NASA Astrophysics Data System (ADS)
Wu, Sheng-Jhih; Chu, Moody T.
2017-08-01
An inverse eigenvalue problem usually entails two constraints, one conditioned upon the spectrum and the other on the structure. This paper investigates the problem where triple constraints of eigenvalues, singular values, and diagonal entries are imposed simultaneously. An approach combining an eclectic mix of skills from differential geometry, optimization theory, and analytic gradient flow is employed to prove the solvability of such a problem. The result generalizes the classical Mirsky, Sing-Thompson, and Weyl-Horn theorems concerning the respective majorization relationships between any two of the arrays of main diagonal entries, eigenvalues, and singular values. The existence theory fills a gap in the classical matrix theory. The problem might find applications in wireless communication and quantum information science. The technique employed can be implemented as a first-step numerical method for constructing the matrix. With slight modification, the approach might be used to explore similar types of inverse problems where the prescribed entries are at general locations.
On a local solvability and stability of the inverse transmission eigenvalue problem
NASA Astrophysics Data System (ADS)
Bondarenko, Natalia; Buterin, Sergey
2017-11-01
We prove a local solvability and stability of the inverse transmission eigenvalue problem posed by McLaughlin and Polyakov (1994 J. Diff. Equ. 107 351-82). In particular, this result establishes the minimality of the data used therein. The proof is constructive.
A systematic linear space approach to solving partially described inverse eigenvalue problems
NASA Astrophysics Data System (ADS)
Hu, Sau-Lon James; Li, Haujun
2008-06-01
Most applications of the inverse eigenvalue problem (IEP), which concerns the reconstruction of a matrix from prescribed spectral data, are associated with special classes of structured matrices. Solving the IEP requires one to satisfy both the spectral constraint and the structural constraint. If the spectral constraint consists of only one or few prescribed eigenpairs, this kind of inverse problem has been referred to as the partially described inverse eigenvalue problem (PDIEP). This paper develops an efficient, general and systematic approach to solve the PDIEP. Basically, the approach, applicable to various structured matrices, converts the PDIEP into an ordinary inverse problem that is formulated as a set of simultaneous linear equations. While solving simultaneous linear equations for model parameters, the singular value decomposition method is applied. Because of the conversion to an ordinary inverse problem, other constraints associated with the model parameters can be easily incorporated into the solution procedure. The detailed derivation and numerical examples to implement the newly developed approach to symmetric Toeplitz and quadratic pencil (including mass, damping and stiffness matrices of a linear dynamic system) PDIEPs are presented. Excellent numerical results for both kinds of problem are achieved under the situations that have either unique or infinitely many solutions.
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.
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.
Solution of the symmetric eigenproblem AX=lambda BX by delayed division
NASA Technical Reports Server (NTRS)
Thurston, G. A.; Bains, N. J. C.
1986-01-01
Delayed division is an iterative method for solving the linear eigenvalue problem AX = lambda BX for a limited number of small eigenvalues and their corresponding eigenvectors. The distinctive feature of the method is the reduction of the problem to an approximate triangular form by systematically dropping quadratic terms in the eigenvalue lambda. The report describes the pivoting strategy in the reduction and the method for preserving symmetry in submatrices at each reduction step. Along with the approximate triangular reduction, the report extends some techniques used in the method of inverse subspace iteration. Examples are included for problems of varying complexity.
NASA Astrophysics Data System (ADS)
2018-05-01
Eigenvalues and eigenvectors, together, constitute the eigenstructure of the system. The design of vibrating systems aimed at satisfying specifications on eigenvalues and eigenvectors, which is commonly known as eigenstructure assignment, has drawn increasing interest over the recent years. The most natural mathematical framework for such problems is constituted by the inverse eigenproblems, which consist in the determination of the system model that features a desired set of eigenvalues and eigenvectors. Although such a problem is intrinsically challenging, several solutions have been proposed in the literature. The approaches to eigenstructure assignment can be basically divided into passive control and active control.
McCollom, Brittany A; Collis, Jon M
2014-09-01
A normal mode solution to the ocean acoustic problem of the Pekeris waveguide with an elastic bottom using a Green's function formulation for a compressional wave point source is considered. Analytic solutions to these types of waveguide propagation problems are strongly dependent on the eigenvalues of the problem; these eigenvalues represent horizontal wavenumbers, corresponding to propagating modes of energy. The eigenvalues arise as singularities in the inverse Hankel transform integral and are specified by roots to a characteristic equation. These roots manifest themselves as poles in the inverse transform integral and can be both subtle and difficult to determine. Following methods previously developed [S. Ivansson et al., J. Sound Vib. 161 (1993)], a root finding routine has been implemented using the argument principle. Using the roots to the characteristic equation in the Green's function formulation, full-field solutions are calculated for scenarios where an acoustic source lies in either the water column or elastic half space. Solutions are benchmarked against laboratory data and existing numerical solutions.
A fixed energy fixed angle inverse scattering in interior transmission problem
NASA Astrophysics Data System (ADS)
Chen, Lung-Hui
2017-06-01
We study the inverse acoustic scattering problem in mathematical physics. The problem is to recover the index of refraction in an inhomogeneous medium by measuring the scattered wave fields in the far field. We transform the problem to the interior transmission problem in the study of the Helmholtz equation. We find an inverse uniqueness on the scatterer with a knowledge of a fixed interior transmission eigenvalue. By examining the solution in a series of spherical harmonics in the far field, we can determine uniquely the perturbation source for the radially symmetric perturbations.
Inverse resonance scattering for Jacobi operators
NASA Astrophysics Data System (ADS)
Korotyaev, E. L.
2011-12-01
The Jacobi operator ( Jf) n = a n-1 f n-1 + a n f n+1 + b n f n on ℤ with real finitely supported sequences ( a n - 1) n∈ℤ and ( b n ) n∈ℤ is considered. The inverse problem for two mappings (including their characterization): ( a n , b n , n ∈ ℤ) → {the zeros of the reflection coefficient} and ( a n , b n , n ∈ ℤ) → {the eigenvalues and the resonances} is solved. All Jacobi operators with the same eigenvalues and resonances are also described.
A finite element algorithm for high-lying eigenvalues with Neumann and Dirichlet boundary conditions
NASA Astrophysics Data System (ADS)
Báez, G.; Méndez-Sánchez, R. A.; Leyvraz, F.; Seligman, T. H.
2014-01-01
We present a finite element algorithm that computes eigenvalues and eigenfunctions of the Laplace operator for two-dimensional problems with homogeneous Neumann or Dirichlet boundary conditions, or combinations of either for different parts of the boundary. We use an inverse power plus Gauss-Seidel algorithm to solve the generalized eigenvalue problem. For Neumann boundary conditions the method is much more efficient than the equivalent finite difference algorithm. We checked the algorithm by comparing the cumulative level density of the spectrum obtained numerically with the theoretical prediction given by the Weyl formula. We found a systematic deviation due to the discretization, not to the algorithm itself.
Sparse Regression as a Sparse Eigenvalue Problem
NASA Technical Reports Server (NTRS)
Moghaddam, Baback; Gruber, Amit; Weiss, Yair; Avidan, Shai
2008-01-01
We extend the l0-norm "subspectral" algorithms for sparse-LDA [5] and sparse-PCA [6] to general quadratic costs such as MSE in linear (kernel) regression. The resulting "Sparse Least Squares" (SLS) problem is also NP-hard, by way of its equivalence to a rank-1 sparse eigenvalue problem (e.g., binary sparse-LDA [7]). Specifically, for a general quadratic cost we use a highly-efficient technique for direct eigenvalue computation using partitioned matrix inverses which leads to dramatic x103 speed-ups over standard eigenvalue decomposition. This increased efficiency mitigates the O(n4) scaling behaviour that up to now has limited the previous algorithms' utility for high-dimensional learning problems. Moreover, the new computation prioritizes the role of the less-myopic backward elimination stage which becomes more efficient than forward selection. Similarly, branch-and-bound search for Exact Sparse Least Squares (ESLS) also benefits from partitioned matrix inverse techniques. Our Greedy Sparse Least Squares (GSLS) generalizes Natarajan's algorithm [9] also known as Order-Recursive Matching Pursuit (ORMP). Specifically, the forward half of GSLS is exactly equivalent to ORMP but more efficient. By including the backward pass, which only doubles the computation, we can achieve lower MSE than ORMP. Experimental comparisons to the state-of-the-art LARS algorithm [3] show forward-GSLS is faster, more accurate and more flexible in terms of choice of regularization
Eigenfunctions and Eigenvalues for a Scalar Riemann-Hilbert Problem Associated to Inverse Scattering
NASA Astrophysics Data System (ADS)
Pelinovsky, Dmitry E.; Sulem, Catherine
A complete set of eigenfunctions is introduced within the Riemann-Hilbert formalism for spectral problems associated to some solvable nonlinear evolution equations. In particular, we consider the time-independent and time-dependent Schrödinger problems which are related to the KdV and KPI equations possessing solitons and lumps, respectively. Non-standard scalar products, orthogonality and completeness relations are derived for these problems. The complete set of eigenfunctions is used for perturbation theory and bifurcation analysis of eigenvalues supported by the potentials under perturbations. We classify two different types of bifurcations of new eigenvalues and analyze their characteristic features. One type corresponds to thresholdless generation of solitons in the KdV equation, while the other predicts a threshold for generation of lumps in the KPI equation.
Parallel solution of the symmetric tridiagonal eigenproblem. Research report
DOE Office of Scientific and Technical Information (OSTI.GOV)
Jessup, E.R.
1989-10-01
This thesis discusses methods for computing all eigenvalues and eigenvectors of a symmetric tridiagonal matrix on a distributed-memory Multiple Instruction, Multiple Data multiprocessor. Only those techniques having the potential for both high numerical accuracy and significant large-grained parallelism are investigated. These include the QL method or Cuppen's divide and conquer method based on rank-one updating to compute both eigenvalues and eigenvectors, bisection to determine eigenvalues and inverse iteration to compute eigenvectors. To begin, the methods are compared with respect to computation time, communication time, parallel speed up, and accuracy. Experiments on an IPSC hypercube multiprocessor reveal that Cuppen's method ismore » the most accurate approach, but bisection with inverse iteration is the fastest and most parallel. Because the accuracy of the latter combination is determined by the quality of the computed eigenvectors, the factors influencing the accuracy of inverse iteration are examined. This includes, in part, statistical analysis of the effect of a starting vector with random components. These results are used to develop an implementation of inverse iteration producing eigenvectors with lower residual error and better orthogonality than those generated by the EISPACK routine TINVIT. This thesis concludes with adaptions of methods for the symmetric tridiagonal eigenproblem to the related problem of computing the singular value decomposition (SVD) of a bidiagonal matrix.« less
Parallel solution of the symmetric tridiagonal eigenproblem
DOE Office of Scientific and Technical Information (OSTI.GOV)
Jessup, E.R.
1989-01-01
This thesis discusses methods for computing all eigenvalues and eigenvectors of a symmetric tridiagonal matrix on a distributed memory MIMD multiprocessor. Only those techniques having the potential for both high numerical accuracy and significant large-grained parallelism are investigated. These include the QL method or Cuppen's divide and conquer method based on rank-one updating to compute both eigenvalues and eigenvectors, bisection to determine eigenvalues, and inverse iteration to compute eigenvectors. To begin, the methods are compared with respect to computation time, communication time, parallel speedup, and accuracy. Experiments on an iPSC hyper-cube multiprocessor reveal that Cuppen's method is the most accuratemore » approach, but bisection with inverse iteration is the fastest and most parallel. Because the accuracy of the latter combination is determined by the quality of the computed eigenvectors, the factors influencing the accuracy of inverse iteration are examined. This includes, in part, statistical analysis of the effects of a starting vector with random components. These results are used to develop an implementation of inverse iteration producing eigenvectors with lower residual error and better orthogonality than those generated by the EISPACK routine TINVIT. This thesis concludes with adaptations of methods for the symmetric tridiagonal eigenproblem to the related problem of computing the singular value decomposition (SVD) of a bidiagonal matrix.« less
Neural network approach for the calculation of potential coefficients in quantum mechanics
NASA Astrophysics Data System (ADS)
Ossandón, Sebastián; Reyes, Camilo; Cumsille, Patricio; Reyes, Carlos M.
2017-05-01
A numerical method based on artificial neural networks is used to solve the inverse Schrödinger equation for a multi-parameter class of potentials. First, the finite element method was used to solve repeatedly the direct problem for different parametrizations of the chosen potential function. Then, using the attainable eigenvalues as a training set of the direct radial basis neural network a map of new eigenvalues was obtained. This relationship was later inverted and refined by training an inverse radial basis neural network, allowing the calculation of the unknown parameters and therefore estimating the potential function. Three numerical examples are presented in order to prove the effectiveness of the method. The results show that the method proposed has the advantage to use less computational resources without a significant accuracy loss.
NASA Astrophysics Data System (ADS)
Babaee, Hessam; Choi, Minseok; Sapsis, Themistoklis P.; Karniadakis, George Em
2017-09-01
We develop a new robust methodology for the stochastic Navier-Stokes equations based on the dynamically-orthogonal (DO) and bi-orthogonal (BO) methods [1-3]. Both approaches are variants of a generalized Karhunen-Loève (KL) expansion in which both the stochastic coefficients and the spatial basis evolve according to system dynamics, hence, capturing the low-dimensional structure of the solution. The DO and BO formulations are mathematically equivalent [3], but they exhibit computationally complimentary properties. Specifically, the BO formulation may fail due to crossing of the eigenvalues of the covariance matrix, while both BO and DO become unstable when there is a high condition number of the covariance matrix or zero eigenvalues. To this end, we combine the two methods into a robust hybrid framework and in addition we employ a pseudo-inverse technique to invert the covariance matrix. The robustness of the proposed method stems from addressing the following issues in the DO/BO formulation: (i) eigenvalue crossing: we resolve the issue of eigenvalue crossing in the BO formulation by switching to the DO near eigenvalue crossing using the equivalence theorem and switching back to BO when the distance between eigenvalues is larger than a threshold value; (ii) ill-conditioned covariance matrix: we utilize a pseudo-inverse strategy to invert the covariance matrix; (iii) adaptivity: we utilize an adaptive strategy to add/remove modes to resolve the covariance matrix up to a threshold value. In particular, we introduce a soft-threshold criterion to allow the system to adapt to the newly added/removed mode and therefore avoid repetitive and unnecessary mode addition/removal. When the total variance approaches zero, we show that the DO/BO formulation becomes equivalent to the evolution equation of the Optimally Time-Dependent modes [4]. We demonstrate the capability of the proposed methodology with several numerical examples, namely (i) stochastic Burgers equation: we analyze the performance of the method in the presence of eigenvalue crossing and zero eigenvalues; (ii) stochastic Kovasznay flow: we examine the method in the presence of a singular covariance matrix; and (iii) we examine the adaptivity of the method for an incompressible flow over a cylinder where for large stochastic forcing thirteen DO/BO modes are active.
Fully Parallel MHD Stability Analysis Tool
NASA Astrophysics Data System (ADS)
Svidzinski, Vladimir; Galkin, Sergei; Kim, Jin-Soo; Liu, Yueqiang
2014-10-01
Progress on full parallelization of the plasma stability code MARS will be reported. MARS calculates eigenmodes in 2D axisymmetric toroidal equilibria in MHD-kinetic plasma models. It is a powerful tool for studying MHD and MHD-kinetic instabilities and it is widely used by fusion community. Parallel version of MARS is intended for simulations on local parallel clusters. It will be an efficient tool for simulation of MHD instabilities with low, intermediate and high toroidal mode numbers within both fluid and kinetic plasma models, already implemented in MARS. Parallelization of the code includes parallelization of the construction of the matrix for the eigenvalue problem and parallelization of the inverse iterations algorithm, implemented in MARS for the solution of the formulated eigenvalue problem. Construction of the matrix is parallelized by distributing the load among processors assigned to different magnetic surfaces. Parallelization of the solution of the eigenvalue problem is made by repeating steps of the present MARS algorithm using parallel libraries and procedures. Initial results of the code parallelization will be reported. Work is supported by the U.S. DOE SBIR program.
Numerical solution of quadratic matrix equations for free vibration analysis of structures
NASA Technical Reports Server (NTRS)
Gupta, K. K.
1975-01-01
This paper is concerned with the efficient and accurate solution of the eigenvalue problem represented by quadratic matrix equations. Such matrix forms are obtained in connection with the free vibration analysis of structures, discretized by finite 'dynamic' elements, resulting in frequency-dependent stiffness and inertia matrices. The paper presents a new numerical solution procedure of the quadratic matrix equations, based on a combined Sturm sequence and inverse iteration technique enabling economical and accurate determination of a few required eigenvalues and associated vectors. An alternative procedure based on a simultaneous iteration procedure is also described when only the first few modes are the usual requirement. The employment of finite dynamic elements in conjunction with the presently developed eigenvalue routines results in a most significant economy in the dynamic analysis of structures.
M-matrices with prescribed elementary divisors
NASA Astrophysics Data System (ADS)
Soto, Ricardo L.; Díaz, Roberto C.; Salas, Mario; Rojo, Oscar
2017-09-01
A real matrix A is said to be an M-matrix if it is of the form A=α I-B, where B is a nonnegative matrix with Perron eigenvalue ρ (B), and α ≥slant ρ (B) . This paper provides sufficient conditions for the existence and construction of an M-matrix A with prescribed elementary divisors, which are the characteristic polynomials of the Jordan blocks of the Jordan canonical form of A. This inverse problem on M-matrices has not been treated until now. We solve the inverse elementary divisors problem for diagonalizable M-matrices and the symmetric generalized doubly stochastic inverse M-matrix problem for lists of real numbers and for lists of complex numbers of the form Λ =\\{λ 1, a+/- bi, \\ldots, a+/- bi\\} . The constructive nature of our results allows for the computation of a solution matrix. The paper also discusses an application of M-matrices to a capacity problem in wireless communications.
Capabilities of Fully Parallelized MHD Stability Code MARS
NASA Astrophysics Data System (ADS)
Svidzinski, Vladimir; Galkin, Sergei; Kim, Jin-Soo; Liu, Yueqiang
2016-10-01
Results of full parallelization of the plasma stability code MARS will be reported. MARS calculates eigenmodes in 2D axisymmetric toroidal equilibria in MHD-kinetic plasma models. Parallel version of MARS, named PMARS, has been recently developed at FAR-TECH. Parallelized MARS is an efficient tool for simulation of MHD instabilities with low, intermediate and high toroidal mode numbers within both fluid and kinetic plasma models, implemented in MARS. Parallelization of the code included parallelization of the construction of the matrix for the eigenvalue problem and parallelization of the inverse vector iterations algorithm, implemented in MARS for the solution of the formulated eigenvalue problem. Construction of the matrix is parallelized by distributing the load among processors assigned to different magnetic surfaces. Parallelization of the solution of the eigenvalue problem is made by repeating steps of the MARS algorithm using parallel libraries and procedures. Parallelized MARS is capable of calculating eigenmodes with significantly increased spatial resolution: up to 5,000 adapted radial grid points with up to 500 poloidal harmonics. Such resolution is sufficient for simulation of kink, tearing and peeling-ballooning instabilities with physically relevant parameters. Work is supported by the U.S. DOE SBIR program.
Fully Parallel MHD Stability Analysis Tool
NASA Astrophysics Data System (ADS)
Svidzinski, Vladimir; Galkin, Sergei; Kim, Jin-Soo; Liu, Yueqiang
2015-11-01
Progress on full parallelization of the plasma stability code MARS will be reported. MARS calculates eigenmodes in 2D axisymmetric toroidal equilibria in MHD-kinetic plasma models. It is a powerful tool for studying MHD and MHD-kinetic instabilities and it is widely used by fusion community. Parallel version of MARS is intended for simulations on local parallel clusters. It will be an efficient tool for simulation of MHD instabilities with low, intermediate and high toroidal mode numbers within both fluid and kinetic plasma models, already implemented in MARS. Parallelization of the code includes parallelization of the construction of the matrix for the eigenvalue problem and parallelization of the inverse iterations algorithm, implemented in MARS for the solution of the formulated eigenvalue problem. Construction of the matrix is parallelized by distributing the load among processors assigned to different magnetic surfaces. Parallelization of the solution of the eigenvalue problem is made by repeating steps of the present MARS algorithm using parallel libraries and procedures. Results of MARS parallelization and of the development of a new fix boundary equilibrium code adapted for MARS input will be reported. Work is supported by the U.S. DOE SBIR program.
Perturbational and nonperturbational inversion of Rayleigh-wave velocities
Haney, Matt; Tsai, Victor C.
2017-01-01
The inversion of Rayleigh-wave dispersion curves is a classic geophysical inverse problem. We have developed a set of MATLAB codes that performs forward modeling and inversion of Rayleigh-wave phase or group velocity measurements. We describe two different methods of inversion: a perturbational method based on finite elements and a nonperturbational method based on the recently developed Dix-type relation for Rayleigh waves. In practice, the nonperturbational method can be used to provide a good starting model that can be iteratively improved with the perturbational method. Although the perturbational method is well-known, we solve the forward problem using an eigenvalue/eigenvector solver instead of the conventional approach of root finding. Features of the codes include the ability to handle any mix of phase or group velocity measurements, combinations of modes of any order, the presence of a surface water layer, computation of partial derivatives due to changes in material properties and layer boundaries, and the implementation of an automatic grid of layers that is optimally suited for the depth sensitivity of Rayleigh waves.
Spegazzini, Nicolas; Siesler, Heinz W; Ozaki, Yukihiro
2012-08-02
The doublet of the ν(C=O) carbonyl band in isomeric urethane systems has been extensively discussed in qualitative terms on the basis of FT-IR spectroscopy of the macromolecular structures. Recently, a reaction extent model was proposed as an inverse kinetic problem for the synthesis of diphenylurethane for which hydrogen-bonded and non-hydrogen-bonded C=O functionalities were identified. In this article, the heteronuclear C=O···H-N hydrogen bonding in the isomeric structure of diphenylurethane synthesized from phenylisocyanate and phenol was investigated via FT-IR spectroscopy, using a methodology of regularization for the inverse reaction extent model through an eigenvalue problem. The kinetic and thermodynamic parameters of this system were derived directly from the spectroscopic data. The activation and thermodynamic parameters of the isomeric structures of diphenylurethane linked through a hydrogen bonding equilibrium were studied. The study determined the enthalpy (ΔH = 15.25 kJ/mol), entropy (TΔS = 14.61 kJ/mol), and free energy (ΔG = 0.6 kJ/mol) of heteronuclear C=O···H-N hydrogen bonding by FT-IR spectroscopy through direct calculation from the differences in the kinetic parameters (δΔ(‡)H, -TδΔ(‡)S, and δΔ(‡)G) at equilibrium in the chemical reaction system. The parameters obtained in this study may contribute toward a better understanding of the properties of, and interactions in, supramolecular systems, such as the switching behavior of hydrogen bonding.
Divergence and Necessary Conditions for Extremums
NASA Technical Reports Server (NTRS)
Quirein, J. A.
1973-01-01
The problem is considered of finding a dimension reducing transformation matrix B that maximizes the divergence in the reduced dimension for multi-class cases. A comparitively simple expression for the gradient of the average divergence with respect to B is developed. The developed expression for the gradient contains no eigenvectors or eigenvalues; also, all matrix inversions necessary to evaluate the gradient are available from computing the average divergence.
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.
On the cross-stream spectral method for the Orr-Sommerfeld equation
NASA Technical Reports Server (NTRS)
Zorumski, William E.; Hodge, Steven L.
1993-01-01
Cross-stream models are defined as solutions to the Orr-Sommerfeld equation which are propagating normal to the flow direction. These models are utilized as a basis for a Hilbert space to approximate the spectrum of the Orr-Sommerfeld equation with plane Poiseuille flow. The cross-stream basis leads to a standard eigenvalue problem for the frequencies of Poiseuille flow instability waves. The coefficient matrix in the eigenvalue problem is shown to be the sum of a real matrix and a negative-imaginary diagonal matrix which represents the frequencies of the cross-stream modes. The real coefficient matrix is shown to approach a Toeplitz matrix when the row and column indices are large. The Toeplitz matrix is diagonally dominant, and the diagonal elements vary inversely in magnitude with diagonal position. The Poiseuille flow eigenvalues are shown to lie within Gersgorin disks with radii bounded by the product of the average flow speed and the axial wavenumber. It is shown that the eigenvalues approach the Gersgorin disk centers when the mode index is large, so that the method may be used to compute spectra with an essentially unlimited number of elements. When the mode index is large, the real part of the eigenvalue is the product of the axial wavenumber and the average flow speed, and the imaginary part of the eigen value is identical to the corresponding cross-stream mode frequency. The cross-stream method is numerically well-conditioned in comparison to Chebyshev based methods, providing equivalent accuracy for small mode indices and superior accuracy for large indices.
Structure preserving parallel algorithms for solving the Bethe–Salpeter eigenvalue problem
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
NASA Technical Reports Server (NTRS)
Isaacson, D.; Isaacson, E. L.; Paes-Leme, P. J.; Marchesin, D.
1981-01-01
Several methods for computing many eigenvalues and eigenfunctions of a single anharmonic oscillator Schroedinger operator whose potential may have one or two minima are described. One of the methods requires the solution of an ill-conditioned generalized eigenvalue problem. This method has the virtue of using a bounded amount of work to achieve a given accuracy in both the single and double well regions. Rigorous bounds are given, and it is proved that the approximations converge faster than any inverse power of the size of the matrices needed to compute them. The results of computations for the g:phi(4):1 theory are presented. These results indicate that the methods actually converge exponentially fast.
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.
DOE Office of Scientific and Technical Information (OSTI.GOV)
Akhymbek, Meiram Erkanatuly; Yessirkegenov, Nurgissa Amankeldiuly; Sadybekov, Makhmud Abdysametovich
2015-09-18
In the current paper, the problem of bending vibrations of a beam in which the binding on the right end is unknown and not available for visual inspection is studied. The main objective is to study an inverse problem: find additional unknown boundary conditions by additional spectral data, i.e., the conditions of fixing the right end of the rod. In this work, unlike many other works, as such additional conditions we choose the first natural frequencies (eigenvalues) of two new problems corresponding to the problem of bending vibrations of a beam with loads of different weights at the central point.
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.
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.
A general approach to regularizing inverse problems with regional data using Slepian wavelets
NASA Astrophysics Data System (ADS)
Michel, Volker; Simons, Frederik J.
2017-12-01
Slepian functions are orthogonal function systems that live on subdomains (for example, geographical regions on the Earth’s surface, or bandlimited portions of the entire spectrum). They have been firmly established as a useful tool for the synthesis and analysis of localized (concentrated or confined) signals, and for the modeling and inversion of noise-contaminated data that are only regionally available or only of regional interest. In this paper, we consider a general abstract setup for inverse problems represented by a linear and compact operator between Hilbert spaces with a known singular-value decomposition (svd). In practice, such an svd is often only given for the case of a global expansion of the data (e.g. on the whole sphere) but not for regional data distributions. We show that, in either case, Slepian functions (associated to an arbitrarily prescribed region and the given compact operator) can be determined and applied to construct a regularization for the ill-posed regional inverse problem. Moreover, we describe an algorithm for constructing the Slepian basis via an algebraic eigenvalue problem. The obtained Slepian functions can be used to derive an svd for the combination of the regionalizing projection and the compact operator. As a result, standard regularization techniques relying on a known svd become applicable also to those inverse problems where the data are regionally given only. In particular, wavelet-based multiscale techniques can be used. An example for the latter case is elaborated theoretically and tested on two synthetic numerical examples.
Fu, Zhongtao; Yang, Wenyu; Yang, Zhen
2013-08-01
In this paper, we present an efficient method based on geometric algebra for computing the solutions to the inverse kinematics problem (IKP) of the 6R robot manipulators with offset wrist. Due to the fact that there exist some difficulties to solve the inverse kinematics problem when the kinematics equations are complex, highly nonlinear, coupled and multiple solutions in terms of these robot manipulators stated mathematically, we apply the theory of Geometric Algebra to the kinematic modeling of 6R robot manipulators simply and generate closed-form kinematics equations, reformulate the problem as a generalized eigenvalue problem with symbolic elimination technique, and then yield 16 solutions. Finally, a spray painting robot, which conforms to the type of robot manipulators, is used as an example of implementation for the effectiveness and real-time of this method. The experimental results show that this method has a large advantage over the classical methods on geometric intuition, computation and real-time, and can be directly extended to all serial robot manipulators and completely automatized, which provides a new tool on the analysis and application of general robot manipulators.
Evanescent waves and deaf bands in sonic crystals
NASA Astrophysics Data System (ADS)
Romero-García, V.; Garcia-Raffi, L. M.; Sánchez-Pérez, J. V.
2011-12-01
The properties of sonic crystals (SC) are theoretically investigated in this work by solving the inverse problem k(ω) using the extended plane wave expansion (EPWE). The solution of the resulting eigenvalue problem gives the complex band structure which takes into account both the propagating and the evanescent modes. In this work we show the complete mathematical formulation of the EPWE for SC and the supercell approximation for its use in both a complete SC and a SC with defects. As an example we show a novel interpretation of the deaf bands in a complete SC in good agreement with multiple scattering simulations.
Towards adjoint-based inversion for rheological parameters in nonlinear viscous mantle flow
NASA Astrophysics Data System (ADS)
Worthen, Jennifer; Stadler, Georg; Petra, Noemi; Gurnis, Michael; Ghattas, Omar
2014-09-01
We address the problem of inferring mantle rheological parameter fields from surface velocity observations and instantaneous nonlinear mantle flow models. We formulate this inverse problem as an infinite-dimensional nonlinear least squares optimization problem governed by nonlinear Stokes equations. We provide expressions for the gradient of the cost functional of this optimization problem with respect to two spatially-varying rheological parameter fields: the viscosity prefactor and the exponent of the second invariant of the strain rate tensor. Adjoint (linearized) Stokes equations, which are characterized by a 4th order anisotropic viscosity tensor, facilitates efficient computation of the gradient. A quasi-Newton method for the solution of this optimization problem is presented, which requires the repeated solution of both nonlinear forward Stokes and linearized adjoint Stokes equations. For the solution of the nonlinear Stokes equations, we find that Newton’s method is significantly more efficient than a Picard fixed point method. Spectral analysis of the inverse operator given by the Hessian of the optimization problem reveals that the numerical eigenvalues collapse rapidly to zero, suggesting a high degree of ill-posedness of the inverse problem. To overcome this ill-posedness, we employ Tikhonov regularization (favoring smooth parameter fields) or total variation (TV) regularization (favoring piecewise-smooth parameter fields). Solution of two- and three-dimensional finite element-based model inverse problems show that a constant parameter in the constitutive law can be recovered well from surface velocity observations. Inverting for a spatially-varying parameter field leads to its reasonable recovery, in particular close to the surface. When inferring two spatially varying parameter fields, only an effective viscosity field and the total viscous dissipation are recoverable. Finally, a model of a subducting plate shows that a localized weak zone at the plate boundary can be partially recovered, especially with TV regularization.
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.
NASA Astrophysics Data System (ADS)
Zographopoulos, N. B.
2009-11-01
Motivated by the work (Karachalios N I 2008 Lett. Math. Phys. 83 189-99), we present explicit asymptotic estimates on the eigenvalues of the critical Schrödinger operator, involving inverse-square potential, based on improved Hardy-Sobolev-type inequalities.
Obtaining eigensolutions for multiple frequency ranges in a single NASTRAN execution
NASA Technical Reports Server (NTRS)
Pamidi, P. R.; Brown, W. K.
1990-01-01
A novel and general procedure for obtaining eigenvalues and eigenvectors for multiple frequency ranges in a single NASTRAN execution is presented. The scheme is applicable to normal modes analyzes employing the FEER and Inverse Power methods of eigenvalue extraction. The procedure is illustrated by examples.
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.
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.
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.
Eigenproblem solution by a combined Sturm sequence and inverse iteration technique.
NASA Technical Reports Server (NTRS)
Gupta, K. K.
1973-01-01
Description of an efficient and numerically stable algorithm, along with a complete listing of the associated computer program, developed for the accurate computation of specified roots and associated vectors of the eigenvalue problem Aq = lambda Bq with band symmetric A and B, B being also positive-definite. The desired roots are first isolated by the Sturm sequence procedure; then a special variant of the inverse iteration technique is applied for the individual determination of each root along with its vector. The algorithm fully exploits the banded form of relevant matrices, and the associated program written in FORTRAN V for the JPL UNIVAC 1108 computer proves to be most significantly economical in comparison to similar existing procedures. The program may be conveniently utilized for the efficient solution of practical engineering problems, involving free vibration and buckling analysis of structures. Results of such analyses are presented for representative structures.
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
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.
DOE Office of Scientific and Technical Information (OSTI.GOV)
Pieper, Andreas; Kreutzer, Moritz; Alvermann, Andreas, E-mail: alvermann@physik.uni-greifswald.de
2016-11-15
We study Chebyshev filter diagonalization as a tool for the computation of many interior eigenvalues of very large sparse symmetric matrices. In this technique the subspace projection onto the target space of wanted eigenvectors is approximated with filter polynomials obtained from Chebyshev expansions of window functions. After the discussion of the conceptual foundations of Chebyshev filter diagonalization we analyze the impact of the choice of the damping kernel, search space size, and filter polynomial degree on the computational accuracy and effort, before we describe the necessary steps towards a parallel high-performance implementation. Because Chebyshev filter diagonalization avoids the need formore » matrix inversion it can deal with matrices and problem sizes that are presently not accessible with rational function methods based on direct or iterative linear solvers. To demonstrate the potential of Chebyshev filter diagonalization for large-scale problems of this kind we include as an example the computation of the 10{sup 2} innermost eigenpairs of a topological insulator matrix with dimension 10{sup 9} derived from quantum physics applications.« less
Approximate equiangular tight frames for compressed sensing and CDMA applications
NASA Astrophysics Data System (ADS)
Tsiligianni, Evaggelia; Kondi, Lisimachos P.; Katsaggelos, Aggelos K.
2017-12-01
Performance guarantees for recovery algorithms employed in sparse representations, and compressed sensing highlights the importance of incoherence. Optimal bounds of incoherence are attained by equiangular unit norm tight frames (ETFs). Although ETFs are important in many applications, they do not exist for all dimensions, while their construction has been proven extremely difficult. In this paper, we construct frames that are close to ETFs. According to results from frame and graph theory, the existence of an ETF depends on the existence of its signature matrix, that is, a symmetric matrix with certain structure and spectrum consisting of two distinct eigenvalues. We view the construction of a signature matrix as an inverse eigenvalue problem and propose a method that produces frames of any dimensions that are close to ETFs. Due to the achieved equiangularity property, the so obtained frames can be employed as spreading sequences in synchronous code-division multiple access (s-CDMA) systems, besides compressed sensing.
The ZH ratio method for long-period seismic data: inversion for S-wave velocity structure
NASA Astrophysics Data System (ADS)
Yano, Tomoko; Tanimoto, T.; Rivera, L.
2009-10-01
The particle motion of surface waves, in addition to phase and group velocities, can provide useful information for S-wave velocity structure in the crust and upper mantle. In this study, we applied a new method to retrieve velocity structure using the ZH ratio, the ratio between vertical and horizontal surface amplitudes of Rayleigh waves. Analysing data from the GEOSCOPE network, we measured the ZH ratios for frequencies between 0.004 and 0.05 Hz (period between 20 and 250s) and inverted them for S-wave velocity structure beneath each station. Our analysis showed that the resolving power of the ZH ratio is limited and final solutions display dependence on starting models; in particular, the depth of the Moho in the starting model is important in order to get reliable results. Thus, initial models for the inversion need to be carefully constructed. We chose PREM and CRUST2.0 in this study as a starting model for all but one station (ECH). The eigenvalue analysis of the least-squares problem that arises for each step of the iterative process shows a few dominant eigenvalues which explains the cause of the inversion's initial-model dependence. However, the ZH ratio is unique in having high sensitivity to near-surface structure and thus provides complementary information to phase and group velocities. Application of this method to GEOSCOPE data suggest that low velocity zones may exist beneath some stations near hotspots. Our tests with different starting models show that the models with low-velocity anomalies fit better to the ZH ratio data. Such low velocity zones are seen near Hawaii (station KIP), Crozet Island (CRZF) and Djibuti (ATD) but not near Reunion Island (RER). It is also found near Echery (ECH) which is in a geothermal area. However, this method has a tendency to produce spurious low velocity zones and resolution of the low velocity zones requires further careful study. We also performed simultaneous inversions for volumetric perturbation and discontinuity-depth perturbation. While its formulation and inversion were straightforward, there seemed to be a difficult trade-off problem between volumetric perturbation and discontinuity-depth perturbation.
Inverse eigenproblem for R-symmetric matrices and their approximation
NASA Astrophysics Data System (ADS)
Yuan, Yongxin
2009-11-01
Let be a nontrivial involution, i.e., R=R-1[not equal to]±In. We say that is R-symmetric if RGR=G. The set of all -symmetric matrices is denoted by . In this paper, we first give the solvability condition for the following inverse eigenproblem (IEP): given a set of vectors in and a set of complex numbers , find a matrix such that and are, respectively, the eigenvalues and eigenvectors of A. We then consider the following approximation problem: Given an n×n matrix , find such that , where is the solution set of IEP and ||[dot operator]|| is the Frobenius norm. We provide an explicit formula for the best approximation solution by means of the canonical correlation decomposition.
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 .
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.
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
A divide and conquer approach to the nonsymmetric eigenvalue problem
DOE Office of Scientific and Technical Information (OSTI.GOV)
Jessup, E.R.
1991-01-01
Serial computation combined with high communication costs on distributed-memory multiprocessors make parallel implementations of the QR method for the nonsymmetric eigenvalue problem inefficient. This paper introduces an alternative algorithm for the nonsymmetric tridiagonal eigenvalue problem based on rank two tearing and updating of the matrix. The parallelism of this divide and conquer approach stems from independent solution of the updating problems. 11 refs.
Conditions for Symmetries in the Buckle Patterns of Laminated-Composite Plates
NASA Technical Reports Server (NTRS)
Nemeth, Michael P.
2012-01-01
Conditions for the existence of certain symmetries to exist in the buckle patterns of symmetrically laminated composite plates are presented. The plates considered have a general planform with cutouts, variable thickness and stiffnesses, and general support and loading conditions. The symmetry analysis is based on enforcing invariance of the corresponding eigenvalue problem for a group of coordinate transformations associated with buckle patterns commonly exhibited by symmetrically laminated plates. The buckle-pattern symmetries examined include a central point of inversion symmetry, one plane of reflective symmetry, and two planes of reflective symmetry.
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.
Matrix Sturm-Liouville equation with a Bessel-type singularity on a finite interval
NASA Astrophysics Data System (ADS)
Bondarenko, Natalia
2017-03-01
The matrix Sturm-Liouville equation on a finite interval with a Bessel-type singularity in the end of the interval is studied. Special fundamental systems of solutions for this equation are constructed: analytic Bessel-type solutions with the prescribed behavior at the singular point and Birkhoff-type solutions with the known asymptotics for large values of the spectral parameter. The asymptotic formulas for Stokes multipliers, connecting these two fundamental systems of solutions, are derived. We also set boundary conditions and obtain asymptotic formulas for the spectral data (the eigenvalues and the weight matrices) of the boundary value problem. Our results will be useful in the theory of direct and inverse spectral problems.
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.
Maximum likelihood techniques applied to quasi-elastic light scattering
NASA Technical Reports Server (NTRS)
Edwards, Robert V.
1992-01-01
There is a necessity of having an automatic procedure for reliable estimation of the quality of the measurement of particle size from QELS (Quasi-Elastic Light Scattering). Getting the measurement itself, before any error estimates can be made, is a problem because it is obtained by a very indirect measurement of a signal derived from the motion of particles in the system and requires the solution of an inverse problem. The eigenvalue structure of the transform that generates the signal is such that an arbitrarily small amount of noise can obliterate parts of any practical inversion spectrum. This project uses the Maximum Likelihood Estimation (MLE) as a framework to generate a theory and a functioning set of software to oversee the measurement process and extract the particle size information, while at the same time providing error estimates for those measurements. The theory involved verifying a correct form of the covariance matrix for the noise on the measurement and then estimating particle size parameters using a modified histogram approach.
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.
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.
Optimal mistuning for enhanced aeroelastic stability of transonic fans
NASA Technical Reports Server (NTRS)
Hall, K. C.; Crawley, E. F.
1983-01-01
An inverse design procedure was developed for the design of a mistuned rotor. The design requirements are that the stability margin of the eigenvalues of the aeroelastic system be greater than or equal to some minimum stability margin, and that the mass added to each blade be positive. The objective was to achieve these requirements with a minimal amount of mistuning. Hence, the problem was posed as a constrained optimization problem. The constrained minimization problem was solved by the technique of mathematical programming via augmented Lagrangians. The unconstrained minimization phase of this technique was solved by the variable metric method. The bladed disk was modelled as being composed of a rigid disk mounted on a rigid shaft. Each of the blades were modelled with a single tosional degree of freedom.
EvArnoldi: A New Algorithm for Large-Scale Eigenvalue Problems.
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.
NASA Astrophysics Data System (ADS)
Vecharynski, Eugene; Brabec, Jiri; Shao, Meiyue; Govind, Niranjan; Yang, Chao
2017-12-01
We present two efficient iterative algorithms for solving the linear response eigenvalue problem arising from the time dependent density functional theory. Although the matrix to be diagonalized is nonsymmetric, it has a special structure that can be exploited to save both memory and floating point operations. In particular, the nonsymmetric eigenvalue problem can be transformed into an eigenvalue problem that involves the product of two matrices M and K. We show that, because MK is self-adjoint with respect to the inner product induced by the matrix K, this product eigenvalue problem can be solved efficiently by a modified Davidson algorithm and a modified locally optimal block preconditioned conjugate gradient (LOBPCG) algorithm that make use of the K-inner product. The solution of the product eigenvalue problem yields one component of the eigenvector associated with the original eigenvalue problem. We show that the other component of the eigenvector can be easily recovered in an inexpensive postprocessing procedure. As a result, the algorithms we present here become more efficient than existing methods that try to approximate both components of the eigenvectors simultaneously. In particular, our numerical experiments demonstrate that the new algorithms presented here consistently outperform the existing state-of-the-art Davidson type solvers by a factor of two in both solution time and storage.
A comparison of acceleration methods for solving the neutron transport k-eigenvalue problem
NASA Astrophysics Data System (ADS)
Willert, Jeffrey; Park, H.; Knoll, D. A.
2014-10-01
Over the past several years a number of papers have been written describing modern techniques for numerically computing the dominant eigenvalue of the neutron transport criticality problem. These methods fall into two distinct categories. The first category of methods rewrite the multi-group k-eigenvalue problem as a nonlinear system of equations and solve the resulting system using either a Jacobian-Free Newton-Krylov (JFNK) method or Nonlinear Krylov Acceleration (NKA), a variant of Anderson Acceleration. These methods are generally successful in significantly reducing the number of transport sweeps required to compute the dominant eigenvalue. The second category of methods utilize Moment-Based Acceleration (or High-Order/Low-Order (HOLO) Acceleration). These methods solve a sequence of modified diffusion eigenvalue problems whose solutions converge to the solution of the original transport eigenvalue problem. This second class of methods is, in our experience, always superior to the first, as most of the computational work is eliminated by the acceleration from the LO diffusion system. In this paper, we review each of these methods. Our computational results support our claim that the choice of which nonlinear solver to use, JFNK or NKA, should be secondary. The primary computational savings result from the implementation of a HOLO algorithm. We display computational results for a series of challenging multi-dimensional test problems.
Multigrid method for stability problems
NASA Technical Reports Server (NTRS)
Ta'asan, Shlomo
1988-01-01
The problem of calculating the stability of steady state solutions of differential equations is addressed. Leading eigenvalues of large matrices that arise from discretization are calculated, and an efficient multigrid method for solving these problems is presented. The resulting grid functions are used as initial approximations for appropriate eigenvalue problems. The method employs local relaxation on all levels together with a global change on the coarsest level only, which is designed to separate the different eigenfunctions as well as to update their corresponding eigenvalues. Coarsening is done using the FAS formulation in a nonstandard way in which the right-hand side of the coarse grid equations involves unknown parameters to be solved on the coarse grid. This leads to a new multigrid method for calculating the eigenvalues of symmetric problems. Numerical experiments with a model problem are presented which demonstrate the effectiveness of the method.
An accurate method for solving a class of fractional Sturm-Liouville eigenvalue problems
NASA Astrophysics Data System (ADS)
Kashkari, Bothayna S. H.; Syam, Muhammed I.
2018-06-01
This article is devoted to both theoretical and numerical study of the eigenvalues of nonsingular fractional second-order Sturm-Liouville problem. In this paper, we implement a fractional-order Legendre Tau method to approximate the eigenvalues. This method transforms the Sturm-Liouville problem to a sparse nonsingular linear system which is solved using the continuation method. Theoretical results for the considered problem are provided and proved. Numerical results are presented to show the efficiency of the proposed method.
DOE Office of Scientific and Technical Information (OSTI.GOV)
Vecharynski, Eugene; Brabec, Jiri; Shao, Meiyue
We present two efficient iterative algorithms for solving the linear response eigen- value problem arising from the time dependent density functional theory. Although the matrix to be diagonalized is nonsymmetric, it has a special structure that can be exploited to save both memory and floating point operations. In particular, the nonsymmetric eigenvalue problem can be transformed into a product eigenvalue problem that is self-adjoint with respect to a K-inner product. This product eigenvalue problem can be solved efficiently by a modified Davidson algorithm and a modified locally optimal block preconditioned conjugate gradient (LOBPCG) algorithm that make use of the K-innermore » product. The solution of the product eigenvalue problem yields one component of the eigenvector associated with the original eigenvalue problem. However, the other component of the eigenvector can be easily recovered in a postprocessing procedure. Therefore, the algorithms we present here are more efficient than existing algorithms that try to approximate both components of the eigenvectors simultaneously. The efficiency of the new algorithms is demonstrated by numerical examples.« less
Efficient parallel resolution of the simplified transport equations in mixed-dual formulation
NASA Astrophysics Data System (ADS)
Barrault, M.; Lathuilière, B.; Ramet, P.; Roman, J.
2011-03-01
A reactivity computation consists of computing the highest eigenvalue of a generalized eigenvalue problem, for which an inverse power algorithm is commonly used. Very fine modelizations are difficult to treat for our sequential solver, based on the simplified transport equations, in terms of memory consumption and computational time. A first implementation of a Lagrangian based domain decomposition method brings to a poor parallel efficiency because of an increase in the power iterations [1]. In order to obtain a high parallel efficiency, we improve the parallelization scheme by changing the location of the loop over the subdomains in the overall algorithm and by benefiting from the characteristics of the Raviart-Thomas finite element. The new parallel algorithm still allows us to locally adapt the numerical scheme (mesh, finite element order). However, it can be significantly optimized for the matching grid case. The good behavior of the new parallelization scheme is demonstrated for the matching grid case on several hundreds of nodes for computations based on a pin-by-pin discretization.
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 nonconforming virtual element method for eigenvalue problems
DOE Office of Scientific and Technical Information (OSTI.GOV)
Gardini, Francesca; Manzini, Gianmarco; Vacca, Giuseppe
We analyse the nonconforming Virtual Element Method (VEM) for the approximation of elliptic eigenvalue problems. The nonconforming VEM allow to treat in the same formulation the two- and three-dimensional case.We present two possible formulations of the discrete problem, derived respectively by the nonstabilized and stabilized approximation of the L 2-inner product, and we study the convergence properties of the corresponding discrete eigenvalue problems. The proposed schemes provide a correct approximation of the spectrum and we prove optimal-order error estimates for the eigenfunctions and the usual double order of convergence of the eigenvalues. Finally we show a large set of numericalmore » tests supporting the theoretical results, including a comparison with the conforming Virtual Element choice.« less
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.
A useful observable for estimating keff in fast subcritical systems
NASA Astrophysics Data System (ADS)
Saracco, Paolo; Borreani, Walter; Chersola, Davide; Lomonaco, Guglielmo; Ricco, Gianni; Ripani, Marco
2017-09-01
The neutron multiplication factor keff is a key quantity to characterize subcritical neutron multiplying devices and for understanting their physical behaviour, being related to the fundamental eigenvalue of Boltzmann transport equation. Both the maximum available power - and all quantities related to it, like, e.g. the effectiveness in burning nuclear wastes - as well as reactor kinetics and dynamics depend on keff. Nevertheless, keff is not directly measurable and its determination results from the solution of an inverse problem: minimizing model dependence of the solution for keff then becomes a critical issue, relevant both for practical and theoretical reasons.
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.
DOE Office of Scientific and Technical Information (OSTI.GOV)
Vecharynski, Eugene; Brabec, Jiri; Shao, Meiyue
Within this paper, we present two efficient iterative algorithms for solving the linear response eigenvalue problem arising from the time dependent density functional theory. Although the matrix to be diagonalized is nonsymmetric, it has a special structure that can be exploited to save both memory and floating point operations. In particular, the nonsymmetric eigenvalue problem can be transformed into an eigenvalue problem that involves the product of two matrices M and K. We show that, because MK is self-adjoint with respect to the inner product induced by the matrix K, this product eigenvalue problem can be solved efficiently by amore » modified Davidson algorithm and a modified locally optimal block preconditioned conjugate gradient (LOBPCG) algorithm that make use of the K-inner product. Additionally, the solution of the product eigenvalue problem yields one component of the eigenvector associated with the original eigenvalue problem. We show that the other component of the eigenvector can be easily recovered in an inexpensive postprocessing procedure. As a result, the algorithms we present here become more efficient than existing methods that try to approximate both components of the eigenvectors simultaneously. In particular, our numerical experiments demonstrate that the new algorithms presented here consistently outperform the existing state-of-the-art Davidson type solvers by a factor of two in both solution time and storage.« less
DOE Office of Scientific and Technical Information (OSTI.GOV)
Vecharynski, Eugene; Brabec, Jiri; Shao, Meiyue
In this article, we present two efficient iterative algorithms for solving the linear response eigenvalue problem arising from the time dependent density functional theory. Although the matrix to be diagonalized is nonsymmetric, it has a special structure that can be exploited to save both memory and floating point operations. In particular, the nonsymmetric eigenvalue problem can be transformed into an eigenvalue problem that involves the product of two matrices M and K. We show that, because MK is self-adjoint with respect to the inner product induced by the matrix K, this product eigenvalue problem can be solved efficiently by amore » modified Davidson algorithm and a modified locally optimal block preconditioned conjugate gradient (LOBPCG) algorithm that make use of the K-inner product. The solution of the product eigenvalue problem yields one component of the eigenvector associated with the original eigenvalue problem. We show that the other component of the eigenvector can be easily recovered in an inexpensive postprocessing procedure. As a result, the algorithms we present here become more efficient than existing methods that try to approximate both components of the eigenvectors simultaneously. In particular, our numerical experiments demonstrate that the new algorithms presented here consistently outperform the existing state-of-the-art Davidson type solvers by a factor of two in both solution time and storage.« less
Vecharynski, Eugene; Brabec, Jiri; Shao, Meiyue; ...
2017-12-01
In this article, we present two efficient iterative algorithms for solving the linear response eigenvalue problem arising from the time dependent density functional theory. Although the matrix to be diagonalized is nonsymmetric, it has a special structure that can be exploited to save both memory and floating point operations. In particular, the nonsymmetric eigenvalue problem can be transformed into an eigenvalue problem that involves the product of two matrices M and K. We show that, because MK is self-adjoint with respect to the inner product induced by the matrix K, this product eigenvalue problem can be solved efficiently by amore » modified Davidson algorithm and a modified locally optimal block preconditioned conjugate gradient (LOBPCG) algorithm that make use of the K-inner product. The solution of the product eigenvalue problem yields one component of the eigenvector associated with the original eigenvalue problem. We show that the other component of the eigenvector can be easily recovered in an inexpensive postprocessing procedure. As a result, the algorithms we present here become more efficient than existing methods that try to approximate both components of the eigenvectors simultaneously. In particular, our numerical experiments demonstrate that the new algorithms presented here consistently outperform the existing state-of-the-art Davidson type solvers by a factor of two in both solution time and storage.« less
Vecharynski, Eugene; Brabec, Jiri; Shao, Meiyue; ...
2017-08-24
Within this paper, we present two efficient iterative algorithms for solving the linear response eigenvalue problem arising from the time dependent density functional theory. Although the matrix to be diagonalized is nonsymmetric, it has a special structure that can be exploited to save both memory and floating point operations. In particular, the nonsymmetric eigenvalue problem can be transformed into an eigenvalue problem that involves the product of two matrices M and K. We show that, because MK is self-adjoint with respect to the inner product induced by the matrix K, this product eigenvalue problem can be solved efficiently by amore » modified Davidson algorithm and a modified locally optimal block preconditioned conjugate gradient (LOBPCG) algorithm that make use of the K-inner product. Additionally, the solution of the product eigenvalue problem yields one component of the eigenvector associated with the original eigenvalue problem. We show that the other component of the eigenvector can be easily recovered in an inexpensive postprocessing procedure. As a result, the algorithms we present here become more efficient than existing methods that try to approximate both components of the eigenvectors simultaneously. In particular, our numerical experiments demonstrate that the new algorithms presented here consistently outperform the existing state-of-the-art Davidson type solvers by a factor of two in both solution time and storage.« less
Iterative Methods for Elliptic Problems and the Discovery of ’q’.
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
NASA Astrophysics Data System (ADS)
Li, Keqiang; Gao, Feng; Li, Shengbo Eben; Zheng, Yang; Gao, Hongbo
2017-12-01
This study presents a distributed H-infinity control method for uncertain platoons with dimensionally and structurally unknown interaction topologies provided that the associated topological eigenvalues are bounded by a predesigned range.With an inverse model to compensate for nonlinear powertrain dynamics, vehicles in a platoon are modeled by third-order uncertain systems with bounded disturbances. On the basis of the eigenvalue decomposition of topological matrices, we convert the platoon system to a norm-bounded uncertain part and a diagonally structured certain part by applying linear transformation. We then use a common Lyapunov method to design a distributed H-infinity controller. Numerically, two linear matrix inequalities corresponding to the minimum and maximum eigenvalues should be solved. The resulting controller can tolerate interaction topologies with eigenvalues located in a certain range. The proposed method can also ensure robustness performance and disturbance attenuation ability for the closed-loop platoon system. Hardware-in-the-loop tests are performed to validate the effectiveness of our method.
Eigensensitivity analysis of rotating clamped uniform beams with the asymptotic numerical method
NASA Astrophysics Data System (ADS)
Bekhoucha, F.; Rechak, S.; Cadou, J. M.
2016-12-01
In this paper, free vibrations of a rotating clamped Euler-Bernoulli beams with uniform cross section are studied using continuation method, namely asymptotic numerical method. The governing equations of motion are derived using Lagrange's method. The kinetic and strain energy expression are derived from Rayleigh-Ritz method using a set of hybrid variables and based on a linear deflection assumption. The derived equations are transformed in two eigenvalue problems, where the first is a linear gyroscopic eigenvalue problem and presents the coupled lagging and stretch motions through gyroscopic terms. While the second is standard eigenvalue problem and corresponds to the flapping motion. Those two eigenvalue problems are transformed into two functionals treated by continuation method, the Asymptotic Numerical Method. New method proposed for the solution of the linear gyroscopic system based on an augmented system, which transforms the original problem to a standard form with real symmetric matrices. By using some techniques to resolve these singular problems by the continuation method, evolution curves of the natural frequencies against dimensionless angular velocity are determined. At high angular velocity, some singular points, due to the linear elastic assumption, are computed. Numerical tests of convergence are conducted and the obtained results are compared to the exact values. Results obtained by continuation are compared to those computed with discrete eigenvalue problem.
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.
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.
NASA Astrophysics Data System (ADS)
Cartarius, Holger; Musslimani, Ziad H.; Schwarz, Lukas; Wunner, Günter
2018-03-01
The spectral renormalization method was introduced in 2005 as an effective way to compute ground states of nonlinear Schrödinger and Gross-Pitaevskii type equations. In this paper, we introduce an orthogonal spectral renormalization (OSR) method to compute ground and excited states (and their respective eigenvalues) of linear and nonlinear eigenvalue problems. The implementation of the algorithm follows four simple steps: (i) reformulate the underlying eigenvalue problem as a fixed-point equation, (ii) introduce a renormalization factor that controls the convergence properties of the iteration, (iii) perform a Gram-Schmidt orthogonalization process in order to prevent the iteration from converging to an unwanted mode, and (iv) compute the solution sought using a fixed-point iteration. The advantages of the OSR scheme over other known methods (such as Newton's and self-consistency) are (i) it allows the flexibility to choose large varieties of initial guesses without diverging, (ii) it is easy to implement especially at higher dimensions, and (iii) it can easily handle problems with complex and random potentials. The OSR method is implemented on benchmark Hermitian linear and nonlinear eigenvalue problems as well as linear and nonlinear non-Hermitian PT -symmetric models.
Molecular dynamics in principal component space.
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.
Extension of the tridiagonal reduction (FEER) method for complex eigenvalue problems in NASTRAN
NASA Technical Reports Server (NTRS)
Newman, M.; Mann, F. I.
1978-01-01
As in the case of real eigenvalue analysis, the eigensolutions closest to a selected point in the eigenspectrum were extracted from a reduced, symmetric, tridiagonal eigenmatrix whose order was much lower than that of the full size problem. The reduction process was effected automatically, and thus avoided the arbitrary lumping of masses and other physical quantities at selected grid points. The statement of the algebraic eigenvalue problem admitted mass, damping, and stiffness matrices which were unrestricted in character, i.e., they might be real, symmetric or nonsymmetric, singular or nonsingular.
Chebyshev polynomials in the spectral Tau method and applications to Eigenvalue problems
NASA Technical Reports Server (NTRS)
Johnson, Duane
1996-01-01
Chebyshev Spectral methods have received much attention recently as a technique for the rapid solution of ordinary differential equations. This technique also works well for solving linear eigenvalue problems. Specific detail is given to the properties and algebra of chebyshev polynomials; the use of chebyshev polynomials in spectral methods; and the recurrence relationships that are developed. These formula and equations are then applied to several examples which are worked out in detail. The appendix contains an example FORTRAN program used in solving an eigenvalue problem.
Mixed finite-difference scheme for free vibration analysis of noncircular cylinders
NASA Technical Reports Server (NTRS)
Noor, A. K.; Stephens, W. B.
1973-01-01
A mixed finite-difference scheme is presented for the free-vibration analysis of simply supported closed noncircular cylindrical shells. The problem is formulated in terms of eight first-order differential equations in the circumferential coordinate which possess a symmetric coefficient matrix and are free of the derivatives of the elastic and geometric characteristics of the shell. In the finite-difference discretization, two interlacing grids are used for the different fundamental unknowns in such a way as to avoid averaging in the difference-quotient expressions used for the first derivative. The resulting finite-difference equations are symmetric. The inverse-power method is used for obtaining the eigenvalues and eigenvectors.
A multilevel finite element method for Fredholm integral eigenvalue problems
NASA Astrophysics Data System (ADS)
Xie, Hehu; Zhou, Tao
2015-12-01
In this work, we proposed a multigrid finite element (MFE) method for solving the Fredholm integral eigenvalue problems. The main motivation for such studies is to compute the Karhunen-Loève expansions of random fields, which play an important role in the applications of uncertainty quantification. In our MFE framework, solving the eigenvalue problem is converted to doing a series of integral iterations and eigenvalue solving in the coarsest mesh. Then, any existing efficient integration scheme can be used for the associated integration process. The error estimates are provided, and the computational complexity is analyzed. It is noticed that the total computational work of our method is comparable with a single integration step in the finest mesh. Several numerical experiments are presented to validate the efficiency of the proposed numerical method.
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.
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.
Marek, A; Blum, V; Johanni, R; Havu, V; Lang, B; Auckenthaler, T; Heinecke, A; Bungartz, H-J; Lederer, H
2014-05-28
Obtaining the eigenvalues and eigenvectors of large matrices is a key problem in electronic structure theory and many other areas of computational science. The computational effort formally scales as O(N(3)) with the size of the investigated problem, N (e.g. the electron count in electronic structure theory), and thus often defines the system size limit that practical calculations cannot overcome. In many cases, more than just a small fraction of the possible eigenvalue/eigenvector pairs is needed, so that iterative solution strategies that focus only on a few eigenvalues become ineffective. Likewise, it is not always desirable or practical to circumvent the eigenvalue solution entirely. We here review some current developments regarding dense eigenvalue solvers and then focus on the Eigenvalue soLvers for Petascale Applications (ELPA) library, which facilitates the efficient algebraic solution of symmetric and Hermitian eigenvalue problems for dense matrices that have real-valued and complex-valued matrix entries, respectively, on parallel computer platforms. ELPA addresses standard as well as generalized eigenvalue problems, relying on the well documented matrix layout of the Scalable Linear Algebra PACKage (ScaLAPACK) library but replacing all actual parallel solution steps with subroutines of its own. For these steps, ELPA significantly outperforms the corresponding ScaLAPACK routines and proprietary libraries that implement the ScaLAPACK interface (e.g. Intel's MKL). The most time-critical step is the reduction of the matrix to tridiagonal form and the corresponding backtransformation of the eigenvectors. ELPA offers both a one-step tridiagonalization (successive Householder transformations) and a two-step transformation that is more efficient especially towards larger matrices and larger numbers of CPU cores. ELPA is based on the MPI standard, with an early hybrid MPI-OpenMPI implementation available as well. Scalability beyond 10,000 CPU cores for problem sizes arising in the field of electronic structure theory is demonstrated for current high-performance computer architectures such as Cray or Intel/Infiniband. For a matrix of dimension 260,000, scalability up to 295,000 CPU cores has been shown on BlueGene/P.
A new method for multi-bit and qudit transfer based on commensurate waveguide arrays
NASA Astrophysics Data System (ADS)
Petrovic, J.; Veerman, J. J. P.
2018-05-01
The faithful state transfer is an important requirement in the construction of classical and quantum computers. While the high-speed transfer is realized by optical-fibre interconnects, its implementation in integrated optical circuits is affected by cross-talk. The cross-talk between densely packed optical waveguides limits the transfer fidelity and distorts the signal in each channel, thus severely impeding the parallel transfer of states such as classical registers, multiple qubits and qudits. Here, we leverage on the suitably engineered cross-talk between waveguides to achieve the parallel transfer on optical chip. Waveguide coupling coefficients are designed to yield commensurate eigenvalues of the array and hence, periodic revivals of the input state. While, in general, polynomially complex, the inverse eigenvalue problem permits analytic solutions for small number of waveguides. We present exact solutions for arrays of up to nine waveguides and use them to design realistic buses for multi-(qu)bit and qudit transfer. Advantages and limitations of the proposed solution are discussed in the context of available fabrication techniques.
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.
Convergence analysis of two-node CMFD method for two-group neutron diffusion eigenvalue problem
DOE Office of Scientific and Technical Information (OSTI.GOV)
Jeong, Yongjin; Park, Jinsu; Lee, Hyun Chul
2015-12-01
In this paper, the nonlinear coarse-mesh finite difference method with two-node local problem (CMFD2N) is proven to be unconditionally stable for neutron diffusion eigenvalue problems. The explicit current correction factor (CCF) is derived based on the two-node analytic nodal method (ANM2N), and a Fourier stability analysis is applied to the linearized algorithm. It is shown that the analytic convergence rate obtained by the Fourier analysis compares very well with the numerically measured convergence rate. It is also shown that the theoretical convergence rate is only governed by the converged second harmonic buckling and the mesh size. It is also notedmore » that the convergence rate of the CCF of the CMFD2N algorithm is dependent on the mesh size, but not on the total problem size. This is contrary to expectation for eigenvalue problem. The novel points of this paper are the analytical derivation of the convergence rate of the CMFD2N algorithm for eigenvalue problem, and the convergence analysis based on the analytic derivations.« less
Asymptotic theory of a slender rotating beam with end masses.
NASA Technical Reports Server (NTRS)
Whitman, A. M.; Abel, J. M.
1972-01-01
The method of matched asymptotic expansions is employed to solve the singular perturbation problem of the vibrations of a rotating beam of small flexural rigidity with concentrated end masses. The problem is complicated by the appearance of the eigenvalue in the boundary conditions. Eigenfunctions and eigenvalues are developed as power series in the perturbation parameter beta to the 1/2 power, and results are given for mode shapes and eigenvalues through terms of the order of beta.
Fourth-order convergence of a compact scheme for the one-dimensional biharmonic equation
NASA Astrophysics Data System (ADS)
Fishelov, D.; Ben-Artzi, M.; Croisille, J.-P.
2012-09-01
The convergence of a fourth-order compact scheme to the one-dimensional biharmonic problem is established in the case of general Dirichlet boundary conditions. The compact scheme invokes value of the unknown function as well as Pade approximations of its first-order derivative. Using the Pade approximation allows us to approximate the first-order derivative within fourth-order accuracy. However, although the truncation error of the discrete biharmonic scheme is of fourth-order at interior point, the truncation error drops to first-order at near-boundary points. Nonetheless, we prove that the scheme retains its fourth-order (optimal) accuracy. This is done by a careful inspection of the matrix elements of the discrete biharmonic operator. A number of numerical examples corroborate this effect. We also present a study of the eigenvalue problem uxxxx = νu. We compute and display the eigenvalues and the eigenfunctions related to the continuous and the discrete problems. By the positivity of the eigenvalues, one can deduce the stability of of the related time-dependent problem ut = -uxxxx. In addition, we study the eigenvalue problem uxxxx = νuxx. This is related to the stability of the linear time-dependent equation uxxt = νuxxxx. Its continuous and discrete eigenvalues and eigenfunction (or eigenvectors) are computed and displayed graphically.
Multigrid method for stability problems
NASA Technical Reports Server (NTRS)
Taasan, Shlomo
1988-01-01
The problem of calculating the stability of steady state solutions of differential equations is treated. Leading eigenvalues (i.e., having maximal real part) of large matrices that arise from discretization are to be calculated. An efficient multigrid method for solving these problems is presented. The method begins by obtaining an initial approximation for the dominant subspace on a coarse level using a damped Jacobi relaxation. This proceeds until enough accuracy for the dominant subspace has been obtained. The resulting grid functions are then used as an initial approximation for appropriate eigenvalue problems. These problems are being solved first on coarse levels, followed by refinement until a desired accuracy for the eigenvalues has been achieved. The method employs local relaxation on all levels together with a global change on the coarsest level only, which is designed to separate the different eigenfunctions as well as to update their corresponding eigenvalues. Coarsening is done using the FAS formulation in a non-standard way in which the right hand side of the coarse grid equations involves unknown parameters to be solved for on the coarse grid. This in particular leads to a new multigrid method for calculating the eigenvalues of symmetric problems. Numerical experiments with a model problem demonstrate the effectiveness of the method proposed. Using an FMG algorithm a solution to the level of discretization errors is obtained in just a few work units (less than 10), where a work unit is the work involved in one Jacobi relization on the finest level.
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.
A method to stabilize linear systems using eigenvalue gradient information
NASA Technical Reports Server (NTRS)
Wieseman, C. D.
1985-01-01
Formal optimization methods and eigenvalue gradient information are used to develop a stabilizing control law for a closed loop linear system that is initially unstable. The method was originally formulated by using direct, constrained optimization methods with the constraints being the real parts of the eigenvalues. However, because of problems in trying to achieve stabilizing control laws, the problem was reformulated to be solved differently. The method described uses the Davidon-Fletcher-Powell minimization technique to solve an indirect, constrained minimization problem in which the performance index is the Kreisselmeier-Steinhauser function of the real parts of all the eigenvalues. The method is applied successfully to solve two different problems: the determination of a fourth-order control law stabilizes a single-input single-output active flutter suppression system and the determination of a second-order control law for a multi-input multi-output lateral-directional flight control system. Various sets of design variables and initial starting points were chosen to show the robustness of the method.
Ovtchinnikov, Evgueni E.; Xanthis, Leonidas S.
2000-01-01
We present a methodology for the efficient numerical solution of eigenvalue problems of full three-dimensional elasticity for thin elastic structures, such as shells, plates and rods of arbitrary geometry, discretized by the finite element method. Such problems are solved by iterative methods, which, however, are known to suffer from slow convergence or even convergence failure, when the thickness is small. In this paper we show an effective way of resolving this difficulty by invoking a special preconditioning technique associated with the effective dimensional reduction algorithm (EDRA). As an example, we present an algorithm for computing the minimal eigenvalue of a thin elastic plate and we show both theoretically and numerically that it is robust with respect to both the thickness and discretization parameters, i.e. the convergence does not deteriorate with diminishing thickness or mesh refinement. This robustness is sine qua non for the efficient computation of large-scale eigenvalue problems for thin elastic structures. PMID:10655469
Using parallel banded linear system solvers in generalized eigenvalue problems
NASA Technical Reports Server (NTRS)
Zhang, Hong; Moss, William F.
1993-01-01
Subspace iteration is a reliable and cost effective method for solving positive definite banded symmetric generalized eigenproblems, especially in the case of large scale problems. This paper discusses an algorithm that makes use of two parallel banded solvers in subspace iteration. A shift is introduced to decompose the banded linear systems into relatively independent subsystems and to accelerate the iterations. With this shift, an eigenproblem is mapped efficiently into the memories of a multiprocessor and a high speed-up is obtained for parallel implementations. An optimal shift is a shift that balances total computation and communication costs. Under certain conditions, we show how to estimate an optimal shift analytically using the decay rate for the inverse of a banded matrix, and how to improve this estimate. Computational results on iPSC/2 and iPSC/860 multiprocessors are presented.
NASA Astrophysics Data System (ADS)
Costiner, Sorin; Ta'asan, Shlomo
1995-07-01
Algorithms for nonlinear eigenvalue problems (EP's) often require solving self-consistently a large number of EP's. Convergence difficulties may occur if the solution is not sought in an appropriate region, if global constraints have to be satisfied, or if close or equal eigenvalues are present. Multigrid (MG) algorithms for nonlinear problems and for EP's obtained from discretizations of partial differential EP have often been shown to be more efficient than single level algorithms. This paper presents MG techniques and a MG algorithm for nonlinear Schrödinger Poisson EP's. The algorithm overcomes the above mentioned difficulties combining the following techniques: a MG simultaneous treatment of the eigenvectors and nonlinearity, and with the global constrains; MG stable subspace continuation techniques for the treatment of nonlinearity; and a MG projection coupled with backrotations for separation of solutions. These techniques keep the solutions in an appropriate region, where the algorithm converges fast, and reduce the large number of self-consistent iterations to only a few or one MG simultaneous iteration. The MG projection makes it possible to efficiently overcome difficulties related to clusters of close and equal eigenvalues. Computational examples for the nonlinear Schrödinger-Poisson EP in two and three dimensions, presenting special computational difficulties that are due to the nonlinearity and to the equal and closely clustered eigenvalues are demonstrated. For these cases, the algorithm requires O(qN) operations for the calculation of q eigenvectors of size N and for the corresponding eigenvalues. One MG simultaneous cycle per fine level was performed. The total computational cost is equivalent to only a few Gauss-Seidel relaxations per eigenvector. An asymptotic convergence rate of 0.15 per MG cycle is attained.
NASA Astrophysics Data System (ADS)
Libarir, K.; Zerarka, A.
2018-05-01
Exact eigenspectra and eigenfunctions of the Dirac quantum equation are established using the semi-inverse variational method. This method improves of a considerable manner the efficiency and accuracy of results compared with the other usual methods much argued in the literature. Some applications for different state configurations are proposed to concretize the method.
Asymptotics of empirical eigenstructure for high dimensional spiked covariance.
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
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
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.
Disease Localization in Multilayer Networks
NASA Astrophysics Data System (ADS)
de Arruda, Guilherme Ferraz; Cozzo, Emanuele; Peixoto, Tiago P.; Rodrigues, Francisco A.; Moreno, Yamir
2017-01-01
We present a continuous formulation of epidemic spreading on multilayer networks using a tensorial representation, extending the models of monoplex networks to this context. We derive analytical expressions for the epidemic threshold of the susceptible-infected-susceptible (SIS) and susceptible-infected-recovered dynamics, as well as upper and lower bounds for the disease prevalence in the steady state for the SIS scenario. Using the quasistationary state method, we numerically show the existence of disease localization and the emergence of two or more susceptibility peaks, which are characterized analytically and numerically through the inverse participation ratio. At variance with what is observed in single-layer networks, we show that disease localization takes place on the layers and not on the nodes of a given layer. Furthermore, when mapping the critical dynamics to an eigenvalue problem, we observe a characteristic transition in the eigenvalue spectra of the supra-contact tensor as a function of the ratio of two spreading rates: If the rate at which the disease spreads within a layer is comparable to the spreading rate across layers, the individual spectra of each layer merge with the coupling between layers. Finally, we report on an interesting phenomenon, the barrier effect; i.e., for a three-layer configuration, when the layer with the lowest eigenvalue is located at the center of the line, it can effectively act as a barrier to the disease. The formalism introduced here provides a unifying mathematical approach to disease contagion in multiplex systems, opening new possibilities for the study of spreading processes.
Sensitivity analysis and approximation methods for general eigenvalue problems
NASA Technical Reports Server (NTRS)
Murthy, D. V.; Haftka, R. T.
1986-01-01
Optimization of dynamic systems involving complex non-hermitian matrices is often computationally expensive. Major contributors to the computational expense are the sensitivity analysis and reanalysis of a modified design. The present work seeks to alleviate this computational burden by identifying efficient sensitivity analysis and approximate reanalysis methods. For the algebraic eigenvalue problem involving non-hermitian matrices, algorithms for sensitivity analysis and approximate reanalysis are classified, compared and evaluated for efficiency and accuracy. Proper eigenvector normalization is discussed. An improved method for calculating derivatives of eigenvectors is proposed based on a more rational normalization condition and taking advantage of matrix sparsity. Important numerical aspects of this method are also discussed. To alleviate the problem of reanalysis, various approximation methods for eigenvalues are proposed and evaluated. Linear and quadratic approximations are based directly on the Taylor series. Several approximation methods are developed based on the generalized Rayleigh quotient for the eigenvalue problem. Approximation methods based on trace theorem give high accuracy without needing any derivatives. Operation counts for the computation of the approximations are given. General recommendations are made for the selection of appropriate approximation technique as a function of the matrix size, number of design variables, number of eigenvalues of interest and the number of design points at which approximation is sought.
Matrix with Prescribed Eigenvectors
ERIC Educational Resources Information Center
Ahmad, Faiz
2011-01-01
It is a routine matter for undergraduates to find eigenvalues and eigenvectors of a given matrix. But the converse problem of finding a matrix with prescribed eigenvalues and eigenvectors is rarely discussed in elementary texts on linear algebra. This problem is related to the "spectral" decomposition of a matrix and has important technical…
NASA Technical Reports Server (NTRS)
Costiner, Sorin; Taasan, Shlomo
1994-01-01
This paper presents multigrid (MG) techniques for nonlinear eigenvalue problems (EP) and emphasizes an MG algorithm for a nonlinear Schrodinger EP. The algorithm overcomes the mentioned difficulties combining the following techniques: an MG projection coupled with backrotations for separation of solutions and treatment of difficulties related to clusters of close and equal eigenvalues; MG subspace continuation techniques for treatment of the nonlinearity; an MG simultaneous treatment of the eigenvectors at the same time with the nonlinearity and with the global constraints. The simultaneous MG techniques reduce the large number of self consistent iterations to only a few or one MG simultaneous iteration and keep the solutions in a right neighborhood where the algorithm converges fast.
A Projection free method for Generalized Eigenvalue Problem with a nonsmooth Regularizer.
Hwang, Seong Jae; Collins, Maxwell D; Ravi, Sathya N; Ithapu, Vamsi K; Adluru, Nagesh; Johnson, Sterling C; Singh, Vikas
2015-12-01
Eigenvalue problems are ubiquitous in computer vision, covering a very broad spectrum of applications ranging from estimation problems in multi-view geometry to image segmentation. Few other linear algebra problems have a more mature set of numerical routines available and many computer vision libraries leverage such tools extensively. However, the ability to call the underlying solver only as a "black box" can often become restrictive. Many 'human in the loop' settings in vision frequently exploit supervision from an expert, to the extent that the user can be considered a subroutine in the overall system. In other cases, there is additional domain knowledge, side or even partial information that one may want to incorporate within the formulation. In general, regularizing a (generalized) eigenvalue problem with such side information remains difficult. Motivated by these needs, this paper presents an optimization scheme to solve generalized eigenvalue problems (GEP) involving a (nonsmooth) regularizer. We start from an alternative formulation of GEP where the feasibility set of the model involves the Stiefel manifold. The core of this paper presents an end to end stochastic optimization scheme for the resultant problem. We show how this general algorithm enables improved statistical analysis of brain imaging data where the regularizer is derived from other 'views' of the disease pathology, involving clinical measurements and other image-derived representations.
NASA Technical Reports Server (NTRS)
Wunsche, A.
1993-01-01
The eigenvalue problem of the operator a + zeta(boson creation operator) is solved for arbitrarily complex zeta by applying a nonunitary operator to the vacuum state. This nonunitary approach is compared with the unitary approach leading for the absolute value of zeta less than 1 to squeezed coherent states.
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.
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.
On the behavior of the leading eigenvalue of Eigen's evolutionary matrices.
Semenov, Yuri S; Bratus, Alexander S; Novozhilov, Artem S
2014-12-01
We study general properties of the leading eigenvalue w¯(q) of Eigen's evolutionary matrices depending on the replication fidelity q. This is a linear algebra problem that has various applications in theoretical biology, including such diverse fields as the origin of life, evolution of cancer progression, and virus evolution. We present the exact expressions for w¯(q),w¯(')(q),w¯('')(q) for q = 0, 0.5, 1 and prove that the absolute minimum of w¯(q), which always exists, belongs to the interval (0, 0.5]. For the specific case of a single peaked landscape we also find lower and upper bounds on w¯(q), which are used to estimate the critical mutation rate, after which the distribution of the types of individuals in the population becomes almost uniform. This estimate is used as a starting point to conjecture another estimate, valid for any fitness landscape, and which is checked by numerical calculations. The last estimate stresses the fact that the inverse dependence of the critical mutation rate on the sequence length is not a generally valid fact. Copyright © 2014 Elsevier Inc. All rights reserved.
The eigenvalue problem in phase space.
Cohen, Leon
2018-06-30
We formulate the standard quantum mechanical eigenvalue problem in quantum phase space. The equation obtained involves the c-function that corresponds to the quantum operator. We use the Wigner distribution for the phase space function. We argue that the phase space eigenvalue equation obtained has, in addition to the proper solutions, improper solutions. That is, solutions for which no wave function exists which could generate the distribution. We discuss the conditions for ascertaining whether a position momentum function is a proper phase space distribution. We call these conditions psi-representability conditions, and show that if these conditions are imposed, one extracts the correct phase space eigenfunctions. We also derive the phase space eigenvalue equation for arbitrary phase space distributions functions. © 2017 Wiley Periodicals, Inc. © 2017 Wiley Periodicals, Inc.
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.
Multitasking the Davidson algorithm for the large, sparse eigenvalue problem
DOE Office of Scientific and Technical Information (OSTI.GOV)
Umar, V.M.; Fischer, C.F.
1989-01-01
The authors report how the Davidson algorithm, developed for handling the eigenvalue problem for large and sparse matrices arising in quantum chemistry, was modified for use in atomic structure calculations. To date these calculations have used traditional eigenvalue methods, which limit the range of feasible calculations because of their excessive memory requirements and unsatisfactory performance attributed to time-consuming and costly processing of zero valued elements. The replacement of a traditional matrix eigenvalue method by the Davidson algorithm reduced these limitations. Significant speedup was found, which varied with the size of the underlying problem and its sparsity. Furthermore, the range ofmore » matrix sizes that can be manipulated efficiently was expended by more than one order or magnitude. On the CRAY X-MP the code was vectorized and the importance of gather/scatter analyzed. A parallelized version of the algorithm obtained an additional 35% reduction in execution time. Speedup due to vectorization and concurrency was also measured on the Alliant FX/8.« less
A Simple Parameterization of 3 x 3 Magic Squares
ERIC Educational Resources Information Center
Trenkler, Gotz; Schmidt, Karsten; Trenkler, Dietrich
2012-01-01
In this article a new parameterization of magic squares of order three is presented. This parameterization permits an easy computation of their inverses, eigenvalues, eigenvectors and adjoints. Some attention is paid to the Luoshu, one of the oldest magic squares.
Inflationary dynamics for matrix eigenvalue problems
Heller, Eric J.; Kaplan, Lev; Pollmann, Frank
2008-01-01
Many fields of science and engineering require finding eigenvalues and eigenvectors of large matrices. The solutions can represent oscillatory modes of a bridge, a violin, the disposition of electrons around an atom or molecule, the acoustic modes of a concert hall, or hundreds of other physical quantities. Often only the few eigenpairs with the lowest or highest frequency (extremal solutions) are needed. Methods that have been developed over the past 60 years to solve such problems include the Lanczos algorithm, Jacobi–Davidson techniques, and the conjugate gradient method. Here, we present a way to solve the extremal eigenvalue/eigenvector problem, turning it into a nonlinear classical mechanical system with a modified Lagrangian constraint. The constraint induces exponential inflationary growth of the desired extremal solutions. PMID:18511564
DOE Office of Scientific and Technical Information (OSTI.GOV)
Yamazaki, Ichitaro; Wu, Kesheng; Simon, Horst
2008-10-27
The original software package TRLan, [TRLan User Guide], page 24, implements the thick restart Lanczos method, [Wu and Simon 2001], page 24, for computing eigenvalues {lambda} and their corresponding eigenvectors v of a symmetric matrix A: Av = {lambda}v. Its effectiveness in computing the exterior eigenvalues of a large matrix has been demonstrated, [LBNL-42982], page 24. However, its performance strongly depends on the user-specified dimension of a projection subspace. If the dimension is too small, TRLan suffers from slow convergence. If it is too large, the computational and memory costs become expensive. Therefore, to balance the solution convergence and costs,more » users must select an appropriate subspace dimension for each eigenvalue problem at hand. To free users from this difficult task, nu-TRLan, [LNBL-1059E], page 23, adjusts the subspace dimension at every restart such that optimal performance in solving the eigenvalue problem is automatically obtained. This document provides a user guide to the nu-TRLan software package. The original TRLan software package was implemented in Fortran 90 to solve symmetric eigenvalue problems using static projection subspace dimensions. nu-TRLan was developed in C and extended to solve Hermitian eigenvalue problems. It can be invoked using either a static or an adaptive subspace dimension. In order to simplify its use for TRLan users, nu-TRLan has interfaces and features similar to those of TRLan: (1) Solver parameters are stored in a single data structure called trl-info, Chapter 4 [trl-info structure], page 7. (2) Most of the numerical computations are performed by BLAS, [BLAS], page 23, and LAPACK, [LAPACK], page 23, subroutines, which allow nu-TRLan to achieve optimized performance across a wide range of platforms. (3) To solve eigenvalue problems on distributed memory systems, the message passing interface (MPI), [MPI forum], page 23, is used. The rest of this document is organized as follows. In Chapter 2 [Installation], page 2, we provide an installation guide of the nu-TRLan software package. In Chapter 3 [Example], page 3, we present a simple nu-TRLan example program. In Chapter 4 [trl-info structure], page 7, and Chapter 5 [trlan subroutine], page 14, we describe the solver parameters and interfaces in detail. In Chapter 6 [Solver parameters], page 21, we discuss the selection of the user-specified parameters. In Chapter 7 [Contact information], page 22, we give the acknowledgements and contact information of the authors. In Chapter 8 [References], page 23, we list reference to related works.« less
The inference of atmospheric ozone using satellite nadir measurements in the 1042/cm band
NASA Technical Reports Server (NTRS)
Russell, J. M., III; Drayson, S. R.
1973-01-01
A description and detailed analysis of a technique for inferring atmospheric ozone information from satellite nadir measurements in the 1042 cm band are presented. A method is formulated for computing the emission from the lower boundary under the satellite which circumvents the difficult analytical problems caused by the presence of atmospheric clouds and the watervapor continuum absorption. The inversion equations are expanded in terms of the eigenvectors and eigenvalues of a least-squares-solution matrix, and an analysis is performed to determine the information content of the radiance measurements. Under favorable conditions there are only two pieces of independent information available from the measurements: (1) the total ozone and (2) the altitude of the primary maximum in the ozone profile.
NASA Technical Reports Server (NTRS)
Peters, David A.
1988-01-01
The purpose of this research is the development of an unsteady aerodynamic model for rotors such that it can be used in conventional aeroelastic analysis (e.g., eigenvalue determination and control system design). For this to happen, the model must be in a state-space formulation such that the states of the flow can be defined, calculated and identified as part of the analysis. The fluid mechanics of the problem is given by a closed-form inversion of an acceleration potential. The result is a set of first-order differential equations in time for the unknown flow coefficients. These equations are hierarchical in the sense that they may be truncated at any number of radial or azimuthal terms.
The Theory of Quantized Fields. III
DOE R&D Accomplishments Database
Schwinger, J.
1953-05-01
In this paper we discuss the electromagnetic field, as perturbed by a prescribed current. All quantities of physical interest in various situations, eigenvalues, eigenfunctions, and transformation probabilities, are derived from a general transformation function which is expressed in a non-Hermitian representation. The problems treated are: the determination of the energy-momentum eigenvalues and eigenfunctions for the isolated electromagnetic field, and the energy eigenvalues and eigenfunctions for the field perturbed by a time-independent current that departs from zero only within a finite time interval, and for a time-dependent current that assumes non-vanishing time-independent values initially and finally. The results are applied in a discussion of the intra-red catastrophe and of the adiabatic theorem. It is shown how the latter can be exploited to give a uniform formulation for all problems requiring the evaluation of transition probabilities or eigenvalue displacements.
A few shape optimization results for a biharmonic Steklov problem
NASA Astrophysics Data System (ADS)
Buoso, Davide; Provenzano, Luigi
2015-09-01
We derive the equation of a free vibrating thin plate whose mass is concentrated at the boundary, namely a Steklov problem for the biharmonic operator. We provide Hadamard-type formulas for the shape derivatives of the corresponding eigenvalues and prove that balls are critical domains under volume constraint. Finally, we prove an isoperimetric inequality for the first positive eigenvalue.
Implicity restarted Arnoldi/Lanczos methods for large scale eigenvalue calculations
NASA Technical Reports Server (NTRS)
Sorensen, Danny C.
1996-01-01
Eigenvalues and eigenfunctions of linear operators are important to many areas of applied mathematics. The ability to approximate these quantities numerically is becoming increasingly important in a wide variety of applications. This increasing demand has fueled interest in the development of new methods and software for the numerical solution of large-scale algebraic eigenvalue problems. In turn, the existence of these new methods and software, along with the dramatically increased computational capabilities now available, has enabled the solution of problems that would not even have been posed five or ten years ago. Until very recently, software for large-scale nonsymmetric problems was virtually non-existent. Fortunately, the situation is improving rapidly. The purpose of this article is to provide an overview of the numerical solution of large-scale algebraic eigenvalue problems. The focus will be on a class of methods called Krylov subspace projection methods. The well-known Lanczos method is the premier member of this class. The Arnoldi method generalizes the Lanczos method to the nonsymmetric case. A recently developed variant of the Arnoldi/Lanczos scheme called the Implicitly Restarted Arnoldi Method is presented here in some depth. This method is highlighted because of its suitability as a basis for software development.
NASA Astrophysics Data System (ADS)
Clark, D.
2012-12-01
In the future, acquisition of magnetic gradient tensor data is likely to become routine. New methods developed for analysis of magnetic gradient tensor data can also be applied to high quality conventional TMI surveys that have been processed using Fourier filtering techniques, or otherwise, to calculate magnetic vector and tensor components. This approach is, in fact, the only practical way at present to analyze vector component data, as measurements of vector components are seriously afflicted by motion noise, which is not as serious a problem for gradient components. In many circumstances, an optimal approach to extracting maximum information from magnetic surveys would be to combine analysis of measured gradient tensor data with vector components calculated from TMI measurements. New methods for inverting gradient tensor surveys to obtain source parameters have been developed for a number of elementary, but useful, models. These include point dipole (sphere), vertical line of dipoles (narrow vertical pipe), line of dipoles (horizontal cylinder), thin dipping sheet, horizontal line current and contact models. A key simplification is the use of eigenvalues and associated eigenvectors of the tensor. The normalized source strength (NSS), calculated from the eigenvalues, is a particularly useful rotational invariant that peaks directly over 3D compact sources, 2D compact sources, thin sheets and contacts, and is independent of magnetization direction for these sources (and only very weakly dependent on magnetization direction in general). In combination the NSS and its vector gradient enable estimation of the Euler structural index, thereby constraining source geometry, and determine source locations uniquely. NSS analysis can be extended to other useful models, such as vertical pipes, by calculating eigenvalues of the vertical derivative of the gradient tensor. Once source locations are determined, information of source magnetizations can be obtained by simple linear inversion of measured or calculated vector and/or tensor data. Inversions based on the vector gradient of the NSS over the Tallawang magnetite deposit in central New South Wales obtained good agreement between the inferred geometry of the tabular magnetite skarn body and drill hole intersections. Inverted magnetizations are consistent with magnetic property measurements on drill core samples from this deposit. Similarly, inversions of calculated tensor data over the Mount Leyshold gold-mineralized porphyry system in Queensland yield good estimates of the centroid location, total magnetic moment and magnetization direction of the magnetite-bearing potassic alteration zone that are consistent with geological and petrophysical information.
NASA Astrophysics Data System (ADS)
Xie, Pinchen; Yang, Bingjia; Zhang, Zhongzhi; Andrade, Roberto F. S.
2018-07-01
A deterministic network with tree structure is considered, for which the spectrum of its adjacency matrix can be exactly evaluated by a recursive renormalization approach. It amounts to successively increasing number of contributions at any finite step of construction of the tree, resulting in a causal chain. The resulting eigenvalues can be related the full energy spectrum of a nearest-neighbor tight-binding model defined on this structure. Given this association, it turns out that further properties of the eigenvectors can be evaluated, like the degree of quantum localization of the tight-binding eigenstates, expressed by the inverse participation ratio (IPR). It happens that, for the current model, the IPR's are also suitable to be analytically expressed in terms in corresponding eigenvalue chain. The resulting IPR scaling behavior is expressed by the tails of eigenvalue chains as well.
Determination of eigenvalues of dynamical systems by symbolic computation
NASA Technical Reports Server (NTRS)
Howard, J. C.
1982-01-01
A symbolic computation technique for determining the eigenvalues of dynamical systems is described wherein algebraic operations, symbolic differentiation, matrix formulation and inversion, etc., can be performed on a digital computer equipped with a formula-manipulation compiler. An example is included that demonstrates the facility with which the system dynamics matrix and the control distribution matrix from the state space formulation of the equations of motion can be processed to obtain eigenvalue loci as a function of a system parameter. The example chosen to demonstrate the technique is a fourth-order system representing the longitudinal response of a DC 8 aircraft to elevator inputs. This simplified system has two dominant modes, one of which is lightly damped and the other well damped. The loci may be used to determine the value of the controlling parameter that satisfied design requirements. The results were obtained using the MACSYMA symbolic manipulation system.
Eigenvalue routines in NASTRAN: A comparison with the Block Lanczos method
NASA Technical Reports Server (NTRS)
Tischler, V. A.; Venkayya, Vipperla B.
1993-01-01
The NASA STRuctural ANalysis (NASTRAN) program is one of the most extensively used engineering applications software in the world. It contains a wealth of matrix operations and numerical solution techniques, and they were used to construct efficient eigenvalue routines. The purpose of this paper is to examine the current eigenvalue routines in NASTRAN and to make efficiency comparisons with a more recent implementation of the Block Lanczos algorithm by Boeing Computer Services (BCS). This eigenvalue routine is now available in the BCS mathematics library as well as in several commercial versions of NASTRAN. In addition, CRAY maintains a modified version of this routine on their network. Several example problems, with a varying number of degrees of freedom, were selected primarily for efficiency bench-marking. Accuracy is not an issue, because they all gave comparable results. The Block Lanczos algorithm was found to be extremely efficient, in particular, for very large size problems.
Approximation of eigenvalues of some differential equations by zeros of orthogonal polynomials
NASA Astrophysics Data System (ADS)
Volkmer, Hans
2008-04-01
Sequences of polynomials, orthogonal with respect to signed measures, are associated with a class of differential equations including the Mathieu, Lame and Whittaker-Hill equation. It is shown that the zeros of pn form sequences which converge to the eigenvalues of the corresponding differential equations. Moreover, interlacing properties of the zeros of pn are found. Applications to the numerical treatment of eigenvalue problems are given.
Tan, Zhengguo; Hohage, Thorsten; Kalentev, Oleksandr; Joseph, Arun A; Wang, Xiaoqing; Voit, Dirk; Merboldt, K Dietmar; Frahm, Jens
2017-12-01
The purpose of this work is to develop an automatic method for the scaling of unknowns in model-based nonlinear inverse reconstructions and to evaluate its application to real-time phase-contrast (RT-PC) flow magnetic resonance imaging (MRI). Model-based MRI reconstructions of parametric maps which describe a physical or physiological function require the solution of a nonlinear inverse problem, because the list of unknowns in the extended MRI signal equation comprises multiple functional parameters and all coil sensitivity profiles. Iterative solutions therefore rely on an appropriate scaling of unknowns to numerically balance partial derivatives and regularization terms. The scaling of unknowns emerges as a self-adjoint and positive-definite matrix which is expressible by its maximal eigenvalue and solved by power iterations. The proposed method is applied to RT-PC flow MRI based on highly undersampled acquisitions. Experimental validations include numerical phantoms providing ground truth and a wide range of human studies in the ascending aorta, carotid arteries, deep veins during muscular exercise and cerebrospinal fluid during deep respiration. For RT-PC flow MRI, model-based reconstructions with automatic scaling not only offer velocity maps with high spatiotemporal acuity and much reduced phase noise, but also ensure fast convergence as well as accurate and precise velocities for all conditions tested, i.e. for different velocity ranges, vessel sizes and the simultaneous presence of signals with velocity aliasing. In summary, the proposed automatic scaling of unknowns in model-based MRI reconstructions yields quantitatively reliable velocities for RT-PC flow MRI in various experimental scenarios. Copyright © 2017 John Wiley & Sons, Ltd.
NASA Astrophysics Data System (ADS)
Bobodzhanov, A. A.; Safonov, V. F.
2016-04-01
We consider an algorithm for constructing asymptotic solutions regularized in the sense of Lomov (see [1], [2]). We show that such problems can be reduced to integro-differential equations with inverse time. But in contrast to known papers devoted to this topic (see, for example, [3]), in this paper we study a fundamentally new case, which is characterized by the absence, in the differential part, of a linear operator that isolates, in the asymptotics of the solution, constituents described by boundary functions and by the fact that the integral operator has kernel with diagonal degeneration of high order. Furthermore, the spectrum of the regularization operator A(t) (see below) may contain purely imaginary eigenvalues, which causes difficulties in the application of the methods of construction of asymptotic solutions proposed in the monograph [3]. Based on an analysis of the principal term of the asymptotics, we isolate a class of inhomogeneities and initial data for which the exact solution of the original problem tends to the limit solution (as \\varepsilon\\to+0) on the entire time interval under consideration, also including a boundary-layer zone (that is, we solve the so-called initialization problem). The paper is of a theoretical nature and is designed to lead to a greater understanding of the problems in the theory of singular perturbations. There may be applications in various applied areas where models described by integro-differential equations are used (for example, in elasticity theory, the theory of electrical circuits, and so on).
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
AKNS eigenvalue spectrum for densely spaced envelope solitary waves
NASA Astrophysics Data System (ADS)
Slunyaev, Alexey; Starobor, Alexey
2010-05-01
The problem of the influence of one envelope soliton to the discrete eigenvalues of the associated scattering problem for the other envelope soliton, which is situated close to the first one, is discussed. Envelope solitons are exact solutions of the integrable nonlinear Schrödinger equation (NLS). Their generalizations (taking into account the background nonlinear waves [1-4] or strongly nonlinear effects [5, 6]) are possible candidates to rogue waves in the ocean. The envelope solitary waves could be in principle detected in the stochastic wave field by approaches based on the Inverse Scattering Technique in terms of ‘unstable modes' (see [1-3]), or envelope solitons [7-8]. However, densely spaced intense groups influence the spectrum of the associated scattering problem, so that the solitary trains cannot be considered alone. Here we solve the initial-value problem exactly for some simplified configurations of the wave field, representing two closely placed intense wave groups, within the frameworks of the NLS equation by virtue of the solution of the AKNS system [9]. We show that the analogues of the level splitting and the tunneling effects, known in quantum physics, exist in the context of the NLS equation, and thus may be observed in application to sea waves [10]. These effects make the detecting of single solitary wave groups surrounded by other nonlinear wave groups difficult. [1]. A.L. Islas, C.M. Schober (2005) Predicting rogue waves in random oceanic sea states. Phys. Fluids 17, 031701-1-4. [2]. A.R. Osborne, M. Onorato, M. Serio (2005) Nonlinear Fourier analysis of deep-water random surface waves: Theoretical formulation and and experimental observations of rogue waves. 14th Aha Huliko's Winter Workshop, Honolulu, Hawaii. [3]. C.M. Schober, A. Calini (2008) Rogue waves in higher order nonlinear Schrödinger models. In: Extreme Waves (Eds.: E. Pelinovsky & C. Kharif), Springer. [4]. N. Akhmediev, A. Ankiewicz, M. Taki (2009) Waves that appear from nowhere and disappear without a trace. Phys. Lett. A 373, 675-678. [5]. A.I. Dyachenko, V.E. Zakharov (2008) On the formation of freak waves on the surface of deep water. JETP Lett. 88 (5), 307-311. [6]. A.V. Slunyaev (2009) Numerical simulation of "limiting" envelope solitons of gravity waves on deep water. JETP 109, 676-686. [7]. A. Slunyaev, E. Pelinovsky, and C. Guedes Soares (2005) Modeling freak waves from the North Sea. Appl. Ocean Res. 27, 12-22. [8]. A. Slunyaev (2006) Nonlinear analysis and simulations of measured freak wave time series. Eur. J. Mech. B / Fluids 25, 621-635. [9]. M.J. Ablowitz, D.J. Kaup, A.C. Newell, H. Segur (1974) The inverse scattering transform - Fourier analysis for nonlinear problems. Stud. Appl. Math. 53, 249-315. [10]. A.V. Starobor (2009) Interpretation of the inverse scattering data for the analysis of wave groups on water surface. Bachelor degree thesis. N. Novgorod State University, in Russian.
Reliable use of determinants to solve nonlinear structural eigenvalue problems efficiently
NASA Technical Reports Server (NTRS)
Williams, F. W.; Kennedy, D.
1988-01-01
The analytical derivation, numerical implementation, and performance of a multiple-determinant parabolic interpolation method (MDPIM) for use in solving transcendental eigenvalue (critical buckling or undamped free vibration) problems in structural mechanics are presented. The overall bounding, eigenvalue-separation, qualified parabolic interpolation, accuracy-confirmation, and convergence-recovery stages of the MDPIM are described in detail, and the numbers of iterations required to solve sample plane-frame problems using the MDPIM are compared with those for a conventional bisection method and for the Newtonian method of Simpson (1984) in extensive tables. The MDPIM is shown to use 31 percent less computation time than bisection when accuracy of 0.0001 is required, but 62 percent less when accuracy of 10 to the -8th is required; the time savings over the Newtonian method are about 10 percent.
A Thick-Restart Lanczos Algorithm with Polynomial Filtering for Hermitian Eigenvalue Problems
Li, Ruipeng; Xi, Yuanzhe; Vecharynski, Eugene; ...
2016-08-16
Polynomial filtering can provide a highly effective means of computing all eigenvalues of a real symmetric (or complex Hermitian) matrix that are located in a given interval, anywhere in the spectrum. This paper describes a technique for tackling this problem by combining a thick-restart version of the Lanczos algorithm with deflation ("locking'') and a new type of polynomial filter obtained from a least-squares technique. Furthermore, the resulting algorithm can be utilized in a “spectrum-slicing” approach whereby a very large number of eigenvalues and associated eigenvectors of the matrix are computed by extracting eigenpairs located in different subintervals independently from onemore » another.« less
Initial values for the integration scheme to compute the eigenvalues for propagation in ducts
NASA Technical Reports Server (NTRS)
Eversman, W.
1977-01-01
A scheme for the calculation of eigenvalues in the problem of acoustic propagation in a two-dimensional duct is described. The computation method involves changing the coupled transcendental nonlinear algebraic equations into an initial value problem involving a nonlinear ordinary differential equation. The simplest approach is to use as initial values the hardwall eigenvalues and to integrate away from these values as the admittance varies from zero to its actual value with a linear variation. The approach leads to a powerful root finding routine capable of computing the transverse and axial wave numbers for two-dimensional ducts for any frequency, lining, admittance and Mach number without requiring initial guesses or starting points.
A combined joint diagonalization-MUSIC algorithm for subsurface targets localization
NASA Astrophysics Data System (ADS)
Wang, Yinlin; Sigman, John B.; Barrowes, Benjamin E.; O'Neill, Kevin; Shubitidze, Fridon
2014-06-01
This paper presents a combined joint diagonalization (JD) and multiple signal classification (MUSIC) algorithm for estimating subsurface objects locations from electromagnetic induction (EMI) sensor data, without solving ill-posed inverse-scattering problems. JD is a numerical technique that finds the common eigenvectors that diagonalize a set of multistatic response (MSR) matrices measured by a time-domain EMI sensor. Eigenvalues from targets of interest (TOI) can be then distinguished automatically from noise-related eigenvalues. Filtering is also carried out in JD to improve the signal-to-noise ratio (SNR) of the data. The MUSIC algorithm utilizes the orthogonality between the signal and noise subspaces in the MSR matrix, which can be separated with information provided by JD. An array of theoreticallycalculated Green's functions are then projected onto the noise subspace, and the location of the target is estimated by the minimum of the projection owing to the orthogonality. This combined method is applied to data from the Time-Domain Electromagnetic Multisensor Towed Array Detection System (TEMTADS). Examples of TEMTADS test stand data and field data collected at Spencer Range, Tennessee are analyzed and presented. Results indicate that due to its noniterative mechanism, the method can be executed fast enough to provide real-time estimation of objects' locations in the field.
NASA Astrophysics Data System (ADS)
Nobi, Ashadun; Maeng, Seong Eun; Ha, Gyeong Gyun; Lee, Jae Woo
2013-02-01
We analyzed cross-correlations between price fluctuations of global financial indices (20 daily stock indices over the world) and local indices (daily indices of 200 companies in the Korean stock market) by using random matrix theory (RMT). We compared eigenvalues and components of the largest and the second largest eigenvectors of the cross-correlation matrix before, during, and after the global financial the crisis in the year 2008. We find that the majority of its eigenvalues fall within the RMT bounds [ λ -, λ +], where λ - and λ + are the lower and the upper bounds of the eigenvalues of random correlation matrices. The components of the eigenvectors for the largest positive eigenvalues indicate the identical financial market mode dominating the global and local indices. On the other hand, the components of the eigenvector corresponding to the second largest eigenvalue are positive and negative values alternatively. The components before the crisis change sign during the crisis, and those during the crisis change sign after the crisis. The largest inverse participation ratio (IPR) corresponding to the smallest eigenvector is higher after the crisis than during any other periods in the global and local indices. During the global financial the crisis, the correlations among the global indices and among the local stock indices are perturbed significantly. However, the correlations between indices quickly recover the trends before the crisis.
A case against a divide and conquer approach to the nonsymmetric eigenvalue problem
DOE Office of Scientific and Technical Information (OSTI.GOV)
Jessup, E.R.
1991-12-01
Divide and conquer techniques based on rank-one updating have proven fast, accurate, and efficient in parallel for the real symmetric tridiagonal and unitary eigenvalue problems and for the bidiagonal singular value problem. Although the divide and conquer mechanism can also be adapted to the real nonsymmetric eigenproblem in a straightforward way, most of the desirable characteristics of the other algorithms are lost. In this paper, we examine the problems of accuracy and efficiency that can stand in the way of a nonsymmetric divide and conquer eigensolver based on low-rank updating. 31 refs., 2 figs.
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.
Negre, Christian F A; Mniszewski, Susan M; Cawkwell, Marc J; Bock, Nicolas; Wall, Michael E; Niklasson, Anders M N
2016-07-12
We present a reduced complexity algorithm to compute the inverse overlap factors required to solve the generalized eigenvalue problem in a quantum-based molecular dynamics (MD) simulation. Our method is based on the recursive, iterative refinement of an initial guess of Z (inverse square root of the overlap matrix S). The initial guess of Z is obtained beforehand by using either an approximate divide-and-conquer technique or dynamical methods, propagated within an extended Lagrangian dynamics from previous MD time steps. With this formulation, we achieve long-term stability and energy conservation even under the incomplete, approximate, iterative refinement of Z. Linear-scaling performance is obtained using numerically thresholded sparse matrix algebra based on the ELLPACK-R sparse matrix data format, which also enables efficient shared-memory parallelization. As we show in this article using self-consistent density-functional-based tight-binding MD, our approach is faster than conventional methods based on the diagonalization of overlap matrix S for systems as small as a few hundred atoms, substantially accelerating quantum-based simulations even for molecular structures of intermediate size. For a 4158-atom water-solvated polyalanine system, we find an average speedup factor of 122 for the computation of Z in each MD step.
Negre, Christian F. A; Mniszewski, Susan M.; Cawkwell, Marc Jon; ...
2016-06-06
We present a reduced complexity algorithm to compute the inverse overlap factors required to solve the generalized eigenvalue problem in a quantum-based molecular dynamics (MD) simulation. Our method is based on the recursive iterative re nement of an initial guess Z of the inverse overlap matrix S. The initial guess of Z is obtained beforehand either by using an approximate divide and conquer technique or dynamically, propagated within an extended Lagrangian dynamics from previous MD time steps. With this formulation, we achieve long-term stability and energy conservation even under incomplete approximate iterative re nement of Z. Linear scaling performance ismore » obtained using numerically thresholded sparse matrix algebra based on the ELLPACK-R sparse matrix data format, which also enables e cient shared memory parallelization. As we show in this article using selfconsistent density functional based tight-binding MD, our approach is faster than conventional methods based on the direct diagonalization of the overlap matrix S for systems as small as a few hundred atoms, substantially accelerating quantum-based simulations even for molecular structures of intermediate size. For a 4,158 atom water-solvated polyalanine system we nd an average speedup factor of 122 for the computation of Z in each MD step.« less
NASA Astrophysics Data System (ADS)
Lee, Gibbeum; Cho, Yeunwoo
2017-11-01
We present an almost analytical new approach to solving the matrix eigenvalue problem or the integral equation in Karhunen-Loeve (K-L) representation of random data such as irregular ocean waves. Instead of solving this matrix eigenvalue problem purely numerically, which may suffer from the computational inaccuracy for big data, first, we consider a pair of integral and differential equations, which are related to the so-called prolate spheroidal wave functions (PSWF). For the PSWF differential equation, the pair of the eigenvectors (PSWF) and eigenvalues can be obtained from a relatively small number of analytical Legendre functions. Then, the eigenvalues in the PSWF integral equation are expressed in terms of functional values of the PSWF and the eigenvalues of the PSWF differential equation. Finally, the analytically expressed PSWFs and the eigenvalues in the PWSF integral equation are used to form the kernel matrix in the K-L integral equation for the representation of exemplary wave data; ordinary irregular waves and rogue waves. We found that the present almost analytical method is better than the conventional data-independent Fourier representation and, also, the conventional direct numerical K-L representation in terms of both accuracy and computational cost. This work was supported by the National Research Foundation of Korea (NRF). (NRF-2017R1D1A1B03028299).
DOE Office of Scientific and Technical Information (OSTI.GOV)
Hintermueller, M., E-mail: hint@math.hu-berlin.de; Kao, C.-Y., E-mail: Ckao@claremontmckenna.edu; Laurain, A., E-mail: laurain@math.hu-berlin.de
2012-02-15
This paper focuses on the study of a linear eigenvalue problem with indefinite weight and Robin type boundary conditions. We investigate the minimization of the positive principal eigenvalue under the constraint that the absolute value of the weight is bounded and the total weight is a fixed negative constant. Biologically, this minimization problem is motivated by the question of determining the optimal spatial arrangement of favorable and unfavorable regions for a species to survive. For rectangular domains with Neumann boundary condition, it is known that there exists a threshold value such that if the total weight is below this thresholdmore » value then the optimal favorable region is like a section of a disk at one of the four corners; otherwise, the optimal favorable region is a strip attached to the shorter side of the rectangle. Here, we investigate the same problem with mixed Robin-Neumann type boundary conditions and study how this boundary condition affects the optimal spatial arrangement.« less
Applications of elliptic operator theory to the isotropic interior transmission eigenvalue problem
NASA Astrophysics Data System (ADS)
Lakshtanov, E.; Vainberg, B.
2013-10-01
The paper concerns the isotropic interior transmission eigenvalue (ITE) problem. This problem is not elliptic, but we show that, using the Dirichlet-to-Neumann map, it can be reduced to an elliptic one. This leads to the discreteness of the spectrum as well as to certain results on a possible location of the transmission eigenvalues. If the index of refraction \\sqrt{n(x)} is real, then we obtain a result on the existence of infinitely many positive ITEs and the Weyl-type lower bound on its counting function. All the results are obtained under the assumption that n(x) - 1 does not vanish at the boundary of the obstacle or it vanishes identically, but its normal derivative does not vanish at the boundary. We consider the classical transmission problem as well as the case when the inhomogeneous medium contains an obstacle. Some results on the discreteness and localization of the spectrum are obtained for complex valued n(x).
Convergence of the Light-Front Coupled-Cluster Method in Scalar Yukawa Theory
NASA Astrophysics Data System (ADS)
Usselman, Austin
We use Fock-state expansions and the Light-Front Coupled-Cluster (LFCC) method to study mass eigenvalue problems in quantum field theory. Specifically, we study convergence of the method in scalar Yukawa theory. In this theory, a single charged particle is surrounded by a cloud of neutral particles. The charged particle can create or annihilate neutral particles, causing the n-particle state to depend on the n + 1 and n - 1-particle state. Fock state expansion leads to an infinite set of coupled equations where truncation is required. The wave functions for the particle states are expanded in a basis of symmetric polynomials and a generalized eigenvalue problem is solved for the mass eigenvalue. The mass eigenvalue problem is solved for multiple values for the coupling strength while the number of particle states and polynomial basis order are increased. Convergence of the mass eigenvalue solutions is then obtained. Three mass ratios between the charged particle and neutral particles were studied. This includes a massive charged particle, equal masses and massive neutral particles. Relative probability between states can also be explored for more detailed understanding of the process of convergence with respect to the number of Fock sectors. The reliance on higher order particle states depended on how large the mass of the charge particle was. The higher the mass of the charged particle, the more the system depended on higher order particle states. The LFCC method solves this same mass eigenvalue problem using an exponential operator. This exponential operator can then be truncated instead to form a finite system of equations that can be solved using a built in system solver provided in most computational environments, such as MatLab and Mathematica. First approximation in the LFCC method allows for only one particle to be created by the new operator and proved to be not powerful enough to match the Fock state expansion. The second order approximation allowed one and two particles to be created by the new operator and converged to the Fock state expansion results. This showed the LFCC method to be a reliable replacement method for solving quantum field theory problems.
Expendable launch vehicle studies
NASA Technical Reports Server (NTRS)
Bainum, Peter M.; Reiss, Robert
1995-01-01
Analytical support studies of expendable launch vehicles concentrate on the stability of the dynamics during launch especially during or near the region of maximum dynamic pressure. The in-plane dynamic equations of a generic launch vehicle with multiple flexible bending and fuel sloshing modes are developed and linearized. The information from LeRC about the grids, masses, and modes is incorporated into the model. The eigenvalues of the plant are analyzed for several modeling factors: utilizing diagonal mass matrix, uniform beam assumption, inclusion of aerodynamics, and the interaction between the aerodynamics and the flexible bending motion. Preliminary PID, LQR, and LQG control designs with sensor and actuator dynamics for this system and simulations are also conducted. The initial analysis for comparison of PD (proportional-derivative) and full state feedback LQR Linear quadratic regulator) shows that the split weighted LQR controller has better performance than that of the PD. In order to meet both the performance and robustness requirements, the H(sub infinity) robust controller for the expendable launch vehicle is developed. The simulation indicates that both the performance and robustness of the H(sub infinity) controller are better than that for the PID and LQG controllers. The modelling and analysis support studies team has continued development of methodology, using eigensensitivity analysis, to solve three classes of discrete eigenvalue equations. In the first class, the matrix elements are non-linear functions of the eigenvector. All non-linear periodic motion can be cast in this form. Here the eigenvector is comprised of the coefficients of complete basis functions spanning the response space and the eigenvalue is the frequency. The second class of eigenvalue problems studied is the quadratic eigenvalue problem. Solutions for linear viscously damped structures or viscoelastic structures can be reduced to this form. Particular attention is paid to Maxwell and Kelvin models. The third class of problems consists of linear eigenvalue problems in which the elements of the mass and stiffness matrices are stochastic. dynamic structural response for which the parameters are given by probabilistic distribution functions, rather than deterministic values, can be cast in this form. Solutions for several problems in each class will be presented.
Crossflow effects on the growth rate of inviscid Goertler vortices in a hypersonic boundary layer
NASA Technical Reports Server (NTRS)
Fu, Yibin; Hall, Philip
1992-01-01
The effects of crossflow on the growth rate of inviscid Goertler vortices in a hypersonic boundary layer with pressure gradient are studied. Attention is focused on the inviscid mode trapped in the temperature adjustment layer; this mode has greater growth rate than any other mode. The eigenvalue problem which governs the relationship between the growth rate, the crossflow amplitude, and the wavenumber is solved numerically, and the results are then used to clarify the effects of crossflow on the growth rate of inviscid Goertler vortices. It is shown that crossflow effects on Goertler vortices are fundamentally different for incompressible and hypersonic flows. The neutral mode eigenvalue problem is found to have an exact solution, and as a by-product, we have also found the exact solution to a neutral mode eigenvalue problem which was formulated, but unsolved before, by Bassom and Hall (1991).
Direct and inverse theorems on approximation by root functions of a regular boundary-value problem
DOE Office of Scientific and Technical Information (OSTI.GOV)
Radzievskii, G V
2006-08-31
One considers the spectral problem x{sup (n)}+ Fx={lambda}x with boundary conditions U{sub j}(x)=0, j=1,...,n, for functions x on [0,1]. It is assumed that F is a linear bounded operator from the Hoelder space C{sup {gamma}}, {gamma} element of [0,n-1), into L{sub 1} and the U{sub j} are bounded linear functionals on C{sup k{sub j}} with k{sub j} element of {l_brace}0,...,n- 1{r_brace}. Let P{sub {zeta}} be the linear span of the root functions of the problem x{sup (n)}+ Fx={lambda}x, U{sub j}(x)=0, j=1,...,n, corresponding to the eigenvalues {lambda}{sub k} with |{lambda}{sub k}|<{zeta}{sup n}, and let E{sub {zeta}}(f){sub W{sub p}{sup l}}:=inf{l_brace}||f-g||{sub W{sub p}{supmore » l}}:g element of P{sub {zeta}}{r_brace}. An estimate of E{sub {zeta}}(f){sub W{sub p}{sup l}} is obtained in terms of the K-functional K({zeta}{sup -m},f;W{sub p}{sup l},W{sub p,U}{sup l+m}):= inf{l_brace}||f-x||{sub W{sub p}{sup l}}+{zeta}{sup -m}||x||{sub W{sub p}{sup l}{sup +}{sup m}}:x element of W{sub p}{sup l+m}, U{sub j}(x)=0 for k{sub j}
Deterministically estimated fission source distributions for Monte Carlo k-eigenvalue problems
Biondo, Elliott D.; Davidson, Gregory G.; Pandya, Tara M.; ...
2018-04-30
The standard Monte Carlo (MC) k-eigenvalue algorithm involves iteratively converging the fission source distribution using a series of potentially time-consuming inactive cycles before quantities of interest can be tallied. One strategy for reducing the computational time requirements of these inactive cycles is the Sourcerer method, in which a deterministic eigenvalue calculation is performed to obtain an improved initial guess for the fission source distribution. This method has been implemented in the Exnihilo software suite within SCALE using the SPNSPN or SNSN solvers in Denovo and the Shift MC code. The efficacy of this method is assessed with different Denovo solutionmore » parameters for a series of typical k-eigenvalue problems including small criticality benchmarks, full-core reactors, and a fuel cask. Here it is found that, in most cases, when a large number of histories per cycle are required to obtain a detailed flux distribution, the Sourcerer method can be used to reduce the computational time requirements of the inactive cycles.« less
NASA Technical Reports Server (NTRS)
Walden, H.
1974-01-01
Methods for obtaining approximate solutions for the fundamental eigenvalue of the Laplace-Beltrami operator (also referred to as the membrane eigenvalue problem for the vibration equation) on the unit spherical surface are developed. Two specific types of spherical surface domains are considered: (1) the interior of a spherical triangle, i.e., the region bounded by arcs of three great circles, and (2) the exterior of a great circle arc extending for less than pi radians on the sphere (a spherical surface with a slit). In both cases, zero boundary conditions are imposed. In order to solve the resulting second-order elliptic partial differential equations in two independent variables, a finite difference approximation is derived. The symmetric (generally five-point) finite difference equations that develop are written in matrix form and then solved by the iterative method of point successive overrelaxation. Upon convergence of this iterative method, the fundamental eigenvalue is approximated by iteration utilizing the power method as applied to the finite Rayleigh quotient.
Deterministically estimated fission source distributions for Monte Carlo k-eigenvalue problems
DOE Office of Scientific and Technical Information (OSTI.GOV)
Biondo, Elliott D.; Davidson, Gregory G.; Pandya, Tara M.
The standard Monte Carlo (MC) k-eigenvalue algorithm involves iteratively converging the fission source distribution using a series of potentially time-consuming inactive cycles before quantities of interest can be tallied. One strategy for reducing the computational time requirements of these inactive cycles is the Sourcerer method, in which a deterministic eigenvalue calculation is performed to obtain an improved initial guess for the fission source distribution. This method has been implemented in the Exnihilo software suite within SCALE using the SPNSPN or SNSN solvers in Denovo and the Shift MC code. The efficacy of this method is assessed with different Denovo solutionmore » parameters for a series of typical k-eigenvalue problems including small criticality benchmarks, full-core reactors, and a fuel cask. Here it is found that, in most cases, when a large number of histories per cycle are required to obtain a detailed flux distribution, the Sourcerer method can be used to reduce the computational time requirements of the inactive cycles.« less
Energy levels of one-dimensional systems satisfying the minimal length uncertainty relation
DOE Office of Scientific and Technical Information (OSTI.GOV)
Bernardo, Reginald Christian S., E-mail: rcbernardo@nip.upd.edu.ph; Esguerra, Jose Perico H., E-mail: jesguerra@nip.upd.edu.ph
2016-10-15
The standard approach to calculating the energy levels for quantum systems satisfying the minimal length uncertainty relation is to solve an eigenvalue problem involving a fourth- or higher-order differential equation in quasiposition space. It is shown that the problem can be reformulated so that the energy levels of these systems can be obtained by solving only a second-order quasiposition eigenvalue equation. Through this formulation the energy levels are calculated for the following potentials: particle in a box, harmonic oscillator, Pöschl–Teller well, Gaussian well, and double-Gaussian well. For the particle in a box, the second-order quasiposition eigenvalue equation is a second-ordermore » differential equation with constant coefficients. For the harmonic oscillator, Pöschl–Teller well, Gaussian well, and double-Gaussian well, a method that involves using Wronskians has been used to solve the second-order quasiposition eigenvalue equation. It is observed for all of these quantum systems that the introduction of a nonzero minimal length uncertainty induces a positive shift in the energy levels. It is shown that the calculation of energy levels in systems satisfying the minimal length uncertainty relation is not limited to a small number of problems like particle in a box and the harmonic oscillator but can be extended to a wider class of problems involving potentials such as the Pöschl–Teller and Gaussian wells.« less
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.
The method of fundamental solutions for computing acoustic interior transmission eigenvalues
NASA Astrophysics Data System (ADS)
Kleefeld, Andreas; Pieronek, Lukas
2018-03-01
We analyze the method of fundamental solutions (MFS) in two different versions with focus on the computation of approximate acoustic interior transmission eigenvalues in 2D for homogeneous media. Our approach is mesh- and integration free, but suffers in general from the ill-conditioning effects of the discretized eigenoperator, which we could then successfully balance using an approved stabilization scheme. Our numerical examples cover many of the common scattering objects and prove to be very competitive in accuracy with the standard methods for PDE-related eigenvalue problems. We finally give an approximation analysis for our framework and provide error estimates, which bound interior transmission eigenvalue deviations in terms of some generalized MFS output.
The Schrodinger Eigenvalue March
ERIC Educational Resources Information Center
Tannous, C.; Langlois, J.
2011-01-01
A simple numerical method for the determination of Schrodinger equation eigenvalues is introduced. It is based on a marching process that starts from an arbitrary point, proceeds in two opposite directions simultaneously and stops after a tolerance criterion is met. The method is applied to solving several 1D potential problems including symmetric…
Analysis of the Pre-stack Split-Step Migration Operator Using Ritz Values
NASA Astrophysics Data System (ADS)
Kaplan, S. T.; Sacchi, M. D.
2009-05-01
The Born approximation for the acoustic wave-field is often used as a basis for developing algorithms in seismic imaging (migration). The approximation is linear, and, as such, can be written as a matrix-vector multiplication (Am=d). In the seismic imaging problem, d is seismic data (the recorded wave-field), and we aim to find the seismic reflectivity m (a representation of earth structure and properties) so that Am=d is satisfied. This is the often studied inverse problem of seismic migration, where given A and d, we solve for m. This can be done in a least-squares sense, so that the equation of interest is, AHAm = AHd. Hence, the solution m is largely dependent on the properties of AHA. The imaging Jacobian J provides an approximation to AHA, so that J-1AHA is, in a broad sense, better behaved then AHA. We attempt to quantify this last statement by providing an analysis of AHA and J-1AHA using their Ritz values, and for the particular case where A is built using a pre-stack split-step migration algorithm. Typically, one might try to analyze the behaviour of these matrices using their eigenvalue spectra. The difficulty in the analysis of AHA and J-1AHA lie in their size. For example, a subset of the relatively small Marmousi data set makes AHA a complex valued matrix with, roughly, dimensions of 45 million by 45 million (requiring, in single-precision, about 16 Peta-bytes of computer memory). In short, the size of the matrix makes its eigenvalues difficult to compute. Instead, we compute the leading principal minors of similar tridiagonal matrices, Bk=Vk-1AHAVk and Ck = Uk-1 J-1 AHAUk. These can be constructed using, for example, the Lanczos decomposition. Up to some value of k it is feasible to compute the eigenvalues of Bk and Ck which, in turn, are the Ritz values of, respectively, AHA and J-1 AHA, and may allow us to make quantitative statements about their behaviours.
Lateral conduction effects on heat-transfer data obtained with the phase-change paint technique
NASA Technical Reports Server (NTRS)
Maise, G.; Rossi, M. J.
1974-01-01
A computerized tool, CAPE, (Conduction Analysis Program using Eigenvalues) has been developed to account for lateral heat conduction in wind tunnel models in the data reduction of the phase-change paint technique. The tool also accounts for the effects of finite thickness (thin wings) and surface curvature. A special reduction procedure using just one time of melt is also possible on leading edges. A novel iterative numerical scheme was used, with discretized spatial coordinates but analytic integration in time, to solve the inverse conduction problem involved in the data reduction. A yes-no chart is provided which tells the test engineer when various corrections are large enough so that CAPE should be used. The accuracy of the phase-change paint technique in the presence of finite thickness and lateral conduction is also investigated.
Dynamic Eigenvalue Problem of Concrete Slab Road Surface
NASA Astrophysics Data System (ADS)
Pawlak, Urszula; Szczecina, Michał
2017-10-01
The paper presents an analysis of the dynamic eigenvalue problem of concrete slab road surface. A sample concrete slab was modelled using Autodesk Robot Structural Analysis software and calculated with Finite Element Method. The slab was set on a one-parameter elastic subsoil, for which the modulus of elasticity was separately calculated. The eigen frequencies and eigenvectors (as maximal vertical nodal displacements) were presented. On the basis of the results of calculations, some basic recommendations for designers of concrete road surfaces were offered.
Density-matrix-based algorithm for solving eigenvalue problems
NASA Astrophysics Data System (ADS)
Polizzi, Eric
2009-03-01
A fast and stable numerical algorithm for solving the symmetric eigenvalue problem is presented. The technique deviates fundamentally from the traditional Krylov subspace iteration based techniques (Arnoldi and Lanczos algorithms) or other Davidson-Jacobi techniques and takes its inspiration from the contour integration and density-matrix representation in quantum mechanics. It will be shown that this algorithm—named FEAST—exhibits high efficiency, robustness, accuracy, and scalability on parallel architectures. Examples from electronic structure calculations of carbon nanotubes are presented, and numerical performances and capabilities are discussed.
1987-06-01
Vibration of an Elastic Bar We are interested in studying the small, longitudinal vibra- tions of a longitudinally loaded, elastically supported, elastic...u 2 + + 2u O(( m,Q Uk .(J- MO In the study of eigenvalue problems, central use will be made of Rellich’s theorem (cf. Agmon [19651), which states...H , where a > 0. Sufficient conditions for (4.2) - (4.4) to hold were given in Section 3; cf. (3.15) -(3.17). For the study of (4.1) it is useful to
Krylov subspace methods - Theory, algorithms, and applications
NASA Technical Reports Server (NTRS)
Sad, Youcef
1990-01-01
Projection methods based on Krylov subspaces for solving various types of scientific problems are reviewed. The main idea of this class of methods when applied to a linear system Ax = b, is to generate in some manner an approximate solution to the original problem from the so-called Krylov subspace span. Thus, the original problem of size N is approximated by one of dimension m, typically much smaller than N. Krylov subspace methods have been very successful in solving linear systems and eigenvalue problems and are now becoming popular for solving nonlinear equations. The main ideas in Krylov subspace methods are shown and their use in solving linear systems, eigenvalue problems, parabolic partial differential equations, Liapunov matrix equations, and nonlinear system of equations are discussed.
NASA Astrophysics Data System (ADS)
Huang, Tsung-Ming; Lin, Wen-Wei; Tian, Heng; Chen, Guan-Hua
2018-03-01
Full spectrum of a large sparse ⊤-palindromic quadratic eigenvalue problem (⊤-PQEP) is considered arguably for the first time in this article. Such a problem is posed by calculation of surface Green's functions (SGFs) of mesoscopic transistors with a tremendous non-periodic cross-section. For this problem, general purpose eigensolvers are not efficient, nor is advisable to resort to the decimation method etc. to obtain the Wiener-Hopf factorization. After reviewing some rigorous understanding of SGF calculation from the perspective of ⊤-PQEP and nonlinear matrix equation, we present our new approach to this problem. In a nutshell, the unit disk where the spectrum of interest lies is broken down adaptively into pieces small enough that they each can be locally tackled by the generalized ⊤-skew-Hamiltonian implicitly restarted shift-and-invert Arnoldi (G⊤SHIRA) algorithm with suitable shifts and other parameters, and the eigenvalues missed by this divide-and-conquer strategy can be recovered thanks to the accurate estimation provided by our newly developed scheme. Notably the novel non-equivalence deflation is proposed to avoid as much as possible duplication of nearby known eigenvalues when a new shift of G⊤SHIRA is determined. We demonstrate our new approach by calculating the SGF of a realistic nanowire whose unit cell is described by a matrix of size 4000 × 4000 at the density functional tight binding level, corresponding to a 8 × 8nm2 cross-section. We believe that quantum transport simulation of realistic nano-devices in the mesoscopic regime will greatly benefit from this work.
NASA Astrophysics Data System (ADS)
Liu, Tianyu; Du, Xining; Ji, Wei; Xu, X. George; Brown, Forrest B.
2014-06-01
For nuclear reactor analysis such as the neutron eigenvalue calculations, the time consuming Monte Carlo (MC) simulations can be accelerated by using graphics processing units (GPUs). However, traditional MC methods are often history-based, and their performance on GPUs is affected significantly by the thread divergence problem. In this paper we describe the development of a newly designed event-based vectorized MC algorithm for solving the neutron eigenvalue problem. The code was implemented using NVIDIA's Compute Unified Device Architecture (CUDA), and tested on a NVIDIA Tesla M2090 GPU card. We found that although the vectorized MC algorithm greatly reduces the occurrence of thread divergence thus enhancing the warp execution efficiency, the overall simulation speed is roughly ten times slower than the history-based MC code on GPUs. Profiling results suggest that the slow speed is probably due to the memory access latency caused by the large amount of global memory transactions. Possible solutions to improve the code efficiency are discussed.
NASA Astrophysics Data System (ADS)
Castro, María Eugenia; Díaz, Javier; Muñoz-Caro, Camelia; Niño, Alfonso
2011-09-01
We present a system of classes, SHMatrix, to deal in a unified way with the computation of eigenvalues and eigenvectors in real symmetric and Hermitian matrices. Thus, two descendant classes, one for the real symmetric and other for the Hermitian cases, override the abstract methods defined in a base class. The use of the inheritance relationship and polymorphism allows handling objects of any descendant class using a single reference of the base class. The system of classes is intended to be the core element of more sophisticated methods to deal with large eigenvalue problems, as those arising in the variational treatment of realistic quantum mechanical problems. The present system of classes allows computing a subset of all the possible eigenvalues and, optionally, the corresponding eigenvectors. Comparison with well established solutions for analogous eigenvalue problems, as those included in LAPACK, shows that the present solution is competitive against them. Program summaryProgram title: SHMatrix Catalogue identifier: AEHZ_v1_0 Program summary URL:http://cpc.cs.qub.ac.uk/summaries/AEHZ_v1_0.html Program obtainable from: CPC Program Library, Queen's University, Belfast, N. Ireland Licensing provisions: Standard CPC licence, http://cpc.cs.qub.ac.uk/licence/licence.html No. of lines in distributed program, including test data, etc.: 2616 No. of bytes in distributed program, including test data, etc.: 127 312 Distribution format: tar.gz Programming language: Standard ANSI C++. Computer: PCs and workstations. Operating system: Linux, Windows. Classification: 4.8. Nature of problem: The treatment of problems involving eigensystems is a central topic in the quantum mechanical field. Here, the use of the variational approach leads to the computation of eigenvalues and eigenvectors of real symmetric and Hermitian Hamiltonian matrices. Realistic models with several degrees of freedom leads to large (sometimes very large) matrices. Different techniques, such as divide and conquer, can be used to factorize the matrices in order to apply a parallel computing approach. However, it is still interesting to have a core procedure able to tackle the computation of eigenvalues and eigenvectors once the matrix has been factorized to pieces of enough small size. Several available software packages, such as LAPACK, tackled this problem under the traditional imperative programming paradigm. In order to ease the modelling of complex quantum mechanical models it could be interesting to apply an object-oriented approach to the treatment of the eigenproblem. This approach offers the advantage of a single, uniform treatment for the real symmetric and Hermitian cases. Solution method: To reach the above goals, we have developed a system of classes: SHMatrix. SHMatrix is composed by an abstract base class and two descendant classes, one for real symmetric matrices and the other for the Hermitian case. The object-oriented characteristics of inheritance and polymorphism allows handling both cases using a single reference of the base class. The basic computing strategy applied in SHMatrix allows computing subsets of eigenvalues and (optionally) eigenvectors. The tests performed show that SHMatrix is competitive, and more efficient for large matrices, than the equivalent routines of the LAPACK package. Running time: The examples included in the distribution take only a couple of seconds to run.
On adaptive weighted polynomial preconditioning for Hermitian positive definite matrices
NASA Technical Reports Server (NTRS)
Fischer, Bernd; Freund, Roland W.
1992-01-01
The conjugate gradient algorithm for solving Hermitian positive definite linear systems is usually combined with preconditioning in order to speed up convergence. In recent years, there has been a revival of polynomial preconditioning, motivated by the attractive features of the method on modern architectures. Standard techniques for choosing the preconditioning polynomial are based only on bounds for the extreme eigenvalues. Here a different approach is proposed, which aims at adapting the preconditioner to the eigenvalue distribution of the coefficient matrix. The technique is based on the observation that good estimates for the eigenvalue distribution can be derived after only a few steps of the Lanczos process. This information is then used to construct a weight function for a suitable Chebyshev approximation problem. The solution of this problem yields the polynomial preconditioner. In particular, we investigate the use of Bernstein-Szego weights.
The use of Lanczos's method to solve the large generalized symmetric definite eigenvalue problem
NASA Technical Reports Server (NTRS)
Jones, Mark T.; Patrick, Merrell L.
1989-01-01
The generalized eigenvalue problem, Kx = Lambda Mx, is of significant practical importance, especially in structural enginering where it arises as the vibration and buckling problem. A new algorithm, LANZ, based on Lanczos's method is developed. LANZ uses a technique called dynamic shifting to improve the efficiency and reliability of the Lanczos algorithm. A new algorithm for solving the tridiagonal matrices that arise when using Lanczos's method is described. A modification of Parlett and Scott's selective orthogonalization algorithm is proposed. Results from an implementation of LANZ on a Convex C-220 show it to be superior to a subspace iteration code.
Source counting in MEG neuroimaging
NASA Astrophysics Data System (ADS)
Lei, Tianhu; Dell, John; Magee, Ralphy; Roberts, Timothy P. L.
2009-02-01
Magnetoencephalography (MEG) is a multi-channel, functional imaging technique. It measures the magnetic field produced by the primary electric currents inside the brain via a sensor array composed of a large number of superconducting quantum interference devices. The measurements are then used to estimate the locations, strengths, and orientations of these electric currents. This magnetic source imaging technique encompasses a great variety of signal processing and modeling techniques which include Inverse problem, MUltiple SIgnal Classification (MUSIC), Beamforming (BF), and Independent Component Analysis (ICA) method. A key problem with Inverse problem, MUSIC and ICA methods is that the number of sources must be detected a priori. Although BF method scans the source space on a point-to-point basis, the selection of peaks as sources, however, is finally made by subjective thresholding. In practice expert data analysts often select results based on physiological plausibility. This paper presents an eigenstructure approach for the source number detection in MEG neuroimaging. By sorting eigenvalues of the estimated covariance matrix of the acquired MEG data, the measured data space is partitioned into the signal and noise subspaces. The partition is implemented by utilizing information theoretic criteria. The order of the signal subspace gives an estimate of the number of sources. The approach does not refer to any model or hypothesis, hence, is an entirely data-led operation. It possesses clear physical interpretation and efficient computation procedure. The theoretical derivation of this method and the results obtained by using the real MEG data are included to demonstrates their agreement and the promise of the proposed approach.
Fast Eigensolver for Computing 3D Earth's Normal Modes
NASA Astrophysics Data System (ADS)
Shi, J.; De Hoop, M. V.; Li, R.; Xi, Y.; Saad, Y.
2017-12-01
We present a novel parallel computational approach to compute Earth's normal modes. We discretize Earth via an unstructured tetrahedral mesh and apply the continuous Galerkin finite element method to the elasto-gravitational system. To resolve the eigenvalue pollution issue, following the analysis separating the seismic point spectrum, we utilize explicitly a representation of the displacement for describing the oscillations of the non-seismic modes in the fluid outer core. Effectively, we separate out the essential spectrum which is naturally related to the Brunt-Väisälä frequency. We introduce two Lanczos approaches with polynomial and rational filtering for solving this generalized eigenvalue problem in prescribed intervals. The polynomial filtering technique only accesses the matrix pair through matrix-vector products and is an ideal candidate for solving three-dimensional large-scale eigenvalue problems. The matrix-free scheme allows us to deal with fluid separation and self-gravitation in an efficient way, while the standard shift-and-invert method typically needs an explicit shifted matrix and its factorization. The rational filtering method converges much faster than the standard shift-and-invert procedure when computing all the eigenvalues inside an interval. Both two Lanczos approaches solve for the internal eigenvalues extremely accurately, comparing with the standard eigensolver. In our computational experiments, we compare our results with the radial earth model benchmark, and visualize the normal modes using vector plots to illustrate the properties of the displacements in different modes.
ELSI: A unified software interface for Kohn–Sham electronic structure solvers
Yu, Victor Wen-zhe; Corsetti, Fabiano; Garcia, Alberto; ...
2017-09-15
Solving the electronic structure from a generalized or standard eigenproblem is often the bottleneck in large scale calculations based on Kohn-Sham density-functional theory. This problem must be addressed by essentially all current electronic structure codes, based on similar matrix expressions, and by high-performance computation. We here present a unified software interface, ELSI, to access different strategies that address the Kohn-Sham eigenvalue problem. Currently supported algorithms include the dense generalized eigensolver library ELPA, the orbital minimization method implemented in libOMM, and the pole expansion and selected inversion (PEXSI) approach with lower computational complexity for semilocal density functionals. The ELSI interface aimsmore » to simplify the implementation and optimal use of the different strategies, by offering (a) a unified software framework designed for the electronic structure solvers in Kohn-Sham density-functional theory; (b) reasonable default parameters for a chosen solver; (c) automatic conversion between input and internal working matrix formats, and in the future (d) recommendation of the optimal solver depending on the specific problem. As a result, comparative benchmarks are shown for system sizes up to 11,520 atoms (172,800 basis functions) on distributed memory supercomputing architectures.« less
ELSI: A unified software interface for Kohn-Sham electronic structure solvers
NASA Astrophysics Data System (ADS)
Yu, Victor Wen-zhe; Corsetti, Fabiano; García, Alberto; Huhn, William P.; Jacquelin, Mathias; Jia, Weile; Lange, Björn; Lin, Lin; Lu, Jianfeng; Mi, Wenhui; Seifitokaldani, Ali; Vázquez-Mayagoitia, Álvaro; Yang, Chao; Yang, Haizhao; Blum, Volker
2018-01-01
Solving the electronic structure from a generalized or standard eigenproblem is often the bottleneck in large scale calculations based on Kohn-Sham density-functional theory. This problem must be addressed by essentially all current electronic structure codes, based on similar matrix expressions, and by high-performance computation. We here present a unified software interface, ELSI, to access different strategies that address the Kohn-Sham eigenvalue problem. Currently supported algorithms include the dense generalized eigensolver library ELPA, the orbital minimization method implemented in libOMM, and the pole expansion and selected inversion (PEXSI) approach with lower computational complexity for semilocal density functionals. The ELSI interface aims to simplify the implementation and optimal use of the different strategies, by offering (a) a unified software framework designed for the electronic structure solvers in Kohn-Sham density-functional theory; (b) reasonable default parameters for a chosen solver; (c) automatic conversion between input and internal working matrix formats, and in the future (d) recommendation of the optimal solver depending on the specific problem. Comparative benchmarks are shown for system sizes up to 11,520 atoms (172,800 basis functions) on distributed memory supercomputing architectures.
ELSI: A unified software interface for Kohn–Sham electronic structure solvers
DOE Office of Scientific and Technical Information (OSTI.GOV)
Yu, Victor Wen-zhe; Corsetti, Fabiano; Garcia, Alberto
Solving the electronic structure from a generalized or standard eigenproblem is often the bottleneck in large scale calculations based on Kohn-Sham density-functional theory. This problem must be addressed by essentially all current electronic structure codes, based on similar matrix expressions, and by high-performance computation. We here present a unified software interface, ELSI, to access different strategies that address the Kohn-Sham eigenvalue problem. Currently supported algorithms include the dense generalized eigensolver library ELPA, the orbital minimization method implemented in libOMM, and the pole expansion and selected inversion (PEXSI) approach with lower computational complexity for semilocal density functionals. The ELSI interface aimsmore » to simplify the implementation and optimal use of the different strategies, by offering (a) a unified software framework designed for the electronic structure solvers in Kohn-Sham density-functional theory; (b) reasonable default parameters for a chosen solver; (c) automatic conversion between input and internal working matrix formats, and in the future (d) recommendation of the optimal solver depending on the specific problem. As a result, comparative benchmarks are shown for system sizes up to 11,520 atoms (172,800 basis functions) on distributed memory supercomputing architectures.« less
Lasing eigenvalue problems: the electromagnetic modelling of microlasers
NASA Astrophysics Data System (ADS)
Benson, Trevor; Nosich, Alexander; Smotrova, Elena; Balaban, Mikhail; Sewell, Phillip
2007-02-01
Comprehensive microcavity laser models should account for several physical mechanisms, e.g. carrier transport, heating and optical confinement, coupled by non-linear effects. Nevertheless, considerable useful information can still be obtained if all non-electromagnetic effects are neglected, often within an additional effective-index reduction to an equivalent 2D problem, and the optical modes viewed as solutions of Maxwell's equations. Integral equation (IE) formulations have many advantages over numerical techniques such as FDTD for the study of such microcavity laser problems. The most notable advantages of an IE approach are computational efficiency, the correct description of cavity boundaries without stair-step errors, and the direct solution of an eigenvalue problem rather than the spectral analysis of a transient signal. Boundary IE (BIE) formulations are more economic that volume IE (VIE) ones, because of their lower dimensionality, but they are only applicable to the constant cavity refractive index case. The Muller BIE, being free of 'defect' frequencies and having smooth or integrable kernels, provides a reliable tool for the modal analysis of microcavities. Whilst such an approach can readily identify complex-valued natural frequencies and Q-factors, the lasing condition is not addressed directly. We have thus suggested using a Muller BIE approach to solve a lasing eigenvalue problem (LEP), i.e. a linear eigenvalue solution in the form of two real-valued numbers (lasing wavelength and threshold information) when macroscopic gain is introduced into the cavity material within an active region. Such an approach yields clear insight into the lasing thresholds of individual cavities with uniform and non-uniform gain, cavities coupled as photonic molecules and cavities equipped with one or more quantum dots.
Compressed-sensing wavenumber-scanning interferometry
NASA Astrophysics Data System (ADS)
Bai, Yulei; Zhou, Yanzhou; He, Zhaoshui; Ye, Shuangli; Dong, Bo; Xie, Shengli
2018-01-01
The Fourier transform (FT), the nonlinear least-squares algorithm (NLSA), and eigenvalue decomposition algorithm (EDA) are used to evaluate the phase field in depth-resolved wavenumber-scanning interferometry (DRWSI). However, because the wavenumber series of the laser's output is usually accompanied by nonlinearity and mode-hop, FT, NLSA, and EDA, which are only suitable for equidistant interference data, often lead to non-negligible phase errors. In this work, a compressed-sensing method for DRWSI (CS-DRWSI) is proposed to resolve this problem. By using the randomly spaced inverse Fourier matrix and solving the underdetermined equation in the wavenumber domain, CS-DRWSI determines the nonuniform sampling and spectral leakage of the interference spectrum. Furthermore, it can evaluate interference data without prior knowledge of the object. The experimental results show that CS-DRWSI improves the depth resolution and suppresses sidelobes. It can replace the FT as a standard algorithm for DRWSI.
Generalized Bloch theorem and topological characterization
NASA Astrophysics Data System (ADS)
Dobardžić, E.; Dimitrijević, M.; Milovanović, M. V.
2015-03-01
The Bloch theorem enables reduction of the eigenvalue problem of the single-particle Hamiltonian that commutes with the translational group. Based on a group theory analysis we present a generalization of the Bloch theorem that incorporates all additional symmetries of a crystal. The generalized Bloch theorem constrains the form of the Hamiltonian which becomes manifestly invariant under additional symmetries. In the case of isotropic interactions the generalized Bloch theorem gives a unique Hamiltonian. This Hamiltonian coincides with the Hamiltonian in the periodic gauge. In the case of anisotropic interactions the generalized Bloch theorem allows a family of Hamiltonians. Due to the continuity argument we expect that even in this case the Hamiltonian in the periodic gauge defines observables, such as Berry curvature, in the inverse space. For both cases we present examples and demonstrate that the average of the Berry curvatures of all possible Hamiltonians in the Bloch gauge is the Berry curvature in the periodic gauge.
NASA Astrophysics Data System (ADS)
Souleymanou, Abbagari; Thomas, B. Bouetou; Timoleon, C. Kofane
2013-08-01
The prolongation structure methodologies of Wahlquist—Estabrook [H.D. Wahlquist and F.B. Estabrook, J. Math. Phys. 16 (1975) 1] for nonlinear differential equations are applied to a more general set of coupled integrable dispersionless system. Based on the obtained prolongation structure, a Lie-Algebra valued connection of a closed ideal of exterior differential forms related to the above system is constructed. A Lie-Algebra representation of some hidden structural symmetries of the previous system, its Bäcklund transformation using the Riccati form of the linear eigenvalue problem and their general corresponding Lax-representation are derived. In the wake of the previous results, we extend the above prolongation scheme to higher-dimensional systems from which a new (2 + 1)-dimensional coupled integrable dispersionless system is unveiled along with its inverse scattering formulation, which applications are straightforward in nonlinear optics where additional propagating dimension deserves some attention.
Pellacci, Benedetta; Verzini, Gianmaria
2018-05-01
We study the positive principal eigenvalue of a weighted problem associated with the Neumann spectral fractional Laplacian. This analysis is related to the investigation of the survival threshold in population dynamics. Our main result concerns the optimization of such threshold with respect to the fractional order [Formula: see text], the case [Formula: see text] corresponding to the standard Neumann Laplacian: when the habitat is not too fragmented, the principal positive eigenvalue can not have local minima for [Formula: see text]. As a consequence, the best strategy for survival is either following the diffusion with [Formula: see text] (i.e. Brownian diffusion), or with the lowest possible s (i.e. diffusion allowing long jumps), depending on the size of the domain. In addition, we show that analogous results hold for the standard fractional Laplacian in [Formula: see text], in periodic environments.
A variational eigenvalue solver on a photonic quantum processor
Peruzzo, Alberto; McClean, Jarrod; Shadbolt, Peter; Yung, Man-Hong; Zhou, Xiao-Qi; Love, Peter J.; Aspuru-Guzik, Alán; O’Brien, Jeremy L.
2014-01-01
Quantum computers promise to efficiently solve important problems that are intractable on a conventional computer. For quantum systems, where the physical dimension grows exponentially, finding the eigenvalues of certain operators is one such intractable problem and remains a fundamental challenge. The quantum phase estimation algorithm efficiently finds the eigenvalue of a given eigenvector but requires fully coherent evolution. Here we present an alternative approach that greatly reduces the requirements for coherent evolution and combine this method with a new approach to state preparation based on ansätze and classical optimization. We implement the algorithm by combining a highly reconfigurable photonic quantum processor with a conventional computer. We experimentally demonstrate the feasibility of this approach with an example from quantum chemistry—calculating the ground-state molecular energy for He–H+. The proposed approach drastically reduces the coherence time requirements, enhancing the potential of quantum resources available today and in the near future. PMID:25055053
Eigenvalue Solvers for Modeling Nuclear Reactors on Leadership Class Machines
Slaybaugh, R. N.; Ramirez-Zweiger, M.; Pandya, Tara; ...
2018-02-20
In this paper, three complementary methods have been implemented in the code Denovo that accelerate neutral particle transport calculations with methods that use leadership-class computers fully and effectively: a multigroup block (MG) Krylov solver, a Rayleigh quotient iteration (RQI) eigenvalue solver, and a multigrid in energy (MGE) preconditioner. The MG Krylov solver converges more quickly than Gauss Seidel and enables energy decomposition such that Denovo can scale to hundreds of thousands of cores. RQI should converge in fewer iterations than power iteration (PI) for large and challenging problems. RQI creates shifted systems that would not be tractable without the MGmore » Krylov solver. It also creates ill-conditioned matrices. The MGE preconditioner reduces iteration count significantly when used with RQI and takes advantage of the new energy decomposition such that it can scale efficiently. Each individual method has been described before, but this is the first time they have been demonstrated to work together effectively. The combination of solvers enables the RQI eigenvalue solver to work better than the other available solvers for large reactors problems on leadership-class machines. Using these methods together, RQI converged in fewer iterations and in less time than PI for a full pressurized water reactor core. These solvers also performed better than an Arnoldi eigenvalue solver for a reactor benchmark problem when energy decomposition is needed. The MG Krylov, MGE preconditioner, and RQI solver combination also scales well in energy. Finally, this solver set is a strong choice for very large and challenging problems.« less
Eigenvalue Solvers for Modeling Nuclear Reactors on Leadership Class Machines
DOE Office of Scientific and Technical Information (OSTI.GOV)
Slaybaugh, R. N.; Ramirez-Zweiger, M.; Pandya, Tara
In this paper, three complementary methods have been implemented in the code Denovo that accelerate neutral particle transport calculations with methods that use leadership-class computers fully and effectively: a multigroup block (MG) Krylov solver, a Rayleigh quotient iteration (RQI) eigenvalue solver, and a multigrid in energy (MGE) preconditioner. The MG Krylov solver converges more quickly than Gauss Seidel and enables energy decomposition such that Denovo can scale to hundreds of thousands of cores. RQI should converge in fewer iterations than power iteration (PI) for large and challenging problems. RQI creates shifted systems that would not be tractable without the MGmore » Krylov solver. It also creates ill-conditioned matrices. The MGE preconditioner reduces iteration count significantly when used with RQI and takes advantage of the new energy decomposition such that it can scale efficiently. Each individual method has been described before, but this is the first time they have been demonstrated to work together effectively. The combination of solvers enables the RQI eigenvalue solver to work better than the other available solvers for large reactors problems on leadership-class machines. Using these methods together, RQI converged in fewer iterations and in less time than PI for a full pressurized water reactor core. These solvers also performed better than an Arnoldi eigenvalue solver for a reactor benchmark problem when energy decomposition is needed. The MG Krylov, MGE preconditioner, and RQI solver combination also scales well in energy. Finally, this solver set is a strong choice for very large and challenging problems.« less
Identification of spatially-localized initial conditions via sparse PCA
NASA Astrophysics Data System (ADS)
Dwivedi, Anubhav; Jovanovic, Mihailo
2017-11-01
Principal Component Analysis involves maximization of a quadratic form subject to a quadratic constraint on the initial flow perturbations and it is routinely used to identify the most energetic flow structures. For general flow configurations, principal components can be efficiently computed via power iteration of the forward and adjoint governing equations. However, the resulting flow structures typically have a large spatial support leading to a question of physical realizability. To obtain spatially-localized structures, we modify the quadratic constraint on the initial condition to include a convex combination with an additional regularization term which promotes sparsity in the physical domain. We formulate this constrained optimization problem as a nonlinear eigenvalue problem and employ an inverse power-iteration-based method to solve it. The resulting solution is guaranteed to converge to a nonlinear eigenvector which becomes increasingly localized as our emphasis on sparsity increases. We use several fluids examples to demonstrate that our method indeed identifies the most energetic initial perturbations that are spatially compact. This work was supported by Office of Naval Research through Grant Number N00014-15-1-2522.
A robust multilevel simultaneous eigenvalue solver
NASA Technical Reports Server (NTRS)
Costiner, Sorin; Taasan, Shlomo
1993-01-01
Multilevel (ML) algorithms for eigenvalue problems are often faced with several types of difficulties such as: the mixing of approximated eigenvectors by the solution process, the approximation of incomplete clusters of eigenvectors, the poor representation of solution on coarse levels, and the existence of close or equal eigenvalues. Algorithms that do not treat appropriately these difficulties usually fail, or their performance degrades when facing them. These issues motivated the development of a robust adaptive ML algorithm which treats these difficulties, for the calculation of a few eigenvectors and their corresponding eigenvalues. The main techniques used in the new algorithm include: the adaptive completion and separation of the relevant clusters on different levels, the simultaneous treatment of solutions within each cluster, and the robustness tests which monitor the algorithm's efficiency and convergence. The eigenvectors' separation efficiency is based on a new ML projection technique generalizing the Rayleigh Ritz projection, combined with a technique, the backrotations. These separation techniques, when combined with an FMG formulation, in many cases lead to algorithms of O(qN) complexity, for q eigenvectors of size N on the finest level. Previously developed ML algorithms are less focused on the mentioned difficulties. Moreover, algorithms which employ fine level separation techniques are of O(q(sub 2)N) complexity and usually do not overcome all these difficulties. Computational examples are presented where Schrodinger type eigenvalue problems in 2-D and 3-D, having equal and closely clustered eigenvalues, are solved with the efficiency of the Poisson multigrid solver. A second order approximation is obtained in O(qN) work, where the total computational work is equivalent to only a few fine level relaxations per eigenvector.
The Guderley problem revisited
DOE Office of Scientific and Technical Information (OSTI.GOV)
Ramsey, Scott D; Kamm, James R; Bolstad, John H
2009-01-01
The self-similar converging-diverging shock wave problem introduced by Guderley in 1942 has been the source of numerous investigations since its publication. In this paper, we review the simplifications and group invariance properties that lead to a self-similar formulation of this problem from the compressible flow equations for a polytropic gas. The complete solution to the self-similar problem reduces to two coupled nonlinear eigenvalue problems: the eigenvalue of the first is the so-called similarity exponent for the converging flow, and that of the second is a trajectory multiplier for the diverging regime. We provide a clear exposition concerning the reflected shockmore » configuration. Additionally, we introduce a new approximation for the similarity exponent, which we compare with other estimates and numerically computed values. Lastly, we use the Guderley problem as the basis of a quantitative verification analysis of a cell-centered, finite volume, Eulerian compressible flow algorithm.« less
The asymptotic spectra of banded Toeplitz and quasi-Toeplitz matrices
NASA Technical Reports Server (NTRS)
Beam, Richard M.; Warming, Robert F.
1991-01-01
Toeplitz matrices occur in many mathematical, as well as, scientific and engineering investigations. This paper considers the spectra of banded Toeplitz and quasi-Toeplitz matrices with emphasis on non-normal matrices of arbitrarily large order and relatively small bandwidth. These are the type of matrices that appear in the investigation of stability and convergence of difference approximations to partial differential equations. Quasi-Toeplitz matrices are the result of non-Dirichlet boundary conditions for the difference approximations. The eigenvalue problem for a banded Toeplitz or quasi-Toeplitz matrix of large order is, in general, analytically intractable and (for non-normal matrices) numerically unreliable. An asymptotic (matrix order approaches infinity) approach partitions the eigenvalue analysis of a quasi-Toeplitz matrix into two parts, namely the analysis for the boundary condition independent spectrum and the analysis for the boundary condition dependent spectrum. The boundary condition independent spectrum is the same as the pure Toeplitz matrix spectrum. Algorithms for computing both parts of the spectrum are presented. Examples are used to demonstrate the utility of the algorithms, to present some interesting spectra, and to point out some of the numerical difficulties encountered when conventional matrix eigenvalue routines are employed for non-normal matrices of large order. The analysis for the Toeplitz spectrum also leads to a diagonal similarity transformation that improves conventional numerical eigenvalue computations. Finally, the algorithm for the asymptotic spectrum is extended to the Toeplitz generalized eigenvalue problem which occurs, for example, in the stability of Pade type difference approximations to differential equations.
Complex eigenvalue analysis of rotating structures
NASA Technical Reports Server (NTRS)
Patel, J. S.; Seltzer, S. M.
1972-01-01
A FORTRAN subroutine to NASTRAN which constructs coriolis and centripetal acceleration matrices, and a centrifugal load vector due to spin about a selected point or about the mass center of the structure is discussed. The rigid translational degrees of freedom can be removed by using a transformation matrix T and its explicitly given inverse. These matrices are generated in the subroutine and their explicit expressions are given.
Fast Solution in Sparse LDA for Binary Classification
NASA Technical Reports Server (NTRS)
Moghaddam, Baback
2010-01-01
An algorithm that performs sparse linear discriminant analysis (Sparse-LDA) finds near-optimal solutions in far less time than the prior art when specialized to binary classification (of 2 classes). Sparse-LDA is a type of feature- or variable- selection problem with numerous applications in statistics, machine learning, computer vision, computational finance, operations research, and bio-informatics. Because of its combinatorial nature, feature- or variable-selection problems are NP-hard or computationally intractable in cases involving more than 30 variables or features. Therefore, one typically seeks approximate solutions by means of greedy search algorithms. The prior Sparse-LDA algorithm was a greedy algorithm that considered the best variable or feature to add/ delete to/ from its subsets in order to maximally discriminate between multiple classes of data. The present algorithm is designed for the special but prevalent case of 2-class or binary classification (e.g. 1 vs. 0, functioning vs. malfunctioning, or change versus no change). The present algorithm provides near-optimal solutions on large real-world datasets having hundreds or even thousands of variables or features (e.g. selecting the fewest wavelength bands in a hyperspectral sensor to do terrain classification) and does so in typical computation times of minutes as compared to days or weeks as taken by the prior art. Sparse LDA requires solving generalized eigenvalue problems for a large number of variable subsets (represented by the submatrices of the input within-class and between-class covariance matrices). In the general (fullrank) case, the amount of computation scales at least cubically with the number of variables and thus the size of the problems that can be solved is limited accordingly. However, in binary classification, the principal eigenvalues can be found using a special analytic formula, without resorting to costly iterative techniques. The present algorithm exploits this analytic form along with the inherent sequential nature of greedy search itself. Together this enables the use of highly-efficient partitioned-matrix-inverse techniques that result in large speedups of computation in both the forward-selection and backward-elimination stages of greedy algorithms in general.
A Decentralized Eigenvalue Computation Method for Spectrum Sensing Based on Average Consensus
NASA Astrophysics Data System (ADS)
Mohammadi, Jafar; Limmer, Steffen; Stańczak, Sławomir
2016-07-01
This paper considers eigenvalue estimation for the decentralized inference problem for spectrum sensing. We propose a decentralized eigenvalue computation algorithm based on the power method, which is referred to as generalized power method GPM; it is capable of estimating the eigenvalues of a given covariance matrix under certain conditions. Furthermore, we have developed a decentralized implementation of GPM by splitting the iterative operations into local and global computation tasks. The global tasks require data exchange to be performed among the nodes. For this task, we apply an average consensus algorithm to efficiently perform the global computations. As a special case, we consider a structured graph that is a tree with clusters of nodes at its leaves. For an accelerated distributed implementation, we propose to use computation over multiple access channel (CoMAC) as a building block of the algorithm. Numerical simulations are provided to illustrate the performance of the two algorithms.
Eigenvalue statistics for the sum of two complex Wishart matrices
NASA Astrophysics Data System (ADS)
Kumar, Santosh
2014-09-01
The sum of independent Wishart matrices, taken from distributions with unequal covariance matrices, plays a crucial role in multivariate statistics, and has applications in the fields of quantitative finance and telecommunication. However, analytical results concerning the corresponding eigenvalue statistics have remained unavailable, even for the sum of two Wishart matrices. This can be attributed to the complicated and rotationally noninvariant nature of the matrix distribution that makes extracting the information about eigenvalues a nontrivial task. Using a generalization of the Harish-Chandra-Itzykson-Zuber integral, we find exact solution to this problem for the complex Wishart case when one of the covariance matrices is proportional to the identity matrix, while the other is arbitrary. We derive exact and compact expressions for the joint probability density and marginal density of eigenvalues. The analytical results are compared with numerical simulations and we find perfect agreement.
A New Understanding for the Rain Rate retrieval of Attenuating Radars Measurement
NASA Astrophysics Data System (ADS)
Koner, P.; Battaglia, A.; Simmer, C.
2009-04-01
The retrieval of rain rate from the attenuated radar (e.g. Cloud Profiling Radar on board of CloudSAT in orbit since June 2006) is a challenging problem. ĹEcuyer and Stephens [1] underlined this difficulty (for rain rates larger than 1.5 mm/h) and suggested the need of additional information (like path-integrated attenuations (PIA) derived from surface reference techniques or precipitation water path estimated from co-located passive microwave radiometer) to constrain the retrieval. It is generally discussed based on the optimal estimation theory that there are no solutions without constraining the problem in a case of visible attenuation because there is no enough information content to solve the problem. However, when the problem is constrained by the additional measurement of PIA, there is a reasonable solution. This raises the spontaneous question: Is all information enclosed in this additional measurement? This also contradicts with the information theory because one measurement can introduce only one degree of freedom in the retrieval. Why is one degree of freedom so important in the above problem? This question cannot be explained using the estimation and information theories of OEM. On the other hand, Koner and Drummond [2] argued that the OEM is basically a regularization method, where a-priori covariance is used as a stabilizer and the regularization strength is determined by the choices of the a-priori and error covariance matrices. The regularization is required for the reduction of the condition number of Jacobian, which drives the noise injection from the measurement and inversion spaces to the state space in an ill-posed inversion. In this work, the above mentioned question will be discussed based on the regularization theory, error mitigation and eigenvalue mathematics. References 1. L'Ecuyer TS and Stephens G. An estimation based precipitation retrieval algorithm for attenuating radar. J. Appl. Met., 2002, 41, 272-85. 2. Koner PK, Drummond JR. A comparison of regularization techniques for atmospheric trace gases retrievals. JQSRT 2008; 109:514-26.
Shape sensitivity analysis of flutter response of a laminated wing
NASA Technical Reports Server (NTRS)
Bergen, Fred D.; Kapania, Rakesh K.
1988-01-01
A method is presented for calculating the shape sensitivity of a wing aeroelastic response with respect to changes in geometric shape. Yates' modified strip method is used in conjunction with Giles' equivalent plate analysis to predict the flutter speed, frequency, and reduced frequency of the wing. Three methods are used to calculate the sensitivity of the eigenvalue. The first method is purely a finite difference calculation of the eigenvalue derivative directly from the solution of the flutter problem corresponding to the two different values of the shape parameters. The second method uses an analytic expression for the eigenvalue sensitivities of a general complex matrix, where the derivatives of the aerodynamic, mass, and stiffness matrices are computed using a finite difference approximation. The third method also uses an analytic expression for the eigenvalue sensitivities, but the aerodynamic matrix is computed analytically. All three methods are found to be in good agreement with each other. The sensitivities of the eigenvalues were used to predict the flutter speed, frequency, and reduced frequency. These approximations were found to be in good agreement with those obtained using a complete reanalysis.
Eigensolver for a Sparse, Large Hermitian Matrix
NASA Technical Reports Server (NTRS)
Tisdale, E. Robert; Oyafuso, Fabiano; Klimeck, Gerhard; Brown, R. Chris
2003-01-01
A parallel-processing computer program finds a few eigenvalues in a sparse Hermitian matrix that contains as many as 100 million diagonal elements. This program finds the eigenvalues faster, using less memory, than do other, comparable eigensolver programs. This program implements a Lanczos algorithm in the American National Standards Institute/ International Organization for Standardization (ANSI/ISO) C computing language, using the Message Passing Interface (MPI) standard to complement an eigensolver in PARPACK. [PARPACK (Parallel Arnoldi Package) is an extension, to parallel-processing computer architectures, of ARPACK (Arnoldi Package), which is a collection of Fortran 77 subroutines that solve large-scale eigenvalue problems.] The eigensolver runs on Beowulf clusters of computers at the Jet Propulsion Laboratory (JPL).
Coherent mode decomposition using mixed Wigner functions of Hermite-Gaussian beams.
Tanaka, Takashi
2017-04-15
A new method of coherent mode decomposition (CMD) is proposed that is based on a Wigner-function representation of Hermite-Gaussian beams. In contrast to the well-known method using the cross spectral density (CSD), it directly determines the mode functions and their weights without solving the eigenvalue problem. This facilitates the CMD of partially coherent light whose Wigner functions (and thus CSDs) are not separable, in which case the conventional CMD requires solving an eigenvalue problem with a large matrix and thus is numerically formidable. An example is shown regarding the CMD of synchrotron radiation, one of the most important applications of the proposed method.
Numerical methods for the unsymmetric tridiagonal eigenvalue problem
DOE Office of Scientific and Technical Information (OSTI.GOV)
Jessup, E.R.
1996-12-31
This report summarizes the results of our project {open_quotes}Numerical Methods for the Unsymmetric Tridiagonal Eigenvalue Problem{close_quotes}. It was funded by both by a DOE grant (No. DE-FG02-92ER25122, 6/1/92-5/31/94, $100,000) and by an NSF Research Initiation Award (No. CCR-9109785, 7/1/91-6/30/93, $46,564.) The publications resulting from that project during the DOE funding period are listed below. Two other journal papers and two other conference papers were produced during the NSF funding period. Most of the listed conference papers are early or partial versions of the listed journal papers.
A nonperturbative light-front coupled-cluster method
NASA Astrophysics Data System (ADS)
Hiller, J. R.
2012-10-01
The nonperturbative Hamiltonian eigenvalue problem for bound states of a quantum field theory is formulated in terms of Dirac's light-front coordinates and then approximated by the exponential-operator technique of the many-body coupled-cluster method. This approximation eliminates any need for the usual approximation of Fock-space truncation. Instead, the exponentiated operator is truncated, and the terms retained are determined by a set of nonlinear integral equations. These equations are solved simultaneously with an effective eigenvalue problem in the valence sector, where the number of constituents is small. Matrix elements can be calculated, with extensions of techniques from standard coupled-cluster theory, to obtain form factors and other observables.
Efficient Algorithms for Estimating the Absorption Spectrum within Linear Response TDDFT
DOE Office of Scientific and Technical Information (OSTI.GOV)
Brabec, Jiri; Lin, Lin; Shao, Meiyue
We present a special symmetric Lanczos algorithm and a kernel polynomial method (KPM) for approximating the absorption spectrum of molecules within the linear response time-dependent density functional theory (TDDFT) framework in the product form. In contrast to existing algorithms, the new algorithms are based on reformulating the original non-Hermitian eigenvalue problem as a product eigenvalue problem and the observation that the product eigenvalue problem is self-adjoint with respect to an appropriately chosen inner product. This allows a simple symmetric Lanczos algorithm to be used to compute the desired absorption spectrum. The use of a symmetric Lanczos algorithm only requires halfmore » of the memory compared with the nonsymmetric variant of the Lanczos algorithm. The symmetric Lanczos algorithm is also numerically more stable than the nonsymmetric version. The KPM algorithm is also presented as a low-memory alternative to the Lanczos approach, but the algorithm may require more matrix-vector multiplications in practice. We discuss the pros and cons of these methods in terms of their accuracy as well as their computational and storage cost. Applications to a set of small and medium-sized molecules are also presented.« less
Efficient Algorithms for Estimating the Absorption Spectrum within Linear Response TDDFT
Brabec, Jiri; Lin, Lin; Shao, Meiyue; ...
2015-10-06
We present a special symmetric Lanczos algorithm and a kernel polynomial method (KPM) for approximating the absorption spectrum of molecules within the linear response time-dependent density functional theory (TDDFT) framework in the product form. In contrast to existing algorithms, the new algorithms are based on reformulating the original non-Hermitian eigenvalue problem as a product eigenvalue problem and the observation that the product eigenvalue problem is self-adjoint with respect to an appropriately chosen inner product. This allows a simple symmetric Lanczos algorithm to be used to compute the desired absorption spectrum. The use of a symmetric Lanczos algorithm only requires halfmore » of the memory compared with the nonsymmetric variant of the Lanczos algorithm. The symmetric Lanczos algorithm is also numerically more stable than the nonsymmetric version. The KPM algorithm is also presented as a low-memory alternative to the Lanczos approach, but the algorithm may require more matrix-vector multiplications in practice. We discuss the pros and cons of these methods in terms of their accuracy as well as their computational and storage cost. Applications to a set of small and medium-sized molecules are also presented.« less
ERIC Educational Resources Information Center
Cutchins, M. A.
1982-01-01
Presents programmable calculator solutions to selected problems, including area moments of inertia and principal values, the 2-D principal stress problem, C.G. and pitch inertia computations, 3-D eigenvalue problems, 3 DOF vibrations, and a complex flutter determinant. (SK)
Workshop report on large-scale matrix diagonalization methods in chemistry theory institute
DOE Office of Scientific and Technical Information (OSTI.GOV)
Bischof, C.H.; Shepard, R.L.; Huss-Lederman, S.
The Large-Scale Matrix Diagonalization Methods in Chemistry theory institute brought together 41 computational chemists and numerical analysts. The goal was to understand the needs of the computational chemistry community in problems that utilize matrix diagonalization techniques. This was accomplished by reviewing the current state of the art and looking toward future directions in matrix diagonalization techniques. This institute occurred about 20 years after a related meeting of similar size. During those 20 years the Davidson method continued to dominate the problem of finding a few extremal eigenvalues for many computational chemistry problems. Work on non-diagonally dominant and non-Hermitian problems asmore » well as parallel computing has also brought new methods to bear. The changes and similarities in problems and methods over the past two decades offered an interesting viewpoint for the success in this area. One important area covered by the talks was overviews of the source and nature of the chemistry problems. The numerical analysts were uniformly grateful for the efforts to convey a better understanding of the problems and issues faced in computational chemistry. An important outcome was an understanding of the wide range of eigenproblems encountered in computational chemistry. The workshop covered problems involving self- consistent-field (SCF), configuration interaction (CI), intramolecular vibrational relaxation (IVR), and scattering problems. In atomic structure calculations using the Hartree-Fock method (SCF), the symmetric matrices can range from order hundreds to thousands. These matrices often include large clusters of eigenvalues which can be as much as 25% of the spectrum. However, if Cl methods are also used, the matrix size can be between 10{sup 4} and 10{sup 9} where only one or a few extremal eigenvalues and eigenvectors are needed. Working with very large matrices has lead to the development of« less
Computation of eigenpairs of Ax = lambda Bx for vibrations of spinning deformable bodies
NASA Technical Reports Server (NTRS)
Utku, S.; Clemente, J. L. M.
1984-01-01
It is shown that, when linear theory is used, the general eigenvalue problem related with the free vibrations of spinning deformable bodies is of the type AX = lambda Bx, where A is Hermitian, and B is real positive definite. Since the order n of the matrices may be large, and A and B are banded or block banded, due to the economics of the numerical solution, one is interested in obtaining only those eigenvalues which fall within the frequency band of interest of the problem. The paper extends the well known method of bisections and iteration of R to the n power to n dimensional complex spaces, i.e., to C to the n power, so that it can be applied to the present problem.
NASA Astrophysics Data System (ADS)
Abo-Kahla, D. A. M.; Abdel-Aty, M.; Farouk, A.
2018-05-01
An atom with only two energy eigenvalues is described by a two-dimensional state space spanned by the two energy eigenstates is called a two-level atom. We consider the interaction between a two-level atom system with a constant velocity. An analytic solution of the systems which interacts with a quantized field is provided. Furthermore, the significant effect of the temperature on the atomic inversion, the purity and the information entropy are discussed in case of the initial state either an exited state or a maximally mixed state. Additionally, the effect of the half wavelengths number of the field-mode is investigated.
Photonic band gap structure simulator
Chen, Chiping; Shapiro, Michael A.; Smirnova, Evgenya I.; Temkin, Richard J.; Sirigiri, Jagadishwar R.
2006-10-03
A system and method for designing photonic band gap structures. The system and method provide a user with the capability to produce a model of a two-dimensional array of conductors corresponding to a unit cell. The model involves a linear equation. Boundary conditions representative of conditions at the boundary of the unit cell are applied to a solution of the Helmholtz equation defined for the unit cell. The linear equation can be approximated by a Hermitian matrix. An eigenvalue of the Helmholtz equation is calculated. One computation approach involves calculating finite differences. The model can include a symmetry element, such as a center of inversion, a rotation axis, and a mirror plane. A graphical user interface is provided for the user's convenience. A display is provided to display to a user the calculated eigenvalue, corresponding to a photonic energy level in the Brilloin zone of the unit cell.
Boundary Concentration for Eigenvalue Problems Related to the Onset of Superconductivity
NASA Astrophysics Data System (ADS)
del Pino, Manuel; Felmer, Patricio L.; Sternberg, Peter
We examine the asymptotic behavior of the eigenvalue μ(h) and corresponding eigenfunction associated with the variational problem
Nondestructive Testing and Target Identification
2016-12-21
Dirichlet obstacle coated by a thin layer of non-absorbing media, IMA J. Appl. Math , 80, 1063-1098, (2015). Abstract: We consider the transmission...F. Cakoni, I. De Teresa, H. Haddar and P. Monk, Nondestructive testing of the delami- nated interface between two materials, SIAM J. Appl. Math ., 76...then they form a discrete set. 22. F. Cakoni, D. Colton, S. Meng and P. Monk, Steklov eigenvalues in inverse scattering, SIAM J. Appl. Math . 76, 1737
Replica approach to mean-variance portfolio optimization
NASA Astrophysics Data System (ADS)
Varga-Haszonits, Istvan; Caccioli, Fabio; Kondor, Imre
2016-12-01
We consider the problem of mean-variance portfolio optimization for a generic covariance matrix subject to the budget constraint and the constraint for the expected return, with the application of the replica method borrowed from the statistical physics of disordered systems. We find that the replica symmetry of the solution does not need to be assumed, but emerges as the unique solution of the optimization problem. We also check the stability of this solution and find that the eigenvalues of the Hessian are positive for r = N/T < 1, where N is the dimension of the portfolio and T the length of the time series used to estimate the covariance matrix. At the critical point r = 1 a phase transition is taking place. The out of sample estimation error blows up at this point as 1/(1 - r), independently of the covariance matrix or the expected return, displaying the universality not only of the critical exponent, but also the critical point. As a conspicuous illustration of the dangers of in-sample estimates, the optimal in-sample variance is found to vanish at the critical point inversely proportional to the divergent estimation error.
Electrical impedance tomography in anisotropic media with known eigenvectors
NASA Astrophysics Data System (ADS)
Abascal, Juan-Felipe P. J.; Lionheart, William R. B.; Arridge, Simon R.; Schweiger, Martin; Atkinson, David; Holder, David S.
2011-06-01
Electrical impedance tomography is an imaging method, with which volumetric images of conductivity are produced by injecting electrical current and measuring boundary voltages. It has the potential to become a portable non-invasive medical imaging technique. Until now, most implementations have neglected anisotropy even though human tissues like bone, muscle and brain white matter are markedly anisotropic. The recovery of an anisotropic conductivity tensor is uniquely determined by boundary measurements only up to a diffeomorphism that fixes the boundary. Nevertheless, uniqueness can be restored by providing information about the diffeomorphism. There are uniqueness results for two constraints: one eigenvalue and a multiple scalar of a general tensor. A useable constraint for medical applications is when the eigenvectors of the underlying tissue are known, which can be approximated from MRI or estimated from DT-MRI, although the eigenvalues are unknown. However there is no known theoretical result guaranteeing uniqueness for this constraint. In fact, only a few previous inversion studies have attempted to recover one or more eigenvalues assuming certain symmetries while ignoring nonuniqueness. In this work, the aim was to undertake a numerical study of the feasibility of the recovery of a piecewise linear finite element conductivity tensor in anisotropic media with known eigenvectors from the complete boundary data. The work suggests that uniqueness holds for this constraint, in addition to proposing a methodology for the incorporation of this prior for general conductivity tensors. This was carried out by performing an analysis of the Jacobian rank and by reconstructing four conductivity distributions: two diagonal tensors whose eigenvalues were linear and sinusoidal functions, and two general tensors whose eigenvectors resembled physiological tissue, one with eigenvectors spherically orientated like a spherical layered structure, and a sample of DT-MRI data of brain white matter. The Jacobian with respect to three eigenvalues was full-rank and it was possible to recover three eigenvalues for the four simulated distributions. This encourages further theoretical study of the uniqueness for this constraint and supports the use of this as a relevant usable method for medical applications.
Generalized Eigenvalues for pairs on heritian matrices
NASA Technical Reports Server (NTRS)
Rublein, George
1988-01-01
A study was made of certain special cases of a generalized eigenvalue problem. Let A and B be nxn matrics. One may construct a certain polynomial, P(A,B, lambda) which specializes to the characteristic polynomial of B when A equals I. In particular, when B is hermitian, that characteristic polynomial, P(I,B, lambda) has real roots, and one can ask: are the roots of P(A,B, lambda) real when B is hermitian. We consider the case where A is positive definite and show that when N equals 3, the roots are indeed real. The basic tools needed in the proof are Shur's theorem on majorization for eigenvalues of hermitian matrices and the interlacing theorem for the eigenvalues of a positive definite hermitian matrix and one of its principal (n-1)x(n-1) minors. The method of proof first reduces the general problem to one where the diagonal of B has a certain structure: either diag (B) = diag (1,1,1) or diag (1,1,-1), or else the 2 x 2 principal minors of B are all 1. According as B has one of these three structures, we use an appropriate method to replace A by a positive diagonal matrix. Since it can be easily verified that P(D,B, lambda) has real roots, the result follows. For other configurations of B, a scaling and a continuity argument are used to prove the result in general.
NASA Technical Reports Server (NTRS)
Mielke, R. R.; Tung, L. J.; Carraway, P. I., III
1984-01-01
The feasibility of using reduced order models and reduced order observers with eigenvalue/eigenvector assignment procedures is investigated. A review of spectral assignment synthesis procedures is presented. Then, a reduced order model which retains essential system characteristics is formulated. A constant state feedback matrix which assigns desired closed loop eigenvalues and approximates specified closed loop eigenvectors is calculated for the reduced order model. It is shown that the eigenvalue and eigenvector assignments made in the reduced order system are retained when the feedback matrix is implemented about the full order system. In addition, those modes and associated eigenvectors which are not included in the reduced order model remain unchanged in the closed loop full order system. The full state feedback design is then implemented by using a reduced order observer. It is shown that the eigenvalue and eigenvector assignments of the closed loop full order system rmain unchanged when a reduced order observer is used. The design procedure is illustrated by an actual design problem.
NASA Technical Reports Server (NTRS)
Mielke, R. R.; Tung, L. J.; Carraway, P. I., III
1985-01-01
The feasibility of using reduced order models and reduced order observers with eigenvalue/eigenvector assignment procedures is investigated. A review of spectral assignment synthesis procedures is presented. Then, a reduced order model which retains essential system characteristics is formulated. A constant state feedback matrix which assigns desired closed loop eigenvalues and approximates specified closed loop eigenvectors is calculated for the reduced order model. It is shown that the eigenvalue and eigenvector assignments made in the reduced order system are retained when the feedback matrix is implemented about the full order system. In addition, those modes and associated eigenvectors which are not included in the reduced order model remain unchanged in the closed loop full order system. The fulll state feedback design is then implemented by using a reduced order observer. It is shown that the eigenvalue and eigenvector assignments of the closed loop full order system remain unchanged when a reduced order observer is used. The design procedure is illustrated by an actual design problem.
Gasbarra, Dario; Pajevic, Sinisa; Basser, Peter J
2017-01-01
Tensor-valued and matrix-valued measurements of different physical properties are increasingly available in material sciences and medical imaging applications. The eigenvalues and eigenvectors of such multivariate data provide novel and unique information, but at the cost of requiring a more complex statistical analysis. In this work we derive the distributions of eigenvalues and eigenvectors in the special but important case of m×m symmetric random matrices, D , observed with isotropic matrix-variate Gaussian noise. The properties of these distributions depend strongly on the symmetries of the mean tensor/matrix, D̄ . When D̄ has repeated eigenvalues, the eigenvalues of D are not asymptotically Gaussian, and repulsion is observed between the eigenvalues corresponding to the same D̄ eigenspaces. We apply these results to diffusion tensor imaging (DTI), with m = 3, addressing an important problem of detecting the symmetries of the diffusion tensor, and seeking an experimental design that could potentially yield an isotropic Gaussian distribution. In the 3-dimensional case, when the mean tensor is spherically symmetric and the noise is Gaussian and isotropic, the asymptotic distribution of the first three eigenvalue central moment statistics is simple and can be used to test for isotropy. In order to apply such tests, we use quadrature rules of order t ≥ 4 with constant weights on the unit sphere to design a DTI-experiment with the property that isotropy of the underlying true tensor implies isotropy of the Fisher information. We also explain the potential implications of the methods using simulated DTI data with a Rician noise model.
Gasbarra, Dario; Pajevic, Sinisa; Basser, Peter J.
2017-01-01
Tensor-valued and matrix-valued measurements of different physical properties are increasingly available in material sciences and medical imaging applications. The eigenvalues and eigenvectors of such multivariate data provide novel and unique information, but at the cost of requiring a more complex statistical analysis. In this work we derive the distributions of eigenvalues and eigenvectors in the special but important case of m×m symmetric random matrices, D, observed with isotropic matrix-variate Gaussian noise. The properties of these distributions depend strongly on the symmetries of the mean tensor/matrix, D̄. When D̄ has repeated eigenvalues, the eigenvalues of D are not asymptotically Gaussian, and repulsion is observed between the eigenvalues corresponding to the same D̄ eigenspaces. We apply these results to diffusion tensor imaging (DTI), with m = 3, addressing an important problem of detecting the symmetries of the diffusion tensor, and seeking an experimental design that could potentially yield an isotropic Gaussian distribution. In the 3-dimensional case, when the mean tensor is spherically symmetric and the noise is Gaussian and isotropic, the asymptotic distribution of the first three eigenvalue central moment statistics is simple and can be used to test for isotropy. In order to apply such tests, we use quadrature rules of order t ≥ 4 with constant weights on the unit sphere to design a DTI-experiment with the property that isotropy of the underlying true tensor implies isotropy of the Fisher information. We also explain the potential implications of the methods using simulated DTI data with a Rician noise model. PMID:28989561
NASA Technical Reports Server (NTRS)
Balakumar, P.; Jeyasingham, Samarasingham
1999-01-01
A program is developed to investigate the linear stability of three-dimensional compressible boundary layer flows over bodies of revolutions. The problem is formulated as a two dimensional (2D) eigenvalue problem incorporating the meanflow variations in the normal and azimuthal directions. Normal mode solutions are sought in the whole plane rather than in a line normal to the wall as is done in the classical one dimensional (1D) stability theory. The stability characteristics of a supersonic boundary layer over a sharp cone with 50 half-angle at 2 degrees angle of attack is investigated. The 1D eigenvalue computations showed that the most amplified disturbances occur around x(sub 2) = 90 degrees and the azimuthal mode number for the most amplified disturbances range between m = -30 to -40. The frequencies of the most amplified waves are smaller in the middle region where the crossflow dominates the instability than the most amplified frequencies near the windward and leeward planes. The 2D eigenvalue computations showed that due to the variations in the azimuthal direction, the eigenmodes are clustered into isolated confined regions. For some eigenvalues, the eigenfunctions are clustered in two regions. Due to the nonparallel effect in the azimuthal direction, the eigenmodes are clustered into isolated confined regions. For some eigenvalues, the eigenfunctions are clustered in two regions. Due to the nonparallel effect in the azimuthal direction, the most amplified disturbances are shifted to 120 degrees compared to 90 degrees for the parallel theory. It is also observed that the nonparallel amplification rates are smaller than that is obtained from the parallel theory.
NASA Astrophysics Data System (ADS)
Yu, Liang; Antoni, Jerome; Leclere, Quentin; Jiang, Weikang
2017-11-01
Acoustical source reconstruction is a typical inverse problem, whose minimum frequency of reconstruction hinges on the size of the array and maximum frequency depends on the spacing distance between the microphones. For the sake of enlarging the frequency of reconstruction and reducing the cost of an acquisition system, Cyclic Projection (CP), a method of sequential measurements without reference, was recently investigated (JSV,2016,372:31-49). In this paper, the Propagation based Fast Iterative Shrinkage Thresholding Algorithm (Propagation-FISTA) is introduced, which improves CP in two aspects: (1) the number of acoustic sources is no longer needed and the only making assumption is that of a "weakly sparse" eigenvalue spectrum; (2) the construction of the spatial basis is much easier and adaptive to practical scenarios of acoustical measurements benefiting from the introduction of propagation based spatial basis. The proposed Propagation-FISTA is first investigated with different simulations and experimental setups and is next illustrated with an industrial case.
Sensitivity analysis for large-scale problems
NASA Technical Reports Server (NTRS)
Noor, Ahmed K.; Whitworth, Sandra L.
1987-01-01
The development of efficient techniques for calculating sensitivity derivatives is studied. The objective is to present a computational procedure for calculating sensitivity derivatives as part of performing structural reanalysis for large-scale problems. The scope is limited to framed type structures. Both linear static analysis and free-vibration eigenvalue problems are considered.
Solving large sparse eigenvalue problems on supercomputers
NASA Technical Reports Server (NTRS)
Philippe, Bernard; Saad, Youcef
1988-01-01
An important problem in scientific computing consists in finding a few eigenvalues and corresponding eigenvectors of a very large and sparse matrix. The most popular methods to solve these problems are based on projection techniques on appropriate subspaces. The main attraction of these methods is that they only require the use of the matrix in the form of matrix by vector multiplications. The implementations on supercomputers of two such methods for symmetric matrices, namely Lanczos' method and Davidson's method are compared. Since one of the most important operations in these two methods is the multiplication of vectors by the sparse matrix, methods of performing this operation efficiently are discussed. The advantages and the disadvantages of each method are compared and implementation aspects are discussed. Numerical experiments on a one processor CRAY 2 and CRAY X-MP are reported. Possible parallel implementations are also discussed.
A spectral approach for the stability analysis of turbulent open-channel flows over granular beds
NASA Astrophysics Data System (ADS)
Camporeale, C.; Canuto, C.; Ridolfi, L.
2012-01-01
A novel Orr-Sommerfeld-like equation for gravity-driven turbulent open-channel flows over a granular erodible bed is here derived, and the linear stability analysis is developed. The whole spectrum of eigenvalues and eigenvectors of the complete generalized eigenvalue problem is computed and analyzed. The fourth-order eigenvalue problem presents singular non-polynomial coefficients with non-homogenous Robin-type boundary conditions that involve first and second derivatives. Furthermore, the Exner condition is imposed at an internal point. We propose a numerical discretization of spectral type based on a single-domain Galerkin scheme. In order to manage the presence of singular coefficients, some properties of Jacobi polynomials have been carefully blended with numerical integration of Gauss-Legendre type. The results show a positive agreement with the classical experimental data and allow one to relate the different types of instability to such parameters as the Froude number, wavenumber, and the roughness scale. The eigenfunctions allow two types of boundary layers to be distinguished, scaling, respectively, with the roughness height and the saltation layer for the bedload sediment transport.
NASA Astrophysics Data System (ADS)
Clark, David A.
2012-09-01
Acquisition of magnetic gradient tensor data is likely to become routine in the near future. New methods for inverting gradient tensor surveys to obtain source parameters have been developed for several elementary, but useful, models. These include point dipole (sphere), vertical line of dipoles (narrow vertical pipe), line of dipoles (horizontal cylinder), thin dipping sheet, and contact models. A key simplification is the use of eigenvalues and associated eigenvectors of the tensor. The normalised source strength (NSS), calculated from the eigenvalues, is a particularly useful rotational invariant that peaks directly over 3D compact sources, 2D compact sources, thin sheets and contacts, and is independent of magnetisation direction. In combination the NSS and its vector gradient determine source locations uniquely. NSS analysis can be extended to other useful models, such as vertical pipes, by calculating eigenvalues of the vertical derivative of the gradient tensor. Inversion based on the vector gradient of the NSS over the Tallawang magnetite deposit obtained good agreement between the inferred geometry of the tabular magnetite skarn body and drill hole intersections. Besides the geological applications, the algorithms for the dipole model are readily applicable to the detection, location and characterisation (DLC) of magnetic objects, such as naval mines, unexploded ordnance, shipwrecks, archaeological artefacts, and buried drums.
NASA Technical Reports Server (NTRS)
Swafford, Timothy W.; Huddleston, David H.; Busby, Judy A.; Chesser, B. Lawrence
1992-01-01
Computations of viscous-inviscid interacting internal flowfields are presented for steady and unsteady quasi-one-dimensional (Q1D) test cases. The unsteady Q1D Euler equations are coupled with integral boundary-layer equations for unsteady, two-dimensional (planar or axisymmetric), turbulent flow over impermeable, adiabatic walls. The coupling methodology differs from that used in most techniques reported previously in that the above mentioned equation sets are written as a complete system and solved simultaneously; that is, the coupling is carried out directly through the equations as opposed to coupling the solutions of the different equation sets. Solutions to the coupled system of equations are obtained using both explicit and implicit numerical schemes for steady subsonic, steady transonic, and both steady and unsteady supersonic internal flowfields. Computed solutions are compared with measurements as well as Navier-Stokes and inverse boundary-layer methods. An analysis of the eigenvalues of the coefficient matrix associated with the quasi-linear form of the coupled system of equations indicates the presence of complex eigenvalues for certain flow conditions. It is concluded that although reasonable solutions can be obtained numerically, these complex eigenvalues contribute to the overall difficulty in obtaining numerical solutions to the coupled system of equations.
Adaptive Inverse Control for Rotorcraft Vibration Reduction
NASA Technical Reports Server (NTRS)
Jacklin, Stephen A.
1985-01-01
This thesis extends the Least Mean Square (LMS) algorithm to solve the mult!ple-input, multiple-output problem of alleviating N/Rev (revolutions per minute by number of blades) helicopter fuselage vibration by means of adaptive inverse control. A frequency domain locally linear model is used to represent the transfer matrix relating the higher harmonic pitch control inputs to the harmonic vibration outputs to be controlled. By using the inverse matrix as the controller gain matrix, an adaptive inverse regulator is formed to alleviate the N/Rev vibration. The stability and rate of convergence properties of the extended LMS algorithm are discussed. It is shown that the stability ranges for the elements of the stability gain matrix are directly related to the eigenvalues of the vibration signal information matrix for the learning phase, but not for the control phase. The overall conclusion is that the LMS adaptive inverse control method can form a robust vibration control system, but will require some tuning of the input sensor gains, the stability gain matrix, and the amount of control relaxation to be used. The learning curve of the controller during the learning phase is shown to be quantitatively close to that predicted by averaging the learning curves of the normal modes. For higher order transfer matrices, a rough estimate of the inverse is needed to start the algorithm efficiently. The simulation results indicate that the factor which most influences LMS adaptive inverse control is the product of the control relaxation and the the stability gain matrix. A small stability gain matrix makes the controller less sensitive to relaxation selection, and permits faster and more stable vibration reduction, than by choosing the stability gain matrix large and the control relaxation term small. It is shown that the best selections of the stability gain matrix elements and the amount of control relaxation is basically a compromise between slow, stable convergence and fast convergence with increased possibility of unstable identification. In the simulation studies, the LMS adaptive inverse control algorithm is shown to be capable of adapting the inverse (controller) matrix to track changes in the flight conditions. The algorithm converges quickly for moderate disturbances, while taking longer for larger disturbances. Perfect knowledge of the inverse matrix is not required for good control of the N/Rev vibration. However it is shown that measurement noise will prevent the LMS adaptive inverse control technique from controlling the vibration, unless the signal averaging method presented is incorporated into the algorithm.
Dynamics and Control of Articulated Anisotropic Timoshenko Beams
NASA Technical Reports Server (NTRS)
Balakrishnan, A. V.
1996-01-01
The paper illustrates the use of continuum models in control design for stabilizing flexible structures. A 6-DOF anisotropic Timoshenko beam with discrete nodes where lumped masses or actuators are located provides a sufficiently rich model to be of interest for mathematical theory as well as practical application. We develop concepts and tools to help answer engineering questions without having to resort to ad hoc heuristic ("physical") arguments or faith. In this sense the paper is more mathematically oriented than engineering papers and vice versa at the same time. For instance we make precise time-domain solutions using the theory of semigroups of operators rather than formal "inverse Laplace transforms." We show that the modes arise as eigenvalues of the generator of the semigroup, which are then related to the eigenvalues of the stiffness operator. With the feedback control, the modes are no longer orthogonal and the question naturally arises as to whether there is still a modal expansion. Here we prove that the eigenfunctions yield a biorthogonal Riesz basis and indicate the corresponding expansion. We prove mathematically that the number of eigenvalues is nonfinite, based on the theory of zeros of entire functions. We make precise the notion of asymptotic modes and indicate how to calculate them. Although limited by space, we do consider the root locus problem and show for instance that the damping at first increases as the control gain increases but starts to decrease at a critical value, and goes to zero as the gain increases without bound. The undamped oscillatory modes remain oscillatory and the rigid-body modes go over into deadbeat modes. The Timoshenko model dynamics are translated into a canonical wave equation in a Hilbert space. The solution is shown to require the use of an "energy" norm which is no more than the total energy: potential plus kinetic. We show that, under an appropriate extension of the notion of controllability, rate feedback with a collocated sensor can stabilize the structure in the sense that all modes are damped and the energy decays to zero. An example, non-numeric, is worked out in some detail illustrating the concepts and theory developed.
Breakdown of equipartition in diffuse fields caused by energy leakage
NASA Astrophysics Data System (ADS)
Margerin, L.
2017-05-01
Equipartition is a central concept in the analysis of random wavefields which stipulates that in an infinite scattering medium all modes and propagation directions become equally probable at long lapse time in the coda. The objective of this work is to examine quantitatively how this conclusion is affected in an open waveguide geometry, with a particular emphasis on seismological applications. To carry our this task, the problem is recast as a spectral analysis of the radiative transfer equation. Using a discrete ordinate approach, the smallest eigenvalue and associated eigenfunction of the transfer equation, which control the asymptotic intensity distribution in the waveguide, are determined numerically with the aid of a shooting algorithm. The inverse of this eigenvalue may be interpreted as the leakage time of the diffuse waves out of the waveguide. The associated eigenfunction provides the depth and angular distribution of the specific intensity. The effect of boundary conditions and scattering anisotropy is investigated in a series of numerical experiments. Two propagation regimes are identified, depending on the ratio H∗ between the thickness of the waveguide and the transport mean path in the layer. The thick layer regime H∗ > 1 has been thoroughly studied in the literature in the framework of diffusion theory and is briefly considered. In the thin layer regime H∗ < 1, we find that both boundary conditions and scattering anisotropy leave a strong imprint on the leakage effect. A parametric study reveals that in the presence of a flat free surface, the leakage time is essentially controlled by the mean free time of the waves in the layer in the limit H∗ → 0. By contrast, when the free surface is rough, the travel time of ballistic waves propagating through the crust becomes the limiting factor. For fixed H∗, the efficacy of leakage, as quantified by the inverse coda quality factor, increases with scattering anisotropy. For sufficiently thin layers H∗≈ 1/5, the energy flux is predominantly directed parallel to the surface and equipartition breaks down. Qualitatively, the anisotropy of the intensity field is found to increase with the inverse non-dimensional leakage time, with the scattering mean free time as time scale. Because it enhances leakage, a rough free surface may result in stronger anisotropy of the intensity field than a flat surface, for the same bulk scattering properties. Our work identifies leakage as a potential explanation for the large deviation from isotropy observed in the coda of body waves.
A differentiable reformulation for E-optimal design of experiments in nonlinear dynamic biosystems.
Telen, Dries; Van Riet, Nick; Logist, Flip; Van Impe, Jan
2015-06-01
Informative experiments are highly valuable for estimating parameters in nonlinear dynamic bioprocesses. Techniques for optimal experiment design ensure the systematic design of such informative experiments. The E-criterion which can be used as objective function in optimal experiment design requires the maximization of the smallest eigenvalue of the Fisher information matrix. However, one problem with the minimal eigenvalue function is that it can be nondifferentiable. In addition, no closed form expression exists for the computation of eigenvalues of a matrix larger than a 4 by 4 one. As eigenvalues are normally computed with iterative methods, state-of-the-art optimal control solvers are not able to exploit automatic differentiation to compute the derivatives with respect to the decision variables. In the current paper a reformulation strategy from the field of convex optimization is suggested to circumvent these difficulties. This reformulation requires the inclusion of a matrix inequality constraint involving positive semidefiniteness. In this paper, this positive semidefiniteness constraint is imposed via Sylverster's criterion. As a result the maximization of the minimum eigenvalue function can be formulated in standard optimal control solvers through the addition of nonlinear constraints. The presented methodology is successfully illustrated with a case study from the field of predictive microbiology. Copyright © 2015. Published by Elsevier Inc.
Gaussian quadrature for multiple orthogonal polynomials
NASA Astrophysics Data System (ADS)
Coussement, Jonathan; van Assche, Walter
2005-06-01
We study multiple orthogonal polynomials of type I and type II, which have orthogonality conditions with respect to r measures. These polynomials are connected by their recurrence relation of order r+1. First we show a relation with the eigenvalue problem of a banded lower Hessenberg matrix Ln, containing the recurrence coefficients. As a consequence, we easily find that the multiple orthogonal polynomials of type I and type II satisfy a generalized Christoffel-Darboux identity. Furthermore, we explain the notion of multiple Gaussian quadrature (for proper multi-indices), which is an extension of the theory of Gaussian quadrature for orthogonal polynomials and was introduced by Borges. In particular, we show that the quadrature points and quadrature weights can be expressed in terms of the eigenvalue problem of Ln.
Ambient Vibration Testing for Story Stiffness Estimation of a Heritage Timber Building
Min, Kyung-Won; Kim, Junhee; Park, Sung-Ah; Park, Chan-Soo
2013-01-01
This paper investigates dynamic characteristics of a historic wooden structure by ambient vibration testing, presenting a novel estimation methodology of story stiffness for the purpose of vibration-based structural health monitoring. As for the ambient vibration testing, measured structural responses are analyzed by two output-only system identification methods (i.e., frequency domain decomposition and stochastic subspace identification) to estimate modal parameters. The proposed methodology of story stiffness is estimation based on an eigenvalue problem derived from a vibratory rigid body model. Using the identified natural frequencies, the eigenvalue problem is efficiently solved and uniquely yields story stiffness. It is noteworthy that application of the proposed methodology is not necessarily confined to the wooden structure exampled in the paper. PMID:24227999
NASA Astrophysics Data System (ADS)
Zha, Yuanyuan; Yeh, Tian-Chyi J.; Illman, Walter A.; Zeng, Wenzhi; Zhang, Yonggen; Sun, Fangqiang; Shi, Liangsheng
2018-03-01
Hydraulic tomography (HT) is a recently developed technology for characterizing high-resolution, site-specific heterogeneity using hydraulic data (nd) from a series of cross-hole pumping tests. To properly account for the subsurface heterogeneity and to flexibly incorporate additional information, geostatistical inverse models, which permit a large number of spatially correlated unknowns (ny), are frequently used to interpret the collected data. However, the memory storage requirements for the covariance of the unknowns (ny × ny) in these models are prodigious for large-scale 3-D problems. Moreover, the sensitivity evaluation is often computationally intensive using traditional difference method (ny forward runs). Although employment of the adjoint method can reduce the cost to nd forward runs, the adjoint model requires intrusive coding effort. In order to resolve these issues, this paper presents a Reduced-Order Successive Linear Estimator (ROSLE) for analyzing HT data. This new estimator approximates the covariance of the unknowns using Karhunen-Loeve Expansion (KLE) truncated to nkl order, and it calculates the directional sensitivities (in the directions of nkl eigenvectors) to form the covariance and cross-covariance used in the Successive Linear Estimator (SLE). In addition, the covariance of unknowns is updated every iteration by updating the eigenvalues and eigenfunctions. The computational advantages of the proposed algorithm are demonstrated through numerical experiments and a 3-D transient HT analysis of data from a highly heterogeneous field site.
NASA Astrophysics Data System (ADS)
Levin, Alan R.; Zhang, Deyin; Polizzi, Eric
2012-11-01
In a recent article Polizzi (2009) [15], the FEAST algorithm has been presented as a general purpose eigenvalue solver which is ideally suited for addressing the numerical challenges in electronic structure calculations. Here, FEAST is presented beyond the “black-box” solver as a fundamental modeling framework which can naturally address the original numerical complexity of the electronic structure problem as formulated by Slater in 1937 [3]. The non-linear eigenvalue problem arising from the muffin-tin decomposition of the real-space domain is first derived and then reformulated to be solved exactly within the FEAST framework. This new framework is presented as a fundamental and practical solution for performing both accurate and scalable electronic structure calculations, bypassing the various issues of using traditional approaches such as linearization and pseudopotential techniques. A finite element implementation of this FEAST framework along with simulation results for various molecular systems is also presented and discussed.
An inverse method using toroidal mode data
Willis, C.
1986-01-01
The author presents a numerical method for calculating the density and S-wave velocity in the upper mantle of a spherically symmetric, non-rotating Earth which consists of a perfect elastic, isotropic material. The data comes from the periods of the toroidal oscillations. She tests the method on a smoothed version of model A. The error in the reconstruction is less than 1%. The effects of perturbations in the eigenvalues are studied and she finds that the final model is sensitive to errors in the data.
Sonobuoy-Based, 3-D Acoustic Characterization of Shallow-Water Environments
2015-09-30
10.1109/JOE.2014.2362838, ( IEEE Xplore Early Access, 4 Dec 2014)]. For each type of buoy, the eigenvalues at 50, 75, 125, and 175 Hz were used as input...using sonobuoys,” IEEE J. Ocean. Eng., vol. 40, no. 3, pp. 607-620, Jul. 2015 (DOI: 10.1109/JOE.2014.2362838, ( IEEE Xplore Early Access, 4 Dec 2014...et al, “Modal mapping experiment and geoacoustic inversion using sonobuoys,” IEEE J. Ocean. Eng., vol. 40, no. 3, pp. 607- 620, Jul. 2015 (DOI
Physics, stability, and dynamics of supply networks
NASA Astrophysics Data System (ADS)
Helbing, Dirk; Lämmer, Stefan; Seidel, Thomas; Šeba, Pétr; Płatkowski, Tadeusz
2004-12-01
We show how to treat supply networks as physical transport problems governed by balance equations and equations for the adaptation of production speeds. Although the nonlinear behavior is different, the linearized set of coupled differential equations is formally related to those of mechanical or electrical oscillator networks. Supply networks possess interesting features due to their complex topology and directed links. We derive analytical conditions for absolute and convective instabilities. The empirically observed “bullwhip effect” in supply chains is explained as a form of convective instability based on resonance effects. Moreover, it is generalized to arbitrary supply networks. Their related eigenvalues are usually complex, depending on the network structure (even without loops). Therefore, their generic behavior is characterized by damped or growing oscillations. We also show that regular distribution networks possess two negative eigenvalues only, but perturbations generate a spectrum of complex eigenvalues.
NASA Astrophysics Data System (ADS)
Plestenjak, Bor; Gheorghiu, Călin I.; Hochstenbach, Michiel E.
2015-10-01
In numerous science and engineering applications a partial differential equation has to be solved on some fairly regular domain that allows the use of the method of separation of variables. In several orthogonal coordinate systems separation of variables applied to the Helmholtz, Laplace, or Schrödinger equation leads to a multiparameter eigenvalue problem (MEP); important cases include Mathieu's system, Lamé's system, and a system of spheroidal wave functions. Although multiparameter approaches are exploited occasionally to solve such equations numerically, MEPs remain less well known, and the variety of available numerical methods is not wide. The classical approach of discretizing the equations using standard finite differences leads to algebraic MEPs with large matrices, which are difficult to solve efficiently. The aim of this paper is to change this perspective. We show that by combining spectral collocation methods and new efficient numerical methods for algebraic MEPs it is possible to solve such problems both very efficiently and accurately. We improve on several previous results available in the literature, and also present a MATLAB toolbox for solving a wide range of problems.
A discourse on sensitivity analysis for discretely-modeled structures
NASA Technical Reports Server (NTRS)
Adelman, Howard M.; Haftka, Raphael T.
1991-01-01
A descriptive review is presented of the most recent methods for performing sensitivity analysis of the structural behavior of discretely-modeled systems. The methods are generally but not exclusively aimed at finite element modeled structures. Topics included are: selections of finite difference step sizes; special consideration for finite difference sensitivity of iteratively-solved response problems; first and second derivatives of static structural response; sensitivity of stresses; nonlinear static response sensitivity; eigenvalue and eigenvector sensitivities for both distinct and repeated eigenvalues; and sensitivity of transient response for both linear and nonlinear structural response.
Stability of streamwise vortices
NASA Technical Reports Server (NTRS)
Khorrami, M. K.; Grosch, C. E.; Ash, R. L.
1987-01-01
A brief overview of some theoretical and computational studies of the stability of streamwise vortices is given. The local induction model and classical hydrodynamic vortex stability theories are discussed in some detail. The importance of the three-dimensionality of the mean velocity profile to the results of stability calculations is discussed briefly. The mean velocity profile is provided by employing the similarity solution of Donaldson and Sullivan. The global method of Bridges and Morris was chosen for the spatial stability calculations for the nonlinear eigenvalue problem. In order to test the numerical method, a second order accurate central difference scheme was used to obtain the coefficient matrices. It was shown that a second order finite difference method lacks the required accuracy for global eigenvalue calculations. Finally the problem was formulated using spectral methods and a truncated Chebyshev series.
Ledermüller, Katrin; Schütz, Martin
2014-04-28
A multistate local CC2 response method for the calculation of analytic energy gradients with respect to nuclear displacements is presented for ground and electronically excited states. The gradient enables the search for equilibrium geometries of extended molecular systems. Laplace transform is used to partition the eigenvalue problem in order to obtain an effective singles eigenvalue problem and adaptive, state-specific local approximations. This leads to an approximation in the energy Lagrangian, which however is shown (by comparison with the corresponding gradient method without Laplace transform) to be of no concern for geometry optimizations. The accuracy of the local approximation is tested and the efficiency of the new code is demonstrated by application calculations devoted to a photocatalytic decarboxylation process of present interest.
On Instability of Geostrophic Current with Linear Vertical Shear at Length Scales of Interleaving
NASA Astrophysics Data System (ADS)
Kuzmina, N. P.; Skorokhodov, S. L.; Zhurbas, N. V.; Lyzhkov, D. A.
2018-01-01
The instability of long-wave disturbances of a geostrophic current with linear velocity shear is studied with allowance for the diffusion of buoyancy. A detailed derivation of the model problem in dimensionless variables is presented, which is used for analyzing the dynamics of disturbances in a vertically bounded layer and for describing the formation of large-scale intrusions in the Arctic basin. The problem is solved numerically based on a high-precision method developed for solving fourth-order differential equations. It is established that there is an eigenvalue in the spectrum of eigenvalues that corresponds to unstable (growing with time) disturbances, which are characterized by a phase velocity exceeding the maximum velocity of the geostrophic flow. A discussion is presented to explain some features of the instability.
Graph theory approach to the eigenvalue problem of large space structures
NASA Technical Reports Server (NTRS)
Reddy, A. S. S. R.; Bainum, P. M.
1981-01-01
Graph theory is used to obtain numerical solutions to eigenvalue problems of large space structures (LSS) characterized by a state vector of large dimensions. The LSS are considered as large, flexible systems requiring both orientation and surface shape control. Graphic interpretation of the determinant of a matrix is employed to reduce a higher dimensional matrix into combinations of smaller dimensional sub-matrices. The reduction is implemented by means of a Boolean equivalent of the original matrices formulated to obtain smaller dimensional equivalents of the original numerical matrix. Computation time becomes less and more accurate solutions are possible. An example is provided in the form of a free-free square plate. Linearized system equations and numerical values of a stiffness matrix are presented, featuring a state vector with 16 components.
Modal expansions for infrasound propagation and their implications for ground-to-ground propagation.
Waxler, Roger; Assink, Jelle; Velea, Doru
2017-02-01
The use of expansions in vertical eigenmodes for long range infrasound propagation modeling in the effective sound speed approximation is investigated. The question of convergence of such expansions is related to the maximum elevation angles that are required. Including atmospheric attenuation leads to a non-self-adjoint vertical eigenvalue problem. The use of leading order perturbation theory for the modal attenuation is compared to the results of numerical solutions to the non-self-adjoint eigenvalue problem and conditions under which the perturbative result is expected to be valid are obtained. Modal expansions are obtained in the frequency domain; broadband signals must be modeled through Fourier reconstruction. Such broadband signal reconstruction is investigated and the relation between bandwidth, wavetrain duration, and frequency sampling is discussed.
Some Results on Proper Eigenvalues and Eigenvectors with Applications to Scaling.
ERIC Educational Resources Information Center
McDonald, Roderick P.; And Others
1979-01-01
Problems in avoiding the singularity problem in analyzing matrices for optimal scaling are addressed. Conditions are given under which the stationary points and values of a ratio of quadratic forms in two singular matrices can be obtained by a series of simple matrix operations. (Author/JKS)
A Problem-Centered Approach to Canonical Matrix Forms
ERIC Educational Resources Information Center
Sylvestre, Jeremy
2014-01-01
This article outlines a problem-centered approach to the topic of canonical matrix forms in a second linear algebra course. In this approach, abstract theory, including such topics as eigenvalues, generalized eigenspaces, invariant subspaces, independent subspaces, nilpotency, and cyclic spaces, is developed in response to the patterns discovered…
NASA Astrophysics Data System (ADS)
Pan, Wenyong; Geng, Yu; Innanen, Kristopher A.
2018-05-01
The problem of inverting for multiple physical parameters in the subsurface using seismic full-waveform inversion (FWI) is complicated by interparameter trade-off arising from inherent ambiguities between different physical parameters. Parameter resolution is often characterized using scattering radiation patterns, but these neglect some important aspects of interparameter trade-off. More general analysis and mitigation of interparameter trade-off in isotropic-elastic FWI is possible through judiciously chosen multiparameter Hessian matrix-vector products. We show that products of multiparameter Hessian off-diagonal blocks with model perturbation vectors, referred to as interparameter contamination kernels, are central to the approach. We apply the multiparameter Hessian to various vectors designed to provide information regarding the strengths and characteristics of interparameter contamination, both locally and within the whole volume. With numerical experiments, we observe that S-wave velocity perturbations introduce strong contaminations into density and phase-reversed contaminations into P-wave velocity, but themselves experience only limited contaminations from other parameters. Based on these findings, we introduce a novel strategy to mitigate the influence of interparameter trade-off with approximate contamination kernels. Furthermore, we recommend that the local spatial and interparameter trade-off of the inverted models be quantified using extended multiparameter point spread functions (EMPSFs) obtained with pre-conditioned conjugate-gradient algorithm. Compared to traditional point spread functions, the EMPSFs appear to provide more accurate measurements for resolution analysis, by de-blurring the estimations, scaling magnitudes and mitigating interparameter contamination. Approximate eigenvalue volumes constructed with stochastic probing approach are proposed to evaluate the resolution of the inverted models within the whole model. With a synthetic Marmousi model example and a land seismic field data set from Hussar, Alberta, Canada, we confirm that the new inversion strategy suppresses the interparameter contamination effectively and provides more reliable density estimations in isotropic-elastic FWI as compared to standard simultaneous inversion approach.
Comparison of eigensolvers for symmetric band matrices.
Moldaschl, Michael; Gansterer, Wilfried N
2014-09-15
We compare different algorithms for computing eigenvalues and eigenvectors of a symmetric band matrix across a wide range of synthetic test problems. Of particular interest is a comparison of state-of-the-art tridiagonalization-based methods as implemented in Lapack or Plasma on the one hand, and the block divide-and-conquer (BD&C) algorithm as well as the block twisted factorization (BTF) method on the other hand. The BD&C algorithm does not require tridiagonalization of the original band matrix at all, and the current version of the BTF method tridiagonalizes the original band matrix only for computing the eigenvalues. Avoiding the tridiagonalization process sidesteps the cost of backtransformation of the eigenvectors. Beyond that, we discovered another disadvantage of the backtransformation process for band matrices: In several scenarios, a lot of gradual underflow is observed in the (optional) accumulation of the transformation matrix and in the (obligatory) backtransformation step. According to the IEEE 754 standard for floating-point arithmetic, this implies many operations with subnormal (denormalized) numbers, which causes severe slowdowns compared to the other algorithms without backtransformation of the eigenvectors. We illustrate that in these cases the performance of existing methods from Lapack and Plasma reaches a competitive level only if subnormal numbers are disabled (and thus the IEEE standard is violated). Overall, our performance studies illustrate that if the problem size is large enough relative to the bandwidth, BD&C tends to achieve the highest performance of all methods if the spectrum to be computed is clustered. For test problems with well separated eigenvalues, the BTF method tends to become the fastest algorithm with growing problem size.
Recent advances in computational-analytical integral transforms for convection-diffusion problems
NASA Astrophysics Data System (ADS)
Cotta, R. M.; Naveira-Cotta, C. P.; Knupp, D. C.; Zotin, J. L. Z.; Pontes, P. C.; Almeida, A. P.
2017-10-01
An unifying overview of the Generalized Integral Transform Technique (GITT) as a computational-analytical approach for solving convection-diffusion problems is presented. This work is aimed at bringing together some of the most recent developments on both accuracy and convergence improvements on this well-established hybrid numerical-analytical methodology for partial differential equations. Special emphasis is given to novel algorithm implementations, all directly connected to enhancing the eigenfunction expansion basis, such as a single domain reformulation strategy for handling complex geometries, an integral balance scheme in dealing with multiscale problems, the adoption of convective eigenvalue problems in formulations with significant convection effects, and the direct integral transformation of nonlinear convection-diffusion problems based on nonlinear eigenvalue problems. Then, selected examples are presented that illustrate the improvement achieved in each class of extension, in terms of convergence acceleration and accuracy gain, which are related to conjugated heat transfer in complex or multiscale microchannel-substrate geometries, multidimensional Burgers equation model, and diffusive metal extraction through polymeric hollow fiber membranes. Numerical results are reported for each application and, where appropriate, critically compared against the traditional GITT scheme without convergence enhancement schemes and commercial or dedicated purely numerical approaches.
Acoustic modes in fluid networks
NASA Technical Reports Server (NTRS)
Michalopoulos, C. D.; Clark, Robert W., Jr.; Doiron, Harold H.
1992-01-01
Pressure and flow rate eigenvalue problems for one-dimensional flow of a fluid in a network of pipes are derived from the familiar transmission line equations. These equations are linearized by assuming small velocity and pressure oscillations about mean flow conditions. It is shown that the flow rate eigenvalues are the same as the pressure eigenvalues and the relationship between line pressure modes and flow rate modes is established. A volume at the end of each branch is employed which allows any combination of boundary conditions, from open to closed, to be used. The Jacobi iterative method is used to compute undamped natural frequencies and associated pressure/flow modes. Several numerical examples are presented which include acoustic modes for the Helium Supply System of the Space Shuttle Orbiter Main Propulsion System. It should be noted that the method presented herein can be applied to any one-dimensional acoustic system involving an arbitrary number of branches.
The eigenvalue spectrum of the Orr-Sommerfeld problem
NASA Technical Reports Server (NTRS)
Antar, B. N.
1976-01-01
A numerical investigation of the temporal eigenvalue spectrum of the ORR-Sommerfeld equation is presented. Two flow profiles are studied, the plane Poiseuille flow profile and the Blasius boundary layer (parallel): flow profile. In both cases a portion of the complex c-plane bounded by 0 less than or equal to CR sub r 1 and -1 less than or equal to ci sub i 0 is searched and the eigenvalues within it are identified. The spectra for the plane Poiseuille flow at alpha = 1.0 and R = 100, 1000, 6000, and 10000 are determined and compared with existing results where possible. The spectrum for the Blasius boundary layer flow at alpha = 0.308 and R = 998 was found to be infinite and discrete. Other spectra for the Blasius boundary layer at various Reynolds numbers seem to confirm this result. The eigenmodes belonging to these spectra were located and discussed.
NASA Technical Reports Server (NTRS)
Pak, Chan-gi; Lung, Shun-fat
2009-01-01
Modern airplane design is a multidisciplinary task which combines several disciplines such as structures, aerodynamics, flight controls, and sometimes heat transfer. Historically, analytical and experimental investigations concerning the interaction of the elastic airframe with aerodynamic and in retia loads have been conducted during the design phase to determine the existence of aeroelastic instabilities, so called flutter .With the advent and increased usage of flight control systems, there is also a likelihood of instabilities caused by the interaction of the flight control system and the aeroelastic response of the airplane, known as aeroservoelastic instabilities. An in -house code MPASES (Ref. 1), modified from PASES (Ref. 2), is a general purpose digital computer program for the analysis of the closed-loop stability problem. This program used subroutines given in the International Mathematical and Statistical Library (IMSL) (Ref. 3) to compute all of the real and/or complex conjugate pairs of eigenvalues of the Hessenberg matrix. For high fidelity configuration, these aeroelastic system matrices are large and compute all eigenvalues will be time consuming. A subspace iteration method (Ref. 4) for complex eigenvalues problems with nonsymmetric matrices has been formulated and incorporated into the modified program for aeroservoelastic stability (MPASES code). Subspace iteration method only solve for the lowest p eigenvalues and corresponding eigenvectors for aeroelastic and aeroservoelastic analysis. In general, the selection of p is ranging from 10 for wing flutter analysis to 50 for an entire aircraft flutter analysis. The application of this newly incorporated code is an experiment known as the Aerostructures Test Wing (ATW) which was designed by the National Aeronautic and Space Administration (NASA) Dryden Flight Research Center, Edwards, California to research aeroelastic instabilities. Specifically, this experiment was used to study an instability known as flutter. ATW was a small-scale airplane wing comprised of an airfoil and wing tip boom. This wing was formulated based on a NACA-65A004 airfoil shape with a 3.28 aspect ratio. The wing had a span of 18 inch with root chord length of 13.2 inch and tip chord length of 8.7 inch. The total area of this wing was 197 square inch. The wing tip boom was a 1 inch diameter hollow tube of length 21.5 inch. The total weight of the wing was 2.66 lbs.
Görtler instability of the axisymmetric boundary layer along a cone
NASA Astrophysics Data System (ADS)
ITOH, Nobutake
2014-10-01
Exact partial differential equations are derived to describe Görtler instability, caused by a weakly concave wall, of axisymmetric boundary layers with similar velocity profiles that are decomposed into a sequence of ordinary differential systems on the assumption that the solution can be expanded into inverse powers of local Reynolds number. The leading terms of the series solution are determined by solving a non-parallel version of Görtler’s eigenvalue problem and lead to a neutral stability curve and finite values of critical Görtler number and wave number for stationary and longitudinal vortices. Higher-order terms of the series solution indicate Reynolds-number dependence of Görtler instability and a limited validity of Görtler’s approximation based on the leading terms only. The present formulation is simply applicable to two-dimensional boundary layers of similar profiles, and critical Görtler number and wave number of the Blasius boundary layer on a flat plate are given by G2c = 1.23 and β2c = 0.288, respectively, if the momentum thickness is chosen as the reference length.
Evaluation of RAPID for a UNF cask benchmark problem
NASA Astrophysics Data System (ADS)
Mascolino, Valerio; Haghighat, Alireza; Roskoff, Nathan J.
2017-09-01
This paper examines the accuracy and performance of the RAPID (Real-time Analysis for Particle transport and In-situ Detection) code system for the simulation of a used nuclear fuel (UNF) cask. RAPID is capable of determining eigenvalue, subcritical multiplication, and pin-wise, axially-dependent fission density throughout a UNF cask. We study the source convergence based on the analysis of the different parameters used in an eigenvalue calculation in the MCNP Monte Carlo code. For this study, we consider a single assembly surrounded by absorbing plates with reflective boundary conditions. Based on the best combination of eigenvalue parameters, a reference MCNP solution for the single assembly is obtained. RAPID results are in excellent agreement with the reference MCNP solutions, while requiring significantly less computation time (i.e., minutes vs. days). A similar set of eigenvalue parameters is used to obtain a reference MCNP solution for the whole UNF cask. Because of time limitation, the MCNP results near the cask boundaries have significant uncertainties. Except for these, the RAPID results are in excellent agreement with the MCNP predictions, and its computation time is significantly lower, 35 second on 1 core versus 9.5 days on 16 cores.
NASA Astrophysics Data System (ADS)
Lázaro, Mario
2018-01-01
In this paper, nonviscous, nonproportional, vibrating structures are considered. Nonviscously damped systems are characterized by dissipative mechanisms which depend on the history of the response velocities via hereditary kernel functions. Solutions of the free motion equation lead to a nonlinear eigenvalue problem involving mass, stiffness and damping matrices. Viscoelasticity leads to a frequency dependence of this latter. In this work, a novel closed-form expression to estimate complex eigenvalues is derived. The key point is to consider the damping model as perturbed by a continuous fictitious parameter. Assuming then the eigensolutions as function of this parameter, the computation of the eigenvalues sensitivity leads to an ordinary differential equation, from whose solution arises the proposed analytical formula. The resulting expression explicitly depends on the viscoelasticity (frequency derivatives of the damping function), the nonproportionality (influence of the modal damping matrix off-diagonal terms). Eigenvectors are obtained using existing methods requiring only the corresponding eigenvalue. The method is validated using a numerical example which compares proposed with exact ones and with those determined from the linear first order approximation in terms of the damping matrix. Frequency response functions are also plotted showing that the proposed approach is valid even for moderately or highly damped systems.
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,
Survey of methods for calculating sensitivity of general eigenproblems
NASA Technical Reports Server (NTRS)
Murthy, Durbha V.; Haftka, Raphael T.
1987-01-01
A survey of methods for sensitivity analysis of the algebraic eigenvalue problem for non-Hermitian matrices is presented. In addition, a modification of one method based on a better normalizing condition is proposed. Methods are classified as Direct or Adjoint and are evaluated for efficiency. Operation counts are presented in terms of matrix size, number of design variables and number of eigenvalues and eigenvectors of interest. The effect of the sparsity of the matrix and its derivatives is also considered, and typical solution times are given. General guidelines are established for the selection of the most efficient method.
Continuous-energy eigenvalue sensitivity coefficient calculations in TSUNAMI-3D
DOE Office of Scientific and Technical Information (OSTI.GOV)
Perfetti, C. M.; Rearden, B. T.
2013-07-01
Two methods for calculating eigenvalue sensitivity coefficients in continuous-energy Monte Carlo applications were implemented in the KENO code within the SCALE code package. The methods were used to calculate sensitivity coefficients for several test problems and produced sensitivity coefficients that agreed well with both reference sensitivities and multigroup TSUNAMI-3D sensitivity coefficients. The newly developed CLUTCH method was observed to produce sensitivity coefficients with high figures of merit and a low memory footprint, and both continuous-energy sensitivity methods met or exceeded the accuracy of the multigroup TSUNAMI-3D calculations. (authors)
NASA Astrophysics Data System (ADS)
Chuvakhov, P. V.
2014-01-01
An exact expression for a system of both eigenvalues and right/left eigenvectors of a Jacobian matrix for a convective two-equation differential closure RANS operator split along a curvilinear coordinate is derived. It is shown by examples of numerical modeling of supersonic flows over a flat plate and a compression corner with separation that application of the exact system of eigenvalues and eigenvectors to the Roe approach for approximate solution of the Riemann problem gives rise to an increase in the convergence rate, better stability and higher accuracy of a steady-state solution in comparison with those in the case of an approximate system.
NASA Technical Reports Server (NTRS)
Malik, M. R.
1982-01-01
A fast computer code COSAL for transition prediction in three dimensional boundary layers using compressible stability analysis is described. The compressible stability eigenvalue problem is solved using a finite difference method, and the code is a black box in the sense that no guess of the eigenvalue is required from the user. Several optimization procedures were incorporated into COSAL to calculate integrated growth rates (N factor) for transition correlation for swept and tapered laminar flow control wings using the well known e to the Nth power method. A user's guide to the program is provided.
Sensitivity analysis of hydrodynamic stability operators
NASA Technical Reports Server (NTRS)
Schmid, Peter J.; Henningson, Dan S.; Khorrami, Mehdi R.; Malik, Mujeeb R.
1992-01-01
The eigenvalue sensitivity for hydrodynamic stability operators is investigated. Classical matrix perturbation techniques as well as the concept of epsilon-pseudoeigenvalues are applied to show that parts of the spectrum are highly sensitive to small perturbations. Applications are drawn from incompressible plane Couette, trailing line vortex flow and compressible Blasius boundary layer flow. Parametric studies indicate a monotonically increasing effect of the Reynolds number on the sensitivity. The phenomenon of eigenvalue sensitivity is due to the non-normality of the operators and their discrete matrix analogs and may be associated with large transient growth of the corresponding initial value problem.
Development of a SCALE Tool for Continuous-Energy Eigenvalue Sensitivity Coefficient Calculations
DOE Office of Scientific and Technical Information (OSTI.GOV)
Perfetti, Christopher M; Rearden, Bradley T
2013-01-01
Two methods for calculating eigenvalue sensitivity coefficients in continuous-energy Monte Carlo applications were implemented in the KENO code within the SCALE code package. The methods were used to calculate sensitivity coefficients for several criticality safety problems and produced sensitivity coefficients that agreed well with both reference sensitivities and multigroup TSUNAMI-3D sensitivity coefficients. The newly developed CLUTCH method was observed to produce sensitivity coefficients with high figures of merit and low memory requirements, and both continuous-energy sensitivity methods met or exceeded the accuracy of the multigroup TSUNAMI-3D calculations.
DOE Office of Scientific and Technical Information (OSTI.GOV)
Hudson, S. R.; Hole, M. J.; Dewar, R. L.
2007-05-15
A generalized energy principle for finite-pressure, toroidal magnetohydrodynamic (MHD) equilibria in general three-dimensional configurations is proposed. The full set of ideal-MHD constraints is applied only on a discrete set of toroidal magnetic surfaces (invariant tori), which act as barriers against leakage of magnetic flux, helicity, and pressure through chaotic field-line transport. It is argued that a necessary condition for such invariant tori to exist is that they have fixed, irrational rotational transforms. In the toroidal domains bounded by these surfaces, full Taylor relaxation is assumed, thus leading to Beltrami fields {nabla}xB={lambda}B, where {lambda} is constant within each domain. Two distinctmore » eigenvalue problems for {lambda} arise in this formulation, depending on whether fluxes and helicity are fixed, or boundary rotational transforms. These are studied in cylindrical geometry and in a three-dimensional toroidal region of annular cross section. In the latter case, an application of a residue criterion is used to determine the threshold for connected chaos.« less
Calculation of normal modes of the closed waveguides in general vector case
NASA Astrophysics Data System (ADS)
Malykh, M. D.; Sevastianov, L. A.; Tiutiunnik, A. A.
2018-04-01
The article is devoted to the calculation of normal modes of the closed waveguides with an arbitrary filling ɛ, μ in the system of computer algebra Sage. Maxwell equations in the cylinder are reduced to the system of two bounded Helmholtz equations, the notion of weak solution of this system is given and then this system is investigated as a system of ordinary differential equations. The normal modes of this system are an eigenvectors of a matrix pencil. We suggest to calculate the matrix elements approximately and to truncate the matrix by usual way but further to solve the truncated eigenvalue problem exactly in the field of algebraic numbers. This approach allows to keep the symmetry of the initial problem and in particular the multiplicity of the eigenvalues. In the work would be presented some results of calculations.
Accelerating molecular property calculations with nonorthonormal Krylov space methods
DOE Office of Scientific and Technical Information (OSTI.GOV)
Furche, Filipp; Krull, Brandon T.; Nguyen, Brian D.
Here, we formulate Krylov space methods for large eigenvalue problems and linear equation systems that take advantage of decreasing residual norms to reduce the cost of matrix-vector multiplication. The residuals are used as subspace basis without prior orthonormalization, which leads to generalized eigenvalue problems or linear equation systems on the Krylov space. These nonorthonormal Krylov space (nKs) algorithms are favorable for large matrices with irregular sparsity patterns whose elements are computed on the fly, because fewer operations are necessary as the residual norm decreases as compared to the conventional method, while errors in the desired eigenpairs and solution vectors remainmore » small. We consider real symmetric and symplectic eigenvalue problems as well as linear equation systems and Sylvester equations as they appear in configuration interaction and response theory. The nKs method can be implemented in existing electronic structure codes with minor modifications and yields speed-ups of 1.2-1.8 in typical time-dependent Hartree-Fock and density functional applications without accuracy loss. The algorithm can compute entire linear subspaces simultaneously which benefits electronic spectra and force constant calculations requiring many eigenpairs or solution vectors. The nKs approach is related to difference density methods in electronic ground state calculations, and particularly efficient for integral direct computations of exchange-type contractions. By combination with resolution-of-the-identity methods for Coulomb contractions, three- to fivefold speed-ups of hybrid time-dependent density functional excited state and response calculations are achieved.« less
Accelerating molecular property calculations with nonorthonormal Krylov space methods
Furche, Filipp; Krull, Brandon T.; Nguyen, Brian D.; ...
2016-05-03
Here, we formulate Krylov space methods for large eigenvalue problems and linear equation systems that take advantage of decreasing residual norms to reduce the cost of matrix-vector multiplication. The residuals are used as subspace basis without prior orthonormalization, which leads to generalized eigenvalue problems or linear equation systems on the Krylov space. These nonorthonormal Krylov space (nKs) algorithms are favorable for large matrices with irregular sparsity patterns whose elements are computed on the fly, because fewer operations are necessary as the residual norm decreases as compared to the conventional method, while errors in the desired eigenpairs and solution vectors remainmore » small. We consider real symmetric and symplectic eigenvalue problems as well as linear equation systems and Sylvester equations as they appear in configuration interaction and response theory. The nKs method can be implemented in existing electronic structure codes with minor modifications and yields speed-ups of 1.2-1.8 in typical time-dependent Hartree-Fock and density functional applications without accuracy loss. The algorithm can compute entire linear subspaces simultaneously which benefits electronic spectra and force constant calculations requiring many eigenpairs or solution vectors. The nKs approach is related to difference density methods in electronic ground state calculations, and particularly efficient for integral direct computations of exchange-type contractions. By combination with resolution-of-the-identity methods for Coulomb contractions, three- to fivefold speed-ups of hybrid time-dependent density functional excited state and response calculations are achieved.« less
Normalized modes at selected points without normalization
NASA Astrophysics Data System (ADS)
Kausel, Eduardo
2018-04-01
As every textbook on linear algebra demonstrates, the eigenvectors for the general eigenvalue problem | K - λM | = 0 involving two real, symmetric, positive definite matrices K , M satisfy some well-defined orthogonality conditions. Equally well-known is the fact that those eigenvectors can be normalized so that their modal mass μ =ϕT Mϕ is unity: it suffices to divide each unscaled mode by the square root of the modal mass. Thus, the normalization is the result of an explicit calculation applied to the modes after they were obtained by some means. However, we show herein that the normalized modes are not merely convenient forms of scaling, but that they are actually intrinsic properties of the pair of matrices K , M, that is, the matrices already "know" about normalization even before the modes have been obtained. This means that we can obtain individual components of the normalized modes directly from the eigenvalue problem, and without needing to obtain either all of the modes or for that matter, any one complete mode. These results are achieved by means of the residue theorem of operational calculus, a finding that is rather remarkable inasmuch as the residues themselves do not make use of any orthogonality conditions or normalization in the first place. It appears that this obscure property connecting the general eigenvalue problem of modal analysis with the residue theorem of operational calculus may have been overlooked up until now, but which has in turn interesting theoretical implications.Á
Automated Pole Placement Algorithm for Multivariable Optimal Control Synthesis.
1985-09-01
set of Q and F The effective Qe and F, after n reassignments are given by .Q, Q Q. .. (eqn 4.11) and Fe =F, + Fa+... Fn (eqn 4.12) The above pole...Inverse transformation and determination of Q, and Fe are identical to the distinct eigenvalue case with M in equation 4.9 replaced by T. 3. System...and F and the augmented plant matrix become, Q -2.998 -149. 0.9994 -49.978 -149.9 7499 -0.00841 0.4211 The effective Q. and Fe required to move both
Optical reflection from planetary surfaces as an operator-eigenvalue problem
Wildey, R.L.
1986-01-01
The understanding of quantum mechanical phenomena has come to rely heavily on theory framed in terms of operators and their eigenvalue equations. This paper investigates the utility of that technique as related to the reciprocity principle in diffuse reflection. The reciprocity operator is shown to be unitary and Hermitian; hence, its eigenvectors form a complete orthonormal basis. The relevant eigenvalue is found to be infinitely degenerate. A superposition of the eigenfunctions found from solution by separation of variables is inadequate to form a general solution that can be fitted to a one-dimensional boundary condition, because the difficulty of resolving the reciprocity operator into a superposition of independent one-dimensional operators has yet to be overcome. A particular lunar application in the form of a failed prediction of limb-darkening of the full Moon from brightness versus phase illustrates this problem. A general solution is derived which fully exploits the determinative powers of the reciprocity operator as an unresolved two-dimensional operator. However, a solution based on a sum of one-dimensional operators, if possible, would be much more powerful. A close association is found between the reciprocity operator and the particle-exchange operator of quantum mechanics, which may indicate the direction for further successful exploitation of the approach based on the operational calculus. ?? 1986 D. Reidel Publishing Company.
NASA Astrophysics Data System (ADS)
Cooley, Christopher G.
2017-09-01
This study investigates the vibration and dynamic response of a system of coupled electromagnetic vibration energy harvesting devices that each consist of a proof mass, elastic structure, electromagnetic generator, and energy harvesting circuit with inductance, resistance, and capacitance. The governing equations for the coupled electromechanical system are derived using Newtonian mechanics and Kirchhoff circuit laws for an arbitrary number of these subsystems. The equations are cast in matrix operator form to expose the device's vibration properties. The device's complex-valued eigenvalues and eigenvectors are related to physical characteristics of its vibration. Because the electrical circuit has dynamics, these devices have more natural frequencies than typical electromagnetic vibration energy harvesters that have purely resistive circuits. Closed-form expressions for the steady state dynamic response and average power harvested are derived for devices with a single subsystem. Example numerical results for single and double subsystem devices show that the natural frequencies and vibration modes obtained from the eigenvalue problem agree with the resonance locations and response amplitudes obtained independently from forced response calculations. This agreement demonstrates the usefulness of solving eigenvalue problems for these devices. The average power harvested by the device differs substantially at each resonance. Devices with multiple subsystems have multiple modes where large amounts of power are harvested.
On the linear stability of blood flow through model capillary networks.
Davis, Jeffrey M
2014-12-01
Under the approximation that blood behaves as a continuum, a numerical implementation is presented to analyze the linear stability of capillary blood flow through model tree and honeycomb networks that are based on the microvascular structures of biological tissues. The tree network is comprised of a cascade of diverging bifurcations, in which a parent vessel bifurcates into two descendent vessels, while the honeycomb network also contains converging bifurcations, in which two parent vessels merge into one descendent vessel. At diverging bifurcations, a cell partitioning law is required to account for the nonuniform distribution of red blood cells as a function of the flow rate of blood into each descendent vessel. A linearization of the governing equations produces a system of delay differential equations involving the discharge hematocrit entering each network vessel and leads to a nonlinear eigenvalue problem. All eigenvalues in a specified region of the complex plane are captured using a transformation based on contour integrals to construct a linear eigenvalue problem with identical eigenvalues, which are then determined using a standard QR algorithm. The predicted value of the dimensionless exponent in the cell partitioning law at the instability threshold corresponds to a supercritical Hopf bifurcation in numerical simulations of the equations governing unsteady blood flow. Excellent agreement is found between the predictions of the linear stability analysis and nonlinear simulations. The relaxation of the assumption of plug flow made in previous stability analyses typically has a small, quantitative effect on the stability results that depends on the specific network structure. This implementation of the stability analysis can be applied to large networks with arbitrary structure provided only that the connectivity among the network segments is known.
Numerical methods in Markov chain modeling
NASA Technical Reports Server (NTRS)
Philippe, Bernard; Saad, Youcef; Stewart, William J.
1989-01-01
Several methods for computing stationary probability distributions of Markov chains are described and compared. The main linear algebra problem consists of computing an eigenvector of a sparse, usually nonsymmetric, matrix associated with a known eigenvalue. It can also be cast as a problem of solving a homogeneous singular linear system. Several methods based on combinations of Krylov subspace techniques are presented. The performance of these methods on some realistic problems are compared.
Coherent pulses in the diffusive transport of charged particles`
NASA Technical Reports Server (NTRS)
Kota, J.
1994-01-01
We present exact solutions to the diffusive transport of charged particles following impulsive injection for a simple model of scattering. A modified, two-parameter relaxation-time model is considered that simulates the low rate of scattering through perpendicular pitch-angle. Scattering is taken to be isotropic within each of the foward- and backward-pointing hemispheres, respectively, but, at the same time, a reduced rate of sccattering is assumed from one hemisphere to the other one. By applying a technique of Fourier- and Laplace-transform, the inverse transformation can be performed and exact solutions can be reached. By contrast with the first, and so far only exact solutions of Federov and Shakov, this wider class of solutions gives rise to coherent pulses to appear. The present work addresses omnidirectional densities for isotropic injection from an instantaneous and localized source. The dispersion relations are briefly discussed. We find, for this particular model, two diffusive models to exist up to a certain limiting wavenumber. The corresponding eigenvalues are real at the lowest wavenumbers. Complex eigenvalues, which are responsible for coherent pulses, appear at higher wavenumbers.
New Approaches to Coding Information using Inverse Scattering Transform
NASA Astrophysics Data System (ADS)
Frumin, L. L.; Gelash, A. A.; Turitsyn, S. K.
2017-06-01
Remarkable mathematical properties of the integrable nonlinear Schrödinger equation (NLSE) can offer advanced solutions for the mitigation of nonlinear signal distortions in optical fiber links. Fundamental optical soliton, continuous, and discrete eigenvalues of the nonlinear spectrum have already been considered for the transmission of information in fiber-optic channels. Here, we propose to apply signal modulation to the kernel of the Gelfand-Levitan-Marchenko equations that offers the advantage of a relatively simple decoder design. First, we describe an approach based on exploiting the general N -soliton solution of the NLSE for simultaneous coding of N symbols involving 4 ×N coding parameters. As a specific elegant subclass of the general schemes, we introduce a soliton orthogonal frequency division multiplexing (SOFDM) method. This method is based on the choice of identical imaginary parts of the N -soliton solution eigenvalues, corresponding to equidistant soliton frequencies, making it similar to the conventional OFDM scheme, thus, allowing for the use of the efficient fast Fourier transform algorithm to recover the data. Then, we demonstrate how to use this new approach to control signal parameters in the case of the continuous spectrum.
Computing singularities of perturbation series
DOE Office of Scientific and Technical Information (OSTI.GOV)
Kvaal, Simen; Jarlebring, Elias; Michiels, Wim
2011-03-15
Many properties of current ab initio approaches to the quantum many-body problem, both perturbational and otherwise, are related to the singularity structure of the Rayleigh-Schroedinger perturbation series. A numerical procedure is presented that in principle computes the complete set of singularities, including the dominant singularity which limits the radius of convergence. The method approximates the singularities as eigenvalues of a certain generalized eigenvalue equation which is solved using iterative techniques. It relies on computation of the action of the Hamiltonian matrix on a vector and does not rely on the terms in the perturbation series. The method can be usefulmore » for studying perturbation series of typical systems of moderate size, for fundamental development of resummation schemes, and for understanding the structure of singularities for typical systems. Some illustrative model problems are studied, including a helium-like model with {delta}-function interactions for which Moeller-Plesset perturbation theory is considered and the radius of convergence found.« less
Study of a mixed dispersal population dynamics model
Chugunova, Marina; Jadamba, Baasansuren; Kao, Chiu -Yen; ...
2016-08-27
In this study, we consider a mixed dispersal model with periodic and Dirichlet boundary conditions and its corresponding linear eigenvalue problem. This model describes the time evolution of a population which disperses both locally and non-locally. We investigate how long time dynamics depend on the parameter values. Furthermore, we study the minimization of the principal eigenvalue under the constraints that the resource function is bounded from above and below, and with a fixed total integral. Biologically, this minimization problem is motivated by the question of determining the optimal spatial arrangement of favorable and unfavorable regions for the species to diemore » out more slowly or survive more easily. Our numerical simulations indicate that the optimal favorable region tends to be a simply-connected domain. Numerous results are shown to demonstrate various scenarios of optimal favorable regions for periodic and Dirichlet boundary conditions.« less
Numerical solution of the nonlinear Schrodinger equation by feedforward neural networks
NASA Astrophysics Data System (ADS)
Shirvany, Yazdan; Hayati, Mohsen; Moradian, Rostam
2008-12-01
We present a method to solve boundary value problems using artificial neural networks (ANN). A trial solution of the differential equation is written as a feed-forward neural network containing adjustable parameters (the weights and biases). From the differential equation and its boundary conditions we prepare the energy function which is used in the back-propagation method with momentum term to update the network parameters. We improved energy function of ANN which is derived from Schrodinger equation and the boundary conditions. With this improvement of energy function we can use unsupervised training method in the ANN for solving the equation. Unsupervised training aims to minimize a non-negative energy function. We used the ANN method to solve Schrodinger equation for few quantum systems. Eigenfunctions and energy eigenvalues are calculated. Our numerical results are in agreement with their corresponding analytical solution and show the efficiency of ANN method for solving eigenvalue problems.
NASA Technical Reports Server (NTRS)
Watson, W. R.
1984-01-01
A method is developed for determining acoustic liner admittance in a rectangular duct with grazing flow. The axial propagation constant, cross mode order, and mean flow profile is measured. These measured data are then input into an analytical program which determines the unknown admittance value. The analytical program is based upon a finite element discretization of the acoustic field and a reposing of the unknown admittance value as a linear eigenvalue problem on the admittance value. Gaussian elimination is employed to solve this eigenvalue problem. The method used is extendable to grazing flows with boundary layers in both transverse directions of an impedance tube (or duct). Predicted admittance values are compared both with exact values that can be obtained for uniform mean flow profiles and with those from a Runge Kutta integration technique for cases involving a one dimensional boundary layer.
Pressure distribution under flexible polishing tools. II - Cylindrical (conical) optics
NASA Astrophysics Data System (ADS)
Mehta, Pravin K.
1990-10-01
A previously developed eigenvalue model is extended to determine polishing pressure distribution by rectangular tools with unequal stiffness in two directions on cylindrical optics. Tool misfit is divided into two simplified one-dimensional problems and one simplified two-dimensional problem. Tools with nonuniform cross-sections are treated with a new one-dimensional eigenvalue algorithm, permitting evaluation of tool designs where the edge is more flexible than the interior. This maintains edge pressure variations within acceptable parameters. Finite element modeling is employed to resolve upper bounds, which handle pressure changes in the two-dimensional misfit element. Paraboloids and hyperboloids from the NASA AXAF system are treated with the AXAFPOD software for this method, and are verified with NASTRAN finite element analyses. The maximum deviation from the one-dimensional azimuthal pressure variation is predicted to be 10 percent and 20 percent for paraboloids and hyperboloids, respectively.
Ivanov, J.; Miller, R.D.; Xia, J.; Steeples, D.
2005-01-01
This paper is the second of a set of two papers in which we study the inverse refraction problem. The first paper, "Types of Geophysical Nonuniqueness through Minimization," studies and classifies the types of nonuniqueness that exist when solving inverse problems depending on the participation of a priori information required to obtain reliable solutions of inverse geophysical problems. In view of the classification developed, in this paper we study the type of nonuniqueness associated with the inverse refraction problem. An approach for obtaining a realistic solution to the inverse refraction problem is offered in a third paper that is in preparation. The nonuniqueness of the inverse refraction problem is examined by using a simple three-layer model. Like many other inverse geophysical problems, the inverse refraction problem does not have a unique solution. Conventionally, nonuniqueness is considered to be a result of insufficient data and/or error in the data, for any fixed number of model parameters. This study illustrates that even for overdetermined and error free data, nonlinear inverse refraction problems exhibit exact-data nonuniqueness, which further complicates the problem of nonuniqueness. By evaluating the nonuniqueness of the inverse refraction problem, this paper targets the improvement of refraction inversion algorithms, and as a result, the achievement of more realistic solutions. The nonuniqueness of the inverse refraction problem is examined initially by using a simple three-layer model. The observations and conclusions of the three-layer model nonuniqueness study are used to evaluate the nonuniqueness of more complicated n-layer models and multi-parameter cell models such as in refraction tomography. For any fixed number of model parameters, the inverse refraction problem exhibits continuous ranges of exact-data nonuniqueness. Such an unfavorable type of nonuniqueness can be uniquely solved only by providing abundant a priori information. Insufficient a priori information during the inversion is the reason why refraction methods often may not produce desired results or even fail. This work also demonstrates that the application of the smoothing constraints, typical when solving ill-posed inverse problems, has a dual and contradictory role when applied to the ill-posed inverse problem of refraction travel times. This observation indicates that smoothing constraints may play such a two-fold role when applied to other inverse problems. Other factors that contribute to inverse-refraction-problem nonuniqueness are also considered, including indeterminacy, statistical data-error distribution, numerical error and instability, finite data, and model parameters. ?? Birkha??user Verlag, Basel, 2005.
NASA Astrophysics Data System (ADS)
Rewieński, M.; Lamecki, A.; Mrozowski, M.
2013-09-01
This paper proposes a technique, based on the Inexact Shift-Invert Lanczos (ISIL) method with Inexact Jacobi Orthogonal Component Correction (IJOCC) refinement, and a preconditioned conjugate-gradient (PCG) linear solver with multilevel preconditioner, for finding several eigenvalues for generalized symmetric eigenproblems. Several eigenvalues are found by constructing (with the ISIL process) an extended projection basis. Presented results of numerical experiments confirm the technique can be effectively applied to challenging, large-scale problems characterized by very dense spectra, such as resonant cavities with spatial dimensions which are large with respect to wavelengths of the resonating electromagnetic fields. It is also shown that the proposed scheme based on inexact linear solves delivers superior performance, as compared to methods which rely on exact linear solves, indicating tremendous potential of the 'inexact solve' concept. Finally, the scheme which generates an extended projection basis is found to provide a cost-efficient alternative to classical deflation schemes when several eigenvalues are computed.
Volatility and correlation-based systemic risk measures in the US market
NASA Astrophysics Data System (ADS)
Civitarese, Jamil
2016-10-01
This paper deals with the problem of how to use simple systemic risk measures to assess portfolio risk characteristics. Using three simple examples taken from previous literature, one based on raw and partial correlations, another based on the eigenvalue decomposition of the covariance matrix and the last one based on an eigenvalue entropy, a Granger-causation analysis revealed some of them are not always a good measure of risk in the S&P 500 and in the VIX. The measures selected do not Granger-cause the VIX index in all windows selected; therefore, in the sense of risk as volatility, the indicators are not always suitable. Nevertheless, their results towards returns are similar to previous works that accept them. A deeper analysis has shown that any symmetric measure based on eigenvalue decomposition of correlation matrices, however, is not useful as a measure of "correlation" risk. The empirical counterpart analysis of this proposition stated that negative correlations are usually small and, therefore, do not heavily distort the behavior of the indicator.
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.
NASA Technical Reports Server (NTRS)
Butler, T. G.
1985-01-01
Some of the problems that confront an analyst in free body modeling, to satisfy rigid body conditions are discussed and with some remedies for these problems are presented. The problems of detecting these culprits at various levels within the analysis are examined. A new method within NASTRAN for checking the model for defects very early in the analysis without requiring the analyst to bear the expense of an eigenvalue analysis before discovering these defects is outlined.
Dynamic Restarting Schemes for Eigenvalue Problems
DOE Office of Scientific and Technical Information (OSTI.GOV)
Wu, Kesheng; Simon, Horst D.
1999-03-10
In studies of restarted Davidson method, a dynamic thick-restart scheme was found to be excellent in improving the overall effectiveness of the eigen value method. This paper extends the study of the dynamic thick-restart scheme to the Lanczos method for symmetric eigen value problems and systematically explore a range of heuristics and strategies. We conduct a series of numerical tests to determine their relative strength and weakness on a class of electronic structure calculation problems.
Optimal control of large space structures via generalized inverse matrix
NASA Technical Reports Server (NTRS)
Nguyen, Charles C.; Fang, Xiaowen
1987-01-01
Independent Modal Space Control (IMSC) is a control scheme that decouples the space structure into n independent second-order subsystems according to n controlled modes and controls each mode independently. It is well-known that the IMSC eliminates control and observation spillover caused when the conventional coupled modal control scheme is employed. The independent control of each mode requires that the number of actuators be equal to the number of modelled modes, which is very high for a faithful modeling of large space structures. A control scheme is proposed that allows one to use a reduced number of actuators to control all modeled modes suboptimally. In particular, the method of generalized inverse matrices is employed to implement the actuators such that the eigenvalues of the closed-loop system are as closed as possible to those specified by the optimal IMSC. Computer simulation of the proposed control scheme on a simply supported beam is given.
Diffusion with Varying Drag; the Runaway Problem.
NASA Astrophysics Data System (ADS)
Rollins, David Kenneth
We study the motion of electrons in an ionized plasma of electrons and ions in an external electric field. A probability distribution function describes the electron motion and is a solution of a Fokker-Planck equation. In zero field, the solution approaches an equilibrium Maxwellian. For arbitrarily small field, electrons overcome the diffusive effects and are freely accelerated by the field. This is the electron runaway phenomenon. We treat the electric field as a small perturbation. We consider various diffusion coefficients for the one dimensional problem and determine the runaway current as a function of the field strength. Diffusion coefficients, non-zero on a finite interval are examined. Some non-trivial cases of these can be solved exactly in terms of known special functions. The more realistic case where the diffusion coefficient decays with velocity are then considered. To determine the runaway current, the equivalent Schrodinger eigenvalue problem is analysed. The smallest eigenvalue is shown to be equal to the runaway current. Using asymptotic matching a solution can be constructed which is then used to evaluate the runaway current. The runaway current is exponentially small as a function of field strength. This method is used to extract results from the three dimensional problem.
Cascade flutter analysis with transient response aerodynamics
NASA Technical Reports Server (NTRS)
Bakhle, Milind A.; Mahajan, Aparajit J.; Keith, Theo G., Jr.; Stefko, George L.
1991-01-01
Two methods for calculating linear frequency domain aerodynamic coefficients from a time marching Full Potential cascade solver are developed and verified. In the first method, the Influence Coefficient, solutions to elemental problems are superposed to obtain the solutions for a cascade in which all blades are vibrating with a constant interblade phase angle. The elemental problem consists of a single blade in the cascade oscillating while the other blades remain stationary. In the second method, the Pulse Response, the response to the transient motion of a blade is used to calculate influence coefficients. This is done by calculating the Fourier Transforms of the blade motion and the response. Both methods are validated by comparison with the Harmonic Oscillation method and give accurate results. The aerodynamic coefficients obtained from these methods are used for frequency domain flutter calculations involving a typical section blade structural model. An eigenvalue problem is solved for each interblade phase angle mode and the eigenvalues are used to determine aeroelastic stability. Flutter calculations are performed for two examples over a range of subsonic Mach numbers.
Solution of the Fokker-Planck equation with a logarithmic potential and mixed eigenvalue spectrum
NASA Astrophysics Data System (ADS)
Guarnieri, F.; Moon, W.; Wettlaufer, J. S.
2017-09-01
Motivated by a problem in climate dynamics, we investigate the solution of a Bessel-like process with a negative constant drift, described by a Fokker-Planck equation with a potential V (x ) =-[b ln(x ) +a x ] , for b >0 and a <0 . The problem belongs to a family of Fokker-Planck equations with logarithmic potentials closely related to the Bessel process that has been extensively studied for its applications in physics, biology, and finance. The Bessel-like process we consider can be solved by seeking solutions through an expansion into a complete set of eigenfunctions. The associated imaginary-time Schrödinger equation exhibits a mix of discrete and continuous eigenvalue spectra, corresponding to the quantum Coulomb potential describing the bound states of the hydrogen atom. We present a technique to evaluate the normalization factor of the continuous spectrum of eigenfunctions that relies solely upon their asymptotic behavior. We demonstrate the technique by solving the Brownian motion problem and the Bessel process both with a constant negative drift. We conclude with a comparison to other analytical methods and with numerical solutions.
Linear state feedback, quadratic weights, and closed loop eigenstructures. M.S. Thesis. Final Report
NASA Technical Reports Server (NTRS)
Thompson, P. M.
1980-01-01
Equations are derived for the angles of general multivariable root loci and linear quadratic optimal root loci, including angles of departure and approach. The generalized eigenvalue problem is used to compute angles of approach. Equations are also derived to find the sensitivity of closed loop eigenvalue and the directional derivatives of closed loop eigenvectors. An equivalence class of quadratic weights that produce the same asymptotic eigenstructure is defined, a canonical element is defined, and an algorithm to find it is given. The behavior of the optimal root locus in the nonasymptotic region is shown to be different for quadratic weights with the same asymptotic properties. An algorithm is presented that can be used to select a feedback gain matrix for the linear state feedback problem which produces a specified asymptotic eigenstructure. Another algorithm is given to compute the asymptotic eigenstructure properties inherent in a given set of quadratic weights. Finally, it is shown that optimal root loci for nongeneric problems can be approximated by generic ones in the nonasymptotic region.
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.
On some stochastic formulations and related statistical moments of pharmacokinetic models.
Matis, J H; Wehrly, T E; Metzler, C M
1983-02-01
This paper presents the deterministic and stochastic model for a linear compartment system with constant coefficients, and it develops expressions for the mean residence times (MRT) and the variances of the residence times (VRT) for the stochastic model. The expressions are relatively simple computationally, involving primarily matrix inversion, and they are elegant mathematically, in avoiding eigenvalue analysis and the complex domain. The MRT and VRT provide a set of new meaningful response measures for pharmacokinetic analysis and they give added insight into the system kinetics. The new analysis is illustrated with an example involving the cholesterol turnover in rats.
An experimental SMI adaptive antenna array simulator for weak interfering signals
NASA Technical Reports Server (NTRS)
Dilsavor, Ronald S.; Gupta, Inder J.
1991-01-01
An experimental sample matrix inversion (SMI) adaptive antenna array for suppressing weak interfering signals is described. The experimental adaptive array uses a modified SMI algorithm to increase the interference suppression. In the modified SMI algorithm, the sample covariance matrix is redefined to reduce the effect of thermal noise on the weights of an adaptive array. This is accomplished by subtracting a fraction of the smallest eigenvalue of the original covariance matrix from its diagonal entries. The test results obtained using the experimental system are compared with theoretical results. The two show a good agreement.
Random matrix theory and portfolio optimization in Moroccan stock exchange
NASA Astrophysics Data System (ADS)
El Alaoui, Marwane
2015-09-01
In this work, we use random matrix theory to analyze eigenvalues and see if there is a presence of pertinent information by using Marčenko-Pastur distribution. Thus, we study cross-correlation among stocks of Casablanca Stock Exchange. Moreover, we clean correlation matrix from noisy elements to see if the gap between predicted risk and realized risk would be reduced. We also analyze eigenvectors components distributions and their degree of deviations by computing the inverse participation ratio. This analysis is a way to understand the correlation structure among stocks of Casablanca Stock Exchange portfolio.
Quantized discrete space oscillators
NASA Technical Reports Server (NTRS)
Uzes, C. A.; Kapuscik, Edward
1993-01-01
A quasi-canonical sequence of finite dimensional quantizations was found which has canonical quantization as its limit. In order to demonstrate its practical utility and its numerical convergence, this formalism is applied to the eigenvalue and 'eigenfunction' problem of several harmonic and anharmonic oscillators.
The Coulomb problem on a 3-sphere and Heun polynomials
DOE Office of Scientific and Technical Information (OSTI.GOV)
Bellucci, Stefano; Yeghikyan, Vahagn; Yerevan State University, Alex-Manoogian st. 1, 00025 Yerevan
2013-08-15
The paper studies the quantum mechanical Coulomb problem on a 3-sphere. We present a special parametrization of the ellipto-spheroidal coordinate system suitable for the separation of variables. After quantization we get the explicit form of the spectrum and present an algebraic equation for the eigenvalues of the Runge-Lentz vector. We also present the wave functions expressed via Heun polynomials.
An O(log sup 2 N) parallel algorithm for computing the eigenvalues of a symmetric tridiagonal matrix
NASA Technical Reports Server (NTRS)
Swarztrauber, Paul N.
1989-01-01
An O(log sup 2 N) parallel algorithm is presented for computing the eigenvalues of a symmetric tridiagonal matrix using a parallel algorithm for computing the zeros of the characteristic polynomial. The method is based on a quadratic recurrence in which the characteristic polynomial is constructed on a binary tree from polynomials whose degree doubles at each level. Intervals that contain exactly one zero are determined by the zeros of polynomials at the previous level which ensures that different processors compute different zeros. The exact behavior of the polynomials at the interval endpoints is used to eliminate the usual problems induced by finite precision arithmetic.
Non-linear eigensolver-based alternative to traditional SCF methods
NASA Astrophysics Data System (ADS)
Gavin, B.; Polizzi, E.
2013-05-01
The self-consistent procedure in electronic structure calculations is revisited using a highly efficient and robust algorithm for solving the non-linear eigenvector problem, i.e., H({ψ})ψ = Eψ. This new scheme is derived from a generalization of the FEAST eigenvalue algorithm to account for the non-linearity of the Hamiltonian with the occupied eigenvectors. Using a series of numerical examples and the density functional theory-Kohn/Sham model, it will be shown that our approach can outperform the traditional SCF mixing-scheme techniques by providing a higher converge rate, convergence to the correct solution regardless of the choice of the initial guess, and a significant reduction of the eigenvalue solve time in simulations.
Instability of the cored barotropic disc: the linear eigenvalue formulation
NASA Astrophysics Data System (ADS)
Polyachenko, E. V.
2018-05-01
Gaseous rotating razor-thin discs are a testing ground for theories of spiral structure that try to explain appearance and diversity of disc galaxy patterns. These patterns are believed to arise spontaneously under the action of gravitational instability, but calculations of its characteristics in the gas are mostly obscured. The paper suggests a new method for finding the spiral patterns based on an expansion of small amplitude perturbations over Lagrange polynomials in small radial elements. The final matrix equation is extracted from the original hydrodynamical equations without the use of an approximate theory and has a form of the linear algebraic eigenvalue problem. The method is applied to a galactic model with the cored exponential density profile.
Comptonization in Ultra-Strong Magnetic Fields: Numerical Solution to the Radiative Transfer Problem
NASA Technical Reports Server (NTRS)
Ceccobello, C.; Farinelli, R.; Titarchuk, L.
2014-01-01
We consider the radiative transfer problem in a plane-parallel slab of thermal electrons in the presence of an ultra-strong magnetic field (B approximately greater than B(sub c) approx. = 4.4 x 10(exp 13) G). Under these conditions, the magnetic field behaves like a birefringent medium for the propagating photons, and the electromagnetic radiation is split into two polarization modes, ordinary and extraordinary, that have different cross-sections. When the optical depth of the slab is large, the ordinary-mode photons are strongly Comptonized and the photon field is dominated by an isotropic component. Aims. The radiative transfer problem in strong magnetic fields presents many mathematical issues and analytical or numerical solutions can be obtained only under some given approximations. We investigate this problem both from the analytical and numerical point of view, provide a test of the previous analytical estimates, and extend these results with numerical techniques. Methods. We consider here the case of low temperature black-body photons propagating in a sub-relativistic temperature plasma, which allows us to deal with a semi-Fokker-Planck approximation of the radiative transfer equation. The problem can then be treated with the variable separation method, and we use a numerical technique to find solutions to the eigenvalue problem in the case of a singular kernel of the space operator. The singularity of the space kernel is the result of the strong angular dependence of the electron cross-section in the presence of a strong magnetic field. Results. We provide the numerical solution obtained for eigenvalues and eigenfunctions of the space operator, and the emerging Comptonization spectrum of the ordinary-mode photons for any eigenvalue of the space equation and for energies significantly lesser than the cyclotron energy, which is on the order of MeV for the intensity of the magnetic field here considered. Conclusions. We derived the specific intensity of the ordinary photons, under the approximation of large angle and large optical depth. These assumptions allow the equation to be treated using a diffusion-like approximation.
Numerical methods for the inverse problem of density functional theory
Jensen, Daniel S.; Wasserman, Adam
2017-07-17
Here, the inverse problem of Kohn–Sham density functional theory (DFT) is often solved in an effort to benchmark and design approximate exchange-correlation potentials. The forward and inverse problems of DFT rely on the same equations but the numerical methods for solving each problem are substantially different. We examine both problems in this tutorial with a special emphasis on the algorithms and error analysis needed for solving the inverse problem. Two inversion methods based on partial differential equation constrained optimization and constrained variational ideas are introduced. We compare and contrast several different inversion methods applied to one-dimensional finite and periodic modelmore » systems.« less
Numerical methods for the inverse problem of density functional theory
DOE Office of Scientific and Technical Information (OSTI.GOV)
Jensen, Daniel S.; Wasserman, Adam
Here, the inverse problem of Kohn–Sham density functional theory (DFT) is often solved in an effort to benchmark and design approximate exchange-correlation potentials. The forward and inverse problems of DFT rely on the same equations but the numerical methods for solving each problem are substantially different. We examine both problems in this tutorial with a special emphasis on the algorithms and error analysis needed for solving the inverse problem. Two inversion methods based on partial differential equation constrained optimization and constrained variational ideas are introduced. We compare and contrast several different inversion methods applied to one-dimensional finite and periodic modelmore » systems.« less
Formation of rogue waves from a locally perturbed condensate.
Gelash, A A
2018-02-01
The one-dimensional focusing nonlinear Schrödinger equation (NLSE) on an unstable condensate background is the fundamental physical model that can be applied to study the development of modulation instability (MI) and formation of rogue waves. The complete integrability of the NLSE via inverse scattering transform enables the decomposition of the initial conditions into elementary nonlinear modes: breathers and continuous spectrum waves. The small localized condensate perturbations (SLCP) that grow as a result of MI have been of fundamental interest in nonlinear physics for many years. Here, we demonstrate that Kuznetsov-Ma and superregular NLSE breathers play the key role in the dynamics of a wide class of SLCP. During the nonlinear stage of MI development, collisions of these breathers lead to the formation of rogue waves. We present new scenarios of rogue wave formation for randomly distributed breathers as well as for artificially prepared initial conditions. For the latter case, we present an analytical description based on the exact expressions found for the space-phase shifts that breathers acquire after collisions with each other. Finally, the presence of Kuznetsov-Ma and superregular breathers in arbitrary-type condensate perturbations is demonstrated by solving the Zakharov-Shabat eigenvalue problem with high numerical accuracy.
Formation of rogue waves from a locally perturbed condensate
NASA Astrophysics Data System (ADS)
Gelash, A. Â. A.
2018-02-01
The one-dimensional focusing nonlinear Schrödinger equation (NLSE) on an unstable condensate background is the fundamental physical model that can be applied to study the development of modulation instability (MI) and formation of rogue waves. The complete integrability of the NLSE via inverse scattering transform enables the decomposition of the initial conditions into elementary nonlinear modes: breathers and continuous spectrum waves. The small localized condensate perturbations (SLCP) that grow as a result of MI have been of fundamental interest in nonlinear physics for many years. Here, we demonstrate that Kuznetsov-Ma and superregular NLSE breathers play the key role in the dynamics of a wide class of SLCP. During the nonlinear stage of MI development, collisions of these breathers lead to the formation of rogue waves. We present new scenarios of rogue wave formation for randomly distributed breathers as well as for artificially prepared initial conditions. For the latter case, we present an analytical description based on the exact expressions found for the space-phase shifts that breathers acquire after collisions with each other. Finally, the presence of Kuznetsov-Ma and superregular breathers in arbitrary-type condensate perturbations is demonstrated by solving the Zakharov-Shabat eigenvalue problem with high numerical accuracy.
Bifurcating fronts for the Taylor-Couette problem in infinite cylinders
NASA Astrophysics Data System (ADS)
Hărăguş-Courcelle, M.; Schneider, G.
We show the existence of bifurcating fronts for the weakly unstable Taylor-Couette problem in an infinite cylinder. These fronts connect a stationary bifurcating pattern, here the Taylor vortices, with the trivial ground state, here the Couette flow. In order to show the existence result we improve a method which was already used in establishing the existence of bifurcating fronts for the Swift-Hohenberg equation by Collet and Eckmann, 1986, and by Eckmann and Wayne, 1991. The existence proof is based on spatial dynamics and center manifold theory. One of the difficulties in applying center manifold theory comes from an infinite number of eigenvalues on the imaginary axis for vanishing bifurcation parameter. But nevertheless, a finite dimensional reduction is possible, since the eigenvalues leave the imaginary axis with different velocities, if the bifurcation parameter is increased. In contrast to previous work we have to use normalform methods and a non-standard cut-off function to obtain a center manifold which is large enough to contain the bifurcating fronts.
Loosli, Gaelle; Canu, Stephane; Ong, Cheng Soon
2016-06-01
This paper presents a theoretical foundation for an SVM solver in Kreĭn spaces. Up to now, all methods are based either on the matrix correction, or on non-convex minimization, or on feature-space embedding. Here we justify and evaluate a solution that uses the original (indefinite) similarity measure, in the original Kreĭn space. This solution is the result of a stabilization procedure. We establish the correspondence between the stabilization problem (which has to be solved) and a classical SVM based on minimization (which is easy to solve). We provide simple equations to go from one to the other (in both directions). This link between stabilization and minimization problems is the key to obtain a solution in the original Kreĭn space. Using KSVM, one can solve SVM with usually troublesome kernels (large negative eigenvalues or large numbers of negative eigenvalues). We show experiments showing that our algorithm KSVM outperforms all previously proposed approaches to deal with indefinite matrices in SVM-like kernel methods.
Linear state feedback, quadratic weights, and closed loop eigenstructures. M.S. Thesis
NASA Technical Reports Server (NTRS)
Thompson, P. M.
1979-01-01
Results are given on the relationships between closed loop eigenstructures, state feedback gain matrices of the linear state feedback problem, and quadratic weights of the linear quadratic regulator. Equations are derived for the angles of general multivariable root loci and linear quadratic optimal root loci, including angles of departure and approach. The generalized eigenvalue problem is used for the first time to compute angles of approach. Equations are also derived to find the sensitivity of closed loop eigenvalues and the directional derivatives of closed loop eigenvectors (with respect to a scalar multiplying the feedback gain matrix or the quadratic control weight). An equivalence class of quadratic weights that produce the same asymptotic eigenstructure is defined, sufficient conditions to be in it are given, a canonical element is defined, and an algorithm to find it is given. The behavior of the optimal root locus in the nonasymptotic region is shown to be different for quadratic weights with the same asymptotic properties.
A High Frequency Model of Cascade Noise
NASA Technical Reports Server (NTRS)
Envia, Edmane
1998-01-01
Closed form asymptotic expressions for computing high frequency noise generated by an annular cascade in an infinite duct containing a uniform flow are presented. There are two new elements in this work. First, the annular duct mode representation does not rely on the often-used Bessel function expansion resulting in simpler expressions for both the radial eigenvalues and eigenfunctions of the duct. In particular, the new representation provides an explicit approximate formula for the radial eigenvalues obviating the need for solutions of the transcendental annular duct eigenvalue equation. Also, the radial eigenfunctions are represented in terms of exponentials eliminating the numerical problems associated with generating the Bessel functions on a computer. The second new element is the construction of an unsteady response model for an annular cascade. The new construction satisfies the boundary conditions on both the cascade and duct walls simultaneously adding a new level of realism to the noise calculations. Preliminary results which demonstrate the effectiveness of the new elements are presented. A discussion of the utility of the asymptotic formulas for calculating cascade discrete tone as well as broadband noise is also included.
NASA Astrophysics Data System (ADS)
Haritan, Idan; Moiseyev, Nimrod
2017-07-01
Resonances play a major role in a large variety of fields in physics and chemistry. Accordingly, there is a growing interest in methods designed to calculate them. Recently, Landau et al. proposed a new approach to analytically dilate a single eigenvalue from the stabilization graph into the complex plane. This approach, termed Resonances Via Padé (RVP), utilizes the Padé approximant and is based on a unique analysis of the stabilization graph. Yet, analytic continuation of eigenvalues from the stabilization graph into the complex plane is not a new idea. In 1975, Jordan suggested an analytic continuation method based on the branch point structure of the stabilization graph. The method was later modified by McCurdy and McNutt, and it is still being used today. We refer to this method as the Truncated Characteristic Polynomial (TCP) method. In this manuscript, we perform an in-depth comparison between the RVP and the TCP methods. We demonstrate that while both methods are important and complementary, the advantage of one method over the other is problem-dependent. Illustrative examples are provided in the manuscript.
NASA Astrophysics Data System (ADS)
Huang, Zhenghua; Zhang, Tianxu; Deng, Lihua; Fang, Hao; Li, Qian
2015-12-01
Total variation(TV) based on regularization has been proven as a popular and effective model for image restoration, because of its ability of edge preserved. However, as the TV favors a piece-wise constant solution, the processing results in the flat regions of the image are easily produced "staircase effects", and the amplitude of the edges will be underestimated; the underlying cause of the problem is that the regularization parameter can not be changeable with spatial local information of image. In this paper, we propose a novel Scatter-matrix eigenvalues-based TV(SMETV) regularization with image blind restoration algorithm for deblurring medical images. The spatial information in different image regions is incorporated into regularization by using the edge indicator called difference eigenvalue to distinguish edges from flat areas. The proposed algorithm can effectively reduce the noise in flat regions as well as preserve the edge and detailed information. Moreover, it becomes more robust with the change of the regularization parameter. Extensive experiments demonstrate that the proposed approach produces results superior to most methods in both visual image quality and quantitative measures.
State space approach to mixed boundary value problems.
NASA Technical Reports Server (NTRS)
Chen, C. F.; Chen, M. M.
1973-01-01
A state-space procedure for the formulation and solution of mixed boundary value problems is established. This procedure is a natural extension of the method used in initial value problems; however, certain special theorems and rules must be developed. The scope of the applications of the approach includes beam, arch, and axisymmetric shell problems in structural analysis, boundary layer problems in fluid mechanics, and eigenvalue problems for deformable bodies. Many classical methods in these fields developed by Holzer, Prohl, Myklestad, Thomson, Love-Meissner, and others can be either simplified or unified under new light shed by the state-variable approach. A beam problem is included as an illustration.
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.
DOE Office of Scientific and Technical Information (OSTI.GOV)
Haber, Eldad
2014-03-17
The focus of research was: Developing adaptive mesh for the solution of Maxwell's equations; Developing a parallel framework for time dependent inverse Maxwell's equations; Developing multilevel methods for optimization problems with inequality constraints; A new inversion code for inverse Maxwell's equations in the 0th frequency (DC resistivity); A new inversion code for inverse Maxwell's equations in low frequency regime. Although the research concentrated on electromagnetic forward and in- verse problems the results of the research was applied to the problem of image registration.
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.
Eigenpairs of Toeplitz and Disordered Toeplitz Matrices with a Fisher-Hartwig Symbol
NASA Astrophysics Data System (ADS)
Movassagh, Ramis; Kadanoff, Leo P.
2017-05-01
Toeplitz matrices have entries that are constant along diagonals. They model directed transport, are at the heart of correlation function calculations of the two-dimensional Ising model, and have applications in quantum information science. We derive their eigenvalues and eigenvectors when the symbol is singular Fisher-Hartwig. We then add diagonal disorder and study the resulting eigenpairs. We find that there is a "bulk" behavior that is well captured by second order perturbation theory of non-Hermitian matrices. The non-perturbative behavior is classified into two classes: Runaways type I leave the complex-valued spectrum and become completely real because of eigenvalue attraction. Runaways type II leave the bulk and move very rapidly in response to perturbations. These have high condition numbers and can be predicted. Localization of the eigenvectors are then quantified using entropies and inverse participation ratios. Eigenvectors corresponding to Runaways type II are most localized (i.e., super-exponential), whereas Runaways type I are less localized than the unperturbed counterparts and have most of their probability mass in the interior with algebraic decays. The results are corroborated by applying free probability theory and various other supporting numerical studies.
Control theory and splines, applied to signature storage
NASA Technical Reports Server (NTRS)
Enqvist, Per
1994-01-01
In this report the problem we are going to study is the interpolation of a set of points in the plane with the use of control theory. We will discover how different systems generate different kinds of splines, cubic and exponential, and investigate the effect that the different systems have on the tracking problems. Actually we will see that the important parameters will be the two eigenvalues of the control matrix.
Predoi, Mihai Valentin
2014-09-01
The dispersion curves for hollow multilayered cylinders are prerequisites in any practical guided waves application on such structures. The equations for homogeneous isotropic materials have been established more than 120 years ago. The difficulties in finding numerical solutions to analytic expressions remain considerable, especially if the materials are orthotropic visco-elastic as in the composites used for pipes in the last decades. Among other numerical techniques, the semi-analytical finite elements method has proven its capability of solving this problem. Two possibilities exist to model a finite elements eigenvalue problem: a two-dimensional cross-section model of the pipe or a radial segment model, intersecting the layers between the inner and the outer radius of the pipe. The last possibility is here adopted and distinct differential problems are deduced for longitudinal L(0,n), torsional T(0,n) and flexural F(m,n) modes. Eigenvalue problems are deduced for the three modes classes, offering explicit forms of each coefficient for the matrices used in an available general purpose finite elements code. Comparisons with existing solutions for pipes filled with non-linear viscoelastic fluid or visco-elastic coatings as well as for a fully orthotropic hollow cylinder are all proving the reliability and ease of use of this method. Copyright © 2014 Elsevier B.V. All rights reserved.
Easy way to determine quantitative spatial resolution distribution for a general inverse problem
NASA Astrophysics Data System (ADS)
An, M.; Feng, M.
2013-12-01
The spatial resolution computation of a solution was nontrivial and more difficult than solving an inverse problem. Most geophysical studies, except for tomographic studies, almost uniformly neglect the calculation of a practical spatial resolution. In seismic tomography studies, a qualitative resolution length can be indicatively given via visual inspection of the restoration of a synthetic structure (e.g., checkerboard tests). An effective strategy for obtaining quantitative resolution length is to calculate Backus-Gilbert resolution kernels (also referred to as a resolution matrix) by matrix operation. However, not all resolution matrices can provide resolution length information, and the computation of resolution matrix is often a difficult problem for very large inverse problems. A new class of resolution matrices, called the statistical resolution matrices (An, 2012, GJI), can be directly determined via a simple one-parameter nonlinear inversion performed based on limited pairs of random synthetic models and their inverse solutions. The total procedure were restricted to forward/inversion processes used in the real inverse problem and were independent of the degree of inverse skill used in the solution inversion. Spatial resolution lengths can be directly given during the inversion. Tests on 1D/2D/3D model inversion demonstrated that this simple method can be at least valid for a general linear inverse problem.
Accounting for Sampling Error in Genetic Eigenvalues Using Random Matrix Theory.
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.
NASA Astrophysics Data System (ADS)
Eladj, Said; bansir, fateh; ouadfeul, sid Ali
2016-04-01
The application of genetic algorithm starts with an initial population of chromosomes representing a "model space". Chromosome chains are preferentially Reproduced based on Their fitness Compared to the total population. However, a good chromosome has a Greater opportunity to Produce offspring Compared To other chromosomes in the population. The advantage of the combination HGA / SAA is the use of a global search approach on a large population of local maxima to Improve Significantly the performance of the method. To define the parameters of the Hybrid Genetic Algorithm Steepest Ascent Auto Statics (HGA / SAA) job, we Evaluated by testing in the first stage of "Steepest Ascent," the optimal parameters related to the data used. 1- The number of iterations "Number of hill climbing iteration" is equal to 40 iterations. This parameter defines the participation of the algorithm "SA", in this hybrid approach. 2- The minimum eigenvalue for SA '= 0.8. This is linked to the quality of data and S / N ratio. To find an implementation performance of hybrid genetic algorithms in the inversion for estimating of the residual static corrections, tests Were Performed to determine the number of generation of HGA / SAA. Using the values of residual static corrections already calculated by the Approaches "SAA and CSAA" learning has Proved very effective in the building of the cross-correlation table. To determine the optimal number of generation, we Conducted a series of tests ranging from [10 to 200] generations. The application on real seismic data in southern Algeria allowed us to judge the performance and capacity of the inversion with this hybrid method "HGA / SAA". This experience Clarified the influence of the corrections quality estimated from "SAA / CSAA" and the optimum number of generation hybrid genetic algorithm "HGA" required to have a satisfactory performance. Twenty (20) generations Were enough to Improve continuity and resolution of seismic horizons. This Will allow us to achieve a more accurate structural interpretation Key words: Hybrid Genetic Algorithm, number of generations, model space, local maxima, Number of hill climbing iteration, Minimum eigenvalue, cross-correlation table
Fast, Nonlinear, Fully Probabilistic Inversion of Large Geophysical Problems
NASA Astrophysics Data System (ADS)
Curtis, A.; Shahraeeni, M.; Trampert, J.; Meier, U.; Cho, G.
2010-12-01
Almost all Geophysical inverse problems are in reality nonlinear. Fully nonlinear inversion including non-approximated physics, and solving for probability distribution functions (pdf’s) that describe the solution uncertainty, generally requires sampling-based Monte-Carlo style methods that are computationally intractable in most large problems. In order to solve such problems, physical relationships are usually linearized leading to efficiently-solved, (possibly iterated) linear inverse problems. However, it is well known that linearization can lead to erroneous solutions, and in particular to overly optimistic uncertainty estimates. What is needed across many Geophysical disciplines is a method to invert large inverse problems (or potentially tens of thousands of small inverse problems) fully probabilistically and without linearization. This talk shows how very large nonlinear inverse problems can be solved fully probabilistically and incorporating any available prior information using mixture density networks (driven by neural network banks), provided the problem can be decomposed into many small inverse problems. In this talk I will explain the methodology, compare multi-dimensional pdf inversion results to full Monte Carlo solutions, and illustrate the method with two applications: first, inverting surface wave group and phase velocities for a fully-probabilistic global tomography model of the Earth’s crust and mantle, and second inverting industrial 3D seismic data for petrophysical properties throughout and around a subsurface hydrocarbon reservoir. The latter problem is typically decomposed into 104 to 105 individual inverse problems, each solved fully probabilistically and without linearization. The results in both cases are sufficiently close to the Monte Carlo solution to exhibit realistic uncertainty, multimodality and bias. This provides far greater confidence in the results, and in decisions made on their basis.
Robinson, Katherine M; Ninowski, Jerilyn E
2003-12-01
Problems of the form a + b - b have been used to assess conceptual understanding of the relationship between addition and subtraction. No study has investigated the same relationship between multiplication and division on problems of the form d x e / e. In both types of inversion problems, no calculation is required if the inverse relationship between the operations is understood. Adult participants solved addition/subtraction and multiplication/division inversion (e.g., 9 x 22 / 22) and standard (e.g., 2 + 27 - 28) problems. Participants started to use the inversion strategy earlier and more frequently on addition/subtraction problems. Participants took longer to solve both types of multiplication/division problems. Overall, conceptual understanding of the relationship between multiplication and division was not as strong as that between addition and subtraction. One explanation for this difference in performance is that the operation of division is more weakly represented and understood than the other operations and that this weakness affects performance on problems of the form d x e / e.
NASA Astrophysics Data System (ADS)
Reiter, D. T.; Rodi, W. L.
2015-12-01
Constructing 3D Earth models through the joint inversion of large geophysical data sets presents numerous theoretical and practical challenges, especially when diverse types of data and model parameters are involved. Among the challenges are the computational complexity associated with large data and model vectors and the need to unify differing model parameterizations, forward modeling methods and regularization schemes within a common inversion framework. The challenges can be addressed in part by decomposing the inverse problem into smaller, simpler inverse problems that can be solved separately, providing one knows how to merge the separate inversion results into an optimal solution of the full problem. We have formulated an approach to the decomposition of large inverse problems based on the augmented Lagrangian technique from optimization theory. As commonly done, we define a solution to the full inverse problem as the Earth model minimizing an objective function motivated, for example, by a Bayesian inference formulation. Our decomposition approach recasts the minimization problem equivalently as the minimization of component objective functions, corresponding to specified data subsets, subject to the constraints that the minimizing models be equal. A standard optimization algorithm solves the resulting constrained minimization problems by alternating between the separate solution of the component problems and the updating of Lagrange multipliers that serve to steer the individual solution models toward a common model solving the full problem. We are applying our inversion method to the reconstruction of the·crust and upper-mantle seismic velocity structure across Eurasia.· Data for the inversion comprise a large set of P and S body-wave travel times·and fundamental and first-higher mode Rayleigh-wave group velocities.
On Browne's Solution for Oblique Procrustes Rotation
ERIC Educational Resources Information Center
Cramer, Elliot M.
1974-01-01
A form of Browne's (1967) solution of finding a least squares fit to a specified factor structure is given which does not involve solution of an eigenvalue problem. It suggests the possible existence of a singularity, and a simple modification of Browne's computational procedure is proposed. (Author/RC)
Analytical solution for the advection-dispersion transport equation in layered media
USDA-ARS?s Scientific Manuscript database
The advection-dispersion transport equation with first-order decay was solved analytically for multi-layered media using the classic integral transform technique (CITT). The solution procedure used an associated non-self-adjoint advection-diffusion eigenvalue problem that had the same form and coef...
Solving Differential Equations Using Modified Picard Iteration
ERIC Educational Resources Information Center
Robin, W. A.
2010-01-01
Many classes of differential equations are shown to be open to solution through a method involving a combination of a direct integration approach with suitably modified Picard iterative procedures. The classes of differential equations considered include typical initial value, boundary value and eigenvalue problems arising in physics and…
Sampled-Data Consensus of Linear Multi-agent Systems With Packet Losses.
Zhang, Wenbing; Tang, Yang; Huang, Tingwen; Kurths, Jurgen
In this paper, the consensus problem is studied for a class of multi-agent systems with sampled data and packet losses, where random and deterministic packet losses are considered, respectively. For random packet losses, a Bernoulli-distributed white sequence is used to describe packet dropouts among agents in a stochastic way. For deterministic packet losses, a switched system with stable and unstable subsystems is employed to model packet dropouts in a deterministic way. The purpose of this paper is to derive consensus criteria, such that linear multi-agent systems with sampled-data and packet losses can reach consensus. By means of the Lyapunov function approach and the decomposition method, the design problem of a distributed controller is solved in terms of convex optimization. The interplay among the allowable bound of the sampling interval, the probability of random packet losses, and the rate of deterministic packet losses are explicitly derived to characterize consensus conditions. The obtained criteria are closely related to the maximum eigenvalue of the Laplacian matrix versus the second minimum eigenvalue of the Laplacian matrix, which reveals the intrinsic effect of communication topologies on consensus performance. Finally, simulations are given to show the effectiveness of the proposed results.In this paper, the consensus problem is studied for a class of multi-agent systems with sampled data and packet losses, where random and deterministic packet losses are considered, respectively. For random packet losses, a Bernoulli-distributed white sequence is used to describe packet dropouts among agents in a stochastic way. For deterministic packet losses, a switched system with stable and unstable subsystems is employed to model packet dropouts in a deterministic way. The purpose of this paper is to derive consensus criteria, such that linear multi-agent systems with sampled-data and packet losses can reach consensus. By means of the Lyapunov function approach and the decomposition method, the design problem of a distributed controller is solved in terms of convex optimization. The interplay among the allowable bound of the sampling interval, the probability of random packet losses, and the rate of deterministic packet losses are explicitly derived to characterize consensus conditions. The obtained criteria are closely related to the maximum eigenvalue of the Laplacian matrix versus the second minimum eigenvalue of the Laplacian matrix, which reveals the intrinsic effect of communication topologies on consensus performance. Finally, simulations are given to show the effectiveness of the proposed results.
A parametric method for determining the number of signals in narrow-band direction finding
NASA Astrophysics Data System (ADS)
Wu, Qiang; Fuhrmann, Daniel R.
1991-08-01
A novel and more accurate method to determine the number of signals in the multisource direction finding problem is developed. The information-theoretic criteria of Yin and Krishnaiah (1988) are applied to a set of quantities which are evaluated from the log-likelihood function. Based on proven asymptotic properties of the maximum likelihood estimation, these quantities have the properties required by the criteria. Since the information-theoretic criteria use these quantities instead of the eigenvalues of the estimated correlation matrix, this approach possesses the advantage of not requiring a subjective threshold, and also provides higher performance than when eigenvalues are used. Simulation results are presented and compared to those obtained from the nonparametric method given by Wax and Kailath (1985).
NASA Technical Reports Server (NTRS)
Yedavalli, R. K.
1992-01-01
The problem of analyzing and designing controllers for linear systems subject to real parameter uncertainty is considered. An elegant, unified theory for robust eigenvalue placement is presented for a class of D-regions defined by algebraic inequalities by extending the nominal matrix root clustering theory of Gutman and Jury (1981) to linear uncertain time systems. The author presents explicit conditions for matrix root clustering for different D-regions and establishes the relationship between the eigenvalue migration range and the parameter range. The bounds are all obtained by one-shot computation in the matrix domain and do not need any frequency sweeping or parameter gridding. The method uses the generalized Lyapunov theory for getting the bounds.
Spectral properties of the massless relativistic quartic oscillator
NASA Astrophysics Data System (ADS)
Durugo, Samuel O.; Lőrinczi, József
2018-03-01
An explicit solution of the spectral problem of the non-local Schrödinger operator obtained as the sum of the square root of the Laplacian and a quartic potential in one dimension is presented. The eigenvalues are obtained as zeroes of special functions related to the fourth order Airy function, and closed formulae for the Fourier transform of the eigenfunctions are derived. These representations allow to derive further spectral properties such as estimates of spectral gaps, heat trace and the asymptotic distribution of eigenvalues, as well as a detailed analysis of the eigenfunctions. A subtle spectral effect is observed which manifests in an exponentially tight approximation of the spectrum by the zeroes of the dominating term in the Fourier representation of the eigenfunctions and its derivative.
Computationally efficient finite-difference modal method for the solution of Maxwell's equations.
Semenikhin, Igor; Zanuccoli, Mauro
2013-12-01
In this work, a new implementation of the finite-difference (FD) modal method (FDMM) based on an iterative approach to calculate the eigenvalues and corresponding eigenfunctions of the Helmholtz equation is presented. Two relevant enhancements that significantly increase the speed and accuracy of the method are introduced. First of all, the solution of the complete eigenvalue problem is avoided in favor of finding only the meaningful part of eigenmodes by using iterative methods. Second, a multigrid algorithm and Richardson extrapolation are implemented. Simultaneous use of these techniques leads to an enhancement in terms of accuracy, which allows a simple method such as the FDMM with a typical three-point difference scheme to be significantly competitive with an analytical modal method.
An Extremal Eigenvalue Problem for a Two-Phase Conductor in a Ball
DOE Office of Scientific and Technical Information (OSTI.GOV)
Conca, Carlos; Mahadevan, Rajesh; Sanz, Leon
2009-10-15
The pioneering works of Murat and Tartar (Topics in the mathematical modeling of composite materials. PNLDE 31. Birkhaeuser, Basel, 1997) go a long way in showing, in general, that problems of optimal design may not admit solutions if microstructural designs are excluded from consideration. Therefore, assuming, tactilely, that the problem of minimizing the first eigenvalue of a two-phase conducting material with the conducting phases to be distributed in a fixed proportion in a given domain has no true solution in general domains, Cox and Lipton only study conditions for an optimal microstructural design (Cox and Lipton in Arch. Ration. Mech.more » Anal. 136:101-117, 1996). Although, the problem in one dimension has a solution (cf. Krein in AMS Transl. Ser. 2(1):163-187, 1955) and, in higher dimensions, the problem set in a ball can be deduced to have a radially symmetric solution (cf. Alvino et al. in Nonlinear Anal. TMA 13(2):185-220, 1989), these existence results have been regarded so far as being exceptional owing to complete symmetry. It is still not clear why the same problem in domains with partial symmetry should fail to have a solution which does not develop microstructure and respecting the symmetry of the domain. We hope to revive interest in this question by giving a new proof of the result in a ball using a simpler symmetrization result from Alvino and Trombetti (J. Math. Anal. Appl. 94:328-337, 1983)« less
NASA Astrophysics Data System (ADS)
Dorn, O.; Lesselier, D.
2010-07-01
Inverse problems in electromagnetics have a long history and have stimulated exciting research over many decades. New applications and solution methods are still emerging, providing a rich source of challenging topics for further investigation. The purpose of this special issue is to combine descriptions of several such developments that are expected to have the potential to fundamentally fuel new research, and to provide an overview of novel methods and applications for electromagnetic inverse problems. There have been several special sections published in Inverse Problems over the last decade addressing fully, or partly, electromagnetic inverse problems. Examples are: Electromagnetic imaging and inversion of the Earth's subsurface (Guest Editors: D Lesselier and T Habashy) October 2000 Testing inversion algorithms against experimental data (Guest Editors: K Belkebir and M Saillard) December 2001 Electromagnetic and ultrasonic nondestructive evaluation (Guest Editors: D Lesselier and J Bowler) December 2002 Electromagnetic characterization of buried obstacles (Guest Editors: D Lesselier and W C Chew) December 2004 Testing inversion algorithms against experimental data: inhomogeneous targets (Guest Editors: K Belkebir and M Saillard) December 2005 Testing inversion algorithms against experimental data: 3D targets (Guest Editors: A Litman and L Crocco) February 2009 In a certain sense, the current issue can be understood as a continuation of this series of special sections on electromagnetic inverse problems. On the other hand, its focus is intended to be more general than previous ones. Instead of trying to cover a well-defined, somewhat specialized research topic as completely as possible, this issue aims to show the broad range of techniques and applications that are relevant to electromagnetic imaging nowadays, which may serve as a source of inspiration and encouragement for all those entering this active and rapidly developing research area. Also, the construction of this special issue is likely to have been different from preceding ones. In addition to the invitations sent to specific research groups involved in electromagnetic inverse problems, the Guest Editors also solicited recommendations, from a large number of experts, of potential authors who were thereupon encouraged to contribute. Moreover, an open call for contributions was published on the homepage of Inverse Problems in order to attract as wide a scope of contributions as possible. This special issue's attempt at generality might also define its limitations: by no means could this collection of papers be exhaustive or complete, and as Guest Editors we are well aware that many exciting topics and potential contributions will be missing. This, however, also determines its very special flavor: besides addressing electromagnetic inverse problems in a broad sense, there were only a few restrictions on the contributions considered for this section. One requirement was plausible evidence of either novelty or the emergent nature of the technique or application described, judged mainly by the referees, and in some cases by the Guest Editors. The technical quality of the contributions always remained a stringent condition of acceptance, final adjudication (possibly questionable either way, not always positive) being made in most cases once a thorough revision process had been carried out. Therefore, we hope that the final result presented here constitutes an interesting collection of novel ideas and applications, properly refereed and edited, which will find its own readership and which can stimulate significant new research in the topics represented. Overall, as Guest Editors, we feel quite fortunate to have obtained such a strong response to the call for this issue and to have a really wide-ranging collection of high-quality contributions which, indeed, can be read from the first to the last page with sustained enthusiasm. A large number of applications and techniques is represented, overall via 16 contributions with 45 authors in total. This shows, in our opinion, that electromagnetic imaging and inversion remain amongst the most challenging and active research areas in applied inverse problems today. Below, we give a brief overview of the contributions included in this issue, ordered alphabetically by the surname of the leading author. 1. The complexity of handling potential randomness of the source in an inverse scattering problem is not minor, and the literature is far from being replete in this configuration. The contribution by G Bao, S N Chow, P Li and H Zhou, `Numerical solution of an inverse medium scattering problem with a stochastic source', exemplifies how to hybridize Wiener chaos expansion with a recursive linearization method in order to solve the stochastic problem as a set of decoupled deterministic ones. 2. In cases where the forward problem is expensive to evaluate, database methods might become a reliable method of choice, while enabling one to deliver more information on the inversion itself. The contribution by S Bilicz, M Lambert and Sz Gyimóthy, `Kriging-based generation of optimal databases as forward and inverse surrogate models', describes such a technique which uses kriging for constructing an efficient database with the goal of achieving an equidistant distribution of points in the measurement space. 3. Anisotropy remains a considerable challenge in electromagnetic imaging, which is tackled in the contribution by F Cakoni, D Colton, P Monk and J Sun, `The inverse electromagnetic scattering problem for anisotropic media', via the fact that transmission eigenvalues can be retrieved from a far-field scattering pattern, yielding, in particular, lower and upper bounds of the index of refraction of the unknown (dielectric anisotropic) scatterer. 4. So-called subspace optimization methods (SOM) have attracted a lot of interest recently in many fields. The contribution by X Chen, `Subspace-based optimization method for inverse scattering problems with an inhomogeneous background medium', illustrates how to address a realistic situation in which the medium containing the unknown obstacles is not homogeneous, via blending a properly developed SOM with a finite-element approach to the required Green's functions. 5. H Egger, M Hanke, C Schneider, J Schöberl and S Zaglmayr, in their contribution `Adjoint-based sampling methods for electromagnetic scattering', show how to efficiently develop sampling methods without explicit knowledge of the dyadic Green's function once an adjoint problem has been solved at much lower computational cost. This is demonstrated by examples in demanding propagative and diffusive situations. 6. Passive sensor arrays can be employed to image reflectors from ambient noise via proper migration of cross-correlation matrices into their embedding medium. This is investigated, and resolution, in particular, is considered in detail, as a function of the characteristics of the sensor array and those of the noise, in the contribution by J Garnier and G Papanicolaou, `Resolution analysis for imaging with noise'. 7. A direct reconstruction technique based on the conformal mapping theorem is proposed and investigated in depth in the contribution by H Haddar and R Kress, `Conformal mapping and impedance tomography'. This paper expands on previous work, with inclusions in homogeneous media, convergence results, and numerical illustrations. 8. The contribution by T Hohage and S Langer, `Acceleration techniques for regularized Newton methods applied to electromagnetic inverse medium scattering problems', focuses on a spectral preconditioner intended to accelerate regularized Newton methods as employed for the retrieval of a local inhomogeneity in a three-dimensional vector electromagnetic case, while also illustrating the implementation of a Lepskiĭ-type stopping rule outsmarting a traditional discrepancy principle. 9. Geophysical applications are a rich source of practically relevant inverse problems. The contribution by M Li, A Abubakar and T Habashy, `Application of a two-and-a-half dimensional model-based algorithm to crosswell electromagnetic data inversion', deals with a model-based inversion technique for electromagnetic imaging which addresses novel challenges such as multi-physics inversion, and incorporation of prior knowledge, such as in hydrocarbon recovery. 10. Non-stationary inverse problems, considered as a special class of Bayesian inverse problems, are framed via an orthogonal decomposition representation in the contribution by A Lipponen, A Seppänen and J P Kaipio, `Reduced order estimation of nonstationary flows with electrical impedance tomography'. The goal is to simultaneously estimate, from electrical impedance tomography data, certain characteristics of the Navier--Stokes fluid flow model together with time-varying concentration distribution. 11. Non-iterative imaging methods of thin, penetrable cracks, based on asymptotic expansion of the scattering amplitude and analysis of the multi-static response matrix, are discussed in the contribution by W-K Park, `On the imaging of thin dielectric inclusions buried within a half-space', completing, for a shallow burial case at multiple frequencies, the direct imaging of small obstacles (here, along their transverse dimension), MUSIC and non-MUSIC type indicator functions being used for that purpose. 12. The contribution by R Potthast, `A study on orthogonality sampling' envisages quick localization and shaping of obstacles from (portions of) far-field scattering patterns collected at one or more time-harmonic frequencies, via the simple calculation (and summation) of scalar products between those patterns and a test function. This is numerically exemplified for Neumann/Dirichlet boundary conditions and homogeneous/heterogeneous embedding media. 13. The contribution by J D Shea, P Kosmas, B D Van Veen and S C Hagness, `Contrast-enhanced microwave imaging of breast tumors: a computational study using 3D realistic numerical phantoms', aims at microwave medical imaging, namely the early detection of breast cancer. The use of contrast enhancing agents is discussed in detail and a number of reconstructions in three-dimensional geometry of realistic numerical breast phantoms are presented. 14. The contribution by D A Subbarayappa and V Isakov, `Increasing stability of the continuation for the Maxwell system', discusses enhanced log-type stability results for continuation of solutions of the time-harmonic Maxwell system, adding a fresh chapter to the interesting story of the study of the Cauchy problem for PDE. 15. In their contribution, `Recent developments of a monotonicity imaging method for magnetic induction tomography in the small skin-depth regime', A Tamburrino, S Ventre and G Rubinacci extend the recently developed monotonicity method toward the application of magnetic induction tomography in order to map surface-breaking defects affecting a damaged metal component. 16. The contribution by F Viani, P Rocca, M Benedetti, G Oliveri and A Massa, `Electromagnetic passive localization and tracking of moving targets in a WSN-infrastructured environment', contributes to what could still be seen as a niche problem, yet both useful in terms of applications, e.g., security, and challenging in terms of methodologies and experiments, in particular, in view of the complexity of environments in which this endeavor is to take place and the variability of the wireless sensor networks employed. To conclude, we would like to thank the able and tireless work of Kate Watt and Zoë Crossman, as past and present Publishers of the Journal, on what was definitely a long and exciting journey (sometimes a little discouraging when reports were not arriving, or authors were late, or Guest Editors overwhelmed) that started from a thorough discussion at the `Manchester workshop on electromagnetic inverse problems' held mid-June 2009, between Kate Watt and the Guest Editors. We gratefully acknowledge the fact that W W Symes gave us his full backing to carry out this special issue and that A K Louis completed it successfully. Last, but not least, the staff of Inverse Problems should be thanked, since they work together to make it a premier journal.
Children's Understanding of the Arithmetic Concepts of Inversion and Associativity
ERIC Educational Resources Information Center
Robinson, Katherine M.; Ninowski, Jerilyn E.; Gray, Melissa L.
2006-01-01
Previous studies have shown that even preschoolers can solve inversion problems of the form a + b - b by using the knowledge that addition and subtraction are inverse operations. In this study, a new type of inversion problem of the form d x e [divided by] e was also examined. Grade 6 and 8 students solved inversion problems of both types as well…
Products of random matrices from fixed trace and induced Ginibre ensembles
NASA Astrophysics Data System (ADS)
Akemann, Gernot; Cikovic, Milan
2018-05-01
We investigate the microcanonical version of the complex induced Ginibre ensemble, by introducing a fixed trace constraint for its second moment. Like for the canonical Ginibre ensemble, its complex eigenvalues can be interpreted as a two-dimensional Coulomb gas, which are now subject to a constraint and a modified, collective confining potential. Despite the lack of determinantal structure in this fixed trace ensemble, we compute all its density correlation functions at finite matrix size and compare to a fixed trace ensemble of normal matrices, representing a different Coulomb gas. Our main tool of investigation is the Laplace transform, that maps back the fixed trace to the induced Ginibre ensemble. Products of random matrices have been used to study the Lyapunov and stability exponents for chaotic dynamical systems, where the latter are based on the complex eigenvalues of the product matrix. Because little is known about the universality of the eigenvalue distribution of such product matrices, we then study the product of m induced Ginibre matrices with a fixed trace constraint—which are clearly non-Gaussian—and M ‑ m such Ginibre matrices without constraint. Using an m-fold inverse Laplace transform, we obtain a concise result for the spectral density of such a mixed product matrix at finite matrix size, for arbitrary fixed m and M. Very recently local and global universality was proven by the authors and their coworker for a more general, single elliptic fixed trace ensemble in the bulk of the spectrum. Here, we argue that the spectral density of mixed products is in the same universality class as the product of M independent induced Ginibre ensembles.
Analysis techniques for multivariate root loci. [a tool in linear control systems
NASA Technical Reports Server (NTRS)
Thompson, P. M.; Stein, G.; Laub, A. J.
1980-01-01
Analysis and techniques are developed for the multivariable root locus and the multivariable optimal root locus. The generalized eigenvalue problem is used to compute angles and sensitivities for both types of loci, and an algorithm is presented that determines the asymptotic properties of the optimal root locus.
DOE Office of Scientific and Technical Information (OSTI.GOV)
Perkins, F.W.; Sun, Y.C.
1980-11-01
The steady-state solution of the nonlinear Vlasov-Poisson equations is reduced to a nonlinear eigenvalue problem for the case of double-layer (potential drop) boundary conditions. Solutions with no relative electron-ion drifts are found. The kinetic stability is discussed. Suggestions for creating these states in experiments and computer simulations are offered.
On Dynamics of Spinning Structures
NASA Technical Reports Server (NTRS)
Gupta, K. K.; Ibrahim, A.
2012-01-01
This paper provides details of developments pertaining to vibration analysis of gyroscopic systems, that involves a finite element structural discretization followed by the solution of the resulting matrix eigenvalue problem by a progressive, accelerated simultaneous iteration technique. Thus Coriolis, centrifugal and geometrical stiffness matrices are derived for shell and line elements, followed by the eigensolution details as well as solution of representative problems that demonstrates the efficacy of the currently developed numerical procedures and tools.
Polynomial modal analysis of slanted lamellar gratings.
Granet, Gérard; Randriamihaja, Manjakavola Honore; Raniriharinosy, Karyl
2017-06-01
The problem of diffraction by slanted lamellar dielectric and metallic gratings in classical mounting is formulated as an eigenvalue eigenvector problem. The numerical solution is obtained by using the moment method with Legendre polynomials as expansion and test functions, which allows us to enforce in an exact manner the boundary conditions which determine the eigensolutions. Our method is successfully validated by comparison with other methods including in the case of highly slanted gratings.
The Shock and Vibration Digest, Volume 18, Number 3
1986-03-01
Linear Distributed Parameter Des., Proc. Intl. Symp., 11th ONR Naval Struc. Systems by Shifted Legendre Polynomial Func- Mech. Symp., Tucson, AZ, pp...University, Atlanta, Georgia nonlinear problems with elementary algebra . It J. Sound Vib., 102 (2), pp 247-257 (Sept 22, uses i = -1, the Pascal’s...eigenvalues specified. The optimal avoid failure due to resonance under the action control problem of a linear distributed parameter 0School of Mechanical
Efficient construction of exchange and correlation potentials by inverting the Kohn-Sham equations.
Kananenka, Alexei A; Kohut, Sviataslau V; Gaiduk, Alex P; Ryabinkin, Ilya G; Staroverov, Viktor N
2013-08-21
Given a set of canonical Kohn-Sham orbitals, orbital energies, and an external potential for a many-electron system, one can invert the Kohn-Sham equations in a single step to obtain the corresponding exchange-correlation potential, vXC(r). For orbitals and orbital energies that are solutions of the Kohn-Sham equations with a multiplicative vXC(r) this procedure recovers vXC(r) (in the basis set limit), but for eigenfunctions of a non-multiplicative one-electron operator it produces an orbital-averaged potential. In particular, substitution of Hartree-Fock orbitals and eigenvalues into the Kohn-Sham inversion formula is a fast way to compute the Slater potential. In the same way, we efficiently construct orbital-averaged exchange and correlation potentials for hybrid and kinetic-energy-density-dependent functionals. We also show how the Kohn-Sham inversion approach can be used to compute functional derivatives of explicit density functionals and to approximate functional derivatives of orbital-dependent functionals.
Mode detection in turbofan inlets from near field sensor arrays.
Castres, Fabrice O; Joseph, Phillip F
2007-02-01
Knowledge of the modal content of the sound field radiated from a turbofan inlet is important for source characterization and for helping to determine noise generation mechanisms in the engine. An inverse technique for determining the mode amplitudes at the duct outlet is proposed using pressure measurements made in the near field. The radiated sound pressure from a duct is modeled by directivity patterns of cut-on modes in the near field using a model based on the Kirchhoff approximation for flanged ducts with no flow. The resulting system of equations is ill posed and it is shown that the presence of modes with eigenvalues close to a cutoff frequency results in a poorly conditioned directivity matrix. An analysis of the conditioning of this directivity matrix is carried out to assess the inversion robustness and accuracy. A physical interpretation of the singular value decomposition is given and allows us to understand the issues of ill conditioning as well as the detection performance of the radiated sound field by a given sensor array.
Computing Evans functions numerically via boundary-value problems
NASA Astrophysics Data System (ADS)
Barker, Blake; Nguyen, Rose; Sandstede, Björn; Ventura, Nathaniel; Wahl, Colin
2018-03-01
The Evans function has been used extensively to study spectral stability of travelling-wave solutions in spatially extended partial differential equations. To compute Evans functions numerically, several shooting methods have been developed. In this paper, an alternative scheme for the numerical computation of Evans functions is presented that relies on an appropriate boundary-value problem formulation. Convergence of the algorithm is proved, and several examples, including the computation of eigenvalues for a multi-dimensional problem, are given. The main advantage of the scheme proposed here compared with earlier methods is that the scheme is linear and scalable to large problems.
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.
NASA Technical Reports Server (NTRS)
Sabatier, P. C.
1972-01-01
The progressive realization of the consequences of nonuniqueness imply an evolution of both the methods and the centers of interest in inverse problems. This evolution is schematically described together with the various mathematical methods used. A comparative description is given of inverse methods in scientific research, with examples taken from mathematics, quantum and classical physics, seismology, transport theory, radiative transfer, electromagnetic scattering, electrocardiology, etc. It is hoped that this paper will pave the way for an interdisciplinary study of inverse problems.
Solving the transport equation with quadratic finite elements: Theory and applications
DOE Office of Scientific and Technical Information (OSTI.GOV)
Ferguson, J.M.
1997-12-31
At the 4th Joint Conference on Computational Mathematics, the author presented a paper introducing a new quadratic finite element scheme (QFEM) for solving the transport equation. In the ensuing year the author has obtained considerable experience in the application of this method, including solution of eigenvalue problems, transmission problems, and solution of the adjoint form of the equation as well as the usual forward solution. He will present detailed results, and will also discuss other refinements of his transport codes, particularly for 3-dimensional problems on rectilinear and non-rectilinear grids.
Well-conditioned fractional collocation methods using fractional Birkhoff interpolation basis
NASA Astrophysics Data System (ADS)
Jiao, Yujian; Wang, Li-Lian; Huang, Can
2016-01-01
The purpose of this paper is twofold. Firstly, we provide explicit and compact formulas for computing both Caputo and (modified) Riemann-Liouville (RL) fractional pseudospectral differentiation matrices (F-PSDMs) of any order at general Jacobi-Gauss-Lobatto (JGL) points. We show that in the Caputo case, it suffices to compute F-PSDM of order μ ∈ (0 , 1) to compute that of any order k + μ with integer k ≥ 0, while in the modified RL case, it is only necessary to evaluate a fractional integral matrix of order μ ∈ (0 , 1). Secondly, we introduce suitable fractional JGL Birkhoff interpolation problems leading to new interpolation polynomial basis functions with remarkable properties: (i) the matrix generated from the new basis yields the exact inverse of F-PSDM at "interior" JGL points; (ii) the matrix of the highest fractional derivative in a collocation scheme under the new basis is diagonal; and (iii) the resulted linear system is well-conditioned in the Caputo case, while in the modified RL case, the eigenvalues of the coefficient matrix are highly concentrated. In both cases, the linear systems of the collocation schemes using the new basis can be solved by an iterative solver within a few iterations. Notably, the inverse can be computed in a very stable manner, so this offers optimal preconditioners for usual fractional collocation methods for fractional differential equations (FDEs). It is also noteworthy that the choice of certain special JGL points with parameters related to the order of the equations can ease the implementation. We highlight that the use of the Bateman's fractional integral formulas and fast transforms between Jacobi polynomials with different parameters, is essential for our algorithm development.
BOOK REVIEW: Inverse Problems. Activities for Undergraduates
NASA Astrophysics Data System (ADS)
Yamamoto, Masahiro
2003-06-01
This book is a valuable introduction to inverse problems. In particular, from the educational point of view, the author addresses the questions of what constitutes an inverse problem and how and why we should study them. Such an approach has been eagerly awaited for a long time. Professor Groetsch, of the University of Cincinnati, is a world-renowned specialist in inverse problems, in particular the theory of regularization. Moreover, he has made a remarkable contribution to educational activities in the field of inverse problems, which was the subject of his previous book (Groetsch C W 1993 Inverse Problems in the Mathematical Sciences (Braunschweig: Vieweg)). For this reason, he is one of the most qualified to write an introductory book on inverse problems. Without question, inverse problems are important, necessary and appear in various aspects. So it is crucial to introduce students to exercises in inverse problems. However, there are not many introductory books which are directly accessible by students in the first two undergraduate years. As a consequence, students often encounter diverse concrete inverse problems before becoming aware of their general principles. The main purpose of this book is to present activities to allow first-year undergraduates to learn inverse theory. To my knowledge, this book is a rare attempt to do this and, in my opinion, a great success. The author emphasizes that it is very important to teach inverse theory in the early years. He writes; `If students consider only the direct problem, they are not looking at the problem from all sides .... The habit of always looking at problems from the direct point of view is intellectually limiting ...' (page 21). The book is very carefully organized so that teachers will be able to use it as a textbook. After an introduction in chapter 1, sucessive chapters deal with inverse problems in precalculus, calculus, differential equations and linear algebra. In order to let one gain some insight into the nature of inverse problems and the appropriate mode of thought, chapter 1 offers historical vignettes, most of which have played an essential role in the development of natural science. These vignettes cover the first successful application of `non-destructive testing' by Archimedes (page 4) via Newton's laws of motion up to literary tomography, and readers will be able to enjoy a wide overview of inverse problems. Therefore, as the author asks, the reader should not skip this chapter. This may not be hard to do, since the headings of the sections are quite intriguing (`Archimedes' Bath', `Another World', `Got the Time?', `Head Games', etc). The author embarks on the technical approach to inverse problems in chapter 2. He has elegantly designed each section with a guide specifying course level, objective, mathematical and scientifical background and appropriate technology (e.g. types of calculators required). The guides are designed such that teachers may be able to construct effective and attractive courses by themselves. The book is not intended to offer one rigidly determined course, but should be used flexibly and independently according to the situation. Moreover, every section closes with activities which can be chosen according to the students' interests and levels of ability. Some of these exercises do not have ready solutions, but require long-term study, so readers are not required to solve all of them. After chapter 5, which contains discrete inverse problems such as the algebraic reconstruction technique and the Backus - Gilbert method, there are answers and commentaries to the activities. Finally, scripts in MATLAB are attached, although they can also be downloaded from the author's web page (http://math.uc.edu/~groetsch/). This book is aimed at students but it will be very valuable to researchers wishing to retain a wide overview of inverse problems in the midst of busy research activities. A Japanese version was published in 2002.
Comparison of scalar measures used in magnetic resonance diffusion tensor imaging.
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.
Resonance Extraction from the Finite Volume
DOE Office of Scientific and Technical Information (OSTI.GOV)
Doring, Michael; Molina Peralta, Raquel
2016-06-01
The spectrum of excited hadrons becomes accessible in simulations of Quantum Chromodynamics on the lattice. Extensions of Lüscher's method allow to address multi-channel scattering problems using moving frames or modified boundary conditions to obtain more eigenvalues in finite volume. As these are at different energies, interpolations are needed to relate different eigenvalues and to help determine the amplitude. Expanding the T- or the K-matrix locally provides a controlled scheme by removing the known non-analyticities of thresholds. This can be stabilized by using Chiral Perturbation Theory. Different examples to determine resonance pole parameters and to disentangle resonances from thresholds are dis-more » cussed, like the scalar meson f0(980) and the excited baryons N(1535)1/2^- and Lambda(1405)1/2^-.« less
Quantum mechanics on space with SU(2) fuzziness
NASA Astrophysics Data System (ADS)
Fatollahi, Amir H.; Shariati, Ahmad; Khorrami, Mohammad
2009-04-01
Quantum mechanics of models is considered which are constructed in spaces with Lie algebra type commutation relations between spatial coordinates. The case is specialized to that of the group SU(2), for which the formulation of the problem via the Euler parameterization is also presented. SU(2)-invariant systems are discussed, and the corresponding eigenvalue problem for the Hamiltonian is reduced to an ordinary differential equation, as is the case with such models on commutative spaces.
NASA Technical Reports Server (NTRS)
Lyusternik, L. A.
1980-01-01
The mathematics involved in numerically solving for the plane boundary value of the Laplace equation by the grid method is developed. The approximate solution of a boundary value problem for the domain of the Laplace equation by the grid method consists of finding u at the grid corner which satisfies the equation at the internal corners (u=Du) and certain boundary value conditions at the boundary corners.
Methods, Software and Tools for Three Numerical Applications. Final report
DOE Office of Scientific and Technical Information (OSTI.GOV)
E. R. Jessup
2000-03-01
This is a report of the results of the authors work supported by DOE contract DE-FG03-97ER25325. They proposed to study three numerical problems. They are: (1) the extension of the PMESC parallel programming library; (2) the development of algorithms and software for certain generalized eigenvalue and singular value (SVD) problems, and (3) the application of techniques of linear algebra to an information retrieval technique known as latent semantic indexing (LSI).
Acoustic-Liner Admittance in a Duct
NASA Technical Reports Server (NTRS)
Watson, W. R.
1986-01-01
Method calculates admittance from easily obtainable values. New method for calculating acoustic-liner admittance in rectangular duct with grazing flow based on finite-element discretization of acoustic field and reposing of unknown admittance value as linear eigenvalue problem on admittance value. Problem solved by Gaussian elimination. Unlike existing methods, present method extendable to mean flows with two-dimensional boundary layers as well. In presence of shear, results of method compared well with results of Runge-Kutta integration technique.
NASA Technical Reports Server (NTRS)
Ito, K.; Teglas, R.
1984-01-01
The numerical scheme based on the Legendre-tau approximation is proposed to approximate the feedback solution to the linear quadratic optimal control problem for hereditary differential systems. The convergence property is established using Trotter ideas. The method yields very good approximations at low orders and provides an approximation technique for computing closed-loop eigenvalues of the feedback system. A comparison with existing methods (based on averaging and spline approximations) is made.
NASA Technical Reports Server (NTRS)
Ito, Kazufumi; Teglas, Russell
1987-01-01
The numerical scheme based on the Legendre-tau approximation is proposed to approximate the feedback solution to the linear quadratic optimal control problem for hereditary differential systems. The convergence property is established using Trotter ideas. The method yields very good approximations at low orders and provides an approximation technique for computing closed-loop eigenvalues of the feedback system. A comparison with existing methods (based on averaging and spline approximations) is made.
An eigenvalue approach to quantum plasmonics based on a self-consistent hydrodynamics method
NASA Astrophysics Data System (ADS)
Ding, Kun; Chan, C. T.
2018-02-01
Plasmonics has attracted much attention not only because it has useful properties such as strong field enhancement, but also because it reveals the quantum nature of matter. To handle quantum plasmonics effects, ab initio packages or empirical Feibelman d-parameters have been used to explore the quantum correction of plasmonic resonances. However, most of these methods are formulated within the quasi-static framework. The self-consistent hydrodynamics model offers a reliable approach to study quantum plasmonics because it can incorporate the quantum effect of the electron gas into classical electrodynamics in a consistent manner. Instead of the standard scattering method, we formulate the self-consistent hydrodynamics method as an eigenvalue problem to study quantum plasmonics with electrons and photons treated on the same footing. We find that the eigenvalue approach must involve a global operator, which originates from the energy functional of the electron gas. This manifests the intrinsic nonlocality of the response of quantum plasmonic resonances. Our model gives the analytical forms of quantum corrections to plasmonic modes, incorporating quantum electron spill-out effects and electrodynamical retardation. We apply our method to study the quantum surface plasmon polariton for a single flat interface.
Eigensolutions of nonviscously damped systems based on the fixed-point iteration
NASA Astrophysics Data System (ADS)
Lázaro, Mario
2018-03-01
In this paper, nonviscous, nonproportional, symmetric vibrating structures are considered. Nonviscously damped systems present dissipative forces depending on the time history of the response via kernel hereditary functions. Solutions of the free motion equation leads to a nonlinear eigenvalue problem involving mass, stiffness and damping matrices, this latter as dependent on frequency. Viscous damping can be considered as a particular case, involving damping forces as function of the instantaneous velocity of the degrees of freedom. In this work, a new numerical procedure to compute eigensolutions is proposed. The method is based on the construction of certain recursive functions which, under a iterative scheme, allow to reach eigenvalues and eigenvectors simultaneously and avoiding computation of eigensensitivities. Eigenvalues can be read then as fixed-points of those functions. A deep analysis of the convergence is carried out, focusing specially on relating the convergence conditions and error-decay rate to the damping model features, such as the nonproportionality and the viscoelasticity. The method is validated using two 6 degrees of freedom numerical examples involving both nonviscous and viscous damping and a continuous system with a local nonviscous damper. The convergence and the sequences behavior are in agreement with the results foreseen by the theory.
The behaviour of resonances in Hecke triangular billiards under deformation
NASA Astrophysics Data System (ADS)
Howard, P. J.; O'Mahony, P. F.
2007-08-01
The right-hand boundary of Artin's billiard on the Poincaré half-plane is continuously deformed to generate a class of chaotic billiards which includes fundamental domains of the Hecke groups Γ(2, n) at certain values of the deformation parameter. The quantum scattering problem in these open chaotic billiards is described and the distributions of both real and imaginary parts of the resonant eigenvalues are investigated. The transitions to arithmetic chaos in the cases n ∈ {4, 6} are closely examined and the explicit analytic form for the scattering matrix is given together with the Fourier coefficients for the scattered wavefunction. The n = 4 and 6 cases have an additional set of regular equally spaced resonances compared to Artin's billiard (n = 3). For a general deformation, a numerical procedure is presented which generates the resonance eigenvalues and the evolution of the eigenvalues is followed as the boundary is varied continuously which leads to dramatic changes in their distribution. For deformations away from the non-generic arithmetic cases, including that of the tiling Hecke triangular billiard n = 5, the distributions of the positions and widths of the resonances are consistent with the predictions of a random matrix theory.
NASA Astrophysics Data System (ADS)
Chang, Yao-Chung; Lai, Chin-Feng; Chuang, Chi-Cheng; Hou, Cheng-Yu
2018-04-01
With the progress of science and technology, more and more machines are adpot to help human life better and more convenient. When the machines have been used for a longer period of time so that the machine components are getting old, the amount of power comsumption will increase and easily cause the machine to overheat. This also causes a waste of invisible resources. If the Internet of Everything (IoE) technologies are able to be applied into the enterprise information systems for monitoring the machines use time, it can not only make energy can be effectively used, but aslo create a safer living environment. To solve the above problem, the correlation predict model is established to collect the data of power consumption converted into power eigenvalues. This study takes the power eigenvalue as the independent variable and use time as the dependent variable in order to establish the decline curve. Ultimately, the scoring and estimation modules are employed to seek the best power eigenvalue as the independent variable. To predict use time, the correlation is discussed between the use time and the decline curve to improve the entire behavioural analysis of the facilitate recognition of the use time of machines.
NASA Astrophysics Data System (ADS)
Cuevas-Maraver, Jesús; Kevrekidis, Panayotis G.; Vainchtein, Anna; Xu, Haitao
2017-09-01
In this work, we provide two complementary perspectives for the (spectral) stability of solitary traveling waves in Hamiltonian nonlinear dynamical lattices, of which the Fermi-Pasta-Ulam and the Toda lattice are prototypical examples. One is as an eigenvalue problem for a stationary solution in a cotraveling frame, while the other is as a periodic orbit modulo shifts. We connect the eigenvalues of the former with the Floquet multipliers of the latter and using this formulation derive an energy-based spectral stability criterion. It states that a sufficient (but not necessary) condition for a change in the wave stability occurs when the functional dependence of the energy (Hamiltonian) H of the model on the wave velocity c changes its monotonicity. Moreover, near the critical velocity where the change of stability occurs, we provide an explicit leading-order computation of the unstable eigenvalues, based on the second derivative of the Hamiltonian H''(c0) evaluated at the critical velocity c0. We corroborate this conclusion with a series of analytically and numerically tractable examples and discuss its parallels with a recent energy-based criterion for the stability of discrete breathers.
Overview of Krylov subspace methods with applications to control problems
NASA Technical Reports Server (NTRS)
Saad, Youcef
1989-01-01
An overview of projection methods based on Krylov subspaces are given with emphasis on their application to solving matrix equations that arise in control problems. The main idea of Krylov subspace methods is to generate a basis of the Krylov subspace Span and seek an approximate solution the the original problem from this subspace. Thus, the original matrix problem of size N is approximated by one of dimension m typically much smaller than N. Krylov subspace methods have been very successful in solving linear systems and eigenvalue problems and are now just becoming popular for solving nonlinear equations. It is shown how they can be used to solve partial pole placement problems, Sylvester's equation, and Lyapunov's equation.
Probabilistic numerical methods for PDE-constrained Bayesian inverse problems
NASA Astrophysics Data System (ADS)
Cockayne, Jon; Oates, Chris; Sullivan, Tim; Girolami, Mark
2017-06-01
This paper develops meshless methods for probabilistically describing discretisation error in the numerical solution of partial differential equations. This construction enables the solution of Bayesian inverse problems while accounting for the impact of the discretisation of the forward problem. In particular, this drives statistical inferences to be more conservative in the presence of significant solver error. Theoretical results are presented describing rates of convergence for the posteriors in both the forward and inverse problems. This method is tested on a challenging inverse problem with a nonlinear forward model.
DOE Office of Scientific and Technical Information (OSTI.GOV)
Aguilo Valentin, Miguel Alejandro
2016-07-01
This study presents a new nonlinear programming formulation for the solution of inverse problems. First, a general inverse problem formulation based on the compliance error functional is presented. The proposed error functional enables the computation of the Lagrange multipliers, and thus the first order derivative information, at the expense of just one model evaluation. Therefore, the calculation of the Lagrange multipliers does not require the solution of the computationally intensive adjoint problem. This leads to significant speedups for large-scale, gradient-based inverse problems.
Physics-based Inverse Problem to Deduce Marine Atmospheric Boundary Layer Parameters
2017-03-07
please find the Final Technical Report with SF 298 for Dr. Erin E. Hackett’s ONR grant entitled Physics-based Inverse Problem to Deduce Marine...From- To) 07/03/2017 Final Technica l Dec 2012- Dec 2016 4. TITLE AND SUBTITLE 5a. CONTRACT NUMBER Physics-based Inverse Problem to Deduce Marine...SUPPLEMENTARY NOTES 14. ABSTRACT This report describes research results related to the development and implementation of an inverse problem approach for
Classical Trajectories and Quantum Spectra
NASA Technical Reports Server (NTRS)
Mielnik, Bogdan; Reyes, Marco A.
1996-01-01
A classical model of the Schrodinger's wave packet is considered. The problem of finding the energy levels corresponds to a classical manipulation game. It leads to an approximate but non-perturbative method of finding the eigenvalues, exploring the bifurcations of classical trajectories. The role of squeezing turns out decisive in the generation of the discrete spectra.
Aeroelastic analysis of a troposkien-type wind turbine blade
NASA Technical Reports Server (NTRS)
Nitzsche, F.
1981-01-01
The linear aeroelastic equations for one curved blade of a vertical axis wind turbine in state vector form are presented. The method is based on a simple integrating matrix scheme together with the transfer matrix idea. The method is proposed as a convenient way of solving the associated eigenvalue problem for general support conditions.
Homogenization of Winkler-Steklov spectral conditions in three-dimensional linear elasticity
NASA Astrophysics Data System (ADS)
Gómez, D.; Nazarov, S. A.; Pérez, M. E.
2018-04-01
We consider a homogenization Winkler-Steklov spectral problem that consists of the elasticity equations for a three-dimensional homogeneous anisotropic elastic body which has a plane part of the surface subject to alternating boundary conditions on small regions periodically placed along the plane. These conditions are of the Dirichlet type and of the Winkler-Steklov type, the latter containing the spectral parameter. The rest of the boundary of the body is fixed, and the period and size of the regions, where the spectral parameter arises, are of order ɛ . For fixed ɛ , the problem has a discrete spectrum, and we address the asymptotic behavior of the eigenvalues {β _k^ɛ }_{k=1}^{∞} as ɛ → 0. We show that β _k^ɛ =O(ɛ ^{-1}) for each fixed k, and we observe a common limit point for all the rescaled eigenvalues ɛ β _k^ɛ while we make it evident that, although the periodicity of the structure only affects the boundary conditions, a band-gap structure of the spectrum is inherited asymptotically. Also, we provide the asymptotic behavior for certain "groups" of eigenmodes.
The cosmological constant as an eigenvalue of a Sturm-Liouville problem
NASA Astrophysics Data System (ADS)
Astashenok, Artyom V.; Elizalde, Emilio; Yurov, Artyom V.
2014-01-01
It is observed that one of Einstein-Friedmann's equations has formally the aspect of a Sturm-Liouville problem, and that the cosmological constant, Λ, plays thereby the role of spectral parameter (what hints to its connection with the Casimir effect). The subsequent formulation of appropriate boundary conditions leads to a set of admissible values for Λ, considered as eigenvalues of the corresponding linear operator. Simplest boundary conditions are assumed, namely that the eigenfunctions belong to L 2 space, with the result that, when all energy conditions are satisfied, they yield a discrete spectrum for Λ>0 and a continuous one for Λ<0. A very interesting situation is seen to occur when the discrete spectrum contains only one point: then, there is the possibility to obtain appropriate cosmological conditions without invoking the anthropic principle. This possibility is shown to be realized in cyclic cosmological models, provided the potential of the matter field is similar to the potential of the scalar field. The dynamics of the universe in this case contains a sudden future singularity.
Hybrid quantum-classical hierarchy for mitigation of decoherence and determination of excited states
DOE Office of Scientific and Technical Information (OSTI.GOV)
McClean, Jarrod R.; Kimchi-Schwartz, Mollie E.; Carter, Jonathan
Using quantum devices supported by classical computational resources is a promising approach to quantum-enabled computation. One powerful example of such a hybrid quantum-classical approach optimized for classically intractable eigenvalue problems is the variational quantum eigensolver, built to utilize quantum resources for the solution of eigenvalue problems and optimizations with minimal coherence time requirements by leveraging classical computational resources. These algorithms have been placed as leaders among the candidates for the first to achieve supremacy over classical computation. Here, we provide evidence for the conjecture that variational approaches can automatically suppress even nonsystematic decoherence errors by introducing an exactly solvable channelmore » model of variational state preparation. Moreover, we develop a more general hierarchy of measurement and classical computation that allows one to obtain increasingly accurate solutions by leveraging additional measurements and classical resources. In conclusion, we demonstrate numerically on a sample electronic system that this method both allows for the accurate determination of excited electronic states as well as reduces the impact of decoherence, without using any additional quantum coherence time or formal error-correction codes.« less
Diagonally Implicit Runge-Kutta Methods for Ordinary Differential Equations. A Review
NASA Technical Reports Server (NTRS)
Kennedy, Christopher A.; Carpenter, Mark H.
2016-01-01
A review of diagonally implicit Runge-Kutta (DIRK) methods applied to rst-order ordinary di erential equations (ODEs) is undertaken. The goal of this review is to summarize the characteristics, assess the potential, and then design several nearly optimal, general purpose, DIRK-type methods. Over 20 important aspects of DIRKtype methods are reviewed. A design study is then conducted on DIRK-type methods having from two to seven implicit stages. From this, 15 schemes are selected for general purpose application. Testing of the 15 chosen methods is done on three singular perturbation problems. Based on the review of method characteristics, these methods focus on having a stage order of two, sti accuracy, L-stability, high quality embedded and dense-output methods, small magnitudes of the algebraic stability matrix eigenvalues, small values of aii, and small or vanishing values of the internal stability function for large eigenvalues of the Jacobian. Among the 15 new methods, ESDIRK4(3)6L[2]SA is recommended as a good default method for solving sti problems at moderate error tolerances.
CAVE3: A general transient heat transfer computer code utilizing eigenvectors and eigenvalues
NASA Technical Reports Server (NTRS)
Palmieri, J. V.; Rathjen, K. A.
1978-01-01
The method of solution is a hybrid analytical numerical technique which utilizes eigenvalues and eigenvectors. The method is inherently stable, permitting large time steps even with the best of conductors with the finest of mesh sizes which can provide a factor of five reduction in machine time compared to conventional explicit finite difference methods when structures with small time constants are analyzed over long time periods. This code will find utility in analyzing hypersonic missile and aircraft structures which fall naturally into this class. The code is a completely general one in that problems involving any geometry, boundary conditions and materials can be analyzed. This is made possible by requiring the user to establish the thermal network conductances between nodes. Dynamic storage allocation is used to minimize core storage requirements. This report is primarily a user's manual for CAVE3 code. Input and output formats are presented and explained. Sample problems are included which illustrate the usage of the code as well as establish the validity and accuracy of the method.
Predicting the stability of a compressible periodic parallel jet flow
NASA Technical Reports Server (NTRS)
Miles, Jeffrey H.
1996-01-01
It is known that mixing enhancement in compressible free shear layer flows with high convective Mach numbers is difficult. One design strategy to get around this is to use multiple nozzles. Extrapolating this design concept in a one dimensional manner, one arrives at an array of parallel rectangular nozzles where the smaller dimension is omega and the longer dimension, b, is taken to be infinite. In this paper, the feasibility of predicting the stability of this type of compressible periodic parallel jet flow is discussed. The problem is treated using Floquet-Bloch theory. Numerical solutions to this eigenvalue problem are presented. For the case presented, the interjet spacing, s, was selected so that s/omega =2.23. Typical plots of the eigenvalue and stability curves are presented. Results obtained for a range of convective Mach numbers from 3 to 5 show growth rates omega(sub i)=kc(sub i)/2 range from 0.25 to 0.29. These results indicate that coherent two-dimensional structures can occur without difficulty in multiple parallel periodic jet nozzles and that shear layer mixing should occur with this type of nozzle design.
Calculation and measurement of radiation corrections for plasmon resonances in nanoparticles
NASA Astrophysics Data System (ADS)
Hung, L.; Lee, S. Y.; McGovern, O.; Rabin, O.; Mayergoyz, I.
2013-08-01
The problem of plasmon resonances in metallic nanoparticles can be formulated as an eigenvalue problem under the condition that the wavelengths of the incident radiation are much larger than the particle dimensions. As the nanoparticle size increases, the quasistatic condition is no longer valid. For this reason, the accuracy of the electrostatic approximation may be compromised and appropriate radiation corrections for the calculation of resonance permittivities and resonance wavelengths are needed. In this paper, we present the radiation corrections in the framework of the eigenvalue method for plasmon mode analysis and demonstrate that the computational results accurately match analytical solutions (for nanospheres) and experimental data (for nanorings and nanocubes). We also demonstrate that the optical spectra of silver nanocube suspensions can be fully assigned to dipole-type resonance modes when radiation corrections are introduced. Finally, our method is used to predict the resonance wavelengths for face-to-face silver nanocube dimers on glass substrates. These results may be useful for the indirect measurements of the gaps in the dimers from extinction cross-section observations.
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.
NASA Astrophysics Data System (ADS)
Grabsch, Aurélien; Majumdar, Satya N.; Texier, Christophe
2017-06-01
Invariant ensembles of random matrices are characterized by the distribution of their eigenvalues \\{λ _1,\\ldots ,λ _N\\}. We study the distribution of truncated linear statistics of the form \\tilde{L}=\\sum _{i=1}^p f(λ _i) with p
The tunneling effect for a class of difference operators
NASA Astrophysics Data System (ADS)
Klein, Markus; Rosenberger, Elke
We analyze a general class of self-adjoint difference operators H𝜀 = T𝜀 + V𝜀 on ℓ2((𝜀ℤ)d), where V𝜀 is a multi-well potential and 𝜀 is a small parameter. We give a coherent review of our results on tunneling up to new sharp results on the level of complete asymptotic expansions (see [30-35]).Our emphasis is on general ideas and strategy, possibly of interest for a broader range of readers, and less on detailed mathematical proofs. The wells are decoupled by introducing certain Dirichlet operators on regions containing only one potential well. Then the eigenvalue problem for the Hamiltonian H𝜀 is treated as a small perturbation of these comparison problems. After constructing a Finslerian distance d induced by H𝜀, we show that Dirichlet eigenfunctions decay exponentially with a rate controlled by this distance to the well. It follows with microlocal techniques that the first n eigenvalues of H𝜀 converge to the first n eigenvalues of the direct sum of harmonic oscillators on ℝd located at several wells. In a neighborhood of one well, we construct formal asymptotic expansions of WKB-type for eigenfunctions associated with the low-lying eigenvalues of H𝜀. These are obtained from eigenfunctions or quasimodes for the operator H𝜀, acting on L2(ℝd), via restriction to the lattice (𝜀ℤ)d. Tunneling is then described by a certain interaction matrix, similar to the analysis for the Schrödinger operator (see [22]), the remainder is exponentially small and roughly quadratic compared with the interaction matrix. We give weighted ℓ2-estimates for the difference of eigenfunctions of Dirichlet-operators in neighborhoods of the different wells and the associated WKB-expansions at the wells. In the last step, we derive full asymptotic expansions for interactions between two “wells” (minima) of the potential energy, in particular for the discrete tunneling effect. Here we essentially use analysis on phase space, complexified in the momentum variable. These results are as sharp as the classical results for the Schrödinger operator in [22].
Random pure states: Quantifying bipartite entanglement beyond the linear statistics.
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.
JADAMILU: a software code for computing selected eigenvalues of large sparse symmetric matrices
NASA Astrophysics Data System (ADS)
Bollhöfer, Matthias; Notay, Yvan
2007-12-01
A new software code for computing selected eigenvalues and associated eigenvectors of a real symmetric matrix is described. The eigenvalues are either the smallest or those closest to some specified target, which may be in the interior of the spectrum. The underlying algorithm combines the Jacobi-Davidson method with efficient multilevel incomplete LU (ILU) preconditioning. Key features are modest memory requirements and robust convergence to accurate solutions. Parameters needed for incomplete LU preconditioning are automatically computed and may be updated at run time depending on the convergence pattern. The software is easy to use by non-experts and its top level routines are written in FORTRAN 77. Its potentialities are demonstrated on a few applications taken from computational physics. Program summaryProgram title: JADAMILU Catalogue identifier: ADZT_v1_0 Program summary URL:http://cpc.cs.qub.ac.uk/summaries/ADZT_v1_0.html Program obtainable from: CPC Program Library, Queen's University, Belfast, N. Ireland Licensing provisions: Standard CPC licence, http://cpc.cs.qub.ac.uk/licence/licence.html No. of lines in distributed program, including test data, etc.: 101 359 No. of bytes in distributed program, including test data, etc.: 7 493 144 Distribution format: tar.gz Programming language: Fortran 77 Computer: Intel or AMD with g77 and pgf; Intel EM64T or Itanium with ifort; AMD Opteron with g77, pgf and ifort; Power (IBM) with xlf90. Operating system: Linux, AIX RAM: problem dependent Word size: real:8; integer: 4 or 8, according to user's choice Classification: 4.8 Nature of problem: Any physical problem requiring the computation of a few eigenvalues of a symmetric matrix. Solution method: Jacobi-Davidson combined with multilevel ILU preconditioning. Additional comments: We supply binaries rather than source code because JADAMILU uses the following external packages: MC64. This software is copyrighted software and not freely available. COPYRIGHT (c) 1999 Council for the Central Laboratory of the Research Councils. AMD. Copyright (c) 2004-2006 by Timothy A. Davis, Patrick R. Amestoy, and Iain S. Duff. Source code is distributed by the authors under the GNU LGPL licence. BLAS. The reference BLAS is a freely-available software package. It is available from netlib via anonymous ftp and the World Wide Web. LAPACK. The complete LAPACK package or individual routines from LAPACK are freely available on netlib and can be obtained via the World Wide Web or anonymous ftp. For maximal benefit to the community, we added the sources we are proprietary of to the tar.gz file submitted for inclusion in the CPC library. However, as explained in the README file, users willing to compile the code instead of using binaries should first obtain the sources for the external packages mentioned above (email and/or web addresses are provided). Running time: Problem dependent; the test examples provided with the code only take a few seconds to run; timing results for large scale problems are given in Section 5.
A Forward Glimpse into Inverse Problems through a Geology Example
ERIC Educational Resources Information Center
Winkel, Brian J.
2012-01-01
This paper describes a forward approach to an inverse problem related to detecting the nature of geological substrata which makes use of optimization techniques in a multivariable calculus setting. The true nature of the related inverse problem is highlighted. (Contains 2 figures.)
Compressed modes for variational problems in mathematics and physics
Ozoliņš, Vidvuds; Lai, Rongjie; Caflisch, Russel; Osher, Stanley
2013-01-01
This article describes a general formalism for obtaining spatially localized (“sparse”) solutions to a class of problems in mathematical physics, which can be recast as variational optimization problems, such as the important case of Schrödinger’s equation in quantum mechanics. Sparsity is achieved by adding an regularization term to the variational principle, which is shown to yield solutions with compact support (“compressed modes”). Linear combinations of these modes approximate the eigenvalue spectrum and eigenfunctions in a systematically improvable manner, and the localization properties of compressed modes make them an attractive choice for use with efficient numerical algorithms that scale linearly with the problem size. PMID:24170861
Compressed modes for variational problems in mathematics and physics.
Ozolins, Vidvuds; Lai, Rongjie; Caflisch, Russel; Osher, Stanley
2013-11-12
This article describes a general formalism for obtaining spatially localized ("sparse") solutions to a class of problems in mathematical physics, which can be recast as variational optimization problems, such as the important case of Schrödinger's equation in quantum mechanics. Sparsity is achieved by adding an regularization term to the variational principle, which is shown to yield solutions with compact support ("compressed modes"). Linear combinations of these modes approximate the eigenvalue spectrum and eigenfunctions in a systematically improvable manner, and the localization properties of compressed modes make them an attractive choice for use with efficient numerical algorithms that scale linearly with the problem size.
DOE Office of Scientific and Technical Information (OSTI.GOV)
Vondy, D.R.; Fowler, T.B.; Cunningham, G.W.
1975-10-01
The computer code block VENTURE, designed to solve multigroup neutronics problems with application of the finite-difference diffusion-theory approximation to neutron transport (or alternatively simple P$sub 1$) in up to three- dimensional geometry is described. A variety of types of problems may be solved: the usual eigenvalue problem, a direct criticality search on the buckling, on a reciprocal velocity absorber (prompt mode), or on nuclide concentrations, or an indirect criticality search on nuclide concentrations, or on dimensions. First- order perturbation analysis capability is available at the macroscopic cross section level. (auth)
Topological nonsymmorphic metals from band inversion
Muechler, Lukas; Alexandradinata, A.; Neupert, Titus; ...
2016-12-29
Here, we expand the phase diagram of two-dimensional, nonsymmorphic crystals at integer fillings that do not guarantee gaplessness. In addition to the trivial, gapped phase that is expected, we find that band inversion leads to a class of topological, gapless phases. These topological phases are exemplified by the monolayers of MTe 2 (M ¼ W; Mo) if spin-orbit coupling is neglected. We characterize the Dirac band touching of these topological metals by theWilson loop of the non-Abelian Berry gauge field. Furthermore, we develop a criterion for the proximity of these topological metals to 2D and 3D Z 2 topological insulatorsmore » when spinorbit coupling is included; our criterion is based on nonsymmorphic symmetry eigenvalues, and may be used to identify topological materials without inversion symmetry. An additional feature of the Dirac cone in monolayer MTe 2 is that it tilts over in a Lifshitz transition to produce electron and hole pockets—a type-II Dirac cone. These pockets, together with the pseudospin structure of the Dirac electrons, suggest a unified, topological explanation for the recently reported, nonsaturating magnetoresistance in WTe 2, as well as its circular dichroism in photoemission. We complement our analysis and first-principles band structure calculations with an ab-initio-derived tight-binding model for the WTe 2 monolayer.« less
NASA Astrophysics Data System (ADS)
Barsan, Victor
2018-05-01
Several classes of transcendental equations, mainly eigenvalue equations associated to non-relativistic quantum mechanical problems, are analyzed. Siewert's systematic approach of such equations is discussed from the perspective of the new results recently obtained in the theory of generalized Lambert functions and of algebraic approximations of various special or elementary functions. Combining exact and approximate analytical methods, quite precise analytical outputs are obtained for apparently untractable problems. The results can be applied in quantum and classical mechanics, magnetism, elasticity, solar energy conversion, etc.
Introduction to Numerical Methods
DOE Office of Scientific and Technical Information (OSTI.GOV)
Schoonover, Joseph A.
2016-06-14
These are slides for a lecture for the Parallel Computing Summer Research Internship at the National Security Education Center. This gives an introduction to numerical methods. Repetitive algorithms are used to obtain approximate solutions to mathematical problems, using sorting, searching, root finding, optimization, interpolation, extrapolation, least squares regresion, Eigenvalue problems, ordinary differential equations, and partial differential equations. Many equations are shown. Discretizations allow us to approximate solutions to mathematical models of physical systems using a repetitive algorithm and introduce errors that can lead to numerical instabilities if we are not careful.
DOE Office of Scientific and Technical Information (OSTI.GOV)
Kalugin, A. V., E-mail: Kalugin-AV@nrcki.ru; Tebin, V. V.
The specific features of calculation of the effective multiplication factor using the Monte Carlo method for weakly coupled and non-asymptotic multiplying systems are discussed. Particular examples are considered and practical recommendations on detection and Monte Carlo calculation of systems typical in numerical substantiation of nuclear safety for VVER fuel management problems are given. In particular, the problems of the choice of parameters for the batch mode and the method for normalization of the neutron batch, as well as finding and interpretation of the eigenvalue spectrum for the integral fission matrix, are discussed.
Bayesian approach to inverse statistical mechanics.
Habeck, Michael
2014-05-01
Inverse statistical mechanics aims to determine particle interactions from ensemble properties. This article looks at this inverse problem from a Bayesian perspective and discusses several statistical estimators to solve it. In addition, a sequential Monte Carlo algorithm is proposed that draws the interaction parameters from their posterior probability distribution. The posterior probability involves an intractable partition function that is estimated along with the interactions. The method is illustrated for inverse problems of varying complexity, including the estimation of a temperature, the inverse Ising problem, maximum entropy fitting, and the reconstruction of molecular interaction potentials.
Bayesian approach to inverse statistical mechanics
NASA Astrophysics Data System (ADS)
Habeck, Michael
2014-05-01
Inverse statistical mechanics aims to determine particle interactions from ensemble properties. This article looks at this inverse problem from a Bayesian perspective and discusses several statistical estimators to solve it. In addition, a sequential Monte Carlo algorithm is proposed that draws the interaction parameters from their posterior probability distribution. The posterior probability involves an intractable partition function that is estimated along with the interactions. The method is illustrated for inverse problems of varying complexity, including the estimation of a temperature, the inverse Ising problem, maximum entropy fitting, and the reconstruction of molecular interaction potentials.
Inverse Modelling Problems in Linear Algebra Undergraduate Courses
ERIC Educational Resources Information Center
Martinez-Luaces, Victor E.
2013-01-01
This paper will offer an analysis from a theoretical point of view of mathematical modelling, applications and inverse problems of both causation and specification types. Inverse modelling problems give the opportunity to establish connections between theory and practice and to show this fact, a simple linear algebra example in two different…
An inverse problem in thermal imaging
NASA Technical Reports Server (NTRS)
Bryan, Kurt; Caudill, Lester F., Jr.
1994-01-01
This paper examines uniqueness and stability results for an inverse problem in thermal imaging. The goal is to identify an unknown boundary of an object by applying a heat flux and measuring the induced temperature on the boundary of the sample. The problem is studied both in the case in which one has data at every point on the boundary of the region and the case in which only finitely many measurements are available. An inversion procedure is developed and used to study the stability of the inverse problem for various experimental configurations.
Parallel Symmetric Eigenvalue Problem Solvers
2015-05-01
get research, tutoring, and mentoring experience as an undergraduate. Last but not least, I thank my family for their love and support. v TABLE OF...32 4.6.2 Choice of the Ritz shifts . . . . . . . . . . . . . . . . . . . . 37 4.7 Relationship between...pencil. I will conclude with a discussion of the relationship between Trace- Min and simultaneous iteration. If both methods solve the linear systems
On r-circulant matrices with Fibonacci and Lucas numbers having arithmetic indices
NASA Astrophysics Data System (ADS)
Bueno, Aldous Cesar F.
2017-11-01
We investigate r-circulant matrices whose entries are Fibonacci and Lucas numbers having arithmetic indices. We then solve for the eigenvalues, determinant, Euclidean norm and the bounds for the spectral norm of the matrices. We also present some special cases and some results on identities and divisibility. Lastly, we present an open problem.
NASA Astrophysics Data System (ADS)
Avitabile, Daniele; Bridges, Thomas J.
2010-06-01
Numerical integration of complex linear systems of ODEs depending analytically on an eigenvalue parameter are considered. Complex orthogonalization, which is required to stabilize the numerical integration, results in non-analytic systems. It is shown that properties of eigenvalues are still efficiently recoverable by extracting information from a non-analytic characteristic function. The orthonormal systems are constructed using the geometry of Stiefel bundles. Different forms of continuous orthogonalization in the literature are shown to correspond to different choices of connection one-form on the Stiefel bundle. For the numerical integration, Gauss-Legendre Runge-Kutta algorithms are the principal choice for preserving orthogonality, and performance results are shown for a range of GLRK methods. The theory and methods are tested by application to example boundary value problems including the Orr-Sommerfeld equation in hydrodynamic stability.
Witnessing eigenstates for quantum simulation of Hamiltonian spectra
Santagati, Raffaele; Wang, Jianwei; Gentile, Antonio A.; Paesani, Stefano; Wiebe, Nathan; McClean, Jarrod R.; Morley-Short, Sam; Shadbolt, Peter J.; Bonneau, Damien; Silverstone, Joshua W.; Tew, David P.; Zhou, Xiaoqi; O’Brien, Jeremy L.; Thompson, Mark G.
2018-01-01
The efficient calculation of Hamiltonian spectra, a problem often intractable on classical machines, can find application in many fields, from physics to chemistry. We introduce the concept of an “eigenstate witness” and, through it, provide a new quantum approach that combines variational methods and phase estimation to approximate eigenvalues for both ground and excited states. This protocol is experimentally verified on a programmable silicon quantum photonic chip, a mass-manufacturable platform, which embeds entangled state generation, arbitrary controlled unitary operations, and projective measurements. Both ground and excited states are experimentally found with fidelities >99%, and their eigenvalues are estimated with 32 bits of precision. We also investigate and discuss the scalability of the approach and study its performance through numerical simulations of more complex Hamiltonians. This result shows promising progress toward quantum chemistry on quantum computers. PMID:29387796
Inverse problems in quantum chemistry
NASA Astrophysics Data System (ADS)
Karwowski, Jacek
Inverse problems constitute a branch of applied mathematics with well-developed methodology and formalism. A broad family of tasks met in theoretical physics, in civil and mechanical engineering, as well as in various branches of medical and biological sciences has been formulated as specific implementations of the general theory of inverse problems. In this article, it is pointed out that a number of approaches met in quantum chemistry can (and should) be classified as inverse problems. Consequently, the methodology used in these approaches may be enriched by applying ideas and theorems developed within the general field of inverse problems. Several examples, including the RKR method for the construction of potential energy curves, determining parameter values in semiempirical methods, and finding external potentials for which the pertinent Schrödinger equation is exactly solvable, are discussed in detail.
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
Application of a stochastic inverse to the geophysical inverse problem
NASA Technical Reports Server (NTRS)
Jordan, T. H.; Minster, J. B.
1972-01-01
The inverse problem for gross earth data can be reduced to an undertermined linear system of integral equations of the first kind. A theory is discussed for computing particular solutions to this linear system based on the stochastic inverse theory presented by Franklin. The stochastic inverse is derived and related to the generalized inverse of Penrose and Moore. A Backus-Gilbert type tradeoff curve is constructed for the problem of estimating the solution to the linear system in the presence of noise. It is shown that the stochastic inverse represents an optimal point on this tradeoff curve. A useful form of the solution autocorrelation operator as a member of a one-parameter family of smoothing operators is derived.
Analysis of space telescope data collection system
NASA Technical Reports Server (NTRS)
Ingels, F. M.; Schoggen, W. O.
1982-01-01
An analysis of the expected performance for the Multiple Access (MA) system is provided. The analysis covers the expected bit error rate performance, the effects of synchronization loss, the problem of self-interference, and the problem of phase ambiguity. The problem of false acceptance of a command word due to data inversion is discussed. A mathematical determination of the probability of accepting an erroneous command word due to a data inversion is presented. The problem is examined for three cases: (1) a data inversion only, (2) a data inversion and a random error within the same command word, and a block (up to 256 48-bit words) containing both a data inversion and a random error.
NASA Astrophysics Data System (ADS)
Xu, Guo-Ming; Ni, Si-Dao
1998-11-01
The `auxiliary' symmetry properties of the system matrix (symmetry with respect to the trailing diagonal) for a general anisotropic dissipative medium and the special form for a monoclinic medium are revealed by rearranging the motion-stress vector. The propagator matrix of a single-layer general anisotropic dissipative medium is also shown to have auxiliary symmetry. For the multilayered case, a relatively simple matrix method is utilized to obtain the inverse of the propagator matrix. Further, Woodhouse's inverse of the propagator matrix for a transversely isotropic medium is extended in a clearer form to handle the monoclinic symmetric medium. The properties of a periodic layer system are studied through its system matrix Aly , which is computed from the propagator matrix P. The matrix Aly is then compared with Aeq , the system matrix for the long-wavelength equivalent medium of the periodic isotropic layers. Then we can find how the periodic layered medium departs from its long-wavelength equivalent medium when the wavelength decreases. In our numerical example, the results show that, when λ/D decreases to 6-8, the components of the two matrices will depart from each other. The component ratio of these two matrices increases to its maximum (more than 15 in our numerical test) when λ/D is reduced to 2.3, and then oscillates with λ/D when it is further reduced. The eigenvalues of the system matrix Aly show that the velocities of P and S waves decrease when λ/D is reduced from 6-8 and reach their minimum values when λ/D is reduced to 2.3 and then oscillate afterwards. We compute the time shifts between the peaks of the transmitted waves and the incident waves. The resulting velocity curves show a similar variation to those computed from the eigenvalues of the system matrix Aly , but on a smaller scale. This can be explained by the spectrum width of the incident waves.
NASA Astrophysics Data System (ADS)
Cheng, Jin; Hon, Yiu-Chung; Seo, Jin Keun; Yamamoto, Masahiro
2005-01-01
The Second International Conference on Inverse Problems: Recent Theoretical Developments and Numerical Approaches was held at Fudan University, Shanghai from 16-21 June 2004. The first conference in this series was held at the City University of Hong Kong in January 2002 and it was agreed to hold the conference once every two years in a Pan-Pacific Asian country. The next conference is scheduled to be held at Hokkaido University, Sapporo, Japan in July 2006. The purpose of this series of biennial conferences is to establish and develop constant international collaboration, especially among the Pan-Pacific Asian countries. In recent decades, interest in inverse problems has been flourishing all over the globe because of both the theoretical interest and practical requirements. In particular, in Asian countries, one is witnessing remarkable new trends of research in inverse problems as well as the participation of many young talents. Considering these trends, the second conference was organized with the chairperson Professor Li Tat-tsien (Fudan University), in order to provide forums for developing research cooperation and to promote activities in the field of inverse problems. Because solutions to inverse problems are needed in various applied fields, we entertained a total of 92 participants at the second conference and arranged various talks which ranged from mathematical analyses to solutions of concrete inverse problems in the real world. This volume contains 18 selected papers, all of which have undergone peer review. The 18 papers are classified as follows: Surveys: four papers give reviews of specific inverse problems. Theoretical aspects: six papers investigate the uniqueness, stability, and reconstruction schemes. Numerical methods: four papers devise new numerical methods and their applications to inverse problems. Solutions to applied inverse problems: four papers discuss concrete inverse problems such as scattering problems and inverse problems in atmospheric sciences and oceanography. Last but not least is our gratitude. As editors we would like to express our sincere thanks to all the plenary and invited speakers, the members of the International Scientific Committee and the Advisory Board for the success of the conference, which has given rise to this present volume of selected papers. We would also like to thank Mr Wang Yanbo, Miss Wan Xiqiong and the graduate students at Fudan University for their effective work to make this conference a success. The conference was financially supported by the NFS of China, the Mathematical Center of Ministry of Education of China, E-Institutes of Shanghai Municipal Education Commission (No E03004) and Fudan University, Grant 15340027 from the Japan Society for the Promotion of Science, and Grant 15654015 from the Ministry of Education, Cultures, Sports and Technology.
Riemann–Hilbert problem approach for two-dimensional flow inverse scattering
DOE Office of Scientific and Technical Information (OSTI.GOV)
Agaltsov, A. D., E-mail: agalets@gmail.com; Novikov, R. G., E-mail: novikov@cmap.polytechnique.fr; IEPT RAS, 117997 Moscow
2014-10-15
We consider inverse scattering for the time-harmonic wave equation with first-order perturbation in two dimensions. This problem arises in particular in the acoustic tomography of moving fluid. We consider linearized and nonlinearized reconstruction algorithms for this problem of inverse scattering. Our nonlinearized reconstruction algorithm is based on the non-local Riemann–Hilbert problem approach. Comparisons with preceding results are given.
NASA Technical Reports Server (NTRS)
Blackwell, C. C.; Blackwell, A. L.
1992-01-01
The details of our initial study of the control problem of the crop shoot environment of a hypothetical closed crop growth research chamber (CGRC) are presented in this report. The configuration of the CGRC is hypothetical because neither a physical subject nor a design existed at the time the study began, a circumstance which is typical of large scale systems control studies. The basis of the control study is a mathematical model which was judged to adequately mimic the relevant dynamics of the system components considered necessary to provide acceptable realism in the representation. Control of pressure, temperature, and flow rate of the crop shoot environment, along with its oxygen, carbon dioxide, and water concentration is addressed. To account for mass exchange, the group of plants is represented in the model by a source of oxygen, a source of water vapor, and a sink for carbon dioxide. In terms of the thermal energy exchange, the group of plants is represented by a surface with an appropriate temperature. Most of the primitive equations about an experimental operating condition and a state variable representation which was extracted from the linearized equations are presented. Next, we present the results of a real Jordan decomposition and the repositioning of an undesirable eigenvalue via full state feedback. The state variable representation of the modeling system is of the nineteenth order and reflects the eleven control variables and eight system disturbances. Five real eigenvalues are very near zero, with one at zero, three having small magnitude positive values, and one having a small magnitude negative value. A Singular Value Decomposition analysis indicates that these non-zero eigenvalues are not results of numerical error.
Stability investigations of airfoil flow by global analysis
NASA Technical Reports Server (NTRS)
Morzynski, Marek; Thiele, Frank
1992-01-01
As the result of global, non-parallel flow stability analysis the single value of the disturbance growth-rate and respective frequency is obtained. This complex value characterizes the stability of the whole flow configuration and is not referred to any particular flow pattern. The global analysis assures that all the flow elements (wake, boundary and shear layer) are taken into account. The physical phenomena connected with the wake instability are properly reproduced by the global analysis. This enhances the investigations of instability of any 2-D flows, including ones in which the boundary layer instability effects are known to be of dominating importance. Assuming fully 2-D disturbance form, the global linear stability problem is formulated. The system of partial differential equations is solved for the eigenvalues and eigenvectors. The equations, written in the pure stream function formulation, are discretized via FDM using a curvilinear coordinate system. The complex eigenvalues and corresponding eigenvectors are evaluated by an iterative method. The investigations performed for various Reynolds numbers emphasize that the wake instability develops into the Karman vortex street. This phenomenon is shown to be connected with the first mode obtained from the non-parallel flow stability analysis. The higher modes are reflecting different physical phenomena as for example Tollmien-Schlichting waves, originating in the boundary layer and having the tendency to emerge as instabilities for the growing Reynolds number. The investigations are carried out for a circular cylinder, oblong ellipsis and airfoil. It is shown that the onset of the wake instability, the waves in the boundary layer, the shear layer instability are different solutions of the same eigenvalue problem, formulated using the non-parallel theory. The analysis offers large potential possibilities as the generalization of methods used till now for the stability analysis.
Level repulsion and band sorting in phononic crystals
NASA Astrophysics Data System (ADS)
Lu, Yan; Srivastava, Ankit
2018-02-01
In this paper we consider the problem of avoided crossings (level repulsion) in phononic crystals and suggest a computationally efficient strategy to distinguish them from normal cross points. This process is essential for the correct sorting of the phononic bands and, subsequently, for the accurate determination of mode continuation, group velocities, and emergent properties which depend on them such as thermal conductivity. Through explicit phononic calculations using generalized Rayleigh quotient, we identify exact locations of exceptional points in the complex wavenumber domain which results in level repulsion in the real domain. We show that in the vicinity of the exceptional point the relevant phononic eigenvalue surfaces resemble the surfaces of a 2 by 2 parameter-dependent matrix. Along a closed loop encircling the exceptional point we show that the phononic eigenvalues are exchanged, just as they are for the 2 by 2 matrix case. However, the behavior of the associated eigenvectors is shown to be more complex in the phononic case. Along a closed loop around an exceptional point, we show that the eigenvectors can flip signs multiple times unlike a 2 by 2 matrix where the flip of sign occurs only once. Finally, we exploit these eigenvector sign flips around exceptional points to propose a simple and efficient method of distinguishing them from normal crosses and of correctly sorting the band-structure. Our proposed method is roughly an order-of-magnitude faster than the zoom-in method and correctly identifies > 96% of the cases considered. Both its speed and accuracy can be further improved and we suggest some ways of achieving this. Our method is general and, as such, would be directly applicable to other eigenvalue problems where the eigenspectrum needs to be correctly sorted.
NASA Astrophysics Data System (ADS)
Benner, Peter; Dolgov, Sergey; Khoromskaia, Venera; Khoromskij, Boris N.
2017-04-01
In this paper, we propose and study two approaches to approximate the solution of the Bethe-Salpeter equation (BSE) by using structured iterative eigenvalue solvers. Both approaches are based on the reduced basis method and low-rank factorizations of the generating matrices. We also propose to represent the static screen interaction part in the BSE matrix by a small active sub-block, with a size balancing the storage for rank-structured representations of other matrix blocks. We demonstrate by various numerical tests that the combination of the diagonal plus low-rank plus reduced-block approximation exhibits higher precision with low numerical cost, providing as well a distinct two-sided error estimate for the smallest eigenvalues of the Bethe-Salpeter operator. The complexity is reduced to O (Nb2) in the size of the atomic orbitals basis set, Nb, instead of the practically intractable O (Nb6) scaling for the direct diagonalization. In the second approach, we apply the quantized-TT (QTT) tensor representation to both, the long eigenvectors and the column vectors in the rank-structured BSE matrix blocks, and combine this with the ALS-type iteration in block QTT format. The QTT-rank of the matrix entities possesses almost the same magnitude as the number of occupied orbitals in the molecular systems, No
Convergence of Chahine's nonlinear relaxation inversion method used for limb viewing remote sensing
NASA Technical Reports Server (NTRS)
Chu, W. P.
1985-01-01
The application of Chahine's (1970) inversion technique to remote sensing problems utilizing the limb viewing geometry is discussed. The problem considered here involves occultation-type measurements and limb radiance-type measurements from either spacecraft or balloon platforms. The kernel matrix of the inversion problem is either an upper or lower triangular matrix. It is demonstrated that the Chahine inversion technique always converges, provided the diagonal elements of the kernel matrix are nonzero.
Computational inverse methods of heat source in fatigue damage problems
NASA Astrophysics Data System (ADS)
Chen, Aizhou; Li, Yuan; Yan, Bo
2018-04-01
Fatigue dissipation energy is the research focus in field of fatigue damage at present. It is a new idea to solve the problem of calculating fatigue dissipation energy by introducing inverse method of heat source into parameter identification of fatigue dissipation energy model. This paper introduces the research advances on computational inverse method of heat source and regularization technique to solve inverse problem, as well as the existing heat source solution method in fatigue process, prospects inverse method of heat source applying in fatigue damage field, lays the foundation for further improving the effectiveness of fatigue dissipation energy rapid prediction.
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
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"-…
FOREWORD: 5th International Workshop on New Computational Methods for Inverse Problems
NASA Astrophysics Data System (ADS)
Vourc'h, Eric; Rodet, Thomas
2015-11-01
This volume of Journal of Physics: Conference Series is dedicated to the scientific research presented during the 5th International Workshop on New Computational Methods for Inverse Problems, NCMIP 2015 (http://complement.farman.ens-cachan.fr/NCMIP_2015.html). This workshop took place at Ecole Normale Supérieure de Cachan, on May 29, 2015. The prior editions of NCMIP also took place in Cachan, France, firstly within the scope of ValueTools Conference, in May 2011, and secondly at the initiative of Institut Farman, in May 2012, May 2013 and May 2014. The New Computational Methods for Inverse Problems (NCMIP) workshop focused on recent advances in the resolution of inverse problems. Indeed, inverse problems appear in numerous scientific areas such as geophysics, biological and medical imaging, material and structure characterization, electrical, mechanical and civil engineering, and finances. The resolution of inverse problems consists of estimating the parameters of the observed system or structure from data collected by an instrumental sensing or imaging device. Its success firstly requires the collection of relevant observation data. It also requires accurate models describing the physical interactions between the instrumental device and the observed system, as well as the intrinsic properties of the solution itself. Finally, it requires the design of robust, accurate and efficient inversion algorithms. Advanced sensor arrays and imaging devices provide high rate and high volume data; in this context, the efficient resolution of the inverse problem requires the joint development of new models and inversion methods, taking computational and implementation aspects into account. During this one-day workshop, researchers had the opportunity to bring to light and share new techniques and results in the field of inverse problems. The topics of the workshop were: algorithms and computational aspects of inversion, Bayesian estimation, Kernel methods, learning methods, convex optimization, free discontinuity problems, metamodels, proper orthogonal decomposition, reduced models for the inversion, non-linear inverse scattering, image reconstruction and restoration, and applications (bio-medical imaging, non-destructive evaluation...). NCMIP 2015 was a one-day workshop held in May 2015 which attracted around 70 attendees. Each of the submitted papers has been reviewed by two reviewers. There have been 15 accepted papers. In addition, three international speakers were invited to present a longer talk. The workshop was supported by Institut Farman (ENS Cachan, CNRS) and endorsed by the following French research networks: GDR ISIS, GDR MIA, GDR MOA and GDR Ondes. The program committee acknowledges the following research laboratories: CMLA, LMT, LURPA and SATIE.
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.
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.
Coll-Font, Jaume; Burton, Brett M; Tate, Jess D; Erem, Burak; Swenson, Darrel J; Wang, Dafang; Brooks, Dana H; van Dam, Peter; Macleod, Rob S
2014-09-01
Cardiac electrical imaging often requires the examination of different forward and inverse problem formulations based on mathematical and numerical approximations of the underlying source and the intervening volume conductor that can generate the associated voltages on the surface of the body. If the goal is to recover the source on the heart from body surface potentials, the solution strategy must include numerical techniques that can incorporate appropriate constraints and recover useful solutions, even though the problem is badly posed. Creating complete software solutions to such problems is a daunting undertaking. In order to make such tools more accessible to a broad array of researchers, the Center for Integrative Biomedical Computing (CIBC) has made an ECG forward/inverse toolkit available within the open source SCIRun system. Here we report on three new methods added to the inverse suite of the toolkit. These new algorithms, namely a Total Variation method, a non-decreasing TMP inverse and a spline-based inverse, consist of two inverse methods that take advantage of the temporal structure of the heart potentials and one that leverages the spatial characteristics of the transmembrane potentials. These three methods further expand the possibilities of researchers in cardiology to explore and compare solutions to their particular imaging problem.
DOE Office of Scientific and Technical Information (OSTI.GOV)
Shubov, Marianna A., E-mail: marianna.shubov@gmail.com
2016-06-15
We consider a well known model of a piezoelectric energy harvester. The harvester is designed as a beam with a piezoceramic layer attached to its top face (unimorph configuration). A pair of thin perfectly conductive electrodes is covering the top and the bottom faces of the piezoceramic layer. These electrodes are connected to a resistive load. The model is governed by a system consisting of two equations. The first of them is the equation of the Euler–Bernoulli model for the transverse vibrations of the beam and the second one represents the Kirchhoff’s law for the electric circuit. Both equations aremore » coupled due to the direct and converse piezoelectric effects. The boundary conditions for the beam equations are of clamped-free type. We represent the system as a single operator evolution equation in a Hilbert space. The dynamics generator of this system is a non-selfadjoint operator with compact resolvent. Our main result is an explicit asymptotic formula for the eigenvalues of this generator, i.e., we perform the modal analysis for electrically loaded (not short-circuit) system. We show that the spectrum splits into an infinite sequence of stable eigenvalues that approaches a vertical line in the left half plane and possibly of a finite number of unstable eigenvalues. This paper is the first in a series of three works. In the second one we will prove that the generalized eigenvectors of the dynamics generator form a Riesz basis (and, moreover, a Bari basis) in the energy space. In the third paper we will apply the results of the first two to control problems for this model.« less
Non-Hermitian localization in biological networks.
Amir, Ariel; Hatano, Naomichi; Nelson, David R
2016-04-01
We explore the spectra and localization properties of the N-site banded one-dimensional non-Hermitian random matrices that arise naturally in sparse neural networks. Approximately equal numbers of random excitatory and inhibitory connections lead to spatially localized eigenfunctions and an intricate eigenvalue spectrum in the complex plane that controls the spontaneous activity and induced response. A finite fraction of the eigenvalues condense onto the real or imaginary axes. For large N, the spectrum has remarkable symmetries not only with respect to reflections across the real and imaginary axes but also with respect to 90^{∘} rotations, with an unusual anisotropic divergence in the localization length near the origin. When chains with periodic boundary conditions become directed, with a systematic directional bias superimposed on the randomness, a hole centered on the origin opens up in the density-of-states in the complex plane. All states are extended on the rim of this hole, while the localized eigenvalues outside the hole are unchanged. The bias-dependent shape of this hole tracks the bias-independent contours of constant localization length. We treat the large-N limit by a combination of direct numerical diagonalization and using transfer matrices, an approach that allows us to exploit an electrostatic analogy connecting the "charges" embodied in the eigenvalue distribution with the contours of constant localization length. We show that similar results are obtained for more realistic neural networks that obey "Dale's law" (each site is purely excitatory or inhibitory) and conclude with perturbation theory results that describe the limit of large directional bias, when all states are extended. Related problems arise in random ecological networks and in chains of artificial cells with randomly coupled gene expression patterns.
NASA Astrophysics Data System (ADS)
Cally, Paul S.; Xiong, Ming
2018-01-01
Fast sausage modes in solar magnetic coronal loops are only fully contained in unrealistically short dense loops. Otherwise they are leaky, losing energy to their surrounds as outgoing waves. This causes any oscillation to decay exponentially in time. Simultaneous observations of both period and decay rate therefore reveal the eigenfrequency of the observed mode, and potentially insight into the tubes’ nonuniform internal structure. In this article, a global spectral description of the oscillations is presented that results in an implicit matrix eigenvalue equation where the eigenvalues are associated predominantly with the diagonal terms of the matrix. The off-diagonal terms vanish identically if the tube is uniform. A linearized perturbation approach, applied with respect to a uniform reference model, is developed that makes the eigenvalues explicit. The implicit eigenvalue problem is easily solved numerically though, and it is shown that knowledge of the real and imaginary parts of the eigenfrequency is sufficient to determine the width and density contrast of a boundary layer over which the tubes’ enhanced internal densities drop to ambient values. Linearized density kernels are developed that show sensitivity only to the extreme outside of the loops for radial fundamental modes, especially for small density enhancements, with no sensitivity to the core. Higher radial harmonics do show some internal sensitivity, but these will be more difficult to observe. Only kink modes are sensitive to the tube centres. Variation in internal and external Alfvén speed along the loop is shown to have little effect on the fundamental dimensionless eigenfrequency, though the associated eigenfunction becomes more compact at the loop apex as stratification increases, or may even displace from the apex.
Non-Hermitian localization in biological networks
NASA Astrophysics Data System (ADS)
Amir, Ariel; Hatano, Naomichi; Nelson, David R.
2016-04-01
We explore the spectra and localization properties of the N -site banded one-dimensional non-Hermitian random matrices that arise naturally in sparse neural networks. Approximately equal numbers of random excitatory and inhibitory connections lead to spatially localized eigenfunctions and an intricate eigenvalue spectrum in the complex plane that controls the spontaneous activity and induced response. A finite fraction of the eigenvalues condense onto the real or imaginary axes. For large N , the spectrum has remarkable symmetries not only with respect to reflections across the real and imaginary axes but also with respect to 90∘ rotations, with an unusual anisotropic divergence in the localization length near the origin. When chains with periodic boundary conditions become directed, with a systematic directional bias superimposed on the randomness, a hole centered on the origin opens up in the density-of-states in the complex plane. All states are extended on the rim of this hole, while the localized eigenvalues outside the hole are unchanged. The bias-dependent shape of this hole tracks the bias-independent contours of constant localization length. We treat the large-N limit by a combination of direct numerical diagonalization and using transfer matrices, an approach that allows us to exploit an electrostatic analogy connecting the "charges" embodied in the eigenvalue distribution with the contours of constant localization length. We show that similar results are obtained for more realistic neural networks that obey "Dale's law" (each site is purely excitatory or inhibitory) and conclude with perturbation theory results that describe the limit of large directional bias, when all states are extended. Related problems arise in random ecological networks and in chains of artificial cells with randomly coupled gene expression patterns.
Children's Understanding of the Inverse Relation between Multiplication and Division
ERIC Educational Resources Information Center
Robinson, Katherine M.; Dube, Adam K.
2009-01-01
Children's understanding of the inversion concept in multiplication and division problems (i.e., that on problems of the form "d multiplied by e/e" no calculations are required) was investigated. Children in Grades 6, 7, and 8 completed an inversion problem-solving task, an assessment of procedures task, and a factual knowledge task of simple…
A Volunteer Computing Project for Solving Geoacoustic Inversion Problems
NASA Astrophysics Data System (ADS)
Zaikin, Oleg; Petrov, Pavel; Posypkin, Mikhail; Bulavintsev, Vadim; Kurochkin, Ilya
2017-12-01
A volunteer computing project aimed at solving computationally hard inverse problems in underwater acoustics is described. This project was used to study the possibilities of the sound speed profile reconstruction in a shallow-water waveguide using a dispersion-based geoacoustic inversion scheme. The computational capabilities provided by the project allowed us to investigate the accuracy of the inversion for different mesh sizes of the sound speed profile discretization grid. This problem suits well for volunteer computing because it can be easily decomposed into independent simpler subproblems.
Identifing Atmospheric Pollutant Sources Using Artificial Neural Networks
NASA Astrophysics Data System (ADS)
Paes, F. F.; Campos, H. F.; Luz, E. P.; Carvalho, A. R.
2008-05-01
The estimation of the area source pollutant strength is a relevant issue for atmospheric environment. This characterizes an inverse problem in the atmospheric pollution dispersion. In the inverse analysis, an area source domain is considered, where the strength of such area source term is assumed unknown. The inverse problem is solved by using a supervised artificial neural network: multi-layer perceptron. The conection weights of the neural network are computed from delta rule - learning process. The neural network inversion is compared with results from standard inverse analysis (regularized inverse solution). In the regularization method, the inverse problem is formulated as a non-linear optimization approach, whose the objective function is given by the square difference between the measured pollutant concentration and the mathematical models, associated with a regularization operator. In our numerical experiments, the forward problem is addressed by a source-receptor scheme, where a regressive Lagrangian model is applied to compute the transition matrix. The second order maximum entropy regularization is used, and the regularization parameter is calculated by the L-curve technique. The objective function is minimized employing a deterministic scheme (a quasi-Newton algorithm) [1] and a stochastic technique (PSO: particle swarm optimization) [2]. The inverse problem methodology is tested with synthetic observational data, from six measurement points in the physical domain. The best inverse solutions were obtained with neural networks. References: [1] D. R. Roberti, D. Anfossi, H. F. Campos Velho, G. A. Degrazia (2005): Estimating Emission Rate and Pollutant Source Location, Ciencia e Natura, p. 131-134. [2] E.F.P. da Luz, H.F. de Campos Velho, J.C. Becceneri, D.R. Roberti (2007): Estimating Atmospheric Area Source Strength Through Particle Swarm Optimization. Inverse Problems, Desing and Optimization Symposium IPDO-2007, April 16-18, Miami (FL), USA, vol 1, p. 354-359.
Li, Lifeng
2015-10-01
An efficient modal method for numerically modeling slanted lamellar gratings of isotropic dielectric or metallic media in conical mounting is presented. No restrictions are imposed on the slant angle and the length of the lamellae. The end surface of the lamellae can be arbitrary, subject to certain restrictions. An oblique coordinate system that is adapted to the slanted lamella sidewalls allows the most efficient way of representing and manipulating the electromagnetic fields. A translational coordinate system that is based on the oblique Cartesian coordinate system adapts to the end-surface profile of the lamellae, so that the latter can be handled simply and easily. Moreover, two matrix eigenvalue problems of size 2N × 2N, one for each fundamental polarization of the electromagnetic fields in the periodic lamellar structure, where N is the matrix truncation number, are derived to replace the 4N × 4N eigenvalue problem that has been used in the literature. The core idea leading to this success is the polarization decomposition of the electromagnetic fields inside the periodic lamellar region when the fields are expressed in the oblique translational coordinate system.
NASA Astrophysics Data System (ADS)
Córsico, A. H.; Benvenuto, O. G.
Recently in our Observatory we have developed a new Stellar Pulsation Code, independently of other workers. Such program computes eigenvalues (eigenfrequencies) and eigenfunctions of non-radial modes in spherical non-perturbated stellar models. To accomplish this calculations, the four order eigenvalue problem (in the linear adiabatic approach) is solved by means of the well-know technique of Henyey on the finite differences scheme wich replace to the differential equations of the problem. In order to test the Code, we have computed numerous eigenmodes in polytropic configurations for several values of index n. In this comunication we show the excelent agreement of our results and that best available in the literature. Also, we present results of oscillations in models of white dwarf stars with homogeneus chemical composition (pure Helium). This models have been obtained with the Evolution Stellar Code of our Observatory. The calculations outlined above conform a first preliminary step in a major proyect whose main purpose is the study of pulsational properties of DA, DB and DO white dwarfs stars. Detailed investigations have demonstrated that such objets pulsates in non-radial g-modes with eigenperiods in the range 100-2000 sec.
NASA Astrophysics Data System (ADS)
Zheng, Chang-Jun; Gao, Hai-Feng; Du, Lei; Chen, Hai-Bo; Zhang, Chuanzeng
2016-01-01
An accurate numerical solver is developed in this paper for eigenproblems governed by the Helmholtz equation and formulated through the boundary element method. A contour integral method is used to convert the nonlinear eigenproblem into an ordinary eigenproblem, so that eigenvalues can be extracted accurately by solving a set of standard boundary element systems of equations. In order to accelerate the solution procedure, the parameters affecting the accuracy and efficiency of the method are studied and two contour paths are compared. Moreover, a wideband fast multipole method is implemented with a block IDR (s) solver to reduce the overall solution cost of the boundary element systems of equations with multiple right-hand sides. The Burton-Miller formulation is employed to identify the fictitious eigenfrequencies of the interior acoustic problems with multiply connected domains. The actual effect of the Burton-Miller formulation on tackling the fictitious eigenfrequency problem is investigated and the optimal choice of the coupling parameter as α = i / k is confirmed through exterior sphere examples. Furthermore, the numerical eigenvalues obtained by the developed method are compared with the results obtained by the finite element method to show the accuracy and efficiency of the developed method.
Maximizing algebraic connectivity in interconnected networks.
Shakeri, Heman; Albin, Nathan; Darabi Sahneh, Faryad; Poggi-Corradini, Pietro; Scoglio, Caterina
2016-03-01
Algebraic connectivity, the second eigenvalue of the Laplacian matrix, is a measure of node and link connectivity on networks. When studying interconnected networks it is useful to consider a multiplex model, where the component networks operate together with interlayer links among them. In order to have a well-connected multilayer structure, it is necessary to optimally design these interlayer links considering realistic constraints. In this work, we solve the problem of finding an optimal weight distribution for one-to-one interlayer links under budget constraint. We show that for the special multiplex configurations with identical layers, the uniform weight distribution is always optimal. On the other hand, when the two layers are arbitrary, increasing the budget reveals the existence of two different regimes. Up to a certain threshold budget, the second eigenvalue of the supra-Laplacian is simple, the optimal weight distribution is uniform, and the Fiedler vector is constant on each layer. Increasing the budget past the threshold, the optimal weight distribution can be nonuniform. The interesting consequence of this result is that there is no need to solve the optimization problem when the available budget is less than the threshold, which can be easily found analytically.
DOE Office of Scientific and Technical Information (OSTI.GOV)
Bledsoe, Keith C.
2015-04-01
The DiffeRential Evolution Adaptive Metropolis (DREAM) method is a powerful optimization/uncertainty quantification tool used to solve inverse transport problems in Los Alamos National Laboratory’s INVERSE code system. The DREAM method has been shown to be adept at accurate uncertainty quantification, but it can be very computationally demanding. Previously, the DREAM method in INVERSE performed a user-defined number of particle transport calculations. This placed a burden on the user to guess the number of calculations that would be required to accurately solve any given problem. This report discusses a new approach that has been implemented into INVERSE, the Gelman-Rubin convergence metric.more » This metric automatically detects when an appropriate number of transport calculations have been completed and the uncertainty in the inverse problem has been accurately calculated. In a test problem with a spherical geometry, this method was found to decrease the number of transport calculations (and thus time required) to solve a problem by an average of over 90%. In a cylindrical test geometry, a 75% decrease was obtained.« less
a Unified Matrix Polynomial Approach to Modal Identification
NASA Astrophysics Data System (ADS)
Allemang, R. J.; Brown, D. L.
1998-04-01
One important current focus of modal identification is a reformulation of modal parameter estimation algorithms into a single, consistent mathematical formulation with a corresponding set of definitions and unifying concepts. Particularly, a matrix polynomial approach is used to unify the presentation with respect to current algorithms such as the least-squares complex exponential (LSCE), the polyreference time domain (PTD), Ibrahim time domain (ITD), eigensystem realization algorithm (ERA), rational fraction polynomial (RFP), polyreference frequency domain (PFD) and the complex mode indication function (CMIF) methods. Using this unified matrix polynomial approach (UMPA) allows a discussion of the similarities and differences of the commonly used methods. the use of least squares (LS), total least squares (TLS), double least squares (DLS) and singular value decomposition (SVD) methods is discussed in order to take advantage of redundant measurement data. Eigenvalue and SVD transformation methods are utilized to reduce the effective size of the resulting eigenvalue-eigenvector problem as well.
Computing resonance energies, widths, and wave functions using a Lanczos method in real arithmetic.
Tremblay, Jean Christophe; Carrington, Tucker
2005-06-22
We introduce new ideas for calculating resonance energies and widths. It is shown that a non-Hermitian-Lanczos approach can be used to compute eigenvalues of H+W, where H is the Hamiltonian and W is a complex absorbing potential (CAP), without evaluating complex matrix-vector products. This is done by exploiting the link between a CAP-modified Hamiltonian matrix and a real but nonsymmetric matrix U suggested by Mandelshtam and Neumaier [J. Theor. Comput. Chem. 1, 1 (2002)] and using a coupled-two-term Lanczos procedure. We use approximate resonance eigenvectors obtained from the non-Hermitian-Lanczos algorithm and a very good CAP to obtain very accurate energies and widths without solving eigenvalue problems for many values of the CAP strength parameter and searching for cusps. The method is applied to the resonances of HCO. We compare properties of the method with those of established approaches.
Goal-based h-adaptivity of the 1-D diamond difference discrete ordinate method
NASA Astrophysics Data System (ADS)
Jeffers, R. S.; Kópházi, J.; Eaton, M. D.; Févotte, F.; Hülsemann, F.; Ragusa, J.
2017-04-01
The quantity of interest (QoI) associated with a solution of a partial differential equation (PDE) is not, in general, the solution itself, but a functional of the solution. Dual weighted residual (DWR) error estimators are one way of providing an estimate of the error in the QoI resulting from the discretisation of the PDE. This paper aims to provide an estimate of the error in the QoI due to the spatial discretisation, where the discretisation scheme being used is the diamond difference (DD) method in space and discrete ordinate (SN) method in angle. The QoI are reaction rates in detectors and the value of the eigenvalue (Keff) for 1-D fixed source and eigenvalue (Keff criticality) neutron transport problems respectively. Local values of the DWR over individual cells are used as error indicators for goal-based mesh refinement, which aims to give an optimal mesh for a given QoI.
An assessment of coupling algorithms for nuclear reactor core physics simulations
Hamilton, Steven; Berrill, Mark; Clarno, Kevin; ...
2016-04-01
This paper evaluates the performance of multiphysics coupling algorithms applied to a light water nuclear reactor core simulation. The simulation couples the k-eigenvalue form of the neutron transport equation with heat conduction and subchannel flow equations. We compare Picard iteration (block Gauss–Seidel) to Anderson acceleration and multiple variants of preconditioned Jacobian-free Newton–Krylov (JFNK). The performance of the methods are evaluated over a range of energy group structures and core power levels. A novel physics-based approximation to a Jacobian-vector product has been developed to mitigate the impact of expensive on-line cross section processing steps. Furthermore, numerical simulations demonstrating the efficiency ofmore » JFNK and Anderson acceleration relative to standard Picard iteration are performed on a 3D model of a nuclear fuel assembly. Both criticality (k-eigenvalue) and critical boron search problems are considered.« less
Moving mode shape function approach for spinning disk and asymmetric disc brake squeal
NASA Astrophysics Data System (ADS)
Kang, Jaeyoung
2018-06-01
The solution approach of an asymmetric spinning disk under stationary friction loads requires the mode shape function fixed in the disk in the assumed mode method when the equations of motion is described in the space-fixed frame. This model description will be termed the 'moving mode shape function approach' and it allows us to formulate the stationary contact load problem in both the axisymmetric and asymmetric disk cases. Numerical results show that the eigenvalues of the time-periodic axisymmetric disk system are time-invariant. When the axisymmetry of the disk is broken, the positive real parts of the eigenvalues highly vary with the rotation of the disk in the slow speeds in such application as disc brake squeal. By using the Floquet stability analysis, it is also shown that breaking the axisymmetry of the disc alters the stability boundaries of the system.
An assessment of coupling algorithms for nuclear reactor core physics simulations
DOE Office of Scientific and Technical Information (OSTI.GOV)
Hamilton, Steven; Berrill, Mark; Clarno, Kevin
This paper evaluates the performance of multiphysics coupling algorithms applied to a light water nuclear reactor core simulation. The simulation couples the k-eigenvalue form of the neutron transport equation with heat conduction and subchannel flow equations. We compare Picard iteration (block Gauss–Seidel) to Anderson acceleration and multiple variants of preconditioned Jacobian-free Newton–Krylov (JFNK). The performance of the methods are evaluated over a range of energy group structures and core power levels. A novel physics-based approximation to a Jacobian-vector product has been developed to mitigate the impact of expensive on-line cross section processing steps. Furthermore, numerical simulations demonstrating the efficiency ofmore » JFNK and Anderson acceleration relative to standard Picard iteration are performed on a 3D model of a nuclear fuel assembly. Both criticality (k-eigenvalue) and critical boron search problems are considered.« less
An assessment of coupling algorithms for nuclear reactor core physics simulations
DOE Office of Scientific and Technical Information (OSTI.GOV)
Hamilton, Steven, E-mail: hamiltonsp@ornl.gov; Berrill, Mark, E-mail: berrillma@ornl.gov; Clarno, Kevin, E-mail: clarnokt@ornl.gov
This paper evaluates the performance of multiphysics coupling algorithms applied to a light water nuclear reactor core simulation. The simulation couples the k-eigenvalue form of the neutron transport equation with heat conduction and subchannel flow equations. We compare Picard iteration (block Gauss–Seidel) to Anderson acceleration and multiple variants of preconditioned Jacobian-free Newton–Krylov (JFNK). The performance of the methods are evaluated over a range of energy group structures and core power levels. A novel physics-based approximation to a Jacobian-vector product has been developed to mitigate the impact of expensive on-line cross section processing steps. Numerical simulations demonstrating the efficiency of JFNKmore » and Anderson acceleration relative to standard Picard iteration are performed on a 3D model of a nuclear fuel assembly. Both criticality (k-eigenvalue) and critical boron search problems are considered.« less
Pressure distribution under flexible polishing tools. I - Conventional aspheric optics
NASA Astrophysics Data System (ADS)
Mehta, Pravin K.; Hufnagel, Robert E.
1990-10-01
The paper presents a mathematical model, based on Kirchoff's thin flat plate theory, developed to determine polishing pressure distribution for a flexible polishing tool. A two-layered tool in which bending and compressive stiffnesses are equal is developed, which is formulated as a plate on a linearly elastic foundation. An equivalent eigenvalue problem and solution for a free-free plate are created from the plate formulation. For aspheric, anamorphic optical surfaces, the tool misfit is derived; it is defined as the result of movement from the initial perfect fit on the optic to any other position. The Polisher Design (POD) software for circular tools on aspheric optics is introduced. NASTRAN-based finite element analysis results are compared with the POD software, showing high correlation. By employing existing free-free eigenvalues and eigenfunctions, the work may be extended to rectangular polishing tools as well.
Random Matrix Theory and Econophysics
NASA Astrophysics Data System (ADS)
Rosenow, Bernd
2000-03-01
Random Matrix Theory (RMT) [1] is used in many branches of physics as a ``zero information hypothesis''. It describes generic behavior of different classes of systems, while deviations from its universal predictions allow to identify system specific properties. We use methods of RMT to analyze the cross-correlation matrix C of stock price changes [2] of the largest 1000 US companies. In addition to its scientific interest, the study of correlations between the returns of different stocks is also of practical relevance in quantifying the risk of a given stock portfolio. We find [3,4] that the statistics of most of the eigenvalues of the spectrum of C agree with the predictions of RMT, while there are deviations for some of the largest eigenvalues. We interpret these deviations as a system specific property, e.g. containing genuine information about correlations in the stock market. We demonstrate that C shares universal properties with the Gaussian orthogonal ensemble of random matrices. Furthermore, we analyze the eigenvectors of C through their inverse participation ratio and find eigenvectors with large ratios at both edges of the eigenvalue spectrum - a situation reminiscent of localization theory results. This work was done in collaboration with V. Plerou, P. Gopikrishnan, T. Guhr, L.A.N. Amaral, and H.E Stanley and is related to recent work of Laloux et al.. 1. T. Guhr, A. Müller Groeling, and H.A. Weidenmüller, ``Random Matrix Theories in Quantum Physics: Common Concepts'', Phys. Rep. 299, 190 (1998). 2. See, e.g. R.N. Mantegna and H.E. Stanley, Econophysics: Correlations and Complexity in Finance (Cambridge University Press, Cambridge, England, 1999). 3. V. Plerou, P. Gopikrishnan, B. Rosenow, L.A.N. Amaral, and H.E. Stanley, ``Universal and Nonuniversal Properties of Cross Correlations in Financial Time Series'', Phys. Rev. Lett. 83, 1471 (1999). 4. V. Plerou, P. Gopikrishnan, T. Guhr, B. Rosenow, L.A.N. Amaral, and H.E. Stanley, ``Random Matrix Theory Analysis of Diffusion in Stock Price Dynamics, preprint
Non-normality and classification of amplification mechanisms in stability and resolvent analysis
NASA Astrophysics Data System (ADS)
Symon, Sean; Rosenberg, Kevin; Dawson, Scott T. M.; McKeon, Beverley J.
2018-05-01
Eigenspectra and pseudospectra of the mean-linearized Navier-Stokes operator are used to characterize amplification mechanisms in laminar and turbulent flows in which linear mechanisms are important. Success of mean flow (linear) stability analysis for a particular frequency is shown to depend on whether two scalar measures of non-normality agree: (1) the product between the resolvent norm and the distance from the imaginary axis to the closest eigenvalue and (2) the inverse of the inner product between the most amplified resolvent forcing and response modes. If they agree, the resolvent operator can be rewritten in its dyadic representation to reveal that the adjoint and forward stability modes are proportional to the forcing and response resolvent modes at that frequency. Hence the real parts of the eigenvalues are important since they are responsible for resonant amplification and the resolvent operator is low rank when the eigenvalues are sufficiently separated in the spectrum. If the amplification is pseudoresonant, then resolvent analysis is more suitable to understand the origin of observed flow structures. Two test cases are studied: low Reynolds number cylinder flow and turbulent channel flow. The first deals mainly with resonant mechanisms, hence the success of both classical and mean stability analysis with respect to predicting the critical Reynolds number and global frequency of the saturated flow. Both scalar measures of non-normality agree for the base and mean flows, and the region where the forcing and response modes overlap scales with the length of the recirculation bubble. In the case of turbulent channel flow, structures result from both resonant and pseudoresonant mechanisms, suggesting that both are necessary elements to sustain turbulence. Mean shear is exploited most efficiently by stationary disturbances while bounds on the pseudospectra illustrate how pseudoresonance is responsible for the most amplified disturbances at spatial wavenumbers and temporal frequencies corresponding to well-known turbulent structures. Some implications for flow control are discussed.
The method of Ritz applied to the equation of Hamilton. [for pendulum systems
NASA Technical Reports Server (NTRS)
Bailey, C. D.
1976-01-01
Without any reference to the theory of differential equations, the initial value problem of the nonlinear, nonconservative double pendulum system is solved by the application of the method of Ritz to the equation of Hamilton. Also shown is an example of the reduction of the traditional eigenvalue problem of linear, homogeneous, differential equations of motion to the solution of a set of nonhomogeneous algebraic equations. No theory of differential equations is used. Solution of the time-space path of the linear oscillator is demonstrated and compared to the exact solution.
Extension of Nikiforov-Uvarov method for the solution of Heun equation
DOE Office of Scientific and Technical Information (OSTI.GOV)
Karayer, H., E-mail: hale.karayer@gmail.com; Demirhan, D.; Büyükkılıç, F.
2015-06-15
We report an alternative method to solve second order differential equations which have at most four singular points. This method is developed by changing the degrees of the polynomials in the basic equation of Nikiforov-Uvarov (NU) method. This is called extended NU method for this paper. The eigenvalue solutions of Heun equation and confluent Heun equation are obtained via extended NU method. Some quantum mechanical problems such as Coulomb problem on a 3-sphere, two Coulombically repelling electrons on a sphere, and hyperbolic double-well potential are investigated by this method.
Group theoretical approach to the Dirac operator on S 2
NASA Astrophysics Data System (ADS)
Gutiérrez, Sergio; Huet, Idrish
2018-04-01
In this revision we outline the group theoretical approach to formulate and solve the eigenvalue problem of the Dirac operator on the round 2-sphere conceived as the right coset S 2 = SU(2)/U(1). Starting from general symmetry considerations we illustrate the formulation of the Dirac operator through left action or right action differential operators, whose properties on a right coset are quite different. The construction of the spinor space and the solution of the spectral problem using group theoretical methods is also presented.
Fourier analysis of finite element preconditioned collocation schemes
NASA Technical Reports Server (NTRS)
Deville, Michel O.; Mund, Ernest H.
1990-01-01
The spectrum of the iteration operator of some finite element preconditioned Fourier collocation schemes is investigated. The first part of the paper analyses one-dimensional elliptic and hyperbolic model problems and the advection-diffusion equation. Analytical expressions of the eigenvalues are obtained with use of symbolic computation. The second part of the paper considers the set of one-dimensional differential equations resulting from Fourier analysis (in the tranverse direction) of the 2-D Stokes problem. All results agree with previous conclusions on the numerical efficiency of finite element preconditioning schemes.
NASA Astrophysics Data System (ADS)
Guseinov, I. M.; Khanmamedov, A. Kh.; Mamedova, A. F.
2018-04-01
We consider the Schrödinger equation with an additional quadratic potential on the entire axis and use the transformation operator method to study the direct and inverse problems of the scattering theory. We obtain the main integral equations of the inverse problem and prove that the basic equations are uniquely solvable.
Assessing non-uniqueness: An algebraic approach
DOE Office of Scientific and Technical Information (OSTI.GOV)
Vasco, Don W.
Geophysical inverse problems are endowed with a rich mathematical structure. When discretized, most differential and integral equations of interest are algebraic (polynomial) in form. Techniques from algebraic geometry and computational algebra provide a means to address questions of existence and uniqueness for both linear and non-linear inverse problem. In a sense, the methods extend ideas which have proven fruitful in treating linear inverse problems.
Morse Theory and Relative Equilibria in the Planar n-Vortex Problem
NASA Astrophysics Data System (ADS)
Roberts, Gareth E.
2018-04-01
Morse theoretical ideas are applied to the study of relative equilibria in the planar n-vortex problem. For the case of positive circulations, we prove that the Morse index of a critical point of the Hamiltonian restricted to a level surface of the angular impulse is equal to the number of pairs of real eigenvalues of the corresponding relative equilibrium periodic solution. The Morse inequalities are then used to prove the instability of some families of relative equilibria in the four-vortex problem with two pairs of equal vorticities. We also show that, for positive circulations, relative equilibria cannot accumulate on the collision set.
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.
Ivanov, J.; Miller, R.D.; Xia, J.; Steeples, D.; Park, C.B.
2005-01-01
In a set of two papers we study the inverse problem of refraction travel times. The purpose of this work is to use the study as a basis for development of more sophisticated methods for finding more reliable solutions to the inverse problem of refraction travel times, which is known to be nonunique. The first paper, "Types of Geophysical Nonuniqueness through Minimization," emphasizes the existence of different forms of nonuniqueness in the realm of inverse geophysical problems. Each type of nonuniqueness requires a different type and amount of a priori information to acquire a reliable solution. Based on such coupling, a nonuniqueness classification is designed. Therefore, since most inverse geophysical problems are nonunique, each inverse problem must be studied to define what type of nonuniqueness it belongs to and thus determine what type of a priori information is necessary to find a realistic solution. The second paper, "Quantifying Refraction Nonuniqueness Using a Three-layer Model," serves as an example of such an approach. However, its main purpose is to provide a better understanding of the inverse refraction problem by studying the type of nonuniqueness it possesses. An approach for obtaining a realistic solution to the inverse refraction problem is planned to be offered in a third paper that is in preparation. The main goal of this paper is to redefine the existing generalized notion of nonuniqueness and a priori information by offering a classified, discriminate structure. Nonuniqueness is often encountered when trying to solve inverse problems. However, possible nonuniqueness diversity is typically neglected and nonuniqueness is regarded as a whole, as an unpleasant "black box" and is approached in the same manner by applying smoothing constraints, damping constraints with respect to the solution increment and, rarely, damping constraints with respect to some sparse reference information about the true parameters. In practice, when solving geophysical problems different types of nonuniqueness exist, and thus there are different ways to solve the problems. Nonuniqueness is usually regarded as due to data error, assuming the true geology is acceptably approximated by simple mathematical models. Compounding the nonlinear problems, geophysical applications routinely exhibit exact-data nonuniqueness even for models with very few parameters adding to the nonuniqueness due to data error. While nonuniqueness variations have been defined earlier, they have not been linked to specific use of a priori information necessary to resolve each case. Four types of nonuniqueness, typical for minimization problems are defined with the corresponding methods for inclusion of a priori information to find a realistic solution without resorting to a non-discriminative approach. The above-developed stand-alone classification is expected to be helpful when solving any geophysical inverse problems. ?? Birkha??user Verlag, Basel, 2005.
Computational methods for inverse problems in geophysics: inversion of travel time observations
Pereyra, V.; Keller, H.B.; Lee, W.H.K.
1980-01-01
General ways of solving various inverse problems are studied for given travel time observations between sources and receivers. These problems are separated into three components: (a) the representation of the unknown quantities appearing in the model; (b) the nonlinear least-squares problem; (c) the direct, two-point ray-tracing problem used to compute travel time once the model parameters are given. Novel software is described for (b) and (c), and some ideas given on (a). Numerical results obtained with artificial data and an implementation of the algorithm are also presented. ?? 1980.
Total-variation based velocity inversion with Bregmanized operator splitting algorithm
NASA Astrophysics Data System (ADS)
Zand, Toktam; Gholami, Ali
2018-04-01
Many problems in applied geophysics can be formulated as a linear inverse problem. The associated problems, however, are large-scale and ill-conditioned. Therefore, regularization techniques are needed to be employed for solving them and generating a stable and acceptable solution. We consider numerical methods for solving such problems in this paper. In order to tackle the ill-conditioning of the problem we use blockiness as a prior information of the subsurface parameters and formulate the problem as a constrained total variation (TV) regularization. The Bregmanized operator splitting (BOS) algorithm as a combination of the Bregman iteration and the proximal forward backward operator splitting method is developed to solve the arranged problem. Two main advantages of this new algorithm are that no matrix inversion is required and that a discrepancy stopping criterion is used to stop the iterations, which allow efficient solution of large-scale problems. The high performance of the proposed TV regularization method is demonstrated using two different experiments: 1) velocity inversion from (synthetic) seismic data which is based on Born approximation, 2) computing interval velocities from RMS velocities via Dix formula. Numerical examples are presented to verify the feasibility of the proposed method for high-resolution velocity inversion.
Zatsiorsky, Vladimir M.
2011-01-01
One of the key problems of motor control is the redundancy problem, in particular how the central nervous system (CNS) chooses an action out of infinitely many possible. A promising way to address this question is to assume that the choice is made based on optimization of a certain cost function. A number of cost functions have been proposed in the literature to explain performance in different motor tasks: from force sharing in grasping to path planning in walking. However, the problem of uniqueness of the cost function(s) was not addressed until recently. In this article, we analyze two methods of finding additive cost functions in inverse optimization problems with linear constraints, so-called linear-additive inverse optimization problems. These methods are based on the Uniqueness Theorem for inverse optimization problems that we proved recently (Terekhov et al., J Math Biol 61(3):423–453, 2010). Using synthetic data, we show that both methods allow for determining the cost function. We analyze the influence of noise on the both methods. Finally, we show how a violation of the conditions of the Uniqueness Theorem may lead to incorrect solutions of the inverse optimization problem. PMID:21311907
NASA Astrophysics Data System (ADS)
Shimelevich, M. I.; Obornev, E. A.; Obornev, I. E.; Rodionov, E. A.
2017-07-01
The iterative approximation neural network method for solving conditionally well-posed nonlinear inverse problems of geophysics is presented. The method is based on the neural network approximation of the inverse operator. The inverse problem is solved in the class of grid (block) models of the medium on a regularized parameterization grid. The construction principle of this grid relies on using the calculated values of the continuity modulus of the inverse operator and its modifications determining the degree of ambiguity of the solutions. The method provides approximate solutions of inverse problems with the maximal degree of detail given the specified degree of ambiguity with the total number of the sought parameters n × 103 of the medium. The a priori and a posteriori estimates of the degree of ambiguity of the approximated solutions are calculated. The work of the method is illustrated by the example of the three-dimensional (3D) inversion of the synthesized 2D areal geoelectrical (audio magnetotelluric sounding, AMTS) data corresponding to the schematic model of a kimberlite pipe.
Geostatistical regularization operators for geophysical inverse problems on irregular meshes
NASA Astrophysics Data System (ADS)
Jordi, C.; Doetsch, J.; Günther, T.; Schmelzbach, C.; Robertsson, J. OA
2018-05-01
Irregular meshes allow to include complicated subsurface structures into geophysical modelling and inverse problems. The non-uniqueness of these inverse problems requires appropriate regularization that can incorporate a priori information. However, defining regularization operators for irregular discretizations is not trivial. Different schemes for calculating smoothness operators on irregular meshes have been proposed. In contrast to classical regularization constraints that are only defined using the nearest neighbours of a cell, geostatistical operators include a larger neighbourhood around a particular cell. A correlation model defines the extent of the neighbourhood and allows to incorporate information about geological structures. We propose an approach to calculate geostatistical operators for inverse problems on irregular meshes by eigendecomposition of a covariance matrix that contains the a priori geological information. Using our approach, the calculation of the operator matrix becomes tractable for 3-D inverse problems on irregular meshes. We tested the performance of the geostatistical regularization operators and compared them against the results of anisotropic smoothing in inversions of 2-D surface synthetic electrical resistivity tomography (ERT) data as well as in the inversion of a realistic 3-D cross-well synthetic ERT scenario. The inversions of 2-D ERT and seismic traveltime field data with geostatistical regularization provide results that are in good accordance with the expected geology and thus facilitate their interpretation. In particular, for layered structures the geostatistical regularization provides geologically more plausible results compared to the anisotropic smoothness constraints.
FOREWORD: 4th International Workshop on New Computational Methods for Inverse Problems (NCMIP2014)
NASA Astrophysics Data System (ADS)
2014-10-01
This volume of Journal of Physics: Conference Series is dedicated to the scientific contributions presented during the 4th International Workshop on New Computational Methods for Inverse Problems, NCMIP 2014 (http://www.farman.ens-cachan.fr/NCMIP_2014.html). This workshop took place at Ecole Normale Supérieure de Cachan, on May 23, 2014. The prior editions of NCMIP also took place in Cachan, France, firstly within the scope of ValueTools Conference, in May 2011 (http://www.ncmip.org/2011/), and secondly at the initiative of Institut Farman, in May 2012 and May 2013, (http://www.farman.ens-cachan.fr/NCMIP_2012.html), (http://www.farman.ens-cachan.fr/NCMIP_2013.html). The New Computational Methods for Inverse Problems (NCMIP) Workshop focused on recent advances in the resolution of inverse problems. Indeed, inverse problems appear in numerous scientific areas such as geophysics, biological and medical imaging, material and structure characterization, electrical, mechanical and civil engineering, and finances. The resolution of inverse problems consists of estimating the parameters of the observed system or structure from data collected by an instrumental sensing or imaging device. Its success firstly requires the collection of relevant observation data. It also requires accurate models describing the physical interactions between the instrumental device and the observed system, as well as the intrinsic properties of the solution itself. Finally, it requires the design of robust, accurate and efficient inversion algorithms. Advanced sensor arrays and imaging devices provide high rate and high volume data; in this context, the efficient resolution of the inverse problem requires the joint development of new models and inversion methods, taking computational and implementation aspects into account. During this one-day workshop, researchers had the opportunity to bring to light and share new techniques and results in the field of inverse problems. The topics of the workshop were: algorithms and computational aspects of inversion, Bayesian estimation, Kernel methods, learning methods, convex optimization, free discontinuity problems, metamodels, proper orthogonal decomposition, reduced models for the inversion, non-linear inverse scattering, image reconstruction and restoration, and applications (bio-medical imaging, non-destructive evaluation...). NCMIP 2014 was a one-day workshop held in May 2014 which attracted around sixty attendees. Each of the submitted papers has been reviewed by two reviewers. There have been nine accepted papers. In addition, three international speakers were invited to present a longer talk. The workshop was supported by Institut Farman (ENS Cachan, CNRS) and endorsed by the following French research networks (GDR ISIS, GDR MIA, GDR MOA, GDR Ondes). The program committee acknowledges the following research laboratories: CMLA, LMT, LURPA, SATIE. Eric Vourc'h and Thomas Rodet
Inverse problems in the design, modeling and testing of engineering systems
NASA Technical Reports Server (NTRS)
Alifanov, Oleg M.
1991-01-01
Formulations, classification, areas of application, and approaches to solving different inverse problems are considered for the design of structures, modeling, and experimental data processing. Problems in the practical implementation of theoretical-experimental methods based on solving inverse problems are analyzed in order to identify mathematical models of physical processes, aid in input data preparation for design parameter optimization, help in design parameter optimization itself, and to model experiments, large-scale tests, and real tests of engineering systems.
NASA Technical Reports Server (NTRS)
Nguyen, Duc T.
1990-01-01
Practical engineering application can often be formulated in the form of a constrained optimization problem. There are several solution algorithms for solving a constrained optimization problem. One approach is to convert a constrained problem into a series of unconstrained problems. Furthermore, unconstrained solution algorithms can be used as part of the constrained solution algorithms. Structural optimization is an iterative process where one starts with an initial design, a finite element structure analysis is then performed to calculate the response of the system (such as displacements, stresses, eigenvalues, etc.). Based upon the sensitivity information on the objective and constraint functions, an optimizer such as ADS or IDESIGN, can be used to find the new, improved design. For the structural analysis phase, the equation solver for the system of simultaneous, linear equations plays a key role since it is needed for either static, or eigenvalue, or dynamic analysis. For practical, large-scale structural analysis-synthesis applications, computational time can be excessively large. Thus, it is necessary to have a new structural analysis-synthesis code which employs new solution algorithms to exploit both parallel and vector capabilities offered by modern, high performance computers such as the Convex, Cray-2 and Cray-YMP computers. The objective of this research project is, therefore, to incorporate the latest development in the parallel-vector equation solver, PVSOLVE into the widely popular finite-element production code, such as the SAP-4. Furthermore, several nonlinear unconstrained optimization subroutines have also been developed and tested under a parallel computer environment. The unconstrained optimization subroutines are not only useful in their own right, but they can also be incorporated into a more popular constrained optimization code, such as ADS.
Computation of free oscillations of the earth
Buland, Raymond P.; Gilbert, F.
1984-01-01
Although free oscillations of the Earth may be computed by many different methods, numerous practical considerations have led us to use a Rayleigh-Ritz formulation with piecewise cubic Hermite spline basis functions. By treating the resulting banded matrix equation as a generalized algebraic eigenvalue problem, we are able to achieve great accuracy and generality and a high degree of automation at a reasonable cost. ?? 1984.
Parallel Symmetric Eigenvalue Problem Solvers
2015-05-01
tutoring, and mentoring experience as an undergraduate. Last but not least, I thank my family for their love and support. v TABLE OF CONTENTS Page LIST...34 4.6.2 Choice of the Ritz shifts . . . . . . . . . . . . . . . . . . . . 38 4.7 Relationship between TraceMin and...which are determined by the Ritz values of the matrix pencil. We conclude with a discussion of the relationship between TraceMin and simultaneous
Solution Techniques for Large Eigenvalue Problems in Structural Dynamics.
1979-06-01
Pasadena, California 91109 Washington, D.C. 20553 Professor Paul M. Naghdi National Academy of Sciences University of California National Research...Engineering Washington, D.C. 20064 : S oProfessor Burt Paul University of Pennsylvania Dr. Samuel B. Batdorf Towns School of Civil and University of...Universities (Con’t) Dr. V. K. Varadan Professor V. H. Neubert Ohio State University Research Foundation Pennsylvania State University Department of
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.
The analytical transfer matrix method for PT-symmetric complex potential
NASA Astrophysics Data System (ADS)
Naceri, Leila; Hammou, Amine B.
2017-07-01
We have extended the analytical transfer matrix (ATM) method to solve quantum mechanical bound state problems with complex PT-symmetric potentials. Our work focuses on a class of models studied by Bender and Jones, we calculate the energy eigenvalues, discuss the critical values of g and compare the results with those obtained from other methods such as exact numerical computation and WKB approximation method.
NASA Astrophysics Data System (ADS)
Lin, Youzuo; O'Malley, Daniel; Vesselinov, Velimir V.
2016-09-01
Inverse modeling seeks model parameters given a set of observations. However, for practical problems because the number of measurements is often large and the model parameters are also numerous, conventional methods for inverse modeling can be computationally expensive. We have developed a new, computationally efficient parallel Levenberg-Marquardt method for solving inverse modeling problems with a highly parameterized model space. Levenberg-Marquardt methods require the solution of a linear system of equations which can be prohibitively expensive to compute for moderate to large-scale problems. Our novel method projects the original linear problem down to a Krylov subspace such that the dimensionality of the problem can be significantly reduced. Furthermore, we store the Krylov subspace computed when using the first damping parameter and recycle the subspace for the subsequent damping parameters. The efficiency of our new inverse modeling algorithm is significantly improved using these computational techniques. We apply this new inverse modeling method to invert for random transmissivity fields in 2-D and a random hydraulic conductivity field in 3-D. Our algorithm is fast enough to solve for the distributed model parameters (transmissivity) in the model domain. The algorithm is coded in Julia and implemented in the MADS computational framework (http://mads.lanl.gov). By comparing with Levenberg-Marquardt methods using standard linear inversion techniques such as QR or SVD methods, our Levenberg-Marquardt method yields a speed-up ratio on the order of ˜101 to ˜102 in a multicore computational environment. Therefore, our new inverse modeling method is a powerful tool for characterizing subsurface heterogeneity for moderate to large-scale problems.
Non-parametric estimation of population size changes from the site frequency spectrum.
Waltoft, Berit Lindum; Hobolth, Asger
2018-06-11
Changes in population size is a useful quantity for understanding the evolutionary history of a species. Genetic variation within a species can be summarized by the site frequency spectrum (SFS). For a sample of size n, the SFS is a vector of length n - 1 where entry i is the number of sites where the mutant base appears i times and the ancestral base appears n - i times. We present a new method, CubSFS, for estimating the changes in population size of a panmictic population from an observed SFS. First, we provide a straightforward proof for the expression of the expected site frequency spectrum depending only on the population size. Our derivation is based on an eigenvalue decomposition of the instantaneous coalescent rate matrix. Second, we solve the inverse problem of determining the changes in population size from an observed SFS. Our solution is based on a cubic spline for the population size. The cubic spline is determined by minimizing the weighted average of two terms, namely (i) the goodness of fit to the observed SFS, and (ii) a penalty term based on the smoothness of the changes. The weight is determined by cross-validation. The new method is validated on simulated demographic histories and applied on unfolded and folded SFS from 26 different human populations from the 1000 Genomes Project.
NASA Astrophysics Data System (ADS)
Riechers, Paul M.; Crutchfield, James P.
2018-06-01
Nonlinearities in finite dimensions can be linearized by projecting them into infinite dimensions. Unfortunately, the familiar linear operator techniques that one would then hope to use often fail since the operators cannot be diagonalized. The curse of nondiagonalizability also plays an important role even in finite-dimensional linear operators, leading to analytical impediments that occur across many scientific domains. We show how to circumvent it via two tracks. First, using the well-known holomorphic functional calculus, we develop new practical results about spectral projection operators and the relationship between left and right generalized eigenvectors. Second, we generalize the holomorphic calculus to a meromorphic functional calculus that can decompose arbitrary functions of nondiagonalizable linear operators in terms of their eigenvalues and projection operators. This simultaneously simplifies and generalizes functional calculus so that it is readily applicable to analyzing complex physical systems. Together, these results extend the spectral theorem of normal operators to a much wider class, including circumstances in which poles and zeros of the function coincide with the operator spectrum. By allowing the direct manipulation of individual eigenspaces of nonnormal and nondiagonalizable operators, the new theory avoids spurious divergences. As such, it yields novel insights and closed-form expressions across several areas of physics in which nondiagonalizable dynamics arise, including memoryful stochastic processes, open nonunitary quantum systems, and far-from-equilibrium thermodynamics. The technical contributions include the first full treatment of arbitrary powers of an operator, highlighting the special role of the zero eigenvalue. Furthermore, we show that the Drazin inverse, previously only defined axiomatically, can be derived as the negative-one power of singular operators within the meromorphic functional calculus and we give a new general method to construct it. We provide new formulae for constructing spectral projection operators and delineate the relations among projection operators, eigenvectors, and left and right generalized eigenvectors. By way of illustrating its application, we explore several, rather distinct examples. First, we analyze stochastic transition operators in discrete and continuous time. Second, we show that nondiagonalizability can be a robust feature of a stochastic process, induced even by simple counting. As a result, we directly derive distributions of the time-dependent Poisson process and point out that nondiagonalizability is intrinsic to it and the broad class of hidden semi-Markov processes. Third, we show that the Drazin inverse arises naturally in stochastic thermodynamics and that applying the meromorphic functional calculus provides closed-form solutions for the dynamics of key thermodynamic observables. Finally, we draw connections to the Ruelle-Frobenius-Perron and Koopman operators for chaotic dynamical systems and propose how to extract eigenvalues from a time-series.
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.
Solving geosteering inverse problems by stochastic Hybrid Monte Carlo method
Shen, Qiuyang; Wu, Xuqing; Chen, Jiefu; ...
2017-11-20
The inverse problems arise in almost all fields of science where the real-world parameters are extracted from a set of measured data. The geosteering inversion plays an essential role in the accurate prediction of oncoming strata as well as a reliable guidance to adjust the borehole position on the fly to reach one or more geological targets. This mathematical treatment is not easy to solve, which requires finding an optimum solution among a large solution space, especially when the problem is non-linear and non-convex. Nowadays, a new generation of logging-while-drilling (LWD) tools has emerged on the market. The so-called azimuthalmore » resistivity LWD tools have azimuthal sensitivity and a large depth of investigation. Hence, the associated inverse problems become much more difficult since the earth model to be inverted will have more detailed structures. The conventional deterministic methods are incapable to solve such a complicated inverse problem, where they suffer from the local minimum trap. Alternatively, stochastic optimizations are in general better at finding global optimal solutions and handling uncertainty quantification. In this article, we investigate the Hybrid Monte Carlo (HMC) based statistical inversion approach and suggest that HMC based inference is more efficient in dealing with the increased complexity and uncertainty faced by the geosteering problems.« less
Using a derivative-free optimization method for multiple solutions of inverse transport problems
Armstrong, Jerawan C.; Favorite, Jeffrey A.
2016-01-14
Identifying unknown components of an object that emits radiation is an important problem for national and global security. Radiation signatures measured from an object of interest can be used to infer object parameter values that are not known. This problem is called an inverse transport problem. An inverse transport problem may have multiple solutions and the most widely used approach for its solution is an iterative optimization method. This paper proposes a stochastic derivative-free global optimization algorithm to find multiple solutions of inverse transport problems. The algorithm is an extension of a multilevel single linkage (MLSL) method where a meshmore » adaptive direct search (MADS) algorithm is incorporated into the local phase. Furthermore, numerical test cases using uncollided fluxes of discrete gamma-ray lines are presented to show the performance of this new algorithm.« less
Frnakenstein: multiple target inverse RNA folding.
Lyngsø, Rune B; Anderson, James W J; Sizikova, Elena; Badugu, Amarendra; Hyland, Tomas; Hein, Jotun
2012-10-09
RNA secondary structure prediction, or folding, is a classic problem in bioinformatics: given a sequence of nucleotides, the aim is to predict the base pairs formed in its three dimensional conformation. The inverse problem of designing a sequence folding into a particular target structure has only more recently received notable interest. With a growing appreciation and understanding of the functional and structural properties of RNA motifs, and a growing interest in utilising biomolecules in nano-scale designs, the interest in the inverse RNA folding problem is bound to increase. However, whereas the RNA folding problem from an algorithmic viewpoint has an elegant and efficient solution, the inverse RNA folding problem appears to be hard. In this paper we present a genetic algorithm approach to solve the inverse folding problem. The main aims of the development was to address the hitherto mostly ignored extension of solving the inverse folding problem, the multi-target inverse folding problem, while simultaneously designing a method with superior performance when measured on the quality of designed sequences. The genetic algorithm has been implemented as a Python program called Frnakenstein. It was benchmarked against four existing methods and several data sets totalling 769 real and predicted single structure targets, and on 292 two structure targets. It performed as well as or better at finding sequences which folded in silico into the target structure than all existing methods, without the heavy bias towards CG base pairs that was observed for all other top performing methods. On the two structure targets it also performed well, generating a perfect design for about 80% of the targets. Our method illustrates that successful designs for the inverse RNA folding problem does not necessarily have to rely on heavy biases in base pair and unpaired base distributions. The design problem seems to become more difficult on larger structures when the target structures are real structures, while no deterioration was observed for predicted structures. Design for two structure targets is considerably more difficult, but far from impossible, demonstrating the feasibility of automated design of artificial riboswitches. The Python implementation is available at http://www.stats.ox.ac.uk/research/genome/software/frnakenstein.
Frnakenstein: multiple target inverse RNA folding
2012-01-01
Background RNA secondary structure prediction, or folding, is a classic problem in bioinformatics: given a sequence of nucleotides, the aim is to predict the base pairs formed in its three dimensional conformation. The inverse problem of designing a sequence folding into a particular target structure has only more recently received notable interest. With a growing appreciation and understanding of the functional and structural properties of RNA motifs, and a growing interest in utilising biomolecules in nano-scale designs, the interest in the inverse RNA folding problem is bound to increase. However, whereas the RNA folding problem from an algorithmic viewpoint has an elegant and efficient solution, the inverse RNA folding problem appears to be hard. Results In this paper we present a genetic algorithm approach to solve the inverse folding problem. The main aims of the development was to address the hitherto mostly ignored extension of solving the inverse folding problem, the multi-target inverse folding problem, while simultaneously designing a method with superior performance when measured on the quality of designed sequences. The genetic algorithm has been implemented as a Python program called Frnakenstein. It was benchmarked against four existing methods and several data sets totalling 769 real and predicted single structure targets, and on 292 two structure targets. It performed as well as or better at finding sequences which folded in silico into the target structure than all existing methods, without the heavy bias towards CG base pairs that was observed for all other top performing methods. On the two structure targets it also performed well, generating a perfect design for about 80% of the targets. Conclusions Our method illustrates that successful designs for the inverse RNA folding problem does not necessarily have to rely on heavy biases in base pair and unpaired base distributions. The design problem seems to become more difficult on larger structures when the target structures are real structures, while no deterioration was observed for predicted structures. Design for two structure targets is considerably more difficult, but far from impossible, demonstrating the feasibility of automated design of artificial riboswitches. The Python implementation is available at http://www.stats.ox.ac.uk/research/genome/software/frnakenstein. PMID:23043260
NASA Astrophysics Data System (ADS)
Rundell, William; Somersalo, Erkki
2008-07-01
The Inverse Problems International Association (IPIA) awarded the first Calderón Prize to Matti Lassas for his outstanding contributions to the field of inverse problems, especially in geometric inverse problems. The Calderón Prize is given to a researcher under the age of 40 who has made distinguished contributions to the field of inverse problems broadly defined. The first Calderón Prize Committee consisted of Professors Adrian Nachman, Lassi Päivärinta, William Rundell (chair), and Michael Vogelius. William Rundell For the Calderón Prize Committee Prize ceremony The ceremony awarding the Calderón Prize. Matti Lassas is on the left. He and William Rundell are on the right. Photos by P Stefanov. Brief Biography of Matti Lassas Matti Lassas was born in 1969 in Helsinki, Finland, and studied at the University of Helsinki. He finished his Master's studies in 1992 in three years and earned his PhD in 1996. His PhD thesis, written under the supervision of Professor Erkki Somersalo was entitled `Non-selfadjoint inverse spectral problems and their applications to random bodies'. Already in his thesis, Matti demonstrated a remarkable command of different fields of mathematics, bringing together the spectral theory of operators, geometry of Riemannian surfaces, Maxwell's equations and stochastic analysis. He has continued to develop all of these branches in the framework of inverse problems, the most remarkable results perhaps being in the field of differential geometry and inverse problems. Matti has always been a very generous researcher, sharing his ideas with his numerous collaborators. He has authored over sixty scientific articles, among which a monograph on inverse boundary spectral problems with Alexander Kachalov and Yaroslav Kurylev and over forty articles in peer reviewed journals of the highest standards. To get an idea of the wide range of Matti's interests, it is enough to say that he also has three US patents on medical imaging applications. Matti is currently professor of mathematics at Helsinki University of Technology, where he has created his own line of research with young talented researchers around him. He is a central person in the Centre of Excellence in Inverse Problems Research of the Academy of Finland. Previously, Matti Lassas has won several awards in his home country, including the prestigious Vaisala price of the Finnish Academy of Science and Letters in 2004. He is a highly esteemed colleague, teacher and friend, and the Great Diving Beetle of the Finnish Inverse Problems Society (http://venda.uku.fi/research/FIPS/), an honorary title for a person who has no fear of the deep. Erkki Somersalo
Adaptive eigenspace method for inverse scattering problems in the frequency domain
NASA Astrophysics Data System (ADS)
Grote, Marcus J.; Kray, Marie; Nahum, Uri
2017-02-01
A nonlinear optimization method is proposed for the solution of inverse scattering problems in the frequency domain, when the scattered field is governed by the Helmholtz equation. The time-harmonic inverse medium problem is formulated as a PDE-constrained optimization problem and solved by an inexact truncated Newton-type iteration. Instead of a grid-based discrete representation, the unknown wave speed is projected to a particular finite-dimensional basis of eigenfunctions, which is iteratively adapted during the optimization. Truncating the adaptive eigenspace (AE) basis at a (small and slowly increasing) finite number of eigenfunctions effectively introduces regularization into the inversion and thus avoids the need for standard Tikhonov-type regularization. Both analytical and numerical evidence underpins the accuracy of the AE representation. Numerical experiments demonstrate the efficiency and robustness to missing or noisy data of the resulting adaptive eigenspace inversion method.
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.
Discrete Ordinate Quadrature Selection for Reactor-based Eigenvalue Problems
DOE Office of Scientific and Technical Information (OSTI.GOV)
Jarrell, Joshua J; Evans, Thomas M; Davidson, Gregory G
2013-01-01
In this paper we analyze the effect of various quadrature sets on the eigenvalues of several reactor-based problems, including a two-dimensional (2D) fuel pin, a 2D lattice of fuel pins, and a three-dimensional (3D) reactor core problem. While many quadrature sets have been applied to neutral particle discrete ordinate transport calculations, the Level Symmetric (LS) and the Gauss-Chebyshev product (GC) sets are the most widely used in production-level reactor simulations. Other quadrature sets, such as Quadruple Range (QR) sets, have been shown to be more accurate in shielding applications. In this paper, we compare the LS, GC, QR, and themore » recently developed linear-discontinuous finite element (LDFE) sets, as well as give a brief overview of other proposed quadrature sets. We show that, for a given number of angles, the QR sets are more accurate than the LS and GC in all types of reactor problems analyzed (2D and 3D). We also show that the LDFE sets are more accurate than the LS and GC sets for these problems. We conclude that, for problems where tens to hundreds of quadrature points (directions) per octant are appropriate, QR sets should regularly be used because they have similar integration properties as the LS and GC sets, have no noticeable impact on the speed of convergence of the solution when compared with other quadrature sets, and yield more accurate results. We note that, for very high-order scattering problems, the QR sets exactly integrate fewer angular flux moments over the unit sphere than the GC sets. The effects of those inexact integrations have yet to be analyzed. We also note that the LDFE sets only exactly integrate the zeroth and first angular flux moments. Pin power comparisons and analyses are not included in this paper and are left for future work.« less
Discrete ordinate quadrature selection for reactor-based Eigenvalue problems
DOE Office of Scientific and Technical Information (OSTI.GOV)
Jarrell, J. J.; Evans, T. M.; Davidson, G. G.
2013-07-01
In this paper we analyze the effect of various quadrature sets on the eigenvalues of several reactor-based problems, including a two-dimensional (2D) fuel pin, a 2D lattice of fuel pins, and a three-dimensional (3D) reactor core problem. While many quadrature sets have been applied to neutral particle discrete ordinate transport calculations, the Level Symmetric (LS) and the Gauss-Chebyshev product (GC) sets are the most widely used in production-level reactor simulations. Other quadrature sets, such as Quadruple Range (QR) sets, have been shown to be more accurate in shielding applications. In this paper, we compare the LS, GC, QR, and themore » recently developed linear-discontinuous finite element (LDFE) sets, as well as give a brief overview of other proposed quadrature sets. We show that, for a given number of angles, the QR sets are more accurate than the LS and GC in all types of reactor problems analyzed (2D and 3D). We also show that the LDFE sets are more accurate than the LS and GC sets for these problems. We conclude that, for problems where tens to hundreds of quadrature points (directions) per octant are appropriate, QR sets should regularly be used because they have similar integration properties as the LS and GC sets, have no noticeable impact on the speed of convergence of the solution when compared with other quadrature sets, and yield more accurate results. We note that, for very high-order scattering problems, the QR sets exactly integrate fewer angular flux moments over the unit sphere than the GC sets. The effects of those inexact integrations have yet to be analyzed. We also note that the LDFE sets only exactly integrate the zeroth and first angular flux moments. Pin power comparisons and analyses are not included in this paper and are left for future work. (authors)« less
Extension of modified power method to two-dimensional problems
DOE Office of Scientific and Technical Information (OSTI.GOV)
Zhang, Peng; Ulsan National Institute of Science and Technology, 50 UNIST-gil, Ulsan 44919; Lee, Hyunsuk
2016-09-01
In this study, the generalized modified power method was extended to two-dimensional problems. A direct application of the method to two-dimensional problems was shown to be unstable when the number of requested eigenmodes is larger than a certain problem dependent number. The root cause of this instability has been identified as the degeneracy of the transfer matrix. In order to resolve this instability, the number of sub-regions for the transfer matrix was increased to be larger than the number of requested eigenmodes; and a new transfer matrix was introduced accordingly which can be calculated by the least square method. Themore » stability of the new method has been successfully demonstrated with a neutron diffusion eigenvalue problem and the 2D C5G7 benchmark problem. - Graphical abstract:.« less
PREFACE: Inverse Problems in Applied Sciences—towards breakthrough
NASA Astrophysics Data System (ADS)
Cheng, Jin; Iso, Yuusuke; Nakamura, Gen; Yamamoto, Masahiro
2007-06-01
These are the proceedings of the international conference `Inverse Problems in Applied Sciences—towards breakthrough' which was held at Hokkaido University, Sapporo, Japan on 3-7 July 2006 (http://coe.math.sci.hokudai.ac.jp/sympo/inverse/). There were 88 presentations and more than 100 participants, and we are proud to say that the conference was very successful. Nowadays, many new activities on inverse problems are flourishing at many centers of research around the world, and the conference has successfully gathered a world-wide variety of researchers. We believe that this volume contains not only main papers, but also conveys the general status of current research into inverse problems. This conference was the third biennial international conference on inverse problems, the core of which is the Pan-Pacific Asian area. The purpose of this series of conferences is to establish and develop constant international collaboration, especially among the Pan-Pacific Asian countries, and to lead the organization of activities concerning inverse problems centered in East Asia. The first conference was held at City University of Hong Kong in January 2002 and the second was held at Fudan University in June 2004. Following the preceding two successes, the third conference was organized in order to extend the scope of activities and build useful bridges to the next conference in Seoul in 2008. Therefore this third biennial conference was intended not only to establish collaboration and links between researchers in Asia and leading researchers worldwide in inverse problems but also to nurture interdisciplinary collaboration in theoretical fields such as mathematics, applied fields and evolving aspects of inverse problems. For these purposes, we organized tutorial lectures, serial lectures and a panel discussion as well as conference research presentations. This volume contains three lecture notes from the tutorial and serial lectures, and 22 papers. Especially at this flourishing time, it is necessary to carefully analyse the current status of inverse problems for further development. Thus we have opened with the panel discussion entitled `Future of Inverse Problems' with panelists: Professors J Cheng, H W Engl, V Isakov, R Kress, J-K Seo, G Uhlmann and the commentator: Elaine Longden-Chapman from IOP Publishing. The aims of the panel discussion were to examine the current research status from various viewpoints, to discuss how we can overcome any difficulties and how we can promote young researchers and open new possibilities for inverse problems such as industrial linkages. As one output, the panel discussion has triggered the organization of the Inverse Problems International Association (IPIA) which has led to its first international congress in the summer of 2007. Another remarkable outcome of the conference is, of course, the present volume: this is the very high quality online proceedings volume of Journal of Physics: Conference Series. Readers can see in these proceedings very well written tutorial lecture notes, and very high quality original research and review papers all of which show what was achieved by the time the conference was held. The electronic publication of the proceedings is a new way of publicizing the achievement of the conference. It has the advantage of wide circulation and cost reduction. We believe this is a most efficient method for our needs and purposes. We would like to take this opportunity to acknowledge all the people who helped to organize the conference. Guest Editors Jin Cheng, Fudan University, Shanghai, China Yuusuke Iso, Kyoto University, Kyoto, Japan Gen Nakamura, Hokkaido University, Sapporo, Japan Masahiro Yamamoto, University of Tokyo, Tokyo, Japan
Statistical properties of cross-correlation in the Korean stock market
NASA Astrophysics Data System (ADS)
Oh, G.; Eom, C.; Wang, F.; Jung, W.-S.; Stanley, H. E.; Kim, S.
2011-01-01
We investigate the statistical properties of the cross-correlation matrix between individual stocks traded in the Korean stock market using the random matrix theory (RMT) and observe how these affect the portfolio weights in the Markowitz portfolio theory. We find that the distribution of the cross-correlation matrix is positively skewed and changes over time. We find that the eigenvalue distribution of original cross-correlation matrix deviates from the eigenvalues predicted by the RMT, and the largest eigenvalue is 52 times larger than the maximum value among the eigenvalues predicted by the RMT. The β_{473} coefficient, which reflect the largest eigenvalue property, is 0.8, while one of the eigenvalues in the RMT is approximately zero. Notably, we show that the entropy function E(σ) with the portfolio risk σ for the original and filtered cross-correlation matrices are consistent with a power-law function, E( σ) σ^{-γ}, with the exponent γ 2.92 and those for Asian currency crisis decreases significantly.
Solvability of the electrocardiology inverse problem for a moving dipole.
Tolkachev, V; Bershadsky, B; Nemirko, A
1993-01-01
New formulations of the direct and inverse problems for the moving dipole are offered. It has been suggested to limit the study by a small area on the chest surface. This lowers the role of the medium inhomogeneity. When formulating the direct problem, irregular components are considered. The algorithm of simultaneous determination of the dipole and regular noise parameters has been described and analytically investigated. It is shown that temporal overdetermination of the equations offers a single solution of the inverse problem for the four leads.
Simon, L
2007-10-01
The integral transform technique was implemented to solve a mathematical model developed for percutaneous drug absorption. The model included repeated application and removal of a patch from the skin. Fick's second law of diffusion was used to study the transport of a medicinal agent through the vehicle and subsequent penetration into the stratum corneum. Eigenmodes and eigenvalues were computed and introduced into an inversion formula to estimate the delivery rate and the amount of drug in the vehicle and the skin. A dynamic programming algorithm calculated the optimal doses necessary to achieve a desired transdermal flux. The analytical method predicted profiles that were in close agreement with published numerical solutions and provided an automated strategy to perform therapeutic drug monitoring and control.
NASA Technical Reports Server (NTRS)
Zalesak, J.
1975-01-01
A dynamic substructuring analysis, utilizing the component modes technique, of the 1/8 scale space shuttle orbiter finite element model is presented. The analysis was accomplished in 3 phases, using NASTRAN RIGID FORMAT 3, with appropriate Alters, on the IBM 360-370. The orbiter was divided into 5 substructures, each of which was reduced to interface degrees of freedom and generalized normal modes. The reduced substructures were coupled to yield the first 23 symmetric free-free orbiter modes, and the eigenvectors in the original grid point degree of freedom lineup were recovered. A comparison was made with an analysis which was performed with the same model using the direct coordinate elimination approach. Eigenvalues were extracted using the inverse power method.
DOE Office of Scientific and Technical Information (OSTI.GOV)
Lin, Youzuo; O'Malley, Daniel; Vesselinov, Velimir V.
Inverse modeling seeks model parameters given a set of observations. However, for practical problems because the number of measurements is often large and the model parameters are also numerous, conventional methods for inverse modeling can be computationally expensive. We have developed a new, computationally-efficient parallel Levenberg-Marquardt method for solving inverse modeling problems with a highly parameterized model space. Levenberg-Marquardt methods require the solution of a linear system of equations which can be prohibitively expensive to compute for moderate to large-scale problems. Our novel method projects the original linear problem down to a Krylov subspace, such that the dimensionality of themore » problem can be significantly reduced. Furthermore, we store the Krylov subspace computed when using the first damping parameter and recycle the subspace for the subsequent damping parameters. The efficiency of our new inverse modeling algorithm is significantly improved using these computational techniques. We apply this new inverse modeling method to invert for random transmissivity fields in 2D and a random hydraulic conductivity field in 3D. Our algorithm is fast enough to solve for the distributed model parameters (transmissivity) in the model domain. The algorithm is coded in Julia and implemented in the MADS computational framework (http://mads.lanl.gov). By comparing with Levenberg-Marquardt methods using standard linear inversion techniques such as QR or SVD methods, our Levenberg-Marquardt method yields a speed-up ratio on the order of ~10 1 to ~10 2 in a multi-core computational environment. Furthermore, our new inverse modeling method is a powerful tool for characterizing subsurface heterogeneity for moderate- to large-scale problems.« less
Lin, Youzuo; O'Malley, Daniel; Vesselinov, Velimir V.
2016-09-01
Inverse modeling seeks model parameters given a set of observations. However, for practical problems because the number of measurements is often large and the model parameters are also numerous, conventional methods for inverse modeling can be computationally expensive. We have developed a new, computationally-efficient parallel Levenberg-Marquardt method for solving inverse modeling problems with a highly parameterized model space. Levenberg-Marquardt methods require the solution of a linear system of equations which can be prohibitively expensive to compute for moderate to large-scale problems. Our novel method projects the original linear problem down to a Krylov subspace, such that the dimensionality of themore » problem can be significantly reduced. Furthermore, we store the Krylov subspace computed when using the first damping parameter and recycle the subspace for the subsequent damping parameters. The efficiency of our new inverse modeling algorithm is significantly improved using these computational techniques. We apply this new inverse modeling method to invert for random transmissivity fields in 2D and a random hydraulic conductivity field in 3D. Our algorithm is fast enough to solve for the distributed model parameters (transmissivity) in the model domain. The algorithm is coded in Julia and implemented in the MADS computational framework (http://mads.lanl.gov). By comparing with Levenberg-Marquardt methods using standard linear inversion techniques such as QR or SVD methods, our Levenberg-Marquardt method yields a speed-up ratio on the order of ~10 1 to ~10 2 in a multi-core computational environment. Furthermore, our new inverse modeling method is a powerful tool for characterizing subsurface heterogeneity for moderate- to large-scale problems.« less
On the Directional Dependence and Null Space Freedom in Uncertainty Bound Identification
NASA Technical Reports Server (NTRS)
Lim, K. B.; Giesy, D. P.
1997-01-01
In previous work, the determination of uncertainty models via minimum norm model validation is based on a single set of input and output measurement data. Since uncertainty bounds at each frequency is directionally dependent for multivariable systems, this will lead to optimistic uncertainty levels. In addition, the design freedom in the uncertainty model has not been utilized to further reduce uncertainty levels. The above issues are addressed by formulating a min- max problem. An analytical solution to the min-max problem is given to within a generalized eigenvalue problem, thus avoiding a direct numerical approach. This result will lead to less conservative and more realistic uncertainty models for use in robust control.
Deflation as a method of variance reduction for estimating the trace of a matrix inverse
DOE Office of Scientific and Technical Information (OSTI.GOV)
Gambhir, Arjun Singh; Stathopoulos, Andreas; Orginos, Kostas
Many fields require computing the trace of the inverse of a large, sparse matrix. The typical method used for such computations is the Hutchinson method which is a Monte Carlo (MC) averaging over matrix quadratures. To improve its convergence, several variance reductions techniques have been proposed. In this paper, we study the effects of deflating the near null singular value space. We make two main contributions. First, we analyze the variance of the Hutchinson method as a function of the deflated singular values and vectors. Although this provides good intuition in general, by assuming additionally that the singular vectors aremore » random unitary matrices, we arrive at concise formulas for the deflated variance that include only the variance and mean of the singular values. We make the remarkable observation that deflation may increase variance for Hermitian matrices but not for non-Hermitian ones. This is a rare, if not unique, property where non-Hermitian matrices outperform Hermitian ones. The theory can be used as a model for predicting the benefits of deflation. Second, we use deflation in the context of a large scale application of "disconnected diagrams" in Lattice QCD. On lattices, Hierarchical Probing (HP) has previously provided an order of magnitude of variance reduction over MC by removing "error" from neighboring nodes of increasing distance in the lattice. Although deflation used directly on MC yields a limited improvement of 30% in our problem, when combined with HP they reduce variance by a factor of over 150 compared to MC. For this, we pre-computated 1000 smallest singular values of an ill-conditioned matrix of size 25 million. Furthermore, using PRIMME and a domain-specific Algebraic Multigrid preconditioner, we perform one of the largest eigenvalue computations in Lattice QCD at a fraction of the cost of our trace computation.« less
Deflation as a method of variance reduction for estimating the trace of a matrix inverse
Gambhir, Arjun Singh; Stathopoulos, Andreas; Orginos, Kostas
2017-04-06
Many fields require computing the trace of the inverse of a large, sparse matrix. The typical method used for such computations is the Hutchinson method which is a Monte Carlo (MC) averaging over matrix quadratures. To improve its convergence, several variance reductions techniques have been proposed. In this paper, we study the effects of deflating the near null singular value space. We make two main contributions. First, we analyze the variance of the Hutchinson method as a function of the deflated singular values and vectors. Although this provides good intuition in general, by assuming additionally that the singular vectors aremore » random unitary matrices, we arrive at concise formulas for the deflated variance that include only the variance and mean of the singular values. We make the remarkable observation that deflation may increase variance for Hermitian matrices but not for non-Hermitian ones. This is a rare, if not unique, property where non-Hermitian matrices outperform Hermitian ones. The theory can be used as a model for predicting the benefits of deflation. Second, we use deflation in the context of a large scale application of "disconnected diagrams" in Lattice QCD. On lattices, Hierarchical Probing (HP) has previously provided an order of magnitude of variance reduction over MC by removing "error" from neighboring nodes of increasing distance in the lattice. Although deflation used directly on MC yields a limited improvement of 30% in our problem, when combined with HP they reduce variance by a factor of over 150 compared to MC. For this, we pre-computated 1000 smallest singular values of an ill-conditioned matrix of size 25 million. Furthermore, using PRIMME and a domain-specific Algebraic Multigrid preconditioner, we perform one of the largest eigenvalue computations in Lattice QCD at a fraction of the cost of our trace computation.« less
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.
Crossover ensembles of random matrices and skew-orthogonal polynomials
DOE Office of Scientific and Technical Information (OSTI.GOV)
Kumar, Santosh, E-mail: skumar.physics@gmail.com; Pandey, Akhilesh, E-mail: ap0700@mail.jnu.ac.in
2011-08-15
Highlights: > We study crossover ensembles of Jacobi family of random matrices. > We consider correlations for orthogonal-unitary and symplectic-unitary crossovers. > We use the method of skew-orthogonal polynomials and quaternion determinants. > We prove universality of spectral correlations in crossover ensembles. > We discuss applications to quantum conductance and communication theory problems. - Abstract: In a recent paper (S. Kumar, A. Pandey, Phys. Rev. E, 79, 2009, p. 026211) we considered Jacobi family (including Laguerre and Gaussian cases) of random matrix ensembles and reported exact solutions of crossover problems involving time-reversal symmetry breaking. In the present paper we givemore » details of the work. We start with Dyson's Brownian motion description of random matrix ensembles and obtain universal hierarchic relations among the unfolded correlation functions. For arbitrary dimensions we derive the joint probability density (jpd) of eigenvalues for all transitions leading to unitary ensembles as equilibrium ensembles. We focus on the orthogonal-unitary and symplectic-unitary crossovers and give generic expressions for jpd of eigenvalues, two-point kernels and n-level correlation functions. This involves generalization of the theory of skew-orthogonal polynomials to crossover ensembles. We also consider crossovers in the circular ensembles to show the generality of our method. In the large dimensionality limit, correlations in spectra with arbitrary initial density are shown to be universal when expressed in terms of a rescaled symmetry breaking parameter. Applications of our crossover results to communication theory and quantum conductance problems are also briefly discussed.« less
NASA Technical Reports Server (NTRS)
Rosen, I. G.
1985-01-01
Rayleigh-Ritz methods for the approximation of the natural modes for a class of vibration problems involving flexible beams with tip bodies using subspaces of piecewise polynomial spline functions are developed. An abstract operator theoretic formulation of the eigenvalue problem is derived and spectral properties investigated. The existing theory for spline-based Rayleigh-Ritz methods applied to elliptic differential operators and the approximation properties of interpolatory splines are useed to argue convergence and establish rates of convergence. An example and numerical results are discussed.
Brown, James; Carrington, Tucker
2015-07-28
Although phase-space localized Gaussians are themselves poor basis functions, they can be used to effectively contract a discrete variable representation basis [A. Shimshovitz and D. J. Tannor, Phys. Rev. Lett. 109, 070402 (2012)]. This works despite the fact that elements of the Hamiltonian and overlap matrices labelled by discarded Gaussians are not small. By formulating the matrix problem as a regular (i.e., not a generalized) matrix eigenvalue problem, we show that it is possible to use an iterative eigensolver to compute vibrational energy levels in the Gaussian basis.
Wave computation on the Poincaré dodecahedral space
NASA Astrophysics Data System (ADS)
Bachelot-Motet, Agnès
2013-12-01
We compute the waves propagating on a compact 3-manifold of constant positive curvature with a non-trivial topology: the Poincaré dodecahedral space that is a plausible model of multi-connected universe. We transform the Cauchy problem to a mixed problem posed on a fundamental domain determined by the quaternionic calculus. We adopt a variational approach using a space of finite elements that is invariant under the action of the binary icosahedral group. The computation of the transient waves is validated with their spectral analysis by computing a lot of eigenvalues of the Laplace-Beltrami operator.
NASA Astrophysics Data System (ADS)
Aliyev, Ziyatkhan S.; Guliyeva, Sevinc B.
2017-11-01
In this paper we consider a spectral problem that describes the bending vibrations of a homogeneous rod, in cross-sections of which the longitudinal force acts, the left end of which is fixed and on the right end an inertial mass is concentrated. We give a general characteristic of the location of the eigenvalues on the real axis, we study the structure of root spaces and oscillation properties of eigenfunctions, we investigate the basic properties in the space Lp, 1 < p < ∞, of the system of eigenfunctions of this problem.
KARHUNEN-LOÈVE Basis Functions of Kolmogorov Turbulence in the Sphere
NASA Astrophysics Data System (ADS)
Mathar, Richard J.
In support of modeling atmospheric turbulence, the statistically independent Karhunen-Loève modes of refractive indices with isotropic Kolmogorov spectrum of the covariance are calculated inside a sphere of fixed radius, rendered as series of 3D Zernike functions. Many of the symmetry arguments of the well-known associated 2D problem for the circular input pupil remain valid. The technique of efficient diagonalization of the eigenvalue problem in wavenumber space is founded on the Fourier representation of the 3D Zernike basis, and extensible to the von-Kármán power spectrum.
MAP Estimators for Piecewise Continuous Inversion
2016-08-08
MAP estimators for piecewise continuous inversion M M Dunlop1 and A M Stuart Mathematics Institute, University of Warwick, Coventry, CV4 7AL, UK E...Published 8 August 2016 Abstract We study the inverse problem of estimating a field ua from data comprising a finite set of nonlinear functionals of ua...then natural to study maximum a posterior (MAP) estimators. Recently (Dashti et al 2013 Inverse Problems 29 095017) it has been shown that MAP
Time-domain full waveform inversion using instantaneous phase information with damping
NASA Astrophysics Data System (ADS)
Luo, Jingrui; Wu, Ru-Shan; Gao, Fuchun
2018-06-01
In time domain, the instantaneous phase can be obtained from the complex seismic trace using Hilbert transform. The instantaneous phase information has great potential in overcoming the local minima problem and improving the result of full waveform inversion. However, the phase wrapping problem, which comes from numerical calculation, prevents its application. In order to avoid the phase wrapping problem, we choose to use the exponential phase combined with the damping method, which gives instantaneous phase-based multi-stage inversion. We construct the objective functions based on the exponential instantaneous phase, and also derive the corresponding gradient operators. Conventional full waveform inversion and the instantaneous phase-based inversion are compared with numerical examples, which indicates that in the case without low frequency information in seismic data, our method is an effective and efficient approach for initial model construction for full waveform inversion.
Solutions to inverse plume in a crosswind problem using a predictor - corrector method
NASA Astrophysics Data System (ADS)
Vanderveer, Joseph; Jaluria, Yogesh
2013-11-01
Investigation for minimalist solutions to the inverse convection problem of a plume in a crosswind has developed a predictor - corrector method. The inverse problem is to predict the strength and location of the plume with respect to a select few downstream sampling points. This is accomplished with the help of two numerical simulations of the domain at differing source strengths, allowing the generation of two inverse interpolation functions. These functions in turn are utilized by the predictor step to acquire the plume strength. Finally, the same interpolation functions with the corrections from the plume strength are used to solve for the plume location. Through optimization of the relative location of the sampling points, the minimum number of samples for accurate predictions is reduced to two for the plume strength and three for the plume location. After the optimization, the predictor-corrector method demonstrates global uniqueness of the inverse solution for all test cases. The solution error is less than 1% for both plume strength and plume location. The basic approach could be extended to other inverse convection transport problems, particularly those encountered in environmental flows.
Statistical classification techniques for engineering and climatic data samples
NASA Technical Reports Server (NTRS)
Temple, E. C.; Shipman, J. R.
1981-01-01
Fisher's sample linear discriminant function is modified through an appropriate alteration of the common sample variance-covariance matrix. The alteration consists of adding nonnegative values to the eigenvalues of the sample variance covariance matrix. The desired results of this modification is to increase the number of correct classifications by the new linear discriminant function over Fisher's function. This study is limited to the two-group discriminant problem.
The 1980 summer research fellowship program
NASA Technical Reports Server (NTRS)
Darden, G. C. (Compiler)
1980-01-01
The problem of incorporating visual input into robot systems is described. The photochemistry of the stratosphere, particularly possible permutations of the ozone layer, is discussed. Photoelectrochemical properties of metal thio-hypodiphosphates are investigated. Extreme eigenvalues are computed by the Lancqos approach. The rotational Raman spectra of the molecular atmosphere is studied. A computer operated mathematical symbolic manipulation system is described. Preparation of polycrystalline semiconductor electrodes of tungsten and molybdenum dichalcogenides is received.
Viscoelastic Damping of Turbine and Compressor Blade Vibrations.
1982-03-01
and Materials Conference, Atlanta, GA: 6 April 1981. 6. Balfour, A. and D.H. Marwick. Pro-ramming in Standard FORTRAN 77. New York: North- Holand Inc...EIGENVALUE PROBLEM RESULTING FROM THE EQUATION OF C MOTION IN THE ANALYTICAL SECTION REAL Gl,G2,C,T,L,M,K,J, F1 ,F2,F3,F4,X1,X2 COMPLEX Z,Z1,B,D,F,W COMMON
Fission matrix-based Monte Carlo criticality analysis of fuel storage pools
DOE Office of Scientific and Technical Information (OSTI.GOV)
Farlotti, M.; Ecole Polytechnique, Palaiseau, F 91128; Larsen, E. W.
2013-07-01
Standard Monte Carlo transport procedures experience difficulties in solving criticality problems in fuel storage pools. Because of the strong neutron absorption between fuel assemblies, source convergence can be very slow, leading to incorrect estimates of the eigenvalue and the eigenfunction. This study examines an alternative fission matrix-based Monte Carlo transport method that takes advantage of the geometry of a storage pool to overcome this difficulty. The method uses Monte Carlo transport to build (essentially) a fission matrix, which is then used to calculate the criticality and the critical flux. This method was tested using a test code on a simplemore » problem containing 8 assemblies in a square pool. The standard Monte Carlo method gave the expected eigenfunction in 5 cases out of 10, while the fission matrix method gave the expected eigenfunction in all 10 cases. In addition, the fission matrix method provides an estimate of the error in the eigenvalue and the eigenfunction, and it allows the user to control this error by running an adequate number of cycles. Because of these advantages, the fission matrix method yields a higher confidence in the results than standard Monte Carlo. We also discuss potential improvements of the method, including the potential for variance reduction techniques. (authors)« less
Ghost instabilities of cosmological models with vector fields nonminimally coupled to the curvature
DOE Office of Scientific and Technical Information (OSTI.GOV)
Himmetoglu, Burak; Peloso, Marco; Contaldi, Carlo R.
2009-12-15
We prove that many cosmological models characterized by vectors nonminimally coupled to the curvature (such as the Turner-Widrow mechanism for the production of magnetic fields during inflation, and models of vector inflation or vector curvaton) contain ghosts. The ghosts are associated with the longitudinal vector polarization present in these models and are found from studying the sign of the eigenvalues of the kinetic matrix for the physical perturbations. Ghosts introduce two main problems: (1) they make the theories ill defined at the quantum level in the high energy/subhorizon regime (and create serious problems for finding a well-behaved UV completion), andmore » (2) they create an instability already at the linearized level. This happens because the eigenvalue corresponding to the ghost crosses zero during the cosmological evolution. At this point the linearized equations for the perturbations become singular (we show that this happens for all the models mentioned above). We explicitly solve the equations in the simplest cases of a vector without a vacuum expectation value in a Friedmann-Robertson-Walker geometry, and of a vector with a vacuum expectation value plus a cosmological constant, and we show that indeed the solutions of the linearized equations diverge when these equations become singular.« less
Tube wave signatures in cylindrically layered poroelastic media computed with spectral method
NASA Astrophysics Data System (ADS)
Karpfinger, Florian; Gurevich, Boris; Valero, Henri-Pierre; Bakulin, Andrey; Sinha, Bikash
2010-11-01
This paper describes a new algorithm based on the spectral method for the computation of Stoneley wave dispersion and attenuation propagating in cylindrical structures composed of fluid, elastic and poroelastic layers. The spectral method is a numerical method which requires discretization of the structure along the radial axis using Chebyshev points. To approximate the differential operators of the underlying differential equations, we use spectral differentiation matrices. After discretizing equations of motion along the radial direction, we can solve the problem as a generalized algebraic eigenvalue problem. For a given frequency, calculated eigenvalues correspond to the wavenumbers of different modes. The advantage of this approach is that it can very efficiently analyse structures with complicated radial layering composed of different fluid, solid and poroelastic layers. This work summarizes the fundamental equations, followed by an outline of how they are implemented in the numerical spectral schema. The interface boundary conditions are then explained for fluid/porous, elastic/porous and porous interfaces. Finally, we discuss three examples from borehole acoustics. The first model is a fluid-filled borehole surrounded by a poroelastic formation. The second considers an additional elastic layer sandwiched between the borehole and the formation, and finally a model with radially increasing permeability is considered.
Acoustic Inversion in Optoacoustic Tomography: A Review
Rosenthal, Amir; Ntziachristos, Vasilis; Razansky, Daniel
2013-01-01
Optoacoustic tomography enables volumetric imaging with optical contrast in biological tissue at depths beyond the optical mean free path by the use of optical excitation and acoustic detection. The hybrid nature of optoacoustic tomography gives rise to two distinct inverse problems: The optical inverse problem, related to the propagation of the excitation light in tissue, and the acoustic inverse problem, which deals with the propagation and detection of the generated acoustic waves. Since the two inverse problems have different physical underpinnings and are governed by different types of equations, they are often treated independently as unrelated problems. From an imaging standpoint, the acoustic inverse problem relates to forming an image from the measured acoustic data, whereas the optical inverse problem relates to quantifying the formed image. This review focuses on the acoustic aspects of optoacoustic tomography, specifically acoustic reconstruction algorithms and imaging-system practicalities. As these two aspects are intimately linked, and no silver bullet exists in the path towards high-performance imaging, we adopt a holistic approach in our review and discuss the many links between the two aspects. Four classes of reconstruction algorithms are reviewed: time-domain (so called back-projection) formulae, frequency-domain formulae, time-reversal algorithms, and model-based algorithms. These algorithms are discussed in the context of the various acoustic detectors and detection surfaces which are commonly used in experimental studies. We further discuss the effects of non-ideal imaging scenarios on the quality of reconstruction and review methods that can mitigate these effects. Namely, we consider the cases of finite detector aperture, limited-view tomography, spatial under-sampling of the acoustic signals, and acoustic heterogeneities and losses. PMID:24772060
Review of the inverse scattering problem at fixed energy in quantum mechanics
NASA Technical Reports Server (NTRS)
Sabatier, P. C.
1972-01-01
Methods of solution of the inverse scattering problem at fixed energy in quantum mechanics are presented. Scattering experiments of a beam of particles at a nonrelativisitic energy by a target made up of particles are analyzed. The Schroedinger equation is used to develop the quantum mechanical description of the system and one of several functions depending on the relative distance of the particles. The inverse problem is the construction of the potentials from experimental measurements.
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 localization set for tensors and its applications.
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
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
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.
Efficient Inversion of Mult-frequency and Multi-Source Electromagnetic Data
DOE Office of Scientific and Technical Information (OSTI.GOV)
Gary D. Egbert
2007-03-22
The project covered by this report focused on development of efficient but robust non-linear inversion algorithms for electromagnetic induction data, in particular for data collected with multiple receivers, and multiple transmitters, a situation extremely common in eophysical EM subsurface imaging methods. A key observation is that for such multi-transmitter problems each step in commonly used linearized iterative limited memory search schemes such as conjugate gradients (CG) requires solution of forward and adjoint EM problems for each of the N frequencies or sources, essentially generating data sensitivities for an N dimensional data-subspace. These multiple sensitivities allow a good approximation to themore » full Jacobian of the data mapping to be built up in many fewer search steps than would be required by application of textbook optimization methods, which take no account of the multiplicity of forward problems that must be solved for each search step. We have applied this idea to a develop a hybrid inversion scheme that combines features of the iterative limited memory type methods with a Newton-type approach using a partial calculation of the Jacobian. Initial tests on 2D problems show that the new approach produces results essentially identical to a Newton type Occam minimum structure inversion, while running more rapidly than an iterative (fixed regularization parameter) CG style inversion. Memory requirements, while greater than for something like CG, are modest enough that even in 3D the scheme should allow 3D inverse problems to be solved on a common desktop PC, at least for modest (~ 100 sites, 15-20 frequencies) data sets. A secondary focus of the research has been development of a modular system for EM inversion, using an object oriented approach. This system has proven useful for more rapid prototyping of inversion algorithms, in particular allowing initial development and testing to be conducted with two-dimensional example problems, before approaching more computationally cumbersome three-dimensional problems.« less