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At least 19 records

The matrix exponential in transient structural analysis

The primary usefulness of the presented theory is in the ability to represent the effects of high frequency linear response with accuracy, without requiring very small time steps in the analysis of dynamic response. The matrix exponential contains a series approximation to the dynamic model. However, unlike the usual analysis procedure which truncates the high frequency response, the approximation in the exponential matrix solution is in the time domain. By truncating the series solution to the matrix exponential short, the solution is made inaccurate after a certain time. Yet, up to that time the solution is extremely accurate, including all high frequency effects. By taking finite time increments, the exponential matrix solution can compute the response very accurately. Use of the exponential matrix in structural dynamics is demonstrated by simulating the free vibration response of multi degree of freedom models of cantilever beams.

Minnetyan, Levon↗

Matrix Exponential in C/C++ Version of Vector Radiative Transfer Code IPOL

We use only left eigenvectors to evaluate the matrix exponential in the method of discrete ordinates for the vector radiative transfer equation, which neglects circular polarization, in a plane-parallel atmosphere. This is contrary to a common practice of using the right eigenvectors to evaluate the matrix exponential combined with the left eigenvectors to avoid the inversion of the matrix of the right ones. Two numerical tests for Rayleigh and Aerosol scattering confirm our idea. For better explanation of our approach and for independent crosscheck of our results, we distribute an example in C/C++.

Sergey Korkin↗

Application of the matrix exponential kernel

A point matrix kernel for radiation transport, developed by the transmission matrix method, has been used to develop buildup factors and energy spectra through slab layers of different materials for a point isotropic source. Combinations of lead-water slabs were chosen for examples because of the extreme differences in shielding properties of these two materials.

Rohach, A. F.↗

Application of Krylov exponential propagation to fluid dynamics equations

An application of matrix exponentiation via Krylov subspace projection to the solution of fluid dynamics problems is presented. The main idea is to approximate the operation exp(A)v by means of a projection-like process onto a krylov subspace. This results in a computation of an exponential matrix vector product similar to the one above but of a much smaller size. Time integration schemes can then be devised to exploit this basic computational kernel. The motivation of this approach is to provide time-integration schemes that are essentially of an explicit nature but which have good stability properties.

Saad, Youcef↗

Application of Krylov exponential propagation to fluid dynamics equations

This paper presents an application of matrix exponentiation via Krylov subspace projection, to the solution of fluid dynamics problems. The main idea is to approximate the operation exp(A)v by means of a projection-like process onto a Krylov subspace. This results in a computation of an exponential matrix vector product similar to the one above but of a much smaller size. Time integration schemes can then be devised to exploit this basic computational kernel. The motivation of this approach is to provide time-integration schemes that are essentially of an explicit nature but which have good stability properties.

Saad, Y.↗

A quasi-analytical method for non-iterative computation of nonlinear controls

An optimal control solution process was developed for a general class of nonlinear dynamical systems. The method combines control theory, perturbation methods, and Van Loan's recent matrix exponential results. A variety of applications support the practical utility of this method. Nonlinear rigid body optimal maneuvers are routinely solved. Flexible body dynamical systems of an order greater than 40 were solved. The method fails occasionally due to poor convergence of the perturbation expansion or numerical difficulties associated with computing the matrix exponential. The method is attractive because it appears to be a good candidate for semi-automation; no initial guess is required, and it usually converges at 2nd or 3rd order in minutes of machine time.

Junkins, J. L.↗

Numerical computation of exponential matrices using the Cayley-Hamilton theorem

A method for computing exponential matrices, which often arise naturally in the solution of systems of linear differential equations, is developed. An exponential matrix is generated as a linear combination of a finite number (equal to the matrix order) of matrices, the coefficients of which are scalar infinite sums. The method can be generalized to apply to any formal power series of matrices. Attention is focused upon the exponential function, and the matrix exponent is assumed tri-diagonal in form. In such cases, the terms in the coefficient infinite sums can be extracted, as recursion relations, from the characteristic polynomial of the matrix exponent. Two numerical examples are presented in some detail: (1) the three dimensional infinitesimal rotation rate matrix, which is skew symmetric, and (2) an N-dimensional tri-diagonal and symmetric finite difference matrix which arises in the numerical solution of the heat conduction partial differential equation. In the second example, the known eigenvalues and eigenvectors of the finite difference matrix permit an analytical solution for the exponential matrix, through the theory of diagonalization and similarity transformations, which is used for independent verification. The convergence properties of the scalar infinite summations are investigated for finite difference matrices of various orders up to ten, and it is found that the number of terms required for convergence increases slowly with the order of the matrix.

Walden, H.↗

On the parallel solution of parabolic equations

Parallel algorithms for the solution of linear parabolic problems are proposed. The first of these methods is based on using polynomial approximation to the exponential. It does not require solving any linear systems and is highly parallelizable. The two other methods proposed are based on Pade and Chebyshev approximations to the matrix exponential. The parallelization of these methods is achieved by using partial fraction decomposition techniques to solve the resulting systems and thus offers the potential for increased time parallelism in time dependent problems. Experimental results from the Alliant FX/8 and the Cray Y-MP/832 vector multiprocessors are also presented.

Gallopoulos, E.↗

The Investigation of Optimal Discrete Approximations for Real Time Flight Simulations

The results are presented of an investigation of discrete approximations for real time flight simulation. Major topics discussed include: (1) consideration of the particular problem of approximation of continuous autopilots by digital autopilots; (2) use of Bode plots and synthesis of transfer functions by asymptotic fits in a warped frequency domain; (3) an investigation of the various substitution formulas, including the effects of nonlinearities; (4) use of pade approximation to the solution of the matrix exponential arising from the discrete state equations; and (5) an analytical integration of the state equation using interpolated input.

Parrish, E. A.↗

On the resolvent condition in the Kreiss matrix theorem

The Kreiss Matrix Theorem asserts the uniform equivalence over all N x N matrices of power boundedness and a certain resolvent estimate. It is shown that the ratio of the constants in these two conditions grows linearly with N, and the optimal proportionality factor is obtained up to a factor of 2. Analogous results are also given for the related problem involving matrix exponentials. The proofs make use of a lemma that may be of independent interest, which bounds the arch length of the image of a circle in the complex plane under a rational function.

Leveque, R. J.↗

Vibration suppression using a constrained rate-feedback Threshold control strategy

Quasi-closed form solutions are derived for the finite time, minimum force rate-feedback threshold controller to bring a system with or without known external disturbances back into an 'allowable' state manifold in finite time. The disturbances are assumed to be expandable in terms of Fourier series. The quasi-closed form solutions replace the solution of the two-point boundary value problem and definite integral constraints with the solution of algebraic equations and the calculation of matrix exponentials. Examples demonstrate the threshold control technique and compare the quasi-closed form solutions with MACSYMA generated exact solutions (for small system order) and with the numerical solution of the two-point boundary value problem.

Zimmerman, D. C.↗

A Fourier analysis for a fast simulation algorithm

This paper presents a derivation of compact expressions for the Fourier series analysis of the steady-state solution of a typical switching converter. The modeling procedure for the simulation and the steady-state solution is described, and some desirable traits for its matrix exponential subroutine are discussed. The Fourier analysis algorithm was tested on a phase-controlled parallel-loaded resonant converter, providing an experimental confirmation.

King, Roger J.↗

Reliable algorithm for modal decomposition

This paper describes a reliable, general algorithm for modal decomposition in real arithmetic and its use in analyzing and synthesizing control logic for linear dynamic systems. The numerical difficulties are described associated with computing the Jordan canonical form when the system has repeated, or nearly repeated, eigenvalues. A new algorithm is described that satisfactorily solves these numerical difficulties. The relation and extension to related numerical analysis research are discussed to clarify the reliability of the techniques. Finally, its implementation as a practical modal decomposition method for efficiently computing the matrix exponential, transfer functions, and frequency response is also described.

Walker, Robert A.↗

Programs For Modeling Fault-Tolerant Computing Systems

Pade Approximation with Scaling, (PAWS) and Scaling Taylor Exponential Matrix (STEM) computer programs are software tools for design and validation. Provide flexible, user-friendly, language-based interface for input of Markov mathematical methods describing behaviors of fault-tolerant computer systems. Markov models include both recovery from faults via reconfiguration and behaviors of such systems when faults occur. PAWS and STEM produce exact solutions of probability of system failure and provide conservative estimate of number of significant digits in solution. Written in PASCAL and FORTRAN.

Butler, Ricky W.↗

Efficient parallel solution of parabolic equations - Implicit methods on the Cedar multicluster

A class of implicit methods for the parallel solution of linear parabolic differential equations based on Pade and Chebyshev rational approximations to the matrix exponential are presented. It is pointed out that this approach incorporates both natural hierarchical parallelism, improved intrinsic efficiency, and fewer timesteps. These advantages lead to an extremely fast family of methods for the solution of certain time-dependent problems. These techniques are illustrated with numerical experiments on the University of Illinois Cedar multicluster architecture. The experiments indicate that implicit methods of very high degree offer great promise for the solution of certain parabolic problems when in computational environment with parallel resources. Hierarchically organized parallel computers, such as the Cedar multicluster, are found to be especially attractive for these schemes.

Gallopoulos, E.↗