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At least 199 records · Page 11

Filtered Rayleigh-Ritz is all you need

Recent work has shown that the (block) Lanczos algorithm can be used to extract approximate energy spectra and matrix elements from (matrices of) correlation functions in quantum field theory, and identified exact coincidences between Lanczos analysis methods and others. In this work, we note another coincidence: the Lanczos algorithm is equivalent to the well-known Rayleigh-Ritz method applied to Krylov subspaces. Rayleigh-Ritz provides optimal eigenvalue approximations within subspaces; we find that spurious-state filtering allows these optimality guarantees to be retained in the presence of statistical noise. We explore the relation between Lanczos and Prony's method, their block generalizations, generalized pencil of functions (GPOF), and methods based on the generalized eigenvalue problem (GEVP), and find they all fall into a larger "Prony-Ritz equivalence class", identified as all methods which solve a finite-dimensional spectrum exactly given sufficient correlation function (matrix) data. This equivalence allows simpler and more numerically stable implementations of (block) Lanczos analyses.

97 MATHEMATICS AND COMPUTING↗

A discrete analog of the extended Bass algorithm for stabilizing constant linear systems

Two methods for stabilizing constant linear systems, namely, the extended Bass algorithm for continuous systems and a discrete system analog, are discussed. For the continuous algorithm, a new result on the degree of stability of the closed-loop eigenvalues is presented, and for both methods, typical results and asymptotic trends in the data are illustrated through an example computation.

Armstrong, E. S.↗

Influence of parameter changes to stability behavior of rotors

The occurrence of unstable vibrations in rotating machinery requires corrective measures for improvement of the stability behavior. A simple approximate method is represented to find out the influence of parameter changes to the stability behavior. The method is based on an expansion of the eigenvalues in terms of system parameters. Influence coefficients show the effect of structural modifications. The method first of all was applied to simple nonconservative rotor models. It was approved for an unsymmetric rotor of a test rig.

Fritzen, C. P.↗

Multistep matrix integrators for real-time simulation

An explicit linear multistep matrix-integration technique is presented for vector systems of ODEs which employs the stability region placement approach to permit the time-step to be chosen independently of system eigenvalues. Closed-form solutions for the general p-step method and the case where the system matrix has zero eigenvalues are given. It is shown that system mode shapes are preserved over the integration process, and that the technique remains applicable to systems with eigenvalues at their origin without need for computing a matrix inversion.

De Abreu-Garcia, J. A.↗

A study of sound transmission in curved duct bends by the Galerkin method

A computational procedure based on the Galerkin method is developed to study the sound transmission and reflection characteristics of circularly curved bends of rectangular ducts. This procedure is adaptable to routine computer calculation. An important component of the computer program consists of a QR iterative algorithm which solves the matrix eigenvalue problem generated by the Galerkin method. The present procedure produced very satisfactory convergent results when applied even to cases where the incident wave has high frequency and high wave mode numbers. Some properties of the Galerkin solution are investigated. Its relationship to the classical solution by the method of separation of variables is discussed.

Tam, C. K. W.↗

Ordering Unstructured Meshes for Sparse Matrix Computations on Leading Parallel Systems

The ability of computers to solve hitherto intractable problems and simulate complex processes using mathematical models makes them an indispensable part of modern science and engineering. Computer simulations of large-scale realistic applications usually require solving a set of non-linear partial differential equations (PDES) over a finite region. For example, one thrust area in the DOE Grand Challenge projects is to design future accelerators such as the SpaHation Neutron Source (SNS). Our colleagues at SLAC need to model complex RFQ cavities with large aspect ratios. Unstructured grids are currently used to resolve the small features in a large computational domain; dynamic mesh adaptation will be added in the future for additional efficiency. The PDEs for electromagnetics are discretized by the FEM method, which leads to a generalized eigenvalue problem Kx = AMx, where K and M are the stiffness and mass matrices, and are very sparse. In a typical cavity model, the number of degrees of freedom is about one million. For such large eigenproblems, direct solution techniques quickly reach the memory limits. Instead, the most widely-used methods are Krylov subspace methods, such as Lanczos or Jacobi-Davidson. In all the Krylov-based algorithms, sparse matrix-vector multiplication (SPMV) must be performed repeatedly. Therefore, the efficiency of SPMV usually determines the eigensolver speed. SPMV is also one of the most heavily used kernels in large-scale numerical simulations.

Oliker, Leonid↗

Projection methods for the numerical solution of Markov chain models

Projection methods for computing stationary probability distributions for Markov chain models are presented. A general projection method is a method which seeks an approximation from a subspace of small dimension to the original problem. Thus, the original matrix problem of size N is approximated by one of dimension m, typically much smaller than N. A particularly successful class of methods based on this principle is that of Krylov subspace methods which utilize subspaces of the form span(v,av,...,A(exp m-1)v). These methods are effective in solving linear systems and eigenvalue problems (Lanczos, Arnoldi,...) as well as nonlinear equations. They can be combined with more traditional iterative methods such as successive overrelaxation, symmetric successive overrelaxation, or with incomplete factorization methods to enhance convergence.

Saad, Youcef↗

Krylov subspace methods - Theory, algorithms, and applications

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.

Sad, Youcef↗

An efficient design sensitivity analysis of eigenvectors

Subspace iteration has been a major advance in solving large eigen problems when only a subset of eigen-pairs is required. The essence of this method is a transformation from displacement coordinates of an n-th order eigensystem to generalized coordinates of a smaller q-th order. The eigenvalue problem is then solved in the reduced space. The method was first developed by Clint and Jennings for real symmetric systems and was then called 'simultaneous iteration'. The success of the method prompted further research along this line and there have been many improved algorithms developed. This approach has been widely used by structural engineers for extracting the most useful natural frequencies and mode shapes of large-scale dynamic systems. This paper exploits into a new direction which is in the form of iterative process for simultaneously calculating eigenvector derivatives of many eigenvectors with respect to multi-variables. The method fully uses all the available information from preceding eigenvalue solution and, thus, effectively economizes computational efforts. It iterates through two equations derived from the first variation of the two fundamental equations used in subspace iteration method. There is no expensive large matrix decomposition required and the process converges to acceptable solution in a finite number of iterations. Therefore, the procedure increases its efficiency superiority over the others as the system size or the number of interested eigenvectors become larger and larger.

Ting, T.↗

The stability of numerical methods for second order ordinary differential equations

An important characterization of a numerical method for first order ODE's is the region of absolute stability. If all eigenvalues of the linear problem dy/dt = Ay are inside this region, the numerical method is stable. If the second order system d/dt(dy/dt) = 2Ady/dt - By is solved as a first order system, the same result applies to the eigenvalues of the generalized eigenvalue problem (lambda-squared)I 2(lambda)A + B. No such region exists for general methods for second order equations, but in some cases a region of absolute stability can be defined for methods for the single second order equation d/dt(dy/dt) = 2ady/dt - by. The absence of a region of absolute stability can occur when different members of a system of first order equations are solved by different methods.

Gear, C. W.↗

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

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.

Jara-Almonte, J.↗

Reduction method for thermal analysis of complex aerospace structures

A reduction method which combines classical Rayleigh-Ritz modal superposition techniques with contemporary finite-element methods is applied to transient nonlinear thermal analysis of aerospace structures. The essence of the method is the use of a few thermal modes from eigenvalue analyses as basis vectors to represent the temperature response in the structure. The method is used to obtain approximate temperature histories for a portion of the Shuttle orbiter wing subject to reentry heating and for a large space antenna reflector subject to heating associated with a low Earth orbit. The reduction method has excellent potential for significant size reduction for radiation-dominated problems such as the antenna reflector. However, for conduction-dominated problems such as the Shuttle wing, especially those with complex spatial and temporal variations in the applied heating, additional work appears necessary to find alternate sources of basis vectors which will permit significant problem size reductions.

Shore, C. P.↗

Numerical Technique for Analyzing Rotating Rake Mode Measurements in a Duct With Passive Treatment and Shear Flow

A technique is presented for the analysis of measured data obtained from a rotating microphone rake system. The system is designed to measure the interaction modes of ducted fans. A Fourier analysis of the data from the rotating system results in a set of circumferential mode levels at each radial location of a microphone inside the duct. Radial basis functions are then least-squares fit to this data to obtain the radial mode amplitudes. For ducts with soft walls and mean flow, the radial basis functions must be numerically computed. The linear companion matrix method is used to obtain both the eigenvalues of interest, without an initial guess, and the radial basis functions. The governing equations allow for the mean flow to have a boundary layer at the wall. In addition, a nonlinear least-squares method is used to adjust the wall impedance to best fit the data in an attempt to use the rotating system as an in-duct wall impedance measurement tool. Simulated and measured data are used to show the effects of wall impedance and mean flow on the computed results.

Dahl, Milo D.↗

Optimal Transfer Operators in Algebraic Two-Level Methods for Nonsymmetric and Indefinite Problems

Consider an algebraic two-level method applied to the 𝑛-dimensional linear system 𝐴⁢𝒙 = 𝒃 using fine-space preconditioner (i.e., “relaxation” or “smoother”) 𝑀, with 𝑀 ≈ 𝐴, restriction and interpolation 𝑅 and 𝑃, and algebraic coarse-space operator 𝐴 𝑐 : = 𝑅 ∗ ⁢𝐴⁢𝑃. Then, what are the best possible transfer operators 𝑅 and 𝑃 of a given dimension 𝑛 𝑐 < 𝑛? Brannick et al. [12] showed that when 𝐴 and 𝑀 are Hermitian positive definite (HPD), the optimal interpolation is such that its range contains the 𝑛 𝑐 smallest generalized eigenvectors of the matrix pencil (𝐴, 𝑀). Recently, in Ali et al. [5] we generalized this framework to the non-HPD setting, by considering both right (interpolation) and left (restriction) generalized eigenvectors of (𝐴, 𝑀) and defining corresponding nonsymmetric transfer operators {𝑅#, 𝑃#}. Tight convergence bounds for {𝑅#, 𝑃#} are derived in spectral radius, as well as a proof of pseudo-optimality. Note, {𝑅#, 𝑃#} are typically complex valued, which is not practical for real-valued problems. Here, in this work, we build on [5], first characterizing all inner products in which the coarse-space correction defined by {𝑅#, 𝑃#} is orthogonal. We then develop tight two-level convergence bounds in these norms, and prove that the underlying transfer operators {𝑅#, 𝑃#} are genuinely optimal. As a special case, our theory both recovers and extends the HPD results from [12]. Finally, we show how to construct optimal, real-valued transfer operators in the case of that 𝐴 and 𝑀 are real valued, but are not HPD. Numerical examples arising from a discretized advection-reaction equation, wave-equation, and Stokes equations are used to verify and illustrate the theory.

97 MATHEMATICS AND COMPUTING↗

State space approach to mixed boundary value problems.

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.

Chen, C. F.↗

Aircraft model prototypes which have specified handling-quality time histories

Several techniques for obtaining linear constant-coefficient airplane models from specified handling-quality time histories are discussed. The pseudodata method solves the basic problem, yields specified eigenvalues, and accommodates state-variable transfer-function zero suppression. The algebraic equations to be solved are bilinear, at worst. The disadvantages are reduced generality and no assurance that the resulting model will be airplane like in detail. The method is fully illustrated for a fourth-order stability-axis small motion model with three lateral handling quality time histories specified. The FORTRAN program which obtains and verifies the model is included and fully documented.

Johnson, S. H.↗

Mixed finite-difference scheme for free vibration analysis of noncircular cylinders

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.

Noor, A. K.↗