

Entanglement transitions induced by large deviations.

PubMed

Bhosale, Udaysinh T

2017-12-01

The probability of large deviations of the smallest Schmidt eigenvalue for random pure states of bipartite systems, denoted as A and B, is computed analytically using a Coulomb gas method. It is shown that this probability, for large N, goes as exp[-βN^{2}Φ(ζ)], where the parameter β is the Dyson index of the ensemble, ζ is the large deviation parameter, while the rate function Φ(ζ) is calculated exactly. Corresponding equilibrium Coulomb charge density is derived for its large deviations. Effects of the large deviations of the extreme (largest and smallest) Schmidt eigenvalues on the bipartite entanglement are studied using the von Neumann entropy. Effect of these deviations is also studied on the entanglement between subsystems 1 and 2, obtained by further partitioning the subsystem A, using the properties of the density matrix's partial transpose ρ_{12}^{Γ}. The density of states of ρ_{12}^{Γ} is found to be close to the Wigner's semicircle law with these large deviations. The entanglement properties are captured very well by a simple random matrix model for the partial transpose. The model predicts the entanglement transition across a critical large deviation parameter ζ. Log negativity is used to quantify the entanglement between subsystems 1 and 2. Analytical formulas for it are derived using the simple model. Numerical simulations are in excellent agreement with the analytical results.

Symmetry Transition Preserving Chirality in QCD: A Versatile Random Matrix Model

NASA Astrophysics Data System (ADS)

Kanazawa, Takuya; Kieburg, Mario

2018-06-01

We consider a random matrix model which interpolates between the chiral Gaussian unitary ensemble and the Gaussian unitary ensemble while preserving chiral symmetry. This ensemble describes flavor symmetry breaking for staggered fermions in 3D QCD as well as in 4D QCD at high temperature or in 3D QCD at a finite isospin chemical potential. Our model is an Osborn-type two-matrix model which is equivalent to the elliptic ensemble but we consider the singular value statistics rather than the complex eigenvalue statistics. We report on exact results for the partition function and the microscopic level density of the Dirac operator in the ɛ regime of QCD. We compare these analytical results with Monte Carlo simulations of the matrix model.

Hartree and Exchange in Ensemble Density Functional Theory: Avoiding the Nonuniqueness Disaster.

PubMed

Gould, Tim; Pittalis, Stefano

2017-12-15

Ensemble density functional theory is a promising method for the efficient and accurate calculation of excitations of quantum systems, at least if useful functionals can be developed to broaden its domain of practical applicability. Here, we introduce a guaranteed single-valued "Hartree-exchange" ensemble density functional, E_{Hx}[n], in terms of the right derivative of the universal ensemble density functional with respect to the coupling constant at vanishing interaction. We show that E_{Hx}[n] is straightforwardly expressible using block eigenvalues of a simple matrix [Eq. (14)]. Specialized expressions for E_{Hx}[n] from the literature, including those involving superpositions of Slater determinants, can now be regarded as originating from the unifying picture presented here. We thus establish a clear and practical description for Hartree and exchange in ensemble systems.

Random pure states: Quantifying bipartite entanglement beyond the linear statistics.

PubMed

Vivo, Pierpaolo; Pato, Mauricio P; Oshanin, Gleb

2016-05-01

We analyze the properties of entangled random pure states of a quantum system partitioned into two smaller subsystems of dimensions N and M. Framing the problem in terms of random matrices with a fixed-trace constraint, we establish, for arbitrary N≤M, a general relation between the n-point densities and the cross moments of the eigenvalues of the reduced density matrix, i.e., the so-called Schmidt eigenvalues, and the analogous functionals of the eigenvalues of the Wishart-Laguerre ensemble of the random matrix theory. This allows us to derive explicit expressions for two-level densities, and also an exact expression for the variance of von Neumann entropy at finite N,M. Then, we focus on the moments E{K^{a}} of the Schmidt number K, the reciprocal of the purity. This is a random variable supported on [1,N], which quantifies the number of degrees of freedom effectively contributing to the entanglement. We derive a wealth of analytical results for E{K^{a}} for N=2 and 3 and arbitrary M, and also for square N=M systems by spotting for the latter a connection with the probability P(x_{min}^{GUE}≥sqrt[2N]ξ) that the smallest eigenvalue x_{min}^{GUE} of an N×N matrix belonging to the Gaussian unitary ensemble is larger than sqrt[2N]ξ. As a by-product, we present an exact asymptotic expansion for P(x_{min}^{GUE}≥sqrt[2N]ξ) for finite N as ξ→∞. Our results are corroborated by numerical simulations whenever possible, with excellent agreement.

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.

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 .

Uncovering the Internal Structure of the Indian Financial Market: Large Cross-correlation Behavior in the NSE

NASA Astrophysics Data System (ADS)

Sinha, Sitabhra; Pan, Raj Kumar

The cross-correlations between price fluctuations of 201 frequently traded stocks in the National Stock Exchange (NSE) of India are analyzed in this paper. We use daily closing prices for the period 1996-2006, which coincides with the period of rapid transformation of the market following liberalization. The eigenvalue distribution of the cross-correlation matrix, C, of NSE is found to be similar to that of developed markets, such as the New York Stock Exchange (NYSE): the majority of eigenvalues fall within the bounds expected for a random matrix constructed from mutually uncorrelated time series. Of the few largest eigenvalues that deviate from the bulk, the largest is identified with market-wide movements. The intermediate eigenvalues that occur between the largest and the bulk have been associated in NYSE with specific business sectors with strong intra-group interactions. However, in the Indian market, these deviating eigenvalues are comparatively very few and lie much closer to the bulk. We propose that this is because of the relative lack of distinct sector identity in the market, with the movement of stocks dominantly influenced by the overall market trend. This is shown by explicit construction of the interaction network in the market, first by generating the minimum spanning tree from the unfiltered correlation matrix, and later, using an improved method of generating the graph after filtering out the market mode and random effects from the data. Both methods show, compared to developed markets, the relative absence of clusters of co-moving stocks that belong to the same business sector. This is consistent with the general belief that emerging markets tend to be more correlated than developed markets.

Typical entanglement

NASA Astrophysics Data System (ADS)

Deelan Cunden, Fabio; Facchi, Paolo; Florio, Giuseppe; Pascazio, Saverio

2013-05-01

Let a pure state | ψ> be chosen randomly in an NM-dimensional Hilbert space, and consider the reduced density matrix ρ A of an N-dimensional subsystem. The bipartite entanglement properties of | ψ> are encoded in the spectrum of ρ A . By means of a saddle point method and using a "Coulomb gas" model for the eigenvalues, we obtain the typical spectrum of reduced density matrices. We consider the cases of an unbiased ensemble of pure states and of a fixed value of the purity. We finally obtain the eigenvalue distribution by using a statistical mechanics approach based on the introduction of a partition function.

On the Wigner law in dilute random matrices

NASA Astrophysics Data System (ADS)

Khorunzhy, A.; Rodgers, G. J.

1998-12-01

We consider ensembles of N × N symmetric matrices whose entries are weakly dependent random variables. We show that random dilution can change the limiting eigenvalue distribution of such matrices. We prove that under general and natural conditions the normalised eigenvalue counting function coincides with the semicircle (Wigner) distribution in the limit N → ∞. This can be explained by the observation that dilution (or more generally, random modulation) eliminates the weak dependence (or correlations) between random matrix entries. It also supports our earlier conjecture that the Wigner distribution is stable to random dilution and modulation.

Emergence of a spectral gap in a class of random matrices associated with split graphs

NASA Astrophysics Data System (ADS)

Bassler, Kevin E.; Zia, R. K. P.

2018-01-01

Motivated by the intriguing behavior displayed in a dynamic network that models a population of extreme introverts and extroverts (XIE), we consider the spectral properties of ensembles of random split graph adjacency matrices. We discover that, in general, a gap emerges in the bulk spectrum between -1 and 0 that contains a single eigenvalue. An analytic expression for the bulk distribution is derived and verified with numerical analysis. We also examine their relation to chiral ensembles, which are associated with bipartite graphs.

The Effect of Stochastic Perturbation of Fuel Distribution on the Criticality of a One Speed Reactor and the Development of Multi-Material Multinomial Line Statistics

NASA Technical Reports Server (NTRS)

Jahshan, S. N.; Singleterry, R. C.

2001-01-01

The effect of random fuel redistribution on the eigenvalue of a one-speed reactor is investigated. An ensemble of such reactors that are identical to a homogeneous reference critical reactor except for the fissile isotope density distribution is constructed such that it meets a set of well-posed redistribution requirements. The average eigenvalue, , is evaluated when the total fissile loading per ensemble element, or realization, is conserved. The perturbation is proven to increase the reactor criticality on average when it is uniformly distributed. The various causes of the change in reactivity, and their relative effects are identified and ranked. From this, a path towards identifying the causes. and relative effects of reactivity fluctuations for the energy dependent problem is pointed to. The perturbation method of using multinomial distributions for representing the perturbed reactor is developed. This method has some advantages that can be of use in other stochastic problems. Finally, some of the features of this perturbation problem are related to other techniques that have been used for addressing similar problems.

Thermodynamic characterization of synchronization-optimized oscillator networks

NASA Astrophysics Data System (ADS)

Yanagita, Tatsuo; Ichinomiya, Takashi

2014-12-01

We consider a canonical ensemble of synchronization-optimized networks of identical oscillators under external noise. By performing a Markov chain Monte Carlo simulation using the Kirchhoff index, i.e., the sum of the inverse eigenvalues of the Laplacian matrix (as a graph Hamiltonian of the network), we construct more than 1 000 different synchronization-optimized networks. We then show that the transition from star to core-periphery structure depends on the connectivity of the network, and is characterized by the node degree variance of the synchronization-optimized ensemble. We find that thermodynamic properties such as heat capacity show anomalies for sparse networks.

QCD dirac operator at nonzero chemical potential: lattice data and matrix model.

PubMed

Akemann, Gernot; Wettig, Tilo

2004-03-12

Recently, a non-Hermitian chiral random matrix model was proposed to describe the eigenvalues of the QCD Dirac operator at nonzero chemical potential. This matrix model can be constructed from QCD by mapping it to an equivalent matrix model which has the same symmetries as QCD with chemical potential. Its microscopic spectral correlations are conjectured to be identical to those of the QCD Dirac operator. We investigate this conjecture by comparing large ensembles of Dirac eigenvalues in quenched SU(3) lattice QCD at a nonzero chemical potential to the analytical predictions of the matrix model. Excellent agreement is found in the two regimes of weak and strong non-Hermiticity, for several different lattice volumes.

Wave Propagation and Localization via Quasi-Normal Modes and Transmission Eigenchannels

NASA Astrophysics Data System (ADS)

Wang, Jing; Shi, Zhou; Davy, Matthieu; Genack, Azriel Z.

2013-10-01

Field transmission coefficients for microwave radiation between arrays of points on the incident and output surfaces of random samples are analyzed to yield the underlying quasi-normal modes and transmission eigenchannels of each realization of the sample. The linewidths, central frequencies, and transmitted speckle patterns associated with each of the modes of the medium are found. Modal speckle patterns are found to be strongly correlated leading to destructive interference between modes. This explains distinctive features of transmission spectra and pulsed transmission. An alternate description of wave transport is obtained from the eigenchannels and eigenvalues of the transmission matrix. The maximum transmission eigenvalue, τ1 is near unity for diffusive waves even in turbid samples. For localized waves, τ1 is nearly equal to the dimensionless conductance, which is the sum of all transmission eigenvalues, g = Στn. The spacings between the ensemble averages of successive values of lnτn are constant and equal to the inverse of the bare conductance in accord with predictions by Dorokhov. The effective number of transmission eigenvalues Neff determines the contrast between the peak and background of radiation focused for maximum peak intensity. The connection between the mode and channel approaches is discussed.

Wave Propagation and Localization via Quasi-Normal Modes and Transmission Eigenchannels

NASA Astrophysics Data System (ADS)

Wang, Jing; Shi, Zhou; Davy, Matthieu; Genack, Azriel Z.

Field transmission coefficients for microwave radiation between arrays of points on the incident and output surfaces of random samples are analyzed to yield the underlying quasi-normal modes and transmission eigenchannels of each realization of the sample. The linewidths, central frequencies, and transmitted speckle patterns associated with each of the modes of the medium are found. Modal speckle patterns are found to be strongly correlated leading to destructive interference between modes. This explains distinctive features of transmission spectra and pulsed transmission. An alternate description of wave transport is obtained from the eigenchannels and eigenvalues of the transmission matrix. The maximum transmission eigenvalue, τ1 is near unity for diffusive waves even in turbid samples. For localized waves, τ1 is nearly equal to the dimensionless conductance, which is the sum of all transmission eigenvalues, g = Στn. The spacings between the ensemble averages of successive values of lnτn are constant and equal to the inverse of the bare conductance in accord with predictions by Dorokhov. The effective number of transmission eigenvalues Neff determines the contrast between the peak and background of radiation focused for maximum peak intensity. The connection between the mode and channel approaches is discussed.

Comparing the structure of an emerging market with a mature one under global perturbation

NASA Astrophysics Data System (ADS)

Namaki, A.; Jafari, G. R.; Raei, R.

2011-09-01

In this paper we investigate the Tehran stock exchange (TSE) and Dow Jones Industrial Average (DJIA) in terms of perturbed correlation matrices. To perturb a stock market, there are two methods, namely local and global perturbation. In the local method, we replace a correlation coefficient of the cross-correlation matrix with one calculated from two Gaussian-distributed time series, whereas in the global method, we reconstruct the correlation matrix after replacing the original return series with Gaussian-distributed time series. The local perturbation is just a technical study. We analyze these markets through two statistical approaches, random matrix theory (RMT) and the correlation coefficient distribution. By using RMT, we find that the largest eigenvalue is an influence that is common to all stocks and this eigenvalue has a peak during financial shocks. We find there are a few correlated stocks that make the essential robustness of the stock market but we see that by replacing these return time series with Gaussian-distributed time series, the mean values of correlation coefficients, the largest eigenvalues of the stock markets and the fraction of eigenvalues that deviate from the RMT prediction fall sharply in both markets. By comparing these two markets, we can see that the DJIA is more sensitive to global perturbations. These findings are crucial for risk management and portfolio selection.

Group identification in Indonesian stock market

NASA Astrophysics Data System (ADS)

Nurriyadi Suparno, Ervano; Jo, Sung Kyun; Lim, Kyuseong; Purqon, Acep; Kim, Soo Yong

2016-08-01

The characteristic of Indonesian stock market is interesting especially because it represents developing countries. We investigate the dynamics and structures by using Random Matrix Theory (RMT). Here, we analyze the cross-correlation of the fluctuations of the daily closing price of stocks from the Indonesian Stock Exchange (IDX) between January 1, 2007, and October 28, 2014. The eigenvalue distribution of the correlation matrix consists of noise which is filtered out using the random matrix as a control. The bulk of the eigenvalue distribution conforms to the random matrix, allowing the separation of random noise from original data which is the deviating eigenvalues. From the deviating eigenvalues and the corresponding eigenvectors, we identify the intrinsic normal modes of the system and interpret their meaning based on qualitative and quantitative approach. The results show that the largest eigenvector represents the market-wide effect which has a predominantly common influence toward all stocks. The other eigenvectors represent highly correlated groups within the system. Furthermore, identification of the largest components of the eigenvectors shows the sector or background of the correlated groups. Interestingly, the result shows that there are mainly two clusters within IDX, natural and non-natural resource companies. We then decompose the correlation matrix to investigate the contribution of the correlated groups to the total correlation, and we find that IDX is still driven mainly by the market-wide effect.

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.

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.

Hyperfine Level Interactions of Diamond Nitrogen Vacancy Ensembles Under Transverse Magnetic Fields

DTIC Science & Technology

2015-10-06

eigenvalues 0, ±h̄, corresponding to ms = 0,±1 [18]. Figure 1 shows the calculated energy levels as a function of axial field for a fixed transverse...Progress in 5 Physics 77, 056503 (2014). [9] G. Kucsko, P. C. Maurer, N. Y. Yao, M. Kubo , H. J. Noh, P. K. Lo, H. Park, and M. D. Lukin, Nature 500

Studying relaxation phenomena via effective master equations

NASA Astrophysics Data System (ADS)

Chan, David; Wan, Jones T. K.; Chu, L. L.; Yu, K. W.

2000-04-01

The real-time dynamics of various relaxation phenomena can be conveniently formulated by a master equation with the enumeration of transition rates between given classes of conformations. To study the relaxation time towards equilibrium, it suffices to solve for the second largest eigenvalue of the resulting eigenvalue equation. Generally speaking, there is no analytic solution for the dynamic equation. Mean-field approaches generally yield misleading results while the presumably exact Monte-Carlo methods require prohibitive time steps in most real systems. In this work, we propose an exact decimation procedure for reducing the number of conformations significantly, while there is no loss of information, i.e., the reduced (or effective) equation is an exact transformed version of the original one. However, we have to pay the price: the initial Markovianity of the evolution equation is lost and the reduced equation contains memory terms in the transition rates. Since the transformed equation has significantly reduced number of degrees of freedom, the systems can readily be diagonalized by iterative means, to obtain the exact second largest eigenvalue and hence the relaxation time. The decimation method has been applied to various relaxation equations with generally desirable results. The advantages and limitations of the method will be discussed.

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.

Universality and Thouless energy in the supersymmetric Sachdev-Ye-Kitaev model

NASA Astrophysics Data System (ADS)

García-García, Antonio M.; Jia, Yiyang; Verbaarschot, Jacobus J. M.

2018-05-01

We investigate the supersymmetric Sachdev-Ye-Kitaev (SYK) model, N Majorana fermions with infinite range interactions in 0 +1 dimensions. We have found that, close to the ground state E ≈0 , discrete symmetries alter qualitatively the spectral properties with respect to the non-supersymmetric SYK model. The average spectral density at finite N , which we compute analytically and numerically, grows exponentially with N for E ≈0 . However the chiral condensate, which is normalized with respect the total number of eigenvalues, vanishes in the thermodynamic limit. Slightly above E ≈0 , the spectral density grows exponentially with the energy. Deep in the quantum regime, corresponding to the first O (N ) eigenvalues, the average spectral density is universal and well described by random matrix ensembles with chiral and superconducting discrete symmetries. The dynamics for E ≈0 is investigated by level fluctuations. Also in this case we find excellent agreement with the prediction of chiral and superconducting random matrix ensembles for eigenvalue separations smaller than the Thouless energy, which seems to scale linearly with N . Deviations beyond the Thouless energy, which describes how ergodicity is approached, are universally characterized by a quadratic growth of the number variance. In the time domain, we have found analytically that the spectral form factor g (t ), obtained from the connected two-level correlation function of the unfolded spectrum, decays as 1 /t2 for times shorter but comparable to the Thouless time with g (0 ) related to the coefficient of the quadratic growth of the number variance. Our results provide further support that quantum black holes are ergodic and therefore can be classified by random matrix theory.

Targeting functional motifs of a protein family

NASA Astrophysics Data System (ADS)

Bhadola, Pradeep; Deo, Nivedita

2016-10-01

The structural organization of a protein family is investigated by devising a method based on the random matrix theory (RMT), which uses the physiochemical properties of the amino acid with multiple sequence alignment. A graphical method to represent protein sequences using physiochemical properties is devised that gives a fast, easy, and informative way of comparing the evolutionary distances between protein sequences. A correlation matrix associated with each property is calculated, where the noise reduction and information filtering is done using RMT involving an ensemble of Wishart matrices. The analysis of the eigenvalue statistics of the correlation matrix for the β -lactamase family shows the universal features as observed in the Gaussian orthogonal ensemble (GOE). The property-based approach captures the short- as well as the long-range correlation (approximately following GOE) between the eigenvalues, whereas the previous approach (treating amino acids as characters) gives the usual short-range correlations, while the long-range correlations are the same as that of an uncorrelated series. The distribution of the eigenvector components for the eigenvalues outside the bulk (RMT bound) deviates significantly from RMT observations and contains important information about the system. The information content of each eigenvector of the correlation matrix is quantified by introducing an entropic estimate, which shows that for the β -lactamase family the smallest eigenvectors (low eigenmodes) are highly localized as well as informative. These small eigenvectors when processed gives clusters involving positions that have well-defined biological and structural importance matching with experiments. The approach is crucial for the recognition of structural motifs as shown in β -lactamase (and other families) and selectively identifies the important positions for targets to deactivate (activate) the enzymatic actions.

Peculiar spectral statistics of ensembles of trees and star-like graphs

NASA Astrophysics Data System (ADS)

Kovaleva, V.; Maximov, Yu; Nechaev, S.; Valba, O.

2017-07-01

In this paper we investigate the eigenvalue statistics of exponentially weighted ensembles of full binary trees and p-branching star graphs. We show that spectral densities of corresponding adjacency matrices demonstrate peculiar ultrametric structure inherent to sparse systems. In particular, the tails of the distribution for binary trees share the ‘Lifshitz singularity’ emerging in the one-dimensional localization, while the spectral statistics of p-branching star-like graphs is less universal, being strongly dependent on p. The hierarchical structure of spectra of adjacency matrices is interpreted as sets of resonance frequencies, that emerge in ensembles of fully branched tree-like systems, known as dendrimers. However, the relaxational spectrum is not determined by the cluster topology, but has rather the number-theoretic origin, reflecting the peculiarities of the rare-event statistics typical for one-dimensional systems with a quenched structural disorder. The similarity of spectral densities of an individual dendrimer and of an ensemble of linear chains with exponential distribution in lengths, demonstrates that dendrimers could be served as simple disorder-less toy models of one-dimensional systems with quenched disorder.

Peculiar spectral statistics of ensembles of trees and star-like graphs

DOE PAGES

Kovaleva, V.; Maximov, Yu; Nechaev, S.; ...

2017-07-11

In this paper we investigate the eigenvalue statistics of exponentially weighted ensembles of full binary trees and p-branching star graphs. We show that spectral densities of corresponding adjacency matrices demonstrate peculiar ultrametric structure inherent to sparse systems. In particular, the tails of the distribution for binary trees share the \\Lifshitz singularity" emerging in the onedimensional localization, while the spectral statistics of p-branching star-like graphs is less universal, being strongly dependent on p. The hierarchical structure of spectra of adjacency matrices is interpreted as sets of resonance frequencies, that emerge in ensembles of fully branched tree-like systems, known as dendrimers. However,more » the relaxational spectrum is not determined by the cluster topology, but has rather the number-theoretic origin, re ecting the peculiarities of the rare-event statistics typical for one-dimensional systems with a quenched structural disorder. The similarity of spectral densities of an individual dendrimer and of ensemble of linear chains with exponential distribution in lengths, demonstrates that dendrimers could be served as simple disorder-less toy models of one-dimensional systems with quenched disorder.« less

Peculiar spectral statistics of ensembles of trees and star-like graphs

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

Kovaleva, V.; Maximov, Yu; Nechaev, S.

In this paper we investigate the eigenvalue statistics of exponentially weighted ensembles of full binary trees and p-branching star graphs. We show that spectral densities of corresponding adjacency matrices demonstrate peculiar ultrametric structure inherent to sparse systems. In particular, the tails of the distribution for binary trees share the \\Lifshitz singularity" emerging in the onedimensional localization, while the spectral statistics of p-branching star-like graphs is less universal, being strongly dependent on p. The hierarchical structure of spectra of adjacency matrices is interpreted as sets of resonance frequencies, that emerge in ensembles of fully branched tree-like systems, known as dendrimers. However,more » the relaxational spectrum is not determined by the cluster topology, but has rather the number-theoretic origin, re ecting the peculiarities of the rare-event statistics typical for one-dimensional systems with a quenched structural disorder. The similarity of spectral densities of an individual dendrimer and of ensemble of linear chains with exponential distribution in lengths, demonstrates that dendrimers could be served as simple disorder-less toy models of one-dimensional systems with quenched disorder.« less

Momentum-Space Entanglement and Loschmidt Echo in Luttinger Liquids after a Quantum Quench.

PubMed

Dóra, Balázs; Lundgren, Rex; Selover, Mark; Pollmann, Frank

2016-07-01

Luttinger liquids (LLs) arise by coupling left- and right-moving particles through interactions in one dimension. This most natural partitioning of LLs is investigated by the momentum-space entanglement after a quantum quench using analytical and numerical methods. We show that the momentum-space entanglement spectrum of a LL possesses many universal features both in equilibrium and after a quantum quench. The largest entanglement eigenvalue is identical to the Loschmidt echo, i.e., the overlap of the disentangled and final wave functions of the system. The second largest eigenvalue is the overlap of the first excited state of the disentangled system with zero total momentum and the final wave function. The entanglement gap is universal both in equilibrium and after a quantum quench. The momentum-space entanglement entropy is always extensive and saturates fast to a time independent value after the quench, in sharp contrast to a spatial bipartitioning.

Spectral properties of the temporal evolution of brain network structure.

PubMed

Wang, Rong; Zhang, Zhen-Zhen; Ma, Jun; Yang, Yong; Lin, Pan; Wu, Ying

2015-12-01

The temporal evolution properties of the brain network are crucial for complex brain processes. In this paper, we investigate the differences in the dynamic brain network during resting and visual stimulation states in a task-positive subnetwork, task-negative subnetwork, and whole-brain network. The dynamic brain network is first constructed from human functional magnetic resonance imaging data based on the sliding window method, and then the eigenvalues corresponding to the network are calculated. We use eigenvalue analysis to analyze the global properties of eigenvalues and the random matrix theory (RMT) method to measure the local properties. For global properties, the shifting of the eigenvalue distribution and the decrease in the largest eigenvalue are linked to visual stimulation in all networks. For local properties, the short-range correlation in eigenvalues as measured by the nearest neighbor spacing distribution is not always sensitive to visual stimulation. However, the long-range correlation in eigenvalues as evaluated by spectral rigidity and number variance not only predicts the universal behavior of the dynamic brain network but also suggests non-consistent changes in different networks. These results demonstrate that the dynamic brain network is more random for the task-positive subnetwork and whole-brain network under visual stimulation but is more regular for the task-negative subnetwork. Our findings provide deeper insight into the importance of spectral properties in the functional brain network, especially the incomparable role of RMT in revealing the intrinsic properties of complex systems.

Spectral properties of the temporal evolution of brain network structure

NASA Astrophysics Data System (ADS)

Wang, Rong; Zhang, Zhen-Zhen; Ma, Jun; Yang, Yong; Lin, Pan; Wu, Ying

2015-12-01

The temporal evolution properties of the brain network are crucial for complex brain processes. In this paper, we investigate the differences in the dynamic brain network during resting and visual stimulation states in a task-positive subnetwork, task-negative subnetwork, and whole-brain network. The dynamic brain network is first constructed from human functional magnetic resonance imaging data based on the sliding window method, and then the eigenvalues corresponding to the network are calculated. We use eigenvalue analysis to analyze the global properties of eigenvalues and the random matrix theory (RMT) method to measure the local properties. For global properties, the shifting of the eigenvalue distribution and the decrease in the largest eigenvalue are linked to visual stimulation in all networks. For local properties, the short-range correlation in eigenvalues as measured by the nearest neighbor spacing distribution is not always sensitive to visual stimulation. However, the long-range correlation in eigenvalues as evaluated by spectral rigidity and number variance not only predicts the universal behavior of the dynamic brain network but also suggests non-consistent changes in different networks. These results demonstrate that the dynamic brain network is more random for the task-positive subnetwork and whole-brain network under visual stimulation but is more regular for the task-negative subnetwork. Our findings provide deeper insight into the importance of spectral properties in the functional brain network, especially the incomparable role of RMT in revealing the intrinsic properties of complex systems.

Exactly solvable random graph ensemble with extensively many short cycles

NASA Astrophysics Data System (ADS)

Aguirre López, Fabián; Barucca, Paolo; Fekom, Mathilde; Coolen, Anthony C. C.

2018-02-01

We introduce and analyse ensembles of 2-regular random graphs with a tuneable distribution of short cycles. The phenomenology of these graphs depends critically on the scaling of the ensembles’ control parameters relative to the number of nodes. A phase diagram is presented, showing a second order phase transition from a connected to a disconnected phase. We study both the canonical formulation, where the size is large but fixed, and the grand canonical formulation, where the size is sampled from a discrete distribution, and show their equivalence in the thermodynamical limit. We also compute analytically the spectral density, which consists of a discrete set of isolated eigenvalues, representing short cycles, and a continuous part, representing cycles of diverging size.

Individual eigenvalue distributions of crossover chiral random matrices and low-energy constants of SU(2) × U(1) lattice gauge theory

NASA Astrophysics Data System (ADS)

Yamamoto, Takuya; Nishigaki, Shinsuke M.

2018-02-01

We compute individual distributions of low-lying eigenvalues of a chiral random matrix ensemble interpolating symplectic and unitary symmetry classes by the Nyström-type method of evaluating the Fredholm Pfaffian and resolvents of the quaternion kernel. The one-parameter family of these distributions is shown to fit excellently the Dirac spectra of SU(2) lattice gauge theory with a constant U(1) background or dynamically fluctuating U(1) gauge field, which weakly breaks the pseudoreality of the unperturbed SU(2) Dirac operator. The observed linear dependence of the crossover parameter with the strength of the U(1) perturbations leads to precise determination of the pseudo-scalar decay constant, as well as the chiral condensate in the effective chiral Lagrangian of the AI class.

Accuracy of the microcanonical Lanczos method to compute real-frequency dynamical spectral functions of quantum models at finite temperatures

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

Okamoto, Satoshi; Alvarez, Gonzalo; Dagotto, Elbio

We examine the accuracy of the microcanonical Lanczos method (MCLM) developed by Long et al. [Phys. Rev. B 68, 235106 (2003)] to compute dynamical spectral functions of interacting quantum models at finite temperatures. The MCLM is based on the microcanonical ensemble, which becomes exact in the thermodynamic limit. To apply the microcanonical ensemble at a fixed temperature, one has to find energy eigenstates with the energy eigenvalue corresponding to the internal energy in the canonical ensemble. Here in this paper, we propose to use thermal pure quantum state methods by Sugiura and Shimizu [Phys. Rev. Lett. 111, 010401 (2013)] tomore » obtain the internal energy. After obtaining the energy eigenstates using the Lanczos diagonalization method, dynamical quantities are computed via a continued fraction expansion, a standard procedure for Lanczos-based numerical methods. Using one-dimensional antiferromagnetic Heisenberg chains with S = 1/2, we demonstrate that the proposed procedure is reasonably accurate, even for relatively small systems.« less

Accuracy of the microcanonical Lanczos method to compute real-frequency dynamical spectral functions of quantum models at finite temperatures

DOE PAGES

Okamoto, Satoshi; Alvarez, Gonzalo; Dagotto, Elbio; ...

2018-04-20

We examine the accuracy of the microcanonical Lanczos method (MCLM) developed by Long et al. [Phys. Rev. B 68, 235106 (2003)] to compute dynamical spectral functions of interacting quantum models at finite temperatures. The MCLM is based on the microcanonical ensemble, which becomes exact in the thermodynamic limit. To apply the microcanonical ensemble at a fixed temperature, one has to find energy eigenstates with the energy eigenvalue corresponding to the internal energy in the canonical ensemble. Here in this paper, we propose to use thermal pure quantum state methods by Sugiura and Shimizu [Phys. Rev. Lett. 111, 010401 (2013)] tomore » obtain the internal energy. After obtaining the energy eigenstates using the Lanczos diagonalization method, dynamical quantities are computed via a continued fraction expansion, a standard procedure for Lanczos-based numerical methods. Using one-dimensional antiferromagnetic Heisenberg chains with S = 1/2, we demonstrate that the proposed procedure is reasonably accurate, even for relatively small systems.« less

Localization in covariance matrices of coupled heterogenous Ornstein-Uhlenbeck processes

NASA Astrophysics Data System (ADS)

Barucca, Paolo

2014-12-01

We define a random-matrix ensemble given by the infinite-time covariance matrices of Ornstein-Uhlenbeck processes at different temperatures coupled by a Gaussian symmetric matrix. The spectral properties of this ensemble are shown to be in qualitative agreement with some stylized facts of financial markets. Through the presented model formulas are given for the analysis of heterogeneous time series. Furthermore evidence for a localization transition in eigenvectors related to small and large eigenvalues in cross-correlations analysis of this model is found, and a simple explanation of localization phenomena in financial time series is provided. Finally we identify both in our model and in real financial data an inverted-bell effect in correlation between localized components and their local temperature: high- and low-temperature components are the most localized ones.

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.

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.

Inflation with a graceful exit in a random landscape

NASA Astrophysics Data System (ADS)

Pedro, F. G.; Westphal, A.

2017-03-01

We develop a stochastic description of small-field inflationary histories with a graceful exit in a random potential whose Hessian is a Gaussian random matrix as a model of the unstructured part of the string landscape. The dynamical evolution in such a random potential from a small-field inflation region towards a viable late-time de Sitter (dS) minimum maps to the dynamics of Dyson Brownian motion describing the relaxation of non-equilibrium eigenvalue spectra in random matrix theory. We analytically compute the relaxation probability in a saddle point approximation of the partition function of the eigenvalue distribution of the Wigner ensemble describing the mass matrices of the critical points. When applied to small-field inflation in the landscape, this leads to an exponentially strong bias against small-field ranges and an upper bound N ≪ 10 on the number of light fields N participating during inflation from the non-observation of negative spatial curvature.

Random matrix theory of singular values of rectangular complex matrices I: Exact formula of one-body distribution function in fixed-trace ensemble

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

Adachi, Satoshi; Toda, Mikito; Kubotani, Hiroto

The fixed-trace ensemble of random complex matrices is the fundamental model that excellently describes the entanglement in the quantum states realized in a coupled system by its strongly chaotic dynamical evolution [see H. Kubotani, S. Adachi, M. Toda, Phys. Rev. Lett. 100 (2008) 240501]. The fixed-trace ensemble fully takes into account the conservation of probability for quantum states. The present paper derives for the first time the exact analytical formula of the one-body distribution function of singular values of random complex matrices in the fixed-trace ensemble. The distribution function of singular values (i.e. Schmidt eigenvalues) of a quantum state ismore » so important since it describes characteristics of the entanglement in the state. The derivation of the exact analytical formula utilizes two recent achievements in mathematics, which appeared in 1990s. The first is the Kaneko theory that extends the famous Selberg integral by inserting a hypergeometric type weight factor into the integrand to obtain an analytical formula for the extended integral. The second is the Petkovsek-Wilf-Zeilberger theory that calculates definite hypergeometric sums in a closed form.« less

Time scales involved in emergent market coherence

NASA Astrophysics Data System (ADS)

Kwapień, J.; Drożdż, S.; Speth, J.

2004-06-01

In addressing the question of the time scales characteristic for the market formation, we analyze high-frequency tick-by-tick data from the NYSE and from the German market. By using returns on various time scales ranging from seconds or minutes up to 2 days, we compare magnitude of the largest eigenvalue of the correlation matrix for the same set of securities but for different time scales. For various sets of stocks of different capitalization (and the average trading frequency), we observe a significant elevation of the largest eigenvalue with increasing time scale. Our results from the correlation matrix study can be considered as a manifestation of the so-called Epps effect. There is no unique explanation of this effect and it seems that many different factors play a role here. One of such factors is randomness in transaction moments for different stocks. Another interesting conclusion to be drawn from our results is that in the contemporary markets the emergence of significant correlations occurs on time scales much smaller than in the more distant history.

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.

Levy Matrices and Financial Covariances

NASA Astrophysics Data System (ADS)

Burda, Zdzislaw; Jurkiewicz, Jerzy; Nowak, Maciej A.; Papp, Gabor; Zahed, Ismail

2003-10-01

In a given market, financial covariances capture the intra-stock correlations and can be used to address statistically the bulk nature of the market as a complex system. We provide a statistical analysis of three SP500 covariances with evidence for raw tail distributions. We study the stability of these tails against reshuffling for the SP500 data and show that the covariance with the strongest tails is robust, with a spectral density in remarkable agreement with random Lévy matrix theory. We study the inverse participation ratio for the three covariances. The strong localization observed at both ends of the spectral density is analogous to the localization exhibited in the random Lévy matrix ensemble. We discuss two competitive mechanisms responsible for the occurrence of an extensive and delocalized eigenvalue at the edge of the spectrum: (a) the Lévy character of the entries of the correlation matrix and (b) a sort of off-diagonal order induced by underlying inter-stock correlations. (b) can be destroyed by reshuffling, while (a) cannot. We show that the stocks with the largest scattering are the least susceptible to correlations, and likely candidates for the localized states. We introduce a simple model for price fluctuations which captures behavior of the SP500 covariances. It may be of importance for assets diversification.

Real-time restoration of white-light confocal microscope optical sections

PubMed Central

Balasubramanian, Madhusudhanan; Iyengar, S. Sitharama; Beuerman, Roger W.; Reynaud, Juan; Wolenski, Peter

2009-01-01

Confocal microscopes (CM) are routinely used for building 3-D images of microscopic structures. Nonideal imaging conditions in a white-light CM introduce additive noise and blur. The optical section images need to be restored prior to quantitative analysis. We present an adaptive noise filtering technique using Karhunen–Loéve expansion (KLE) by the method of snapshots and a ringing metric to quantify the ringing artifacts introduced in the images restored at various iterations of iterative Lucy–Richardson deconvolution algorithm. The KLE provides a set of basis functions that comprise the optimal linear basis for an ensemble of empirical observations. We show that most of the noise in the scene can be removed by reconstructing the images using the KLE basis vector with the largest eigenvalue. The prefiltering scheme presented is faster and does not require prior knowledge about image noise. Optical sections processed using the KLE prefilter can be restored using a simple inverse restoration algorithm; thus, the methodology is suitable for real-time image restoration applications. The KLE image prefilter outperforms the temporal-average prefilter in restoring CM optical sections. The ringing metric developed uses simple binary morphological operations to quantify the ringing artifacts and confirms with the visual observation of ringing artifacts in the restored images. PMID:20186290

Deterministic chaos in entangled eigenstates

NASA Astrophysics Data System (ADS)

Schlegel, K. G.; Förster, S.

2008-05-01

We investigate the problem of deterministic chaos in connection with entangled states using the Bohmian formulation of quantum mechanics. We show for a two particle system in a harmonic oscillator potential, that in a case of entanglement and three energy eigen-values the maximum Lyapunov-parameters of a representative ensemble of trajectories for large times develops to a narrow positive distribution, which indicates nearly complete chaotic dynamics. We also present in short results from two time-dependent systems, the anisotropic and the Rabi oscillator.

Instanton approach to large N Harish-Chandra-Itzykson-Zuber integrals.

PubMed

Bun, J; Bouchaud, J P; Majumdar, S N; Potters, M

2014-08-15

We reconsider the large N asymptotics of Harish-Chandra-Itzykson-Zuber integrals. We provide, using Dyson's Brownian motion and the method of instantons, an alternative, transparent derivation of the Matytsin formalism for the unitary case. Our method is easily generalized to the orthogonal and symplectic ensembles. We obtain an explicit solution of Matytsin's equations in the case of Wigner matrices, as well as a general expansion method in the dilute limit, when the spectrum of eigenvalues spreads over very wide regions.

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.

Assessing a local ensemble Kalman filter: perfect model experiments with the National Centers for Environmental Prediction global model

NASA Astrophysics Data System (ADS)

Szunyogh, Istvan; Kostelich, Eric J.; Gyarmati, G.; Patil, D. J.; Hunt, Brian R.; Kalnay, Eugenia; Ott, Edward; Yorke, James A.

2005-08-01

The accuracy and computational efficiency of the recently proposed local ensemble Kalman filter (LEKF) data assimilation scheme is investigated on a state-of-the-art operational numerical weather prediction model using simulated observations. The model selected for this purpose is the T62 horizontal- and 28-level vertical-resolution version of the Global Forecast System (GFS) of the National Center for Environmental Prediction. The performance of the data assimilation system is assessed for different configurations of the LEKF scheme. It is shown that a modest size (40-member) ensemble is sufficient to track the evolution of the atmospheric state with high accuracy. For this ensemble size, the computational time per analysis is less than 9 min on a cluster of PCs. The analyses are extremely accurate in the mid-latitude storm track regions. The largest analysis errors, which are typically much smaller than the observational errors, occur where parametrized physical processes play important roles. Because these are also the regions where model errors are expected to be the largest, limitations of a real-data implementation of the ensemble-based Kalman filter may be easily mistaken for model errors. In light of these results, the importance of testing the ensemble-based Kalman filter data assimilation systems on simulated observations is stressed.

Data Assimilation by Ensemble Kalman Filter during One-Dimensional Nonlinear Consolidation in Randomly Heterogeneous Highly Compressible Aquitards

NASA Astrophysics Data System (ADS)

Zapata Norberto, B.; Morales-Casique, E.; Herrera, G. S.

2017-12-01

Severe land subsidence due to groundwater extraction may occur in multiaquifer systems where highly compressible aquitards are present. The highly compressible nature of the aquitards leads to nonlinear consolidation where the groundwater flow parameters are stress-dependent. The case is further complicated by the heterogeneity of the hydrogeologic and geotechnical properties of the aquitards. We explore the effect of realistic vertical heterogeneity of hydrogeologic and geotechnical parameters on the consolidation of highly compressible aquitards by means of 1-D Monte Carlo numerical simulations. 2000 realizations are generated for each of the following parameters: hydraulic conductivity (K), compression index (Cc) and void ratio (e). The correlation structure, the mean and the variance for each parameter were obtained from a literature review about field studies in the lacustrine sediments of Mexico City. The results indicate that among the parameters considered, random K has the largest effect on the ensemble average behavior of the system. Random K leads to the largest variance (and therefore largest uncertainty) of total settlement, groundwater flux and time to reach steady state conditions. We further propose a data assimilation scheme by means of ensemble Kalman filter to estimate the ensemble mean distribution of K, pore-pressure and total settlement. We consider the case where pore-pressure measurements are available at given time intervals. We test our approach by generating a 1-D realization of K with exponential spatial correlation, and solving the nonlinear flow and consolidation problem. These results are taken as our "true" solution. We take pore-pressure "measurements" at different times from this "true" solution. The ensemble Kalman filter method is then employed to estimate ensemble mean distribution of K, pore-pressure and total settlement based on the sequential assimilation of these pore-pressure measurements. The ensemble-mean estimates from this procedure closely approximate those from the "true" solution. This procedure can be easily extended to other random variables such as compression index and void ratio.

Accuracy of the microcanonical Lanczos method to compute real-frequency dynamical spectral functions of quantum models at finite temperatures.

PubMed

Okamoto, Satoshi; Alvarez, Gonzalo; Dagotto, Elbio; Tohyama, Takami

2018-04-01

We examine the accuracy of the microcanonical Lanczos method (MCLM) developed by Long et al. [Phys. Rev. B 68, 235106 (2003)PRBMDO0163-182910.1103/PhysRevB.68.235106] to compute dynamical spectral functions of interacting quantum models at finite temperatures. The MCLM is based on the microcanonical ensemble, which becomes exact in the thermodynamic limit. To apply the microcanonical ensemble at a fixed temperature, one has to find energy eigenstates with the energy eigenvalue corresponding to the internal energy in the canonical ensemble. Here, we propose to use thermal pure quantum state methods by Sugiura and Shimizu [Phys. Rev. Lett. 111, 010401 (2013)PRLTAO0031-900710.1103/PhysRevLett.111.010401] to obtain the internal energy. After obtaining the energy eigenstates using the Lanczos diagonalization method, dynamical quantities are computed via a continued fraction expansion, a standard procedure for Lanczos-based numerical methods. Using one-dimensional antiferromagnetic Heisenberg chains with S=1/2, we demonstrate that the proposed procedure is reasonably accurate, even for relatively small systems.

Accuracy of the microcanonical Lanczos method to compute real-frequency dynamical spectral functions of quantum models at finite temperatures

NASA Astrophysics Data System (ADS)

Okamoto, Satoshi; Alvarez, Gonzalo; Dagotto, Elbio; Tohyama, Takami

2018-04-01

We examine the accuracy of the microcanonical Lanczos method (MCLM) developed by Long et al. [Phys. Rev. B 68, 235106 (2003), 10.1103/PhysRevB.68.235106] to compute dynamical spectral functions of interacting quantum models at finite temperatures. The MCLM is based on the microcanonical ensemble, which becomes exact in the thermodynamic limit. To apply the microcanonical ensemble at a fixed temperature, one has to find energy eigenstates with the energy eigenvalue corresponding to the internal energy in the canonical ensemble. Here, we propose to use thermal pure quantum state methods by Sugiura and Shimizu [Phys. Rev. Lett. 111, 010401 (2013), 10.1103/PhysRevLett.111.010401] to obtain the internal energy. After obtaining the energy eigenstates using the Lanczos diagonalization method, dynamical quantities are computed via a continued fraction expansion, a standard procedure for Lanczos-based numerical methods. Using one-dimensional antiferromagnetic Heisenberg chains with S =1 /2 , we demonstrate that the proposed procedure is reasonably accurate, even for relatively small systems.

On the predictability of outliers in ensemble forecasts

NASA Astrophysics Data System (ADS)

Siegert, S.; Bröcker, J.; Kantz, H.

2012-03-01

In numerical weather prediction, ensembles are used to retrieve probabilistic forecasts of future weather conditions. We consider events where the verification is smaller than the smallest, or larger than the largest ensemble member of a scalar ensemble forecast. These events are called outliers. In a statistically consistent K-member ensemble, outliers should occur with a base rate of 2/(K+1). In operational ensembles this base rate tends to be higher. We study the predictability of outlier events in terms of the Brier Skill Score and find that forecast probabilities can be calculated which are more skillful than the unconditional base rate. This is shown analytically for statistically consistent ensembles. Using logistic regression, forecast probabilities for outlier events in an operational ensemble are calculated. These probabilities exhibit positive skill which is quantitatively similar to the analytical results. Possible causes of these results as well as their consequences for ensemble interpretation are discussed.

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.

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.

Entanglement spectroscopy on a quantum computer

NASA Astrophysics Data System (ADS)

Johri, Sonika; Steiger, Damian S.; Troyer, Matthias

2017-11-01

We present a quantum algorithm to compute the entanglement spectrum of arbitrary quantum states. The interesting universal part of the entanglement spectrum is typically contained in the largest eigenvalues of the density matrix which can be obtained from the lower Renyi entropies through the Newton-Girard method. Obtaining the p largest eigenvalues (λ1>λ2⋯>λp ) requires a parallel circuit depth of O [p (λ1/λp) p] and O [p log(N )] qubits where up to p copies of the quantum state defined on a Hilbert space of size N are needed as the input. We validate this procedure for the entanglement spectrum of the topologically ordered Laughlin wave function corresponding to the quantum Hall state at filling factor ν =1 /3 . Our scaling analysis exposes the tradeoffs between time and number of qubits for obtaining the entanglement spectrum in the thermodynamic limit using finite-size digital quantum computers. We also illustrate the utility of the second Renyi entropy in predicting a topological phase transition and in extracting the localization length in a many-body localized system.

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.

INTERDISCIPLINARY PHYSICS AND RELATED AREAS OF SCIENCE AND TECHNOLOGY: Relaxation Property and Stability Analysis of the Quasispecies Models

NASA Astrophysics Data System (ADS)

Feng, Xiao-Li; Li, Yu-Xiao; Gu, Jian-Zhong; Zhuo, Yi-Zhong

2009-10-01

The relaxation property of both Eigen model and Crow-Kimura model with a single peak fitness landscape is studied from phase transition point of view. We first analyze the eigenvalue spectra of the replication mutation matrices. For sufficiently long sequences, the almost crossing point between the largest and second-largest eigenvalues locates the error threshold at which critical slowing down behavior appears. We calculate the critical exponent in the limit of infinite sequence lengths and compare it with the result from numerical curve fittings at sufficiently long sequences. We find that for both models the relaxation time diverges with exponent 1 at the error (mutation) threshold point. Results obtained from both methods agree quite well. From the unlimited correlation length feature, the first order phase transition is further confirmed. Finally with linear stability theory, we show that the two model systems are stable for all ranges of mutation rate. The Eigen model is asymptotically stable in terms of mutant classes, and the Crow-Kimura model is completely stable.

Weak value controversy

NASA Astrophysics Data System (ADS)

Vaidman, L.

2017-10-01

Recent controversy regarding the meaning and usefulness of weak values is reviewed. It is argued that in spite of recent statistical arguments by Ferrie and Combes, experiments with anomalous weak values provide useful amplification techniques for precision measurements of small effects in many realistic situations. The statistical nature of weak values is questioned. Although measuring weak values requires an ensemble, it is argued that the weak value, similarly to an eigenvalue, is a property of a single pre- and post-selected quantum system. This article is part of the themed issue `Second quantum revolution: foundational questions'.

Hybrid classical/quantum simulation for infrared spectroscopy of water

NASA Astrophysics Data System (ADS)

Maekawa, Yuki; Sasaoka, Kenji; Ube, Takuji; Ishiguro, Takashi; Yamamoto, Takahiro

2018-05-01

We have developed a hybrid classical/quantum simulation method to calculate the infrared (IR) spectrum of water. The proposed method achieves much higher accuracy than conventional classical molecular dynamics (MD) simulations at a much lower computational cost than ab initio MD simulations. The IR spectrum of water is obtained as an ensemble average of the eigenvalues of the dynamical matrix constructed by ab initio calculations, using the positions of oxygen atoms that constitute water molecules obtained from the classical MD simulation. The calculated IR spectrum is in excellent agreement with the experimental IR spectrum.

Embedded Gaussian unitary ensembles with U(Ω)⊗SU(r) embedding generated by random two-body interactions with SU(r) symmetry

NASA Astrophysics Data System (ADS)

Vyas, Manan; Kota, V. K. B.

2012-12-01

Following the earlier studies on embedded unitary ensembles generated by random two-body interactions [EGUE(2)] with spin SU(2) and spin-isospin SU(4) symmetries, developed is a general formulation, for deriving lower order moments of the one- and two-point correlation functions in eigenvalues, that is valid for any EGUE(2) and BEGUE(2) ("B" stands for bosons) with U(Ω)⊗SU(r) embedding and with two-body interactions preserving SU(r) symmetry. Using this formulation with r = 1, we recover the results derived by Asaga et al. [Ann. Phys. (N.Y.) 297, 344 (2002)], 10.1006/aphy.2002.6248 for spinless boson systems. Going further, new results are obtained for r = 2 (this corresponds to two species boson systems) and r = 3 (this corresponds to spin 1 boson systems).

Mesoscopic Fluctuations for the Thinned Circular Unitary Ensemble

NASA Astrophysics Data System (ADS)

Berggren, Tomas; Duits, Maurice

2017-09-01

In this paper we study the asymptotic behavior of mesoscopic fluctuations for the thinned Circular Unitary Ensemble. The effect of thinning is that the eigenvalues start to decorrelate. The decorrelation is stronger on the larger scales than on the smaller scales. We investigate this behavior by studying mesoscopic linear statistics. There are two regimes depending on the scale parameter and the thinning parameter. In one regime we obtain a CLT of a classical type and in the other regime we retrieve the CLT for CUE. The two regimes are separated by a critical line. On the critical line the limiting fluctuations are no longer Gaussian, but described by infinitely divisible laws. We argue that this transition phenomenon is universal by showing that the same transition and their laws appear for fluctuations of the thinned sine process in a growing box. The proofs are based on a Riemann-Hilbert problem for integrable operators.

Number statistics for β-ensembles of random matrices: Applications to trapped fermions at zero temperature.

PubMed

Marino, Ricardo; Majumdar, Satya N; Schehr, Grégory; Vivo, Pierpaolo

2016-09-01

Let P_{β}^{(V)}(N_{I}) be the probability that a N×Nβ-ensemble of random matrices with confining potential V(x) has N_{I} eigenvalues inside an interval I=[a,b] on the real line. We introduce a general formalism, based on the Coulomb gas technique and the resolvent method, to compute analytically P_{β}^{(V)}(N_{I}) for large N. We show that this probability scales for large N as P_{β}^{(V)}(N_{I})≈exp[-βN^{2}ψ^{(V)}(N_{I}/N)], where β is the Dyson index of the ensemble. The rate function ψ^{(V)}(k_{I}), independent of β, is computed in terms of single integrals that can be easily evaluated numerically. The general formalism is then applied to the classical β-Gaussian (I=[-L,L]), β-Wishart (I=[1,L]), and β-Cauchy (I=[-L,L]) ensembles. Expanding the rate function around its minimum, we find that generically the number variance var(N_{I}) exhibits a nonmonotonic behavior as a function of the size of the interval, with a maximum that can be precisely characterized. These analytical results, corroborated by numerical simulations, provide the full counting statistics of many systems where random matrix models apply. In particular, we present results for the full counting statistics of zero-temperature one-dimensional spinless fermions in a harmonic trap.

Correlation and volatility in an Indian stock market: A random matrix approach

NASA Astrophysics Data System (ADS)

Kulkarni, Varsha; Deo, Nivedita

2007-11-01

We examine the volatility of an Indian stock market in terms of correlation of stocks and quantify the volatility using the random matrix approach. First we discuss trends observed in the pattern of stock prices in the Bombay Stock Exchange for the three-year period 2000 2002. Random matrix analysis is then applied to study the relationship between the coupling of stocks and volatility. The study uses daily returns of 70 stocks for successive time windows of length 85 days for the year 2001. We compare the properties of matrix C of correlations between price fluctuations in time regimes characterized by different volatilities. Our analyses reveal that (i) the largest (deviating) eigenvalue of C correlates highly with the volatility of the index, (ii) there is a shift in the distribution of the components of the eigenvector corresponding to the largest eigenvalue across regimes of different volatilities, (iii) the inverse participation ratio for this eigenvector anti-correlates significantly with the market fluctuations and finally, (iv) this eigenvector of C can be used to set up a Correlation Index, CI whose temporal evolution is significantly correlated with the volatility of the overall market index.

Treating Sample Covariances for Use in Strongly Coupled Atmosphere-Ocean Data Assimilation

NASA Astrophysics Data System (ADS)

Smith, Polly J.; Lawless, Amos S.; Nichols, Nancy K.

2018-01-01

Strongly coupled data assimilation requires cross-domain forecast error covariances; information from ensembles can be used, but limited sampling means that ensemble derived error covariances are routinely rank deficient and/or ill-conditioned and marred by noise. Thus, they require modification before they can be incorporated into a standard assimilation framework. Here we compare methods for improving the rank and conditioning of multivariate sample error covariance matrices for coupled atmosphere-ocean data assimilation. The first method, reconditioning, alters the matrix eigenvalues directly; this preserves the correlation structures but does not remove sampling noise. We show that it is better to recondition the correlation matrix rather than the covariance matrix as this prevents small but dynamically important modes from being lost. The second method, model state-space localization via the Schur product, effectively removes sample noise but can dampen small cross-correlation signals. A combination that exploits the merits of each is found to offer an effective alternative.

A Multivariate Randomization Text of Association Applied to Cognitive Test Results

NASA Technical Reports Server (NTRS)

Ahumada, Albert; Beard, Bettina

2009-01-01

Randomization tests provide a conceptually simple, distribution-free way to implement significance testing. We have applied this method to the problem of evaluating the significance of the association among a number (k) of variables. The randomization method was the random re-ordering of k-1 of the variables. The criterion variable was the value of the largest eigenvalue of the correlation matrix.

Embedded random matrix ensembles from nuclear structure and their recent applications

NASA Astrophysics Data System (ADS)

Kota, V. K. B.; Chavda, N. D.

Embedded random matrix ensembles generated by random interactions (of low body rank and usually two-body) in the presence of a one-body mean field, introduced in nuclear structure physics, are now established to be indispensable in describing statistical properties of a large number of isolated finite quantum many-particle systems. Lie algebra symmetries of the interactions, as identified from nuclear shell model and the interacting boson model, led to the introduction of a variety of embedded ensembles (EEs). These ensembles with a mean field and chaos generating two-body interaction generate in three different stages, delocalization of wave functions in the Fock space of the mean-field basis states. The last stage corresponds to what one may call thermalization and complex nuclei, as seen from many shell model calculations, lie in this region. Besides briefly describing them, their recent applications to nuclear structure are presented and they are (i) nuclear level densities with interactions; (ii) orbit occupancies; (iii) neutrinoless double beta decay nuclear transition matrix elements as transition strengths. In addition, their applications are also presented briefly that go beyond nuclear structure and they are (i) fidelity, decoherence, entanglement and thermalization in isolated finite quantum systems with interactions; (ii) quantum transport in disordered networks connected by many-body interactions with centrosymmetry; (iii) semicircle to Gaussian transition in eigenvalue densities with k-body random interactions and its relation to the Sachdev-Ye-Kitaev (SYK) model for majorana fermions.

On the transfer matrix of the supersymmetric eight-vertex model. I. Periodic boundary conditions

NASA Astrophysics Data System (ADS)

Hagendorf, Christian; Liénardy, Jean

2018-03-01

The square-lattice eight-vertex model with vertex weights a, b, c, d obeying the relation (a^2+ab)(b^2+ab) = (c^2+ab)(d^2+ab) and periodic boundary conditions is considered. It is shown that the transfer matrix of the model for L  =  2n  +  1 vertical lines and periodic boundary conditions along the horizontal direction possesses the doubly degenerate eigenvalue \\Thetan = (a+b){\\hspace{0pt}}2n+1 . This proves a conjecture by Stroganov from 2001. The proof uses the supersymmetry of a related XYZ spin-chain Hamiltonian. The eigenstates of the transfer matrix corresponding to \\Thetan are shown to be the ground states of the spin-chain Hamiltonian. Moreover, for positive vertex weights \\Thetan is the largest eigenvalue of the transfer matrix.

Network-induced chaos in integrate-and-fire neuronal ensembles.

PubMed

Zhou, Douglas; Rangan, Aaditya V; Sun, Yi; Cai, David

2009-09-01

It has been shown that a single standard linear integrate-and-fire (IF) neuron under a general time-dependent stimulus cannot possess chaotic dynamics despite the firing-reset discontinuity. Here we address the issue of whether conductance-based, pulsed-coupled network interactions can induce chaos in an IF neuronal ensemble. Using numerical methods, we demonstrate that all-to-all, homogeneously pulse-coupled IF neuronal networks can indeed give rise to chaotic dynamics under an external periodic current drive. We also provide a precise characterization of the largest Lyapunov exponent for these high dimensional nonsmooth dynamical systems. In addition, we present a stable and accurate numerical algorithm for evaluating the largest Lyapunov exponent, which can overcome difficulties encountered by traditional methods for these nonsmooth dynamical systems with degeneracy induced by, e.g., refractoriness of neurons.

Maximizing synchronizability of duplex networks

NASA Astrophysics Data System (ADS)

Wei, Xiang; Emenheiser, Jeffrey; Wu, Xiaoqun; Lu, Jun-an; D'Souza, Raissa M.

2018-01-01

We study the synchronizability of duplex networks formed by two randomly generated network layers with different patterns of interlayer node connections. According to the master stability function, we use the smallest nonzero eigenvalue and the eigenratio between the largest and the second smallest eigenvalues of supra-Laplacian matrices to characterize synchronizability on various duplexes. We find that the interlayer linking weight and linking fraction have a profound impact on synchronizability of duplex networks. The increasingly large inter-layer coupling weight is found to cause either decreasing or constant synchronizability for different classes of network dynamics. In addition, negative node degree correlation across interlayer links outperforms positive degree correlation when most interlayer links are present. The reverse is true when a few interlayer links are present. The numerical results and understanding based on these representative duplex networks are illustrative and instructive for building insights into maximizing synchronizability of more realistic multiplex networks.

Asymptotics for the Fredholm determinant of the sine kernel on a union of intervals

NASA Astrophysics Data System (ADS)

Widom, Harold

1995-07-01

In the bulk scaling limit of the Gaussian Unitary Ensemble of hermitian matrices the probability that an interval of length s contains no eigenvalues is the Fredholm determinant of the sine kernel{sin (x - y)}/{π (x - y)} over this interval. A formal asymptotic expansion for the determinant as s tends to infinity was obtained by Dyson. In this paper we replace a single interval of length s by sJ, where J is a union of m intervals and present a proof of the asymptotics up to second order. The logarithmic derivative with respect to s of the determinant equals a constant (expressible in terms of hyperelliptic integrals) times s, plus a bounded oscillatory function of s (zero if m=1, periodic if m=2, and in general expressible in terms of the solution of a Jacobi inversion problem), plus o(1). Also determined are the asymptotics of the trace of the resolvent operator, which is the ratio in the same model of the probability that the set contains exactly one eigenvalue to the probability that it contains none. The proofs use ideas from orthogonal polynomial theory.

Effects of ensembles on methane hydrate nucleation kinetics.

PubMed

Zhang, Zhengcai; Liu, Chan-Juan; Walsh, Matthew R; Guo, Guang-Jun

2016-06-21

By performing molecular dynamics simulations to form a hydrate with a methane nano-bubble in liquid water at 250 K and 50 MPa, we report how different ensembles, such as the NPT, NVT, and NVE ensembles, affect the nucleation kinetics of the methane hydrate. The nucleation trajectories are monitored using the face-saturated incomplete cage analysis (FSICA) and the mutually coordinated guest (MCG) order parameter (OP). The nucleation rate and the critical nucleus are obtained using the mean first-passage time (MFPT) method based on the FS cages and the MCG-1 OPs, respectively. The fitting results of MFPT show that hydrate nucleation and growth are coupled together, consistent with the cage adsorption hypothesis which emphasizes that the cage adsorption of methane is a mechanism for both hydrate nucleation and growth. For the three different ensembles, the hydrate nucleation rate is quantitatively ordered as follows: NPT > NVT > NVE, while the sequence of hydrate crystallinity is exactly reversed. However, the largest size of the critical nucleus appears in the NVT ensemble, rather than in the NVE ensemble. These results are helpful for choosing a suitable ensemble when to study hydrate formation via computer simulations, and emphasize the importance of the order degree of the critical nucleus.

Local box-counting dimensions of discrete quantum eigenvalue spectra: Analytical connection to quantum spectral statistics

NASA Astrophysics Data System (ADS)

Sakhr, Jamal; Nieminen, John M.

2018-03-01

Two decades ago, Wang and Ong, [Phys. Rev. A 55, 1522 (1997)], 10.1103/PhysRevA.55.1522 hypothesized that the local box-counting dimension of a discrete quantum spectrum should depend exclusively on the nearest-neighbor spacing distribution (NNSD) of the spectrum. In this Rapid Communication, we validate their hypothesis by deriving an explicit formula for the local box-counting dimension of a countably-infinite discrete quantum spectrum. This formula expresses the local box-counting dimension of a spectrum in terms of single and double integrals of the NNSD of the spectrum. As applications, we derive an analytical formula for Poisson spectra and closed-form approximations to the local box-counting dimension for spectra having Gaussian orthogonal ensemble (GOE), Gaussian unitary ensemble (GUE), and Gaussian symplectic ensemble (GSE) spacing statistics. In the Poisson and GOE cases, we compare our theoretical formulas with the published numerical data of Wang and Ong and observe excellent agreement between their data and our theory. We also study numerically the local box-counting dimensions of the Riemann zeta function zeros and the alternate levels of GOE spectra, which are often used as numerical models of spectra possessing GUE and GSE spacing statistics, respectively. In each case, the corresponding theoretical formula is found to accurately describe the numerically computed local box-counting dimension.

Current and Future Decadal Trends in the Oceanic Carbon Uptake Are Dominated by Internal Variability

NASA Astrophysics Data System (ADS)

Li, Hongmei; Ilyina, Tatiana

2018-01-01

We investigate the internal decadal variability of the ocean carbon uptake using 100 ensemble simulations based on the Max Planck Institute Earth system model (MPI-ESM). We find that on decadal time scales, internal variability (ensemble spread) is as large as the forced temporal variability (ensemble mean), and the largest internal variability is found in major carbon sink regions, that is, the 50-65°S band of the Southern Ocean, the North Pacific, and the North Atlantic. The MPI-ESM ensemble produces both positive and negative 10 year trends in the ocean carbon uptake in agreement with observational estimates. Negative decadal trends are projected to occur in the future under RCP4.5 scenario. Due to the large internal variability, the Southern Ocean and the North Pacific require the most ensemble members (more than 53 and 46, respectively) to reproduce the forced decadal trends. This number increases up to 79 in future decades as CO2 emission trajectory changes.

Method for distinguishing multiple targets using time-reversal acoustics

DOEpatents

Berryman, James G.

2004-06-29

A method for distinguishing multiple targets using time-reversal acoustics. Time-reversal acoustics uses an iterative process to determine the optimum signal for locating a strongly reflecting target in a cluttered environment. An acoustic array sends a signal into a medium, and then receives the returned/reflected signal. This returned/reflected signal is then time-reversed and sent back into the medium again, and again, until the signal being sent and received is no longer changing. At that point, the array has isolated the largest eigenvalue/eigenvector combination and has effectively determined the location of a single target in the medium (the one that is most strongly reflecting). After the largest eigenvalue/eigenvector combination has been determined, to determine the location of other targets, instead of sending back the same signals, the method sends back these time reversed signals, but half of them will also be reversed in sign. There are various possibilities for choosing which half to do sign reversal. The most obvious choice is to reverse every other one in a linear array, or as in a checkerboard pattern in 2D. Then, a new send/receive, send-time reversed/receive iteration can proceed. Often, the first iteration in this sequence will be close to the desired signal from a second target. In some cases, orthogonalization procedures must be implemented to assure the returned signals are in fact orthogonal to the first eigenvector found.

Numerical Analysis and Improved Algorithms for Lyapunov-Exponent Calculation of Discrete-Time Chaotic Systems

NASA Astrophysics Data System (ADS)

He, Jianbin; Yu, Simin; Cai, Jianping

2016-12-01

Lyapunov exponent is an important index for describing chaotic systems behavior, and the largest Lyapunov exponent can be used to determine whether a system is chaotic or not. For discrete-time dynamical systems, the Lyapunov exponents are calculated by an eigenvalue method. In theory, according to eigenvalue method, the more accurate calculations of Lyapunov exponent can be obtained with the increment of iterations, and the limits also exist. However, due to the finite precision of computer and other reasons, the results will be numeric overflow, unrecognized, or inaccurate, which can be stated as follows: (1) The iterations cannot be too large, otherwise, the simulation result will appear as an error message of NaN or Inf; (2) If the error message of NaN or Inf does not appear, then with the increment of iterations, all Lyapunov exponents will get close to the largest Lyapunov exponent, which leads to inaccurate calculation results; (3) From the viewpoint of numerical calculation, obviously, if the iterations are too small, then the results are also inaccurate. Based on the analysis of Lyapunov-exponent calculation in discrete-time systems, this paper investigates two improved algorithms via QR orthogonal decomposition and SVD orthogonal decomposition approaches so as to solve the above-mentioned problems. Finally, some examples are given to illustrate the feasibility and effectiveness of the improved algorithms.

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.

Computation of canonical correlation and best predictable aspect of future for time series

NASA Technical Reports Server (NTRS)

Pourahmadi, Mohsen; Miamee, A. G.

1989-01-01

The canonical correlation between the (infinite) past and future of a stationary time series is shown to be the limit of the canonical correlation between the (infinite) past and (finite) future, and computation of the latter is reduced to a (generalized) eigenvalue problem involving (finite) matrices. This provides a convenient and essentially, finite-dimensional algorithm for computing canonical correlations and components of a time series. An upper bound is conjectured for the largest canonical correlation.

Sur les processus linéaires de naissance et de mort sous-critiques dans un environnement aléatoire.

PubMed

Bacaër, Nicolas

2017-07-01

An explicit formula is found for the rate of extinction of subcritical linear birth-and-death processes in a random environment. The formula is illustrated by numerical computations of the eigenvalue with largest real part of the truncated matrix for the master equation. The generating function of the corresponding eigenvector satisfies a Fuchsian system of singular differential equations. A particular attention is set on the case of two environments, which leads to Riemann's differential equation.

Bounds for the Z-spectral radius of nonnegative tensors.

PubMed

He, Jun; Liu, Yan-Min; Ke, Hua; Tian, Jun-Kang; Li, Xiang

2016-01-01

In this paper, we have proposed some new upper bounds for the largest Z-eigenvalue of an irreducible weakly symmetric and nonnegative tensor, which improve the known upper bounds obtained in Chang et al. (Linear Algebra Appl 438:4166-4182, 2013), Song and Qi (SIAM J Matrix Anal Appl 34:1581-1595, 2013), He and Huang (Appl Math Lett 38:110-114, 2014), Li et al. (J Comput Anal Appl 483:182-199, 2015), He (J Comput Anal Appl 20:1290-1301, 2016).

Development of Super-Ensemble techniques for ocean analyses: the Mediterranean Sea case

NASA Astrophysics Data System (ADS)

Pistoia, Jenny; Pinardi, Nadia; Oddo, Paolo; Collins, Matthew; Korres, Gerasimos; Drillet, Yann

2017-04-01

Short-term ocean analyses for Sea Surface Temperature SST in the Mediterranean Sea can be improved by a statistical post-processing technique, called super-ensemble. This technique consists in a multi-linear regression algorithm applied to a Multi-Physics Multi-Model Super-Ensemble (MMSE) dataset, a collection of different operational forecasting analyses together with ad-hoc simulations produced by modifying selected numerical model parameterizations. A new linear regression algorithm based on Empirical Orthogonal Function filtering techniques is capable to prevent overfitting problems, even if best performances are achieved when we add correlation to the super-ensemble structure using a simple spatial filter applied after the linear regression. Our outcomes show that super-ensemble performances depend on the selection of an unbiased operator and the length of the learning period, but the quality of the generating MMSE dataset has the largest impact on the MMSE analysis Root Mean Square Error (RMSE) evaluated with respect to observed satellite SST. Lower RMSE analysis estimates result from the following choices: 15 days training period, an overconfident MMSE dataset (a subset with the higher quality ensemble members), and the least square algorithm being filtered a posteriori.

Systemic risk and spatiotemporal dynamics of the US housing market.

PubMed

Meng, Hao; Xie, Wen-Jie; Jiang, Zhi-Qiang; Podobnik, Boris; Zhou, Wei-Xing; Stanley, H Eugene

2014-01-13

Housing markets play a crucial role in economies and the collapse of a real-estate bubble usually destabilizes the financial system and causes economic recessions. We investigate the systemic risk and spatiotemporal dynamics of the US housing market (1975-2011) at the state level based on the Random Matrix Theory (RMT). We identify richer economic information in the largest eigenvalues deviating from RMT predictions for the housing market than for stock markets and find that the component signs of the eigenvectors contain either geographical information or the extent of differences in house price growth rates or both. By looking at the evolution of different quantities such as eigenvalues and eigenvectors, we find that the US housing market experienced six different regimes, which is consistent with the evolution of state clusters identified by the box clustering algorithm and the consensus clustering algorithm on the partial correlation matrices. We find that dramatic increases in the systemic risk are usually accompanied by regime shifts, which provide a means of early detection of housing bubbles.

Social climber attachment in forming networks produces a phase transition in a measure of connectivity

NASA Astrophysics Data System (ADS)

Taylor, Dane; Larremore, Daniel B.

2012-09-01

The formation and fragmentation of networks are typically studied using percolation theory, but most previous research has been restricted to studying a phase transition in cluster size, examining the emergence of a giant component. This approach does not study the effects of evolving network structure on dynamics that occur at the nodes, such as the synchronization of oscillators and the spread of information, epidemics, and neuronal excitations. We introduce and analyze an alternative link-formation rule, called social climber (SC) attachment, that may be combined with arbitrary percolation models to produce a phase transition using the largest eigenvalue of the network adjacency matrix as the order parameter. This eigenvalue is significant in the analyses of many network-coupled dynamical systems in which it measures the quality of global coupling and is hence a natural measure of connectivity. We highlight the important self-organized properties of SC attachment and discuss implications for controlling dynamics on networks.

Shift-and-invert parallel spectral transformation eigensolver: Massively parallel performance for density-functional based tight-binding

DOE PAGES

Zhang, Hong; Zapol, Peter; Dixon, David A.; ...

2015-11-17

The Shift-and-invert parallel spectral transformations (SIPs), a computational approach to solve sparse eigenvalue problems, is developed for massively parallel architectures with exceptional parallel scalability and robustness. The capabilities of SIPs are demonstrated by diagonalization of density-functional based tight-binding (DFTB) Hamiltonian and overlap matrices for single-wall metallic carbon nanotubes, diamond nanowires, and bulk diamond crystals. The largest (smallest) example studied is a 128,000 (2000) atom nanotube for which ~330,000 (~5600) eigenvalues and eigenfunctions are obtained in ~190 (~5) seconds when parallelized over 266,144 (16,384) Blue Gene/Q cores. Weak scaling and strong scaling of SIPs are analyzed and the performance of SIPsmore » is compared with other novel methods. Different matrix ordering methods are investigated to reduce the cost of the factorization step, which dominates the time-to-solution at the strong scaling limit. As a result, a parallel implementation of assembling the density matrix from the distributed eigenvectors is demonstrated.« less

Shift-and-invert parallel spectral transformation eigensolver: Massively parallel performance for density-functional based tight-binding

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

Zhang, Hong; Zapol, Peter; Dixon, David A.

The Shift-and-invert parallel spectral transformations (SIPs), a computational approach to solve sparse eigenvalue problems, is developed for massively parallel architectures with exceptional parallel scalability and robustness. The capabilities of SIPs are demonstrated by diagonalization of density-functional based tight-binding (DFTB) Hamiltonian and overlap matrices for single-wall metallic carbon nanotubes, diamond nanowires, and bulk diamond crystals. The largest (smallest) example studied is a 128,000 (2000) atom nanotube for which ~330,000 (~5600) eigenvalues and eigenfunctions are obtained in ~190 (~5) seconds when parallelized over 266,144 (16,384) Blue Gene/Q cores. Weak scaling and strong scaling of SIPs are analyzed and the performance of SIPsmore » is compared with other novel methods. Different matrix ordering methods are investigated to reduce the cost of the factorization step, which dominates the time-to-solution at the strong scaling limit. As a result, a parallel implementation of assembling the density matrix from the distributed eigenvectors is demonstrated.« less

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.

Finite-range Coulomb gas models of banded random matrices and quantum kicked rotors

NASA Astrophysics Data System (ADS)

Pandey, Akhilesh; Kumar, Avanish; Puri, Sanjay

2017-11-01

Dyson demonstrated an equivalence between infinite-range Coulomb gas models and classical random matrix ensembles for the study of eigenvalue statistics. We introduce finite-range Coulomb gas (FRCG) models via a Brownian matrix process, and study them analytically and by Monte Carlo simulations. These models yield new universality classes, and provide a theoretical framework for the study of banded random matrices (BRMs) and quantum kicked rotors (QKRs). We demonstrate that, for a BRM of bandwidth b and a QKR of chaos parameter α , the appropriate FRCG model has the effective range d =b2/N =α2/N , for large N matrix dimensionality. As d increases, there is a transition from Poisson to classical random matrix statistics.

Finite-range Coulomb gas models of banded random matrices and quantum kicked rotors.

PubMed

Pandey, Akhilesh; Kumar, Avanish; Puri, Sanjay

2017-11-01

Dyson demonstrated an equivalence between infinite-range Coulomb gas models and classical random matrix ensembles for the study of eigenvalue statistics. We introduce finite-range Coulomb gas (FRCG) models via a Brownian matrix process, and study them analytically and by Monte Carlo simulations. These models yield new universality classes, and provide a theoretical framework for the study of banded random matrices (BRMs) and quantum kicked rotors (QKRs). We demonstrate that, for a BRM of bandwidth b and a QKR of chaos parameter α, the appropriate FRCG model has the effective range d=b^{2}/N=α^{2}/N, for large N matrix dimensionality. As d increases, there is a transition from Poisson to classical random matrix statistics.

Burst of virus infection and a possibly largest epidemic threshold of non-Markovian susceptible-infected-susceptible processes on networks

NASA Astrophysics Data System (ADS)

Liu, Qiang; Van Mieghem, Piet

2018-02-01

Since a real epidemic process is not necessarily Markovian, the epidemic threshold obtained under the Markovian assumption may be not realistic. To understand general non-Markovian epidemic processes on networks, we study the Weibullian susceptible-infected-susceptible (SIS) process in which the infection process is a renewal process with a Weibull time distribution. We find that, if the infection rate exceeds 1 /ln(λ1+1 ) , where λ1 is the largest eigenvalue of the network's adjacency matrix, then the infection will persist on the network under the mean-field approximation. Thus, 1 /ln(λ1+1 ) is possibly the largest epidemic threshold for a general non-Markovian SIS process with a Poisson curing process under the mean-field approximation. Furthermore, non-Markovian SIS processes may result in a multimodal prevalence. As a byproduct, we show that a limiting Weibullian SIS process has the potential to model bursts of a synchronized infection.

Transitions in eigenvalue and wavefunction structure in (1+2) -body random matrix ensembles with spin.

PubMed

Vyas, Manan; Kota, V K B; Chavda, N D

2010-03-01

Finite interacting Fermi systems with a mean-field and a chaos generating two-body interaction are modeled by one plus two-body embedded Gaussian orthogonal ensemble of random matrices with spin degree of freedom [called EGOE(1+2)-s]. Numerical calculations are used to demonstrate that, as lambda , the strength of the interaction (measured in the units of the average spacing of the single-particle levels defining the mean-field), increases, generically there is Poisson to GOE transition in level fluctuations, Breit-Wigner to Gaussian transition in strength functions (also called local density of states) and also a duality region where information entropy will be the same in both the mean-field and interaction defined basis. Spin dependence of the transition points lambda_{c} , lambdaF, and lambdad , respectively, is described using the propagator for the spectral variances and the formula for the propagator is derived. We further establish that the duality region corresponds to a region of thermalization. For this purpose we compared the single-particle entropy defined by the occupancies of the single-particle orbitals with thermodynamic entropy and information entropy for various lambda values and they are very close to each other at lambda=lambdad.

Kalman filter data assimilation: targeting observations and parameter estimation.

PubMed

Bellsky, Thomas; Kostelich, Eric J; Mahalov, Alex

2014-06-01

This paper studies the effect of targeted observations on state and parameter estimates determined with Kalman filter data assimilation (DA) techniques. We first provide an analytical result demonstrating that targeting observations within the Kalman filter for a linear model can significantly reduce state estimation error as opposed to fixed or randomly located observations. We next conduct observing system simulation experiments for a chaotic model of meteorological interest, where we demonstrate that the local ensemble transform Kalman filter (LETKF) with targeted observations based on largest ensemble variance is skillful in providing more accurate state estimates than the LETKF with randomly located observations. Additionally, we find that a hybrid ensemble Kalman filter parameter estimation method accurately updates model parameters within the targeted observation context to further improve state estimation.

Kalman filter data assimilation: Targeting observations and parameter estimation

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

Bellsky, Thomas, E-mail: bellskyt@asu.edu; Kostelich, Eric J.; Mahalov, Alex

2014-06-15

This paper studies the effect of targeted observations on state and parameter estimates determined with Kalman filter data assimilation (DA) techniques. We first provide an analytical result demonstrating that targeting observations within the Kalman filter for a linear model can significantly reduce state estimation error as opposed to fixed or randomly located observations. We next conduct observing system simulation experiments for a chaotic model of meteorological interest, where we demonstrate that the local ensemble transform Kalman filter (LETKF) with targeted observations based on largest ensemble variance is skillful in providing more accurate state estimates than the LETKF with randomly locatedmore » observations. Additionally, we find that a hybrid ensemble Kalman filter parameter estimation method accurately updates model parameters within the targeted observation context to further improve state estimation.« less

Improving the accuracy of flood forecasting with transpositions of ensemble NWP rainfall fields considering orographic effects

NASA Astrophysics Data System (ADS)

Yu, Wansik; Nakakita, Eiichi; Kim, Sunmin; Yamaguchi, Kosei

2016-08-01

The use of meteorological ensembles to produce sets of hydrological predictions increased the capability to issue flood warnings. However, space scale of the hydrological domain is still much finer than meteorological model, and NWP models have challenges with displacement. The main objective of this study to enhance the transposition method proposed in Yu et al. (2014) and to suggest the post-processing ensemble flood forecasting method for the real-time updating and the accuracy improvement of flood forecasts that considers the separation of the orographic rainfall and the correction of misplaced rain distributions using additional ensemble information through the transposition of rain distributions. In the first step of the proposed method, ensemble forecast rainfalls from a numerical weather prediction (NWP) model are separated into orographic and non-orographic rainfall fields using atmospheric variables and the extraction of topographic effect. Then the non-orographic rainfall fields are examined by the transposition scheme to produce additional ensemble information and new ensemble NWP rainfall fields are calculated by recombining the transposition results of non-orographic rain fields with separated orographic rainfall fields for a generation of place-corrected ensemble information. Then, the additional ensemble information is applied into a hydrologic model for post-flood forecasting with a 6-h interval. The newly proposed method has a clear advantage to improve the accuracy of mean value of ensemble flood forecasting. Our study is carried out and verified using the largest flood event by typhoon 'Talas' of 2011 over the two catchments, which are Futatsuno (356.1 km2) and Nanairo (182.1 km2) dam catchments of Shingu river basin (2360 km2), which is located in the Kii peninsula, Japan.

Graph Theory Meets Ab Initio Molecular Dynamics: Atomic Structures and Transformations at the Nanoscale

NASA Astrophysics Data System (ADS)

Pietrucci, Fabio; Andreoni, Wanda

2011-08-01

Social permutation invariant coordinates are introduced describing the bond network around a given atom. They originate from the largest eigenvalue and the corresponding eigenvector of the contact matrix, are invariant under permutation of identical atoms, and bear a clear signature of an order-disorder transition. Once combined with ab initio metadynamics, these coordinates are shown to be a powerful tool for the discovery of low-energy isomers of molecules and nanoclusters as well as for a blind exploration of isomerization, association, and dissociation reactions.

Lone pairs: an electrostatic viewpoint.

PubMed

Kumar, Anmol; Gadre, Shridhar R; Mohan, Neetha; Suresh, Cherumuttathu H

2014-01-16

A clear-cut definition of lone pairs has been offered in terms of characteristics of minima in molecular electrostatic potential (MESP). The largest eigenvalue and corresponding eigenvector of the Hessian at the minima are shown to distinguish lone pair regions from the other types of electron localization (such as π bonds). A comparative study of lone pairs as depicted by various other scalar fields such as the Laplacian of electron density and electron localization function is made. Further, an attempt has been made to generalize the definition of lone pairs to the case of cations.

Estimation and Control with Relative Measurements: Algorithms and Scaling Laws

DTIC Science & Technology

2007-09-01

eigenvector of L −1 corre- sponding to its largest eigenvalue. Since L−1 is a positive matrix, Perron - Frobenius theory tells us that |u1| := {|u11...the Frobenius norm of a matrix, and a linear vector space SV as the space of all bounded node-functions with respect to the above defined 144 norm...je‖2F where Eu is the set edges in E that are incident on u. It can be shown from the relationship between the Frobenius norm and the singular

Optimal port-based teleportation

NASA Astrophysics Data System (ADS)

Mozrzymas, Marek; Studziński, Michał; Strelchuk, Sergii; Horodecki, Michał

2018-05-01

Deterministic port-based teleportation (dPBT) protocol is a scheme where a quantum state is guaranteed to be transferred to another system without unitary correction. We characterise the best achievable performance of the dPBT when both the resource state and the measurement is optimised. Surprisingly, the best possible fidelity for an arbitrary number of ports and dimension of the teleported state is given by the largest eigenvalue of a particular matrix—Teleportation Matrix. It encodes the relationship between a certain set of Young diagrams and emerges as the optimal solution to the relevant semidefinite programme.

General Criterion for Harmonicity

NASA Astrophysics Data System (ADS)

Proesmans, Karel; Vandebroek, Hans; Van den Broeck, Christian

2017-10-01

Inspired by Kubo-Anderson Markov processes, we introduce a new class of transfer matrices whose largest eigenvalue is determined by a simple explicit algebraic equation. Applications include the free energy calculation for various equilibrium systems and a general criterion for perfect harmonicity, i.e., a free energy that is exactly quadratic in the external field. As an illustration, we construct a "perfect spring," namely, a polymer with non-Gaussian, exponentially distributed subunits which, nevertheless, remains harmonic until it is fully stretched. This surprising discovery is confirmed by Monte Carlo and Langevin simulations.

Anderson Localization in Quark-Gluon Plasma

NASA Astrophysics Data System (ADS)

Kovács, Tamás G.; Pittler, Ferenc

2010-11-01

At low temperature the low end of the QCD Dirac spectrum is well described by chiral random matrix theory. In contrast, at high temperature there is no similar statistical description of the spectrum. We show that at high temperature the lowest part of the spectrum consists of a band of statistically uncorrelated eigenvalues obeying essentially Poisson statistics and the corresponding eigenvectors are extremely localized. Going up in the spectrum the spectral density rapidly increases and the eigenvectors become more and more delocalized. At the same time the spectral statistics gradually crosses over to the bulk statistics expected from the corresponding random matrix ensemble. This phenomenon is reminiscent of Anderson localization in disordered conductors. Our findings are based on staggered Dirac spectra in quenched lattice simulations with the SU(2) gauge group.

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.

IONIZATION EQUILIBRIUM TIMESCALES IN COLLISIONAL PLASMAS

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

Smith, Randall K.; Hughes, John P., E-mail: rsmith@cfa.harvard.ed, E-mail: jph@physics.rutgers.ed

2010-07-20

Astrophysical shocks or bursts from a photoionizing source can disturb the typical collisional plasma found in galactic interstellar media or the intergalactic medium. The spectrum emitted by this plasma contains diagnostics that have been used to determine the time since the disturbing event, although this determination becomes uncertain as the elements in the plasma return to ionization equilibrium. A general solution for the equilibrium timescale for each element arises from the elegant eigenvector method of solution to the problem of a non-equilibrium plasma described by Masai and Hughes and Helfand. In general, the ionization evolution of an element Z inmore » a constant electron temperature plasma is given by a coupled set of Z + 1 first-order differential equations. However, they can be recast as Z uncoupled first-order differential equations using an eigenvector basis for the system. The solution is then Z separate exponential functions, with the time constants given by the eigenvalues of the rate matrix. The smallest of these eigenvalues gives the scale of the slowest return to equilibrium independent of the initial conditions, while conversely the largest eigenvalue is the scale of the fastest change in the ion population. These results hold for an ionizing plasma, a recombining plasma, or even a plasma with random initial conditions, and will allow users of these diagnostics to determine directly if their best-fit result significantly limits the timescale since a disturbance or is so close to equilibrium as to include an arbitrarily long time.« less

Modulating RNA Alignment Using Directional Dynamic Kinks: Application in Determining an Atomic-Resolution Ensemble for a Hairpin using NMR Residual Dipolar Couplings.

PubMed

Salmon, Loïc; Giambaşu, George M; Nikolova, Evgenia N; Petzold, Katja; Bhattacharya, Akash; Case, David A; Al-Hashimi, Hashim M

2015-10-14

Approaches that combine experimental data and computational molecular dynamics (MD) to determine atomic resolution ensembles of biomolecules require the measurement of abundant experimental data. NMR residual dipolar couplings (RDCs) carry rich dynamics information, however, difficulties in modulating overall alignment of nucleic acids have limited the ability to fully extract this information. We present a strategy for modulating RNA alignment that is based on introducing variable dynamic kinks in terminal helices. With this strategy, we measured seven sets of RDCs in a cUUCGg apical loop and used this rich data set to test the accuracy of an 0.8 μs MD simulation computed using the Amber ff10 force field as well as to determine an atomic resolution ensemble. The MD-generated ensemble quantitatively reproduces the measured RDCs, but selection of a sub-ensemble was required to satisfy the RDCs within error. The largest discrepancies between the RDC-selected and MD-generated ensembles are observed for the most flexible loop residues and backbone angles connecting the loop to the helix, with the RDC-selected ensemble resulting in more uniform dynamics. Comparison of the RDC-selected ensemble with NMR spin relaxation data suggests that the dynamics occurs on the ps-ns time scales as verified by measurements of R(1ρ) relaxation-dispersion data. The RDC-satisfying ensemble samples many conformations adopted by the hairpin in crystal structures indicating that intrinsic plasticity may play important roles in conformational adaptation. The approach presented here can be applied to test nucleic acid force fields and to characterize dynamics in diverse RNA motifs at atomic resolution.

Effect of Data Assimilation Parameters on The Optimized Surface CO2 Flux in Asia

NASA Astrophysics Data System (ADS)

Kim, Hyunjung; Kim, Hyun Mee; Kim, Jinwoong; Cho, Chun-Ho

2018-02-01

In this study, CarbonTracker, an inverse modeling system based on the ensemble Kalman filter, was used to evaluate the effects of data assimilation parameters (assimilation window length and ensemble size) on the estimation of surface CO2 fluxes in Asia. Several experiments with different parameters were conducted, and the results were verified using CO2 concentration observations. The assimilation window lengths tested were 3, 5, 7, and 10 weeks, and the ensemble sizes were 100, 150, and 300. Therefore, a total of 12 experiments using combinations of these parameters were conducted. The experimental period was from January 2006 to December 2009. Differences between the optimized surface CO2 fluxes of the experiments were largest in the Eurasian Boreal (EB) area, followed by Eurasian Temperate (ET) and Tropical Asia (TA), and were larger in boreal summer than in boreal winter. The effect of ensemble size on the optimized biosphere flux is larger than the effect of the assimilation window length in Asia, but the importance of them varies in specific regions in Asia. The optimized biosphere flux was more sensitive to the assimilation window length in EB, whereas it was sensitive to the ensemble size as well as the assimilation window length in ET. The larger the ensemble size and the shorter the assimilation window length, the larger the uncertainty (i.e., spread of ensemble) of optimized surface CO2 fluxes. The 10-week assimilation window and 300 ensemble size were the optimal configuration for CarbonTracker in the Asian region based on several verifications using CO2 concentration measurements.

Systemic risk and spatiotemporal dynamics of the US housing market

PubMed Central

Meng, Hao; Xie, Wen-Jie; Jiang, Zhi-Qiang; Podobnik, Boris; Zhou, Wei-Xing; Stanley, H. Eugene

2014-01-01

Housing markets play a crucial role in economies and the collapse of a real-estate bubble usually destabilizes the financial system and causes economic recessions. We investigate the systemic risk and spatiotemporal dynamics of the US housing market (1975–2011) at the state level based on the Random Matrix Theory (RMT). We identify richer economic information in the largest eigenvalues deviating from RMT predictions for the housing market than for stock markets and find that the component signs of the eigenvectors contain either geographical information or the extent of differences in house price growth rates or both. By looking at the evolution of different quantities such as eigenvalues and eigenvectors, we find that the US housing market experienced six different regimes, which is consistent with the evolution of state clusters identified by the box clustering algorithm and the consensus clustering algorithm on the partial correlation matrices. We find that dramatic increases in the systemic risk are usually accompanied by regime shifts, which provide a means of early detection of housing bubbles. PMID:24413626

Application of vector-valued rational approximations to the matrix eigenvalue problem and connections with Krylov subspace methods

NASA Technical Reports Server (NTRS)

Sidi, Avram

1992-01-01

Let F(z) be a vectored-valued function F: C approaches C sup N, which is analytic at z=0 and meromorphic in a neighborhood of z=0, and let its Maclaurin series be given. We use vector-valued rational approximation procedures for F(z) that are based on its Maclaurin series in conjunction with power iterations to develop bona fide generalizations of the power method for an arbitrary N X N matrix that may be diagonalizable or not. These generalizations can be used to obtain simultaneously several of the largest distinct eigenvalues and the corresponding invariant subspaces, and present a detailed convergence theory for them. In addition, it is shown that the generalized power methods of this work are equivalent to some Krylov subspace methods, among them the methods of Arnoldi and Lanczos. Thus, the theory provides a set of completely new results and constructions for these Krylov subspace methods. This theory suggests at the same time a new mode of usage for these Krylov subspace methods that were observed to possess computational advantages over their common mode of usage.

Analysis of cross-correlations between financial markets after the 2008 crisis

NASA Astrophysics Data System (ADS)

Sensoy, A.; Yuksel, S.; Erturk, M.

2013-10-01

We analyze the cross-correlation matrix C of the index returns of the main financial markets after the 2008 crisis using methods of random matrix theory. We test the eigenvalues of C for universal properties of random matrices and find that the majority of the cross-correlation coefficients arise from randomness. We show that the eigenvector of the largest deviating eigenvalue of C represents a global market itself. We reveal that high volatility of financial markets is observed at the same times with high correlations between them which lowers the risk diversification potential even if one constructs a widely internationally diversified portfolio of stocks. We identify and compare the connection and cluster structure of markets before and after the crisis using minimal spanning and ultrametric hierarchical trees. We find that after the crisis, the co-movement degree of the markets increases. We also highlight the key financial markets of pre and post crisis using main centrality measures and analyze the changes. We repeat the study using rank correlation and compare the differences. Further implications are discussed.

Correlation of financial markets in times of crisis

NASA Astrophysics Data System (ADS)

Sandoval, Leonidas; Franca, Italo De Paula

2012-01-01

Using the eigenvalues and eigenvectors of correlations matrices of some of the main financial market indices in the world, we show that high volatility of markets is directly linked with strong correlations between them. This means that markets tend to behave as one during great crashes. In order to do so, we investigate financial market crises that occurred in the years 1987 (Black Monday), 1998 (Russian crisis), 2001 (Burst of the dot-com bubble and September 11), and 2008 (Subprime Mortgage Crisis), which mark some of the largest downturns of financial markets in the last three decades.

Portfolios and the market geometry

NASA Astrophysics Data System (ADS)

Eleutério, Samuel; Araújo, Tanya; Vilela Mendes, R.

2014-09-01

A geometric analysis of return time series, performed in the past, implied that most of the systematic information in the market is contained in a space of small dimension. Here we have explored subspaces of this space to find out the relative performance of portfolios formed from companies that have the largest projections in each one of the subspaces. As expected, it was found that the best performance portfolios are associated with some of the small eigenvalue subspaces and not to the dominant dimensions. This is found to occur in a systematic fashion over an extended period (1990-2008).

Rare-event statistics and modular invariance

NASA Astrophysics Data System (ADS)

Nechaev, S. K.; Polovnikov, K.

2018-01-01

Simple geometric arguments based on constructing the Euclid orchard are presented, which explain the equivalence of various types of distributions that result from rare-event statistics. In particular, the spectral density of the exponentially weighted ensemble of linear polymer chains is examined for its number-theoretic properties. It can be shown that the eigenvalue statistics of the corresponding adjacency matrices in the sparse regime show a peculiar hierarchical structure and are described by the popcorn (Thomae) function discontinuous in the dense set of rational numbers. Moreover, the spectral edge density distribution exhibits Lifshitz tails, reminiscent of 1D Anderson localization. Finally, a continuous approximation for the popcorn function is suggested based on the Dedekind η-function, and the hierarchical ultrametric structure of the popcorn-like distributions is demonstrated to be related to hidden SL(2,Z) modular symmetry.

Quantum Adiabatic Optimization and Combinatorial Landscapes

NASA Technical Reports Server (NTRS)

Smelyanskiy, V. N.; Knysh, S.; Morris, R. D.

2003-01-01

In this paper we analyze the performance of the Quantum Adiabatic Evolution (QAE) algorithm on a variant of Satisfiability problem for an ensemble of random graphs parametrized by the ratio of clauses to variables, gamma = M / N. We introduce a set of macroscopic parameters (landscapes) and put forward an ansatz of universality for random bit flips. We then formulate the problem of finding the smallest eigenvalue and the excitation gap as a statistical mechanics problem. We use the so-called annealing approximation with a refinement that a finite set of macroscopic variables (verses only energy) is used, and are able to show the existence of a dynamic threshold gamma = gammad, beyond which QAE should take an exponentially long time to find a solution. We compare the results for extended and simplified sets of landscapes and provide numerical evidence in support of our universality ansatz.

Eigenvalue and eigenvector sensitivity and approximate analysis for repeated eigenvalue problems

NASA Technical Reports Server (NTRS)

Hou, Gene J. W.; Kenny, Sean P.

1991-01-01

A set of computationally efficient equations for eigenvalue and eigenvector sensitivity analysis are derived, and a method for eigenvalue and eigenvector approximate analysis in the presence of repeated eigenvalues is presented. The method developed for approximate analysis involves a reparamaterization of the multivariable structural eigenvalue problem in terms of a single positive-valued parameter. The resulting equations yield first-order approximations of changes in both the eigenvalues and eigenvectors associated with the repeated eigenvalue problem. Examples are given to demonstrate the application of such equations for sensitivity and approximate analysis.

Nonlinear consolidation in randomly heterogeneous highly compressible aquitards

NASA Astrophysics Data System (ADS)

Zapata-Norberto, Berenice; Morales-Casique, Eric; Herrera, Graciela S.

2018-05-01

Severe land subsidence due to groundwater extraction may occur in multiaquifer systems where highly compressible aquitards are present. The highly compressible nature of the aquitards leads to nonlinear consolidation where the groundwater flow parameters are stress-dependent. The case is further complicated by the heterogeneity of the hydrogeologic and geotechnical properties of the aquitards. The effect of realistic vertical heterogeneity of hydrogeologic and geotechnical parameters on the consolidation of highly compressible aquitards is investigated by means of one-dimensional Monte Carlo numerical simulations where the lower boundary represents the effect of an instant drop in hydraulic head due to groundwater pumping. Two thousand realizations are generated for each of the following parameters: hydraulic conductivity ( K), compression index ( C c), void ratio ( e) and m (an empirical parameter relating hydraulic conductivity and void ratio). The correlation structure, the mean and the variance for each parameter were obtained from a literature review about field studies in the lacustrine sediments of Mexico City. The results indicate that among the parameters considered, random K has the largest effect on the ensemble average behavior of the system when compared to a nonlinear consolidation model with deterministic initial parameters. The deterministic solution underestimates the ensemble average of total settlement when initial K is random. In addition, random K leads to the largest variance (and therefore largest uncertainty) of total settlement, groundwater flux and time to reach steady-state conditions.

On the solution of two-point linear differential eigenvalue problems. [numerical technique with application to Orr-Sommerfeld equation

NASA Technical Reports Server (NTRS)

Antar, B. N.

1976-01-01

A numerical technique is presented for locating the eigenvalues of two point linear differential eigenvalue problems. The technique is designed to search for complex eigenvalues belonging to complex operators. With this method, any domain of the complex eigenvalue plane could be scanned and the eigenvalues within it, if any, located. For an application of the method, the eigenvalues of the Orr-Sommerfeld equation of the plane Poiseuille flow are determined within a specified portion of the c-plane. The eigenvalues for alpha = 1 and R = 10,000 are tabulated and compared for accuracy with existing solutions.

Multi-criterion model ensemble of CMIP5 surface air temperature over China

NASA Astrophysics Data System (ADS)

Yang, Tiantian; Tao, Yumeng; Li, Jingjing; Zhu, Qian; Su, Lu; He, Xiaojia; Zhang, Xiaoming

2018-05-01

The global circulation models (GCMs) are useful tools for simulating climate change, projecting future temperature changes, and therefore, supporting the preparation of national climate adaptation plans. However, different GCMs are not always in agreement with each other over various regions. The reason is that GCMs' configurations, module characteristics, and dynamic forcings vary from one to another. Model ensemble techniques are extensively used to post-process the outputs from GCMs and improve the variability of model outputs. Root-mean-square error (RMSE), correlation coefficient (CC, or R) and uncertainty are commonly used statistics for evaluating the performances of GCMs. However, the simultaneous achievements of all satisfactory statistics cannot be guaranteed in using many model ensemble techniques. In this paper, we propose a multi-model ensemble framework, using a state-of-art evolutionary multi-objective optimization algorithm (termed MOSPD), to evaluate different characteristics of ensemble candidates and to provide comprehensive trade-off information for different model ensemble solutions. A case study of optimizing the surface air temperature (SAT) ensemble solutions over different geographical regions of China is carried out. The data covers from the period of 1900 to 2100, and the projections of SAT are analyzed with regard to three different statistical indices (i.e., RMSE, CC, and uncertainty). Among the derived ensemble solutions, the trade-off information is further analyzed with a robust Pareto front with respect to different statistics. The comparison results over historical period (1900-2005) show that the optimized solutions are superior over that obtained simple model average, as well as any single GCM output. The improvements of statistics are varying for different climatic regions over China. Future projection (2006-2100) with the proposed ensemble method identifies that the largest (smallest) temperature changes will happen in the South Central China (the Inner Mongolia), the North Eastern China (the South Central China), and the North Western China (the South Central China), under RCP 2.6, RCP 4.5, and RCP 8.5 scenarios, respectively.

Noisy covariance matrices and portfolio optimization

NASA Astrophysics Data System (ADS)

Pafka, S.; Kondor, I.

2002-05-01

According to recent findings [#!bouchaud!#,#!stanley!#], empirical covariance matrices deduced from financial return series contain such a high amount of noise that, apart from a few large eigenvalues and the corresponding eigenvectors, their structure can essentially be regarded as random. In [#!bouchaud!#], e.g., it is reported that about 94% of the spectrum of these matrices can be fitted by that of a random matrix drawn from an appropriately chosen ensemble. In view of the fundamental role of covariance matrices in the theory of portfolio optimization as well as in industry-wide risk management practices, we analyze the possible implications of this effect. Simulation experiments with matrices having a structure such as described in [#!bouchaud!#,#!stanley!#] lead us to the conclusion that in the context of the classical portfolio problem (minimizing the portfolio variance under linear constraints) noise has relatively little effect. To leading order the solutions are determined by the stable, large eigenvalues, and the displacement of the solution (measured in variance) due to noise is rather small: depending on the size of the portfolio and on the length of the time series, it is of the order of 5 to 15%. The picture is completely different, however, if we attempt to minimize the variance under non-linear constraints, like those that arise e.g. in the problem of margin accounts or in international capital adequacy regulation. In these problems the presence of noise leads to a serious instability and a high degree of degeneracy of the solutions.

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.

Spectra of English evolving word co-occurrence networks

NASA Astrophysics Data System (ADS)

Liang, Wei

2017-02-01

Spectral analysis is a powerful tool that provides global measures of the network properties. In this paper, 200 English articles are collected. A word co-occurrence network is constructed from each single article (denoted by single network). Furthermore, 5 large English word co-occurrence networks are constructed (denoted by large network). Spectra of their adjacency matrices are computed. The largest eigenvalue, λ1, depends on the network size N and the number of edges E as λ1 ∝N0.66 and λ1 ∝E0.54, respectively. The number of different eigenvalues, Nλ, increase in the manner of Nλ ∝N0.58 and Nλ ∝E0.47. The middle part of the spectral distribution can be fitted by a line with slope - 0.01 in each of the large networks, whereas two segments with the same slope - 0.03 for 0 ≪ N < 260 and - 0.02 for 260 < N < 2800 are needed for the single networks. An "M"-shape distribution appears in each of the spectral densities of the large networks. These and other results can provide useful insight into the structural properties of English linguistic networks.

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.

Reynolds Stress Closure for Inertial Frames and Rotating Frames

NASA Astrophysics Data System (ADS)

Petty, Charles; Benard, Andre

2017-11-01

In a rotating frame-of-reference, the Coriolis acceleration and the mean vorticity field have a profound impact on the redistribution of kinetic energy among the three components of the fluctuating velocity. Consequently, the normalized Reynolds (NR) stress is not objective. Furthermore, because the Reynolds stress is defined as an ensemble average of a product of fluctuating velocity vector fields, its eigenvalues must be non-negative for all turbulent flows. These fundamental properties (realizability and non-objectivity) of the NR-stress cannot be compromised in computational fluid dynamic (CFD) simulations of turbulent flows in either inertial frames or in rotating frames. The recently developed universal realizable anisotropic prestress (URAPS) closure for the NR-stress depends explicitly on the local mean velocity gradient and the Coriolis operator. The URAPS-closure is a significant paradigm shift from turbulent closure models that assume that dyadic-valued operators associated with turbulent fluctuations are objective.

Experimental Study of Quantum Graphs with Microwave Networks

NASA Astrophysics Data System (ADS)

Fu, Ziyuan; Koch, Trystan; Antonsen, Thomas; Ott, Edward; Anlage, Steven; Wave Chaos Team

An experimental setup consisting of microwave networks is used to simulate quantum graphs. The networks are constructed from coaxial cables connected by T junctions. The networks are built for operation both at room temperature and superconducting versions that operate at cryogenic temperatures. In the experiments, a phase shifter is connected to one of the network bonds to generate an ensemble of quantum graphs by varying the phase delay. The eigenvalue spectrum is found from S-parameter measurements on one-port graphs. With the experimental data, the nearest-neighbor spacing statistics and the impedance statistics of the graphs are examined. It is also demonstrated that time-reversal invariance for microwave propagation in the graphs can be broken without increasing dissipation significantly by making nodes with circulators. Random matrix theory (RMT) successfully describes universal statistical properties of the system. We acknowledge support under contract AFOSR COE Grant FA9550-15-1-0171.

From statistics of regular tree-like graphs to distribution function and gyration radius of branched polymers

NASA Astrophysics Data System (ADS)

Grosberg, Alexander Y.; Nechaev, Sergei K.

2015-08-01

We consider flexible branched polymer, with quenched branch structure, and show that its conformational entropy as a function of its gyration radius R, at large R, obeys, in the scaling sense, Δ S˜ {R}2/({a}2L), with a bond length (or Kuhn segment) and L defined as an average spanning distance. We show that this estimate is valid up to at most the logarithmic correction for any tree. We do so by explicitly computing the largest eigenvalues of Kramers matrices for both regular and ‘sparse’ three-branched trees, uncovering on the way their peculiar mathematical properties.

Approximate analysis for repeated eigenvalue problems with applications to controls-structure integrated design

NASA Technical Reports Server (NTRS)

Kenny, Sean P.; Hou, Gene J. W.

1994-01-01

A method for eigenvalue and eigenvector approximate analysis for the case of repeated eigenvalues with distinct first derivatives is presented. The approximate analysis method developed involves a reparameterization of the multivariable structural eigenvalue problem in terms of a single positive-valued parameter. The resulting equations yield first-order approximations to changes in the eigenvalues and the eigenvectors associated with the repeated eigenvalue problem. This work also presents a numerical technique that facilitates the definition of an eigenvector derivative for the case of repeated eigenvalues with repeated eigenvalue derivatives (of all orders). Examples are given which demonstrate the application of such equations for sensitivity and approximate analysis. Emphasis is placed on the application of sensitivity analysis to large-scale structural and controls-structures optimization problems.

Ensemble-based evaluation of extreme water levels for the eastern Baltic Sea

NASA Astrophysics Data System (ADS)

Eelsalu, Maris; Soomere, Tarmo

2016-04-01

The risks and damages associated with coastal flooding that are naturally associated with an increase in the magnitude of extreme storm surges are one of the largest concerns of countries with extensive low-lying nearshore areas. The relevant risks are even more contrast for semi-enclosed water bodies such as the Baltic Sea where subtidal (weekly-scale) variations in the water volume of the sea substantially contribute to the water level and lead to large spreading of projections of future extreme water levels. We explore the options for using large ensembles of projections to more reliably evaluate return periods of extreme water levels. Single projections of the ensemble are constructed by means of fitting several sets of block maxima with various extreme value distributions. The ensemble is based on two simulated data sets produced in the Swedish Meteorological and Hydrological Institute. A hindcast by the Rossby Centre Ocean model is sampled with a resolution of 6 h and a similar hindcast by the circulation model NEMO with a resolution of 1 h. As the annual maxima of water levels in the Baltic Sea are not always uncorrelated, we employ maxima for calendar years and for stormy seasons. As the shape parameter of the Generalised Extreme Value distribution changes its sign and substantially varies in magnitude along the eastern coast of the Baltic Sea, the use of a single distribution for the entire coast is inappropriate. The ensemble involves projections based on the Generalised Extreme Value, Gumbel and Weibull distributions. The parameters of these distributions are evaluated using three different ways: maximum likelihood method and method of moments based on both biased and unbiased estimates. The total number of projections in the ensemble is 40. As some of the resulting estimates contain limited additional information, the members of pairs of projections that are highly correlated are assigned weights 0.6. A comparison of the ensemble-based projection of extreme water levels and their return periods with similar estimates derived from local observations reveals an interesting pattern of match and mismatch. The match is almost perfect in measurement sites where local effects (e.g., wave-induced set-up or local surge in very shallow areas that are not resolved by circulation models) do not contribute to the observed values of water level. There is, however, substantial mismatch between projected and observed extreme values for most of the Estonian coast. The mismatch is largest for sections that are open to high waves and for several bays that are deeply cut into mainland but open for predominant strong wind directions. Detailed quantification of this mismatch eventually makes it possible to develop substantially improved estimates of extreme water levels in sections where local effects considerably contribute into the total water level.

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. .

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

Multimodel ensembles of wheat growth: many models are better than one.

PubMed

Martre, Pierre; Wallach, Daniel; Asseng, Senthold; Ewert, Frank; Jones, James W; Rötter, Reimund P; Boote, Kenneth J; Ruane, Alex C; Thorburn, Peter J; Cammarano, Davide; Hatfield, Jerry L; Rosenzweig, Cynthia; Aggarwal, Pramod K; Angulo, Carlos; Basso, Bruno; Bertuzzi, Patrick; Biernath, Christian; Brisson, Nadine; Challinor, Andrew J; Doltra, Jordi; Gayler, Sebastian; Goldberg, Richie; Grant, Robert F; Heng, Lee; Hooker, Josh; Hunt, Leslie A; Ingwersen, Joachim; Izaurralde, Roberto C; Kersebaum, Kurt Christian; Müller, Christoph; Kumar, Soora Naresh; Nendel, Claas; O'leary, Garry; Olesen, Jørgen E; Osborne, Tom M; Palosuo, Taru; Priesack, Eckart; Ripoche, Dominique; Semenov, Mikhail A; Shcherbak, Iurii; Steduto, Pasquale; Stöckle, Claudio O; Stratonovitch, Pierre; Streck, Thilo; Supit, Iwan; Tao, Fulu; Travasso, Maria; Waha, Katharina; White, Jeffrey W; Wolf, Joost

2015-02-01

Crop models of crop growth are increasingly used to quantify the impact of global changes due to climate or crop management. Therefore, accuracy of simulation results is a major concern. Studies with ensembles of crop models can give valuable information about model accuracy and uncertainty, but such studies are difficult to organize and have only recently begun. We report on the largest ensemble study to date, of 27 wheat models tested in four contrasting locations for their accuracy in simulating multiple crop growth and yield variables. The relative error averaged over models was 24-38% for the different end-of-season variables including grain yield (GY) and grain protein concentration (GPC). There was little relation between error of a model for GY or GPC and error for in-season variables. Thus, most models did not arrive at accurate simulations of GY and GPC by accurately simulating preceding growth dynamics. Ensemble simulations, taking either the mean (e-mean) or median (e-median) of simulated values, gave better estimates than any individual model when all variables were considered. Compared to individual models, e-median ranked first in simulating measured GY and third in GPC. The error of e-mean and e-median declined with an increasing number of ensemble members, with little decrease beyond 10 models. We conclude that multimodel ensembles can be used to create new estimators with improved accuracy and consistency in simulating growth dynamics. We argue that these results are applicable to other crop species, and hypothesize that they apply more generally to ecological system models. © 2014 John Wiley & Sons Ltd.

Multimodel Ensembles of Wheat Growth: More Models are Better than One

NASA Technical Reports Server (NTRS)

Martre, Pierre; Wallach, Daniel; Asseng, Senthold; Ewert, Frank; Jones, James W.; Rotter, Reimund P.; Boote, Kenneth J.; Ruane, Alex C.; Thorburn, Peter J.; Cammarano, Davide;

Multimodel Ensembles of Wheat Growth: Many Models are Better than One

NASA Technical Reports Server (NTRS)

Martre, Pierre; Wallach, Daniel; Asseng, Senthold; Ewert, Frank; Jones, James W.; Rotter, Reimund P.; Boote, Kenneth J.; Ruane, Alexander C.; Thorburn, Peter J.; Cammarano, Davide;

Analysis of randomly shaped puzzle-fragment-particles via their chord length distribution

NASA Astrophysics Data System (ADS)

Gille, Wilfried

2012-12-01

The chord length distribution (CLD) of an ensemble (E) of homogeneous, hard, compact, randomly shaped fragment particles Fi is studied. The practical problem whether such Fi can fit together like the pieces of a puzzle can be solved, based on the experimental information involved in a small-angle scattering (SAS) experiment. The sample material of such an experiment is the isotropic particle ensemble E, consisting of many separate Fi. Let L0 be the maximum diameter of the largest piece (of the largest Fi). The one by one investigation of F1, F2, F3 ... in a quasi-diluted arrangement (or in the separate state) yields the characteristic scattering pattern of E. This pattern fixes the mean CLD of the Fi. The approach is based on the construction of a 50 % volume fraction model from the Fi given. A fitting function Φ1/2(r,L0),(0≤r≪L0), has been introduced (limiting case r→0+). If Φ1/2(0+,2ṡL0) = 1, the origin of the Fi is a destroyed mosaic. 'Dead Leaves' mosaics are a special case of the approach. Hereby, Φ1/2(r)⇒Φ(r,L0).

A global perspective of the limits of prediction skill based on the ECMWF ensemble

NASA Astrophysics Data System (ADS)

Zagar, Nedjeljka

2016-04-01

In this talk presents a new model of the global forecast error growth applied to the forecast errors simulated by the ensemble prediction system (ENS) of the ECMWF. The proxy for forecast errors is the total spread of the ECMWF operational ensemble forecasts obtained by the decomposition of the wind and geopotential fields in the normal-mode functions. In this way, the ensemble spread can be quantified separately for the balanced and inertio-gravity (IG) modes for every forecast range. Ensemble reliability is defined for the balanced and IG modes comparing the ensemble spread with the control analysis in each scale. The results show that initial uncertainties in the ECMWF ENS are largest in the tropical large-scale modes and their spatial distribution is similar to the distribution of the short-range forecast errors. Initially the ensemble spread grows most in the smallest scales and in the synoptic range of the IG modes but the overall growth is dominated by the increase of spread in balanced modes in synoptic and planetary scales in the midlatitudes. During the forecasts, the distribution of spread in the balanced and IG modes grows towards the climatological spread distribution characteristic of the analyses. The ENS system is found to be somewhat under-dispersive which is associated with the lack of tropical variability, primarily the Kelvin waves. The new model of the forecast error growth has three fitting parameters to parameterize the initial fast growth and a more slow exponential error growth later on. The asymptotic values of forecast errors are independent of the exponential growth rate. It is found that the asymptotic values of the errors due to unbalanced dynamics are around 10 days while the balanced and total errors saturate in 3 to 4 weeks. Reference: Žagar, N., R. Buizza, and J. Tribbia, 2015: A three-dimensional multivariate modal analysis of atmospheric predictability with application to the ECMWF ensemble. J. Atmos. Sci., 72, 4423-4444.

Assessment of Surface Air Temperature over China Using Multi-criterion Model Ensemble Framework

NASA Astrophysics Data System (ADS)

Li, J.; Zhu, Q.; Su, L.; He, X.; Zhang, X.

2017-12-01

The General Circulation Models (GCMs) are designed to simulate the present climate and project future trends. It has been noticed that the performances of GCMs are not always in agreement with each other over different regions. Model ensemble techniques have been developed to post-process the GCMs' outputs and improve their prediction reliabilities. To evaluate the performances of GCMs, root-mean-square error, correlation coefficient, and uncertainty are commonly used statistical measures. However, the simultaneous achievements of these satisfactory statistics cannot be guaranteed when using many model ensemble techniques. Meanwhile, uncertainties and future scenarios are critical for Water-Energy management and operation. In this study, a new multi-model ensemble framework was proposed. It uses a state-of-art evolutionary multi-objective optimization algorithm, termed Multi-Objective Complex Evolution Global Optimization with Principle Component Analysis and Crowding Distance (MOSPD), to derive optimal GCM ensembles and demonstrate the trade-offs among various solutions. Such trade-off information was further analyzed with a robust Pareto front with respect to different statistical measures. A case study was conducted to optimize the surface air temperature (SAT) ensemble solutions over seven geographical regions of China for the historical period (1900-2005) and future projection (2006-2100). The results showed that the ensemble solutions derived with MOSPD algorithm are superior over the simple model average and any single model output during the historical simulation period. For the future prediction, the proposed ensemble framework identified that the largest SAT change would occur in the South Central China under RCP 2.6 scenario, North Eastern China under RCP 4.5 scenario, and North Western China under RCP 8.5 scenario, while the smallest SAT change would occur in the Inner Mongolia under RCP 2.6 scenario, South Central China under RCP 4.5 scenario, and South Central China under RCP 8.5 scenario.

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.

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

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.

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.

Systematic study of anharmonic features in a principal component analysis of gramicidin A.

PubMed

Kurylowicz, Martin; Yu, Ching-Hsing; Pomès, Régis

2010-02-03

We use principal component analysis (PCA) to detect functionally interesting collective motions in molecular-dynamics simulations of membrane-bound gramicidin A. We examine the statistical and structural properties of all PCA eigenvectors and eigenvalues for the backbone and side-chain atoms. All eigenvalue spectra show two distinct power-law scaling regimes, quantitatively separating large from small covariance motions. Time trajectories of the largest PCs converge to Gaussian distributions at long timescales, but groups of small-covariance PCs, which are usually ignored as noise, have subdiffusive distributions. These non-Gaussian distributions imply anharmonic motions on the free-energy surface. We characterize the anharmonic components of motion by analyzing the mean-square displacement for all PCs. The subdiffusive components reveal picosecond-scale oscillations in the mean-square displacement at frequencies consistent with infrared measurements. In this regime, the slowest backbone mode exhibits tilting of the peptide planes, which allows carbonyl oxygen atoms to provide surrogate solvation for water and cation transport in the channel lumen. Higher-frequency modes are also apparent, and we describe their vibrational spectra. Our findings expand the utility of PCA for quantifying the essential features of motion on the anharmonic free-energy surface made accessible by atomistic molecular-dynamics simulations. Copyright (c) 2010 Biophysical Society. Published by Elsevier Inc. All rights reserved.

Computationally robust and noise resistant numerical detector for the detection of atmospheric infrasound.

PubMed

Lee, Dong-Chang; Olson, John V; Szuberla, Curt A L

2013-07-01

This work reports on a performance study of two numerical detectors that are particularly useful for infrasound arrays operating under windy conditions. The sum of squares of variance ratios (SSVR1)-proposed for detecting signals with frequency ranging from 1 to 10 Hz-is computed by taking the ratio of the squared sum of eigenvalues to the square of largest eigenvalue of the covariance matrix of the power spectrum. For signals with lower frequency between 0.015 and 0.1 Hz, SSVR2 is developed to reduce the detector's sensitivity to noise. The detectors' performances are graphically compared against the current method, the mean of cross correlation maxima (MCCM), using the receiver operating characteristics curves and three types of atmospheric infrasound, corrupted by Gaussian and Pink noise. The MCCM and SSVR2 detectors were also used to detect microbaroms from the 24 h-long infrasound data. It was found that the two detectors outperform the MCCM detector in both sensitivity and computational efficiency. For mine blasts corrupted by Pink noise (signal-to-noise ratio = -7 dB), the MCCM and SSVR1 detectors yield 62 and 88 % true positives when accepting 20% false positives. For an eight-sensor array, the speed gain is approximately eleven-fold for a 50 s long signal.

Finite GUE Distribution with Cut-Off at a Shock

NASA Astrophysics Data System (ADS)

Ferrari, P. L.

2018-03-01

We consider the totally asymmetric simple exclusion process with initial conditions generating a shock. The fluctuations of particle positions are asymptotically governed by the randomness around the two characteristic lines joining at the shock. Unlike in previous papers, we describe the correlation in space-time without employing the mapping to the last passage percolation, which fails to exists already for the partially asymmetric model. We then consider a special case, where the asymptotic distribution is a cut-off of the distribution of the largest eigenvalue of a finite GUE matrix. Finally we discuss the strength of the probabilistic and physically motivated approach and compare it with the mathematical difficulties of a direct computation.

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.

Fidelity under isospectral perturbations: a random matrix study

NASA Astrophysics Data System (ADS)

Leyvraz, F.; García, A.; Kohler, H.; Seligman, T. H.

2013-07-01

The set of Hamiltonians generated by all unitary transformations from a single Hamiltonian is the largest set of isospectral Hamiltonians we can form. Taking advantage of the fact that the unitary group can be generated from Hermitian matrices we can take the ones generated by the Gaussian unitary ensemble with a small parameter as small perturbations. Similarly, the transformations generated by Hermitian antisymmetric matrices from orthogonal matrices form isospectral transformations among symmetric matrices. Based on this concept we can obtain the fidelity decay of a system that decays under a random isospectral perturbation with well-defined properties regarding time-reversal invariance. If we choose the Hamiltonian itself also from a classical random matrix ensemble, then we obtain solutions in terms of form factors in the limit of large matrices.

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.

Weighted projected networks: mapping hypergraphs to networks.

PubMed

López, Eduardo

2013-05-01

Many natural, technological, and social systems incorporate multiway interactions, yet are characterized and measured on the basis of weighted pairwise interactions. In this article, I propose a family of models in which pairwise interactions originate from multiway interactions, by starting from ensembles of hypergraphs and applying projections that generate ensembles of weighted projected networks. I calculate analytically the statistical properties of weighted projected networks, and suggest ways these could be used beyond theoretical studies. Weighted projected networks typically exhibit weight disorder along links even for very simple generating hypergraph ensembles. Also, as the size of a hypergraph changes, a signature of multiway interaction emerges on the link weights of weighted projected networks that distinguishes them from fundamentally weighted pairwise networks. This signature could be used to search for hidden multiway interactions in weighted network data. I find the percolation threshold and size of the largest component for hypergraphs of arbitrary uniform rank, translate the results into projected networks, and show that the transition is second order. This general approach to network formation has the potential to shed new light on our understanding of weighted networks.

Ocean heat content variability and change in an ensemble of ocean reanalyses

NASA Astrophysics Data System (ADS)

Palmer, M. D.; Roberts, C. D.; Balmaseda, M.; Chang, Y.-S.; Chepurin, G.; Ferry, N.; Fujii, Y.; Good, S. A.; Guinehut, S.; Haines, K.; Hernandez, F.; Köhl, A.; Lee, T.; Martin, M. J.; Masina, S.; Masuda, S.; Peterson, K. A.; Storto, A.; Toyoda, T.; Valdivieso, M.; Vernieres, G.; Wang, O.; Xue, Y.

2017-08-01

Accurate knowledge of the location and magnitude of ocean heat content (OHC) variability and change is essential for understanding the processes that govern decadal variations in surface temperature, quantifying changes in the planetary energy budget, and developing constraints on the transient climate response to external forcings. We present an overview of the temporal and spatial characteristics of OHC variability and change as represented by an ensemble of dynamical and statistical ocean reanalyses (ORAs). Spatial maps of the 0-300 m layer show large regions of the Pacific and Indian Oceans where the interannual variability of the ensemble mean exceeds ensemble spread, indicating that OHC variations are well-constrained by the available observations over the period 1993-2009. At deeper levels, the ORAs are less well-constrained by observations with the largest differences across the ensemble mostly associated with areas of high eddy kinetic energy, such as the Southern Ocean and boundary current regions. Spatial patterns of OHC change for the period 1997-2009 show good agreement in the upper 300 m and are characterized by a strong dipole pattern in the Pacific Ocean. There is less agreement in the patterns of change at deeper levels, potentially linked to differences in the representation of ocean dynamics, such as water mass formation processes. However, the Atlantic and Southern Oceans are regions in which many ORAs show widespread warming below 700 m over the period 1997-2009. Annual time series of global and hemispheric OHC change for 0-700 m show the largest spread for the data sparse Southern Hemisphere and a number of ORAs seem to be subject to large initialization `shock' over the first few years. In agreement with previous studies, a number of ORAs exhibit enhanced ocean heat uptake below 300 and 700 m during the mid-1990s or early 2000s. The ORA ensemble mean (±1 standard deviation) of rolling 5-year trends in full-depth OHC shows a relatively steady heat uptake of approximately 0.9 ± 0.8 W m-2 (expressed relative to Earth's surface area) between 1995 and 2002, which reduces to about 0.2 ± 0.6 W m-2 between 2004 and 2006, in qualitative agreement with recent analysis of Earth's energy imbalance. There is a marked reduction in the ensemble spread of OHC trends below 300 m as the Argo profiling float observations become available in the early 2000s. In general, we suggest that ORAs should be treated with caution when employed to understand past ocean warming trends—especially when considering the deeper ocean where there is little in the way of observational constraints. The current work emphasizes the need to better observe the deep ocean, both for providing observational constraints for future ocean state estimation efforts and also to develop improved models and data assimilation methods.

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.

High northern latitude temperature extremes, 1400-1999

NASA Astrophysics Data System (ADS)

Tingley, M. P.; Huybers, P.; Hughen, K. A.

2009-12-01

There is often an interest in determining which interval features the most extreme value of a reconstructed climate field, such as the warmest year or decade in a temperature reconstruction. Previous approaches to this type of question have not fully accounted for the spatial and temporal covariance in the climate field when assessing the significance of extreme values. Here we present results from applying BARSAT, a new, Bayesian approach to reconstructing climate fields, to a 600 year multiproxy temperature data set that covers land areas between 45N and 85N. The end result of the analysis is an ensemble of spatially and temporally complete realizations of the temperature field, each of which is consistent with the observations and the estimated values of the parameters that define the assumed spatial and temporal covariance functions. In terms of the spatial average temperature, 1990-1999 was the warmest decade in the 1400-1999 interval in each of 2000 ensemble members, while 1995 was the warmest year in 98% of the ensemble members. A similar analysis at each node of a regular 5 degree grid gives insight into the spatial distribution of warm temperatures, and reveals that 1995 was anomalously warm in Eurasia, whereas 1998 featured extreme warmth in North America. In 70% of the ensemble members, 1601 featured the coldest spatial average, indicating that the eruption of Huaynaputina in Peru in 1600 (with a volcanic explosivity index of 6) had a major cooling impact on the high northern latitudes. Repeating this analysis at each node reveals the varying impacts of major volcanic eruptions on the distribution of extreme cooling. Finally, we use the ensemble to investigate extremes in the time evolution of centennial temperature trends, and find that in more than half the ensemble members, the greatest rate of change in the spatial mean time series was a cooling centered at 1600. The largest rate of centennial scale warming, however, occurred in the 20th Century in more than 98% of the ensemble members.

An ensemble-ANFIS based uncertainty assessment model for forecasting multi-scalar standardized precipitation index

NASA Astrophysics Data System (ADS)

Ali, Mumtaz; Deo, Ravinesh C.; Downs, Nathan J.; Maraseni, Tek

2018-07-01

Forecasting drought by means of the World Meteorological Organization-approved Standardized Precipitation Index (SPI) is considered to be a fundamental task to support socio-economic initiatives and effectively mitigating the climate-risk. This study aims to develop a robust drought modelling strategy to forecast multi-scalar SPI in drought-rich regions of Pakistan where statistically significant lagged combinations of antecedent SPI are used to forecast future SPI. With ensemble-Adaptive Neuro Fuzzy Inference System ('ensemble-ANFIS') executed via a 10-fold cross-validation procedure, a model is constructed by randomly partitioned input-target data. Resulting in 10-member ensemble-ANFIS outputs, judged by mean square error and correlation coefficient in the training period, the optimal forecasts are attained by the averaged simulations, and the model is benchmarked with M5 Model Tree and Minimax Probability Machine Regression (MPMR). The results show the proposed ensemble-ANFIS model's preciseness was notably better (in terms of the root mean square and mean absolute error including the Willmott's, Nash-Sutcliffe and Legates McCabe's index) for the 6- and 12- month compared to the 3-month forecasts as verified by the largest error proportions that registered in smallest error band. Applying 10-member simulations, ensemble-ANFIS model was validated for its ability to forecast severity (S), duration (D) and intensity (I) of drought (including the error bound). This enabled uncertainty between multi-models to be rationalized more efficiently, leading to a reduction in forecast error caused by stochasticity in drought behaviours. Through cross-validations at diverse sites, a geographic signature in modelled uncertainties was also calculated. Considering the superiority of ensemble-ANFIS approach and its ability to generate uncertainty-based information, the study advocates the versatility of a multi-model approach for drought-risk forecasting and its prime importance for estimating drought properties over confidence intervals to generate better information for strategic decision-making.

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.

Use of SCALE Continuous-Energy Monte Carlo Tools for Eigenvalue Sensitivity Coefficient Calculations

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

Perfetti, Christopher M; Rearden, Bradley T

2013-01-01

The TSUNAMI code within the SCALE code system makes use of eigenvalue 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 critical systems, and guiding nuclear data adjustment studies. The need to model geometrically complex systems with improved fidelity and the desire to extend TSUNAMI analysis to advanced applications has motivated the development of a methodology for calculating sensitivity coefficients in continuous-energy (CE) Monte Carlo applications. The CLUTCH and Iterated Fission Probability (IFP) eigenvalue sensitivity methods were recently implemented in themore » CE KENO framework to generate the capability for TSUNAMI-3D to perform eigenvalue sensitivity calculations in continuous-energy applications. This work explores the improvements in accuracy that can be gained in eigenvalue and eigenvalue sensitivity calculations through the use of the SCALE CE KENO and CE TSUNAMI continuous-energy Monte Carlo tools as compared to multigroup tools. The CE KENO and CE TSUNAMI tools were used to analyze two difficult models of critical benchmarks, and produced eigenvalue and eigenvalue sensitivity coefficient results that showed a marked improvement in accuracy. The CLUTCH sensitivity method in particular excelled in terms of efficiency and computational memory requirements.« less

Covariance expressions for eigenvalue and eigenvector problems

NASA Astrophysics Data System (ADS)

Liounis, Andrew J.

There are a number of important scientific and engineering problems whose solutions take the form of an eigenvalue--eigenvector problem. Some notable examples include solutions to linear systems of ordinary differential equations, controllability of linear systems, finite element analysis, chemical kinetics, fitting ellipses to noisy data, and optimal estimation of attitude from unit vectors. In many of these problems, having knowledge of the eigenvalue and eigenvector Jacobians is either necessary or is nearly as important as having the solution itself. For instance, Jacobians are necessary to find the uncertainty in a computed eigenvalue or eigenvector estimate. This uncertainty, which is usually represented as a covariance matrix, has been well studied for problems similar to the eigenvalue and eigenvector problem, such as singular value decomposition. There has been substantially less research on the covariance of an optimal estimate originating from an eigenvalue-eigenvector problem. In this thesis we develop two general expressions for the Jacobians of eigenvalues and eigenvectors with respect to the elements of their parent matrix. The expressions developed make use of only the parent matrix and the eigenvalue and eigenvector pair under consideration. In addition, they are applicable to any general matrix (including complex valued matrices, eigenvalues, and eigenvectors) as long as the eigenvalues are simple. Alongside this, we develop expressions that determine the uncertainty in a vector estimate obtained from an eigenvalue-eigenvector problem given the uncertainty of the terms of the matrix. The Jacobian expressions developed are numerically validated with forward finite, differencing and the covariance expressions are validated using Monte Carlo analysis. Finally, the results from this work are used to determine covariance expressions for a variety of estimation problem examples and are also applied to the design of a dynamical system.

Effect of the interconnected network structure on the epidemic threshold.

PubMed

Wang, Huijuan; Li, Qian; D'Agostino, Gregorio; Havlin, Shlomo; Stanley, H Eugene; Van Mieghem, Piet

2013-08-01

Most real-world networks are not isolated. In order to function fully, they are interconnected with other networks, and this interconnection influences their dynamic processes. For example, when the spread of a disease involves two species, the dynamics of the spread within each species (the contact network) differs from that of the spread between the two species (the interconnected network). We model two generic interconnected networks using two adjacency matrices, A and B, in which A is a 2N×2N matrix that depicts the connectivity within each of two networks of size N, and B a 2N×2N matrix that depicts the interconnections between the two. Using an N-intertwined mean-field approximation, we determine that a critical susceptible-infected-susceptible (SIS) epidemic threshold in two interconnected networks is 1/λ(1)(A+αB), where the infection rate is β within each of the two individual networks and αβ in the interconnected links between the two networks and λ(1)(A+αB) is the largest eigenvalue of the matrix A+αB. In order to determine how the epidemic threshold is dependent upon the structure of interconnected networks, we analytically derive λ(1)(A+αB) using a perturbation approximation for small and large α, the lower and upper bound for any α as a function of the adjacency matrix of the two individual networks, and the interconnections between the two and their largest eigenvalues and eigenvectors. We verify these approximation and boundary values for λ(1)(A+αB) using numerical simulations, and determine how component network features affect λ(1)(A+αB). We note that, given two isolated networks G(1) and G(2) with principal eigenvectors x and y, respectively, λ(1)(A+αB) tends to be higher when nodes i and j with a higher eigenvector component product x(i)y(j) are interconnected. This finding suggests essential insights into ways of designing interconnected networks to be robust against epidemics.

Effect of the interconnected network structure on the epidemic threshold

NASA Astrophysics Data System (ADS)

Wang, Huijuan; Li, Qian; D'Agostino, Gregorio; Havlin, Shlomo; Stanley, H. Eugene; Van Mieghem, Piet

2013-08-01

Most real-world networks are not isolated. In order to function fully, they are interconnected with other networks, and this interconnection influences their dynamic processes. For example, when the spread of a disease involves two species, the dynamics of the spread within each species (the contact network) differs from that of the spread between the two species (the interconnected network). We model two generic interconnected networks using two adjacency matrices, A and B, in which A is a 2N×2N matrix that depicts the connectivity within each of two networks of size N, and B a 2N×2N matrix that depicts the interconnections between the two. Using an N-intertwined mean-field approximation, we determine that a critical susceptible-infected-susceptible (SIS) epidemic threshold in two interconnected networks is 1/λ1(A+αB), where the infection rate is β within each of the two individual networks and αβ in the interconnected links between the two networks and λ1(A+αB) is the largest eigenvalue of the matrix A+αB. In order to determine how the epidemic threshold is dependent upon the structure of interconnected networks, we analytically derive λ1(A+αB) using a perturbation approximation for small and large α, the lower and upper bound for any α as a function of the adjacency matrix of the two individual networks, and the interconnections between the two and their largest eigenvalues and eigenvectors. We verify these approximation and boundary values for λ1(A+αB) using numerical simulations, and determine how component network features affect λ1(A+αB). We note that, given two isolated networks G1 and G2 with principal eigenvectors x and y, respectively, λ1(A+αB) tends to be higher when nodes i and j with a higher eigenvector component product xiyj are interconnected. This finding suggests essential insights into ways of designing interconnected networks to be robust against epidemics.

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.

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.

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.

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

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"-…

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.

A Bayesian ensemble data assimilation to constrain model parameters and land-use carbon emissions

NASA Astrophysics Data System (ADS)

Lienert, Sebastian; Joos, Fortunat

2018-05-01

A dynamic global vegetation model (DGVM) is applied in a probabilistic framework and benchmarking system to constrain uncertain model parameters by observations and to quantify carbon emissions from land-use and land-cover change (LULCC). Processes featured in DGVMs include parameters which are prone to substantial uncertainty. To cope with these uncertainties Latin hypercube sampling (LHS) is used to create a 1000-member perturbed parameter ensemble, which is then evaluated with a diverse set of global and spatiotemporally resolved observational constraints. We discuss the performance of the constrained ensemble and use it to formulate a new best-guess version of the model (LPX-Bern v1.4). The observationally constrained ensemble is used to investigate historical emissions due to LULCC (ELUC) and their sensitivity to model parametrization. We find a global ELUC estimate of 158 (108, 211) PgC (median and 90 % confidence interval) between 1800 and 2016. We compare ELUC to other estimates both globally and regionally. Spatial patterns are investigated and estimates of ELUC of the 10 countries with the largest contribution to the flux over the historical period are reported. We consider model versions with and without additional land-use processes (shifting cultivation and wood harvest) and find that the difference in global ELUC is on the same order of magnitude as parameter-induced uncertainty and in some cases could potentially even be offset with appropriate parameter choice.

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.

Optimizing interconnections to maximize the spectral radius of interdependent networks

NASA Astrophysics Data System (ADS)

Chen, Huashan; Zhao, Xiuyan; Liu, Feng; Xu, Shouhuai; Lu, Wenlian

2017-03-01

The spectral radius (i.e., the largest eigenvalue) of the adjacency matrices of complex networks is an important quantity that governs the behavior of many dynamic processes on the networks, such as synchronization and epidemics. Studies in the literature focused on bounding this quantity. In this paper, we investigate how to maximize the spectral radius of interdependent networks by optimally linking k internetwork connections (or interconnections for short). We derive formulas for the estimation of the spectral radius of interdependent networks and employ these results to develop a suite of algorithms that are applicable to different parameter regimes. In particular, a simple algorithm is to link the k nodes with the largest k eigenvector centralities in one network to the node in the other network with a certain property related to both networks. We demonstrate the applicability of our algorithms via extensive simulations. We discuss the physical implications of the results, including how the optimal interconnections can more effectively decrease the threshold of epidemic spreading in the susceptible-infected-susceptible model and the threshold of synchronization of coupled Kuramoto oscillators.

Genuine non-self-averaging and ultraslow convergence in gelation.

PubMed

Cho, Y S; Mazza, M G; Kahng, B; Nagler, J

2016-08-01

In irreversible aggregation processes droplets or polymers of microscopic size successively coalesce until a large cluster of macroscopic scale forms. This gelation transition is widely believed to be self-averaging, meaning that the order parameter (the relative size of the largest connected cluster) attains well-defined values upon ensemble averaging with no sample-to-sample fluctuations in the thermodynamic limit. Here, we report on anomalous gelation transition types. Depending on the growth rate of the largest clusters, the gelation transition can show very diverse patterns as a function of the control parameter, which includes multiple stochastic discontinuous transitions, genuine non-self-averaging and ultraslow convergence of the transition point. Our framework may be helpful in understanding and controlling gelation.

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.

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.

Matrix partitioning and EOF/principal component analysis of Antarctic Sea ice brightness temperatures

NASA Technical Reports Server (NTRS)

Murray, C. W., Jr.; Mueller, J. L.; Zwally, H. J.

1984-01-01

A field of measured anomalies of some physical variable relative to their time averages, is partitioned in either the space domain or the time domain. Eigenvectors and corresponding principal components of the smaller dimensioned covariance matrices associated with the partitioned data sets are calculated independently, then joined to approximate the eigenstructure of the larger covariance matrix associated with the unpartitioned data set. The accuracy of the approximation (fraction of the total variance in the field) and the magnitudes of the largest eigenvalues from the partitioned covariance matrices together determine the number of local EOF's and principal components to be joined by any particular level. The space-time distribution of Nimbus-5 ESMR sea ice measurement is analyzed.

Implementing transmission eigenchannels of disordered media by a binary-control digital micromirror device

NASA Astrophysics Data System (ADS)

Kim, Donggyu; Choi, Wonjun; Kim, Moonseok; Moon, Jungho; Seo, Keumyoung; Ju, Sanghyun; Choi, Wonshik

2014-11-01

We report a method for measuring the transmission matrix of a disordered medium using a binary-control of a digital micromirror device (DMD). With knowledge of the measured transmission matrix, we identified the transmission eigenchannels of the medium. We then used binary control of the DMD to shape the wavefront of incident waves and to experimentally couple light to individual eigenchannels. When the wave was coupled to the eigenchannel with the largest eigenvalue, in particular, we were able to achieve about two times more energy transmission than the mean transmittance of the medium. Our study provides an elaborated use of the DMD as a high-speed wavefront shaping device for controlling the multiple scattering of waves in highly scattering media.

Eigen values in epidemic and other bio-inspired models

NASA Astrophysics Data System (ADS)

Supriatna, A. K.; Anggriani, N.; Carnia, E.; Raihan, A.

2017-08-01

Eigen values and the largest eigen value have special roles in many applications. In this paper we will discuss its role in determining the epidemic threshold in which we can determine if an epidemic will decease or blow out eventually. Some examples and their consequences to controling the epidemic are also discusses. Beside the application in epidemic model, the paper also discusses other example of appication in bio-inspired model, such as the backcross breeding for two age classes of local and exotic goats. Here we give some elaborative examples on the use of previous backcross breeding model. Some future direction on the exploration of the relationship between these eigenvalues to different epidemic models and other bio-inspired models are also presented.

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.

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.

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.

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

Statistics of the epoch of reionization 21-cm signal - I. Power spectrum error-covariance

NASA Astrophysics Data System (ADS)

Mondal, Rajesh; Bharadwaj, Somnath; Majumdar, Suman

2016-02-01

The non-Gaussian nature of the epoch of reionization (EoR) 21-cm signal has a significant impact on the error variance of its power spectrum P(k). We have used a large ensemble of seminumerical simulations and an analytical model to estimate the effect of this non-Gaussianity on the entire error-covariance matrix {C}ij. Our analytical model shows that {C}ij has contributions from two sources. One is the usual variance for a Gaussian random field which scales inversely of the number of modes that goes into the estimation of P(k). The other is the trispectrum of the signal. Using the simulated 21-cm Signal Ensemble, an ensemble of the Randomized Signal and Ensembles of Gaussian Random Ensembles we have quantified the effect of the trispectrum on the error variance {C}II. We find that its relative contribution is comparable to or larger than that of the Gaussian term for the k range 0.3 ≤ k ≤ 1.0 Mpc-1, and can be even ˜200 times larger at k ˜ 5 Mpc-1. We also establish that the off-diagonal terms of {C}ij have statistically significant non-zero values which arise purely from the trispectrum. This further signifies that the error in different k modes are not independent. We find a strong correlation between the errors at large k values (≥0.5 Mpc-1), and a weak correlation between the smallest and largest k values. There is also a small anticorrelation between the errors in the smallest and intermediate k values. These results are relevant for the k range that will be probed by the current and upcoming EoR 21-cm experiments.

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.

Assessment of Multiple Daily Precipitation Statistics in ERA-Interim Driven Med-CORDEX and EURO-CORDEX Experiments Against High Resolution Observations

NASA Astrophysics Data System (ADS)

Coppola, E.; Fantini, A.; Raffaele, F.; Torma, C. Z.; Bacer, S.; Giorgi, F.; Ahrens, B.; Dubois, C.; Sanchez, E.; Verdecchia, M.

2017-12-01

We assess the statistics of different daily precipitation indices in ensembles of Med-CORDEX and EUROCORDEX experiments at high resolution (grid spacing of ˜0.11° , or RCM11) and medium resolution (grid spacing of ˜0.44° , or RCM44) with regional climate models (RCMs) driven by the ERA-Interim reanalysis of observations for the period 1989-2008. The assessment is carried out by comparison with a set of high resolution observation datasets for 9 European subregions. The statistics analyzed include quantitative metrics for mean precipitation, daily precipitation Probability Density Functions (PDFs), daily precipitation intensity, frequency, 95th percentile and 95th percentile of dry spell length. We assess both an ensemble including all Med-CORDEX and EURO-CORDEX models and one including the Med-CORDEX models alone. For the All Models ensembles, the RCM11 one shows a remarkable performance in reproducing the spatial patterns and seasonal cycle of mean precipitation over all regions, with a consistent and marked improvement compared to the RCM44 ensemble and the ERA-Interim reanalysis. A good consistency with observations by the RCM11 ensemble (and a substantial improvement compared to RCM44 and ERA-Interim) is found also for the daily precipitation PDFs, mean intensity and, to a lesser extent, the 95th percentile. In fact, for some regions the RCM11 ensemble overestimates the occurrence of very high intensity events while for one region the models underestimate the occurrence of the largest extremes. The RCM11 ensemble still shows a general tendency to underestimate the dry day frequency and 95th percentile of dry spell length over wetter regions, with only a marginal improvement compared to the lower resolution models. This indicates that the problem of the excessive production of low precipitation events found in many climate models persists also at relatively high resolutions, at least in wet climate regimes. Concerning the Med-CORDEX model ensembles we find that their performance is of similar quality as that of the all-models over the Mediterranean regions analyzed. Finally, we stress the need of consistent and quality checked fine scale observation datasets for the assessment of RCMs run at increasingly high horizontal resolutions.

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.

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.

Regional contribution to variability and trends of global gross primary productivity

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

Chen, Min; Rafique, Rashid; Asrar, Ghassem R.

Terrestrial gross primary productivity (GPP) is the largest component of the global carbon cycle and a key process for understanding land ecosystems dynamics. In this study, we used GPP estimates from a combination of eight global biome models participating in the Inter-Sectoral Impact-Model Intercomparison Project phase 2a (ISIMIP2a), the Moderate Resolution Spectroradiometer (MODIS) GPP product, and a data-driven product (Model Tree Ensemble, MTE) to study the spatiotemporal variability of GPP at the regional and global levels. We found the 2000-2010 total global GPP estimated from the model ensemble to be 117±13 Pg C yr-1 (mean ± 1 standard deviation), whichmore » was higher than MODIS (112 Pg C yr-1), and close to the MTE (120 Pg C yr-1). The spatial patterns of MODIS, MTE and ISIMIP2a GPP generally agree well, but their temporal trends are different, and the seasonality and inter-annual variability of GPP at the regional and global levels are not completely consistent. For the model ensemble, Tropical Latin America contributes the most to global GPP, Asian regions contribute the most to the global GPP trend, the Northern Hemisphere regions dominate the global GPP seasonal variations, and Oceania is likely the largest contributor to inter-annual variability of global GPP. However, we observed large uncertainties across the eight ISIMIP2a models, which are probably due to the differences in the formulation of underlying photosynthetic processes. The results of this study are useful in understanding the contributions of different regions to global GPP and its spatiotemporal variability, how the model- and observational-based GPP estimates differ from each other in time and space, and the relative strength of the eight models. Our results also highlight the models’ ability to capture the seasonality of GPP that are essential for understanding the inter-annual and seasonal variability of GPP as a major component of the carbon cycle.« less

Regional contribution to variability and trends of global gross primary productivity

NASA Astrophysics Data System (ADS)

Chen, Min; Rafique, Rashid; Asrar, Ghassem R.; Bond-Lamberty, Ben; Ciais, Philippe; Zhao, Fang; Reyer, Christopher P. O.; Ostberg, Sebastian; Chang, Jinfeng; Ito, Akihiko; Yang, Jia; Zeng, Ning; Kalnay, Eugenia; West, Tristram; Leng, Guoyong; Francois, Louis; Munhoven, Guy; Henrot, Alexandra; Tian, Hanqin; Pan, Shufen; Nishina, Kazuya; Viovy, Nicolas; Morfopoulos, Catherine; Betts, Richard; Schaphoff, Sibyll; Steinkamp, Jörg; Hickler, Thomas

2017-10-01

Terrestrial gross primary productivity (GPP) is the largest component of the global carbon cycle and a key process for understanding land ecosystems dynamics. In this study, we used GPP estimates from a combination of eight global biome models participating in the Inter-Sectoral Impact-Model Intercomparison Project phase 2a (ISIMIP2a), the Moderate Resolution Spectroradiometer (MODIS) GPP product, and a data-driven product (Model Tree Ensemble, MTE) to study the spatiotemporal variability of GPP at the regional and global levels. We found the 2000-2010 total global GPP estimated from the model ensemble to be 117 ± 13 Pg C yr-1 (mean ± 1 standard deviation), which was higher than MODIS (112 Pg C yr-1), and close to the MTE (120 Pg C yr-1). The spatial patterns of MODIS, MTE and ISIMIP2a GPP generally agree well, but their temporal trends are different, and the seasonality and inter-annual variability of GPP at the regional and global levels are not completely consistent. For the model ensemble, Tropical Latin America contributes the most to global GPP, Asian regions contribute the most to the global GPP trend, the Northern Hemisphere regions dominate the global GPP seasonal variations, and Oceania is likely the largest contributor to inter-annual variability of global GPP. However, we observed large uncertainties across the eight ISIMIP2a models, which are probably due to the differences in the formulation of underlying photosynthetic processes. The results of this study are useful in understanding the contributions of different regions to global GPP and its spatiotemporal variability, how the model- and observational-based GPP estimates differ from each other in time and space, and the relative strength of the eight models. Our results also highlight the models’ ability to capture the seasonality of GPP that are essential for understanding the inter-annual and seasonal variability of GPP as a major component of the carbon cycle.

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.

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.

Error of semiclassical eigenvalues in the semiclassical limit - an asymptotic analysis of the Sinai billiard

NASA Astrophysics Data System (ADS)

Dahlqvist, Per

1999-10-01

We estimate the error in the semiclassical trace formula for the Sinai billiard under the assumption that the largest source of error is due to penumbra diffraction: namely, diffraction effects for trajectories passing within a distance Ricons/Journals/Common/cdot" ALT="cdot" ALIGN="TOP"/>O((kR)-2/3) to the disc and trajectories being scattered in very forward directions. Here k is the momentum and R the radius of the scatterer. The semiclassical error is estimated by perturbing the Berry-Keating formula. The analysis necessitates an asymptotic analysis of very long periodic orbits. This is obtained within an approximation originally due to Baladi, Eckmann and Ruelle. We find that the average error, for sufficiently large values of kR, will exceed the mean level spacing.

Oscillation of two-dimensional linear second-order differential systems

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

Kwong, M.K.; Kaper, H.G.

This article is concerned with the oscillatory behavior at infinity of the solution y: (a, infinity) ..-->.. R/sup 2/ of a system of two second-order differential equations, y''(t) + Q(t) y(t) = 0, t epsilon(a, infinity); Q is a continuous matrix-valued function on (a, infinity) whose values are real symmetric matrices of order 2. It is shown that the solution is oscillatory at infinity if the largest eigenvalue of the matrix integral/sub a//sup t/ Q(s) ds tends to infinity as t ..-->.. infinity. This proves a conjecture of D. Hinton and R.T. Lewis for the two-dimensional case. Furthermore, it ismore » shown that considerably weaker forms of the condition still suffice for oscillatory behavior at infinity. 7 references.« less

On the number of eigenvalues of the discrete one-dimensional Dirac operator with a complex potential

NASA Astrophysics Data System (ADS)

Hulko, Artem

2018-03-01

In this paper we define a one-dimensional discrete Dirac operator on Z . We study the eigenvalues of the Dirac operator with a complex potential. We obtain bounds on the total number of eigenvalues in the case where V decays exponentially at infinity. We also estimate the number of eigenvalues for the discrete Schrödinger operator with complex potential on Z . That is we extend the result obtained by Hulko (Bull Math Sci, to appear) to the whole Z.

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.

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.

SCALE Continuous-Energy Eigenvalue Sensitivity Coefficient Calculations

DOE PAGES

Perfetti, Christopher M.; Rearden, Bradley T.; Martin, William R.

2016-02-25

Sensitivity coefficients describe the fractional change in a system response that is induced by changes to system parameters and nuclear data. The Tools for Sensitivity and UNcertainty Analysis Methodology Implementation (TSUNAMI) code within the SCALE code system makes use of eigenvalue sensitivity coefficients for an extensive number of criticality safety applications, including quantifying the data-induced uncertainty in the eigenvalue of critical systems, assessing the neutronic similarity between different critical systems, and guiding nuclear data adjustment studies. The need to model geometrically complex systems with improved fidelity and the desire to extend TSUNAMI analysis to advanced applications has motivated the developmentmore » of a methodology for calculating sensitivity coefficients in continuous-energy (CE) Monte Carlo applications. The Contributon-Linked eigenvalue sensitivity/Uncertainty estimation via Tracklength importance CHaracterization (CLUTCH) and Iterated Fission Probability (IFP) eigenvalue sensitivity methods were recently implemented in the CE-KENO framework of the SCALE code system to enable TSUNAMI-3D to perform eigenvalue sensitivity calculations using continuous-energy Monte Carlo methods. This work provides a detailed description of the theory behind the CLUTCH method and describes in detail its implementation. This work explores the improvements in eigenvalue sensitivity coefficient accuracy that can be gained through the use of continuous-energy sensitivity methods and also compares several sensitivity methods in terms of computational efficiency and memory requirements.« less

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.

Localization of multilayer networks by optimized single-layer rewiring.

PubMed

Jalan, Sarika; Pradhan, Priodyuti

2018-04-01

We study localization properties of principal eigenvectors (PEVs) of multilayer networks (MNs). Starting with a multilayer network corresponding to a delocalized PEV, we rewire the network edges using an optimization technique such that the PEV of the rewired multilayer network becomes more localized. The framework allows us to scrutinize structural and spectral properties of the networks at various localization points during the rewiring process. We show that rewiring only one layer is enough to attain a MN having a highly localized PEV. Our investigation reveals that a single edge rewiring of the optimized MN can lead to the complete delocalization of a highly localized PEV. This sensitivity in the localization behavior of PEVs is accompanied with the second largest eigenvalue lying very close to the largest one. This observation opens an avenue to gain a deeper insight into the origin of PEV localization of networks. Furthermore, analysis of multilayer networks constructed using real-world social and biological data shows that the localization properties of these real-world multilayer networks are in good agreement with the simulation results for the model multilayer network. This paper is relevant to applications that require understanding propagation of perturbation in multilayer networks.

Localization of multilayer networks by optimized single-layer rewiring

NASA Astrophysics Data System (ADS)

Jalan, Sarika; Pradhan, Priodyuti

2018-04-01

We study localization properties of principal eigenvectors (PEVs) of multilayer networks (MNs). Starting with a multilayer network corresponding to a delocalized PEV, we rewire the network edges using an optimization technique such that the PEV of the rewired multilayer network becomes more localized. The framework allows us to scrutinize structural and spectral properties of the networks at various localization points during the rewiring process. We show that rewiring only one layer is enough to attain a MN having a highly localized PEV. Our investigation reveals that a single edge rewiring of the optimized MN can lead to the complete delocalization of a highly localized PEV. This sensitivity in the localization behavior of PEVs is accompanied with the second largest eigenvalue lying very close to the largest one. This observation opens an avenue to gain a deeper insight into the origin of PEV localization of networks. Furthermore, analysis of multilayer networks constructed using real-world social and biological data shows that the localization properties of these real-world multilayer networks are in good agreement with the simulation results for the model multilayer network. This paper is relevant to applications that require understanding propagation of perturbation in multilayer networks.

Estimating the Propagation of Interdependent Cascading Outages with Multi-Type Branching Processes

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

Qi, Junjian; Ju, Wenyun; Sun, Kai

In this paper, the multi-type branching process is applied to describe the statistics and interdependencies of line outages, the load shed, and isolated buses. The offspring mean matrix of the multi-type branching process is estimated by the Expectation Maximization (EM) algorithm and can quantify the extent of outage propagation. The joint distribution of two types of outages is estimated by the multi-type branching process via the Lagrange-Good inversion. The proposed model is tested with data generated by the AC OPA cascading simulations on the IEEE 118-bus system. The largest eigenvalues of the offspring mean matrix indicate that the system ismore » closer to criticality when considering the interdependence of different types of outages. Compared with empirically estimating the joint distribution of the total outages, good estimate is obtained by using the multitype branching process with a much smaller number of cascades, thus greatly improving the efficiency. It is shown that the multitype branching process can effectively predict the distribution of the load shed and isolated buses and their conditional largest possible total outages even when there are no data of them.« less

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.

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

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.

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

Global stability analysis of axisymmetric boundary layer over a circular cylinder

NASA Astrophysics Data System (ADS)

Bhoraniya, Ramesh; Vinod, Narayanan

2018-05-01

This paper presents a linear global stability analysis of the incompressible axisymmetric boundary layer on a circular cylinder. The base flow is parallel to the axis of the cylinder at inflow boundary. The pressure gradient is zero in the streamwise direction. The base flow velocity profile is fully non-parallel and non-similar in nature. The boundary layer grows continuously in the spatial directions. Linearized Navier-Stokes (LNS) equations are derived for the disturbance flow quantities in the cylindrical polar coordinates. The LNS equations along with homogeneous boundary conditions forms a generalized eigenvalues problem. Since the base flow is axisymmetric, the disturbances are periodic in azimuthal direction. Chebyshev spectral collocation method and Arnoldi's iterative algorithm is used for the solution of the general eigenvalues problem. The global temporal modes are computed for the range of Reynolds numbers and different azimuthal wave numbers. The largest imaginary part of the computed eigenmodes is negative, and hence, the flow is temporally stable. The spatial structure of the eigenmodes shows that the disturbance amplitudes grow in size and magnitude while they are moving towards downstream. The global modes of axisymmetric boundary layer are more stable than that of 2D flat-plate boundary layer at low Reynolds number. However, at higher Reynolds number they approach 2D flat-plate boundary layer. Thus, the damping effect of transverse curvature is significant at low Reynolds number. The wave-like nature of the disturbance amplitudes is found in the streamwise direction for the least stable eigenmodes.

Rational approximations from power series of vector-valued meromorphic functions

NASA Technical Reports Server (NTRS)

Sidi, Avram

1992-01-01

Let F(z) be a vector-valued function, F: C yields C(sup N), which is analytic at z = 0 and meromorphic in a neighborhood of z = 0, and let its Maclaurin series be given. In this work we developed vector-valued rational approximation procedures for F(z) by applying vector extrapolation methods to the sequence of partial sums of its Maclaurin series. We analyzed some of the algebraic and analytic properties of the rational approximations thus obtained, and showed that they were akin to Pade approximations. In particular, we proved a Koenig type theorem concerning their poles and a de Montessus type theorem concerning their uniform convergence. We showed how optical approximations to multiple poles and to Laurent expansions about these poles can be constructed. Extensions of the procedures above and the accompanying theoretical results to functions defined in arbitrary linear spaces was also considered. One of the most interesting and immediate applications of the results of this work is to the matrix eigenvalue problem. In a forthcoming paper we exploited the developments of the present work to devise bona fide generalizations of the classical power method that are especially suitable for very large and sparse matrices. These generalizations can be used to approximate simultaneously several of the largest distinct eigenvalues and corresponding eigenvectors and invariant subspaces of arbitrary matrices which may or may not be diagonalizable, and are very closely related with known Krylov subspace methods.

Tracking brain states under general anesthesia by using global coherence analysis.

PubMed

Cimenser, Aylin; Purdon, Patrick L; Pierce, Eric T; Walsh, John L; Salazar-Gomez, Andres F; Harrell, Priscilla G; Tavares-Stoeckel, Casie; Habeeb, Kathleen; Brown, Emery N

2011-05-24

Time and frequency domain analyses of scalp EEG recordings are widely used to track changes in brain states under general anesthesia. Although these analyses have suggested that different spatial patterns are associated with changes in the state of general anesthesia, the extent to which these patterns are spatially coordinated has not been systematically characterized. Global coherence, the ratio of the largest eigenvalue to the sum of the eigenvalues of the cross-spectral matrix at a given frequency and time, has been used to analyze the spatiotemporal dynamics of multivariate time-series. Using 64-lead EEG recorded from human subjects receiving computer-controlled infusions of the anesthetic propofol, we used surface Laplacian referencing combined with spectral and global coherence analyses to track the spatiotemporal dynamics of the brain's anesthetic state. During unconsciousness the spectrograms in the frontal leads showed increasing α (8-12 Hz) and δ power (0-4 Hz) and in the occipital leads δ power greater than α power. The global coherence detected strong coordinated α activity in the occipital leads in the awake state that shifted to the frontal leads during unconsciousness. It revealed a lack of coordinated δ activity during both the awake and unconscious states. Although strong frontal power during general anesthesia-induced unconsciousness--termed anteriorization--is well known, its possible association with strong α range global coherence suggests highly coordinated spatial activity. Our findings suggest that combined spectral and global coherence analyses may offer a new approach to tracking brain states under general anesthesia.

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

Big Data-Based Approach to Detect, Locate, and Enhance the Stability of an Unplanned Microgrid Islanding

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

Jiang, Huaiguang; Li, Yan; Zhang, Yingchen

In this paper, a big data-based approach is proposed for the security improvement of an unplanned microgrid islanding (UMI). The proposed approach contains two major steps: the first step is big data analysis of wide-area monitoring to detect a UMI and locate it; the second step is particle swarm optimization (PSO)-based stability enhancement for the UMI. First, an optimal synchrophasor measurement device selection (OSMDS) and matching pursuit decomposition (MPD)-based spatial-temporal analysis approach is proposed to significantly reduce the volume of data while keeping appropriate information from the synchrophasor measurements. Second, a random forest-based ensemble learning approach is trained to detectmore » the UMI. When combined with grid topology, the UMI can be located. Then the stability problem of the UMI is formulated as an optimization problem and the PSO is used to find the optimal operational parameters of the UMI. An eigenvalue-based multiobjective function is proposed, which aims to improve the damping and dynamic characteristics of the UMI. Finally, the simulation results demonstrate the effectiveness and robustness of the proposed approach.« less

Finite plateau in spectral gap of polychromatic constrained random networks

NASA Astrophysics Data System (ADS)

Avetisov, V.; Gorsky, A.; Nechaev, S.; Valba, O.

2017-12-01

We consider critical behavior in the ensemble of polychromatic Erdős-Rényi networks and regular random graphs, where network vertices are painted in different colors. The links can be randomly removed and added to the network subject to the condition of the vertex degree conservation. In these constrained graphs we run the Metropolis procedure, which favors the connected unicolor triads of nodes. Changing the chemical potential, μ , of such triads, for some wide region of μ , we find the formation of a finite plateau in the number of intercolor links, which exactly matches the finite plateau in the network algebraic connectivity (the value of the first nonvanishing eigenvalue of the Laplacian matrix, λ2). We claim that at the plateau the spontaneously broken Z2 symmetry is restored by the mechanism of modes collectivization in clusters of different colors. The phenomena of a finite plateau formation holds also for polychromatic networks with M ≥2 colors. The behavior of polychromatic networks is analyzed via the spectral properties of their adjacency and Laplacian matrices.

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

What Models and Satellites Tell Us (and Don't Tell Us) About Arctic Sea Ice Melt Season Length

NASA Astrophysics Data System (ADS)

Ahlert, A.; Jahn, A.

2017-12-01

Melt season length—the difference between the sea ice melt onset date and the sea ice freeze onset date—plays an important role in the radiation balance of the Arctic and the predictability of the sea ice cover. However, there are multiple possible definitions for sea ice melt and freeze onset in climate models, and none of them exactly correspond to the remote sensing definition. Using the CESM Large Ensemble model simulations, we show how this mismatch between model and remote sensing definitions of melt and freeze onset limits the utility of melt season remote sensing data for bias detection in models. It also opens up new questions about the precise physical meaning of the melt season remote sensing data. Despite these challenges, we find that the increase in melt season length in the CESM is not as large as that derived from remote sensing data, even when we account for internal variability and different definitions. At the same time, we find that the CESM ensemble members that have the largest trend in sea ice extent over the period 1979-2014 also have the largest melt season trend, driven primarily by the trend towards later freeze onsets. This might be an indication that an underestimation of the melt season length trend is one factor contributing to the generally underestimated sea ice loss within the CESM, and potentially climate models in general.

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.

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.

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

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.

Construction, classification and parametrization of complex Hadamard matrices

NASA Astrophysics Data System (ADS)

Szöllősi, Ferenc

To improve the design of nuclear systems, high-fidelity neutron fluxes are required. Leadership-class machines provide platforms on which very large problems can be solved. Computing such fluxes efficiently requires numerical methods with good convergence properties and algorithms that can scale to hundreds of thousands of cores. Many 3-D deterministic transport codes are decomposable in space and angle only, limiting them to tens of thousands of cores. Most codes rely on methods such as Gauss Seidel for fixed source problems and power iteration for eigenvalue problems, which can be slow to converge for challenging problems like those with highly scattering materials or high dominance ratios. Three methods have been added to the 3-D SN transport code Denovo that are designed to improve convergence and enable the full use of cutting-edge computers. The first is a multigroup Krylov solver that converges more quickly than Gauss Seidel and parallelizes the code in energy such that Denovo can use hundreds of thousand of cores effectively. The second is Rayleigh quotient iteration (RQI), an old method applied in a new context. This eigenvalue solver finds the dominant eigenvalue in a mathematically optimal way and should converge in fewer iterations than power iteration. RQI creates energy-block-dense equations that the new Krylov solver treats efficiently. However, RQI can have convergence problems because it creates poorly conditioned systems. This can be overcome with preconditioning. The third method is a multigrid-in-energy preconditioner. The preconditioner takes advantage of the new energy decomposition because the grids are in energy rather than space or angle. The preconditioner greatly reduces iteration count for many problem types and scales well in energy. It also allows RQI to be successful for problems it could not solve otherwise. The methods added to Denovo accomplish the goals of this work. They converge in fewer iterations than traditional methods and enable the use of hundreds of thousands of cores. Each method can be used individually, with the multigroup Krylov solver and multigrid-in-energy preconditioner being particularly successful on their own. The largest benefit, though, comes from using these methods in concert.

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

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.

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.

Solving complex band structure problems with the FEAST eigenvalue algorithm

NASA Astrophysics Data System (ADS)

Laux, S. E.

2012-08-01

With straightforward extension, the FEAST eigenvalue algorithm [Polizzi, Phys. Rev. B 79, 115112 (2009)] is capable of solving the generalized eigenvalue problems representing traveling-wave problems—as exemplified by the complex band-structure problem—even though the matrices involved are complex, non-Hermitian, and singular, and hence outside the originally stated range of applicability of the algorithm. The obtained eigenvalues/eigenvectors, however, contain spurious solutions which must be detected and removed. The efficiency and parallel structure of the original algorithm are unaltered. The complex band structures of Si layers of varying thicknesses and InAs nanowires of varying radii are computed as test problems.

Complex eigenvalue extraction in NASTRAN by the tridiagonal reduction (FEER) method

NASA Technical Reports Server (NTRS)

Newman, M.; Mann, F. I.

1977-01-01

An extension of the Tridiagonal Reduction (FEER) method to complex eigenvalue analysis in NASTRAN is described. As in the case of real eigenvalue analysis, the eigensolutions closest to a selected point in the eigenspectrum are extracted from a reduced, symmetric, tridiagonal eigenmatrix whose order is much lower than that of the full size problem. The reduction process is effected automatically, and thus avoids the arbitrary lumping of masses and other physical quantities at selected grid points. The statement of the algebraic eigenvalue problem admits mass, damping and stiffness matrices which are unrestricted in character, i.e., they may be real, complex, symmetric or unsymmetric, singular or non-singular.

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).

Markov state models from short non-equilibrium simulations—Analysis and correction of estimation bias

NASA Astrophysics Data System (ADS)

Nüske, Feliks; Wu, Hao; Prinz, Jan-Hendrik; Wehmeyer, Christoph; Clementi, Cecilia; Noé, Frank

2017-03-01

Many state-of-the-art methods for the thermodynamic and kinetic characterization of large and complex biomolecular systems by simulation rely on ensemble approaches, where data from large numbers of relatively short trajectories are integrated. In this context, Markov state models (MSMs) are extremely popular because they can be used to compute stationary quantities and long-time kinetics from ensembles of short simulations, provided that these short simulations are in "local equilibrium" within the MSM states. However, over the last 15 years since the inception of MSMs, it has been controversially discussed and not yet been answered how deviations from local equilibrium can be detected, whether these deviations induce a practical bias in MSM estimation, and how to correct for them. In this paper, we address these issues: We systematically analyze the estimation of MSMs from short non-equilibrium simulations, and we provide an expression for the error between unbiased transition probabilities and the expected estimate from many short simulations. We show that the unbiased MSM estimate can be obtained even from relatively short non-equilibrium simulations in the limit of long lag times and good discretization. Further, we exploit observable operator model (OOM) theory to derive an unbiased estimator for the MSM transition matrix that corrects for the effect of starting out of equilibrium, even when short lag times are used. Finally, we show how the OOM framework can be used to estimate the exact eigenvalues or relaxation time scales of the system without estimating an MSM transition matrix, which allows us to practically assess the discretization quality of the MSM. Applications to model systems and molecular dynamics simulation data of alanine dipeptide are included for illustration. The improved MSM estimator is implemented in PyEMMA of version 2.3.

Global Instability on Laminar Separation Bubbles-Revisited

NASA Technical Reports Server (NTRS)

Theofilis, Vassilis; Rodriquez, Daniel; Smith, Douglas

2010-01-01

In the last 3 years, global linear instability of LSB has been revisited, using state-of-the-art hardware and algorithms. Eigenspectra of LSB flows have been understood and classified in branches of known and newly-discovered eigenmodes. Major achievements: World-largest numerical solutions of global eigenvalue problems are routinely performed. Key aerodynamic phenomena have been explained via critical point theory, applied to our global mode results. Theoretical foundation for control of LSB flows has been laid. Global mode of LSB at the origin of observable phenomena. U-separation on semi-infinite plate. Stall cells on (stalled) airfoil. Receptivity/Sensitivity/AFC feasible (practical?) via: Adjoint EVP solution. Direct/adjoint coupling (the Crete connection). Minor effect of compressibility on global instability in the subsonic compressible regime. Global instability analysis of LSB in realistic supersonic flows apparently quite some way down the horizon.

Computing the stability of steady-state solutions of mathematical models of the electrical activity in the heart.

PubMed

Tveito, Aslak; Skavhaug, Ola; Lines, Glenn T; Artebrant, Robert

2011-08-01

Instabilities in the electro-chemical resting state of the heart can generate ectopic waves that in turn can initiate arrhythmias. We derive methods for computing the resting state for mathematical models of the electro-chemical process underpinning a heartbeat, and we estimate the stability of the resting state by invoking the largest real part of the eigenvalues of a linearized model. The implementation of the methods is described and a number of numerical experiments illustrate the feasibility of the methods. In particular, we test the methods for problems where we can compare the solutions with analytical results, and problems where we have solutions computed by independent software. The software is also tested for a fairly realistic 3D model. Copyright © 2011 Elsevier Ltd. All rights reserved.

Plunges in the Bombay stock exchange: Characteristics and indicators

NASA Astrophysics Data System (ADS)

Banerjee, Kinjal; Sharma, Chandradew; Bittu, N.

2017-09-01

We study the various sectors of the Bombay Stock Exchange (BSE) for a period of eight years from January 2006-March 2014. Using the data of the daily returns of a period of eight years we investigate the financial cross-correlation co-efficients among the sectors of BSE and Price by Earning (PE) ratio of BSE Sensex. We show that the behavior of these quantities during normal periods and during crisis is very different. We show that the PE ratio shows a particular distinctive trend in the approach to a crash of the financial market and can therefore be used as an indicator of an impending catastrophe. We propose that a model of analysis of crashes in a financial market can be built using two parameters: (i) the PE ratio and (ii) the largest eigenvalue of the cross-correlation matrix.

Improvement of aerosol optical properties modeling over Eastern Asia with MODIS AOD assimilation in a global non-hydrostatic icosahedral aerosol transport model.

PubMed

Dai, Tie; Schutgens, Nick A J; Goto, Daisuke; Shi, Guangyu; Nakajima, Teruyuki

2014-12-01

A new global aerosol assimilation system adopting a more complex icosahedral grid configuration is developed. Sensitivity tests for the assimilation system are performed utilizing satellite retrieved aerosol optical depth (AOD) from the Moderate Resolution Imaging Spectroradiometer (MODIS), and the results over Eastern Asia are analyzed. The assimilated results are validated through independent Aerosol Robotic Network (AERONET) observations. Our results reveal that the ensemble and local patch sizes have little effect on the assimilation performance, whereas the ensemble perturbation method has the largest effect. Assimilation leads to significantly positive effect on the simulated AOD field, improving agreement with all of the 12 AERONET sites over the Eastern Asia based on both the correlation coefficient and the root mean square difference (assimilation efficiency). Meanwhile, better agreement of the Ångström Exponent (AE) field is achieved for 8 of the 12 sites due to the assimilation of AOD only. Copyright © 2014 Elsevier Ltd. All rights reserved.

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

Ensemble superparameterization versus stochastic parameterization: A comparison of model uncertainty representation in tropical weather prediction

NASA Astrophysics Data System (ADS)

Subramanian, Aneesh C.; Palmer, Tim N.

2017-06-01

Stochastic schemes to represent model uncertainty in the European Centre for Medium-Range Weather Forecasts (ECMWF) ensemble prediction system has helped improve its probabilistic forecast skill over the past decade by both improving its reliability and reducing the ensemble mean error. The largest uncertainties in the model arise from the model physics parameterizations. In the tropics, the parameterization of moist convection presents a major challenge for the accurate prediction of weather and climate. Superparameterization is a promising alternative strategy for including the effects of moist convection through explicit turbulent fluxes calculated from a cloud-resolving model (CRM) embedded within a global climate model (GCM). In this paper, we compare the impact of initial random perturbations in embedded CRMs, within the ECMWF ensemble prediction system, with stochastically perturbed physical tendency (SPPT) scheme as a way to represent model uncertainty in medium-range tropical weather forecasts. We especially focus on forecasts of tropical convection and dynamics during MJO events in October-November 2011. These are well-studied events for MJO dynamics as they were also heavily observed during the DYNAMO field campaign. We show that a multiscale ensemble modeling approach helps improve forecasts of certain aspects of tropical convection during the MJO events, while it also tends to deteriorate certain large-scale dynamic fields with respect to stochastically perturbed physical tendencies approach that is used operationally at ECMWF.