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At least 19 records

Solving a class of infinite-dimensional tensor eigenvalue problems by translational invariant tensor ring approximations

Here, we examine a method for solving an infinite-dimensional tensor eigenvalue problem Hx = λx, where the infinite-dimensional symmetric matrix H exhibits a translational invariant structure. We provide a formulation of this type of problem from a numerical linear algebra point of view and describe how a power method applied to e -Ht is used to obtain an approximation to the desired eigenvector. This infinite-dimensional eigenvector is represented in a compact way by a translational invariant infinite Tensor Ring (iTR). Low rank approximation is used to keep the cost of subsequent power iterations bounded while preserving the iTR structure of the approximate eigenvector. We show how the averaged Rayleigh quotient of an iTR eigenvector approximation can be efficiently computed and introduce a projected residual to monitor its convergence. In the numerical examples, we illustrate that the norm of this projected iTR residual can also be used to automatically modify the time step to ensure accurate and rapid convergence of the power method.

97 MATHEMATICS AND COMPUTING

SYMAT, COVAR: Test Procedures for Matrix Calculations

The FORTRAN subroutine SYMAT and related subroutines are described. In essence SYMAT is an iterative algorithm in which the problem of finding eigenvalues and eigenvectors of a real symmetric matrix is transformed into an equivalent problem of finding eigenvalues and eigenvectors of an infinite sequence of matrices of order two. A DEMO PROGRAM contains a subroutine COVAR which is used to compute the covariance matrix (denoted by A) of a data matrix (denoted by X). Since a covariance matrix is symmetric it can be analyzed by using subroutine SYMAT.

Morris, W. L.

Nonlinear Marangoni convection in bounded layers. I - Circular cylindrical containers. II - Rectangular cylindrical containers

Liquid undergoing nonlinear Marangoni instability in a circular cylinder is examined, with attention given to roll-cell development and interaction. Surface deflections are neglected and the side walls are considered as adiabatic and impenetrable, allowing the liquid to freely slip. The nonlinear convective states are calculated and their stability is defined. The behavior and amplitude of cells forming in the liquid, heated from below, are modeled in order to derive all the transport properties. A new small parameter is formulated which is related to the critical Marangoni number of the infinite matrix expressing the eigenvalue expansion of the problem. The observed roll cell amplitudes and transport properties are shown to be available from simple eigenvalues, with double eigenvalues, indicating the existence of two roll-states as predicted by linear theory, nonlinear theory indicates transitions from one steady convective state to another.

Rosenblat, S.

Nonlinear periodic waves

Systematic perturbation procedures for the analysis of nonlinear problems are reviewed. The cases when the multiplicity of an eigenvalue is finite or infinite are treated for self-sustained and forced oscillations. The possibility of the formation of shock waves is discussed. Applications to acoustic problems are presented.

Ting, L.

Note on the eigensolution of a homogeneous equation with semi-infinite domain

The 'variation-iteration' method using Green's functions to find the eigenvalues and the corresponding eigenfunctions of a homogeneous Fredholm integral equation is employed for the stability analysis of fluid hydromechanics problems with a semiinfinite (infinite) domain of application. The objective of the study is to develop a suitable numerical approach to the solution of such equations in order to better understand the full set of equations for 'real-world' flow models. The study involves a search for a suitable value of the length of the domain which is a fair finite approximation to infinity, which makes the eigensolution an approximation dependent on the length of the interval chosen. In the examples investigated y = 1 = a seems to be the best approximation of infinity; for y greater than unity this method fails due to the polynomial nature of Green's functions.

Wadia, A. R.

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

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

Pourahmadi, Mohsen

Investigating a hybrid perturbation-Galerkin technique using computer algebra

A two-step hybrid perturbation-Galerkin method is presented for the solution of a variety of differential equations type problems which involve a scalar parameter. The resulting (approximate) solution has the form of a sum where each term consists of the product of two functions. The first function is a function of the independent field variable(s) x, and the second is a function of the parameter lambda. In step one the functions of x are determined by forming a perturbation expansion in lambda. In step two the functions of lambda are determined through the use of the classical Bubnov-Gelerkin method. The resulting hybrid method has the potential of overcoming some of the drawbacks of the perturbation and Bubnov-Galerkin methods applied separately, while combining some of the good features of each. In particular, the results can be useful well beyond the radius of convergence associated with the perturbation expansion. The hybrid method is applied with the aid of computer algebra to a simple two-point boundary value problem where the radius of convergence is finite and to a quantum eigenvalue problem where the radius of convergence is zero. For both problems the hybrid method apparently converges for an infinite range of the parameter lambda. The results obtained from the hybrid method are compared with approximate solutions obtained by other methods, and the applicability of the hybrid method to broader problem areas is discussed.

Andersen, Carl M.

Robust Optimal Experimental Design of Infinite-Dimensional Bayesian Nonlinear Inverse Problems

Abstract. We consider robust optimal experimental design (ROED) for nonlinear Bayesian inverse problems governed by partial differential equations (PDEs). An optimal design is one that maximizes some utility quantifying the quality of the solution of an inverse problem. However, the optimal design is dependent on elements of the inverse problem such as the simulation model, the prior, or the measurement error model. ROED aims to produce an optimal design that is aware of the additional uncertainties encoded in the inverse problem and remains optimal even after variations in them. We follow a worst-case scenario approach to develop a new framework for robust optimal design of nonlinear Bayesian inverse problems. The proposed framework (a) is scalable and designed for infinite-dimensional Bayesian nonlinear inverse problems constrained by PDEs; (b) develops efficient approximations of the utility, namely the expected information gain; (c) employs eigenvalue sensitivity techniques to develop analytical forms and efficient evaluation methods of the gradient of the utility with respect to the uncertainties against which we wish to be robust; and (d) employs a probabilistic optimization paradigm that properly defines and efficiently solves the resulting combinatorial max-min optimization problem. The effectiveness of the proposed approach is illustrated for optimal sensor placement problem in an inverse problem governed by an elliptic PDE.

Chowdhary, Abhijit

Numerical methods for studying anharmonic oscillator approximations to the phi super 4 sub 2 quantum field theory

This paper is an expanded version of a talk given at the 1979 T.I.C.O.M. conference. It is a self-contained introduction, for applied mathematicians and numerical analysts, to quantum mechanics and quantum field theory. It also contains a brief description of the authors' numerical approach to the problems of quantum field theory, which may best be summarized by the question; Can we compute the eigenvalues and eigenfunctions of Schrodinger operators in infinitely many variables.

Isaacson, D.

Excited-state uncertainties in lattice-QCD calculations of multi-hadron systems

Excited-state effects lead to hard-to-quantify systematic uncertainties in lattice quantum chromodynamics (LQCD) spectroscopy calculations when computationally accessible imaginary times are smaller than inverse excitation gaps, as often arises for multi-hadron systems with signal-to-noise problems. Lanczos residual bounds address this by providing two-sided constraints on energies that do not require assumptions beyond Hermiticity, but often give very conservative systematic uncertainty estimates. Here, a more-constraining set of gap bounds is introduced for hadron spectroscopy. These bounds provide tighter constraints whose validity requires an explicit assumption about an energy gap. Exactly solvable lattice field theory correlators are used to test the utility of residual and gap bounds at finite and infinite statistics. Two-sided bounds and other analysis methods are then applied to a high-statistics LQCD calculation of nucleon-nucleon scattering at $m_π\sim 800$ MeV. Generalized eigenvalue problem (GEVP) and Lanczos energy estimators are compatible when applied to the same correlator data, but analyses including different interpolating operators show statistically significant inconsistencies. However, two-sided bounds from all operators are consistent. Under the assumption that the number of energy levels below $NΔ$ and $ΔΔ$ thresholds is the same as for non-interacting nucleons, gap bounds are sufficient to constrain nucleon-nucleon scattering amplitudes at phenomenologically relevant precision. Lanczos methods further reveal that energy-eigenstate estimates from previously studied asymmetric correlators have not converged over accessible imaginary times. Nevertheless, data-driven examples demonstrate why assumptions are required to draw conclusions about the natures of two-nucleon ground states at these masses.

Detmold, William [MIT, Cambridge, CTP]

Predicting the stability of a compressible periodic parallel jet flow

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.

Miles, Jeffrey H.

Higher eigenmodes in the Blasius boundary-layer stability problem

The higher spatial-stability eigenmodes for the Blasius boundary layer are examined by using asymptotic theory, and an infinite number of modes are found. The asymptotic results are shown to be in close agreement with results from a direct numerical solution of the Orr-Sommerfeld problem. The asymptotic theory would therefore provide an efficient tool in exploratory searches for the eigenvalues.

Hultgren, Lennart S.

Global Instability on Laminar Separation Bubbles-Revisited

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

Theofilis, Vassilis

The exact eigenfunctions and eigenvalues of a two-dimensional rigid rotor obtained using Gaussian wave packet dynamics

Exact eigenfunctions for a two-dimensional rigid rotor are obtained using Gaussian wave packet dynamics. The wave functions are obtained by propagating, without approximation, an infinite set of Gaussian wave packets that collectively have the correct periodicity, being coherent states appropriate to this rotational problem. This result leads to a numerical method for the semiclassical calculation of rovibrational, molecular eigenstates. Also, a simple, almost classical, approximation to full wave packet dynamics is shown to give exact results: this leads to an a posteriori justification of the De Leon-Heller spectral quantization method.

Reimers, J. R.

A High Frequency Model of Cascade Noise

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.

Envia, Edmane