A time-domain decomposition iterative method for the solution of distributed linear quadratic optimal control problems

Science.gov (United States)

Heinkenschloss, Matthias

2005-01-01

We study a class of time-domain decomposition-based methods for the numerical solution of large-scale linear quadratic optimal control problems. Our methods are based on a multiple shooting reformulation of the linear quadratic optimal control problem as a discrete-time optimal control (DTOC) problem. The optimality conditions for this DTOC problem lead to a linear block tridiagonal system. The diagonal blocks are invertible and are related to the original linear quadratic optimal control problem restricted to smaller time-subintervals. This motivates the application of block Gauss-Seidel (GS)-type methods for the solution of the block tridiagonal systems. Numerical experiments show that the spectral radii of the block GS iteration matrices are larger than one for typical applications, but that the eigenvalues of the iteration matrices decay to zero fast. Hence, while the GS method is not expected to convergence for typical applications, it can be effective as a preconditioner for Krylov-subspace methods. This is confirmed by our numerical tests.A byproduct of this research is the insight that certain instantaneous control techniques can be viewed as the application of one step of the forward block GS method applied to the DTOC optimality system.

Frequency response as a surrogate eigenvalue problem in topology optimization

DEFF Research Database (Denmark)

Andreassen, Erik; Ferrari, Federico; Sigmund, Ole

2018-01-01

This article discusses the use of frequency response surrogates for eigenvalue optimization problems in topology optimization that may be used to avoid solving the eigenvalue problem. The motivation is to avoid complications that arise from multiple eigenvalues and the computational complexity as...

Efficient solutions to the NDA-NCA low-order eigenvalue problem

International Nuclear Information System (INIS)

Willert, J. A.; Kelley, C. T.

2013-01-01

Recent algorithmic advances combine moment-based acceleration and Jacobian-Free Newton-Krylov (JFNK) methods to accelerate the computation of the dominant eigenvalue in a k-eigenvalue calculation. In particular, NDA-NCA [1], builds a sequence of low-order (LO) diffusion-based eigenvalue problems in which the solution converges to the true eigenvalue solution. Within NDA-NCA, the solution to the LO k-eigenvalue problem is computed by solving a system of nonlinear equation using some variant of Newton's method. We show that we can speed up the solution to the LO problem dramatically by abandoning the JFNK method and exploiting the structure of the Jacobian matrix. (authors)

Quadratic third-order tensor optimization problem with quadratic constraints

Directory of Open Access Journals (Sweden)

Lixing Yang

2014-05-01

Full Text Available Quadratically constrained quadratic programs (QQPs problems play an important modeling role for many diverse problems. These problems are in general NP hard and numerically intractable. Semidenite programming (SDP relaxations often provide good approximate solutions to these hard problems. For several special cases of QQP, e.g., convex programs and trust region subproblems, SDP relaxation provides the exact optimal value, i.e., there is a zero duality gap. However, this is not true for the general QQP, or even the QQP with two convex constraints, but a nonconvex objective.In this paper, we consider a certain QQP where the variable is neither vector nor matrix but a third-order tensor. This problem can be viewed as a generalization of the ordinary QQP with vector or matrix as it's variant. Under some mild conditions, we rst show that SDP relaxation provides exact optimal solutions for the original problem. Then we focus on two classes of homogeneous quadratic tensor programming problems which have no requirements on the constraints number. For one, we provide an easily implemental polynomial time algorithm to approximately solve the problem and discuss the approximation ratio. For the other, we show there is no gap between the SDP relaxation and itself.

MAIA, Eigenvalues for MHD Equation of Tokamak Plasma Stability Problems

International Nuclear Information System (INIS)

Tanaka, Y.; Azumi, M.; Kurita, G.; Tsunematsu, T.; Takeda, T.

1986-01-01

1 - Description of program or function: This program solves an eigenvalue problem zBx=Ax where A and B are real block tri-diagonal matrices. This eigenvalue problem is derived from a reduced set of linear resistive MHD equations which is often employed to study tokamak plasma stability problem. 2 - Method of solution: Both the determinant and inverse iteration methods are employed. 3 - Restrictions on the complexity of the problem: The eigenvalue z must be real

Fourier convergence analysis applied to neutron diffusion Eigenvalue problem

International Nuclear Information System (INIS)

Lee, Hyun Chul; Noh, Jae Man; Joo, Hyung Kook

2004-01-01

Fourier error analysis has been a standard technique for the stability and convergence analysis of linear and nonlinear iterative methods. Though the methods can be applied to Eigenvalue problems too, all the Fourier convergence analyses have been performed only for fixed source problems and a Fourier convergence analysis for Eigenvalue problem has never been reported. Lee et al proposed new 2-D/1-D coupling methods and they showed that the new ones are unconditionally stable while one of the two existing ones is unstable at a small mesh size and that the new ones are better than the existing ones in terms of the convergence rate. In this paper the convergence of method A in reference 4 for the diffusion Eigenvalue problem was analyzed by the Fourier analysis. The Fourier convergence analysis presented in this paper is the first one applied to a neutronics eigenvalue problem to the best of our knowledge

The nonconforming virtual element method for eigenvalue problems

Energy Technology Data Exchange (ETDEWEB)

Gardini, Francesca [Univ. of Pavia (Italy). Dept. of Mathematics; Manzini, Gianmarco [Los Alamos National Lab. (LANL), Los Alamos, NM (United States); Vacca, Giuseppe [Univ. of Milano-Bicocca, Milan (Italy). Dept. of Mathematics and Applications

2018-02-05

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 L²-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 numerical tests supporting the theoretical results, including a comparison with the conforming Virtual Element choice.

Modern algorithms for large sparse eigenvalue problems

International Nuclear Information System (INIS)

Meyer, A.

1987-01-01

The volume is written for mathematicians interested in (numerical) linear algebra and in the solution of large sparse eigenvalue problems, as well as for specialists in engineering, who use the considered algorithms in the investigation of eigenoscillations of structures, in reactor physics, etc. Some variants of the algorithms based on the idea of a gradient-type direction of movement are presented and their convergence properties are discussed. From this, a general strategy for the direct use of preconditionings for the eigenvalue problem is derived. In this new approach the necessity of the solution of large linear systems is entirely avoided. Hence, these methods represent a new alternative to some other modern eigenvalue algorithms, as they show a slightly slower convergence on the one hand but essentially lower numerical and data processing problems on the other hand. A brief description and comparison of some well-known methods (i.e. simultaneous iteration, Lanczos algorithm) completes this volume. (author)

Solving an inverse eigenvalue problem with triple constraints on eigenvalues, singular values, and diagonal elements

Science.gov (United States)

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.

Solving an inverse eigenvalue problem with triple constraints on eigenvalues, singular values, and diagonal elements

International Nuclear Information System (INIS)

Wu, Sheng-Jhih; Chu, Moody T

2017-01-01

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. (paper)

Bound-state Dirac eigenvalues for scalar potentials

International Nuclear Information System (INIS)

Ram, B.; Arafah, M.

1981-01-01

The Dirac equation is solved with a linear and a quadratic scalar potential using an approach in which the Dirac equation is first transformed to a one-dimensional Schroedinger equation with an effective potential. The WKB method is used to obtain the energy eigenvalues. The eigenvalues for the quadratic scalar potential are real just as they are for the linear potential. The results with the linear potential agree well with those obtained by Critchfield. (author)

Perturbation of eigenvalues of preconditioned Navier-Stokes operators

Energy Technology Data Exchange (ETDEWEB)

Elman, H.C. [Univ. of Maryland, College Park, MD (United States)

1996-12-31

We study the sensitivity of algebraic eigenvalue problems associated with matrices arising from linearization and discretization of the steady-state Navier-Stokes equations. In particular, for several choices of preconditioners applied to the system of discrete equations, we derive upper bounds on perturbations of eigenvalues as functions of the viscosity and discretization mesh size. The bounds suggest that the sensitivity of the eigenvalues is at worst linear in the inverse of the viscosity and quadratic in the inverse of the mesh size, and that scaling can be used to decrease the sensitivity in some cases. Experimental results supplement these results and confirm the relatively mild dependence on viscosity. They also indicate a dependence on the mesh size of magnitude smaller than the analysis suggests.

The eigenvalue problem in phase space.

Science.gov (United States)

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.

Jacobi-Davidson methods for generalized MHD-eigenvalue problems

NARCIS (Netherlands)

J.G.L. Booten; D.R. Fokkema; G.L.G. Sleijpen; H.A. van der Vorst (Henk)

1995-01-01

textabstractA Jacobi-Davidson algorithm for computing selected eigenvalues and associated eigenvectors of the generalized eigenvalue problem $Ax = lambda Bx$ is presented. In this paper the emphasis is put on the case where one of the matrices, say the B-matrix, is Hermitian positive definite. The

EISPACK-J: subprogram package for solving eigenvalue problems

International Nuclear Information System (INIS)

Fujimura, Toichiro; Tsutsui, Tsuneo

1979-05-01

EISPACK-J, a subprogram package for solving eigenvalue problems, has been developed and subprograms with a variety of functions have been prepared. These subprograms can solve standard problems of complex matrices, general problems of real matrices and special problems in which only the required eigenvalues and eigenvectors are calculated. They are compared to existing subprograms, showing their features through benchmark tests. Many test problems, including realistic scale problems, are provided for the benchmark tests. Discussions are made on computer core storage and computing time required for each subprogram, and accuracy of the solution. The results show that the subprograms of EISPACK-J, based on Householder, QR and inverse iteration methods, are the best in computing time and accuracy. (author)

Numerical solution of quadratic matrix equations for free vibration analysis of structures

Science.gov (United States)

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.

TWO-DIMENSIONAL APPROXIMATION OF EIGENVALUE PROBLEMS IN SHELL THEORY: FLEXURAL SHELLS

Institute of Scientific and Technical Information of China (English)

无

2000-01-01

The eigenvalue problem for a thin linearly elastic shell, of thickness 2e, clamped along its lateral surface is considered. Under the geometric assumption on the middle surface of the shell that the space of inextensional displacements is non-trivial, the authors obtain, as ε→0,the eigenvalue problem for the two-dimensional"flexural shell"model if the dimension of the space is infinite. If the space is finite dimensional, the limits of the eigenvalues could belong to the spectra of both flexural and membrane shells. The method consists of rescaling the variables and studying the problem over a fixed domain. The principal difficulty lies in obtaining suitable a priori estimates for the scaled eigenvalues.

EvArnoldi: A New Algorithm for Large-Scale Eigenvalue Problems.

Science.gov (United States)

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.

New trace formulae for a quadratic pencil of the Schroedinger operator

International Nuclear Information System (INIS)

Yang Chuanfu

2010-01-01

This work deals with the eigenvalue problem for a quadratic pencil of the Schroedinger operator on a finite closed interval with the two-point boundary conditions. We will obtain new regularized trace formulas for this class of differential pencil.

Solutions of the Schrödinger equation with inversely quadratic Hellmann plus inversely quadratic potential using Nikiforov-Uvarov method

International Nuclear Information System (INIS)

Ita, B. I.; Ehi-Eromosele, C. O.; Edobor-Osoh, A.; Ikeuba, A. I.

2014-01-01

By using the Nikiforov-Uvarov (NU) method, the Schrödinger equation has been solved for the interaction of inversely quadratic Hellmann (IQHP) and inversely quadratic potential (IQP) for any angular momentum quantum number, l. The energy eigenvalues and their corresponding eigenfunctions have been obtained in terms of Laguerre polynomials. Special cases of the sum of these potentials have been considered and their energy eigenvalues also obtained

Lagrangian Differentiation, Integration and Eigenvalues Problems

International Nuclear Information System (INIS)

Durand, L.

1983-01-01

Calogero recently proposed a new and very powerful method for the solution of Sturm-Liouville eigenvalue problems based on Lagrangian differentiation. In this paper, some results of a numerical investigation of Calogero's method for physical interesting problems are presented. It is then shown that one can 'invert' his differentiation technique to obtain a flexible, factorially convergent Lagrangian integration scheme which should be useful in a variety of problems, e.g. solution of integral equations

2nd International Workshop on Eigenvalue Problems : Algorithms, Software and Applications in Petascale Computing

CERN Document Server

Zhang, Shao-Liang; Imamura, Toshiyuki; Yamamoto, Yusaku; Kuramashi, Yoshinobu; Hoshi, Takeo

2017-01-01

This book provides state-of-the-art and interdisciplinary topics on solving matrix eigenvalue problems, particularly by using recent petascale and upcoming post-petascale supercomputers. It gathers selected topics presented at the International Workshops on Eigenvalue Problems: Algorithms; Software and Applications, in Petascale Computing (EPASA2014 and EPASA2015), which brought together leading researchers working on the numerical solution of matrix eigenvalue problems to discuss and exchange ideas – and in so doing helped to create a community for researchers in eigenvalue problems. The topics presented in the book, including novel numerical algorithms, high-performance implementation techniques, software developments and sample applications, will contribute to various fields that involve solving large-scale eigenvalue problems.

Solving complex band structure problems with the FEAST eigenvalue algorithm

Science.gov (United States)

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.

Estimates for lower order eigenvalues of a clamped plate problem

OpenAIRE

Cheng, Qing-Ming; Huang, Guangyue; Wei, Guoxin

2009-01-01

For a bounded domain $\\Omega$ in a complete Riemannian manifold $M^n$, we study estimates for lower order eigenvalues of a clamped plate problem. We obtain universal inequalities for lower order eigenvalues. We would like to remark that our results are sharp.

Quadratic and coulomb terms for the spectrum of a three-electron quantum dot

International Nuclear Information System (INIS)

Hassanabadi, H.; Hamzavi, M.; Zarrinkamar, S.; Rajabi, A.A.

2010-01-01

We consider the Hamiltonian of a three-electron quantum dot composed of quadratic plus Coulomb terms and calculate the system's spectra. We next apply the hyperradius to reduce the three-body Schroedinger equation into a one-variable differential equation that is solvable. To avoid the complexity, the Taylor expansion of the effective potential is enters the problem and thereby a solution is found for the eigenvalues of the corresponding three-body Schroedinger equation in terms of the Wigner parameter. Using a quasi-analytical approach, we have calculated the energy eigenvalues of the Schroedinger equation corresponding to a three-electron quantum dot. In addition to the hyperspherical coordinates, much of mathematical complexity has been avoided using the idea of Taylor expansion for the potential. For the potential, we have considered quadratic plus Coulomb terms. The obtained energy eigenvalues in terms of the Wigner parameter are given in tabular form. (author)

Quadratic partial eigenvalue assignment in large-scale stochastic dynamic systems for resilient and economic design

Energy Technology Data Exchange (ETDEWEB)

Das, Sonjoy; Goswami, Kundan [University at Buffalo, NY (United States); Datta, Biswa N. [Northern Illinois University, IL (United States)

2014-12-10

Failure of structural systems under dynamic loading can be prevented via active vibration control which shifts the damped natural frequencies of the systems away from the dominant range of loading spectrum. The damped natural frequencies and the dynamic load typically show significant variations in practice. A computationally efficient methodology based on quadratic partial eigenvalue assignment technique and optimization under uncertainty has been formulated in the present work that will rigorously account for these variations and result in an economic and resilient design of structures. A novel scheme based on hierarchical clustering and importance sampling is also developed in this work for accurate and efficient estimation of probability of failure to guarantee the desired resilience level of the designed system. Numerical examples are presented to illustrate the proposed methodology.

Quadratic partial eigenvalue assignment in large-scale stochastic dynamic systems for resilient and economic design

International Nuclear Information System (INIS)

Das, Sonjoy; Goswami, Kundan; Datta, Biswa N.

2014-01-01

Failure of structural systems under dynamic loading can be prevented via active vibration control which shifts the damped natural frequencies of the systems away from the dominant range of loading spectrum. The damped natural frequencies and the dynamic load typically show significant variations in practice. A computationally efficient methodology based on quadratic partial eigenvalue assignment technique and optimization under uncertainty has been formulated in the present work that will rigorously account for these variations and result in an economic and resilient design of structures. A novel scheme based on hierarchical clustering and importance sampling is also developed in this work for accurate and efficient estimation of probability of failure to guarantee the desired resilience level of the designed system. Numerical examples are presented to illustrate the proposed methodology

Schiffer's Conjecture, Interior Transmission Eigenvalues and Invisibility Cloaking: Singular Problem vs. Nonsingular Problem

OpenAIRE

Liu, Hongyu

2012-01-01

In this note, we present some interesting observations on the Schiffer's conjecture, interior transmission eigenvalue problem and their connections to singular and nonsingular invisibility cloaking problems of acoustic waves.

Bounds and estimates for the linearly perturbed eigenvalue problem

International Nuclear Information System (INIS)

Raddatz, W.D.

1983-01-01

This thesis considers the problem of bounding and estimating the discrete portion of the spectrum of a linearly perturbed self-adjoint operator, M(x). It is supposed that one knows an incomplete set of data consisting in the first few coefficients of the Taylor series expansions of one or more of the eigenvalues of M(x) about x = 0. The foundations of the variational study of eigen-values are first presented. These are then used to construct the best possible upper bounds and estimates using various sets of given information. Lower bounds are obtained by estimating the error in the upper bounds. The extension of these bounds and estimates to the eigenvalues of the doubly-perturbed operator M(x,y) is discussed. The results presented have numerous practical application in the physical sciences, including problems in atomic physics and the theory of vibrations of acoustical and mechanical systems

Multi-level nonlinear diffusion acceleration method for multigroup transport k-Eigenvalue problems

International Nuclear Information System (INIS)

Anistratov, Dmitriy Y.

2011-01-01

The nonlinear diffusion acceleration (NDA) method is an efficient and flexible transport iterative scheme for solving reactor-physics problems. This paper presents a fast iterative algorithm for solving multigroup neutron transport eigenvalue problems in 1D slab geometry. The proposed method is defined by a multi-level system of equations that includes multigroup and effective one-group low-order NDA equations. The Eigenvalue is evaluated in the exact projected solution space of smallest dimensionality, namely, by solving the effective one- group eigenvalue transport problem. Numerical results that illustrate performance of the new algorithm are demonstrated. (author)

On a Non-Symmetric Eigenvalue Problem Governing Interior Structural–Acoustic Vibrations

Directory of Open Access Journals (Sweden)

Heinrich Voss

2016-06-01

Full Text Available Small amplitude vibrations of a structure completely filled with a fluid are considered. Describing the structure by displacements and the fluid by its pressure field, the free vibrations are governed by a non-self-adjoint eigenvalue problem. This survey reports on a framework for taking advantage of the structure of the non-symmetric eigenvalue problem allowing for a variational characterization of its eigenvalues. Structure-preserving iterative projection methods of the the Arnoldi and of the Jacobi–Davidson type and an automated multi-level sub-structuring method are reviewed. The reliability and efficiency of the methods are demonstrated by a numerical example.

Ab initio nuclear structure - the large sparse matrix eigenvalue problem

Energy Technology Data Exchange (ETDEWEB)

Vary, James P; Maris, Pieter [Department of Physics, Iowa State University, Ames, IA, 50011 (United States); Ng, Esmond; Yang, Chao [Computational Research Division, Lawrence Berkeley National Laboratory, Berkeley, CA 94720 (United States); Sosonkina, Masha, E-mail: jvary@iastate.ed [Scalable Computing Laboratory, Ames Laboratory, Iowa State University, Ames, IA, 50011 (United States)

2009-07-01

The structure and reactions of light nuclei represent fundamental and formidable challenges for microscopic theory based on realistic strong interaction potentials. Several ab initio methods have now emerged that provide nearly exact solutions for some nuclear properties. The ab initio no core shell model (NCSM) and the no core full configuration (NCFC) method, frame this quantum many-particle problem as a large sparse matrix eigenvalue problem where one evaluates the Hamiltonian matrix in a basis space consisting of many-fermion Slater determinants and then solves for a set of the lowest eigenvalues and their associated eigenvectors. The resulting eigenvectors are employed to evaluate a set of experimental quantities to test the underlying potential. For fundamental problems of interest, the matrix dimension often exceeds 10{sup 10} and the number of nonzero matrix elements may saturate available storage on present-day leadership class facilities. We survey recent results and advances in solving this large sparse matrix eigenvalue problem. We also outline the challenges that lie ahead for achieving further breakthroughs in fundamental nuclear theory using these ab initio approaches.

Ab initio nuclear structure - the large sparse matrix eigenvalue problem

International Nuclear Information System (INIS)

Vary, James P; Maris, Pieter; Ng, Esmond; Yang, Chao; Sosonkina, Masha

2009-01-01

The structure and reactions of light nuclei represent fundamental and formidable challenges for microscopic theory based on realistic strong interaction potentials. Several ab initio methods have now emerged that provide nearly exact solutions for some nuclear properties. The ab initio no core shell model (NCSM) and the no core full configuration (NCFC) method, frame this quantum many-particle problem as a large sparse matrix eigenvalue problem where one evaluates the Hamiltonian matrix in a basis space consisting of many-fermion Slater determinants and then solves for a set of the lowest eigenvalues and their associated eigenvectors. The resulting eigenvectors are employed to evaluate a set of experimental quantities to test the underlying potential. For fundamental problems of interest, the matrix dimension often exceeds 10 10 and the number of nonzero matrix elements may saturate available storage on present-day leadership class facilities. We survey recent results and advances in solving this large sparse matrix eigenvalue problem. We also outline the challenges that lie ahead for achieving further breakthroughs in fundamental nuclear theory using these ab initio approaches.

Transmission eigenvalues

Science.gov (United States)

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

Accurate high-lying eigenvalues of Schroedinger and Sturm-Liouville problems

International Nuclear Information System (INIS)

Vanden Berghe, G.; Van Daele, M.; De Meyer, H.

1994-01-01

A modified difference and a Numerov-like scheme have been introduced in a shooting algorithm for the determination of the (higher-lying) eigenvalues of Schroedinger equations and Sturm-Liouville problems. Some numerical experiments are introduced. Time measurements have been performed. The proposed algorithms are compared with other previously introduced shooting schemes. The structure of the eigenvalue error is discussed. ((orig.))

A note on quasilinear elliptic eigenvalue problems

Directory of Open Access Journals (Sweden)

Gianni Arioli

1999-11-01

Full Text Available We study an eigenvalue problem by a non-smooth critical point theory. Under general assumptions, we prove the existence of at least one solution as a minimum of a constrained energy functional. We apply some results on critical point theory with symmetry to provide a multiplicity result.

Hybrid subgroup decomposition method for solving fine-group eigenvalue transport problems

International Nuclear Information System (INIS)

Yasseri, Saam; Rahnema, Farzad

2014-01-01

Highlights: • An acceleration technique for solving fine-group eigenvalue transport problems. • Coarse-group quasi transport theory to solve coarse-group eigenvalue transport problems. • Consistent and inconsistent formulations for coarse-group quasi transport theory. • Computational efficiency amplified by a factor of 2 using hybrid SGD for 1D BWR problem. - Abstract: In this paper, a new hybrid method for solving fine-group eigenvalue transport problems is developed. This method extends the subgroup decomposition method to efficiently couple a new coarse-group quasi transport theory with a set of fixed-source transport decomposition sweeps to obtain the fine-group transport solution. The advantages of the quasi transport theory are its high accuracy, straight-forward implementation and numerical stability. The hybrid method is analyzed for a 1D benchmark problem characteristic of boiling water reactors (BWR). It is shown that the method reproduces the fine-group transport solution with high accuracy while increasing the computational efficiency up to 12 times compared to direct fine-group transport calculations

Simultaneous multigrid techniques for nonlinear eigenvalue problems: Solutions of the nonlinear Schrödinger-Poisson eigenvalue problem in two and three dimensions

Science.gov (United States)

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.

A Linear Programming Reformulation of the Standard Quadratic Optimization Problem

NARCIS (Netherlands)

de Klerk, E.; Pasechnik, D.V.

2005-01-01

The problem of minimizing a quadratic form over the standard simplex is known as the standard quadratic optimization problem (SQO).It is NPhard, and contains the maximum stable set problem in graphs as a special case.In this note we show that the SQO problem may be reformulated as an (exponentially

Decay constants for pulsed monoenergetic neutron systems with quadratically anisotropic scattering

International Nuclear Information System (INIS)

Sjoestrand, N.G.

1977-06-01

The eigenvalues of the time-dependent transport equation for monoenergetic neutrons have been studied numerically for various combinations of linearly and quadratically anisotropic scattering assuming a space dependence of e β . The results, presented in the form of tables and graphs, show that quadratic anisotropy leads to a more complicated eigenvalue spectrum. However, no drastic changes occur in comparison to purely linear anistropy.(author)

Methods for computing SN eigenvalues and eigenvectors of slab geometry transport problems

International Nuclear Information System (INIS)

Yavuz, Musa

1998-01-01

We discuss computational methods for computing the eigenvalues and eigenvectors of single energy-group neutral particle transport (S N ) problems in homogeneous slab geometry, with an arbitrary scattering anisotropy of order L. These eigensolutions are important when exact (or very accurate) solutions are desired for coarse spatial cell problems demanding rapid execution times. Three methods, one of which is 'new', are presented for determining the eigenvalues and eigenvectors of such S N problems. In the first method, separation of variables is directly applied to the S N equations. In the second method, common characteristics of the S N and P N-1 equations are used. In the new method, the eigenvalues and eigenvectors can be computed provided that the cell-interface Green's functions (transmission and reflection factors) are known. Numerical results for S 4 test problems are given to compare the new method with the existing methods

Methods for computing SN eigenvalues and eigenvectors of slab geometry transport problems

International Nuclear Information System (INIS)

Yavuz, M.

1997-01-01

We discuss computational methods for computing the eigenvalues and eigenvectors of single energy-group neutral particle transport (S N ) problems in homogeneous slab geometry, with an arbitrary scattering anisotropy of order L. These eigensolutions are important when exact (or very accurate) solutions are desired for coarse spatial cell problems demanding rapid execution times. Three methods, one of which is 'new', are presented for determining the eigenvalues and eigenvectors of such S N problems. In the first method, separation of variables is directly applied to the S N equations. In the second method, common characteristics of the S N and P N-1 equations are used. In the new method, the eigenvalues and eigenvectors can be computed provided that the cell-interface Green's functions (transmission and reflection factors) are known. Numerical results for S 4 test problems are given to compare the new method with the existing methods. (author)

Preconditioned Krylov subspace methods for eigenvalue problems

Energy Technology Data Exchange (ETDEWEB)

Wu, Kesheng; Saad, Y.; Stathopoulos, A. [Univ. of Minnesota, Minneapolis, MN (United States)

1996-12-31

Lanczos algorithm is a commonly used method for finding a few extreme eigenvalues of symmetric matrices. It is effective if the wanted eigenvalues have large relative separations. If separations are small, several alternatives are often used, including the shift-invert Lanczos method, the preconditioned Lanczos method, and Davidson method. The shift-invert Lanczos method requires direct factorization of the matrix, which is often impractical if the matrix is large. In these cases preconditioned schemes are preferred. Many applications require solution of hundreds or thousands of eigenvalues of large sparse matrices, which pose serious challenges for both iterative eigenvalue solver and preconditioner. In this paper we will explore several preconditioned eigenvalue solvers and identify the ones suited for finding large number of eigenvalues. Methods discussed in this paper make up the core of a preconditioned eigenvalue toolkit under construction.

Facets for the Cardinality Constrained Quadratic Knapsack Problem and the Quadratic Selective Travelling Salesman Problem

DEFF Research Database (Denmark)

Mak, Vicky; Thomadsen, Tommy

2004-01-01

A well-known extension of the Travelling Salesman Problem (TSP) is the Selective (or Prize-collecting) TSP: In addition to the edge-costs, each node has an associated reward (denoted the node-reward) and instead of visiting all nodes, only profitable nodes are visited. The Quadratic Selective TSP...

On the Solution of the Eigenvalue Assignment Problem for Discrete-Time Systems

Directory of Open Access Journals (Sweden)

El-Sayed M. E. Mostafa

2017-01-01

Full Text Available The output feedback eigenvalue assignment problem for discrete-time systems is considered. The problem is formulated first as an unconstrained minimization problem, where a three-term nonlinear conjugate gradient method is proposed to find a local solution. In addition, a cut to the objective function is included, yielding an inequality constrained minimization problem, where a logarithmic barrier method is proposed for finding the local solution. The conjugate gradient method is further extended to tackle the eigenvalue assignment problem for the two cases of decentralized control systems and control systems with time delay. The performance of the methods is illustrated through various test examples.

Discontinuous Sturm-Liouville Problems with Eigenvalue Dependent Boundary Condition

Energy Technology Data Exchange (ETDEWEB)

Amirov, R. Kh., E-mail: emirov@cumhuriyet.edu.tr; Ozkan, A. S., E-mail: sozkan@cumhuriyet.edu.tr [Cumhuriyet University, Department of Mathematics Faculty of Art and Science (Turkey)

2014-12-15

In this study, an inverse problem for Sturm-Liouville differential operators with discontinuities is studied when an eigenparameter appears not only in the differential equation but it also appears in the boundary condition. Uniqueness theorems of inverse problems according to the Prüfer angle, the Weyl function and two different eigenvalues sets are proved.

Low-rank quadratic semidefinite programming

KAUST Repository

Yuan, Ganzhao

2013-04-01

Low rank matrix approximation is an attractive model in large scale machine learning problems, because it can not only reduce the memory and runtime complexity, but also provide a natural way to regularize parameters while preserving learning accuracy. In this paper, we address a special class of nonconvex quadratic matrix optimization problems, which require a low rank positive semidefinite solution. Despite their non-convexity, we exploit the structure of these problems to derive an efficient solver that converges to their local optima. Furthermore, we show that the proposed solution is capable of dramatically enhancing the efficiency and scalability of a variety of concrete problems, which are of significant interest to the machine learning community. These problems include the Top-k Eigenvalue problem, Distance learning and Kernel learning. Extensive experiments on UCI benchmarks have shown the effectiveness and efficiency of our proposed method. © 2012.

Low-rank quadratic semidefinite programming

KAUST Repository

Yuan, Ganzhao; Zhang, Zhenjie; Ghanem, Bernard; Hao, Zhifeng

2013-01-01

Low rank matrix approximation is an attractive model in large scale machine learning problems, because it can not only reduce the memory and runtime complexity, but also provide a natural way to regularize parameters while preserving learning accuracy. In this paper, we address a special class of nonconvex quadratic matrix optimization problems, which require a low rank positive semidefinite solution. Despite their non-convexity, we exploit the structure of these problems to derive an efficient solver that converges to their local optima. Furthermore, we show that the proposed solution is capable of dramatically enhancing the efficiency and scalability of a variety of concrete problems, which are of significant interest to the machine learning community. These problems include the Top-k Eigenvalue problem, Distance learning and Kernel learning. Extensive experiments on UCI benchmarks have shown the effectiveness and efficiency of our proposed method. © 2012.

Spectral analysis of the SN approximations in a slab with quadratically anisotropic scattering

International Nuclear Information System (INIS)

Ourique, L.E.; Pazos, R.P.; Vilhena, M.T.; Barros, R.C.

2003-01-01

The spectral analysis of the S N approximations to the one-dimensional transport equation began with 3 and 4, following the studies of 1 and 2 about the discrete eigenvalues of the transport equation. In previous work about the influence of a parameter in the solutions of S N approximations, it was considered the total macroscopic cross section as a control parameter and was analyzed how its variation changes the nature of the eigenvalues of the S N transport matrix, in problems with linearly anisotropic scattering. It was showed the existence of bifurcations points, i.e., there exist some values of control parameters for which the S N transport matrix has only real eigenvalues while for other values the S N relation between the eigenvalues of S N transport matrix and control parameter, supposing quadratically anisotropic scattering. Numerical results are reported. (author)

The regular indefinite linear-quadratic problem with linear endpoint constraints

NARCIS (Netherlands)

Soethoudt, J.M.; Trentelman, H.L.

1989-01-01

This paper deals with the infinite horizon linear-quadratic problem with indefinite cost. Given a linear system, a quadratic cost functional and a subspace of the state space, we consider the problem of minimizing the cost functional over all inputs for which the state trajectory converges to that

Solving Large Scale Nonlinear Eigenvalue Problem in Next-Generation Accelerator Design

Energy Technology Data Exchange (ETDEWEB)

Liao, Ben-Shan; Bai, Zhaojun; /UC, Davis; Lee, Lie-Quan; Ko, Kwok; /SLAC

2006-09-28

A number of numerical methods, including inverse iteration, method of successive linear problem and nonlinear Arnoldi algorithm, are studied in this paper to solve a large scale nonlinear eigenvalue problem arising from finite element analysis of resonant frequencies and external Q{sub e} values of a waveguide loaded cavity in the next-generation accelerator design. They present a nonlinear Rayleigh-Ritz iterative projection algorithm, NRRIT in short and demonstrate that it is the most promising approach for a model scale cavity design. The NRRIT algorithm is an extension of the nonlinear Arnoldi algorithm due to Voss. Computational challenges of solving such a nonlinear eigenvalue problem for a full scale cavity design are outlined.

Stochastic Linear Quadratic Optimal Control Problems

International Nuclear Information System (INIS)

Chen, S.; Yong, J.

2001-01-01

This paper is concerned with the stochastic linear quadratic optimal control problem (LQ problem, for short) for which the coefficients are allowed to be random and the cost functional is allowed to have a negative weight on the square of the control variable. Some intrinsic relations among the LQ problem, the stochastic maximum principle, and the (linear) forward-backward stochastic differential equations are established. Some results involving Riccati equation are discussed as well

Parallel Symmetric Eigenvalue Problem Solvers

Science.gov (United States)

2015-05-01

Research” and the use of copyright material. Approved by Major Professor(s): Approved by: Head of the Departmental Graduate Program Date Alicia Marie... matrix . . . . . . . . . . . . . . . . . 106 8.15 Sparsity patterns for the Nastran benchmark of order 1.5 million . . . . 108 8.16 Sparsity patterns...magnitude eigenvalues of a given matrix pencil (A,B) along with their associated eigenvectors. Computing the smallest eigenvalues is more difficult

Elementary Baecklund transformations for a discrete Ablowitz-Ladik eigenvalue problem

International Nuclear Information System (INIS)

Rourke, David E

2004-01-01

Elementary Baecklund transformations (BTs) are described for a discretization of the Zakharov-Shabat eigenvalue problem (a special case of the Ablowitz-Ladik eigenvalue problem). Elementary BTs allow the process of adding bound states to a system (i.e., the add-one-soliton BT) to be 'factorized' to solving two simpler sub-problems. They are used to determine the effect on the scattering data when bound states are added. They are shown to provide a method of calculating discrete solitons-this is achieved by constructing a lattice of intermediate potentials, with the parameters used in the calculation of the lattice simply related to the soliton scattering data. When the potentials, S n , T n , in the system are related by S n = -T n , they enable simple derivations to be obtained of the add-one-soliton BT and the nonlinear superposition formula

Parallelization of mathematical library for generalized eigenvalue problem for real band matrices

International Nuclear Information System (INIS)

Tanaka, Yasuhisa.

1997-05-01

This research has focused on a parallelization of the mathematical library for a generalized eigenvalue problem for real band matrices on IBM SP and Hitachi SR2201. The origin of the library is LASO (Lanczos Algorithm with Selective Orthogonalization), which was developed on the basis of Block Lanczos method for standard eigenvalue problem for real band matrices at Texas University. We adopted D.O.F. (Degree Of Freedom) decomposition method for a parallelization of this library, and evaluated its parallel performance. (author)

The numerical analysis of eigenvalue problem solutions in multigroup neutron diffusion theory

International Nuclear Information System (INIS)

Woznicki, Z.I.

1995-01-01

The main goal of this paper is to present a general iteration strategy for solving the discrete form of multidimensional neutron diffusion equations equivalent mathematically to an eigenvalue problem. Usually a solution method is based on different levels of iterations. The presented matrix formalism allows us to visualize explicitly how the used matrix splitting influences the matrix structure in an eigenvalue problem to be solved as well as the interdependence between inner and outer iterations within global iterations. Particular iterative strategies are illustrated by numerical results obtained for several reactor problems. (author). 21 refs, 35 figs, 16 tabs

Numerical Methods for Solution of the Extended Linear Quadratic Control Problem

DEFF Research Database (Denmark)

Jørgensen, John Bagterp; Frison, Gianluca; Gade-Nielsen, Nicolai Fog

2012-01-01

In this paper we present the extended linear quadratic control problem, its efficient solution, and a discussion of how it arises in the numerical solution of nonlinear model predictive control problems. The extended linear quadratic control problem is the optimal control problem corresponding...... to the Karush-Kuhn-Tucker system that constitute the majority of computational work in constrained nonlinear and linear model predictive control problems solved by efficient MPC-tailored interior-point and active-set algorithms. We state various methods of solving the extended linear quadratic control problem...... and discuss instances in which it arises. The methods discussed in the paper have been implemented in efficient C code for both CPUs and GPUs for a number of test examples....

Solving the transport equation with quadratic finite elements: Theory and applications

International Nuclear Information System (INIS)

Ferguson, J.M.

1997-01-01

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

Numerical Investigations on Several Stabilized Finite Element Methods for the Stokes Eigenvalue Problem

Directory of Open Access Journals (Sweden)

Pengzhan Huang

2011-01-01

Full Text Available Several stabilized finite element methods for the Stokes eigenvalue problem based on the lowest equal-order finite element pair are numerically investigated. They are penalty, regular, multiscale enrichment, and local Gauss integration method. Comparisons between them are carried out, which show that the local Gauss integration method has good stability, efficiency, and accuracy properties, and it is a favorite method among these methods for the Stokes eigenvalue problem.

Solving eigenvalue problems on curved surfaces using the Closest Point Method

KAUST Repository

Macdonald, Colin B.

2011-06-01

Eigenvalue problems are fundamental to mathematics and science. We present a simple algorithm for determining eigenvalues and eigenfunctions of the Laplace-Beltrami operator on rather general curved surfaces. Our algorithm, which is based on the Closest Point Method, relies on an embedding of the surface in a higher-dimensional space, where standard Cartesian finite difference and interpolation schemes can be easily applied. We show that there is a one-to-one correspondence between a problem defined in the embedding space and the original surface problem. For open surfaces, we present a simple way to impose Dirichlet and Neumann boundary conditions while maintaining second-order accuracy. Convergence studies and a series of examples demonstrate the effectiveness and generality of our approach. © 2011 Elsevier Inc.

A Numerical method for solving a class of fractional Sturm-Liouville eigenvalue problems

Directory of Open Access Journals (Sweden)

Muhammed I. Syam

2017-11-01

Full Text Available This article is devoted to both theoretical and numerical studies of eigenvalues of regular fractional $2\\alpha $-order Sturm-Liouville problem where $\\frac{1}{2}< \\alpha \\leq 1$. In this paper, we implement the reproducing kernel method RKM to approximate the eigenvalues. To find the eigenvalues, we force the approximate solution produced by the RKM satisfy the boundary condition at $x=1$. The fractional derivative is described in the Caputo sense. Numerical results demonstrate the accuracy of the present algorithm. In addition, we prove the existence of the eigenfunctions of the proposed problem. Uniformly convergence of the approximate eigenfunctions produced by the RKM to the exact eigenfunctions is proven.

Exploiting Group Symmetry in Semidefinite Programming Relaxations of the Quadratic Assignment Problem

NARCIS (Netherlands)

de Klerk, E.; Sotirov, R.

2007-01-01

We consider semidefinite programming relaxations of the quadratic assignment problem, and show how to exploit group symmetry in the problem data. Thus we are able to compute the best known lower bounds for several instances of quadratic assignment problems from the problem library: [R.E. Burkard,

Solving large-scale sparse eigenvalue problems and linear systems of equations for accelerator modeling

International Nuclear Information System (INIS)

Gene Golub; Kwok Ko

2009-01-01

The solutions of sparse eigenvalue problems and linear systems constitute one of the key computational kernels in the discretization of partial differential equations for the modeling of linear accelerators. The computational challenges faced by existing techniques for solving those sparse eigenvalue problems and linear systems call for continuing research to improve on the algorithms so that ever increasing problem size as required by the physics application can be tackled. Under the support of this award, the filter algorithm for solving large sparse eigenvalue problems was developed at Stanford to address the computational difficulties in the previous methods with the goal to enable accelerator simulations on then the world largest unclassified supercomputer at NERSC for this class of problems. Specifically, a new method, the Hemitian skew-Hemitian splitting method, was proposed and researched as an improved method for solving linear systems with non-Hermitian positive definite and semidefinite matrices.

A multilevel in space and energy solver for multigroup diffusion eigenvalue problems

Directory of Open Access Journals (Sweden)

Ben C. Yee

2017-09-01

Full Text Available In this paper, we present a new multilevel in space and energy diffusion (MSED method for solving multigroup diffusion eigenvalue problems. The MSED method can be described as a PI scheme with three additional features: (1 a grey (one-group diffusion equation used to efficiently converge the fission source and eigenvalue, (2 a space-dependent Wielandt shift technique used to reduce the number of PIs required, and (3 a multigrid-in-space linear solver for the linear solves required by each PI step. In MSED, the convergence of the solution of the multigroup diffusion eigenvalue problem is accelerated by performing work on lower-order equations with only one group and/or coarser spatial grids. Results from several Fourier analyses and a one-dimensional test code are provided to verify the efficiency of the MSED method and to justify the incorporation of the grey diffusion equation and the multigrid linear solver. These results highlight the potential efficiency of the MSED method as a solver for multidimensional multigroup diffusion eigenvalue problems, and they serve as a proof of principle for future work. Our ultimate goal is to implement the MSED method as an efficient solver for the two-dimensional/three-dimensional coarse mesh finite difference diffusion system in the Michigan parallel characteristics transport code. The work in this paper represents a necessary step towards that goal.

The Quadratic Selective Travelling Salesman Problem

DEFF Research Database (Denmark)

Thomadsen, Tommy; Stidsen, Thomas K.

2003-01-01

A well-known extension of the Travelling Salesman Problem (TSP) is the Selective TSP (STSP): Each node has an associated profit and instead of visiting all nodes, the most profitable set of nodes, taking into account the tour cost, is visited. The Quadratic STSP (QSTSP) adds the additional...

Solving the generalized symmetric eigenvalue problem using tile algorithms on multicore architectures

KAUST Repository

Ltaief, Hatem

2012-01-01

This paper proposes an efficient implementation of the generalized symmetric eigenvalue problem on multicore architecture. Based on a four-stage approach and tile algorithms, the original problem is first transformed into a standard symmetric eigenvalue problem by computing the Cholesky factorization of the right hand side symmetric definite positive matrix (first stage), and applying the inverse of the freshly computed triangular Cholesky factors to the original dense symmetric matrix of the problem (second stage). Calculating the eigenpairs of the resulting problem is then equivalent to the eigenpairs of the original problem. The computation proceeds by reducing the updated dense symmetric matrix to symmetric band form (third stage). The band structure is further reduced by applying a bulge chasing procedure, which annihilates the extra off-diagonal entries using orthogonal transformations (fourth stage). More details on the third and fourth stage can be found in Haidar et al. [Accepted at SC\\'11, November 2011]. The eigenvalues are then calculated from the tridiagonal form using the standard LAPACK QR algorithm (i.e., DTSEQR routine), while the complex and challenging eigenvector computations will be addressed in a companion paper. The tasks from the various stages can concurrently run in an out-of-order fashion. The data dependencies are cautiously tracked by the dynamic runtime system environment QUARK, which ensures the dependencies are not violated for numerical correctness purposes. The obtained tile four-stage generalized symmetric eigenvalue solver significantly outperforms the state-of-the-art numerical libraries (up to 21-fold speed up against multithreaded LAPACK with optimized multithreaded MKL BLAS and up to 4-fold speed up against the corresponding routine from the commercial numerical software Intel MKL) on four sockets twelve cores AMD system with a 24000×24000 matrix size. © 2012 The authors and IOS Press. All rights reserved.

Fundaments of transport equation splitting and the eigenvalue problem

International Nuclear Information System (INIS)

Stancic, V.

2000-01-01

In order to remove some singularities concerning the boundary conditions of one dimensional transport equation, a split form of transport equation describing the forward i.e. μ≥0, and a backward μ<0 directed neutrons is being proposed here. The eigenvalue problem has also been considered here (author)

A Projection free method for Generalized Eigenvalue Problem with a nonsmooth Regularizer.

Science.gov (United States)

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.

The numerical analysis of eigenvalue problem solutions in the multigroup neutron diffusion theory

International Nuclear Information System (INIS)

Woznicki, Z.I.

1994-01-01

The main goal of this paper is to present a general iteration strategy for solving the discrete form of multidimensional neutron diffusion equations equivalent mathematically to an eigenvalue problem. Usually a solution method is based on different levels of iterations. The presented matrix formalism allows us to visualize explicitly how the used matrix splitting influences the matrix structure in an eigenvalue problem to be solved as well as the interdependence between inner and outer iteration within global iterations. Particular interactive strategies are illustrated by numerical results obtained for several reactor problems. (author). 21 refs, 32 figs, 15 tabs

The numerical analysis of eigenvalue problem solutions in the multigroup neutron diffusion theory

Energy Technology Data Exchange (ETDEWEB)

Woznicki, Z I [Institute of Atomic Energy, Otwock-Swierk (Poland)

1994-12-31

The main goal of this paper is to present a general iteration strategy for solving the discrete form of multidimensional neutron diffusion equations equivalent mathematically to an eigenvalue problem. Usually a solution method is based on different levels of iterations. The presented matrix formalism allows us to visualize explicitly how the used matrix splitting influences the matrix structure in an eigenvalue problem to be solved as well as the interdependence between inner and outer iteration within global iterations. Particular interactive strategies are illustrated by numerical results obtained for several reactor problems. (author). 21 refs, 32 figs, 15 tabs.

Solving the generalized symmetric eigenvalue problem using tile algorithms on multicore architectures

KAUST Repository

Ltaief, Hatem; Luszczek, Piotr R.; Haidar, Azzam; Dongarra, Jack

2012-01-01

This paper proposes an efficient implementation of the generalized symmetric eigenvalue problem on multicore architecture. Based on a four-stage approach and tile algorithms, the original problem is first transformed into a standard symmetric

A parallel additive Schwarz preconditioned Jacobi-Davidson algorithm for polynomial eigenvalue problems in quantum dot simulation

International Nuclear Information System (INIS)

Hwang, F-N; Wei, Z-H; Huang, T-M; Wang Weichung

2010-01-01

We develop a parallel Jacobi-Davidson approach for finding a partial set of eigenpairs of large sparse polynomial eigenvalue problems with application in quantum dot simulation. A Jacobi-Davidson eigenvalue solver is implemented based on the Portable, Extensible Toolkit for Scientific Computation (PETSc). The eigensolver thus inherits PETSc's efficient and various parallel operations, linear solvers, preconditioning schemes, and easy usages. The parallel eigenvalue solver is then used to solve higher degree polynomial eigenvalue problems arising in numerical simulations of three dimensional quantum dots governed by Schroedinger's equations. We find that the parallel restricted additive Schwarz preconditioner in conjunction with a parallel Krylov subspace method (e.g. GMRES) can solve the correction equations, the most costly step in the Jacobi-Davidson algorithm, very efficiently in parallel. Besides, the overall performance is quite satisfactory. We have observed near perfect superlinear speedup by using up to 320 processors. The parallel eigensolver can find all target interior eigenpairs of a quintic polynomial eigenvalue problem with more than 32 million variables within 12 minutes by using 272 Intel 3.0 GHz processors.

The eigenvalue problem for a singular quasilinear elliptic equation

Directory of Open Access Journals (Sweden)

Benjin Xuan

2004-02-01

Full Text Available We show that many results about the eigenvalues and eigenfunctions of a quasilinear elliptic equation in the non-singular case can be extended to the singular case. Among these results, we have the first eigenvalue is associated to a $C^{1,alpha}(Omega$ eigenfunction which is positive and unique (up to a multiplicative constant, that is, the first eigenvalue is simple. Moreover the first eigenvalue is isolated and is the unique positive eigenvalue associated to a non-negative eigenfunction. We also prove some variational properties of the second eigenvalue.

Multi-level methods for solving multigroup transport eigenvalue problems in 1D slab geometry

International Nuclear Information System (INIS)

Anistratov, D. Y.; Gol'din, V. Y.

2009-01-01

A methodology for solving eigenvalue problems for the multigroup neutron transport equation in 1D slab geometry is presented. In this paper we formulate and compare different variants of nonlinear multi-level iteration methods. They are defined by means of multigroup and effective one-group low-order quasi diffusion (LOQD) equations. We analyze the effects of utilization of the effective one-group LOQD problem for estimating the eigenvalue. We present numerical results to demonstrate the performance of the iteration algorithms in different types of reactor-physics problems. (authors)

Hardy inequality, compact embeddings and properties of certain eigenvalue problems

Czech Academy of Sciences Publication Activity Database

Drábek, P.; Kufner, Alois

2017-01-01

Roč. 49, č. 1 (2017), s. 5-17 ISSN 0049-4704 Institutional support: RVO:67985840 Keywords : BD-property * compact embeddings * degenerate and singular eigenvalue problem Subject RIV: BA - General Mathematics OBOR OECD: Pure mathematics https://www.openstarts.units.it/handle/10077/16201

Spectral analysis of the S{sub N} approximations in a slab with quadratically anisotropic scattering

Energy Technology Data Exchange (ETDEWEB)

Ourique, L.E.; Pazos, R.P. [Pontificia Univ. Catolica do Rio Grande do Sul, Porto Alegre, RS (Brazil)]. E-mail: ourique@pucrs.br; rpp@pucrs.br; Vilhena, M.T. [Rio Grande do Sul Univ., Porto Alegre, RS (Brazil). Escola de Engenharia); vilhena@cesup.ufrgs.br; Barros, R.C. [Universidade do Estado, Nova Friburgo, RJ (Brazil). Instituto Politecnico]. E-mail: dickbarros@uol.com.br

2003-07-01

The spectral analysis of the S{sub N} approximations to the one-dimensional transport equation began with 3 and 4, following the studies of 1 and 2 about the discrete eigenvalues of the transport equation. In previous work about the influence of a parameter in the solutions of S{sub N} approximations, it was considered the total macroscopic cross section as a control parameter and was analyzed how its variation changes the nature of the eigenvalues of the S{sub N} transport matrix, in problems with linearly anisotropic scattering. It was showed the existence of bifurcations points, i.e., there exist some values of control parameters for which the S{sub N} transport matrix has only real eigenvalues while for other values the S{sub N} relation between the eigenvalues of S{sub N} transport matrix and control parameter, supposing quadratically anisotropic scattering. Numerical results are reported. (author)

Numerical solution of large nonlinear boundary value problems by quadratic minimization techniques

International Nuclear Information System (INIS)

Glowinski, R.; Le Tallec, P.

1984-01-01

The objective of this paper is to describe the numerical treatment of large highly nonlinear two or three dimensional boundary value problems by quadratic minimization techniques. In all the different situations where these techniques were applied, the methodology remains the same and is organized as follows: 1) derive a variational formulation of the original boundary value problem, and approximate it by Galerkin methods; 2) transform this variational formulation into a quadratic minimization problem (least squares methods) or into a sequence of quadratic minimization problems (augmented lagrangian decomposition); 3) solve each quadratic minimization problem by a conjugate gradient method with preconditioning, the preconditioning matrix being sparse, positive definite, and fixed once for all in the iterative process. This paper will illustrate the methodology above on two different examples: the description of least squares solution methods and their application to the solution of the unsteady Navier-Stokes equations for incompressible viscous fluids; the description of augmented lagrangian decomposition techniques and their application to the solution of equilibrium problems in finite elasticity

Binary classification posed as a quadratically constrained quadratic ...

Indian Academy of Sciences (India)

Binary classification is posed as a quadratically constrained quadratic problem and solved using the proposed method. Each class in the binary classification problem is modeled as a multidimensional ellipsoid to forma quadratic constraint in the problem. Particle swarms help in determining the optimal hyperplane or ...

The Model and Quadratic Stability Problem of Buck Converter in DCM

Directory of Open Access Journals (Sweden)

Li Xiaojing

2016-01-01

Full Text Available Quadratic stability is an important performance for control systems. At first, the model of Buck Converter in DCM is built based on the theories of hybrid systems and switched linear systems primarily. Then quadratic stability of SLS and hybrid feedback switching rule are introduced. The problem of Buck Converter’s quadratic stability is researched afterwards. In the end, the simulation analysis and verification are provided. Both experimental verification and theoretical analysis results indicate that the output of Buck Converter in DCM has an excellent performance via quadratic stability control and switching rules.

Variational methods for eigenvalue problems an introduction to the weinstein method of intermediate problems

CERN Document Server

Gould, S H

1966-01-01

The first edition of this book gave a systematic exposition of the Weinstein method of calculating lower bounds of eigenvalues by means of intermediate problems. This second edition presents new developments in the framework of the material contained in the first edition, which is retained in somewhat modified form.

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

Science.gov (United States)

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.

Special cases of the quadratic shortest path problem

NARCIS (Netherlands)

Sotirov, Renata; Hu, Hao

2017-01-01

The quadratic shortest path problem (QSPP) is the problem of finding a path with prespecified start vertex s and end vertex t in a digraph such that the sum of weights of arcs and the sum of interaction costs over all pairs of arcs on the path is minimized. We first consider a variant of the QSPP

Eigenfunctions and Eigenvalues for a Scalar Riemann-Hilbert Problem Associated to Inverse Scattering

Science.gov (United States)

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.

Multigrid techniques for nonlinear eigenvalue probems: Solutions of a nonlinear Schroedinger eigenvalue problem in 2D and 3D

Science.gov (United States)

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.

Solution of the multigroup neutron diffusion Eigenvalue problem in slab geometry by modified power method

Energy Technology Data Exchange (ETDEWEB)

Zanette, Rodrigo [Universidade Federal do Rio Grande do Sul (UFRGS), Porto Alegre, RS (Brazil). Programa de Pós-Graduação em Matemática Aplicada; Petersen, Claudio Z.; Tavares, Matheus G., E-mail: rodrigozanette@hotmail.com, E-mail: claudiopetersen@yahoo.com.br, E-mail: matheus.gulartetavares@gmail.com [Universidade Federal de Pelotas (UFPEL), RS (Brazil). Programa de Pós-Graduação em Modelagem Matemática

2017-07-01

We describe in this work the application of the modified power method for solve the multigroup neutron diffusion eigenvalue problem in slab geometry considering two-dimensions for nuclear reactor global calculations. It is well known that criticality calculations can often be best approached by solving eigenvalue problems. The criticality in nuclear reactors physics plays a relevant role since establishes the ratio between the numbers of neutrons generated in successive fission reactions. In order to solve the eigenvalue problem, a modified power method is used to obtain the dominant eigenvalue (effective multiplication factor (K{sub eff})) and its corresponding eigenfunction (scalar neutron flux), which is non-negative in every domain, that is, physically relevant. The innovation of this work is solving the neutron diffusion equation in analytical form for each new iteration of the power method. For solve this problem we propose to apply the Finite Fourier Sine Transform on one of the spatial variables obtaining a transformed problem which is resolved by well-established methods for ordinary differential equations. The inverse Fourier transform is used to reconstruct the solution for the original problem. It is known that the power method is an iterative source method in which is updated by the neutron flux expression of previous iteration. Thus, for each new iteration, the neutron flux expression becomes larger and more complex due to analytical solution what makes propose that it be reconstructed through an polynomial interpolation. The methodology is implemented to solve a homogeneous problem and the results are compared with works presents in the literature. (author)

Inverse eigenvalue problems for Sturm-Liouville equations with spectral parameter linearly contained in one of the boundary conditions

OpenAIRE

Guliyev, Namig J.

2008-01-01

International audience; Inverse problems of recovering the coefficients of Sturm–Liouville problems with the eigenvalue parameter linearly contained in one of the boundary conditions are studied: 1) from the sequences of eigenvalues and norming constants; 2) from two spectra. Necessary and sufficient conditions for the solvability of these inverse problems are obtained.

Dynamic Eigenvalue Problem of Concrete Slab Road Surface

Science.gov (United States)

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.

Extending the subspace hybrid method for eigenvalue problems in reactor physics calculation

International Nuclear Information System (INIS)

Zhang, Q.; Abdel-Khalik, H. S.

2013-01-01

This paper presents an innovative hybrid Monte-Carlo-Deterministic method denoted by the SUBSPACE method designed for improving the efficiency of hybrid methods for reactor analysis applications. The SUBSPACE method achieves its high computational efficiency by taking advantage of the existing correlations between desired responses. Recently, significant gains in computational efficiency have been demonstrated using this method for source driven problems. Within this work the mathematical theory behind the SUBSPACE method is introduced and extended to address core wide level k-eigenvalue problems. The method's efficiency is demonstrated based on a three-dimensional quarter-core problem, where responses are sought on the pin cell level. The SUBSPACE method is compared to the FW-CADIS method and is found to be more efficient for the utilized test problem because of the reason that the FW-CADIS method solves a forward eigenvalue problem and an adjoint fixed-source problem while the SUBSPACE method only solves an adjoint fixed-source problem. Based on the favorable results obtained here, we are confident that the applicability of Monte Carlo for large scale reactor analysis could be realized in the near future. (authors)

Generalization of the Fourier Convergence Analysis in the Neutron Diffusion Eigenvalue Problem

International Nuclear Information System (INIS)

Lee, Hyun Chul; Noh, Jae Man; Joo, Hyung Kook

2005-01-01

Fourier error analysis has been a standard technique for the stability and convergence analysis of linear and nonlinear iterative methods. Lee et al proposed new 2- D/1-D coupling methods and demonstrated several advantages of the new methods by performing a Fourier convergence analysis of the methods as well as two existing methods for a fixed source problem. We demonstrated the Fourier convergence analysis of one of the 2-D/1-D coupling methods applied to a neutron diffusion eigenvalue problem. However, the technique cannot be used directly to analyze the convergence of the other 2-D/1-D coupling methods since some algorithm-specific features were used in our previous study. In this paper we generalized the Fourier convergence analysis technique proposed and analyzed the convergence of the 2-D/1-D coupling methods applied to a neutron diffusion Eigenvalue problem using the generalized technique

New exact approaches to the nuclear eigenvalue problem

International Nuclear Information System (INIS)

Andreozzi, F.; Lo Iudice, N.; Porrino, A.; Knapp, F.; Kvasil, J.

2005-01-01

In a recent past some of us have developed a new algorithm for diagonalizing the shell model Hamiltonian which consists of an iterative sequence of diagonalization of sub-matrices of small dimensions. The method, apart from being easy to implement, is robust, yielding always stable numerical solutions, and free of ghost eigenvalues. Subsequently, we have endowed the algorithm with an importance sampling, which leads to a drastic truncation of the shell model space, while keeping the accuracy of the solutions under control. Applications to typical nuclei show that the sampling yields also an extrapolation law to the exact eigenvalues. Complementary to the shell model algorithm is a method we are developing for studying collective and non collective excitations. To this purpose we solve the nuclear eigenvalue problem in a space which is the direct sum of Tamm-Dancoff n-phonon subspaces (n=0,1, ...N). The multiphonon basis is constructed by an iterative equation of motion method, which generates an over complete set of n-phonon states from the (n-1)-phonon basis. The redundancy is removed completely and exactly by a method based on the Choleski decomposition. The full Hamiltonian matrix comes out to have a simple structure and, therefore, can be drastically truncated before diagonalization by the mentioned importance sampling method. The phonon composition of the basis states allows removing naturally and maximally the spurious admixtures induced by the centre of mass motion. An application of the method to 16 O will be given for illustrative purposes. (authors)

Eigenvalue solutions in finite element thermal transient problems

International Nuclear Information System (INIS)

Stoker, J.R.

1975-01-01

The eigenvalue economiser concept can be useful in solving large finite element transient heat flow problems in which the boundary heat transfer coefficients are constant. The usual economiser theory is equivalent to applying a unit thermal 'force' to each of a small sub-set of nodes on the finite element mesh, and then calculating sets of resulting steady state temperatures. Subsequently it is assumed that the required transient temperature distributions can be approximated by a linear combination of this comparatively small set of master temperatures. The accuracy of a reduced eigenvalue calculation depends upon a good choice of master nodes, which presupposes at least a little knowledge about what sort of shape is expected in the unknown temperature distributions. There are some instances, however, where a reasonably good idea exists of the required shapes, permitting a modification to the economiser process which leads to greater economy in the number of master temperatures. The suggested new approach is to use manually prescribed temperature distributions as the master distributions, rather than using temperatures resulting from unit thermal forces. Thus, with a little pre-knowledge one may write down a set of master distributions which, as a linear combination, can represent the required solution over the range of interest to a reasonable engineering accuracy, and using the minimum number of variables. The proposed modified eigenvalue economiser technique then uses the master distributions in an automatic way to arrive at the required solution. The technique is illustrated by some simple finite element examples

On the Equivalence of Quadratic Optimization Problems Commonly Used in Portfolio Theory

OpenAIRE

Taras Bodnar; Nestor Parolya; Wolfgang Schmid

2012-01-01

In the paper, we consider three quadratic optimization problems which are frequently applied in portfolio theory, i.e, the Markowitz mean-variance problem as well as the problems based on the mean-variance utility function and the quadratic utility.Conditions are derived under which the solutions of these three optimization procedures coincide and are lying on the efficient frontier, the set of mean-variance optimal portfolios. It is shown that the solutions of the Markowitz optimization prob...

Asymptotic eigenvalue estimates for a Robin problem with a large parameter

Czech Academy of Sciences Publication Activity Database

Exner, Pavel; Minakov, A.; Parnovski, L.

2014-01-01

Roč. 71, č. 2 (2014), s. 141-156 ISSN 0032-5155 R&D Projects: GA ČR(CZ) GA14-06818S Institutional support: RVO:61389005 Keywords : Laplacian * Robin problem * eigenvalue asymptotics Subject RIV: BE - Theoretical Physics Impact factor: 0.250, year: 2014

Solving large nonlinear generalized eigenvalue problems from Density Functional Theory calculations in parallel

DEFF Research Database (Denmark)

Bendtsen, Claus; Nielsen, Ole Holm; Hansen, Lars Bruno

2001-01-01

The quantum mechanical ground state of electrons is described by Density Functional Theory, which leads to large minimization problems. An efficient minimization method uses a self-consistent field (SCF) solution of large eigenvalue problems. The iterative Davidson algorithm is often used, and we...

Perturbative stability of the approximate Killing field eigenvalue problem

International Nuclear Information System (INIS)

Beetle, Christopher; Wilder, Shawn

2014-01-01

An approximate Killing field may be defined on a compact, Riemannian geometry by solving an eigenvalue problem for a certain elliptic operator. This paper studies the effect of small perturbations in the Riemannian metric on the resulting vector field. It shows that small metric perturbations, as measured using a Sobolev-type supremum norm on the space of Riemannian geometries on a fixed manifold, yield small perturbations in the approximate Killing field, as measured using a Hilbert-type square integral norm. It also discusses applications to the problem of computing the spin of a generic black hole in general relativity. (paper)

Applications of elliptic operator theory to the isotropic interior transmission eigenvalue problem

Science.gov (United States)

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).

Algorithms for sparse, symmetric, definite quadratic lambda-matrix eigenproblems

International Nuclear Information System (INIS)

Scott, D.S.; Ward, R.C.

1981-01-01

Methods are presented for computing eigenpairs of the quadratic lambda-matrix, M lambda 2 + C lambda + K, where M, C, and K are large and sparse, and have special symmetry-type properties. These properties are sufficient to insure that all the eigenvalues are real and that theory analogous to the standard symmetric eigenproblem exists. The methods employ some standard techniques such as partial tri-diagonalization via the Lanczos Method and subsequent eigenpair calculation, shift-and- invert strategy and subspace iteration. The methods also employ some new techniques such as Rayleigh-Ritz quadratic roots and the inertia of symmetric, definite, quadratic lambda-matrices

On a linear-quadratic problem with Caputo derivative

Directory of Open Access Journals (Sweden)

Dariusz Idczak

2016-01-01

Full Text Available In this paper, we study a linear-quadratic optimal control problem with a fractional control system containing a Caputo derivative of unknown function. First, we derive the formulas for the differential and gradient of the cost functional under given constraints. Next, we prove an existence result and derive a maximum principle. Finally, we describe the gradient and projection of the gradient methods for the problem under consideration.

Collocation methods for the solution of eigenvalue problems for singular ordinary differential equations

Directory of Open Access Journals (Sweden)

Winfried Auzinger

2006-01-01

Full Text Available We demonstrate that eigenvalue problems for ordinary differential equations can be recast in a formulation suitable for the solution by polynomial collocation. It is shown that the well-posedness of the two formulations is equivalent in the regular as well as in the singular case. Thus, a collocation code equipped with asymptotically correct error estimation and adaptive mesh selection can be successfully applied to compute the eigenvalues and eigenfunctions efficiently and with reliable control of the accuracy. Numerical examples illustrate this claim.

A Fast Condensing Method for Solution of Linear-Quadratic Control Problems

DEFF Research Database (Denmark)

Frison, Gianluca; Jørgensen, John Bagterp

2013-01-01

consider a condensing (or state elimination) method to solve an extended version of the LQ control problem, and we show how to exploit the structure of this problem to both factorize the dense Hessian matrix and solve the system. Furthermore, we present two efficient implementations. The first......In both Active-Set (AS) and Interior-Point (IP) algorithms for Model Predictive Control (MPC), sub-problems in the form of linear-quadratic (LQ) control problems need to be solved at each iteration. The solution of these sub-problems is usually the main computational effort. In this paper we...... implementation is formally identical to the Riccati recursion based solver and has a computational complexity that is linear in the control horizon length and cubic in the number of states. The second implementation has a computational complexity that is quadratic in the control horizon length as well...

Interior transmission eigenvalues of a rectangle

International Nuclear Information System (INIS)

Sleeman, B D; Stocks, D C

2016-01-01

The problem of scattering of acoustic waves by an inhomogeneous medium is intimately connected with so called inside–outside duality, in which the interior transmission eigenvalue problem plays a fundamental role. Here a study of the interior transmission eigenvalues for rectangular domains of constant refractive index is made. By making a nonstandard use of the classical separation of variables technique both real and complex eigenvalues are determined. (paper)

Tensor eigenvalues and their applications

CERN Document Server

Qi, Liqun; Chen, Yannan

2018-01-01

This book offers an introduction to applications prompted by tensor analysis, especially by the spectral tensor theory developed in recent years. It covers applications of tensor eigenvalues in multilinear systems, exponential data fitting, tensor complementarity problems, and tensor eigenvalue complementarity problems. It also addresses higher-order diffusion tensor imaging, third-order symmetric and traceless tensors in liquid crystals, piezoelectric tensors, strong ellipticity for elasticity tensors, and higher-order tensors in quantum physics. This book is a valuable reference resource for researchers and graduate students who are interested in applications of tensor eigenvalues.

Eigenvalue ratio detection based on exact moments of smallest and largest eigenvalues

KAUST Repository

Shakir, Muhammad; Tang, Wuchen; Rao, Anlei; Imran, Muhammad Ali; Alouini, Mohamed-Slim

2011-01-01

Detection based on eigenvalues of received signal covariance matrix is currently one of the most effective solution for spectrum sensing problem in cognitive radios. However, the results of these schemes always depend on asymptotic assumptions since the close-formed expression of exact eigenvalues ratio distribution is exceptionally complex to compute in practice. In this paper, non-asymptotic spectrum sensing approach to approximate the extreme eigenvalues is introduced. In this context, the Gaussian approximation approach based on exact analytical moments of extreme eigenvalues is presented. In this approach, the extreme eigenvalues are considered as dependent Gaussian random variables such that the joint probability density function (PDF) is approximated by bivariate Gaussian distribution function for any number of cooperating secondary users and received samples. In this context, the definition of Copula is cited to analyze the extent of the dependency between the extreme eigenvalues. Later, the decision threshold based on the ratio of dependent Gaussian extreme eigenvalues is derived. The performance analysis of our newly proposed approach is compared with the already published asymptotic Tracy-Widom approximation approach. © 2011 ICST.

Convergence diagnostics for Eigenvalue problems with linear regression model

International Nuclear Information System (INIS)

Shi, Bo; Petrovic, Bojan

2011-01-01

Although the Monte Carlo method has been extensively used for criticality/Eigenvalue problems, a reliable, robust, and efficient convergence diagnostics method is still desired. Most methods are based on integral parameters (multiplication factor, entropy) and either condense the local distribution information into a single value (e.g., entropy) or even disregard it. We propose to employ the detailed cycle-by-cycle local flux evolution obtained by using mesh tally mechanism to assess the source and flux convergence. By applying a linear regression model to each individual mesh in a mesh tally for convergence diagnostics, a global convergence criterion can be obtained. We exemplify this method on two problems and obtain promising diagnostics results. (author)

Some remarks on the optimization of eigenvalue problems involving the p-Laplacian

Directory of Open Access Journals (Sweden)

Wacław Pielichowski

2008-01-01

Full Text Available Given a bounded domain \\(\\Omega \\subset \\mathbb{R}^n\\, numbers \\(p \\gt 1\\, \\(\\alpha \\geq 0\\ and \\(A \\in [0,|\\Omega |]\\, consider the optimization problem: find a subset \\(D \\subset \\Omega \\, of measure \\(A\\, for which the first eigenvalue of the operator \\(u\\mapsto -\\text{div} (|\

A New Inexact Inverse Subspace Iteration for Generalized Eigenvalue Problems

Directory of Open Access Journals (Sweden)

Fatemeh Mohammad

2014-05-01

Full Text Available In this paper‎, ‎we represent an inexact inverse‎ ‎subspace iteration method for computing a few eigenpairs of the‎ ‎generalized eigenvalue problem $Ax = \\lambda Bx$[Q.~Ye and P.~Zhang‎, ‎Inexact inverse subspace iteration for generalized eigenvalue‎ ‎problems‎, ‎Linear Algebra and its Application‎, ‎434 (2011 1697-1715‎‎]‎. ‎In particular‎, ‎the linear convergence property of the inverse‎ ‎subspace iteration is preserved‎.

Numerical method for the eigenvalue problem and the singular equation by using the multi-grid method and application to ordinary differential equation

International Nuclear Information System (INIS)

Kanki, Takashi; Uyama, Tadao; Tokuda, Shinji.

1995-07-01

In the numerical method to compute the matching data which are necessary for resistive MHD stability analyses, it is required to solve the eigenvalue problem and the associated singular equation. An iterative method is developed to solve the eigenvalue problem and the singular equation. In this method, the eigenvalue problem is replaced with an equivalent nonlinear equation and a singular equation is derived from Newton's method for the nonlinear equation. The multi-grid method (MGM), a high speed iterative method, can be applied to this method. The convergence of the eigenvalue and the eigenvector, and the CPU time in this method are investigated for a model equation. It is confirmed from the numerical results that this method is effective for solving the eigenvalue problem and the singular equation with numerical stability and high accuracy. It is shown by improving the MGM that the CPU time for this method is 50 times shorter than that of the direct method. (author)

Determining the Optimal Solution for Quadratically Constrained Quadratic Programming (QCQP) on Energy-Saving Generation Dispatch Problem

Science.gov (United States)

Lesmana, E.; Chaerani, D.; Khansa, H. N.

2018-03-01

Energy-Saving Generation Dispatch (ESGD) is a scheme made by Chinese Government in attempt to minimize CO2 emission produced by power plant. This scheme is made related to global warming which is primarily caused by too much CO2 in earth’s atmosphere, and while the need of electricity is something absolute, the power plants producing it are mostly thermal-power plant which produced many CO2. Many approach to fulfill this scheme has been made, one of them came through Minimum Cost Flow in which resulted in a Quadratically Constrained Quadratic Programming (QCQP) form. In this paper, ESGD problem with Minimum Cost Flow in QCQP form will be solved using Lagrange’s Multiplier Method

Parallel algorithms for 2-D cylindrical transport equations of Eigenvalue problem

International Nuclear Information System (INIS)

Wei, J.; Yang, S.

2013-01-01

In this paper, aimed at the neutron transport equations of eigenvalue problem under 2-D cylindrical geometry on unstructured grid, the discrete scheme of Sn discrete ordinate and discontinuous finite is built, and the parallel computation for the scheme is realized on MPI systems. Numerical experiments indicate that the designed parallel algorithm can reach perfect speedup, it has good practicality and scalability. (authors)

An L∞/L1-Constrained Quadratic Optimization Problem with Applications to Neural Networks

International Nuclear Information System (INIS)

Leizarowitz, Arie; Rubinstein, Jacob

2003-01-01

Pattern formation in associative neural networks is related to a quadratic optimization problem. Biological considerations imply that the functional is constrained in the L ∞ norm and in the L 1 norm. We consider such optimization problems. We derive the Euler-Lagrange equations, and construct basic properties of the maximizers. We study in some detail the case where the kernel of the quadratic functional is finite-dimensional. In this case the optimization problem can be fully characterized by the geometry of a certain convex and compact finite-dimensional set

Isotropic harmonic oscillator plus inverse quadratic potential in N-dimensional spaces

International Nuclear Information System (INIS)

Oyewumi, K.A.; Bangudu, E.A.

2003-01-01

Some aspects of the N-dimensional isotropic harmonic plus inverse quadratic potential were discussed. The hyperradial equation for isotropic harmonic oscillator plus inverse quadratic potential is solved by transformation into the confluent hypergeometric equation to obtain the normalized hyperradial solution. Together with the hyperangular solutions (hyperspherical harmonics), these form the complete energy eigenfunctions of the N-dimensional isotropic harmonic oscillator plus inverse quadratic potential and the energy eigenvalues are also obtained. These are dimensionally dependent. The dependence of radial solution on the dimensions or potential strength and the degeneracy of the energy levels are discussed. (author)

On the Shape Sensitivity of the First Dirichlet Eigenvalue for Two-Phase Problems

International Nuclear Information System (INIS)

Dambrine, M.; Kateb, D.

2011-01-01

We consider a two-phase problem in thermal conductivity: inclusions filled with a material of conductivity σ 1 are layered in a body of conductivity σ 2 . We address the shape sensitivity of the first eigenvalue associated with Dirichlet boundary conditions when both the boundaries of the inclusions and the body can be modified. We prove a differentiability result and provide the expressions of the first and second order derivatives. We apply the results to the optimal design of an insulated body. We prove the stability of the optimal design thanks to a second order analysis. We also continue the study of an extremal eigenvalue problem for a two-phase conductor in a ball initiated by Conca et al. (Appl. Math. Optim. 60(2):173-184, 2009) and pursued in Conca et al. (CANUM 2008, ESAIM Proc., vol. 27, pp. 311-321, EDP Sci., Les Ulis, 2009).

NESTLE: Few-group neutron diffusion equation solver utilizing the nodal expansion method for eigenvalue, adjoint, fixed-source steady-state and transient problems

International Nuclear Information System (INIS)

Turinsky, P.J.; Al-Chalabi, R.M.K.; Engrand, P.; Sarsour, H.N.; Faure, F.X.; Guo, W.

1994-06-01

NESTLE is a FORTRAN77 code that solves the few-group neutron diffusion equation utilizing the Nodal Expansion Method (NEM). NESTLE can solve the eigenvalue (criticality); eigenvalue adjoint; external fixed-source steady-state; or external fixed-source. or eigenvalue initiated transient problems. The code name NESTLE originates from the multi-problem solution capability, abbreviating Nodal Eigenvalue, Steady-state, Transient, Le core Evaluator. The eigenvalue problem allows criticality searches to be completed, and the external fixed-source steady-state problem can search to achieve a specified power level. Transient problems model delayed neutrons via precursor groups. Several core properties can be input as time dependent. Two or four energy groups can be utilized, with all energy groups being thermal groups (i.e. upscatter exits) if desired. Core geometries modelled include Cartesian and Hexagonal. Three, two and one dimensional models can be utilized with various symmetries. The non-linear iterative strategy associated with the NEM method is employed. An advantage of the non-linear iterative strategy is that NSTLE can be utilized to solve either the nodal or Finite Difference Method representation of the few-group neutron diffusion equation

Problems for the seminar, ICTP, 2007-2008

International Nuclear Information System (INIS)

Arnold, V.

2008-01-01

The following problems for the ICPT seminar 2007-2008 are specified: topological classification of polynomials; equipartition of indivisible integer vectors; geometrical progressions? fractional parts? equipartitions; statistics of continued fractions of eigenvalues of matrices; growth rate of elements of periodic continued fractions; periods of geometrical progressions of residues; Kolmogorov?s distributions; stochasticity degree of arithmetical progressions of fractional parts; is a generic geometrical progression of fractional parts random?; prime numbers distribution?s randomness; algorithmic unsolvability of problems of higher dimensional continued fractions; periods of continued fractions of roots of quadratic equations; statistics of lengths of periods of continued fractions of quadratic irrational numbers; random matrices? characteristic polynomials distributions

A parallel algorithm for the non-symmetric eigenvalue problem

International Nuclear Information System (INIS)

Sidani, M.M.

1991-01-01

An algorithm is presented for the solution of the non-symmetric eigenvalue problem. The algorithm is based on a divide-and-conquer procedure that provides initial approximations to the eigenpairs, which are then refined using Newton iterations. Since the smaller subproblems can be solved independently, and since Newton iterations with different initial guesses can be started simultaneously, the algorithm - unlike the standard QR method - is ideal for parallel computers. The author also reports on his investigation of deflation methods designed to obtain further eigenpairs if needed. Numerical results from implementations on a host of parallel machines (distributed and shared-memory) are presented

Photonic Band Structure of Dispersive Metamaterials Formulated as a Hermitian Eigenvalue Problem

KAUST Repository

Raman, Aaswath

2010-02-26

We formulate the photonic band structure calculation of any lossless dispersive photonic crystal and optical metamaterial as a Hermitian eigenvalue problem. We further show that the eigenmodes of such lossless systems provide an orthonormal basis, which can be used to rigorously describe the behavior of lossy dispersive systems in general. © 2010 The American Physical Society.

Photonic Band Structure of Dispersive Metamaterials Formulated as a Hermitian Eigenvalue Problem

KAUST Repository

Raman, Aaswath; Fan, Shanhui

2010-01-01

We formulate the photonic band structure calculation of any lossless dispersive photonic crystal and optical metamaterial as a Hermitian eigenvalue problem. We further show that the eigenmodes of such lossless systems provide an orthonormal basis, which can be used to rigorously describe the behavior of lossy dispersive systems in general. © 2010 The American Physical Society.

Eigenvalue study of a chaotic resonator

Energy Technology Data Exchange (ETDEWEB)

Banova, Todorka [Technische Universitaet Darmstadt, Institut fuer Theorie Elektromagnetischer Felder (TEMF), Schlossgartenstrasse 8, D-64289 Darmstadt (Germany); Technische Universitaet Darmstadt, Graduate School of Computational Engineering, Dolivostrasse 15, D-64293 Darmstadt (Germany); Ackermann, Wolfgang; Weiland, Thomas [Technische Universitaet Darmstadt, Institut fuer Theorie Elektromagnetischer Felder (TEMF), Schlossgartenstrasse 8, D-64289 Darmstadt (Germany)

2013-07-01

The field of quantum chaos comprises the study of the manifestations of classical chaos in the properties of the corresponding quantum systems. Within this work, we compute the eigenfrequencies that are needed for the level spacing analysis of a microwave resonator with chaotic characteristics. The major challenges posed by our work are: first, the ability of the approaches to tackle the large scale eigenvalue problem and second, the capability to extract many, i.e. order of thousands, eigenfrequencies for the considered cavity. The first proposed approach for an accurate eigenfrequency extraction takes into consideration the evaluated electric field computations in time domain of a superconducting cavity and by means of signal-processing techniques extracts the eigenfrequencies. The second approach is based on the finite element method with curvilinear elements, which transforms the continuous eigenvalue problem to a discrete generalized eigenvalue problem. Afterwards, the Lanczos algorithm is used for the solution of the generalized eigenvalue problem. In the poster, a summary of the applied algorithms, as well as, critical implementation details together with the simulation results are provided.

Perturbation Theory of Embedded Eigenvalues

DEFF Research Database (Denmark)

Engelmann, Matthias

project gives a general and systematic approach to analytic perturbation theory of embedded eigenvalues. The spectral deformation technique originally developed in the theory of dilation analytic potentials in the context of Schrödinger operators is systematized by the use of Mourre theory. The group...... of dilations is thereby replaced by the unitary group generated y the conjugate operator. This then allows to treat the perturbation problem with the usual Kato theory.......We study problems connected to perturbation theory of embedded eigenvalues in two different setups. The first part deals with second order perturbation theory of mass shells in massive translation invariant Nelson type models. To this end an expansion of the eigenvalues w.r.t. fiber parameter up...

A multilevel, level-set method for optimizing eigenvalues in shape design problems

International Nuclear Information System (INIS)

Haber, E.

2004-01-01

In this paper, we consider optimal design problems that involve shape optimization. The goal is to determine the shape of a certain structure such that it is either as rigid or as soft as possible. To achieve this goal we combine two new ideas for an efficient solution of the problem. First, we replace the eigenvalue problem with an approximation by using inverse iteration. Second, we use a level set method but rather than propagating the front we use constrained optimization methods combined with multilevel continuation techniques. Combining these two ideas we obtain a robust and rapid method for the solution of the optimal design problem

Spectral collocation for multiparameter eigenvalue problems arising from separable boundary value problems

Science.gov (United States)

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.

On Newton-Raphson formulation and algorithm for displacement based structural dynamics problem with quadratic damping nonlinearity

Directory of Open Access Journals (Sweden)

Koh Kim Jie

2017-01-01

Full Text Available Quadratic damping nonlinearity is challenging for displacement based structural dynamics problem as the problem is nonlinear in time derivative of the primitive variable. For such nonlinearity, the formulation of tangent stiffness matrix is not lucid in the literature. Consequently, ambiguity related to kinematics update arises when implementing the time integration-iterative algorithm. In present work, an Euler-Bernoulli beam vibration problem with quadratic damping nonlinearity is addressed as the main source of quadratic damping nonlinearity arises from drag force estimation, which is generally valid only for slender structures. Employing Newton-Raphson formulation, tangent stiffness components associated with quadratic damping nonlinearity requires velocity input for evaluation purpose. For this reason, two mathematically equivalent algorithm structures with different kinematics arrangement are tested. Both algorithm structures result in the same accuracy and convergence characteristic of solution.

Quadratic stochastic operators: Results and open problems

International Nuclear Information System (INIS)

Ganikhodzhaev, R.N.; Rozikov, U.A.

2009-03-01

The history of the quadratic stochastic operators can be traced back to the work of S. Bernshtein (1924). For more than 80 years this theory has been developed and many papers were published. In recent years it has again become of interest in connection with numerous applications in many branches of mathematics, biology and physics. But most results of the theory were published in non English journals, full text of which are not accessible. In this paper we give a brief description of the results and discuss several open problems. (author)

Existence of solutions for a fourth order eigenvalue problem ] {Existence of solutions for a fourth order eigenvalue problem with variable exponent under Neumann boundary conditions

Directory of Open Access Journals (Sweden)

Khalil Ben Haddouch

2016-04-01

Full Text Available In this work we will study the eigenvalues for a fourth order elliptic equation with $p(x$-growth conditions $\\Delta^2_{p(x} u=\\lambda |u|^{p(x-2} u$, under Neumann boundary conditions, where $p(x$ is a continuous function defined on the bounded domain with $p(x>1$. Through the Ljusternik-Schnireleman theory on $C^1$-manifold, we prove the existence of infinitely many eigenvalue sequences and $\\sup \\Lambda =+\\infty$, where $\\Lambda$ is the set of all eigenvalues.

The eigenvalue problem. Alpha, lambda and gamma modes and its applications

International Nuclear Information System (INIS)

Carreno, A.; Vidal-Ferrandiz, A.; Verdu, G.; Ginestar, D.

2017-01-01

Modal analysis has been efficiently used to study different problems in reactor physics. In this sense, several eigenvalue problems can be defined for neutron transport equation: the λ-modes, the γ-modes and the α-modes. However, for simplicity, the neutron diffusion equation is used as approximation of each one of these equations that they have been discretized by a high order finite elements. The obtained algebraic eigenproblems are large problems and have to be solved using iterative methods. In this work, we analyze two methods. The first one is the Krylov-Schur method and the second one is the modified block Newton method. The comparison of modes and the performance of these methods have been studied in two benchmark problems, a homogeneous 3D reactor and the 3D Langenbuch reactor. (author)

Nonlinear Eigenvalue Problems in Elliptic Variational Inequalities: a local study

International Nuclear Information System (INIS)

Conrad, F.; Brauner, C.; Issard-Roch, F.; Nicolaenko, B.

1985-01-01

The authors consider a class of Nonlinear Eigenvalue Problems (N.L.E.P.) associated with Elliptic Variational Inequalities (E.V.I.). First the authors introduce the main tools for a local study of branches of solutions; the authors extend the linearization process required in the case of equations. Next the authors prove the existence of arcs of solutions close to regular vs singular points, and determine their local behavior up to the first order. Finally, the authors discuss the connection between their regularity condition and some stability concept. 37 references, 6 figures

ANALYSIS AND PERFORMANCE MEASUREMENT OF EXISTING SOLUTION METHODS OF QUADRATIC ASSIGNMENT PROBLEM

Directory of Open Access Journals (Sweden)

Morteza KARAMI

2014-01-01

Full Text Available Quadratic Assignment Problem (QAP is known as one of the most difficult combinatorial optimization problems that is classified in the category of NP-hard problems. Quadratic Assignment Problem Library (QAPLIB is a full database of QAPs which contains several problems from different authors and different sizes. Many exact and meta-heuristic solution methods have been introduced to solve QAP. In this study we focus on previously introduced solution methods of QAP e.g. Branch and Bound (B&B, Simulated Annealing (SA Algorithm, Greedy Randomized Adaptive Search Procedure (GRASP for dense and sparse QAPs. The codes of FORTRAN for these methods were downloaded from QAPLIB. All problems of QAPLIB were solved by the abovementioned methods. Several results were obtained from the computational experiments part. The Results show that the Branch and Bound method is able to introduce a feasible solution for all problems while Simulated Annealing Algorithm and GRASP methods are not able to find any solution for some problems. On the other hand, Simulated Annealing and GRASP methods have shorter run time comparing to the Branch and Bound method. In addition, the performance of the methods on the objective function value is discussed.

Numerical method for multigroup one-dimensional SN eigenvalue problems with no spatial truncation error

International Nuclear Information System (INIS)

Abreu, M.P.; Filho, H.A.; Barros, R.C.

1993-01-01

The authors describe a new nodal method for multigroup slab-geometry discrete ordinates S N eigenvalue problems that is completely free from all spatial truncation errors. The unknowns in the method are the node-edge angular fluxes, the node-average angular fluxes, and the effective multiplication factor k eff . The numerical values obtained for these quantities are exactly those of the dominant analytic solution of the S N eigenvalue problem apart from finite arithmetic considerations. This method is based on the use of the standard balance equation and two nonstandard auxiliary equations. In the nonmultiplying regions, e.g., the reflector, we use the multigroup spectral Green's function (SGF) auxiliary equations. In the fuel regions, we use the multigroup spectral diamond (SD) auxiliary equations. The SD auxiliary equation is an extension of the conventional auxiliary equation used in the diamond difference (DD) method. This hybrid characteristic of the SD-SGF method improves both the numerical stability and the convergence rate

A numerical method to compute interior transmission eigenvalues

International Nuclear Information System (INIS)

Kleefeld, Andreas

2013-01-01

In this paper the numerical calculation of eigenvalues of the interior transmission problem arising in acoustic scattering for constant contrast in three dimensions is considered. From the computational point of view existing methods are very expensive, and are only able to show the existence of such transmission eigenvalues. Furthermore, they have trouble finding them if two or more eigenvalues are situated closely together. We present a new method based on complex-valued contour integrals and the boundary integral equation method which is able to calculate highly accurate transmission eigenvalues. So far, this is the first paper providing such accurate values for various surfaces different from a sphere in three dimensions. Additionally, the computational cost is even lower than those of existing methods. Furthermore, the algorithm is capable of finding complex-valued eigenvalues for which no numerical results have been reported yet. Until now, the proof of existence of such eigenvalues is still open. Finally, highly accurate eigenvalues of the interior Dirichlet problem are provided and might serve as test cases to check newly derived Faber–Krahn type inequalities for larger transmission eigenvalues that are not yet available. (paper)

FGP Approach for Solving Multi-level Multi-objective Quadratic Fractional Programming Problem with Fuzzy parameters

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m. s. osman

2017-09-01

Full Text Available In this paper, we consider fuzzy goal programming (FGP approach for solving multi-level multi-objective quadratic fractional programming (ML-MOQFP problem with fuzzy parameters in the constraints. Firstly, the concept of the ?-cut approach is applied to transform the set of fuzzy constraints into a common deterministic one. Then, the quadratic fractional objective functions in each level are transformed into quadratic objective functions based on a proposed transformation. Secondly, the FGP approach is utilized to obtain a compromise solution for the ML-MOQFP problem by minimizing the sum of the negative deviational variables. Finally, an illustrative numerical example is given to demonstrate the applicability and performance of the proposed approach.

Eigenvalue problems for degenerate nonlinear elliptic equations in anisotropic media

Directory of Open Access Journals (Sweden)

Vicenţiu RăDulescu

2005-06-01

Full Text Available We study nonlinear eigenvalue problems of the type −div(a(x∇u=g(λ,x,u in ℝN, where a(x is a degenerate nonnegative weight. We establish the existence of solutions and we obtain information on qualitative properties as multiplicity and location of solutions. Our approach is based on the critical point theory in Sobolev weighted spaces combined with a Caffarelli-Kohn-Nirenberg-type inequality. A specific minimax method is developed without making use of Palais-Smale condition.

A Sequential Quadratically Constrained Quadratic Programming Method of Feasible Directions

International Nuclear Information System (INIS)

Jian Jinbao; Hu Qingjie; Tang Chunming; Zheng Haiyan

2007-01-01

In this paper, a sequential quadratically constrained quadratic programming method of feasible directions is proposed for the optimization problems with nonlinear inequality constraints. At each iteration of the proposed algorithm, a feasible direction of descent is obtained by solving only one subproblem which consist of a convex quadratic objective function and simple quadratic inequality constraints without the second derivatives of the functions of the discussed problems, and such a subproblem can be formulated as a second-order cone programming which can be solved by interior point methods. To overcome the Maratos effect, an efficient higher-order correction direction is obtained by only one explicit computation formula. The algorithm is proved to be globally convergent and superlinearly convergent under some mild conditions without the strict complementarity. Finally, some preliminary numerical results are reported

Quadratic head loss approximations for optimisation problems in water supply networks

NARCIS (Netherlands)

Pecci, Filippo; Abraham, E.; I, Stoianov

2017-01-01

This paper presents a novel analysis of the accuracy of quadratic approximations for the Hazen–Williams (HW) head loss formula, which enables the control of constraint violations in optimisation problems for water supply networks. The two smooth polynomial approximations considered here minimise the

Methods of using the quadratic assignment problem solution

Directory of Open Access Journals (Sweden)

Izabela Kudelska

2012-09-01

Full Text Available Background: Quadratic assignment problem (QAP is one of the most interesting of combinatorial optimization. Was presented by Koopman and Beckamanna in 1957, as a mathematical model of the location of indivisible tasks. This problem belongs to the class NP-hard issues. This forces the application to the solution already approximate methods for tasks with a small size (over 30. Even though it is much harder than other combinatorial optimization problems, it enjoys wide interest because it models the important class of decision problems. Material and methods: The discussion was an artificial intelligence tool that allowed to solve the problem QAP, among others are: genetic algorithms, Tabu Search, Branch and Bound. Results and conclusions: QAP did not arise directly as a model for certain actions, but he found its application in many areas. Examples of applications of the problem is: arrangement of buildings on the campus of the university, layout design of electronic components in systems with large scale integration (VLSI, design a hospital, arrangement of keys on the keyboard.

The universal eigenvalue bounds of Payne–Pólya–Weinberger, Hile ...

Indian Academy of Sciences (India)

R. Narasimhan (Krishtel eMaging) 1461 1996 Oct 15 13:05:22

following universal inequalities for the λi's in the case when n = 2: λk+1 − λk ≤. 2 .... with V ≥ 0 on and eigenvalue problems with a weight (e.g., the fixed ...... [29] Protter M H, Universal inequalities for eigenvalues, Maximum Principles and Eigenvalue. Problems in ... minimal submanifolds, Ann. Scuola Norm. Sup. Pisa Cl.

A method for the solution of the RPA eigenvalue

International Nuclear Information System (INIS)

Hoffman, M.J.H.; De Kock, P.R.

1986-01-01

The RPA eigenvalue problem requires the diagonalization of a 2nx2n matrix. In practical calculations, n (the number of particle-hole basis states) can be a few hundred and the diagonalization of such a large non-symmetric matrix may take quite a long time. In this report we firstly discuss sufficient conditions for real and non-zero RPA eigenvalues. The presence of zero or imaginary eigenvalues is related to the relative importance of the groundstate correlations to the total interaction energy. We then rewrite the RPA eigenvalue problem for the cases where these conditions are fulfilled in a form which only requires the diagonalization of two symmetric nxn matrices. The extend to which this method can be applied when zero eigenvalues occur, is also discussed

POSITIVE SOLUTIONS OF A NONLINEAR THREE-POINT EIGENVALUE PROBLEM WITH INTEGRAL BOUNDARY CONDITIONS

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FAOUZI HADDOUCHI

2015-11-01

Full Text Available In this paper, we study the existence of positive solutions of a three-point integral boundary value problem (BVP for the following second-order differential equation u''(t + \\lambda a(tf(u(t = 0; 0 0 is a parameter, 0 <\\eta < 1, 0 <\\alpha < 1/{\\eta}. . By using the properties of the Green's function and Krasnoselskii's fixed point theorem on cones, the eigenvalue intervals of the nonlinear boundary value problem are considered, some sufficient conditions for the existence of at least one positive solutions are established.

Toward a High Performance Tile Divide and Conquer Algorithm for the Dense Symmetric Eigenvalue Problem

KAUST Repository

Haidar, Azzam

2012-01-01

Classical solvers for the dense symmetric eigenvalue problem suffer from the first step, which involves a reduction to tridiagonal form that is dominated by the cost of accessing memory during the panel factorization. The solution is to reduce the matrix to a banded form, which then requires the eigenvalues of the banded matrix to be computed. The standard divide and conquer algorithm can be modified for this purpose. The paper combines this insight with tile algorithms that can be scheduled via a dynamic runtime system to multicore architectures. A detailed analysis of performance and accuracy is included. Performance improvements of 14-fold and 4-fold speedups are reported relative to LAPACK and Intel\\'s Math Kernel Library.

Parallel Implementation of Riccati Recursion for Solving Linear-Quadratic Control Problems

DEFF Research Database (Denmark)

Frison, Gianluca; Jørgensen, John Bagterp

2013-01-01

In both Active-Set (AS) and Interior-Point (IP) algorithms for Model Predictive Control (MPC), sub-problems in the form of linear-quadratic (LQ) control problems need to be solved at each iteration. The solution of these sub-problems is usually the main computational effort. In this paper...... an alternative version of the Riccati recursion solver for LQ control problems is presented. The performance of both the classical and the alternative version is analyzed from a theoretical as well as a numerical point of view, and the alternative version is found to be approximately 50% faster than...

Optimal Quadratic Programming Algorithms

CERN Document Server

Dostal, Zdenek

2009-01-01

Quadratic programming (QP) is one technique that allows for the optimization of a quadratic function in several variables in the presence of linear constraints. This title presents various algorithms for solving large QP problems. It is suitable as an introductory text on quadratic programming for graduate students and researchers

Optimal linear-quadratic control of coupled parabolic-hyperbolic PDEs

Science.gov (United States)

Aksikas, I.; Moghadam, A. Alizadeh; Forbes, J. F.

2017-10-01

This paper focuses on the optimal control design for a system of coupled parabolic-hypebolic partial differential equations by using the infinite-dimensional state-space description and the corresponding operator Riccati equation. Some dynamical properties of the coupled system of interest are analysed to guarantee the existence and uniqueness of the solution of the linear-quadratic (LQ)-optimal control problem. A state LQ-feedback operator is computed by solving the operator Riccati equation, which is converted into a set of algebraic and differential Riccati equations, thanks to the eigenvalues and the eigenvectors of the parabolic operator. The results are applied to a non-isothermal packed-bed catalytic reactor. The LQ-optimal controller designed in the early portion of the paper is implemented for the original nonlinear model. Numerical simulations are performed to show the controller performances.

Linear-quadratic control and quadratic differential forms for multidimensional behaviors

NARCIS (Netherlands)

Napp, D.; Trentelman, H.L.

2011-01-01

This paper deals with systems described by constant coefficient linear partial differential equations (nD-systems) from a behavioral point of view. In this context we treat the linear-quadratic control problem where the performance functional is the integral of a quadratic differential form. We look

An Augmented Lagrangian Method for a Class of Inverse Quadratic Programming Problems

International Nuclear Information System (INIS)

Zhang Jianzhong; Zhang Liwei

2010-01-01

We consider an inverse quadratic programming (QP) problem in which the parameters in the objective function of a given QP problem are adjusted as little as possible so that a known feasible solution becomes the optimal one. We formulate this problem as a minimization problem with a positive semidefinite cone constraint and its dual is a linearly constrained semismoothly differentiable (SC 1 ) convex programming problem with fewer variables than the original one. We demonstrate the global convergence of the augmented Lagrangian method for the dual problem and prove that the convergence rate of primal iterates, generated by the augmented Lagrange method, is proportional to 1/r, and the rate of multiplier iterates is proportional to 1/√r, where r is the penalty parameter in the augmented Lagrangian. As the objective function of the dual problem is a SC 1 function involving the projection operator onto the cone of symmetrically semi-definite matrices, the analysis requires extensive tools such as the singular value decomposition of matrices, an implicit function theorem for semismooth functions, and properties of the projection operator in the symmetric-matrix space. Furthermore, the semismooth Newton method with Armijo line search is applied to solve the subproblems in the augmented Lagrange approach, which is proven to have global convergence and local quadratic rate. Finally numerical results, implemented by the augmented Lagrangian method, are reported.

Quadratic algebras

CERN Document Server

Polishchuk, Alexander

2005-01-01

Quadratic algebras, i.e., algebras defined by quadratic relations, often occur in various areas of mathematics. One of the main problems in the study of these (and similarly defined) algebras is how to control their size. A central notion in solving this problem is the notion of a Koszul algebra, which was introduced in 1970 by S. Priddy and then appeared in many areas of mathematics, such as algebraic geometry, representation theory, noncommutative geometry, K-theory, number theory, and noncommutative linear algebra. The book offers a coherent exposition of the theory of quadratic and Koszul algebras, including various definitions of Koszulness, duality theory, Poincar�-Birkhoff-Witt-type theorems for Koszul algebras, and the Koszul deformation principle. In the concluding chapter of the book, they explain a surprising connection between Koszul algebras and one-dependent discrete-time stochastic processes.

A scheme for the evaluation of dominant time-eigenvalues of a nuclear reactor

International Nuclear Information System (INIS)

Modak, R.S.; Gupta, Anurag

2007-01-01

This paper presents a scheme to obtain the fundamental and few dominant solutions of the prompt time eigenvalue problem (referred to as α-eigenvalue problem) for a nuclear reactor using multi-group neutron diffusion theory. The scheme is based on the use of an algorithm called Orthomin(1). This algorithm was originally proposed by Suetomi and Sekimoto [Suetomi, E., Sekimoto, H., 1991. Conjugate gradient like methods and their application to eigenvalue problems for neutron diffusion equations. Ann. Nucl. Energy 18 (4), 205-227] to obtain the fundamental K-eigenvalue (K-effective) of nuclear reactors. Recently, it has been shown that the algorithm can be used to obtain the further dominant K-modes also. Since α-eigenvalue problem is usually more difficult to solve than the K-eigenvalue problem, an attempt has been made here to use Orthomin(1) for its solution. Numerical results are given for realistic 3-D test case

Heuristic geometric ''eigenvalue universality'' in a one-dimensional neutron transport problem with anisotropic scattering

International Nuclear Information System (INIS)

Goncalves, G.A.; Vilhena, M.T. de; Bodmann, B.E.J.

2010-01-01

In the present work we propose a heuristic construction of a transport equation for neutrons with anisotropic scattering considering only the radial cylinder dimension. The eigenvalues of the solutions of the equation correspond to the positive values for the one dimensional case. The central idea of the procedure is the application of the S N method for the discretisation of the angular variable followed by the application of the zero order Hankel transformation. The basis the construction of the scattering terms in form of an integro-differential equation for stationary transport resides in the hypothesis that the eigenvalues that compose the elementary solutions are independent of geometry for a homogeneous medium. We compare the solutions for the cartesian one dimensional problem for an infinite cylinder with azimuthal symmetry and linear anisotropic scattering for two cases. (orig.)

Neural network for solving convex quadratic bilevel programming problems.

Science.gov (United States)

He, Xing; Li, Chuandong; Huang, Tingwen; Li, Chaojie

2014-03-01

In this paper, using the idea of successive approximation, we propose a neural network to solve convex quadratic bilevel programming problems (CQBPPs), which is modeled by a nonautonomous differential inclusion. Different from the existing neural network for CQBPP, the model has the least number of state variables and simple structure. Based on the theory of nonsmooth analysis, differential inclusions and Lyapunov-like method, the limit equilibrium points sequence of the proposed neural networks can approximately converge to an optimal solution of CQBPP under certain conditions. Finally, simulation results on two numerical examples and the portfolio selection problem show the effectiveness and performance of the proposed neural network. Copyright © 2013 Elsevier Ltd. All rights reserved.

On Selberg's small eigenvalue conjecture and residual eigenvalues

DEFF Research Database (Denmark)

Risager, Morten S.

2011-01-01

We show that Selberg’s eigenvalue conjecture concerning small eigenvalues of the automorphic Laplacian for congruence groups is equivalent to a conjecture about the non-existence of residual eigenvalues for a perturbed system. We prove this using a combination of methods from asymptotic perturbat...

Some algorithms for the solution of the symmetric eigenvalue problem on a multiprocessor electronic computer

International Nuclear Information System (INIS)

Molchanov, I.N.; Khimich, A.N.

1984-01-01

This article shows how a reflection method can be used to find the eigenvalues of a matrix by transforming the matrix to tridiagonal form. The method of conjugate gradients is used to find the smallest eigenvalue and the corresponding eigenvector of symmetric positive-definite band matrices. Topics considered include the computational scheme of the reflection method, the organization of parallel calculations by the reflection method, the computational scheme of the conjugate gradient method, the organization of parallel calculations by the conjugate gradient method, and the effectiveness of parallel algorithms. It is concluded that it is possible to increase the overall effectiveness of the multiprocessor electronic computers by either letting the newly available processors of a new problem operate in the multiprocessor mode, or by improving the coefficient of uniform partition of the original information

Multigrid method applied to the solution of an elliptic, generalized eigenvalue problem

Energy Technology Data Exchange (ETDEWEB)

Alchalabi, R.M. [BOC Group, Murray Hill, NJ (United States); Turinsky, P.J. [North Carolina State Univ., Raleigh, NC (United States)

1996-12-31

The work presented in this paper is concerned with the development of an efficient MG algorithm for the solution of an elliptic, generalized eigenvalue problem. The application is specifically applied to the multigroup neutron diffusion equation which is discretized by utilizing the Nodal Expansion Method (NEM). The underlying relaxation method is the Power Method, also known as the (Outer-Inner Method). The inner iterations are completed using Multi-color Line SOR, and the outer iterations are accelerated using Chebyshev Semi-iterative Method. Furthermore, the MG algorithm utilizes the consistent homogenization concept to construct the restriction operator, and a form function as a prolongation operator. The MG algorithm was integrated into the reactor neutronic analysis code NESTLE, and numerical results were obtained from solving production type benchmark problems.

Computing the eigenvalues and eigenvectors of a fuzzy matrix

Directory of Open Access Journals (Sweden)

A. Kumar

2012-08-01

Full Text Available Computation of fuzzy eigenvalues and fuzzy eigenvectors of a fuzzy matrix is a challenging problem. Determining the maximal and minimal symmetric solution can help to find the eigenvalues. So, we try to compute these eigenvalues by determining the maximal and minimal symmetric solution of the fully fuzzy linear system $widetilde{A}widetilde{X}= widetilde{lambda} widetilde{X}.$

On Characterization of Quadratic Splines

DEFF Research Database (Denmark)

Chen, B. T.; Madsen, Kaj; Zhang, Shuzhong

2005-01-01

that the representation can be refined in a neighborhood of a non-degenerate point and a set of non-degenerate minimizers. Based on these characterizations, many existing algorithms for specific convex quadratic splines are also finite convergent for a general convex quadratic spline. Finally, we study the relationship...... between the convexity of a quadratic spline function and the monotonicity of the corresponding LCP problem. It is shown that, although both conditions lead to easy solvability of the problem, they are different in general....

Spectral Method with the Tensor-Product Nodal Basis for the Steklov Eigenvalue Problem

Directory of Open Access Journals (Sweden)

Xuqing Zhang

2013-01-01

Full Text Available This paper discusses spectral method with the tensor-product nodal basis at the Legendre-Gauss-Lobatto points for solving the Steklov eigenvalue problem. A priori error estimates of spectral method are discussed, and based on the work of Melenk and Wohlmuth (2001, a posterior error estimator of the residual type is given and analyzed. In addition, this paper combines the shifted-inverse iterative method and spectral method to establish an efficient scheme. Finally, numerical experiments with MATLAB program are reported.

Deflation of Eigenvalues for GMRES in Lattice QCD

International Nuclear Information System (INIS)

Morgan, Ronald B.; Wilcox, Walter

2002-01-01

Versions of GMRES with deflation of eigenvalues are applied to lattice QCD problems. Approximate eigenvectors corresponding to the smallest eigenvalues are generated at the same time that linear equations are solved. The eigenvectors improve convergence for the linear equations, and they help solve other right-hand sides

An adjoint-based scheme for eigenvalue error improvement

International Nuclear Information System (INIS)

Merton, S.R.; Smedley-Stevenson, R.P.; Pain, C.C.; El-Sheikh, A.H.; Buchan, A.G.

2011-01-01

A scheme for improving the accuracy and reducing the error in eigenvalue calculations is presented. Using a rst order Taylor series expansion of both the eigenvalue solution and the residual of the governing equation, an approximation to the error in the eigenvalue is derived. This is done using a convolution of the equation residual and adjoint solution, which is calculated in-line with the primal solution. A defect correction on the solution is then performed in which the approximation to the error is used to apply a correction to the eigenvalue. The method is shown to dramatically improve convergence of the eigenvalue. The equation for the eigenvalue is shown to simplify when certain normalizations are applied to the eigenvector. Two such normalizations are considered; the rst of these is a fission-source type of normalisation and the second is an eigenvector normalisation. Results are demonstrated on a number of demanding elliptic problems using continuous Galerkin weighted nite elements. Moreover, the correction scheme may also be applied to hyperbolic problems and arbitrary discretization. This is not limited to spatial corrections and may be used throughout the phase space of the discrete equation. The applied correction not only improves fidelity of the calculation, it allows assessment of the reliability of numerical schemes to be made and could be used to guide mesh adaption algorithms or to automate mesh generation schemes. (author)

The BR eigenvalue algorithm

Energy Technology Data Exchange (ETDEWEB)

Geist, G.A. [Oak Ridge National Lab., TN (United States). Computer Science and Mathematics Div.; Howell, G.W. [Florida Inst. of Tech., Melbourne, FL (United States). Dept. of Applied Mathematics; Watkins, D.S. [Washington State Univ., Pullman, WA (United States). Dept. of Pure and Applied Mathematics

1997-11-01

The BR algorithm, a new method for calculating the eigenvalues of an upper Hessenberg matrix, is introduced. It is a bulge-chasing algorithm like the QR algorithm, but, unlike the QR algorithm, it is well adapted to computing the eigenvalues of the narrowband, nearly tridiagonal matrices generated by the look-ahead Lanczos process. This paper describes the BR algorithm and gives numerical evidence that it works well in conjunction with the Lanczos process. On the biggest problems run so far, the BR algorithm beats the QR algorithm by a factor of 30--60 in computing time and a factor of over 100 in matrix storage space.

Eigenvalue distributions of Wilson loops

International Nuclear Information System (INIS)

Lohmayer, Robert

2010-01-01

In the first part of this thesis, we focus on the distribution of the eigenvalues of the unitary Wilson loop matrix in the two-dimensional case at arbitrary finite N. To characterize the distribution of the eigenvalues, we introduce three density functions (the ''symmetric'', the ''antisymmetric'', and the ''true'' eigenvalue density) which differ at finite N but possess the same infinite-N limit, exhibiting the Durhuus-Olesen phase transition. Using expansions of determinants and inverse determinants in characters of totally symmetric or totally antisymmetric representations of SU(N), the densities at finite N can be expressed in terms of simple sums involving only dimensions and quadratic Casimir invariants of certain irreducible representations of SU(N), allowing for a numerical computation of the densities at arbitrary N to any desired accuracy. We find that the true eigenvalue density, adding N oscillations to the monotonic symmetric density, is in some sense intermediate between the symmetric and the antisymmetric density, which in turn is given by a sum of N delta peaks located at the zeros of the average of the characteristic polynomial. Furthermore, we show that the dependence on N can be made explicit by deriving integral representations for the resolvents associated to the three eigenvalue densities. Using saddle-point approximations, we confirm that all three densities reduce to the Durhuus-Olesen result in the infinite-N limit. In the second part, we study an exponential form of the multiplicative random complex matrix model introduced by Gudowska-Nowak et al. Varying a parameter which can be identified with the area of the Wilson loop in the unitary case, the region of non-vanishing eigenvalue density of the N-dimensional complex product matrix undergoes a topological change at a transition point in the infinite-N limit. We study the transition by a detailed analysis of the average of the modulus square of the characteristic polynomial. Furthermore

Construction of local boundary conditions for an eigenvalue problem using micro-local analysis: application to optical waveguide problems

International Nuclear Information System (INIS)

Barucq, Helene; Bekkey, Chokri; Djellouli, Rabia

2004-01-01

We present a general procedure based on the pseudo-differential calculus for deriving artificial boundary conditions for an eigenvalue problem that characterizes the propagation of guided modes in optical waveguides. This new approach allows the construction of local conditions that (a) are independent of the frequency regime, (b) preserve the sparsity pattern of the finite element discretization, and (c) are applicable to arbitrarily shaped convex artificial boundaries. The last feature has the potential for reducing the size of the computational domain. Numerical results are presented to highlight the potential of conditions of order 1/2 and 1, for improving significantly the computational efficiency of finite element methods for the solution of optical waveguide problems

Solving eigenvalue response matrix equations with nonlinear techniques

International Nuclear Information System (INIS)

Roberts, Jeremy A.; Forget, Benoit

2014-01-01

Highlights: • High performance solvers were applied within ERMM for the first time. • Accelerated fixed-point methods were developed that reduce computational times by 2–3. • A nonlinear, Newton-based ERMM led to similar improvement and more robustness. • A 3-D, SN-based ERMM shows how ERMM can apply fine-mesh methods to full-core analysis. - Abstract: This paper presents new algorithms for use in the eigenvalue response matrix method (ERMM) for reactor eigenvalue problems. ERMM spatially decomposes a domain into independent nodes linked via boundary conditions approximated as truncated orthogonal expansions, the coefficients of which are response functions. In its simplest form, ERMM consists of a two-level eigenproblem: an outer Picard iteration updates the k-eigenvalue via balance, while the inner λ-eigenproblem imposes neutron balance between nodes. Efficient methods are developed for solving the inner λ-eigenvalue problem within the outer Picard iteration. Based on results from several diffusion and transport benchmark models, it was found that the Krylov–Schur method applied to the λ-eigenvalue problem reduces Picard solver times (excluding response generation) by a factor of 2–5. Furthermore, alternative methods, including Picard acceleration schemes, Steffensen’s method, and Newton’s method, are developed in this paper. These approaches often yield faster k-convergence and a need for fewer k-dependent response function evaluations, which is important because response generation is often the primary cost for problems using responses computed online (i.e., not from a precomputed database). Accelerated Picard iteration was found to reduce total computational times by 2–3 compared to the unaccelerated case for problems dominated by response generation. In addition, Newton’s method was found to provide nearly the same performance with improved robustness

Eigenstructure of of singular systems. Perturbation analysis of simple eigenvalues

OpenAIRE

García Planas, María Isabel; Tarragona Romero, Sonia

2014-01-01

The problem to study small perturbations of simple eigenvalues with a change of parameters is of general interest in applied mathematics. After to introduce a systematic way to know if an eigenvalue of a singular system is simple or not, the aim of this work is to study the behavior of a simple eigenvalue of singular linear system family

Stratified source-sampling techniques for Monte Carlo eigenvalue analysis

International Nuclear Information System (INIS)

Mohamed, A.

1998-01-01

In 1995, at a conference on criticality safety, a special session was devoted to the Monte Carlo ''Eigenvalue of the World'' problem. Argonne presented a paper, at that session, in which the anomalies originally observed in that problem were reproduced in a much simplified model-problem configuration, and removed by a version of stratified source-sampling. In this paper, stratified source-sampling techniques are generalized and applied to three different Eigenvalue of the World configurations which take into account real-world statistical noise sources not included in the model problem, but which differ in the amount of neutronic coupling among the constituents of each configuration. It is concluded that, in Monte Carlo eigenvalue analysis of loosely-coupled arrays, the use of stratified source-sampling reduces the probability of encountering an anomalous result over that if conventional source-sampling methods are used. However, this gain in reliability is substantially less than that observed in the model-problem results

Computation of standard deviations in eigenvalue calculations

International Nuclear Information System (INIS)

Gelbard, E.M.; Prael, R.

1990-01-01

In Brissenden and Garlick (1985), the authors propose a modified Monte Carlo method for eigenvalue calculations, designed to decrease particle transport biases in the flux and eigenvalue estimates, and in corresponding estimates of standard deviations. Apparently a very similar method has been used by Soviet Monte Carlo specialists. The proposed method is based on the generation of ''superhistories'', chains of histories run in sequence without intervening renormalization of the fission source. This method appears to have some disadvantages, discussed elsewhere. Earlier numerical experiments suggest that biases in fluxes and eigenvalues are negligibly small, even for very small numbers of histories per generation. Now more recent experiments, run on the CRAY-XMP, tend to confirm these earlier conclusions. The new experiments, discussed in this paper, involve the solution of one-group 1D diffusion theory eigenvalue problems, in difference form, via Monte Carlo. Experiments covered a range of dominance ratios from ∼0.75 to ∼0.985. In all cases flux and eigenvalue biases were substantially smaller than one standard deviation. The conclusion that, in practice, the eigenvalue bias is negligible has strong theoretical support. (author)

Overlapping domain decomposition preconditioners for the generalized Davidson method for the eigenvalue problem

Energy Technology Data Exchange (ETDEWEB)

Stathopoulos, A.; Fischer, C.F. [Vanderbilt Univ., Nashville, TN (United States); Saad, Y.

1994-12-31

The solution of the large, sparse, symmetric eigenvalue problem, Ax = {lambda}x, is central to many scientific applications. Among many iterative methods that attempt to solve this problem, the Lanczos and the Generalized Davidson (GD) are the most widely used methods. The Lanczos method builds an orthogonal basis for the Krylov subspace, from which the required eigenvectors are approximated through a Rayleigh-Ritz procedure. Each Lanczos iteration is economical to compute but the number of iterations may grow significantly for difficult problems. The GD method can be considered a preconditioned version of Lanczos. In each step the Rayleigh-Ritz procedure is solved and explicit orthogonalization of the preconditioned residual ((M {minus} {lambda}I){sup {minus}1}(A {minus} {lambda}I)x) is performed. Therefore, the GD method attempts to improve convergence and robustness at the expense of a more complicated step.

A Finite Continuation Algorithm for Bound Constrained Quadratic Programming

DEFF Research Database (Denmark)

Madsen, Kaj; Nielsen, Hans Bruun; Pinar, Mustafa C.

1999-01-01

The dual of the strictly convex quadratic programming problem with unit bounds is posed as a linear $\\ell_1$ minimization problem with quadratic terms. A smooth approximation to the linear $\\ell_1$ function is used to obtain a parametric family of piecewise-quadratic approximation problems...

A robust multilevel simultaneous eigenvalue solver

Science.gov (United States)

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.

INDEFINITE COPOSITIVE MATRICES WITH EXACTLY ONE POSITIVE EIGENVALUE OR EXACTLY ONE NEGATIVE EIGENVALUE

NARCIS (Netherlands)

Jargalsaikhan, Bolor

Checking copositivity of a matrix is a co-NP-complete problem. This paper studies copositive matrices with certain spectral properties. It shows that an indefinite matrix with exactly one positive eigenvalue is copositive if and only if the matrix is nonnegative. Moreover, it shows that finding out

Use of exact albedo conditions in numerical methods for one-dimensional one-speed discrete ordinates eigenvalue problems

International Nuclear Information System (INIS)

Abreu, M.P. de

1994-01-01

The use of exact albedo boundary conditions in numerical methods applied to one-dimensional one-speed discrete ordinates (S n ) eigenvalue problems for nuclear reactor global calculations is described. An albedo operator that treats the reflector region around a nuclear reactor core implicitly is described and exactly was derived. To illustrate the method's efficiency and accuracy, it was used conventional linear diamond method with the albedo option to solve typical model problems. (author)

On the distribution of eigenvalues of certain matrix ensembles

International Nuclear Information System (INIS)

Bogomolny, E.; Bohigas, O.; Pato, M.P.

1995-01-01

Invariant random matrix ensembles with weak confinement potentials of the eigenvalues, corresponding to indeterminate moment problems, are investigated. These ensembles are characterized by the fact that the mean density of eigenvalues tends to a continuous function with increasing matrix dimension contrary to the usual cases where it grows indefinitely. It is demonstrated that the standard asymptotic formulae are not applicable in these cases and that the asymptotic distribution of eigenvalues can deviate from the classical ones. (author)

The numerical analysis of eigenvalue problem solutions in the multigroup diffusion theory

International Nuclear Information System (INIS)

Woznick, Z.I.

1994-01-01

In this paper a general iteration strategy for solving the discrete form of multidimensional neutron diffusion equations is described. Usually the solution method is based on the system of inner and outer iterations. The presented matrix formalism allows us to visualize clearly, how the used matrix splitting influences the structure of the matrix in an eigenvalue problem to be solved as well as the independence between inner and outer iterations within global iterations. To keep the page limit, the present version of the paper consists only with first three of five sections given in the original paper under the same title (which will be published soon). (author). 13 refs

Approximation of the eigenvalue problem for the time harmonic Maxwell system by continuous Lagrange finite elements

KAUST Repository

Bonito, Andrea; Guermond, Jean-Luc

2011-01-01

We propose and analyze an approximation technique for the Maxwell eigenvalue problem using H1-conforming finite elements. The key idea consists of considering a mixed method controlling the divergence of the electric field in a fractional Sobolev space H-α with α ∈ (1/2, 1). The method is shown to be convergent and spectrally correct. © 2011 American Mathematical Society.

Photonic band structure calculations using nonlinear eigenvalue techniques

International Nuclear Information System (INIS)

Spence, Alastair; Poulton, Chris

2005-01-01

This paper considers the numerical computation of the photonic band structure of periodic materials such as photonic crystals. This calculation involves the solution of a Hermitian nonlinear eigenvalue problem. Numerical methods for nonlinear eigenvalue problems are usually based on Newton's method or are extensions of techniques for the standard eigenvalue problem. We present a new variation on existing methods which has its derivation in methods for bifurcation problems, where bordered matrices are used to compute critical points in singular systems. This new approach has several advantages over the current methods. First, in our numerical calculations the new variation is more robust than existing techniques, having a larger domain of convergence. Second, the linear systems remain Hermitian and are nonsingular as the method converges. Third, the approach provides an elegant and efficient way of both thinking about the problem and organising the computer solution so that only one linear system needs to be factorised at each stage in the solution process. Finally, first- and higher-order derivatives are calculated as a natural extension of the basic method, and this has advantages in the electromagnetic problem discussed here, where the band structure is plotted as a set of paths in the (ω,k) plane

Eigenvalue distributions of Wilson loops

Energy Technology Data Exchange (ETDEWEB)

Lohmayer, Robert

2010-07-01

In the first part of this thesis, we focus on the distribution of the eigenvalues of the unitary Wilson loop matrix in the two-dimensional case at arbitrary finite N. To characterize the distribution of the eigenvalues, we introduce three density functions (the ''symmetric'', the ''antisymmetric'', and the ''true'' eigenvalue density) which differ at finite N but possess the same infinite-N limit, exhibiting the Durhuus-Olesen phase transition. Using expansions of determinants and inverse determinants in characters of totally symmetric or totally antisymmetric representations of SU(N), the densities at finite N can be expressed in terms of simple sums involving only dimensions and quadratic Casimir invariants of certain irreducible representations of SU(N), allowing for a numerical computation of the densities at arbitrary N to any desired accuracy. We find that the true eigenvalue density, adding N oscillations to the monotonic symmetric density, is in some sense intermediate between the symmetric and the antisymmetric density, which in turn is given by a sum of N delta peaks located at the zeros of the average of the characteristic polynomial. Furthermore, we show that the dependence on N can be made explicit by deriving integral representations for the resolvents associated to the three eigenvalue densities. Using saddle-point approximations, we confirm that all three densities reduce to the Durhuus-Olesen result in the infinite-N limit. In the second part, we study an exponential form of the multiplicative random complex matrix model introduced by Gudowska-Nowak et al. Varying a parameter which can be identified with the area of the Wilson loop in the unitary case, the region of non-vanishing eigenvalue density of the N-dimensional complex product matrix undergoes a topological change at a transition point in the infinite-N limit. We study the transition by a detailed analysis of the average of the

A revisit to quadratic programming with fuzzy parameters

International Nuclear Information System (INIS)

Liu, S.-T.

2009-01-01

Quadratic programming has been widely applied to solving real-world problems. Recently, Liu describes a solution method for solving a class of fuzzy quadratic programming problems, where the cost coefficients of the linear terms in objective function, constraint coefficients, and right-hand sides are fuzzy numbers [Liu ST. Quadratic programming with fuzzy parameters: a membership function approach. Chaos, Solitons and Fractals 2009;40:237-45]. In this paper, we generalize Liu's method to a more general fuzzy quadratic programming problem, where the cost coefficients in objective function, constraint coefficients, and right-hand sides are all fuzzy numbers. A pair of two-level mathematical programs is formulated to calculate the upper bound and lower bound of the objective values of the fuzzy quadratic program. Based on the duality theorem and by applying the variable transformation technique, the pair of two-level mathematical programs is transformed into a family of conventional one-level quadratic programs. Solving the pair of quadratic programs produces the fuzzy objective values of the problem. With the ability of calculating the fuzzy objective value developed in this paper, it might help initiate wider applications.

Eigenvalues of the simplified ideal MHD ballooning equation

International Nuclear Information System (INIS)

Paris, R.B.; Auby, N.; Dagazian, R.Y.

1986-01-01

The investigation of the spectrum of the simplified differential equation describing the variation of the amplitude of the ideal MHD ballooning instability along magnetic field lines constitutes a multiparameter Schroedinger eigenvalue problem. An exact eigenvalue relation for the discrete part of the spectrum is obtained in terms of the oblate spheroidal functions. The dependence of the eigenvalues lambda on the two free parameters γ 2 and μ 2 of the equation is discussed, together with certain analytical approximations in the limits of small and large γ 2 . A brief review of the principal properties of the spheroidal functions is given in an appendix

The Schrodinger Eigenvalue March

Science.gov (United States)

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…

Separable quadratic stochastic operators

International Nuclear Information System (INIS)

Rozikov, U.A.; Nazir, S.

2009-04-01

We consider quadratic stochastic operators, which are separable as a product of two linear operators. Depending on properties of these linear operators we classify the set of the separable quadratic stochastic operators: first class of constant operators, second class of linear and third class of nonlinear (separable) quadratic stochastic operators. Since the properties of operators from the first and second classes are well known, we mainly study the properties of the operators of the third class. We describe some Lyapunov functions of the operators and apply them to study ω-limit sets of the trajectories generated by the operators. We also compare our results with known results of the theory of quadratic operators and give some open problems. (author)

Dynamical stability in fluid-structure interaction

International Nuclear Information System (INIS)

Planchard, J.; Thomas, B.

1991-01-01

The aim of the paper is to investigate the dynamical stability of a group of elastic tubes placed in a cross-flow which obeys to the Navier-Stokes equations. The stability of this coupled system is deduced from the study of a quadratic eigenvalue problem arising in the linearized equations. The instability occurs when the real part of one of the eigenvalues becomes positive; the steady state is then replaced by a time-periodic state which is stable (Hopf bifurcation phenomenon). Some numerical methods for solving the quadratic eigenvalue problem are described [fr

Eigenvalue treatment of cosmological models

International Nuclear Information System (INIS)

Novello, M.; Soares, D.

1976-08-01

From the decomposition of Weyl tensor into its electric and magnetic parts, it is formulated the eigenvalue problem for cosmological models, and is used quasi-maxwellian form of Einstein's equation to propagate it along a time-like congruence. Three related theorems are presented

Efficient Implementation of the Riccati Recursion for Solving Linear-Quadratic Control Problems

DEFF Research Database (Denmark)

Frison, Gianluca; Jørgensen, John Bagterp

2013-01-01

In both Active-Set (AS) and Interior-Point (IP) algorithms for Model Predictive Control (MPC), sub-problems in the form of linear-quadratic (LQ) control problems need to be solved at each iteration. The solution of these sub-problems is typically the main computational effort at each iteration....... In this paper, we compare a number of solvers for an extended formulation of the LQ control problem: a Riccati recursion based solver can be considered the best choice for the general problem with dense matrices. Furthermore, we present a novel version of the Riccati solver, that makes use of the Cholesky...... factorization of the Pn matrices to reduce the number of flops. When combined with regularization and mixed precision, this algorithm can solve large instances of the LQ control problem up to 3 times faster than the classical Riccati solver....

Quadratic Diophantine equations

CERN Document Server

Andreescu, Titu

2015-01-01

This monograph treats the classical theory of quadratic Diophantine equations and guides the reader through the last two decades of computational techniques and progress in the area. These new techniques combined with the latest increases in computational power shed new light on important open problems. The authors motivate the study of quadratic Diophantine equations with excellent examples, open problems, and applications. Moreover, the exposition aptly demonstrates many applications of results and techniques from the study of Pell-type equations to other problems in number theory. The book is intended for advanced undergraduate and graduate students as well as researchers. It challenges the reader to apply not only specific techniques and strategies, but also to employ methods and tools from other areas of mathematics, such as algebra and analysis.

Efficient methods for time-absorption (α) eigenvalue calculations

International Nuclear Information System (INIS)

Hill, T.R.

1983-01-01

The time-absorption eigenvalue (α) calculation is one of the options found in most discrete-ordinates transport codes. Several methods have been developed at Los Alamos to improve the efficiency of this calculation. Two procedures, based on coarse-mesh rebalance, to accelerate the α eigenvalue search are derived. A hybrid scheme to automatically choose the more-effective rebalance method is described. The α rebalance scheme permits some simple modifications to the iteration strategy that eliminates many unnecessary calculations required in the standard search procedure. For several fast supercritical test problems, these methods resulted in convergence with one-fifth the number of iterations required for the conventional eigenvalue search procedure

Evaluation of Eigenvalue Routines for Large Scale Applications

Directory of Open Access Journals (Sweden)

V.A. Tischler

1994-01-01

Full Text Available 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 article is to examine the current eigenvalue routines in NASTRAN and to make efficiency comparisons with a more recent implementation of the block Lanczos aLgorithm. This eigenvalue routine is now availabLe in several mathematics libraries as well as in severaL commerciaL versions of NASTRAN. In addition, the eRA Y library 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, particularly for very large problems.

A quadratic approximation-based algorithm for the solution of multiparametric mixed-integer nonlinear programming problems

KAUST Repository

Domínguez, Luis F.

2012-06-25

An algorithm for the solution of convex multiparametric mixed-integer nonlinear programming problems arising in process engineering problems under uncertainty is introduced. The proposed algorithm iterates between a multiparametric nonlinear programming subproblem and a mixed-integer nonlinear programming subproblem to provide a series of parametric upper and lower bounds. The primal subproblem is formulated by fixing the integer variables and solved through a series of multiparametric quadratic programming (mp-QP) problems based on quadratic approximations of the objective function, while the deterministic master subproblem is formulated so as to provide feasible integer solutions for the next primal subproblem. To reduce the computational effort when infeasibilities are encountered at the vertices of the critical regions (CRs) generated by the primal subproblem, a simplicial approximation approach is used to obtain CRs that are feasible at each of their vertices. The algorithm terminates when there does not exist an integer solution that is better than the one previously used by the primal problem. Through a series of examples, the proposed algorithm is compared with a multiparametric mixed-integer outer approximation (mp-MIOA) algorithm to demonstrate its computational advantages. © 2012 American Institute of Chemical Engineers (AIChE).

Representations of the exceptional and other Lie algebras with integral eigenvalues of the Casimir operator

International Nuclear Information System (INIS)

Macfarlane, A J; Pfeiffer, Hendryk

2003-01-01

The uniformity, for the family of exceptional Lie algebras g, of the decompositions of the powers of their adjoint representations is now well known for powers up to four. The paper describes an extension of this uniformity for the totally antisymmetrized nth powers up to n = 9, identifying families of representations with integer eigenvalues 5, ..., 9 for the quadratic Casimir operator, in each case providing a formula for the dimensions of the representations in the family as a function of D = dim g. This generalizes previous results for powers j and Casimir eigenvalues j, j ≤ 4. Many intriguing, perhaps puzzling, features of the dimension formulae are discussed and the possibility that they may be valid for a wider class of not necessarily simple Lie algebras is considered

A ''quadratized'' augmented plane wave method

International Nuclear Information System (INIS)

Smrcka, L.

1982-02-01

The exact radial solution inside the muffin-tin sphere is replaced by its Taylor expansion with respect to the energy, truncated after the quadratic term. Making use of it the energy independent augmented plane waves are formed which lead to the secular equations linear in energy. The method resembles the currently used linearized APW method but yields higher accuracy. The analysis of solution inside one muffin-tin sphere shows that the eigenvalue error is proportional to (E-E 0 ) 6 as compared with (E-E 0 ) 4 for LAPW. The error of eigenfunctions is (E-E 0 ) 3 ((E-E 0 ) 2 for LAPW). These conclusions are confirmed by direct numerical calculation of band structure of Cu and Al. (author)

Depletion GPT-free sensitivity analysis for reactor eigenvalue problems

International Nuclear Information System (INIS)

Kennedy, C.; Abdel-Khalik, H.

2013-01-01

This manuscript introduces a novel approach to solving depletion perturbation theory problems without the need to set up or solve the generalized perturbation theory (GPT) equations. The approach, hereinafter denoted generalized perturbation theory free (GPT-Free), constructs a reduced order model (ROM) using methods based in perturbation theory and computes response sensitivity profiles in a manner that is independent of the number or type of responses, allowing for an efficient computation of sensitivities when many responses are required. Moreover, the reduction error from using the ROM is quantified in the GPT-Free approach by means of a Wilks' order statistics error metric denoted the K-metric. Traditional GPT has been recognized as the most computationally efficient approach for performing sensitivity analyses of models with many input parameters, e.g. when forward sensitivity analyses are computationally intractable. However, most neutronics codes that can solve the fundamental (homogenous) adjoint eigenvalue problem do not have GPT capabilities unless envisioned during code development. The GPT-Free approach addresses this limitation by requiring only the ability to compute the fundamental adjoint. This manuscript demonstrates the GPT-Free approach for depletion reactor calculations performed in SCALE6 using the 7x7 UAM assembly model. A ROM is developed for the assembly over a time horizon of 990 days. The approach both calculates the reduction error over the lifetime of the simulation using the K-metric and benchmarks the obtained sensitivities using sample calculations. (authors)

A numerical study of the eigenvalues in the neutron diffusion theory

International Nuclear Information System (INIS)

Lima Bezerra, J. de.

1982-12-01

A systematic numerical study for the eigenvalue problem in one dimension was carried out. A computer code RED2G was developed to obtain and to discuss a number of numerical solutions concerning eigenvalues problems originating from the discretization of the two groups neutron diffusion equation in one dimension and steady state. The problem of eigenvalues was created from the discretization by the method of finite differences. The solutions were obtained by four different iterative methods, i.e. Power, Wielandt-1, Wielandt-2 and accelerated Power with the Chebyshev polinomials. The numerical results given by the solution of the two test-problems indicate that the RED2G code is fast and efficient in these calculations and the Wielandt-2 method has been found to be the best both in respect of rapidity of calculations as well as programation effort required. (E.G.) [pt

Symmetric coupling of angular momenta, quadratic algebras and discrete polynomials

International Nuclear Information System (INIS)

Aquilanti, V; Marinelli, D; Marzuoli, A

2014-01-01

Eigenvalues and eigenfunctions of the volume operator, associated with the symmetric coupling of three SU(2) angular momentum operators, can be analyzed on the basis of a discrete Schrödinger–like equation which provides a semiclassical Hamiltonian picture of the evolution of a 'quantum of space', as shown by the authors in [1]. Emphasis is given here to the formalization in terms of a quadratic symmetry algebra and its automorphism group. This view is related to the Askey scheme, the hierarchical structure which includes all hypergeometric polynomials of one (discrete or continuous) variable. Key tool for this comparative analysis is the duality operation defined on the generators of the quadratic algebra and suitably extended to the various families of overlap functions (generalized recoupling coefficients). These families, recognized as lying at the top level of the Askey scheme, are classified and a few limiting cases are addressed

Classical scattering theory of waves from the view point of an eigenvalue problem and application to target identification

International Nuclear Information System (INIS)

Bottcher, C.; Strayer, M.R.; Werby, M.F.

1993-01-01

The Helmholtz-Poincare Wave Equation (H-PWE) arises in many areas of classical wave scattering theory. In particular it can be found for the cases of acoustical scattering from submerged bounded objects and electromagnetic scattering from objects. The extended boundary integral equations (EBIE) method is derived from considering both the exterior and interior solutions of the H-PWE's. This coupled set of expressions has the advantage of not only offering a prescription for obtaining a solution for the exterior scattering problem, but it also obviates the problem of irregular values corresponding to fictitious interior eigenvalues. Once the coupled equations are derived, they can by obtained in matrix form be expanding all relevant terms in partial wave expansions, including a biorthogonal expansion of the Green function. However some freedom of choice in the choice of the surface expansion is available since the unknown surface quantities may be expanded in a variety of ways to long as closure is obtained. Out of many possible choices, we develop an optimal method to obtain such expansions which is based on the optimum eigenfunctions related to the surface of the object. In effect, we convert part of the problem (that associated with the Fredholms integral equation of the first kind) an eigenvalue problem of a related Hermition operator. The methodology will be explained in detail and examples will be presented

Eigenvalues of PT-symmetric oscillators with polynomial potentials

International Nuclear Information System (INIS)

Shin, Kwang C

2005-01-01

We study the eigenvalue problem -u''(z) - [(iz) m + P m-1 (iz)]u(z) λu(z) with the boundary condition that u(z) decays to zero as z tends to infinity along the rays arg z = -π/2 ± 2π/(m+2) in the complex plane, where P m-1 (z) = a 1 z m-1 + a 2 z m-2 + . . . + a m-1 z is a polynomial and integers m ≥ 3. We provide an asymptotic expansion of the eigenvalues λ n as n → +∞, and prove that for each real polynomial P m-1 , the eigenvalues are all real and positive, with only finitely many exceptions

On a minimization of the eigenvalues of Schroedinger operator relatively domains

International Nuclear Information System (INIS)

Gasymov, Yu.S.; Niftiev, A.A.

2001-01-01

Minimization of the eigenvalues plays an important role in the operators spectral theory. The problem on the minimization of the eigenvalues of the Schroedinger operator by areas is considered in this work. The algorithm, analogous to the conditional gradient method, is proposed for the numerical solution of this problem in the common case. The result is generalized for the case of the positively determined completely continuous operator [ru

Burgers' turbulence problem with linear or quadratic external potential

DEFF Research Database (Denmark)

Barndorff-Nielsen, Ole Eiler; Leonenko, N.N.

2005-01-01

We consider solutions of Burgers' equation with linear or quadratic external potential and stationary random initial conditions of Ornstein-Uhlenbeck type. We study a class of limit laws that correspond to a scale renormalization of the solutions.......We consider solutions of Burgers' equation with linear or quadratic external potential and stationary random initial conditions of Ornstein-Uhlenbeck type. We study a class of limit laws that correspond to a scale renormalization of the solutions....

Optimality Conditions for Fuzzy Number Quadratic Programming with Fuzzy Coefficients

Directory of Open Access Journals (Sweden)

Xue-Gang Zhou

2014-01-01

Full Text Available The purpose of the present paper is to investigate optimality conditions and duality theory in fuzzy number quadratic programming (FNQP in which the objective function is fuzzy quadratic function with fuzzy number coefficients and the constraint set is fuzzy linear functions with fuzzy number coefficients. Firstly, the equivalent quadratic programming of FNQP is presented by utilizing a linear ranking function and the dual of fuzzy number quadratic programming primal problems is introduced. Secondly, we present optimality conditions for fuzzy number quadratic programming. We then prove several duality results for fuzzy number quadratic programming problems with fuzzy coefficients.

On the Cauchy problem for a Sobolev-type equation with quadratic non-linearity

International Nuclear Information System (INIS)

Aristov, Anatoly I

2011-01-01

We investigate the asymptotic behaviour as t→∞ of the solution of the Cauchy problem for a Sobolev-type equation with quadratic non-linearity and develop ideas used by I. A. Shishmarev and other authors in the study of classical and Sobolev-type equations. Conditions are found under which it is possible to consider the case of an arbitrary dimension of the spatial variable.

An algebraic approach to the inverse eigenvalue problem for a quantum system with a dynamical group

International Nuclear Information System (INIS)

Wang, S.J.

1993-04-01

An algebraic approach to the inverse eigenvalue problem for a quantum system with a dynamical group is formulated for the first time. One dimensional problem is treated explicitly in detail for both the finite dimensional and infinite dimensional Hilbert spaces. For the finite dimensional Hilbert space, the su(2) algebraic representation is used; while for the infinite dimensional Hilbert space, the Heisenberg-Weyl algebraic representation is employed. Fourier expansion technique is generalized to the generator space, which is suitable for analysis of irregular spectra. The polynormial operator basis is also used for complement, which is appropriate for analysis of some simple Hamiltonians. The proposed new approach is applied to solve the classical inverse Sturn-Liouville problem and to study the problems of quantum regular and irregular spectra. (orig.)

Application of a quadratic method of programming to a particular problem of a rational development of a waterflooded field

Energy Technology Data Exchange (ETDEWEB)

Korotkov, S F; Khalitov, N T

1965-01-01

he quadratic method of programming is used to solve the following type of problem. A circular reservoir is subjected to a peripheral waterflood. The reservoir is drained by wells arranged in 3 concentric circles. The objective is to control the operation of producing wells, that a maximum quantity of water-free oil will be produced. The wells are flowed so that bottomhole pressure is above the bubble point. A quadratic equation is used to express the essential features of the problem; a system of linear equations is used to express the boundary conditions. The problem is solved by means of the Wolf algorithm method. The method is demonstrated by an illustrative example.

Quadratic programming with fuzzy parameters: A membership function approach

International Nuclear Information System (INIS)

Liu, S.-T.

2009-01-01

Quadratic programming has been widely applied to solving real world problems. The conventional quadratic programming model requires the parameters to be known constants. In the real world, however, the parameters are seldom known exactly and have to be estimated. This paper discusses the fuzzy quadratic programming problems where the cost coefficients, constraint coefficients, and right-hand sides are represented by convex fuzzy numbers. Since the parameters in the program are fuzzy numbers, the derived objective value is a fuzzy number as well. Using Zadeh's extension principle, a pair of two-level mathematical programs is formulated to calculate the upper bound and lower bound of the objective values of the fuzzy quadratic program. Based on the duality theorem and by applying the variable transformation technique, the pair of two-level mathematical programs is transformed into a family of conventional one-level quadratic programs. Solving the pair of quadratic programs produces the fuzzy objective values of the problem. An example illustrates method proposed in this paper.

An algebraic substructuring using multiple shifts for eigenvalue computations

International Nuclear Information System (INIS)

Ko, Jin Hwan; Jung, Sung Nam; Byun, Do Young; Bai, Zhaojun

2008-01-01

Algebraic substructuring (AS) is a state-of-the-art method in eigenvalue computations, especially for large-sized problems, but originally it was designed to calculate only the smallest eigenvalues. Recently, an updated version of AS has been introduced to calculate the interior eigenvalues over a specified range by using a shift concept that is referred to as the shifted AS. In this work, we propose a combined method of both AS and the shifted AS by using multiple shifts for solving a considerable number of eigensolutions in a large-sized problem, which is an emerging computational issue of noise or vibration analysis in vehicle design. In addition, we investigated the accuracy of the shifted AS by presenting an error criterion. The proposed method has been applied to the FE model of an automobile body. The combined method yielded a higher efficiency without loss of accuracy in comparison to the original AS

Eigenvalues of Words in Two Positive Definite Letters

OpenAIRE

Hillar, Christopher J; Johnson, Charles R

2005-01-01

The question of whether all words in two real positive definite letters have only positive eigenvalues is addressed and settled (negatively). This question was raised some time ago in connection with a long-standing problem in theoretical physics. A large class of words that do guarantee positive eigenvalues is identified, and considerable evidence is given for the conjecture that no other words do. In the process, a fundamental question about solvability of symmetric word equations is encoun...

Eigenvalues of the Transferences of Gaussian Optical Systems

Directory of Open Access Journals (Sweden)

W.F. Harris

2005-12-01

Full Text Available The  problem  of  how  to  define  an  average eye leads to the question of what eigenvalues are  possible  for  ray  transferences.  This  paper examines the set of possible eigenvalues in the simplest possible case, that of optical systems consisting  of  elements  that  are  stigmatic  and centred on a common axis.

Solving the RPA eigenvalue equation in real-space

CERN Document Server

Muta, A; Hashimoto, Y; Yabana, K

2002-01-01

We present a computational method to solve the RPA eigenvalue equation employing a uniform grid representation in three-dimensional Cartesian coordinates. The conjugate gradient method is used for this purpose as an interactive method for a generalized eigenvalue problem. No construction of unoccupied orbitals is required in the procedure. We expect this method to be useful for systems lacking spatial symmetry to calculate accurate eigenvalues and transition matrix elements of a few low-lying excitations. Some applications are presented to demonstrate the feasibility of the method, considering the simplified mean-field model as an example of a nuclear physics system and the electronic excitations in molecules with time-dependent density functional theory as an example of an electronic system. (author)

Experiences with the quadratic Korringa-Kohn-Rostoker band theory method

International Nuclear Information System (INIS)

Faulkner, J.S.

1992-01-01

This paper reports on the Quadratic Korriga-Kohn-Rostoker method which is a fast band theory method in the sense that all eigenvalues for a given k are obtained from one matrix diagonalization, but it differs from other fast band theory methods in that it is derived entirely from multiple-scattering theory, without the introduction of a Rayleigh-Ritz variations step. In this theory, the atomic potentials are shifted by Δσ(r) with Δ equal to E-E 0 and σ(r) equal to one when r is inside the Wigner-Seitz cell and zero otherwise, and it turns out that the matrix of coefficients is an entire function of Δ. This matrix can be terminated to give a linear KKR, quadratic KKR, cubic KKR,..., or not terminated at all to give the pivoted multiple-scattering equations. Full potential are no harder to deal with than potentials with a shape approximation

An Extremal Eigenvalue Problem for a Two-Phase Conductor in a Ball

International Nuclear Information System (INIS)

Conca, Carlos; Mahadevan, Rajesh; Sanz, Leon

2009-01-01

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. 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)

The ELPA library: scalable parallel eigenvalue solutions for electronic structure theory and computational science.

Science.gov (United States)

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

Fermionic particles with positron-dependent mass in the presence of inversely quadratic Yukawa potential and tensor interaction

International Nuclear Information System (INIS)

Bahar, M.K.; Yasuk, F.

2013-01-01

Approximate solutions of the Dirac equation with positron-dependent mass are presented for the inversely quadratic Yukawa potential and Coulomb-like tensor interaction by using the asymptotic iteration method. The energy eigenvalues and the corresponding normalized eigenfunctions are obtained in the case of positron-dependent mass and arbitrary spin-orbit quantum number k state and approximation on the spin-orbit coupling term. (author)

Distance matrices and quadratic embedding of graphs

Directory of Open Access Journals (Sweden)

Nobuaki Obata

2018-04-01

Full Text Available A connected graph is said to be of QE class if it admits  a quadratic embedding in a Hilbert space, or equivalently, if the distance matrix is conditionally negative definite. Several criteria for a graph to be of QE class are derived from the point of view of graph operations. For a quantitative criterion the QE constant is introduced and concrete examples are shown with explicit calculation. If the distance matrix admits a constant row sum, the QE constant coincides with the second largest eigenvalue of the distance matrix. The QE constants are determined for all graphs on $n$ vertices with $n\\le5$, among which two are not of QE class.

Coarse-mesh rebalancing acceleration for eigenvalue problems

International Nuclear Information System (INIS)

Asaoka, T.; Nakahara, Y.; Miyasaka, S.

1974-01-01

The coarse-mesh rebalance method is adopted for Monte Carlo schemes for aiming at accelerating the convergence of a source iteration process. At every completion of the Monte Carlo game for one batch of neutron histories, the scaling factor for the neutron flux is calculated to achieve the neutron balance in each coarse-mesh zone into which the total system is divided. This rebalance factor is multiplied to the weight of each fission source neutron in the coarse-mesh zone for playing the next Monte Carlo game. The numerical examples have shown that the coarse-mesh rebalance Monte Carlo calculation gives a good estimate of the eigenvalue already after several batches with a negligible extra computer time compared to the standard Monte Carlo. 5 references. (U.S.)

Singular perturbation of simple eigenvalues

International Nuclear Information System (INIS)

Greenlee, W.M.

1976-01-01

Two operator theoretic theorems which generalize those of asymptotic regular perturbation theory and which apply to singular perturbation problems are proved. Application of these theorems to concrete problems is involved, but the perturbation expansions for eigenvalues and eigenvectors are developed in terms of solutions of linear operator equations. The method of correctors, as well as traditional boundary layer techniques, can be used to apply these theorems. The current formulation should be applicable to highly singular ''hard core'' potential perturbations of the radial equation of quantum mechanics. The theorems are applied to a comparatively simple model problem whose analysis is basic to that of the quantum mechanical problem

Nonlinear dynamics of quadratically cubic systems

International Nuclear Information System (INIS)

Rudenko, O V

2013-01-01

We propose a modified form of the well-known nonlinear dynamic equations with quadratic relations used to model a cubic nonlinearity. We show that such quadratically cubic equations sometimes allow exact solutions and sometimes make the original problem easier to analyze qualitatively. Occasionally, exact solutions provide a useful tool for studying new phenomena. Examples considered include nonlinear ordinary differential equations and Hopf, Burgers, Korteweg–de Vries, and nonlinear Schrödinger partial differential equations. Some problems are solved exactly in the space–time and spectral representations. Unsolved problems potentially solvable by the proposed approach are listed. (methodological notes)

A Bootstrap Approach to Eigenvalue Correction

NARCIS (Netherlands)

Hendrikse, A.J.; Spreeuwers, Lieuwe Jan; Veldhuis, Raymond N.J.

2009-01-01

Eigenvalue analysis is an important aspect in many data modeling methods. Unfortunately, the eigenvalues of the sample covariance matrix (sample eigenvalues) are biased estimates of the eigenvalues of the covariance matrix of the data generating process (population eigenvalues). We present a new

Half-space albedo problem with modified F{sub N} method for linear and quadratic anisotropic scattering

Energy Technology Data Exchange (ETDEWEB)

Tuereci, R.G. [Kirikkale Univ., Kirikkale (Turkey). Kirikkale Vocational School; Tuereci, D. [Ministry of Education, Ankara (Turkey). 75th year Anatolia High School

2017-05-15

One speed, time independent and homogeneous medium neutron transport equation can be solved with the anisotropic scattering which includes both the linear anisotropic and the quadratic anisotropic scattering properties. Having solved Case's eigenfunctions and the orthogonality relations among these eigenfunctions, some neutron transport problems such as albedo problem can be calculated as numerically by using numerical or semi-analytic methods. In this study the half-space albedo problem is investigated by using the modified F{sub N} method.

Numerical computations of interior transmission eigenvalues for scattering objects with cavities

International Nuclear Information System (INIS)

Peters, Stefan; Kleefeld, Andreas

2016-01-01

In this article we extend the inside-outside duality for acoustic transmission eigenvalue problems by allowing scattering objects that may contain cavities. In this context we provide the functional analytical framework necessary to transfer the techniques that have been used in Kirsch and Lechleiter (2013 Inverse Problems, 29 104011) to derive the inside-outside duality. Additionally, extensive numerical results are presented to show that we are able to successfully detect interior transmission eigenvalues with the inside-outside duality approach for a variety of obstacles with and without cavities in three dimensions. In this context, we also discuss the advantages and disadvantages of the inside-outside duality approach from a numerical point of view. Furthermore we derive the integral equations necessary to extend the algorithm in Kleefeld (2013 Inverse Problems, 29 104012) to compute highly accurate interior transmission eigenvalues for scattering objects with cavities, which we will then use as reference values to examine the accuracy of the inside-outside duality algorithm. (paper)

Inverse Scattering Problem For The Schrödinger Equation With An Additional Quadratic Potential On The Entire Axis

Science.gov (United States)

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.

Application of the Laplace transform method for the albedo boundary conditions in multigroup neutron diffusion eigenvalue problems in slab geometry

International Nuclear Information System (INIS)

Petersen, Claudio Zen; Vilhena, Marco T.; Barros, Ricardo C.

2009-01-01

In this paper the application of the Laplace transform method is described in order to determine the energy-dependent albedo matrix that is used in the boundary conditions multigroup neutron diffusion eigenvalue problems in slab geometry for nuclear reactor global calculations. In slab geometry, the diffusion albedo substitutes without approximation the baffle-reflector system around the active domain. Numerical results to typical test problems are shown to illustrate the accuracy and the efficiency of the Chebysheff acceleration scheme. (orig.)

Smallest eigenvalue distribution of the fixed-trace Laguerre beta-ensemble

International Nuclear Information System (INIS)

Chen Yang; Liu Dangzheng; Zhou Dasheng

2010-01-01

In this paper we study the entanglement of the reduced density matrix of a bipartite quantum system in a random pure state. It transpires that this involves the computation of the smallest eigenvalue distribution of the fixed-trace Laguerre ensemble of N x N random matrices. We showed that for finite N the smallest eigenvalue distribution may be expressed in terms of Jack polynomials. Furthermore, based on the exact results, we found a limiting distribution when the smallest eigenvalue is suitably scaled with N followed by a large N limit. Our results turn out to be the same as the smallest eigenvalue distribution of the classical Laguerre ensembles without the fixed-trace constraint. This suggests in a broad sense, the global constraint does not influence local correlations, at least, in the large N limit. Consequently, we have solved an open problem: the determination of the smallest eigenvalue distribution of the reduced density matrix-obtained by tracing out the environmental degrees of freedom-for a bipartite quantum system of unequal dimensions.

On the solution of nonconvex cardinality Boolean quadratic programming problems: a computational study

KAUST Repository

Lima, Ricardo

2016-06-16

This paper addresses the solution of a cardinality Boolean quadratic programming problem using three different approaches. The first transforms the original problem into six mixed-integer linear programming (MILP) formulations. The second approach takes one of the MILP formulations and relies on the specific features of an MILP solver, namely using starting incumbents, polishing, and callbacks. The last involves the direct solution of the original problem by solvers that can accomodate the nonlinear combinatorial problem. Particular emphasis is placed on the definition of the MILP reformulations and their comparison with the other approaches. The results indicate that the data of the problem has a strong influence on the performance of the different approaches, and that there are clear-cut approaches that are better for some instances of the data. A detailed analysis of the results is made to identify the most effective approaches for specific instances of the data. © 2016 Springer Science+Business Media New York

On the solution of nonconvex cardinality Boolean quadratic programming problems: a computational study

KAUST Repository

Lima, Ricardo; Grossmann, Ignacio E.

2016-01-01

This paper addresses the solution of a cardinality Boolean quadratic programming problem using three different approaches. The first transforms the original problem into six mixed-integer linear programming (MILP) formulations. The second approach takes one of the MILP formulations and relies on the specific features of an MILP solver, namely using starting incumbents, polishing, and callbacks. The last involves the direct solution of the original problem by solvers that can accomodate the nonlinear combinatorial problem. Particular emphasis is placed on the definition of the MILP reformulations and their comparison with the other approaches. The results indicate that the data of the problem has a strong influence on the performance of the different approaches, and that there are clear-cut approaches that are better for some instances of the data. A detailed analysis of the results is made to identify the most effective approaches for specific instances of the data. © 2016 Springer Science+Business Media New York

Separability of diagonal symmetric states: a quadratic conic optimization problem

Directory of Open Access Journals (Sweden)

Jordi Tura

2018-01-01

Full Text Available We study the separability problem in mixtures of Dicke states i.e., the separability of the so-called Diagonal Symmetric (DS states. First, we show that separability in the case of DS in $C^d\\otimes C^d$ (symmetric qudits can be reformulated as a quadratic conic optimization problem. This connection allows us to exchange concepts and ideas between quantum information and this field of mathematics. For instance, copositive matrices can be understood as indecomposable entanglement witnesses for DS states. As a consequence, we show that positivity of the partial transposition (PPT is sufficient and necessary for separability of DS states for $d \\leq 4$. Furthermore, for $d \\geq 5$, we provide analytic examples of PPT-entangled states. Second, we develop new sufficient separability conditions beyond the PPT criterion for bipartite DS states. Finally, we focus on $N$-partite DS qubits, where PPT is known to be necessary and sufficient for separability. In this case, we present a family of almost DS states that are PPT with respect to each partition but nevertheless entangled.

A Genetic-Algorithms-Based Approach for Programming Linear and Quadratic Optimization Problems with Uncertainty

Directory of Open Access Journals (Sweden)

Weihua Jin

2013-01-01

Full Text Available This paper proposes a genetic-algorithms-based approach as an all-purpose problem-solving method for operation programming problems under uncertainty. The proposed method was applied for management of a municipal solid waste treatment system. Compared to the traditional interactive binary analysis, this approach has fewer limitations and is able to reduce the complexity in solving the inexact linear programming problems and inexact quadratic programming problems. The implementation of this approach was performed using the Genetic Algorithm Solver of MATLAB (trademark of MathWorks. The paper explains the genetic-algorithms-based method and presents details on the computation procedures for each type of inexact operation programming problems. A comparison of the results generated by the proposed method based on genetic algorithms with those produced by the traditional interactive binary analysis method is also presented.

An example in linear quadratic optimal control

NARCIS (Netherlands)

Weiss, George; Zwart, Heiko J.

1998-01-01

We construct a simple example of a quadratic optimal control problem for an infinite-dimensional linear system based on a shift semigroup. This system has an unbounded control operator. The cost is quadratic in the input and the state, and the weighting operators are bounded. Despite its extreme

Eigenvalues of the -Laplacian and disconjugacy criteria

Directory of Open Access Journals (Sweden)

Pinasco Juan P

2006-01-01

Full Text Available We derive oscillation and nonoscillation criteria for the one-dimensional -Laplacian in terms of an eigenvalue inequality for a mixed problem. We generalize the results obtained in the linear case by Nehari and Willett, and the proof is based on a Picone-type identity.

A comparative study of history-based versus vectorized Monte Carlo methods in the GPU/CUDA environment for a simple neutron eigenvalue problem

International Nuclear Information System (INIS)

Liu, T.; Du, X.; Ji, W.; Xu, G.; Brown, F.B.

2013-01-01

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. (authors)

A comparative study of history-based versus vectorized Monte Carlo methods in the GPU/CUDA environment for a simple neutron eigenvalue problem

Science.gov (United States)

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.

Permutation flow-shop scheduling problem to optimize a quadratic objective function

Science.gov (United States)

Ren, Tao; Zhao, Peng; Zhang, Da; Liu, Bingqian; Yuan, Huawei; Bai, Danyu

2017-09-01

A flow-shop scheduling model enables appropriate sequencing for each job and for processing on a set of machines in compliance with identical processing orders. The objective is to achieve a feasible schedule for optimizing a given criterion. Permutation is a special setting of the model in which the processing order of the jobs on the machines is identical for each subsequent step of processing. This article addresses the permutation flow-shop scheduling problem to minimize the criterion of total weighted quadratic completion time. With a probability hypothesis, the asymptotic optimality of the weighted shortest processing time schedule under a consistency condition (WSPT-CC) is proven for sufficiently large-scale problems. However, the worst case performance ratio of the WSPT-CC schedule is the square of the number of machines in certain situations. A discrete differential evolution algorithm, where a new crossover method with multiple-point insertion is used to improve the final outcome, is presented to obtain high-quality solutions for moderate-scale problems. A sequence-independent lower bound is designed for pruning in a branch-and-bound algorithm for small-scale problems. A set of random experiments demonstrates the performance of the lower bound and the effectiveness of the proposed algorithms.

Eigenvalue routines in NASTRAN: A comparison with the Block Lanczos method

Science.gov (United States)

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.

Generalized Eigenvalues for pairs on heritian matrices

Science.gov (United States)

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.

A subspace preconditioning algorithm for eigenvector/eigenvalue computation

Energy Technology Data Exchange (ETDEWEB)

Bramble, J.H.; Knyazev, A.V.; Pasciak, J.E.

1996-12-31

We consider the problem of computing a modest number of the smallest eigenvalues along with orthogonal bases for the corresponding eigen-spaces of a symmetric positive definite matrix. In our applications, the dimension of a matrix is large and the cost of its inverting is prohibitive. In this paper, we shall develop an effective parallelizable technique for computing these eigenvalues and eigenvectors utilizing subspace iteration and preconditioning. Estimates will be provided which show that the preconditioned method converges linearly and uniformly in the matrix dimension when used with a uniform preconditioner under the assumption that the approximating subspace is close enough to the span of desired eigenvectors.

Topological derivatives of eigenvalues and neural networks in identification of imperfections

International Nuclear Information System (INIS)

Grzanek, M; Nowakowski, A; Sokolowski, J

2008-01-01

Numerical method for identification of imperfections is devised for elliptic spectral problems. The neural networks are employed for numerical solution. The topological derivatives of eigenvalues are used in the learning procedure of the neural networks. The topological derivatives of eigenvalues are determined by the methods of asymptotic analysis in singularly perturbed geometrical domains. The convergence of the numerical method in a probabilistic setting is analysed. The method is presented for the identification of small singular perturbations of the boundary of geometrical domain, however the framework is general and can be used for numerical solutions of inverse problems in the presence of small imperfections in the interior of the domain. Some numerical results are given for elliptic spectral problem in two spatial dimensions.

The method of fundamental solutions for computing acoustic interior transmission eigenvalues

Science.gov (United States)

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.

Exact cancellation of quadratic divergences in top condensation models

International Nuclear Information System (INIS)

Blumhofer, A.

1995-01-01

We discuss the hierarchy problem and the corresponding quadratic divergences in the top mode Standard Model. Quadratic divergences appear at each order 1/N c since fermionic and bosonic contributions are of different order 1/N c . It is shown that the full dynamical system to all orders in 1/N c admits a solution, where the sum of all quadratic divergent contributions disappears. ((orig.))

Collaborative spectrum sensing based on the ratio between largest eigenvalue and Geometric mean of eigenvalues

KAUST Repository

Shakir, Muhammad

2011-12-01

In this paper, we introduce a new detector referred to as Geometric mean detector (GEMD) which is based on the ratio of the largest eigenvalue to the Geometric mean of the eigenvalues for collaborative spectrum sensing. The decision threshold has been derived by employing Gaussian approximation approach. In this approach, the two random variables, i.e. The largest eigenvalue and the Geometric mean of the eigenvalues are considered as independent Gaussian random variables such that their cumulative distribution functions (CDFs) are approximated by a univariate Gaussian distribution function for any number of cooperating secondary users and received samples. The approximation approach is based on the calculation of exact analytical moments of the largest eigenvalue and the Geometric mean of the eigenvalues of the received covariance matrix. The decision threshold has been calculated by exploiting the CDF of the ratio of two Gaussian distributed random variables. In this context, we exchange the analytical moments of the two random variables with the moments of the Gaussian distribution function. The performance of the detector is compared with the performance of the energy detector and eigenvalue ratio detector. Analytical and simulation results show that our newly proposed detector yields considerable performance advantage in realistic spectrum sensing scenarios. Moreover, our results based on proposed approximation approach are in perfect agreement with the empirical results. © 2011 IEEE.

An iterative method for tri-level quadratic fractional programming problems using fuzzy goal programming approach

Science.gov (United States)

Kassa, Semu Mitiku; Tsegay, Teklay Hailay

2017-08-01

Tri-level optimization problems are optimization problems with three nested hierarchical structures, where in most cases conflicting objectives are set at each level of hierarchy. Such problems are common in management, engineering designs and in decision making situations in general, and are known to be strongly NP-hard. Existing solution methods lack universality in solving these types of problems. In this paper, we investigate a tri-level programming problem with quadratic fractional objective functions at each of the three levels. A solution algorithm has been proposed by applying fuzzy goal programming approach and by reformulating the fractional constraints to equivalent but non-fractional non-linear constraints. Based on the transformed formulation, an iterative procedure is developed that can yield a satisfactory solution to the tri-level problem. The numerical results on various illustrative examples demonstrated that the proposed algorithm is very much promising and it can also be used to solve larger-sized as well as n-level problems of similar structure.

orthogonal and scaling transformations of quadratic functions

African Journals Online (AJOL)

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functions of sub-problems of various nonlinear programming problems that employ methods such as sequential quadratic programming and trust-region methods (Sorensen, 1982; Eldersveld,. 1991; Nocedal and Wright, 1999). Various problems in Algebra, Functional Analysis,. Analytic Geometry and Computational Mathe-.

A nonlinear eigenvalue problem for self-similar spherical force-free magnetic fields

Energy Technology Data Exchange (ETDEWEB)

Lerche, I. [Institut für Geowissenschaften, Naturwissenschaftliche Fakultät III, Martin-Luther Universität, D-06099 Halle (Germany); Low, B. C. [High Altitude Observatory, National Center for Atmospheric Research, Boulder, Colorado 80307 (United States)

2014-10-15

An axisymmetric force-free magnetic field B(r, θ) in spherical coordinates is defined by a function r sin θB{sub φ}=Q(A) relating its azimuthal component to its poloidal flux-function A. The power law r sin θB{sub φ}=aA|A|{sup 1/n}, n a positive constant, admits separable fields with A=(A{sub n}(θ))/(r{sup n}) , posing a nonlinear boundary-value problem for the constant parameter a as an eigenvalue and A{sub n}(θ) as its eigenfunction [B. C. Low and Y. Q Lou, Astrophys. J. 352, 343 (1990)]. A complete analysis is presented of the eigenvalue spectrum for a given n, providing a unified understanding of the eigenfunctions and the physical relationship between the field's degree of multi-polarity and rate of radial decay via the parameter n. These force-free fields, self-similar on spheres of constant r, have basic astrophysical applications. As explicit solutions they have, over the years, served as standard benchmarks for testing 3D numerical codes developed to compute general force-free fields in the solar corona. The study presented includes a set of illustrative multipolar field solutions to address the magnetohydrodynamics (MHD) issues underlying the observation that the solar corona has a statistical preference for negative and positive magnetic helicities in its northern and southern hemispheres, respectively; a hemispherical effect, unchanging as the Sun's global field reverses polarity in successive eleven-year cycles. Generalizing these force-free fields to the separable form B=(H(θ,φ))/(r{sup n+2}) promises field solutions of even richer topological varieties but allowing for φ-dependence greatly complicates the governing equations that have remained intractable. The axisymmetric results obtained are discussed in relation to this generalization and the Parker Magnetostatic Theorem. The axisymmetric solutions are mathematically related to a family of 3D time-dependent ideal MHD solutions for a polytropic fluid of index γ = 4

AMDLIBF, IBM 360 Subroutine Library, Eigenvalues, Eigenvectors, Matrix Inversion

International Nuclear Information System (INIS)

Wang, Jesse Y.

1980-01-01

Description of problem or function: AMDLIBF is a subset of the IBM 360 Subroutine Library at the Applied Mathematics Division at Argonne. This subset includes library category F: Identification/Description: F152S F SYMINV: Invert sym. matrices, solve lin. systems; F154S A DOTP: Double plus precision accum. inner prod.; F156S F RAYCOR: Rayleigh corrections for eigenvalues; F161S F XTRADP: A fast extended precision inner product; F162S A XTRADP: Inner product of two DP real vectors; F202S F1 EIGEN: Eigen-system for real symmetric matrix; F203S F: Driver for F202S; F248S F RITZIT: Largest eigenvalue and vec. real sym. matrix; F261S F EIGINV: Inverse eigenvalue problem; F313S F CQZHES: Reduce cmplx matrices to upper Hess and tri; F314S F CQZVAL: Reduce complex matrix to upper Hess. form; F315S F CQZVEC: Eigenvectors of cmplx upper triang. syst.; F316S F CGG: Driver for complex general Eigen-problem; F402S F MATINV: Matrix inversion and sol. of linear eqns.; F403S F: Driver for F402S; F452S F CHOLLU,CHOLEQ: Sym. decomp. of pos. def. band matrices; F453S F MATINC: Inversion of complex matrices; F454S F CROUT: Solution of simultaneous linear equations; F455S F CROUTC: Sol. of simultaneous complex linear eqns.; F456S F1 DIAG: Integer preserving Gaussian elimination

Two-group k-eigenvalue benchmark calculations for planar geometry transport in a binary stochastic medium

International Nuclear Information System (INIS)

Davis, I.M.; Palmer, T.S.

2005-01-01

Benchmark calculations are performed for neutron transport in a two material (binary) stochastic multiplying medium. Spatial, angular, and energy dependence are included. The problem considered is based on a fuel assembly of a common pressurized water reactor. The mean chord length through the assembly is determined and used as the planar geometry system length. According to assumed or calculated material distributions, this system length is populated with alternating fuel and moderator segments of random size. Neutron flux distributions are numerically computed using a discretized form of the Boltzmann transport equation employing diffusion synthetic acceleration. Average quantities (group fluxes and k-eigenvalue) and variances are calculated from an ensemble of realizations of the mixing statistics. The effects of varying two parameters in the fuel, two different boundary conditions, and three different sets of mixing statistics are assessed. A probability distribution function (PDF) of the k-eigenvalue is generated and compared with previous research. Atomic mix solutions are compared with these benchmark ensemble average flux and k-eigenvalue solutions. Mixing statistics with large standard deviations give the most widely varying ensemble solutions of the flux and k-eigenvalue. The shape of the k-eigenvalue PDF qualitatively agrees with previous work. Its overall shape is independent of variations in fuel cross-sections for the problems considered, but its width is impacted by these variations. Statistical distributions with smaller standard deviations alter the shape of this PDF toward a normal distribution. The atomic mix approximation yields large over-predictions of the ensemble average k-eigenvalue and under-predictions of the flux. Qualitatively correct flux shapes are obtained in some cases. These benchmark calculations indicate that a model which includes higher statistical moments of the mixing statistics is needed for accurate predictions of binary

A spectral nodal method for eigenvalue SN transport problems in two-dimensional rectangular geometry for energy multigroup nuclear reactor global calculations

International Nuclear Information System (INIS)

Silva, Davi Jose M.; Alves Filho, Hermes; Barros, Ricardo C.

2015-01-01

A spectral nodal method is developed for multigroup x,y-geometry discrete ordinates (S N ) eigenvalue problems for nuclear reactor global calculations. This method uses the conventional multigroup SN discretized spatial balance nodal equations with two non-standard auxiliary equations: the spectral diamond (SD) auxiliary equations for the discretization nodes inside the fuel regions, and the spectral Green's function (SGF) auxiliary equations for the non-multiplying regions, such as the baffle and the reactor. This spectral nodal method is derived from the analytical general solution of the SN transverse integrated nodal equations with constant approximations for the transverse leakage terms within each discretization node. The SD and SGF auxiliary equations have parameters, which are determined to preserve the homogeneous and the particular components of these local general solutions. Therefore, we refer to the offered method as the hybrid SD-SGF-Constant Nodal (SD-SGF-CN) method. The S N discretized spatial balance equations, together with the SD and the SGF auxiliary equations form the SD-SGF-CN equations. We solve the SD-SGF-CN equations by using the one-node block inversion inner iterations (NBI), wherein the most recent estimates for the incoming group node-edge average or prescribed boundary conditions are used to evaluate the outgoing group node-edge average fluxes in the directions of the S N transport sweeps, for each estimate of the dominant eigenvalue in the conventional Power outer iterations. We show in numerical calculations that the SD-SGF-CN method is very accurate for coarse-mesh multigroup S N eigenvalue problems, even though the transverse leakage terms are approximated rather simply. (author)

MARG2D code. 1. Eigenvalue problem for two dimensional Newcomb equation

Energy Technology Data Exchange (ETDEWEB)

Tokuda, Shinji [Japan Atomic Energy Research Inst., Naka, Ibaraki (Japan). Naka Fusion Research Establishment; Watanabe, Tomoko

1997-10-01

A new method and a code MARG2D have been developed to solve the 2-dimensional Newcomb equation which plays an important role in the magnetohydrodynamic (MHD) stability analysis in an axisymmetric toroidal plasma such as a tokamak. In the present formulation, an eigenvalue problem is posed for the 2-D Newcomb equation, where the weight function (the kinetic energy integral) and the boundary conditions at rational surfaces are chosen so that an eigenfunction correctly behaves as the linear combination of the small solution and the analytical solutions around each of the rational surfaces. Thus, the difficulty on solving the 2-D Newcomb equation has been resolved. By using the MARG2D code, the ideal MHD marginally stable state can be identified for a 2-D toroidal plasma. The code is indispensable on computing the outer-region matching data necessary for the resistive MHD stability analysis. Benchmark with ERATOJ, an ideal MHD stability code, has been carried out and the MARG2D code demonstrates that it indeed identifies both stable and marginally stable states against ideal MHD motion. (author)

On the solution of the inverse scattering problem for the quadratic bundle of the one-dimensional Schroedinger operators of the whole axis

International Nuclear Information System (INIS)

Maksudov, F.G.; Gusejnov, G.Sh.

1986-01-01

Inverse scattering problem for the quadratic bundle of the Schroedinger one-dimensional operators in the whole axis is solved. The problem solution is given on the assumption of the discrete spectrum absence. In the discrete spectrum presence the inverse scattering problem solution is known for the Shroedinger differential equation considered

AUTOJOM, Quadratic Equation Coefficient for Conic Volume, Parallelepipeds, Wedges, Pyramids. JOMREAD, Check of 3-D Geometry Structure from Quadratic Surfaces

International Nuclear Information System (INIS)

2005-01-01

Nature of physical problem solved: AUTOJOM is a computer program that will generate the coefficients of any quadratic equation used to define conic volumes and also the coefficients of the planes needed to define parallelepipeds, wedges, and pyramids. JOMREAD is a computer code to check any 3D geometry composed of and constructed with quadratic surfaces

Colpitts, Eigenvalues and Chaos

DEFF Research Database (Denmark)

Lindberg, Erik

1997-01-01

It is possible to obtain insight in the chaotic nature of a nonlinear oscillator by means of a study of the eigenvalues of the linearized Jacobian of the differential equations describing the oscillator. The movements of the eigenvalues as functions of time are found. The instantaneous power in t...

Orthogonal and Scaling Transformations of Quadratic Functions with ...

African Journals Online (AJOL)

In this paper we present a non-singular transformation that can reduce a given quadratic function defined on Rn to another simpler quadratic function and study the impact of the transformation in relation to the problem of minimization of the function. In particular, we construct a non-singular transformation that can reduce a ...

Geometric Approaches to Quadratic Equations from Other Times and Places.

Science.gov (United States)

Allaire, Patricia R.; Bradley, Robert E.

2001-01-01

Focuses on geometric solutions of quadratic problems. Presents a collection of geometric techniques from ancient Babylonia, classical Greece, medieval Arabia, and early modern Europe to enhance the quadratic equation portion of an algebra course. (KHR)

New algorithms for the symmetric tridiagonal eigenvalue computation

Energy Technology Data Exchange (ETDEWEB)

Pan, V. [City Univ. of New York, Bronx, NY (United States)]|[International Computer Sciences Institute, Berkeley, CA (United States)

1994-12-31

The author presents new algorithms that accelerate the bisection method for the symmetric eigenvalue problem. The algorithms rely on some new techniques, which include acceleration of Newton`s iteration and can also be further applied to acceleration of some other iterative processes, in particular, of iterative algorithms for approximating polynomial zeros.

Localization of the eigenvalues of linear integral equations with applications to linear ordinary differential equations.

Science.gov (United States)

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.

Quadratic rational rotations of the torus and dual lattice maps

CERN Document Server

Kouptsov, K L; Vivaldi, F

2002-01-01

We develop a general formalism for computed-assisted proofs concerning the orbit structure of certain non ergodic piecewise affine maps of the torus, whose eigenvalues are roots of unity. For a specific class of maps, we prove that if the trace is a quadratic irrational (the simplest nontrivial case, comprising 8 maps), then the periodic orbits are organized into finitely many renormalizable families, with exponentially increasing period, plus a finite number of exceptional families. The proof is based on exact computations with algebraic numbers, where units play the role of scaling parameters. Exploiting a duality existing between these maps and lattice maps representing rounded-off planar rotations, we establish the global periodicity of the latter systems, for a set of orbits of full density.

An Experiment of Robust Parallel Algorithm for the Eigenvalue problem of a Multigroup Neutron Diffusion based on modified FETI-DP : Part 2

International Nuclear Information System (INIS)

Chang, Jonghwa

2014-01-01

Today, we can use a computer cluster consist of a few hundreds CPUs with reasonable budget. Such computer system enables us to do detailed modeling of reactor core. The detailed modeling will improve the safety and the economics of a nuclear reactor by eliminating un-necessary conservatism or missing consideration. To take advantage of such a cluster computer, efficient parallel algorithms must be developed. Mechanical structure analysis community has studied the domain decomposition method to solve the stress-strain equation using the finite element methods. One of the most successful domain decomposition method in terms of robustness is FETI-DP. We have modified the original FETI-DP to solve the eigenvalue problem for the multi-group diffusion problem in previous study. In this study, we report the result of recent modification to handle the three-dimensional subdomain partitioning, and the sub-domain multi-group problem. Modified FETI-DP algorithm has been successfully applied for the eigenvalue problem of multi-group neutron diffusion equation. The overall CPU time is decreasing as number of sub-domains (partitions) is increasing. However, there may be a limit in decrement due to increment of the number of primal points will increase the CPU time spent by the solution of the global equation. Even distribution of computational load (criterion a) is important to achieve fast computation. The subdomain partition can be effectively performed using suitable graph theory partition package such as MeTIS

An Experiment of Robust Parallel Algorithm for the Eigenvalue problem of a Multigroup Neutron Diffusion based on modified FETI-DP : Part 2

Energy Technology Data Exchange (ETDEWEB)

Chang, Jonghwa [Korea Atomic Energy Research Institute, Daejeon (Korea, Republic of)

2014-10-15

Today, we can use a computer cluster consist of a few hundreds CPUs with reasonable budget. Such computer system enables us to do detailed modeling of reactor core. The detailed modeling will improve the safety and the economics of a nuclear reactor by eliminating un-necessary conservatism or missing consideration. To take advantage of such a cluster computer, efficient parallel algorithms must be developed. Mechanical structure analysis community has studied the domain decomposition method to solve the stress-strain equation using the finite element methods. One of the most successful domain decomposition method in terms of robustness is FETI-DP. We have modified the original FETI-DP to solve the eigenvalue problem for the multi-group diffusion problem in previous study. In this study, we report the result of recent modification to handle the three-dimensional subdomain partitioning, and the sub-domain multi-group problem. Modified FETI-DP algorithm has been successfully applied for the eigenvalue problem of multi-group neutron diffusion equation. The overall CPU time is decreasing as number of sub-domains (partitions) is increasing. However, there may be a limit in decrement due to increment of the number of primal points will increase the CPU time spent by the solution of the global equation. Even distribution of computational load (criterion a) is important to achieve fast computation. The subdomain partition can be effectively performed using suitable graph theory partition package such as MeTIS.

The bounds of feasible space on constrained nonconvex quadratic programming

Science.gov (United States)

Zhu, Jinghao

2008-03-01

This paper presents a method to estimate the bounds of the radius of the feasible space for a class of constrained nonconvex quadratic programmingsE Results show that one may compute a bound of the radius of the feasible space by a linear programming which is known to be a P-problem [N. Karmarkar, A new polynomial-time algorithm for linear programming, Combinatorica 4 (1984) 373-395]. It is proposed that one applies this method for using the canonical dual transformation [D.Y. Gao, Canonical duality theory and solutions to constrained nonconvex quadratic programming, J. Global Optimization 29 (2004) 377-399] for solving a standard quadratic programming problem.

A Biogeography-Based Optimization Algorithm Hybridized with Tabu Search for the Quadratic Assignment Problem.

Science.gov (United States)

Lim, Wee Loon; Wibowo, Antoni; Desa, Mohammad Ishak; Haron, Habibollah

2016-01-01

The quadratic assignment problem (QAP) is an NP-hard combinatorial optimization problem with a wide variety of applications. Biogeography-based optimization (BBO), a relatively new optimization technique based on the biogeography concept, uses the idea of migration strategy of species to derive algorithm for solving optimization problems. It has been shown that BBO provides performance on a par with other optimization methods. A classical BBO algorithm employs the mutation operator as its diversification strategy. However, this process will often ruin the quality of solutions in QAP. In this paper, we propose a hybrid technique to overcome the weakness of classical BBO algorithm to solve QAP, by replacing the mutation operator with a tabu search procedure. Our experiments using the benchmark instances from QAPLIB show that the proposed hybrid method is able to find good solutions for them within reasonable computational times. Out of 61 benchmark instances tested, the proposed method is able to obtain the best known solutions for 57 of them.

A Biogeography-Based Optimization Algorithm Hybridized with Tabu Search for the Quadratic Assignment Problem

Science.gov (United States)

Lim, Wee Loon; Wibowo, Antoni; Desa, Mohammad Ishak; Haron, Habibollah

2016-01-01

The quadratic assignment problem (QAP) is an NP-hard combinatorial optimization problem with a wide variety of applications. Biogeography-based optimization (BBO), a relatively new optimization technique based on the biogeography concept, uses the idea of migration strategy of species to derive algorithm for solving optimization problems. It has been shown that BBO provides performance on a par with other optimization methods. A classical BBO algorithm employs the mutation operator as its diversification strategy. However, this process will often ruin the quality of solutions in QAP. In this paper, we propose a hybrid technique to overcome the weakness of classical BBO algorithm to solve QAP, by replacing the mutation operator with a tabu search procedure. Our experiments using the benchmark instances from QAPLIB show that the proposed hybrid method is able to find good solutions for them within reasonable computational times. Out of 61 benchmark instances tested, the proposed method is able to obtain the best known solutions for 57 of them. PMID:26819585

Escape rate from strange sets as an eigenvalue

International Nuclear Information System (INIS)

Tel, T.

1986-06-01

A new method is applied for calculating the escape rate from chaotic repellers or semi-attractors, based on the eigenvalue problem of the master equation of discrete dynamical systems. The corresponding eigenfunction is found to be smooth along unstable directions and to be, in general, a fractal measure. Examples of one and two dimensional maps are investigated. (author)

The discontinuous finite element method for solving Eigenvalue problems of transport equations

International Nuclear Information System (INIS)

Yang, Shulin; Wang, Ruihong

2011-01-01

In this paper, the multigroup transport equations for solving the eigenvalues λ and K_e_f_f under two dimensional cylindrical coordinate are discussed. Aimed at the equations, the discretizing way combining discontinuous finite element method (DFE) with discrete ordinate method (SN) is developed, and the iterative algorithms and steps are studied. The numerical results show that the algorithms are efficient. (author)

Adaptive dynamic programming for discrete-time linear quadratic regulation based on multirate generalised policy iteration

Science.gov (United States)

Chun, Tae Yoon; Lee, Jae Young; Park, Jin Bae; Choi, Yoon Ho

2018-06-01

In this paper, we propose two multirate generalised policy iteration (GPI) algorithms applied to discrete-time linear quadratic regulation problems. The proposed algorithms are extensions of the existing GPI algorithm that consists of the approximate policy evaluation and policy improvement steps. The two proposed schemes, named heuristic dynamic programming (HDP) and dual HDP (DHP), based on multirate GPI, use multi-step estimation (M-step Bellman equation) at the approximate policy evaluation step for estimating the value function and its gradient called costate, respectively. Then, we show that these two methods with the same update horizon can be considered equivalent in the iteration domain. Furthermore, monotonically increasing and decreasing convergences, so called value iteration (VI)-mode and policy iteration (PI)-mode convergences, are proved to hold for the proposed multirate GPIs. Further, general convergence properties in terms of eigenvalues are also studied. The data-driven online implementation methods for the proposed HDP and DHP are demonstrated and finally, we present the results of numerical simulations performed to verify the effectiveness of the proposed methods.

Eigenvalue-eigenfunction problem for Steklov's smoothing operator and differential-difference equations of mixed type

Directory of Open Access Journals (Sweden)

Serguei I. Iakovlev

2013-01-01

Full Text Available It is shown that any \\(\\mu \\in \\mathbb{C}\\ is an infinite multiplicity eigenvalue of the Steklov smoothing operator \\(S_h\\ acting on the space \\(L^1_{loc}(\\mathbb{R}\\. For \\(\\mu \

A spectral nodal method for eigenvalue S{sub N} transport problems in two-dimensional rectangular geometry for energy multigroup nuclear reactor global calculations

Energy Technology Data Exchange (ETDEWEB)

Silva, Davi Jose M.; Alves Filho, Hermes; Barros, Ricardo C., E-mail: davijmsilva@yahoo.com.br, E-mail: halves@iprj.uerj.br, E-mail: rcbarros@pq.cnpq.br [Universidade do Estado do Rio de Janeiro (UERJ), Nova Friburgo, RJ (Brazil). Programa de Pos-Graduacao em Modelagem Computacional

2015-07-01

A spectral nodal method is developed for multigroup x,y-geometry discrete ordinates (S{sub N}) eigenvalue problems for nuclear reactor global calculations. This method uses the conventional multigroup SN discretized spatial balance nodal equations with two non-standard auxiliary equations: the spectral diamond (SD) auxiliary equations for the discretization nodes inside the fuel regions, and the spectral Green's function (SGF) auxiliary equations for the non-multiplying regions, such as the baffle and the reactor. This spectral nodal method is derived from the analytical general solution of the SN transverse integrated nodal equations with constant approximations for the transverse leakage terms within each discretization node. The SD and SGF auxiliary equations have parameters, which are determined to preserve the homogeneous and the particular components of these local general solutions. Therefore, we refer to the offered method as the hybrid SD-SGF-Constant Nodal (SD-SGF-CN) method. The S{sub N} discretized spatial balance equations, together with the SD and the SGF auxiliary equations form the SD-SGF-CN equations. We solve the SD-SGF-CN equations by using the one-node block inversion inner iterations (NBI), wherein the most recent estimates for the incoming group node-edge average or prescribed boundary conditions are used to evaluate the outgoing group node-edge average fluxes in the directions of the S{sub N} transport sweeps, for each estimate of the dominant eigenvalue in the conventional Power outer iterations. We show in numerical calculations that the SD-SGF-CN method is very accurate for coarse-mesh multigroup S{sub N} eigenvalue problems, even though the transverse leakage terms are approximated rather simply. (author)

A second eigenvalue bound for the Dirichlet Schrodinger equation wtih a radially symmetric potential

Directory of Open Access Journals (Sweden)

Craig Haile

2000-01-01

Full Text Available We study the time-independent Schrodinger equation with radially symmetric potential $k|x|^alpha$, $k ge 0$, $k in mathbb{R}, alpha ge 2$ on a bounded domain $Omega$ in $mathbb{R}^n$, $(n ge 2$ with Dirichlet boundary conditions. In particular, we compare the eigenvalue $lambda_2(Omega$ of the operator $-Delta + k |x|^alpha $ on $Omega$ with the eigenvalue $lambda_2(S_1$ of the same operator $-Delta +kr^alpha$ on a ball $S_1$, where $S_1$ has radius such that the first eigenvalues are the same ($lambda_1(Omega = lambda_1(S_1$. The main result is to show $lambda_2(Omega le lambda_2(S_1$. We also give an extension of the main result to the case of a more general elliptic eigenvalue problem on a bounded domain $Omega$ with Dirichlet boundary conditions.

A Schur Method for Designing LQ-optimal Systems with Prescribed Eigenvalues

Directory of Open Access Journals (Sweden)

David Di Ruscio

1990-01-01

Full Text Available In this paper a new algorithm for solving the LQ-optimal pole placement problem is presented. The method studied is a variant of the classical eigenvector approach and instead uses a set of Schur vectors, thereby gaining substantial numerical advantages. An important task in this method is the LQ-optimal pole placement problem for a second order (sub system. The paper presents a detailed analytical solution to this problem. This part is not only important for solving the general n-dimensional problem but also provides an understanding of the behaviour of an optimal system: The paper shows that in some cases it is an infinite number; in others a finite number, and in still others, non state weighting matrices Q that give the system a set of prescribed eigenvalues. Equations are presented that uniquely determine these state weight matrices as a function of the new prescribed eigcnvalues. From this result we have been able to derive the maximum possible imaginary part of the eigenvalues in an LQ-optimal system, irrespective of how the state weight matrix is chosen.

Linear quadratic optimization for positive LTI system

Science.gov (United States)

Muhafzan, Yenti, Syafrida Wirma; Zulakmal

2017-05-01

Nowaday the linear quadratic optimization subject to positive linear time invariant (LTI) system constitute an interesting study considering it can become a mathematical model of variety of real problem whose variables have to nonnegative and trajectories generated by these variables must be nonnegative. In this paper we propose a method to generate an optimal control of linear quadratic optimization subject to positive linear time invariant (LTI) system. A sufficient condition that guarantee the existence of such optimal control is discussed.

Indirect quantum tomography of quadratic Hamiltonians

Energy Technology Data Exchange (ETDEWEB)

Burgarth, Daniel [Institute for Mathematical Sciences, Imperial College London, London SW7 2PG (United Kingdom); Maruyama, Koji; Nori, Franco, E-mail: daniel@burgarth.de, E-mail: kmaruyama@riken.jp [Advanced Science Institute, RIKEN, Wako-shi, Saitama 351-0198 (Japan)

2011-01-15

A number of many-body problems can be formulated using Hamiltonians that are quadratic in the creation and annihilation operators. Here, we show how such quadratic Hamiltonians can be efficiently estimated indirectly, employing very few resources. We found that almost all the properties of the Hamiltonian are determined by its surface and that these properties can be measured even if the system can only be initialized to a mixed state. Therefore, our method can be applied to various physical models, with important examples including coupled nano-mechanical oscillators, hopping fermions in optical lattices and transverse Ising chains.

Preconditioned iterations to calculate extreme eigenvalues

Energy Technology Data Exchange (ETDEWEB)

Brand, C.W.; Petrova, S. [Institut fuer Angewandte Mathematik, Leoben (Austria)

1994-12-31

Common iterative algorithms to calculate a few extreme eigenvalues of a large, sparse matrix are Lanczos methods or power iterations. They converge at a rate proportional to the separation of the extreme eigenvalues from the rest of the spectrum. Appropriate preconditioning improves the separation of the eigenvalues. Davidson`s method and its generalizations exploit this fact. The authors examine a preconditioned iteration that resembles a truncated version of Davidson`s method with a different preconditioning strategy.

Efficient algorithm for bifurcation problems of variational inequalities

International Nuclear Information System (INIS)

Mittelmann, H.D.

1983-01-01

For a class of variational inequalities on a Hilbert space H bifurcating solutions exist and may be characterized as critical points of a functional with respect to the intersection of the level surfaces of another functional and a closed convex subset K of H. In a recent paper [13] we have used a gradient-projection type algorithm to obtain the solutions for discretizations of the variational inequalities. A related but Newton-based method is given here. Global and asymptotically quadratic convergence is proved. Numerical results show that it may be used very efficiently in following the bifurcating branches and that is compares favorably with several other algorithms. The method is also attractive for a class of nonlinear eigenvalue problems (K = H) for which it reduces to a generalized Rayleigh-quotient interaction. So some results are included for the path following in turning-point problems

All ternary permutation constraint satisfaction problems parameterized above average have kernels with quadratic numbers of variables

DEFF Research Database (Denmark)

Gutin, Gregory; Van Iersel, Leo; Mnich, Matthias

2010-01-01

A ternary Permutation-CSP is specified by a subset Π of the symmetric group S3. An instance of such a problem consists of a set of variables V and a multiset of constraints, which are ordered triples of distinct variables of V. The objective is to find a linear ordering α of V that maximizes...... the number of triples whose rearrangement (under α) follows a permutation in Π. We prove that all ternary Permutation-CSPs parameterized above average have kernels with quadratic numbers of variables....

Quadratic forms for Feynman-Kac semigroups

International Nuclear Information System (INIS)

Hibey, Joseph L.; Charalambous, Charalambos D.

2006-01-01

Some problems in a stochastic setting often involve the need to evaluate the Feynman-Kac formula that follows from models described in terms of stochastic differential equations. Equivalent representations in terms of partial differential equations are also of interest, and these establish the well-known connection between probabilistic and deterministic formulations of these problems. In this Letter, this connection is studied in terms of the quadratic form associated with the Feynman-Kac semigroup. The probability measures that naturally arise in this approach, and thus define how Brownian motion is killed at a specified rate while exiting a set, are interpreted as a random time change of the original stochastic differential equation. Furthermore, since random time changes alter the diffusion coefficients in stochastic differential equations while Girsanov-type measure transformations alter their drift coefficients, their simultaneous use should lead to more tractable solutions for some classes of problems. For example, the minimization of some quadratic forms leads to solutions that satisfy certain partial differential equations and, therefore, the techniques discussed provide a variational approach for finding these solutions

Graph Modeling for Quadratic Assignment Problems Associated with the Hypercube

International Nuclear Information System (INIS)

Mittelmann, Hans; Peng Jiming; Wu Xiaolin

2009-01-01

In the paper we consider the quadratic assignment problem arising from channel coding in communications where one coefficient matrix is the adjacency matrix of a hypercube in a finite dimensional space. By using the geometric structure of the hypercube, we first show that there exist at least n different optimal solutions to the underlying QAPs. Moreover, the inherent symmetries in the associated hypercube allow us to obtain partial information regarding the optimal solutions and thus shrink the search space and improve all the existing QAP solvers for the underlying QAPs.Secondly, we use graph modeling technique to derive a new integer linear program (ILP) models for the underlying QAPs. The new ILP model has n(n-1) binary variables and O(n 3 log(n)) linear constraints. This yields the smallest known number of binary variables for the ILP reformulation of QAPs. Various relaxations of the new ILP model are obtained based on the graphical characterization of the hypercube, and the lower bounds provided by the LP relaxations of the new model are analyzed and compared with what provided by several classical LP relaxations of QAPs in the literature.

On the decision threshold of eigenvalue ratio detector based on moments of joint and marginal distributions of extreme eigenvalues

KAUST Repository

Shakir, Muhammad Zeeshan

2013-03-01

Eigenvalue Ratio (ER) detector based on the two extreme eigenvalues of the received signal covariance matrix is currently one of the most effective solution for spectrum sensing. However, the analytical results of such scheme often depend on asymptotic assumptions since the distribution of the ratio of two extreme eigenvalues is exceptionally complex to compute. In this paper, a non-asymptotic spectrum sensing approach for ER detector is introduced to approximate the marginal and joint distributions of the two extreme eigenvalues. The two extreme eigenvalues are considered as dependent Gaussian random variables such that their joint probability density function (PDF) is approximated by a bivariate Gaussian distribution function for any number of cooperating secondary users and received samples. The PDF approximation approach is based on the moment matching method where we calculate the exact analytical moments of joint and marginal distributions of the two extreme eigenvalues. The decision threshold is calculated by exploiting the statistical mean and the variance of each of the two extreme eigenvalues and the correlation coefficient between them. The performance analysis of our newly proposed approximation approach is compared with the already published asymptotic Tracy-Widom approximation approach. It has been shown that our results are in perfect agreement with the simulation results for any number of secondary users and received samples. © 2002-2012 IEEE.

An algebraic sub-structuring method for large-scale eigenvalue calculation

International Nuclear Information System (INIS)

Yang, C.; Gao, W.; Bai, Z.; Li, X.; Lee, L.; Husbands, P.; Ng, E.

2004-01-01

We examine sub-structuring methods for solving large-scale generalized eigenvalue problems from a purely algebraic point of view. We use the term 'algebraic sub-structuring' to refer to the process of applying matrix reordering and partitioning algorithms to divide a large sparse matrix into smaller submatrices from which a subset of spectral components are extracted and combined to provide approximate solutions to the original problem. We are interested in the question of which spectral components one should extract from each sub-structure in order to produce an approximate solution to the original problem with a desired level of accuracy. Error estimate for the approximation to the smallest eigenpair is developed. The estimate leads to a simple heuristic for choosing spectral components (modes) from each sub-structure. The effectiveness of such a heuristic is demonstrated with numerical examples. We show that algebraic sub-structuring can be effectively used to solve a generalized eigenvalue problem arising from the simulation of an accelerator structure. One interesting characteristic of this application is that the stiffness matrix produced by a hierarchical vector finite elements scheme contains a null space of large dimension. We present an efficient scheme to deflate this null space in the algebraic sub-structuring process

Guises and disguises of quadratic divergences

Energy Technology Data Exchange (ETDEWEB)

Cherchiglia, A.L., E-mail: adriano@fisica.ufmg.br [Departamento de Física, ICEx, Universidade Federal de Minas Gerais, P.O. BOX 702, 30.161-970, Belo Horizonte, MG (Brazil); Vieira, A.R., E-mail: arvieira@fisica.ufmg.br [Departamento de Física, ICEx, Universidade Federal de Minas Gerais, P.O. BOX 702, 30.161-970, Belo Horizonte, MG (Brazil); Hiller, Brigitte, E-mail: brigitte@teor.fis.uc.pt [Departamento de Física, Faculdade de Ciências e Tecnologia, Universidade de Coimbra, 3004-516 Coimbra (Portugal); Baêta Scarpelli, A.P., E-mail: scarpelli.apbs@dpf.gov.br [Setor Técnico-Científico, Departamento de Polícia Federal, Rua Hugo D’Antola, 95 - Lapa, São Paulo (Brazil); Sampaio, Marcos, E-mail: marcos.sampaio@durham.ac.uk [Departamento de Física, ICEx, Universidade Federal de Minas Gerais, P.O. BOX 702, 30.161-970, Belo Horizonte, MG (Brazil); Centre for Particle Theory, Department of Mathematical Sciences, Durham University, South Road Durham DH1 3LE (United Kingdom)

2014-12-15

In this contribution, we present a new perspective on the control of quadratic divergences in quantum field theory, in general, and in the Higgs naturalness problem, in particular. Our discussion is essentially based on an approach where UV divergences are parameterized, after being reduced to basic divergent integrals (BDI) in one internal momentum, as functions of a cutoff and a renormalization group scale λ. We illustrate our proposal with well-known examples, such as the gluon vacuum self energy of QCD and the Higgs decay in two photons within this approach. We also discuss frameworks in effective low-energy QCD models, where quadratic divergences are indeed fundamental.

PSQP: Puzzle Solving by Quadratic Programming.

Science.gov (United States)

Andalo, Fernanda A; Taubin, Gabriel; Goldenstein, Siome

2017-02-01

In this article we present the first effective method based on global optimization for the reconstruction of image puzzles comprising rectangle pieces-Puzzle Solving by Quadratic Programming (PSQP). The proposed novel mathematical formulation reduces the problem to the maximization of a constrained quadratic function, which is solved via a gradient ascent approach. The proposed method is deterministic and can deal with arbitrary identical rectangular pieces. We provide experimental results showing its effectiveness when compared to state-of-the-art approaches. Although the method was developed to solve image puzzles, we also show how to apply it to the reconstruction of simulated strip-shredded documents, broadening its applicability.

A numerical algorithm for optimal feedback gains in high dimensional linear quadratic regulator problems

Science.gov (United States)

Banks, H. T.; Ito, K.

1991-01-01

A hybrid method for computing the feedback gains in linear quadratic regulator problem is proposed. The method, which combines use of a Chandrasekhar type system with an iteration of the Newton-Kleinman form with variable acceleration parameter Smith schemes, is formulated to efficiently compute directly the feedback gains rather than solutions of an associated Riccati equation. The hybrid method is particularly appropriate when used with large dimensional systems such as those arising in approximating infinite-dimensional (distributed parameter) control systems (e.g., those governed by delay-differential and partial differential equations). Computational advantages of the proposed algorithm over the standard eigenvector (Potter, Laub-Schur) based techniques are discussed, and numerical evidence of the efficacy of these ideas is presented.

A Decentralized Eigenvalue Computation Method for Spectrum Sensing Based on Average Consensus

Science.gov (United States)

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.

Isotropy of quadratic forms

Indian Academy of Sciences (India)

V. Suresh University Of Hyderabad Hyderabad

2008-10-31

Oct 31, 2008 ... We say that (a1,··· ,an) is a zero of the polynomial f if f (a1,··· ,an) = 0. One of the main problems in Mathematics is to determine whether the given polynomial has a (non-trivial) zero or not. For example, let us recall the Fermat's last theorem: V. Suresh University Of Hyderabad Hyderabad. Isotropy of quadratic ...

Generalized eigenvalue based spectrum sensing

KAUST Repository

Shakir, Muhammad

2012-01-01

Spectrum sensing is one of the fundamental components in cognitive radio networks. In this chapter, a generalized spectrum sensing framework which is referred to as Generalized Mean Detector (GMD) has been introduced. In this context, we generalize the detectors based on the eigenvalues of the received signal covariance matrix and transform the eigenvalue based spectrum sensing detectors namely: (i) the Eigenvalue Ratio Detector (ERD) and two newly proposed detectors which are referred to as (ii) the GEometric Mean Detector (GEMD) and (iii) the ARithmetic Mean Detector (ARMD) into an unified framework of generalize spectrum sensing. The foundation of the proposed framework is based on the calculation of exact analytical moments of the random variables of the decision threshold of the respective detectors. The decision threshold has been calculated in a closed form which is based on the approximation of Cumulative Distribution Functions (CDFs) of the respective test statistics. In this context, we exchange the analytical moments of the two random variables of the respective test statistics with the moments of the Gaussian (or Gamma) distribution function. The performance of the eigenvalue based detectors is compared with the several traditional detectors including the energy detector (ED) to validate the importance of the eigenvalue based detectors and the performance of the GEMD and the ARMD particularly in realistic wireless cognitive radio network. Analytical and simulation results show that the newly proposed detectors yields considerable performance advantage in realistic spectrum sensing scenarios. Moreover, the presented results based on proposed approximation approaches are in perfect agreement with the empirical results. © 2012 Springer Science+Business Media Dordrecht.

Some general properties of the Floquet states for the two dimensional interacting fermion systems with quadratic form Hamiltonians

International Nuclear Information System (INIS)

Lungu, R. P.

2002-01-01

A fermion 2-dimensional interacting system that is coupled with an external classical field having a time periodic dependence is considered. In the absence of the external field, the single-particle Hamiltonian is quadratic and linear with respect to the canonical operators and the particles have static, scalar, two-body self-interactions; in addition, each particle interacts with an external classical field and the coupling functions with the canonical operators (both the momenta and the position coordinates) are time periodic. This model is a generalization of the two-dimensional electron gas in the presence of a monochromatic linear or circular polarized electromagnetic field. Using the Second Quantization version of the Floquet formalism, we obtain the solution of the eigenvalue problem for the Floquet Hamiltonian with the time-reducing transformation method. we construct an unitary transform that produces a transformed Floquet Hamiltonian that is not time dependent; then, the transformed eigenvalue equation can be resolved and this solution is closely related to the solution of the energy eigenvalue equation of the same system in the absence of the external field. This solution of the Floquet problem has the following important consequences: - Green functions and the correlation density functions of this system are related to the corresponding quantities of the conservative system, so it is possible to develop a diagrammatic method for the perturbed evaluation of these quantities in a similar manner to the conservative situation; - when the system is invariant with respect to space translations in the absence of the external field, the diagrammatic analysis can be performed using a space-time Fourier transform, and this property leads to great simplifications and close correspondences to the conservative theory; - it is possible to construct a result similar to the Pauli theorem, i.e. the quasi-energy eigenvalue of the interacting system (when the classical

Self-Replicating Quadratics

Science.gov (United States)

Withers, Christopher S.; Nadarajah, Saralees

2012-01-01

We show that there are exactly four quadratic polynomials, Q(x) = x [superscript 2] + ax + b, such that (x[superscript 2] + ax + b) (x[superscript 2] - ax + b) = (x[superscript 4] + ax[superscript 2] + b). For n = 1, 2, ..., these quadratic polynomials can be written as the product of N = 2[superscript n] quadratic polynomials in x[superscript…

Krylov subspace method for evaluating the self-energy matrices in electron transport calculations

DEFF Research Database (Denmark)

Sørensen, Hans Henrik Brandenborg; Hansen, Per Christian; Petersen, D. E.

2008-01-01

We present a Krylov subspace method for evaluating the self-energy matrices used in the Green's function formulation of electron transport in nanoscale devices. A procedure based on the Arnoldi method is employed to obtain solutions of the quadratic eigenvalue problem associated with the infinite...... calculations. Numerical tests within a density functional theory framework are provided to validate the accuracy and robustness of the proposed method, which in most cases is an order of magnitude faster than conventional methods.......We present a Krylov subspace method for evaluating the self-energy matrices used in the Green's function formulation of electron transport in nanoscale devices. A procedure based on the Arnoldi method is employed to obtain solutions of the quadratic eigenvalue problem associated with the infinite...

Quadratic hamiltonians and relativistic quantum mechanics

International Nuclear Information System (INIS)

Razumov, A.V.; Solov'ev, V.O.; Taranov, A.Yu.

1981-01-01

For the case of a charged scalar field described by a quadratic hamiltonian the equivalent relativistic quantum mechanics is constructed in one-particle sector. Complete investigation of a charged relativistic particle motion in the Coulomb field is carried out. Subcritical as well as supercritical cases are considered. In the course of investigation of the charged scalar particle in the Coulomb field the diagonalization of the quadratic hamiltonian describing the charged scalar quantized field interaction with the external Coulomb field has taken place. Mathematically this problem is bound to the construction of self-conjugated expansions of the symmetric operator. The construction of such expansion is necessary at any small external field magnitude [ru

Modified Bateman solution for identical eigenvalues

International Nuclear Information System (INIS)

Dreher, Raymond

2013-01-01

Highlights: ► Solving indeterminacies due to identical eigenvalues in Bateman’s solution. ► Exact analytical solution of Bateman’s equations for identical eigenvalues. ► Algorithm calculating higher order derivatives appearing in this solution. ► Alternative evaluation of the derivatives through the Taylor polynomial. ► Implementation of an example program demonstrating the developed solution. - Abstract: In this paper we develop a general solution to the Bateman equations taking into account the special case of identical eigenvalues. A characteristic of this new solution is the presence of higher order derivatives. It is shown that the derivatives can be obtained analytically and also computed in an efficient manner

Eigenvalue Decomposition-Based Modified Newton Algorithm

Directory of Open Access Journals (Sweden)

Wen-jun Wang

2013-01-01

Full Text Available When the Hessian matrix is not positive, the Newton direction may not be the descending direction. A new method named eigenvalue decomposition-based modified Newton algorithm is presented, which first takes the eigenvalue decomposition of the Hessian matrix, then replaces the negative eigenvalues with their absolute values, and finally reconstructs the Hessian matrix and modifies the searching direction. The new searching direction is always the descending direction. The convergence of the algorithm is proven and the conclusion on convergence rate is presented qualitatively. Finally, a numerical experiment is given for comparing the convergence domains of the modified algorithm and the classical algorithm.

Eigenvalues calculation algorithms for {lambda}-modes determination. Parallelization approach

Energy Technology Data Exchange (ETDEWEB)

Vidal, V. [Universidad Politecnica de Valencia (Spain). Departamento de Sistemas Informaticos y Computacion; Verdu, G.; Munoz-Cobo, J.L. [Universidad Politecnica de Valencia (Spain). Departamento de Ingenieria Quimica y Nuclear; Ginestart, D. [Universidad Politecnica de Valencia (Spain). Departamento de Matematica Aplicada

1997-03-01

In this paper, we review two methods to obtain the {lambda}-modes of a nuclear reactor, Subspace Iteration method and Arnoldi`s method, which are popular methods to solve the partial eigenvalue problem for a given matrix. In the developed application for the neutron diffusion equation we include improved acceleration techniques for both methods. Also, we propose two parallelization approaches for these methods, a coarse grain parallelization and a fine grain one. We have tested the developed algorithms with two realistic problems, focusing on the efficiency of the methods according to the CPU times. (author).

Polynomial two-parameter eigenvalue problems and matrix pencil methods for stability of delay-differential equations

NARCIS (Netherlands)

Jarlebring, E.; Hochstenbach, M.E.

2009-01-01

Several recent methods used to analyze asymptotic stability of delay-differential equations (DDEs) involve determining the eigenvalues of a matrix, a matrix pencil or a matrix polynomial constructed by Kronecker products. Despite some similarities between the different types of these so-called

Cost Cumulant-Based Control for a Class of Linear Quadratic Tracking Problems

National Research Council Canada - National Science Library

Pham, Khanh D

2007-01-01

.... For instance, the present paper extends the application of cost-cumulant controller design to control of a wide class of linear-quadratic tracking systems where output measurements of a tracker...

Evaluation of vectorized Monte Carlo algorithms on GPUs for a neutron Eigenvalue problem

International Nuclear Information System (INIS)

Du, X.; Liu, T.; Ji, W.; Xu, X. G.; Brown, F. B.

2013-01-01

Conventional Monte Carlo (MC) methods for radiation transport computations are 'history-based', which means that one particle history at a time is tracked. Simulations based on such methods suffer from thread divergence on the graphics processing unit (GPU), which severely affects the performance of GPUs. To circumvent this limitation, event-based vectorized MC algorithms can be utilized. A versatile software test-bed, called ARCHER - Accelerated Radiation-transport Computations in Heterogeneous Environments - was used for this study. ARCHER facilitates the development and testing of a MC code based on the vectorized MC algorithm implemented on GPUs by using NVIDIA's Compute Unified Device Architecture (CUDA). The ARCHER GPU code was designed to solve a neutron eigenvalue problem and was tested on a NVIDIA Tesla M2090 Fermi card. We found that although the vectorized MC method significantly reduces the occurrence of divergent branching and enhances the warp execution efficiency, the overall simulation speed is ten times slower than the conventional history-based MC method on GPUs. By analyzing detailed GPU profiling information from ARCHER, we discovered that the main reason was the large amount of global memory transactions, causing severe memory access latency. Several possible solutions to alleviate the memory latency issue are discussed. (authors)

Evaluation of vectorized Monte Carlo algorithms on GPUs for a neutron Eigenvalue problem

Energy Technology Data Exchange (ETDEWEB)

Du, X.; Liu, T.; Ji, W.; Xu, X. G. [Nuclear Engineering Program, Rensselaer Polytechnic Institute, Troy, NY 12180 (United States); Brown, F. B. [Monte Carlo Codes Group, Los Alamos National Laboratory, Los Alamos, NM 87545 (United States)

2013-07-01

Conventional Monte Carlo (MC) methods for radiation transport computations are 'history-based', which means that one particle history at a time is tracked. Simulations based on such methods suffer from thread divergence on the graphics processing unit (GPU), which severely affects the performance of GPUs. To circumvent this limitation, event-based vectorized MC algorithms can be utilized. A versatile software test-bed, called ARCHER - Accelerated Radiation-transport Computations in Heterogeneous Environments - was used for this study. ARCHER facilitates the development and testing of a MC code based on the vectorized MC algorithm implemented on GPUs by using NVIDIA's Compute Unified Device Architecture (CUDA). The ARCHER{sub GPU} code was designed to solve a neutron eigenvalue problem and was tested on a NVIDIA Tesla M2090 Fermi card. We found that although the vectorized MC method significantly reduces the occurrence of divergent branching and enhances the warp execution efficiency, the overall simulation speed is ten times slower than the conventional history-based MC method on GPUs. By analyzing detailed GPU profiling information from ARCHER, we discovered that the main reason was the large amount of global memory transactions, causing severe memory access latency. Several possible solutions to alleviate the memory latency issue are discussed. (authors)

Classification of ξ(s)-Quadratic Stochastic Operators on 2D simplex

International Nuclear Information System (INIS)

Mukhamedov, Farrukh; Saburov, Mansoor; Qaralleh, Izzat

2013-01-01

A quadratic stochastic operator (in short QSO) is usually used to present the time evolution of differing species in biology. Some QSO has been studied by Lotka and Volterra. The general problem in the nonlinear operator theory is to study the behavior of operators. This problem was not fully finished even for the quadratic stochastic operators. To study this problem it was investigated several classes of such QSO. In this paper we study ξ (s) -QSO class of operators. We study such kind of operators on 2D simplex. We first classify these ξ (s) -QSO into 20 classes. Further, we investigate the dynamics of one class of such operators.

Quadratic Damping

Science.gov (United States)

Fay, Temple H.

2012-01-01

Quadratic friction involves a discontinuous damping term in equations of motion in order that the frictional force always opposes the direction of the motion. Perhaps for this reason this topic is usually omitted from beginning texts in differential equations and physics. However, quadratic damping is more realistic than viscous damping in many…

Principal Eigenvalues of a Second-Order Difference Operator with Sign-Changing Weight and Its Applications

Directory of Open Access Journals (Sweden)

Ruyun Ma

2018-01-01

Full Text Available Let T>2 be an integer and T={1,2,…,T}. We show the existence of the principal eigenvalues of linear periodic eigenvalue problem -Δ2u(j-1+q(ju(j=λg(ju(j,  j∈T, u(0=u(T,  u(1=u(T+1, and we determine the sign of the corresponding eigenfunctions, where λ is a parameter, q(j≥0 and q(j≢0 in T, and the weight function g changes its sign in T. As an application of our spectrum results, we use the global bifurcation theory to study the existence of positive solutions for the corresponding nonlinear problem.

Eigenfunctions of quadratic hamiltonians in Wigner representation

International Nuclear Information System (INIS)

Akhundova, Eh.A.; Dodonov, V.V.; Man'ko, V.I.

1984-01-01

Exact solutions of the Schroedinger equation in Wigner representation are obtained for an arbitrary non-stationary N-dimensional quadratic Hamiltonian. It is shown that the complete system of the solutions can always be chosen in the form of the products of Laguerre polynomials, the arguments of which are the quadratic integrals of motion of the corresponding classical problem. The generating function is found for the transition probabilities between Fock states which represent a many-dimensional generatization of a well-known Husimi formula for the oscillator of variable frequency. As an example, the motion of a charged particle in an uniform alternate electromagnetic field is considered in detail

Quadratic soliton self-reflection at a quadratically nonlinear interface

Science.gov (United States)

Jankovic, Ladislav; Kim, Hongki; Stegeman, George; Carrasco, Silvia; Torner, Lluis; Katz, Mordechai

2003-11-01

The reflection of bulk quadratic solutions incident onto a quadratically nonlinear interface in periodically poled potassium titanyl phosphate was observed. The interface consisted of the boundary between two quasi-phase-matched regions displaced from each other by a half-period. At high intensities and small angles of incidence the soliton is reflected.

A simple finite element method for boundary value problems with a Riemann–Liouville derivative

KAUST Repository

Jin, Bangti; Lazarov, Raytcho; Lu, Xiliang; Zhou, Zhi

2016-01-01

© 2015 Elsevier B.V. All rights reserved. We consider a boundary value problem involving a Riemann-Liouville fractional derivative of order α∈(3/2,2) on the unit interval (0,1). The standard Galerkin finite element approximation converges slowly due to the presence of singularity term xα-¹ in the solution representation. In this work, we develop a simple technique, by transforming it into a second-order two-point boundary value problem with nonlocal low order terms, whose solution can reconstruct directly the solution to the original problem. The stability of the variational formulation, and the optimal regularity pickup of the solution are analyzed. A novel Galerkin finite element method with piecewise linear or quadratic finite elements is developed, and ^L2(D) error estimates are provided. The approach is then applied to the corresponding fractional Sturm-Liouville problem, and error estimates of the eigenvalue approximations are given. Extensive numerical results fully confirm our theoretical study.

A simple finite element method for boundary value problems with a Riemann–Liouville derivative

KAUST Repository

Jin, Bangti

2016-02-01

© 2015 Elsevier B.V. All rights reserved. We consider a boundary value problem involving a Riemann-Liouville fractional derivative of order α∈(3/2,2) on the unit interval (0,1). The standard Galerkin finite element approximation converges slowly due to the presence of singularity term xα-¹ in the solution representation. In this work, we develop a simple technique, by transforming it into a second-order two-point boundary value problem with nonlocal low order terms, whose solution can reconstruct directly the solution to the original problem. The stability of the variational formulation, and the optimal regularity pickup of the solution are analyzed. A novel Galerkin finite element method with piecewise linear or quadratic finite elements is developed, and ^L2(D) error estimates are provided. The approach is then applied to the corresponding fractional Sturm-Liouville problem, and error estimates of the eigenvalue approximations are given. Extensive numerical results fully confirm our theoretical study.

A numerical method for eigenvalue problems in modeling liquid crystals

Energy Technology Data Exchange (ETDEWEB)

Baglama, J.; Farrell, P.A.; Reichel, L.; Ruttan, A. [Kent State Univ., OH (United States); Calvetti, D. [Stevens Inst. of Technology, Hoboken, NJ (United States)

1996-12-31

Equilibrium configurations of liquid crystals in finite containments are minimizers of the thermodynamic free energy of the system. It is important to be able to track the equilibrium configurations as the temperature of the liquid crystals decreases. The path of the minimal energy configuration at bifurcation points can be computed from the null space of a large sparse symmetric matrix. We describe a new variant of the implicitly restarted Lanczos method that is well suited for the computation of extreme eigenvalues of a large sparse symmetric matrix, and we use this method to determine the desired null space. Our implicitly restarted Lanczos method determines adoptively a polynomial filter by using Leja shifts, and does not require factorization of the matrix. The storage requirement of the method is small, and this makes it attractive to use for the present application.

Problem on eigenfunctions and eigenvalues for effective Hamiltonians in pair channels of four-particle systems

International Nuclear Information System (INIS)

Gurbanovich, N.S.; Zelenskaya, I.N.

1976-01-01

The solution for eigenfunction and eigenvalue for effective Hamiltonians anti Hsub(p) in two-particle channels corresponding to division of four particles into groups (3.1) and (2.2) is very essential in the four-body problem as applied to nuclear reactions. The interaction of anti√sub(p) in each channel may be written in the form of an integral operator which takes account of the structure of a target nucleus or of an incident particle and satisfying the integral equation. While assuming the two-particle potentials to be central, it is possible to expand the effective interactions anti√sub(p) in partial waves and write the radial equation for anti Hsub(p). In the approximation on a mass shell the radial equations for the eigenfunctions of Hsub(p) are reduced to an algebraic equations system. The coefficients of the latter are expressed through the Fourier images for products of wave functions of bound clusters and the two-particle central potential which are localized in a momentum space

On the numerical solution of coupled eigenvalue differential equations arising in molecular spectroscopy

International Nuclear Information System (INIS)

Friedman, R.S.; Jamieson, M.J.; Preston, S.C.

1990-01-01

A method for solving coupled eigenvalue differential equations is given and its relation to an existing technique is shown. Use of the Gram-Schmidt process to overcome the severe instabilities arising in molecular problems is described in detail. (orig.)

The cosmological constant as an eigenvalue of the Hamiltonian constraint in a varying speed of light theory

Energy Technology Data Exchange (ETDEWEB)

Garattini, Remo [Univ. degli Studi di Bergamo, Dalmine (Italy). Dept. of Engineering and Applied Sciences; I.N.F.N., Sezione di Milano, Milan (Italy); De Laurentis, Mariafelicia [Tomsk State Pedagogical Univ. (Russian Federation). Dept. of Theoretical Physics; INFN, Sezione di Napoli (Italy); Complutense Univ. di Monte S. Angelo, Napoli (Italy)

2017-01-15

In the framework of a Varying Speed of Light theory, we study the eigenvalues associated with the Wheeler-DeWitt equation representing the vacuum expectation values associated with the cosmological constant. We find that the Wheeler-DeWitt equation for the Friedmann-Lemaitre-Robertson-Walker metric is completely equivalent to a Sturm-Liouville problem provided that the related eigenvalue and the cosmological constant be identified. The explicit calculation is performed with the help of a variational procedure with trial wave functionals related to the Bessel function of the second kind K{sub ν}(x). After having verified that in ordinary General Relativity no eigenvalue appears, we find that in a Varying Speed of Light theory this is not the case. Nevertheless, instead of a single eigenvalue, we discover the existence of a family of eigenvalues associated to a negative power of the scale. A brief comment on what happens at the inflationary scale is also included. (copyright 2016 WILEY-VCH Verlag GmbH and Co. KGaA, Weinheim)

Quadratic Frequency Modulation Signals Parameter Estimation Based on Two-Dimensional Product Modified Parameterized Chirp Rate-Quadratic Chirp Rate Distribution.

Science.gov (United States)

Qu, Zhiyu; Qu, Fuxin; Hou, Changbo; Jing, Fulong

2018-05-19

In an inverse synthetic aperture radar (ISAR) imaging system for targets with complex motion, the azimuth echo signals of the target are always modeled as multicomponent quadratic frequency modulation (QFM) signals. The chirp rate (CR) and quadratic chirp rate (QCR) estimation of QFM signals is very important to solve the ISAR image defocus problem. For multicomponent QFM (multi-QFM) signals, the conventional QR and QCR estimation algorithms suffer from the cross-term and poor anti-noise ability. This paper proposes a novel estimation algorithm called a two-dimensional product modified parameterized chirp rate-quadratic chirp rate distribution (2D-PMPCRD) for QFM signals parameter estimation. The 2D-PMPCRD employs a multi-scale parametric symmetric self-correlation function and modified nonuniform fast Fourier transform-Fast Fourier transform to transform the signals into the chirp rate-quadratic chirp rate (CR-QCR) domains. It can greatly suppress the cross-terms while strengthening the auto-terms by multiplying different CR-QCR domains with different scale factors. Compared with high order ambiguity function-integrated cubic phase function and modified Lv's distribution, the simulation results verify that the 2D-PMPCRD acquires higher anti-noise performance and obtains better cross-terms suppression performance for multi-QFM signals with reasonable computation cost.

STABILIZED SEQUENTIAL QUADRATIC PROGRAMMING: A SURVEY

Directory of Open Access Journals (Sweden)

Damián Fernández

2014-12-01

Full Text Available We review the motivation for, the current state-of-the-art in convergence results, and some open questions concerning the stabilized version of the sequential quadratic programming algorithm for constrained optimization. We also discuss the tools required for its local convergence analysis, globalization challenges, and extentions of the method to the more general variational problems.

Genetic Algorithm Applied to the Eigenvalue Equalization Filtered-x LMS Algorithm (EE-FXLMS

Directory of Open Access Journals (Sweden)

Stephan P. Lovstedt

2008-01-01

Full Text Available The FXLMS algorithm, used extensively in active noise control (ANC, exhibits frequency-dependent convergence behavior. This leads to degraded performance for time-varying tonal noise and noise with multiple stationary tones. Previous work by the authors proposed the eigenvalue equalization filtered-x least mean squares (EE-FXLMS algorithm. For that algorithm, magnitude coefficients of the secondary path transfer function are modified to decrease variation in the eigenvalues of the filtered-x autocorrelation matrix, while preserving the phase, giving faster convergence and increasing overall attenuation. This paper revisits the EE-FXLMS algorithm, using a genetic algorithm to find magnitude coefficients that give the least variation in eigenvalues. This method overcomes some of the problems with implementing the EE-FXLMS algorithm arising from finite resolution of sampled systems. Experimental control results using the original secondary path model, and a modified secondary path model for both the previous implementation of EE-FXLMS and the genetic algorithm implementation are compared.

Mean-Variance Portfolio Selection Problem with Stochastic Salary for a Defined Contribution Pension Scheme: A Stochastic Linear-Quadratic-Exponential Framework

Directory of Open Access Journals (Sweden)

Charles Nkeki

2013-11-01

Full Text Available This paper examines a mean-variance portfolio selection problem with stochastic salary and inflation protection strategy in the accumulation phase of a defined contribution (DC pension plan. The utility function is assumed to be quadratic. It was assumed that the flow of contributions made by the PPM are invested into a market that is characterized by a cash account, an inflation-linked bond and a stock. In this paper, inflationlinked bond is traded and used to hedge inflation risks associated with the investment. The aim of this paper is to maximize the expected final wealth and minimize its variance. Efficient frontier for the three classes of assets (under quadratic utility function that will enable pension plan members (PPMs to decide their own wealth and risk in their investment profile at retirement was obtained.

Incorporating a modified uniform crossover and 2-exchange neighborhood mechanism in a discrete bat algorithm to solve the quadratic assignment problem

Directory of Open Access Journals (Sweden)

Mohammed Essaid Riffi

2017-11-01

Full Text Available The bat algorithm is one of the recent nature-inspired algorithms, which has been emerged as a powerful search method for solving continuous as well as discrete problems. The quadratic assignment problem is a well-known NP-hard problem in combinatorial optimization. The goal of this problem is to assign n facilities to n locations in such a way as to minimize the assignment cost. For that purpose, this paper introduces a novel discrete variant of bat algorithm to deal with this combinatorial optimization problem. The proposed algorithm was evaluated on a set of benchmark instances from the QAPLIB library and the performance was compared to other algorithms. The empirical results of exhaustive experiments were promising and illustrated the efficacy of the suggested approach.

Large-scale sequential quadratic programming algorithms

Energy Technology Data Exchange (ETDEWEB)

Eldersveld, S.K.

1992-09-01

The problem addressed is the general nonlinear programming problem: finding a local minimizer for a nonlinear function subject to a mixture of nonlinear equality and inequality constraints. The methods studied are in the class of sequential quadratic programming (SQP) algorithms, which have previously proved successful for problems of moderate size. Our goal is to devise an SQP algorithm that is applicable to large-scale optimization problems, using sparse data structures and storing less curvature information but maintaining the property of superlinear convergence. The main features are: 1. The use of a quasi-Newton approximation to the reduced Hessian of the Lagrangian function. Only an estimate of the reduced Hessian matrix is required by our algorithm. The impact of not having available the full Hessian approximation is studied and alternative estimates are constructed. 2. The use of a transformation matrix Q. This allows the QP gradient to be computed easily when only the reduced Hessian approximation is maintained. 3. The use of a reduced-gradient form of the basis for the null space of the working set. This choice of basis is more practical than an orthogonal null-space basis for large-scale problems. The continuity condition for this choice is proven. 4. The use of incomplete solutions of quadratic programming subproblems. Certain iterates generated by an active-set method for the QP subproblem are used in place of the QP minimizer to define the search direction for the nonlinear problem. An implementation of the new algorithm has been obtained by modifying the code MINOS. Results and comparisons with MINOS and NPSOL are given for the new algorithm on a set of 92 test problems.

Accounting for Sampling Error in Genetic Eigenvalues Using Random Matrix Theory.

Science.gov (United States)

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.

Rescuing Quadratic Inflation

CERN Document Server

Ellis, John; Sueiro, Maria

2014-01-01

Inflationary models based on a single scalar field $\\phi$ with a quadratic potential $V = \\frac{1}{2} m^2 \\phi^2$ are disfavoured by the recent Planck constraints on the scalar index, $n_s$, and the tensor-to-scalar ratio for cosmological density perturbations, $r_T$. In this paper we study how such a quadratic inflationary model can be rescued by postulating additional fields with quadratic potentials, such as might occur in sneutrino models, which might serve as either curvatons or supplementary inflatons. Introducing a second scalar field reduces but does not remove the pressure on quadratic inflation, but we find a sample of three-field models that are highly compatible with the Planck data on $n_s$ and $r_T$. We exhibit a specific three-sneutrino example that is also compatible with the data on neutrino mass difference and mixing angles.

Quadratic time dependent Hamiltonians and separation of variables

International Nuclear Information System (INIS)

Anzaldo-Meneses, A.

2017-01-01

Time dependent quantum problems defined by quadratic Hamiltonians are solved using canonical transformations. The Green’s function is obtained and a comparison with the classical Hamilton–Jacobi method leads to important geometrical insights like exterior differential systems, Monge cones and time dependent Gaussian metrics. The Wei–Norman approach is applied using unitary transformations defined in terms of generators of the associated Lie groups, here the semi-direct product of the Heisenberg group and the symplectic group. A new explicit relation for the unitary transformations is given in terms of a finite product of elementary transformations. The sequential application of adequate sets of unitary transformations leads naturally to a new separation of variables method for time dependent Hamiltonians, which is shown to be related to the Inönü–Wigner contraction of Lie groups. The new method allows also a better understanding of interacting particles or coupled modes and opens an alternative way to analyze topological phases in driven systems. - Highlights: • Exact unitary transformation reducing time dependent quadratic quantum Hamiltonian to zero. • New separation of variables method and simultaneous uncoupling of modes. • Explicit examples of transformations for one to four dimensional problems. • New general evolution equation for quadratic form in the action, respectively Green’s function.

A new formulation for the eigenvalue and the eigenfunction in the perturbation theory

International Nuclear Information System (INIS)

Korek, Mahmoud

1999-01-01

Full text.In infrared transitions, the problem of the ro vibrational eigenvalue and eigenfunction of a diatomic molecule is considered. It is shown that, for the transitions vJ↔v'J' the eigenvalues and the eigenfunctions of the two considered states can be expressed respectively in terms of one variable m (transition number), relating these two states, as E vm =Σ i=o e v (i) m i , Ψ vm =Σ i=0 φ v (i) m i and E v'm =Σ i=0 e v' (i) m i , Ψ v'm =Σ i=0 φ v' (i) m i , where m=[J'(J'+1)-J(J+1)]/2, and the coefficients e v (i) , φ v (i) , e v (i) , and φ v (i) , are given by analytical expressions. This m-representation of the eigenvalues and the eigenfunctions is more advantageous for the calculation of many factors in spectroscopy that are given in terms of m as the line intensities, the wave number of a transition, the Herman-Wallis coefficients,...etc. The numerical application to the ground state of the molecule CO shows that the present formulation provides a simple and accurate method for the calculation of the eigenvalues and the eigenfunctions for the two considered states

Extreme eigenvalues of sample covariance and correlation matrices

DEFF Research Database (Denmark)

Heiny, Johannes

This thesis is concerned with asymptotic properties of the eigenvalues of high-dimensional sample covariance and correlation matrices under an infinite fourth moment of the entries. In the first part, we study the joint distributional convergence of the largest eigenvalues of the sample covariance...... matrix of a p-dimensional heavy-tailed time series when p converges to infinity together with the sample size n. We generalize the growth rates of p existing in the literature. Assuming a regular variation condition with tail index ... eigenvalues are essentially determined by the extreme order statistics from an array of iid random variables. The asymptotic behavior of the extreme eigenvalues is then derived routinely from classical extreme value theory. The resulting approximations are strikingly simple considering the high dimension...

Hessian eigenvalue distribution in a random Gaussian landscape

Science.gov (United States)

Yamada, Masaki; Vilenkin, Alexander

2018-03-01

The energy landscape of multiverse cosmology is often modeled by a multi-dimensional random Gaussian potential. The physical predictions of such models crucially depend on the eigenvalue distribution of the Hessian matrix at potential minima. In particular, the stability of vacua and the dynamics of slow-roll inflation are sensitive to the magnitude of the smallest eigenvalues. The Hessian eigenvalue distribution has been studied earlier, using the saddle point approximation, in the leading order of 1/ N expansion, where N is the dimensionality of the landscape. This approximation, however, is insufficient for the small eigenvalue end of the spectrum, where sub-leading terms play a significant role. We extend the saddle point method to account for the sub-leading contributions. We also develop a new approach, where the eigenvalue distribution is found as an equilibrium distribution at the endpoint of a stochastic process (Dyson Brownian motion). The results of the two approaches are consistent in cases where both methods are applicable. We discuss the implications of our results for vacuum stability and slow-roll inflation in the landscape.

Estimates of the eigenvalues of operator arising in swelling pressure model

International Nuclear Information System (INIS)

Kanguzhin, Baltabek; Zhapsarbayeva, Lyailya

2016-01-01

Swelling pressures from materials confined by structures can cause structural deformations and instability. Due to the complexity of interactions between expansive solid and solid-liquid equilibrium, the forces exerting on retaining structures from swelling are highly nonlinear. This work is our initial attempt to study a simplistic spectral problem based on the Euler-elastic beam theory and some simplistic swelling pressure model. In this work estimates of the eigenvalues of some initial/boundary value problem for nonlinear Euler-elastic beam equation are obtained.

Quantum tomography and classical propagator for quadratic quantum systems

International Nuclear Information System (INIS)

Man'ko, O.V.

1999-03-01

The classical propagator for tomographic probability (which describes the quantum state instead of wave function or density matrix) is presented for quadratic quantum systems and its relation to the quantum propagator is considered. The new formalism of quantum mechanics, based on the probability representation of the state, is applied to particular quadratic systems - the harmonic oscillator, particle's free motion, problems of an ion in a Paul trap and in asymmetric Penning trap, and to the process of stimulated Raman scattering. The classical propagator for these systems is written in an explicit form. (author)

Faithfully quadratic rings

CERN Document Server

Dickmann, M

2015-01-01

In this monograph the authors extend the classical algebraic theory of quadratic forms over fields to diagonal quadratic forms with invertible entries over broad classes of commutative, unitary rings where -1 is not a sum of squares and 2 is invertible. They accomplish this by: (1) Extending the classical notion of matrix isometry of forms to a suitable notion of T-isometry, where T is a preorder of the given ring, A, or T = A^2. (2) Introducing in this context three axioms expressing simple properties of (value) representation of elements of the ring by quadratic forms, well-known to hold in

DQM: Decentralized Quadratically Approximated Alternating Direction Method of Multipliers

Science.gov (United States)

Mokhtari, Aryan; Shi, Wei; Ling, Qing; Ribeiro, Alejandro

2016-10-01

This paper considers decentralized consensus optimization problems where nodes of a network have access to different summands of a global objective function. Nodes cooperate to minimize the global objective by exchanging information with neighbors only. A decentralized version of the alternating directions method of multipliers (DADMM) is a common method for solving this category of problems. DADMM exhibits linear convergence rate to the optimal objective but its implementation requires solving a convex optimization problem at each iteration. This can be computationally costly and may result in large overall convergence times. The decentralized quadratically approximated ADMM algorithm (DQM), which minimizes a quadratic approximation of the objective function that DADMM minimizes at each iteration, is proposed here. The consequent reduction in computational time is shown to have minimal effect on convergence properties. Convergence still proceeds at a linear rate with a guaranteed constant that is asymptotically equivalent to the DADMM linear convergence rate constant. Numerical results demonstrate advantages of DQM relative to DADMM and other alternatives in a logistic regression problem.

Computational Recognition of RNA Splice Sites by Exact Algorithms for the Quadratic Traveling Salesman Problem

Directory of Open Access Journals (Sweden)

Anja Fischer

2015-06-01

Full Text Available One fundamental problem of bioinformatics is the computational recognition of DNA and RNA binding sites. Given a set of short DNA or RNA sequences of equal length such as transcription factor binding sites or RNA splice sites, the task is to learn a pattern from this set that allows the recognition of similar sites in another set of DNA or RNA sequences. Permuted Markov (PM models and permuted variable length Markov (PVLM models are two powerful models for this task, but the problem of finding an optimal PM model or PVLM model is NP-hard. While the problem of finding an optimal PM model or PVLM model of order one is equivalent to the traveling salesman problem (TSP, the problem of finding an optimal PM model or PVLM model of order two is equivalent to the quadratic TSP (QTSP. Several exact algorithms exist for solving the QTSP, but it is unclear if these algorithms are capable of solving QTSP instances resulting from RNA splice sites of at least 150 base pairs in a reasonable time frame. Here, we investigate the performance of three exact algorithms for solving the QTSP for ten datasets of splice acceptor sites and splice donor sites of five different species and find that one of these algorithms is capable of solving QTSP instances of up to 200 base pairs with a running time of less than two days.

Generalization of Samuelson's inequality and location of eigenvalues

Indian Academy of Sciences (India)

We prove a generalization of Samuelson's inequality for higher order central moments. Bounds for the eigenvalues are obtained when a given complex × matrix has real eigenvalues. Likewise, we discuss bounds for the roots of polynomial equations.

Lq-perturbations of leading coefficients of elliptic operators: Asymptotics of eigenvalues

Directory of Open Access Journals (Sweden)

Vladimir Kozlov

2006-01-01

Full Text Available We consider eigenvalues of elliptic boundary value problems, written in variational form, when the leading coefficients are perturbed by terms which are small in some integral sense. We obtain asymptotic formulae. The main specific of these formulae is that the leading term is different from that in the corresponding formulae when the perturbation is small in L∞-norm.

Gravitation and quadratic forms

International Nuclear Information System (INIS)

Ananth, Sudarshan; Brink, Lars; Majumdar, Sucheta; Mali, Mahendra; Shah, Nabha

2017-01-01

The light-cone Hamiltonians describing both pure (N=0) Yang-Mills and N=4 super Yang-Mills may be expressed as quadratic forms. Here, we show that this feature extends to theories of gravity. We demonstrate how the Hamiltonians of both pure gravity and N=8 supergravity, in four dimensions, may be written as quadratic forms. We examine the effect of residual reparametrizations on the Hamiltonian and the resulting quadratic form.

Gravitation and quadratic forms

Energy Technology Data Exchange (ETDEWEB)

Ananth, Sudarshan [Indian Institute of Science Education and Research,Pune 411008 (India); Brink, Lars [Department of Physics, Chalmers University of Technology,S-41296 Göteborg (Sweden); Institute of Advanced Studies and Department of Physics & Applied Physics,Nanyang Technological University,Singapore 637371 (Singapore); Majumdar, Sucheta [Indian Institute of Science Education and Research,Pune 411008 (India); Mali, Mahendra [School of Physics, Indian Institute of Science Education and Research,Thiruvananthapuram, Trivandrum 695016 (India); Shah, Nabha [Indian Institute of Science Education and Research,Pune 411008 (India)

2017-03-31

The light-cone Hamiltonians describing both pure (N=0) Yang-Mills and N=4 super Yang-Mills may be expressed as quadratic forms. Here, we show that this feature extends to theories of gravity. We demonstrate how the Hamiltonians of both pure gravity and N=8 supergravity, in four dimensions, may be written as quadratic forms. We examine the effect of residual reparametrizations on the Hamiltonian and the resulting quadratic form.

STRUCTURE OPTIMIZATION OF RESERVATION BY PRECISE QUADRATIC REGULARIZATION

Directory of Open Access Journals (Sweden)

KOSOLAP A. I.

2015-11-01

Full Text Available The problem of optimization of the structure of systems redundancy elements. Such problems arise in the design of complex systems. To improve the reliability of operation of such systems of its elements are duplicated. This increases system cost and improves its reliability. When optimizing these systems is maximized probability of failure of the entire system while limiting its cost or the cost is minimized for a given probability of failure-free operation. A mathematical model of the problem is a discrete backup multiextremal. To search for the global extremum of currently used methods of Lagrange multipliers, coordinate descent, dynamic programming, random search. These methods guarantee a just and local solutions are used in the backup tasks of small dimension. In the work for solving redundancy uses a new method for accurate quadratic regularization. This method allows you to convert the original discrete problem to the maximization of multi vector norm on a convex set. This means that the diversity of the tasks given to the problem of redundancy maximize vector norm on a convex set. To solve the problem, a reformed straightdual interior point methods. Currently, it is the best method for local optimization of nonlinear problems. Transformed the task includes a new auxiliary variable, which is determined by dichotomy. There have been numerous comparative numerical experiments in problems with the number of redundant subsystems to one hundred. These experiments confirm the effectiveness of the method of precise quadratic regularization for solving problems of redundancy.

Asymptotic Distribution of Eigenvalues of Weakly Dilute Wishart Matrices

Energy Technology Data Exchange (ETDEWEB)

Khorunzhy, A. [Institute for Low Temperature Physics (Ukraine)], E-mail: khorunjy@ilt.kharkov.ua; Rodgers, G. J. [Brunel University, Uxbridge, Department of Mathematics and Statistics (United Kingdom)], E-mail: g.j.rodgers@brunel.ac.uk

2000-03-15

We study the eigenvalue distribution of large random matrices that are randomly diluted. We consider two random matrix ensembles that in the pure (nondilute) case have a limiting eigenvalue distribution with a singular component at the origin. These include the Wishart random matrix ensemble and Gaussian random matrices with correlated entries. Our results show that the singularity in the eigenvalue distribution is rather unstable under dilution and that even weak dilution destroys it.

An online re-linearization scheme suited for Model Predictive and Linear Quadratic Control

DEFF Research Database (Denmark)

Henriksen, Lars Christian; Poulsen, Niels Kjølstad

This technical note documents the equations for primal-dual interior-point quadratic programming problem solver used for MPC. The algorithm exploits the special structure of the MPC problem and is able to reduce the computational burden such that the computational burden scales with prediction...... horizon length in a linear way rather than cubic, which would be the case if the structure was not exploited. It is also shown how models used for design of model-based controllers, e.g. linear quadratic and model predictive, can be linearized both at equilibrium and non-equilibrium points, making...

Eigenvalues and bifurcation for problems with positively homogeneous operators and reaction-diffusion systems with unilateral terms

Czech Academy of Sciences Publication Activity Database

Kučera, Milan; Navrátil, J.

2018-01-01

Roč. 166, January (2018), s. 154-180 ISSN 0362-546X Institutional support: RVO:67985840 Keywords : global bifurcation * maximal eigenvalue * positively homogeneous operators Subject RIV: BA - General Mathematics OBOR OECD: Pure mathematics Impact factor: 1.192, year: 2016 http://www.sciencedirect.com/science/article/pii/S0362546X17302559?via%3Dihub

Sequential Quadratic Programming Algorithms for Optimization

Science.gov (United States)

1989-08-01

quadratic program- ma ng (SQ(2l ) aIiatain.seenis to be relgarded aIs tie( buest choice for the solution of smiall. dlense problema (see S tour L)toS...For the step along d, note that a < nOing + 3 szH + i3.ninA A a K f~Iz,;nd and from Id1 _< ,,, we must have that for some /3 , np , 11P11 < dn"p. 5.2...Nevertheless, many of these problems are considered hard to solve. Moreover, for some of these problems the assumptions made in Chapter 2 to establish the

Eigenvalues and bifurcation for problems with positively homogeneous operators and reaction-diffusion systems with unilateral terms

Czech Academy of Sciences Publication Activity Database

Kučera, Milan; Navrátil, J.

2018-01-01

Roč. 166, January (2018), s. 154-180 ISSN 0362-546X Institutional support: RVO:67985840 Keywords : global bifurcation * maximal eigenvalue * positively homogeneous operators Subject RIV: BA - General Mathematics OBOR OECD: Pure mathematics Impact factor: 1.192, year: 2016 http://www. science direct.com/ science /article/pii/S0362546X17302559?via%3Dihub

WKB analysis of PT-symmetric Sturm–Liouville problems

International Nuclear Information System (INIS)

Bender, Carl M; Jones, Hugh F

2012-01-01

Most studies of PT-symmetric quantum-mechanical Hamiltonians have considered the Schrödinger eigenvalue problem on an infinite domain. This paper examines the consequences of imposing the boundary conditions on a finite domain. As is the case with regular Hermitian Sturm–Liouville problems, the eigenvalues of the PT-symmetric Sturm–Liouville problem grow like n 2 for large n. However, the novelty is that a PT eigenvalue problem on a finite domain typically exhibits a sequence of critical points at which pairs of eigenvalues cease to be real and become complex conjugates of one another. For the potentials considered here this sequence of critical points is associated with a turning point on the imaginary axis in the complex plane. WKB analysis is used to calculate the asymptotic behaviours of the real eigenvalues and the locations of the critical points. The method turns out to be surprisingly accurate even at low energies. This article is part of a special issue of Journal of Physics A: Mathematical and Theoretical devoted to ‘Quantum physics with non-Hermitian operators’. (paper)

Finite-Time Stability and Stabilization of Nonlinear Quadratic Systems with Jumps

Directory of Open Access Journals (Sweden)

Minsong Zhang

2014-01-01

Full Text Available This paper investigates the problems of finite-time stability and finite-time stabilization for nonlinear quadratic systems with jumps. The jump time sequences here are assumed to satisfy some given constraints. Based on Lyapunov function and a particular presentation of the quadratic terms, sufficient conditions for finite-time stability and finite-time stabilization are developed to a set containing bilinear matrix inequalities (BLIMs and linear matrix inequalities (LMIs. Numerical examples are given to illustrate the effectiveness of the proposed methodology.

An eigenvalue localization set for tensors and its applications.

Science.gov (United States)

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.

Iterative methods for the detection of Hopf bifurcations in finite element discretisation of incompressible flow problems

International Nuclear Information System (INIS)

Cliffe, K.A.; Garratt, T.J.; Spence, A.

1992-03-01

This paper is concerned with the problem of computing a small number of eigenvalues of large sparse generalised eigenvalue problems arising from mixed finite element discretisations of time dependent equations modelling viscous incompressible flow. The eigenvalues of importance are those with smallest real part and can be used in a scheme to determine the stability of steady state solutions and to detect Hopf bifurcations. We introduce a modified Cayley transform of the generalised eigenvalue problem which overcomes a drawback of the usual Cayley transform applied to such problems. Standard iterative methods are then applied to the transformed eigenvalue problem to compute approximations to the eigenvalue of smallest real part. Numerical experiments are performed using a model of double diffusive convection. (author)

An Experiment of Robust Parallel Algorithm for the Eigenvalue problem of a Multigroup Neutron Diffusion based on modified FETI-DP

Energy Technology Data Exchange (ETDEWEB)

Chang, Jonghwa [Korea Atomic Energy Research Institute, Daejeon (Korea, Republic of)

2014-05-15

Parallelization of Monte Carlo simulation is widely adpoted. There are also several parallel algorithms developed for the SN transport theory using the parallel wave sweeping algorithm and for the CPM using parallel ray tracing. For practical purpose of reactor physics application, the thermal feedback and burnup effects on the multigroup cross section should be considered. In this respect, the domain decomposition method(DDM) is suitable for distributing the expensive cross section calculation work. Parallel transport code and diffusion code based on the Raviart-Thomas mixed finite element method was developed. However most of the developed methods rely on the heuristic convergence of flux and current at the domain interfaces. Convergence was not attained in some cases. Mechanical stress computation community has also work on the DDM to solve the stress-strain equation using the finite element methods. The most successful domain decomposition method in terms of robustness is FETI-DP. We have modified the original FETI-DP to solve the eigenvalue problem for the multigroup diffusion problem in this study.

An Alternating Direction Method for Convex Quadratic Second-Order Cone Programming with Bounded Constraints

Directory of Open Access Journals (Sweden)

Xuewen Mu

2015-01-01

quadratic programming over second-order cones and a bounded set. At each iteration, we only need to compute the metric projection onto the second-order cones and the projection onto the bound set. The result of convergence is given. Numerical results demonstrate that our method is efficient for the convex quadratic second-order cone programming problems with bounded constraints.

Parallel reduction to condensed forms for symmetric eigenvalue problems using aggregated fine-grained and memory-aware kernels

KAUST Repository

Haidar, Azzam

2011-01-01

This paper introduces a novel implementation in reducing a symmetric dense matrix to tridiagonal form, which is the preprocessing step toward solving symmetric eigenvalue problems. Based on tile algorithms, the reduction follows a two-stage approach, where the tile matrix is first reduced to symmetric band form prior to the final condensed structure. The challenging trade-off between algorithmic performance and task granularity has been tackled through a grouping technique, which consists of aggregating fine-grained and memory-aware computational tasks during both stages, while sustaining the application\\'s overall high performance. A dynamic runtime environment system then schedules the different tasks in an out-of-order fashion. The performance for the tridiagonal reduction reported in this paper is unprecedented. Our implementation results in up to 50-fold and 12-fold improvement (130 Gflop/s) compared to the equivalent routines from LAPACK V3.2 and Intel MKL V10.3, respectively, on an eight socket hexa-core AMD Opteron multicore shared-memory system with a matrix size of 24000×24000. Copyright 2011 ACM.

An eigenvalue localization set for tensors and its applications

Directory of Open Access Journals (Sweden)

Jianxing Zhao

2017-03-01

Full Text Available Abstract 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 M $\\mathcal{M}$ -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 N = { 1 , 2 , … , n } $N=\\{1,2,\\ldots,n\\}$ , we can obtain a tighter eigenvalue localization set for tensors and sharper bounds for the minimum eigenvalue of M $\\mathcal{M}$ -tensors. Finally, numerical examples are given to verify the theoretical results.

Optimal control linear quadratic methods

CERN Document Server

Anderson, Brian D O

2007-01-01

This augmented edition of a respected text teaches the reader how to use linear quadratic Gaussian methods effectively for the design of control systems. It explores linear optimal control theory from an engineering viewpoint, with step-by-step explanations that show clearly how to make practical use of the material.The three-part treatment begins with the basic theory of the linear regulator/tracker for time-invariant and time-varying systems. The Hamilton-Jacobi equation is introduced using the Principle of Optimality, and the infinite-time problem is considered. The second part outlines the

Oscillators and Eigenvalues

DEFF Research Database (Denmark)

Lindberg, Erik

1997-01-01

In order to obtain insight in the nature of nonlinear oscillators the eigenvalues of the linearized Jacobian of the differential equations describing the oscillator are found and displayed as functions of time. A number of oscillators are studied including Dewey's oscillator (piecewise linear wit...... with negative resistance), Kennedy's Colpitts-oscillator (with and without chaos) and a new 4'th order oscillator with hyper-chaos....

Cluster structure in the correlation coefficient matrix can be characterized by abnormal eigenvalues

Science.gov (United States)

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.

Aspects of Quadratic Gravity

CERN Document Server

Alvarez-Gaume, Luis; Kounnas, Costas; Lust, Dieter; Riotto, Antonio

2016-01-01

We discuss quadratic gravity where terms quadratic in the curvature tensor are included in the action. After reviewing the corresponding field equations, we analyze in detail the physical propagating modes in some specific backgrounds. First we confirm that the pure $R^2$ theory is indeed ghost free. Then we point out that for flat backgrounds the pure $R^2$ theory propagates only a scalar massless mode and no spin-two tensor mode. However, the latter emerges either by expanding the theory around curved backgrounds like de Sitter or anti-de Sitter, or by changing the long-distance dynamics by introducing the standard Einstein term. In both cases, the theory is modified in the infrared and a propagating graviton is recovered. Hence we recognize a subtle interplay between the UV and IR properties of higher order gravity. We also calculate the corresponding Newton's law for general quadratic curvature theories. Finally, we discuss how quadratic actions may be obtained from a fundamental theory like string- or M-...

Asymmetric modes and complex time eigenvalues of the one-speed neutron transport equation in a homogeneous sphere

International Nuclear Information System (INIS)

Paranjape, S.D.; Kumar, V.; Sahni, D.C.

1993-01-01

The one-speed, time-dependent, isotropically scattering, integral transport equation in a homogeneous sphere has been converted into a criticality-like problem by considering exponential time behaviour of the scalar flux. This criticality problem has been converted into a matrix eigenvalue problem using the Fourier transform technique. The time eigenvalues λ, which are complex in general, have been determined for spherically symmetric as well as asymmetric modes. For the former case, the real decay constants and the real parts of complex decay constants decrease monotonically with increasing system size and form two distinct families of single-valued functions. For the spherically asymmetric modes, certain new features emerge. The real decay constants are found to be multi-valued functions of system size and they do not always decrease monotonically with increasing system size. As the system size increases from zero onwards, the decay constants alternate between complex and real values and the real and complex decay constant curves interlace. (Author)

Expert Strategies in Solving Algebraic Structure Sense Problems: The Case of Quadratic Equations

Science.gov (United States)

Jupri, Al; Sispiyati, R.

2017-02-01

Structure sense, an intuitive ability towards symbolic expressions, including skills to interpret, to manipulate, and to perceive symbols in different roles, is considered as a key success in learning algebra. In this article, we report results of three phases of a case study on solving algebraic structure sense problems aiming at testing the appropriateness of algebraic structure sense tasks and at investigating expert strategies dealing with the tasks. First, we developed three tasks on quadratic equations based on the characteristics of structure sense for high school algebra. Next, we validated the tasks to seven experts. In the validation process, we requested these experts to solve each task using two different strategies. Finally, we analyzing expert solution strategies in the light of structure sense characteristics. We found that even if eventual expert strategies are in line with the characteristics of structure sense; some of their initial solution strategies used standard procedures which might pay less attention to algebraic structures. This finding suggests that experts have reconsidered their procedural work and have provided more efficient solution strategies. For further investigation, we consider to test the tasks to high school algebra students and to see whether they produce similar results as experts.

Asymptotics of eigenvalues and eigenvectors of Toeplitz matrices

Science.gov (United States)

Böttcher, A.; Bogoya, J. M.; Grudsky, S. M.; Maximenko, E. A.

2017-11-01

Analysis of the asymptotic behaviour of the spectral characteristics of Toeplitz matrices as the dimension of the matrix tends to infinity has a history of over 100 years. For instance, quite a number of versions of Szegő's theorem on the asymptotic behaviour of eigenvalues and of the so-called strong Szegő theorem on the asymptotic behaviour of the determinants of Toeplitz matrices are known. Starting in the 1950s, the asymptotics of the maximum and minimum eigenvalues were actively investigated. However, investigation of the individual asymptotics of all the eigenvalues and eigenvectors of Toeplitz matrices started only quite recently: the first papers on this subject were published in 2009-2010. A survey of this new field is presented here. Bibliography: 55 titles.

Application of zero eigenvalue for solving the potential, heat, and wave equations using a sequence of special functions

Directory of Open Access Journals (Sweden)

2006-01-01

Full Text Available In the solution of boundary value problems, usually zero eigenvalue is ignored. This case also happens in calculating the eigenvalues of matrices, so that we would often like to find the nonzero solutions of the linear system A X = λ X when λ ≠ 0 . But λ = 0 implies that det A = 0 for X ≠ 0 and then the rank of matrix A is reduced at least one degree. This comment can similarly be stated for boundary value problems. In other words, if at least one of the eigens of equations related to the main problem is considered zero, then one of the solutions will be specified in advance. By using this note, first we study a class of special functions and then apply it for the potential, heat, and wave equations in spherical coordinate. In this way, some practical examples are also given.

Fitting timeseries by continuous-time Markov chains: A quadratic programming approach

International Nuclear Information System (INIS)

Crommelin, D.T.; Vanden-Eijnden, E.

2006-01-01

Construction of stochastic models that describe the effective dynamics of observables of interest is an useful instrument in various fields of application, such as physics, climate science, and finance. We present a new technique for the construction of such models. From the timeseries of an observable, we construct a discrete-in-time Markov chain and calculate the eigenspectrum of its transition probability (or stochastic) matrix. As a next step we aim to find the generator of a continuous-time Markov chain whose eigenspectrum resembles the observed eigenspectrum as closely as possible, using an appropriate norm. The generator is found by solving a minimization problem: the norm is chosen such that the object function is quadratic and convex, so that the minimization problem can be solved using quadratic programming techniques. The technique is illustrated on various toy problems as well as on datasets stemming from simulations of molecular dynamics and of atmospheric flows

Equation for disentangling time-ordered exponentials with arbitrary quadratic generators

International Nuclear Information System (INIS)

Budanov, V.G.

1987-01-01

In many quantum-mechanical constructions, it is necessary to disentangle an operator-valued time-ordered exponential with time-dependent generators quadratic in the creation and annihilation operators. By disentangling, one understands the finding of the matrix elements of the time-ordered exponential or, in a more general formulation. The solution of the problem can also be reduced to calculation of a matrix time-ordered exponential that solves the corresponding classical problem. However, in either case the evolution equations in their usual form do not enable one to take into account explicitly the symmetry of the system. In this paper the methods of Weyl analysis are used to find an ordinary differential equation on a matrix Lie algebra that is invariant with respect to the adjoint action of the dynamical symmetry group of a quadratic Hamiltonian and replaces the operator evolution equation for the Green's function

Eigenvalue for Densely Defined Perturbations of Multivalued Maximal Monotone Operators in Reflexive Banach Spaces

Directory of Open Access Journals (Sweden)

Boubakari Ibrahimou

2013-01-01

maximal monotone with and . Using the topological degree theory developed by Kartsatos and Quarcoo we study the eigenvalue problem where the operator is a single-valued of class . The existence of continuous branches of eigenvectors of infinite length then could be easily extended to the case where the operator is multivalued and is investigated.

Robustness analysis of the Zhang neural network for online time-varying quadratic optimization

International Nuclear Information System (INIS)

Zhang Yunong; Ruan Gongqin; Li Kene; Yang Yiwen

2010-01-01

A general type of recurrent neural network (termed as Zhang neural network, ZNN) has recently been proposed by Zhang et al for the online solution of time-varying quadratic-minimization (QM) and quadratic-programming (QP) problems. Global exponential convergence of the ZNN could be achieved theoretically in an ideal error-free situation. In this paper, with the normal differentiation and dynamics-implementation errors considered, the robustness properties of the ZNN model are investigated for solving these time-varying problems. In addition, linear activation functions and power-sigmoid activation functions could be applied to such a perturbed ZNN model. Both theoretical-analysis and computer-simulation results demonstrate the good ZNN robustness and superior performance for online time-varying QM and QP problem solving, especially when using power-sigmoid activation functions.

Using Simple Quadratic Equations to Estimate Equilibrium Concentrations of an Acid

Science.gov (United States)

Brilleslyper, Michael A.

2004-01-01

Application of quadratic equations to standard problem in chemistry like finding equilibrium concentrations of ions in an acid solution is explained. This clearly shows that pure mathematical analysis has meaningful applications in other areas as well.

Periodic Solutions, Eigenvalue Curves, and Degeneracy of the Fractional Mathieu Equation

International Nuclear Information System (INIS)

Parra-Hinojosa, A; Gutiérrez-Vega, J C

2016-01-01

We investigate the eigenvalue curves, the behavior of the periodic solutions, and the orthogonality properties of the Mathieu equation with an additional fractional derivative term using the method of harmonic balance. The addition of the fractional derivative term breaks the hermiticity of the equation in such a way that its eigenvalues need not be real nor its eigenfunctions orthogonal. We show that for a certain choice of parameters the eigenvalue curves reveal the appearance of degenerate eigenvalues. We offer a detailed discussion of the matrix representation of the differential operator corresponding to the fractional Mathieu equation, as well as some numerical examples of its periodic solutions. (paper)

Finite element method with quadratic quadrilateral unit for solving two dimensional incompressible N-S equation

International Nuclear Information System (INIS)

Tao Ganqiang; Yu Qing; Xiao Xiao

2011-01-01

Viscous and incompressible fluid flow is important for numerous engineering mechanics problems. Because of high non linear and incompressibility for Navier-Stokes equation, it is very difficult to solve Navier-Stokes equation by numerical method. According to its characters of Navier-Stokes equation, quartic derivation controlling equation of the two dimensional incompressible Navier-Stokes equation is set up firstly. The method solves the problem for dealing with vorticity boundary and automatically meets incompressibility condition. Then Finite Element equation for Navier-Stokes equation is proposed by using quadratic quadrilateral unit with 8 nodes in which the unit function is quadratic and non linear.-Based on it, the Finite Element program of quadratic quadrilateral unit with 8 nodes is developed. Lastly, numerical experiment proves the accuracy and dependability of the method and also shows the method has good application prospect in computational fluid mechanics. (authors)

Multiobjective Optimization Involving Quadratic Functions

Directory of Open Access Journals (Sweden)

Oscar Brito Augusto

2014-01-01

Full Text Available Multiobjective optimization is nowadays a word of order in engineering projects. Although the idea involved is simple, the implementation of any procedure to solve a general problem is not an easy task. Evolutionary algorithms are widespread as a satisfactory technique to find a candidate set for the solution. Usually they supply a discrete picture of the Pareto front even if this front is continuous. In this paper we propose three methods for solving unconstrained multiobjective optimization problems involving quadratic functions. In the first, for biobjective optimization defined in the bidimensional space, a continuous Pareto set is found analytically. In the second, applicable to multiobjective optimization, a condition test is proposed to check if a point in the decision space is Pareto optimum or not and, in the third, with functions defined in n-dimensional space, a direct noniterative algorithm is proposed to find the Pareto set. Simple problems highlight the suitability of the proposed methods.

Newton's method for solving a quadratic matrix equation with special coefficient matrices

International Nuclear Information System (INIS)

Seo, Sang-Hyup; Seo, Jong Hyun; Kim, Hyun-Min

2014-01-01

We consider the iterative method for solving a quadratic matrix equation with special coefficient matrices which arises in the quasi-birth-death problem. In this paper, we show that the elementwise minimal positive solvents to quadratic matrix equations can be obtained using Newton's method. We also prove that the convergence rate of the Newton iteration is quadratic if the Fréchet derivative at the elementwise minimal positive solvent is nonsingular. However, if the Fréchet derivative is singular, the convergence rate is at least linear. Numerical experiments of the convergence rate are given.(This is summarized a paper which is to appear in Honam Mathematical Journal.)

Natural Preconditioning and Iterative Methods for Saddle Point Systems

KAUST Repository

Pestana, Jennifer

2015-01-01

© 2015 Society for Industrial and Applied Mathematics. The solution of quadratic or locally quadratic extremum problems subject to linear(ized) constraints gives rise to linear systems in saddle point form. This is true whether in the continuous or the discrete setting, so saddle point systems arising from the discretization of partial differential equation problems, such as those describing electromagnetic problems or incompressible flow, lead to equations with this structure, as do, for example, interior point methods and the sequential quadratic programming approach to nonlinear optimization. This survey concerns iterative solution methods for these problems and, in particular, shows how the problem formulation leads to natural preconditioners which guarantee a fast rate of convergence of the relevant iterative methods. These preconditioners are related to the original extremum problem and their effectiveness - in terms of rapidity of convergence - is established here via a proof of general bounds on the eigenvalues of the preconditioned saddle point matrix on which iteration convergence depends.

Positive Eigenvalues of Generalized Words in Two Hermitian Positive Definite Matrices

OpenAIRE

Hillar, Christopher; Johnson, Charles R.

2005-01-01

We define a word in two positive definite (complex Hermitian) matrices $A$ and $B$ as a finite product of real powers of $A$ and $B$. The question of which words have only positive eigenvalues is addressed. This question was raised some time ago in connection with a long-standing problem in theoretical physics, and it was previously approached by the authors for words in two real positive definite matrices with positive integral exponents. A large class of words that do guarantee positive eig...

Inelastic scattering in a local polaron model with quadratic coupling to bosons

DEFF Research Database (Denmark)

Olsen, Thomas

2009-01-01

We calculate the inelastic scattering probabilities in the wide band limit of a local polaron model with quadratic coupling to bosons. The central object is a two-particle Green's function which is calculated exactly using a purely algebraic approach. Compared with the usual linear interaction term...... a quadratic interaction term gives higher probabilities for inelastic scattering involving a large number of bosons. As an application we consider the problem hot-electron-mediated energy transfer at surfaces and use the delta self-consistent field extension of density-functional theory to calculate...

Advanced Variance Reduction for Global k-Eigenvalue Simulations in MCNP

Energy Technology Data Exchange (ETDEWEB)

Edward W. Larsen

2008-06-01

to the correlations between fission source estimates. In the new FMC method, the eigenvalue problem (expressed in terms of the Boltzmann equation) is integrated over the energy and direction variables. Then these equations are multiplied by J special "tent" functions in space and integrated over the spatial variable. This yields J equations that are exactly satisfied by the eigenvalue k and J space-angle-energy moments of the eigenfunction. Multiplying and dividing by suitable integrals of the eigenfunction, one obtains J algebraic equations for k and the space-angle-energy moments of the eigenfunction, which contain nonlinear functionals that depend weakly on the eigenfunction. In the FMC method, information from the standard Monte Carlo solution for each active cycle is used to estimate the functionals, and at the end of each cycle the J equations for k and the space-angle-energy moments of the eigenfunction are solved. Finally, these results are averaged over N active cycles to obtain estimated means and standard deviations for k and the space-angle-energy moments of the eigenfunction. Our limited testing shows that for large single fissile systems such as a commercial reactor core, (i) the FMC estimate of the eigenvalue is at least one order of magnitude more accurate than estimates obtained from the standard Monte Carlo approach, (ii) the FMC estimate of the eigenfunction converges and is several orders of magnitude more accurate than the standard estimate, and (iii) the FMC estimate of the standard deviation in k is at least one order of magnitude closer to the correct standard deviation than the standard estimate. These advances occur because: (i) the Monte Carlo estimates of the nonlinear functionals are much more accurate than the direct Monte Carlo estimates of the eigenfunction, (ii) the system of discrete equations that determines the FMC estimates of k is robust, and (iii) the functionals are only very weakly correlated between different fission

Spectral inversion of an indefinite Sturm-Liouville problem due to Richardson

International Nuclear Information System (INIS)

Shanley, Paul E

2009-01-01

We study an indefinite Sturm-Liouville problem due to Richardson whose complicated eigenvalue dependence on a parameter has been a puzzle for decades. In atomic physics a process exists that inverts the usual Schroedinger situation of an energy eigenvalue depending on a coupling parameter into the so-called Sturmian problem where the coupling parameter becomes the eigenvalue which then depends on the energy. We observe that the Richardson equation is of the Sturmian type. This means that the Richardson and its related Schroedinger eigenvalue functions are inverses of each other and that the Richardson spectrum is therefore no longer a puzzle

Robust optimal control design using a differential game approach for open-loop linear quadratic descriptor systems

NARCIS (Netherlands)

Musthofa, M.W.; Salmah, S.; Engwerda, Jacob; Suparwanto, A.

This paper studies the robust optimal control problem for descriptor systems. We applied differential game theory to solve the disturbance attenuation problem. The robust control problem was converted into a reduced ordinary zero-sum game. Within a linear quadratic setting, we solved the problem for

Energy eigenvalues of helium-like atoms in dense plasmas

International Nuclear Information System (INIS)

Hashino, Tasuke; Nakazaki, Shinobu; Kato, Takako; Kashiwabara, Hiromichi.

1987-04-01

Calculations based on a variational method with wave functions including the correlation of electrons are carried out to obtain energy eigenvalues of Schroedinger's equation for helium-like atoms embedded in dense plasmas, taking the Debye-Hueckel approximation. Energy eigenvalues for the 1 1 S, 2 1 S, and 2 3 S states are obtained as a function of Debye screening length. (author)

Eigenvalues of the volume operator in loop quantum gravity

International Nuclear Information System (INIS)

Meissner, Krzysztof A

2006-01-01

We present a simple method to calculate certain sums of the eigenvalues of the volume operator in loop quantum gravity. We derive the asymptotic distribution of the eigenvalues in the classical limit of very large spins, which turns out to be of a very simple form. The results can be useful for example in the statistical approach to quantum gravity

Three-dimensional multiple reciprocity boundary element method for one-group neutron diffusion eigenvalue computations

International Nuclear Information System (INIS)

Itagaki, Masafumi; Sahashi, Naoki.

1996-01-01

The multiple reciprocity method (MRM) in conjunction with the boundary element method has been employed to solve one-group eigenvalue problems described by the three-dimensional (3-D) neutron diffusion equation. The domain integral related to the fission source is transformed into a series of boundary-only integrals, with the aid of the higher order fundamental solutions based on the spherical and the modified spherical Bessel functions. Since each degree of the higher order fundamental solutions in the 3-D cases has a singularity of order (1/r), the above series of boundary integrals requires additional terms which do not appear in the 2-D MRM formulation. The critical eigenvalue itself can be also described using only boundary integrals. Test calculations show that Wielandt's spectral shift technique guarantees rapid and stable convergence of 3-D MRM computations. (author)

Wielandt acceleration for MCNP5 Monte Carlo eigenvalue calculations

International Nuclear Information System (INIS)

Brown, F.

2007-01-01

Monte Carlo criticality calculations use the power iteration method to determine the eigenvalue (k eff ) and eigenfunction (fission source distribution) of the fundamental mode. A recently proposed method for accelerating convergence of the Monte Carlo power iteration using Wielandt's method has been implemented in a test version of MCNP5. The method is shown to provide dramatic improvements in convergence rates and to greatly reduce the possibility of false convergence assessment. The method is effective and efficient, improving the Monte Carlo figure-of-merit for many problems. In addition, the method should eliminate most of the underprediction bias in confidence intervals for Monte Carlo criticality calculations. (authors)

Extending the Scope of Robust Quadratic Optimization

NARCIS (Netherlands)

Marandi, Ahmadreza; Ben-Tal, A.; den Hertog, Dick; Melenberg, Bertrand

In this paper, we derive tractable reformulations of the robust counterparts of convex quadratic and conic quadratic constraints with concave uncertainties for a broad range of uncertainty sets. For quadratic constraints with convex uncertainty, it is well-known that the robust counterpart is, in

Geometric Methods in the Algebraic Theory of Quadratic Forms : Summer School

CERN Document Server

2004-01-01

The geometric approach to the algebraic theory of quadratic forms is the study of projective quadrics over arbitrary fields. Function fields of quadrics have been central to the proofs of fundamental results since the renewal of the theory by Pfister in the 1960's. Recently, more refined geometric tools have been brought to bear on this topic, such as Chow groups and motives, and have produced remarkable advances on a number of outstanding problems. Several aspects of these new methods are addressed in this volume, which includes - an introduction to motives of quadrics by Alexander Vishik, with various applications, notably to the splitting patterns of quadratic forms under base field extensions; - papers by Oleg Izhboldin and Nikita Karpenko on Chow groups of quadrics and their stable birational equivalence, with application to the construction of fields which carry anisotropic quadratic forms of dimension 9, but none of higher dimension; - a contribution in French by Bruno Kahn which lays out a general fra...

Expendable launch vehicle studies

Science.gov (United States)

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

An Approximate Proximal Bundle Method to Minimize a Class of Maximum Eigenvalue Functions

Directory of Open Access Journals (Sweden)

Wei Wang

2014-01-01

Full Text Available We present an approximate nonsmooth algorithm to solve a minimization problem, in which the objective function is the sum of a maximum eigenvalue function of matrices and a convex function. The essential idea to solve the optimization problem in this paper is similar to the thought of proximal bundle method, but the difference is that we choose approximate subgradient and function value to construct approximate cutting-plane model to solve the above mentioned problem. An important advantage of the approximate cutting-plane model for objective function is that it is more stable than cutting-plane model. In addition, the approximate proximal bundle method algorithm can be given. Furthermore, the sequences generated by the algorithm converge to the optimal solution of the original problem.

Absence of positive eigenvalues for hard-core N-body systems

DEFF Research Database (Denmark)

Ito, K.; Skibsted, Erik

We show absence of positive eigenvalues for generalized 2-body hard-core Schrödinger operators under the condition of bounded strictly convex obstacles. A scheme for showing absence of positive eigenvalues for generalized N-body hard-core Schrödinger operators, N≥ 2, is presented. This scheme inv...

Quadratic residues and non-residues selected topics

CERN Document Server

Wright, Steve

2016-01-01

This book offers an account of the classical theory of quadratic residues and non-residues with the goal of using that theory as a lens through which to view the development of some of the fundamental methods employed in modern elementary, algebraic, and analytic number theory. The first three chapters present some basic facts and the history of quadratic residues and non-residues and discuss various proofs of the Law of Quadratic Reciprosity in depth, with an emphasis on the six proofs that Gauss published. The remaining seven chapters explore some interesting applications of the Law of Quadratic Reciprocity, prove some results concerning the distribution and arithmetic structure of quadratic residues and non-residues, provide a detailed proof of Dirichlet’s Class-Number Formula, and discuss the question of whether quadratic residues are randomly distributed. The text is a valuable resource for graduate and advanced undergraduate students as well as for mathematicians interested in number theory.

Adomian decomposition method for nonlinear Sturm-Liouville problems

Directory of Open Access Journals (Sweden)

Sennur Somali

2007-09-01

Full Text Available In this paper the Adomian decomposition method is applied to the nonlinear Sturm-Liouville problem-y" + y(tp=λy(t, y(t > 0, t ∈ I = (0, 1, y(0 = y(1 = 0, where p > 1 is a constant and λ > 0 is an eigenvalue parameter. Also, the eigenvalues and the behavior of eigenfuctions of the problem are demonstrated.

Students' Understanding of Quadratic Equations

Science.gov (United States)

López, Jonathan; Robles, Izraim; Martínez-Planell, Rafael

2016-01-01

Action-Process-Object-Schema theory (APOS) was applied to study student understanding of quadratic equations in one variable. This required proposing a detailed conjecture (called a genetic decomposition) of mental constructions students may do to understand quadratic equations. The genetic decomposition which was proposed can contribute to help…

Iterative approach for the eigenvalue problems

Indian Academy of Sciences (India)

the Schrödinger equation for the energy levels with a class of confining potentials [3] using Kato–Rellich ... Moreover,. QES problem has its own inner mathematical beauty – it can provide a good starting point for doing ... this technique for calculating the first- and second-order corrections for the ground state as well as the ...

Cessna Citation X Business Aircraft Eigenvalue Stability – Part2: Flight Envelope Analysis

Directory of Open Access Journals (Sweden)

Yamina BOUGHARI

2017-12-01

Full Text Available Civil aircraft flight control clearance is a time consuming, thus an expensive process in the aerospace industry. This process has to be investigated and proved to be safe for thousands of combinations in terms of speeds, altitudes, gross weights, Xcg / weight configurations and angles of attack. Even in this case, a worst-case condition that could lead to a critical situation might be missed. To address this problem, models that are able to describe an aircraft’s dynamics by taking into account all uncertainties over a region within a flight envelope have been developed using Linear Fractional Representation. In order to investigate the Cessna Citation X aircraft Eigenvalue Stability envelope, the Linear Fractional Representation models are implemented using the speeds and the altitudes as varying parameters. In this paper Part 2, the aircraft longitudinal eigenvalue stability is analyzed in a continuous range of flight envelope with varying parameter of True airspeed and altitude, instead of a single point, like classical methods. This is known as the aeroelastic stability envelope, required for civil aircraft certification as given by the Circular Advisory “Aeroelastic Stability Substantiation of Transport Category Airplanes AC No: 25.629-18”. In this new methodology the analysis is performed in time domain based on Lyapunov stability and solved by convex optimization algorithms by using the linear matrix inequalities to evaluate the eigenvalue stability, which is reduced to search for the negative eigenvalues in a region of flight envelope. It can also be used to study the stability of a system during an arbitrary motion from one point to another in the flight envelope. A whole aircraft analysis results’ for its entire envelope are presented in the form of graphs, thus offering good readability, and making them easily exploitable.

The quadratic-form identity for constructing the Hamiltonian structure of integrable systems

International Nuclear Information System (INIS)

Guo Fukui; Zhang Yufeng

2005-01-01

A usual loop algebra, not necessarily the matrix form of the loop algebra A-tilde n-1 , is also made use of for constructing linear isospectral problems, whose compatibility conditions exhibit a zero-curvature equation from which integrable systems are derived. In order to look for the Hamiltonian structure of such integrable systems, a quadratic-form identity is created in the present paper whose special case is just the trace identity; that is, when taking the loop algebra A-tilde 1 , the quadratic-form identity presented in this paper is completely consistent with the trace identity

Joint density of eigenvalues in spiked multivariate models.

Science.gov (United States)

Dharmawansa, Prathapasinghe; Johnstone, Iain M

2014-01-01

The classical methods of multivariate analysis are based on the eigenvalues of one or two sample covariance matrices. In many applications of these methods, for example to high dimensional data, it is natural to consider alternative hypotheses which are a low rank departure from the null hypothesis. For rank one alternatives, this note provides a representation for the joint eigenvalue density in terms of a single contour integral. This will be of use for deriving approximate distributions for likelihood ratios and 'linear' statistics used in testing.

An algorithm of α-and γ-mode eigenvalue calculations by Monte Carlo method

International Nuclear Information System (INIS)

Yamamoto, Toshihiro; Miyoshi, Yoshinori

2003-01-01

A new algorithm for Monte Carlo calculation was developed to obtain α- and γ-mode eigenvalues. The α is a prompt neutron time decay constant measured in subcritical experiments, and the γ is a spatial decay constant measured in an exponential method for determining the subcriticality. This algorithm can be implemented into existing Monte Carlo eigenvalue calculation codes with minimum modifications. The algorithm was implemented into MCNP code and the performance of calculating the both mode eigenvalues were verified through comparison of the calculated eigenvalues with the ones obtained by fixed source calculations. (author)

Observers for a class of systems with nonlinearities satisfying an incremental quadratic inequality

Science.gov (United States)

Acikmese, Ahmet Behcet; Martin, Corless

2004-01-01

We consider the problem of state estimation from nonlinear time-varying system whose nonlinearities satisfy an incremental quadratic inequality. Observers are presented which guarantee that the state estimation error exponentially converges to zero.

Solving Eigenvalue response matrix equations with Jacobian-Free Newton-Krylov methods

International Nuclear Information System (INIS)

Roberts, Jeremy A.; Forget, Benoit

2011-01-01

The response matrix method for reactor eigenvalue problems is motivated as a technique for solving coarse mesh transport equations, and the classical approach of power iteration (PI) for solution is described. The method is then reformulated as a nonlinear system of equations, and the associated Jacobian is derived. A Jacobian-Free Newton-Krylov (JFNK) method is employed to solve the system, using an approximate Jacobian coupled with incomplete factorization as a preconditioner. The unpreconditioned JFNK slightly outperforms PI, and preconditioned JFNK outperforms both PI and Steffensen-accelerated PI significantly. (author)

Computation of Double Eigenvalues for Infinite Matrices of a Certain Class

OpenAIRE

宮崎, 佳典; Yoshinori, MIYAZAKI; 静岡産業大学 国際情報学部; Faculty of Communications and Informatics, Shizuoka Sangyo University

2001-01-01

It has been shown that a series of three-term recurrence relations of a certain class is a powerful tool for solving zeros of some special functions and eigenvalue problems (EVPs) of certain differential equations. Such cases include: the zeros of J_v(z); the zeros of zJ′_v(z)+HJ_v(z); the EVP of the Mathieu differential equation; and the EVP of the spheroidal wave equation. Previously by the author, it was demonstrated that the three-term recurrence relations of the class may be reformulated...

Complex energy eigenvalues of a linear potential with a parabolical barrier

International Nuclear Information System (INIS)

Malherbe, J.B.

1978-01-01

The physical meaning and restrictions of complex energy eigenvalues are briefly discussed. It is indicated that a quasi-stationary phase describes an idealised disintegration system. Approximate resonance-eigenvalues of the one dimensional Schrodinger equation with a linear potential and parabolic barrier are calculated by means of Connor's semiclassical method. This method is based on the generalized WKB-method of Miller and Good. The results obtained confirm the correctness of a model representation which explains the unusual distribution of eigenvalues by certain other linear potentials in a complex energy level [af

On the classification of elliptic foliations induced by real quadratic fields with center

Science.gov (United States)

Puchuri, Liliana; Bueno, Orestes

2016-12-01

Related to the study of Hilbert's infinitesimal problem, is the problem of determining the existence and estimating the number of limit cycles of the linear perturbation of Hamiltonian fields. A classification of the elliptic foliations in the projective plane induced by the fields obtained by quadratic fields with center was already studied by several authors. In this work, we devise a unified proof of the classification of elliptic foliations induced by quadratic fields with center. This technique involves using a formula due to Cerveau & Lins Neto to calculate the genus of the generic fiber of a first integral of foliations of these kinds. Furthermore, we show that these foliations induce several examples of linear families of foliations which are not bimeromorphically equivalent to certain remarkable examples given by Lins Neto.

Orthogonality preserving infinite dimensional quadratic stochastic operators

International Nuclear Information System (INIS)

Akın, Hasan; Mukhamedov, Farrukh

2015-01-01

In the present paper, we consider a notion of orthogonal preserving nonlinear operators. We introduce π-Volterra quadratic operators finite and infinite dimensional settings. It is proved that any orthogonal preserving quadratic operator on finite dimensional simplex is π-Volterra quadratic operator. In infinite dimensional setting, we describe all π-Volterra operators in terms orthogonal preserving operators

Quadratically convergent MCSCF scheme using Fock operators

International Nuclear Information System (INIS)

Das, G.

1981-01-01

A quadratically convergent formulation of the MCSCF method using Fock operators is presented. Among its advantages the present formulation is quadratically convergent unlike the earlier ones based on Fock operators. In contrast to other quadratically convergent schemes as well as the one based on generalized Brillouin's theorem, this method leads easily to a hybrid scheme where the weakly coupled orbitals (such as the core) are handled purely by Fock equations, while the rest of the orbitals are treated by a quadratically convergent approach with a truncated virtual space obtained by the use of the corresponding Fock equations

Quadratic brackets from symplectic forms

International Nuclear Information System (INIS)

Alekseev, Anton Yu.; Todorov, Ivan T.

1994-01-01

We give a physicist oriented survey of Poisson-Lie symmetries of classical systems. We consider finite-dimensional geometric actions and the chiral WZNW model as examples for the general construction. An essential point is the appearance of quadratic Poisson brackets for group-like variables. It is believed that upon quantization they lead to quadratic exchange algebras. ((orig.))

Fulltext PDF

Indian Academy of Sciences (India)

eigenvalues) quadratic potential. The physical picture is that the eigenvalues try to be at the bottom of the well. But it costs energy to sit on top of each other because of logarithmic repulsion, so they spread. ρ has support on a finite line segment. This continues to be true whether the potential is quadratic or a more general ...

Fast parallel DNA-based algorithms for molecular computation: quadratic congruence and factoring integers.

Science.gov (United States)

Chang, Weng-Long

2012-03-01

Assume that n is a positive integer. If there is an integer such that M (2) ≡ C (mod n), i.e., the congruence has a solution, then C is said to be a quadratic congruence (mod n). If the congruence does not have a solution, then C is said to be a quadratic noncongruence (mod n). The task of solving the problem is central to many important applications, the most obvious being cryptography. In this article, we describe a DNA-based algorithm for solving quadratic congruence and factoring integers. In additional to this novel contribution, we also show the utility of our encoding scheme, and of the algorithm's submodules. We demonstrate how a variety of arithmetic, shifted and comparative operations, namely bitwise and full addition, subtraction, left shifter and comparison perhaps are performed using strands of DNA.

Recurrence quantity analysis based on matrix eigenvalues

Science.gov (United States)

Yang, Pengbo; Shang, Pengjian

2018-06-01

Recurrence plots is a powerful tool for visualization and analysis of dynamical systems. Recurrence quantification analysis (RQA), based on point density and diagonal and vertical line structures in the recurrence plots, is considered to be alternative measures to quantify the complexity of dynamical systems. In this paper, we present a new measure based on recurrence matrix to quantify the dynamical properties of a given system. Matrix eigenvalues can reflect the basic characteristics of the complex systems, so we show the properties of the system by exploring the eigenvalues of the recurrence matrix. Considering that Shannon entropy has been defined as a complexity measure, we propose the definition of entropy of matrix eigenvalues (EOME) as a new RQA measure. We confirm that EOME can be used as a metric to quantify the behavior changes of the system. As a given dynamical system changes from a non-chaotic to a chaotic regime, the EOME will increase as well. The bigger EOME values imply higher complexity and lower predictability. We also study the effect of some factors on EOME,including data length, recurrence threshold, the embedding dimension, and additional noise. Finally, we demonstrate an application in physiology. The advantage of this measure lies in a high sensitivity and simple computation.

The Guderley problem revisited

International Nuclear Information System (INIS)

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 shock 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.

Estimates of the first Dirichlet eigenvalue from exit time moment spectra

DEFF Research Database (Denmark)

Hurtado, Ana; Markvorsen, Steen; Palmer, Vicente

2013-01-01

We compute the first Dirichlet eigenvalue of a geodesic ball in a rotationally symmetric model space in terms of the moment spectrum for the Brownian motion exit times from the ball. This expression implies an estimate as exact as you want for the first Dirichlet eigenvalue of a geodesic ball...

Quadratic Boost A-Source Impedance Network

DEFF Research Database (Denmark)

Siwakoti, Yam Prasad; Blaabjerg, Frede; Chub, Andrii

2016-01-01

A novel quadratic boost A-source impedance network is proposed to realize converters that demand very high voltage gain. To satisfy the requirement, the network uses an autotransformer where the obtained gain is quadratically dependent on the duty ratio and is unmatched by any existing impedance...

On Exponential Hedging and Related Quadratic Backward Stochastic Differential Equations

International Nuclear Information System (INIS)

Sekine, Jun

2006-01-01

The dual optimization problem for the exponential hedging problem is addressed with a cone constraint. Without boundedness conditions on the terminal payoff and the drift of the Ito-type controlled process, the backward stochastic differential equation, which has a quadratic growth term in the drift, is derived as a necessary and sufficient condition for optimality via a variational method and dynamic programming. Further, solvable situations are given, in which the value and the optimizer are expressed in closed forms with the help of the Clark-Haussmann-Ocone formula

An Optimal Lower Eigenvalue System

Directory of Open Access Journals (Sweden)

Yingfan Liu

2011-01-01

Full Text Available An optimal lower eigenvalue system is studied, and main theorems including a series of necessary and suffcient conditions concerning existence and a Lipschitz continuity result concerning stability are obtained. As applications, solvability results to some von-Neumann-type input-output inequalities, growth, and optimal growth factors, as well as Leontief-type balanced and optimal balanced growth paths, are also gotten.

On two-spectra inverse problems

OpenAIRE

Guliyev, Namig J.

2018-01-01

We consider a two-spectra inverse problem for the one-dimensional Schr\\"{o}dinger equation with boundary conditions containing rational Herglotz--Nevanlinna functions of the eigenvalue parameter and provide a complete solution of this problem.

Distortional Modes of Thin-Walled Beams

DEFF Research Database (Denmark)

Jönsson, Jeppe; Andreassen, Michael Joachim

2009-01-01

The classic thin-walled beam theory for open and closed cross-sections can be generalized by including distortional displacement modes. The introduction of additional displacement modes leads to coupled differential equations, which seems to have prohibited the use of exact shape functions...... in the modelling of coupled torsion and distortion. However, if the distortional displacement modes are chosen as those which decouple the differential equations as in non proportionally damped modal dynamic analysis then it may be possible to use exact shape functions and perform analysis on a reduced problem....... In the recently developed generalized beam theory (GBT) the natural distortional displacement modes are determined on the basis of a quadratic eigenvalue problem. However, as in linear modal dynamic analysis of proportionally damped structures this problem has been solved approximately using linear eigenvalue...

The Schroedinger equation as a singular perturbation problem

International Nuclear Information System (INIS)

Jager, E.M. de; Kuepper, T.

1978-01-01

Comparisons are made of the eigenvalues and the corresponding eigenfunctions of the eigenvalue problem connected with the one dimensional Schroedinger equation in Hilbert space. The difference of the eigenvalues is estimated by applying Weyl's monotonicity principle and the minimum maximum principle. The difference of the eigenfunctions is estimated in L 2 norm and in maximum norm obtained by using simple tools from operator theory in Hilbert spaces. An application concerning perturbations of the Planck ideal linear oscillator is given. (author)

On a Volume Constrained for the First Eigenvalue of the P-Laplacian Operator

International Nuclear Information System (INIS)

Ly, Idrissa

2009-10-01

In this paper, we are interested in a shape optimization problem which consists in minimizing the functional that associates to an open set the first eigenvalue for p-Laplacian operator with homogeneous boundary condition. The minimum is taken among all open subsets with prescribed measure of a given bounded domain. We study an existence result for the associate variational problem. Our technique consists in enlarging the class of admissible functions to the whole space W 0 1,p (D), penalizing those functions whose level sets have a measure which is less than those required. In fact, we study the minimizers of a family of penalized functionals J λ , λ > 0 showing they are Hoelder continuous. And we prove that such functions minimize the initial problem provided the penalization parameter λ is large enough. (author)

Eigenvalues and expansion of bipartite graphs

DEFF Research Database (Denmark)

Høholdt, Tom; Janwa, Heeralal

2012-01-01

We prove lower bounds on the largest and second largest eigenvalue of the adjacency matrix of bipartite graphs and give necessary and sufficient conditions for equality. We give several examples of classes that are optimal with respect to the bouns. We prove that BIBD-graphs are characterized by ...

Minimization of the root of a quadratic functional under a system of affine equality constraints with application to portfolio management

Science.gov (United States)

Landsman, Zinoviy

2008-10-01

We present an explicit closed form solution of the problem of minimizing the root of a quadratic functional subject to a system of affine constraints. The result generalizes Z. Landsman, Minimization of the root of a quadratic functional under an affine equality constraint, J. Comput. Appl. Math. 2007, to appear, see sciencedirect.com/science/journal/03770427>, articles in press, where the optimization problem was solved under only one linear constraint. This is of interest for solving significant problems pertaining to financial economics as well as some classes of feasibility and optimization problems which frequently occur in tomography and other fields. The results are illustrated in the problem of optimal portfolio selection and the particular case when the expected return of finance portfolio is certain is discussed.

Eigenvalue Problems.

Science.gov (United States)

1987-06-01

11.55), we get (11.56) 1 bu(u - ZhU)dx < bull - hUi{ !s Ch2V(a), where C = C(aOa 1lbo,blV 0 (a),X). Next we consider I(S-Sh)uIL and Ij(T-Th)uaL2 It is...Math. Ann. 97, 711-736. Courant, R. [1943]: Variational methods for the solution of prob- .-lems of equilibrium and vibrations, Bull . Amer. Math. Soc...fournir des bornes superieures ou inferieures, C.R. Acad. Sci., Paris 235, 995-997. .V Prodi, G. (1962]: Theoremi di tipo locale per il sistema de Navier

Instability of the cored barotropic disc: the linear eigenvalue formulation

Science.gov (United States)

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.

A Geršgorin-type eigenvalue localization set with n parameters for stochastic matrices

Directory of Open Access Journals (Sweden)

Wang Xiaoxiao

2018-04-01

Full Text Available A set in the complex plane which involves n parameters in [0, 1] is given to localize all eigenvalues different from 1 for stochastic matrices. As an application of this set, an upper bound for the moduli of the subdominant eigenvalues of a stochastic matrix is obtained. Lastly, we fix n parameters in [0, 1] to give a new set including all eigenvalues different from 1, which is tighter than those provided by Shen et al. (Linear Algebra Appl. 447 (2014 74-87 and Li et al. (Linear and Multilinear Algebra 63(11 (2015 2159-2170 for estimating the moduli of subdominant eigenvalues.

Quadratic Hamiltonians on non-symmetric Poisson structures

International Nuclear Information System (INIS)

Arribas, M.; Blesa, F.; Elipe, A.

2007-01-01

Many dynamical systems may be represented in a set of non-canonical coordinates that generate an su(2) algebraic structure. The topology of the phase space is the one of the S 2 sphere, the Poisson structure is the one of the rigid body, and the Hamiltonian is a parametric quadratic form in these 'spherical' coordinates. However, there are other problems in which the Poisson structure losses its symmetry. In this paper we analyze this case and, we show how the loss of the spherical symmetry affects the phase flow and parametric bifurcations for the bi-parametric cases

Quadratic maximization on the unit simplex: structure, stability, genericity and application in biology

NARCIS (Netherlands)

Still, Georg J.; Ahmed, F.

The paper deals with the simple but important problem of maximizing a (nonconvex) quadratic function on the unit simplex. This program is directly related to the concept of evolutionarily stable strategies (ESS) in biology. We discuss this relation and study optimality conditions, stability and

Existence of solutions to fractional boundary-value problems with a parameter

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Ya-Ning Li

2013-06-01

Full Text Available This article concerns the existence of solutions to the fractional boundary-value problem $$displaylines{ -frac{d}{dt} ig(frac{1}{2} {}_0D_t^{-eta}+ frac{1}{2}{}_tD_{T}^{-eta}igu'(t=lambda u(t+abla F(t,u(t,quad hbox{a.e. } tin[0,T], cr u(0=0,quad u(T=0. }$$ First for the eigenvalue problem associated with it, we prove that there is a sequence of positive and increasing real eigenvalues; a characterization of the first eigenvalue is also given. Then under different assumptions on the nonlinearity F(t,u, we show the existence of weak solutions of the problem when $lambda$ lies in various intervals. Our main tools are variational methods and critical point theorems.

Accurate Valence Ionization Energies from Kohn-Sham Eigenvalues with the Help of Potential Adjustors.

Science.gov (United States)

Thierbach, Adrian; Neiss, Christian; Gallandi, Lukas; Marom, Noa; Körzdörfer, Thomas; Görling, Andreas

2017-10-10

An accurate yet computationally very efficient and formally well justified approach to calculate molecular ionization potentials is presented and tested. The first as well as higher ionization potentials are obtained as the negatives of the Kohn-Sham eigenvalues of the neutral molecule after adjusting the eigenvalues by a recently [ Görling Phys. Rev. B 2015 , 91 , 245120 ] introduced potential adjustor for exchange-correlation potentials. Technically the method is very simple. Besides a Kohn-Sham calculation of the neutral molecule, only a second Kohn-Sham calculation of the cation is required. The eigenvalue spectrum of the neutral molecule is shifted such that the negative of the eigenvalue of the highest occupied molecular orbital equals the energy difference of the total electronic energies of the cation minus the neutral molecule. For the first ionization potential this simply amounts to a ΔSCF calculation. Then, the higher ionization potentials are obtained as the negatives of the correspondingly shifted Kohn-Sham eigenvalues. Importantly, this shift of the Kohn-Sham eigenvalue spectrum is not just ad hoc. In fact, it is formally necessary for the physically correct energetic adjustment of the eigenvalue spectrum as it results from ensemble density-functional theory. An analogous approach for electron affinities is equally well obtained and justified. To illustrate the practical benefits of the approach, we calculate the valence ionization energies of test sets of small- and medium-sized molecules and photoelectron spectra of medium-sized electron acceptor molecules using a typical semilocal (PBE) and two typical global hybrid functionals (B3LYP and PBE0). The potential adjusted B3LYP and PBE0 eigenvalues yield valence ionization potentials that are in very good agreement with experimental values, reaching an accuracy that is as good as the best G 0 W 0 methods, however, at much lower computational costs. The potential adjusted PBE eigenvalues result in

Multiscale finite element methods for high-contrast problems using local spectral basis functions

KAUST Repository

Efendiev, Yalchin

2011-02-01

In this paper we study multiscale finite element methods (MsFEMs) using spectral multiscale basis functions that are designed for high-contrast problems. Multiscale basis functions are constructed using eigenvectors of a carefully selected local spectral problem. This local spectral problem strongly depends on the choice of initial partition of unity functions. The resulting space enriches the initial multiscale space using eigenvectors of local spectral problem. The eigenvectors corresponding to small, asymptotically vanishing, eigenvalues detect important features of the solutions that are not captured by initial multiscale basis functions. Multiscale basis functions are constructed such that they span these eigenfunctions that correspond to small, asymptotically vanishing, eigenvalues. We present a convergence study that shows that the convergence rate (in energy norm) is proportional to (H/Λ*)1/2, where Λ* is proportional to the minimum of the eigenvalues that the corresponding eigenvectors are not included in the coarse space. Thus, we would like to reach to a larger eigenvalue with a smaller coarse space. This is accomplished with a careful choice of initial multiscale basis functions and the setup of the eigenvalue problems. Numerical results are presented to back-up our theoretical results and to show higher accuracy of MsFEMs with spectral multiscale basis functions. We also present a hierarchical construction of the eigenvectors that provides CPU savings. © 2010.

The total Hartree-Fock energy-eigenvalue sum relationship in atoms

International Nuclear Information System (INIS)

Sen, K.D.

1979-01-01

Using the well known relationships for the isoelectronic changes in the total Hartree-Fock energy, nucleus-electron attraction energy and electron-electron repulsion energy in atoms a simple polynomial expansion in Z is obtained for the sum of the eigenvalues which can be used to calculate the total Hartree-Fock energy. Numerical results are presented for 2-10 electron series to show that the present relationship is a better approximation than the other available energy-eigenvalue relationships. (author)

Electroweak vacuum stability and finite quadratic radiative corrections

Energy Technology Data Exchange (ETDEWEB)

Masina, Isabella [Ferrara Univ. (Italy). Dipt. di Fisica e Scienze della Terra; INFN, Sezione di Ferrara (Italy); Southern Denmark Univ., Odense (Denmark). CP3-Origins; Southern Denmark Univ., Odense (Denmark). DIAS; Nardini, Germano [Deutsches Elektronen-Synchrotron (DESY), Hamburg (Germany); Quiros, Mariano [Institucio Catalana de Recerca i Estudis Avancats (ICREA), Barcelona (Spain); IFAE-IAB, Barcelona (Spain)

2015-07-15

If the Standard Model (SM) is an effective theory, as currently believed, it is valid up to some energy scale Λ to which the Higgs vacuum expectation value is sensitive throughout radiative quadratic terms. The latter ones destabilize the electroweak vacuum and generate the SM hierarchy problem. For a given perturbative Ultraviolet (UV) completion, the SM cutoff can be computed in terms of fundamental parameters. If the UV mass spectrum involves several scales the cutoff is not unique and each SM sector has its own UV cutoff Λ{sub i}. We have performed this calculation assuming the Minimal Supersymmetric Standard Model (MSSM) is the SM UV completion. As a result, from the SM point of view, the quadratic corrections to the Higgs mass are equivalent to finite threshold contributions. For the measured values of the top quark and Higgs masses, and depending on the values of the different cutoffs Λ{sub i}, these contributions can cancel even at renormalization scales as low as multi-TeV, unlike the case of a single cutoff where the cancellation only occurs at Planckian energies, a result originally obtained by Veltman. From the MSSM point of view, the requirement of stability of the electroweak minimum under radiative corrections is incorporated into the matching conditions and provides an extra constraint on the Focus Point solution to the little hierarchy problem in the MSSM. These matching conditions can be employed for precise calculations of the Higgs sector in scenarios with heavy supersymmetric fields.

Computations of zeros of special functions and eigenvalues of differential equations by matrix method

OpenAIRE

Miyazaki, Yoshinori

2000-01-01

This paper is strongly based on two powerful general theorems proved by Ikebe, et. al in 1993[15] and 1996[13], which will be referred to as Theorem A and Theorem B in this paper. They were recently published and justify the approximate computations of simple eigenvalues of infinite matrices of certain types by truncation, giving an extremely accurate error estimates. So far, they have applied to some important problems in engineering, such as computing the zeros of some special functions, an...

Linear–Quadratic Mean-Field-Type Games: A Direct Method

Directory of Open Access Journals (Sweden)

Tyrone E. Duncan

2018-02-01

Full Text Available In this work, a multi-person mean-field-type game is formulated and solved that is described by a linear jump-diffusion system of mean-field type and a quadratic cost functional involving the second moments, the square of the expected value of the state, and the control actions of all decision-makers. We propose a direct method to solve the game, team, and bargaining problems. This solution approach does not require solving the Bellman–Kolmogorov equations or backward–forward stochastic differential equations of Pontryagin’s type. The proposed method can be easily implemented by beginners and engineers who are new to the emerging field of mean-field-type game theory. The optimal strategies for decision-makers are shown to be in a state-and-mean-field feedback form. The optimal strategies are given explicitly as a sum of the well-known linear state-feedback strategy for the associated deterministic linear–quadratic game problem and a mean-field feedback term. The equilibrium cost of the decision-makers are explicitly derived using a simple direct method. Moreover, the equilibrium cost is a weighted sum of the initial variance and an integral of a weighted variance of the diffusion and the jump process. Finally, the method is used to compute global optimum strategies as well as saddle point strategies and Nash bargaining solution in state-and-mean-field feedback form.

A high-performance Riccati based solver for tree-structured quadratic programs

DEFF Research Database (Denmark)

Frison, Gianluca; Kouzoupis, Dimitris; Diehl, Moritz

2017-01-01

the online solution of such problems challenging and the development of tailored solvers crucial. In this paper, an interior point method is presented that can solve Quadratic Programs (QPs) arising in multi-stage MPC efficiently by means of a tree-structured Riccati recursion and a high-performance linear...... algebra library. A performance comparison with code-generated and general purpose sparse QP solvers shows that the computation times can be significantly reduced for all problem sizes that are practically relevant in embedded MPC applications. The presented implementation is freely available as part...

Modification of the MORSE code for Monte Carlo eigenvalue problems by coarse-mesh rebalance acceleration

International Nuclear Information System (INIS)

Nishida, Takahiko; Horikami, Kunihiko; Suzuki, Tadakazu; Nakahara, Yasuaki; Taji, Yukichi

1975-09-01

The coarse-mesh rebalancing technique is introduced into the general-purpose neutron and gamma-ray Monte Carlo transport code MORSE, to accelerate the convergence rate of the iteration process for eigenvalue calculation in a nuclear reactor system. Two subroutines are thus attached to the code. One is bookkeeping routine 'COARSE' for obtaining the quantities related with the neutron balance in each coarse mesh cell, such as the number of neutrons absorbed in the cell, from random walks of neutrons in a batch. The other is rebalance factor calculation routine 'REBAL' for obtaining the scaling factor whereby the neutron flux in the cell is multiplied to attain the neutron balance. The two subroutines and algorithm of the coarse mesh rebalancing acceleration in a Monte Carlo game are described. (auth.)

New generalized conjugate gradient methods for the non-quadratic model in unconstrained optimization

International Nuclear Information System (INIS)

Al-Bayati, A.

2001-01-01

This paper present two new conjugate gradient algorithms which use the non-quadratic model in unconstrained optimization. The first is a new generalized self-scaling variable metric algorithm based on the sloboda generalized conjugate gradient method which is invariant to a nonlinear scaling of a stricity convex quadratic function; the second is an interleaving between the generalized sloboda method and the first algorithm; all these algorithm use exact line searches. Numerical comparisons over twenty test functions show that the interleaving algorithm is best overall and requires only about half the function evaluations of the Sloboda method: interleaving algorithms are likely to be preferred when the dimensionality of the problem is increased. (author). 29 refs., 1 tab

An eigenvalue approach to quantum plasmonics based on a self-consistent hydrodynamics method.

Science.gov (United States)

Ding, Kun; Chan, C T

2018-02-28

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.

A new localization set for generalized eigenvalues

Directory of Open Access Journals (Sweden)

Jing Gao

2017-05-01

Full Text Available Abstract A new localization set for generalized eigenvalues is obtained. It is shown that the new set is tighter than that in (Numer. Linear Algebra Appl. 16:883-898, 2009. Numerical examples are given to verify the corresponding results.

Unified solution of a non-convex SCUC problem using combination of modified Branch-and-Bound method with Quadratic Programming

International Nuclear Information System (INIS)

Shafie-khah, M.; Parsa Moghaddam, M.; Sheikh-El-Eslami, M.K.

2011-01-01

Highlights: → A hybrid SCUC solution is developed to deal with large-scale, real-time and long-term problems. → New formulations are proposed for considering valve point effect and warmth-dependent start-up cost. → A new algorithm is developed for modeling the AC power flow in SCUC problems. → Using the power flow algorithm both steps in traditional SCUC is done simultaneously. → The proposed method provides better solutions than previous ones with a fast speed. - Abstract: In this paper, a new practical method is presented for solving the non-convex security constraint unit commitment (SCUC) problem in power systems. The accuracy of the proposed method is desirable while the shorter computation time makes it useful for SCUC solution of large-scale power systems, real-time market operation and long-term SCUC problems. The proposed framework allows inclusion of the valve point effects, warmth-dependent start-up costs, ramp rates, minimum up/down time constraints, multiple fuels costs, emission costs, prohibited operating zones and AC power flow limits in normal and contingency conditions. To solve the non-convex problem, combination of a modified Branch-and-Bound method with the Quadratic Programming is used as an optimization tool and a developed AC power flow algorithm is applied for considering the security and contingency concerns using the nonlinear/linear AC model. These modifications improve the convergence speed and solution precision of SCUC problem. In the proposed method, in contrast with traditional SCUC algorithms, unit commitment solution, checking and satisfying the security constraints are managed simultaneously. The obtained results are compared with other reported methods for investigating the effectiveness of the proposed method. Also, the proposed method is applied to an Iranian power system including 493 thermal units.

High-order modulation on a single discrete eigenvalue for optical communications based on nonlinear Fourier transform.

Science.gov (United States)

Gui, Tao; Lu, Chao; Lau, Alan Pak Tao; Wai, P K A

2017-08-21

In this paper, we experimentally investigate high-order modulation over a single discrete eigenvalue under the nonlinear Fourier transform (NFT) framework and exploit all degrees of freedom for encoding information. For a fixed eigenvalue, we compare different 4 bit/symbol modulation formats on the spectral amplitude and show that a 2-ring 16-APSK constellation achieves optimal performance. We then study joint spectral phase, spectral magnitude and eigenvalue modulation and found that while modulation on the real part of the eigenvalue induces pulse timing drift and leads to neighboring pulse interactions and nonlinear inter-symbol interference (ISI), it is more bandwidth efficient than modulation on the imaginary part of the eigenvalue in practical settings. We propose a spectral amplitude scaling method to mitigate such nonlinear ISI and demonstrate a record 4 GBaud 16-APSK on the spectral amplitude plus 2-bit eigenvalue modulation (total 6 bit/symbol at 24 Gb/s) transmission over 1000 km.

To the confinement problem

International Nuclear Information System (INIS)

Savvidi, G.K.

1985-01-01

Such a viewpoint is proposed for separation of the physical quantities into observable and unobservable ones, when the latters are connected with the Hermitian operator for which the eigenvalue problem is unsolvable

On the buckling of magnetothermoviscoelastic plate and an associated quadratic operator bundle

International Nuclear Information System (INIS)

El-Sayed, M.A.

1987-10-01

The paper is devoted to the application of the theory of quadratic self-adjoint operator bundles to investigate the problem of oscillations and stability of an isotropic homogeneous, thermoviscoelastic ferromagnetic plate of arbitrary shape, small constant thickness and infinite electric conductivity, placed in a transverse uniform constant magnetic field and clamped along its whole boundary. 14 refs

Stability in quadratic torsion theories

Energy Technology Data Exchange (ETDEWEB)

Vasilev, Teodor Borislavov; Cembranos, Jose A.R.; Gigante Valcarcel, Jorge; Martin-Moruno, Prado [Universidad Complutense de Madrid, Departamento de Fisica Teorica I, Madrid (Spain)

2017-11-15

We revisit the definition and some of the characteristics of quadratic theories of gravity with torsion. We start from a Lagrangian density quadratic in the curvature and torsion tensors. By assuming that General Relativity should be recovered when the torsion vanishes and investigating the behaviour of the vector and pseudo-vector torsion fields in the weak-gravity regime, we present a set of necessary conditions for the stability of these theories. Moreover, we explicitly obtain the gravitational field equations using the Palatini variational principle with the metricity condition implemented via a Lagrange multiplier. (orig.)

Stability in quadratic torsion theories

International Nuclear Information System (INIS)

Vasilev, Teodor Borislavov; Cembranos, Jose A.R.; Gigante Valcarcel, Jorge; Martin-Moruno, Prado

2017-01-01

We revisit the definition and some of the characteristics of quadratic theories of gravity with torsion. We start from a Lagrangian density quadratic in the curvature and torsion tensors. By assuming that General Relativity should be recovered when the torsion vanishes and investigating the behaviour of the vector and pseudo-vector torsion fields in the weak-gravity regime, we present a set of necessary conditions for the stability of these theories. Moreover, we explicitly obtain the gravitational field equations using the Palatini variational principle with the metricity condition implemented via a Lagrange multiplier. (orig.)

Observers for Systems with Nonlinearities Satisfying an Incremental Quadratic Inequality

Science.gov (United States)

Acikmese, Ahmet Behcet; Corless, Martin

2004-01-01

We consider the problem of state estimation for nonlinear time-varying systems whose nonlinearities satisfy an incremental quadratic inequality. These observer results unifies earlier results in the literature; and extend it to some additional classes of nonlinearities. Observers are presented which guarantee that the state estimation error exponentially converges to zero. Observer design involves solving linear matrix inequalities for the observer gain matrices. Results are illustrated by application to a simple model of an underwater.

Pseudodynamic systems approach based on a quadratic approximation of update equations for diffuse optical tomography.

Science.gov (United States)

Biswas, Samir Kumar; Kanhirodan, Rajan; Vasu, Ram Mohan; Roy, Debasish

2011-08-01

We explore a pseudodynamic form of the quadratic parameter update equation for diffuse optical tomographic reconstruction from noisy data. A few explicit and implicit strategies for obtaining the parameter updates via a semianalytical integration of the pseudodynamic equations are proposed. Despite the ill-posedness of the inverse problem associated with diffuse optical tomography, adoption of the quadratic update scheme combined with the pseudotime integration appears not only to yield higher convergence, but also a muted sensitivity to the regularization parameters, which include the pseudotime step size for integration. These observations are validated through reconstructions with both numerically generated and experimentally acquired data.

Vibration control of large linear quadratic symmetric systems. Ph.D. Thesis

Science.gov (United States)

Jeon, G. J.

1983-01-01

Some unique properties on a class of the second order lambda matrices were found and applied to determine a damping matrix of the decoupled subsystem in such a way that the damped system would have preassigned eigenvalues without disturbing the stiffness matrix. The resulting system was realized as a time invariant velocity only feedback control system with desired poles. Another approach using optimal control theory was also applied to the decoupled system in such a way that the mode spillover problem could be eliminated. The procedures were tested successfully by numerical examples.

Leak detection of complex pipelines based on the filter diagonalization method: robust technique for eigenvalue assessment

International Nuclear Information System (INIS)

Lay-Ekuakille, Aimé; Pariset, Carlo; Trotta, Amerigo

2010-01-01

The FDM (filter diagonalization method), an interesting technique used in nuclear magnetic resonance data processing for tackling FFT (fast Fourier transform) limitations, can be used by considering pipelines, especially complex configurations, as a vascular apparatus with arteries, veins, capillaries, etc. Thrombosis, which might occur in humans, can be considered as a leakage for the complex pipeline, the human vascular apparatus. The choice of eigenvalues in FDM or in spectra-based techniques is a key issue in recovering the solution of the main equation (for FDM) or frequency domain transformation (for FFT) in order to determine the accuracy in detecting leaks in pipelines. This paper deals with the possibility of improving the leak detection accuracy of the FDM technique thanks to a robust algorithm by assessing the problem of eigenvalues, making it less experimental and more analytical using Tikhonov-based regularization techniques. The paper starts from the results of previous experimental procedures carried out by the authors

Designing Camera Networks by Convex Quadratic Programming

KAUST Repository

Ghanem, Bernard

2015-05-04

​In this paper, we study the problem of automatic camera placement for computer graphics and computer vision applications. We extend the problem formulations of previous work by proposing a novel way to incorporate visibility constraints and camera-to-camera relationships. For example, the placement solution can be encouraged to have cameras that image the same important locations from different viewing directions, which can enable reconstruction and surveillance tasks to perform better. We show that the general camera placement problem can be formulated mathematically as a convex binary quadratic program (BQP) under linear constraints. Moreover, we propose an optimization strategy with a favorable trade-off between speed and solution quality. Our solution is almost as fast as a greedy treatment of the problem, but the quality is significantly higher, so much so that it is comparable to exact solutions that take orders of magnitude more computation time. Because it is computationally attractive, our method also allows users to explore the space of solutions for variations in input parameters. To evaluate its effectiveness, we show a range of 3D results on real-world floorplans (garage, hotel, mall, and airport). ​

Radiotherapy treatment planning linear-quadratic radiobiology

CERN Document Server

Chapman, J Donald

2015-01-01

Understand Quantitative Radiobiology from a Radiation Biophysics PerspectiveIn the field of radiobiology, the linear-quadratic (LQ) equation has become the standard for defining radiation-induced cell killing. Radiotherapy Treatment Planning: Linear-Quadratic Radiobiology describes tumor cell inactivation from a radiation physics perspective and offers appropriate LQ parameters for modeling tumor and normal tissue responses.Explore the Latest Cell Killing Numbers for Defining Iso-Effective Cancer TreatmentsThe book compil

Recent developments in semiclassical mechanics: eigenvalues and reaction rate constants

International Nuclear Information System (INIS)

Miller, W.H.

1976-04-01

A semiclassical treatment of eigenvalues for a multidimensional non-separable potential function and of the rate constant for a chemical reaction with an activation barrier is presented. Both phenomena are seen to be described by essentially the same semiclassical formalism, which is based on a construction of the total Hamiltonian in terms of the complete set of ''good'' action variables (or adiabatic invariants) associated with the minimum in the potential energy surface for the eigenvalue case, or the saddle point in the potential energy surface for the case of chemical reaction

Eigenvalue pinching on spinc manifolds

Science.gov (United States)

Roos, Saskia

2017-02-01

We derive various pinching results for small Dirac eigenvalues using the classification of spinc and spin manifolds admitting nontrivial Killing spinors. For this, we introduce a notion of convergence for spinc manifolds which involves a general study on convergence of Riemannian manifolds with a principal S1-bundle. We also analyze the relation between the regularity of the Riemannian metric and the regularity of the curvature of the associated principal S1-bundle on spinc manifolds with Killing spinors.

Analysis of eigenvalue correction applied to biometrics

NARCIS (Netherlands)

Hendrikse, A.J.; Veldhuis, Raymond N.J.; Spreeuwers, Lieuwe Jan; Bazen, A.M.

Eigenvalue estimation plays an important role in biometrics. However, if the number of samples is limited, estimates are significantly biased. In this article we analyse the influence of this bias on the error rates of PCA/LDA based verification systems, using both synthetic data with realistic

First-order optical systems with unimodular eigenvalues

NARCIS (Netherlands)

Bastiaans, M.J.; Alieva, T.

2006-01-01

It is shown that a lossless first-order optical system whose real symplectic ray transformation matrix can be diagonalized and has only unimodular eigenvalues, is similar to a separable fractional Fourier transformer in the sense that the ray transformation matrices of the unimodular system and the

Quadratic independence of coordinate functions of certain ...

Indian Academy of Sciences (India)

... are `quadratically independent' in the sense that they do not satisfy any nontrivial homogeneous quadratic relations among them. Using this, it is proved that there is no genuine compact quantum group which can act faithfully on C ( M ) such that the action leaves invariant the linear span of the above coordinate functions.

An Analysis and Design for Nonlinear Quadratic Systems Subject to Nested Saturation

Directory of Open Access Journals (Sweden)

Minsong Zhang

2013-01-01

Full Text Available This paper considers the stability problem for nonlinear quadratic systems with nested saturation input. The interesting treatment method proposed to nested saturation here is put into use a well-established linear differential control tool. And the new conclusions include the existing conclusion on this issue and have less conservatism than before. Simulation example illustrates the effectiveness of the established methodologies.

On Optimal Feedback Control for Stationary Linear Systems

International Nuclear Information System (INIS)

Russell, David L.

2010-01-01

We study linear-quadratic optimal control problems for finite dimensional stationary linear systems AX+BU=Z with output Y=CX+DU from the viewpoint of linear feedback solution. We interpret solutions in relation to system robustness with respect to disturbances Z and relate them to nonlinear matrix equations of Riccati type and eigenvalue-eigenvector problems for the corresponding Hamiltonian system. Examples are included along with an indication of extensions to continuous, i.e., infinite dimensional, systems, primarily of elliptic type.

Large deviations of the maximum eigenvalue in Wishart random matrices

International Nuclear Information System (INIS)

Vivo, Pierpaolo; Majumdar, Satya N; Bohigas, Oriol

2007-01-01

We analytically compute the probability of large fluctuations to the left of the mean of the largest eigenvalue in the Wishart (Laguerre) ensemble of positive definite random matrices. We show that the probability that all the eigenvalues of a (N x N) Wishart matrix W = X T X (where X is a rectangular M x N matrix with independent Gaussian entries) are smaller than the mean value (λ) = N/c decreases for large N as ∼exp[-β/2 N 2 Φ - (2√c + 1: c)], where β = 1, 2 corresponds respectively to real and complex Wishart matrices, c = N/M ≤ 1 and Φ - (x; c) is a rate (sometimes also called large deviation) function that we compute explicitly. The result for the anti-Wishart case (M < N) simply follows by exchanging M and N. We also analytically determine the average spectral density of an ensemble of Wishart matrices whose eigenvalues are constrained to be smaller than a fixed barrier. Numerical simulations are in excellent agreement with the analytical predictions

Large deviations of the maximum eigenvalue in Wishart random matrices

Energy Technology Data Exchange (ETDEWEB)

Vivo, Pierpaolo [School of Information Systems, Computing and Mathematics, Brunel University, Uxbridge, Middlesex, UB8 3PH (United Kingdom) ; Majumdar, Satya N [Laboratoire de Physique Theorique et Modeles Statistiques (UMR 8626 du CNRS), Universite Paris-Sud, Batiment 100, 91405 Orsay Cedex (France); Bohigas, Oriol [Laboratoire de Physique Theorique et Modeles Statistiques (UMR 8626 du CNRS), Universite Paris-Sud, Batiment 100, 91405 Orsay Cedex (France)

2007-04-20

We analytically compute the probability of large fluctuations to the left of the mean of the largest eigenvalue in the Wishart (Laguerre) ensemble of positive definite random matrices. We show that the probability that all the eigenvalues of a (N x N) Wishart matrix W = X{sup T}X (where X is a rectangular M x N matrix with independent Gaussian entries) are smaller than the mean value ({lambda}) = N/c decreases for large N as {approx}exp[-{beta}/2 N{sup 2}{phi}{sub -} (2{radical}c + 1: c)], where {beta} = 1, 2 corresponds respectively to real and complex Wishart matrices, c = N/M {<=} 1 and {phi}{sub -}(x; c) is a rate (sometimes also called large deviation) function that we compute explicitly. The result for the anti-Wishart case (M < N) simply follows by exchanging M and N. We also analytically determine the average spectral density of an ensemble of Wishart matrices whose eigenvalues are constrained to be smaller than a fixed barrier. Numerical simulations are in excellent agreement with the analytical predictions.

Wave propagation in elastic medium with heterogeneous quadratic nonlinearity

International Nuclear Information System (INIS)

Tang Guangxin; Jacobs, Laurence J.; Qu Jianmin

2011-01-01

This paper studies the one-dimensional wave propagation in an elastic medium with spatially non-uniform quadratic nonlinearity. Two problems are solved analytically. One is for a time-harmonic wave propagating in a half-space where the displacement is prescribed on the surface of the half-space. It is found that spatial non-uniformity of the material nonlinearity causes backscattering of the second order harmonic, which when combined with the forward propagating waves generates a standing wave in steady-state wave motion. The second problem solved is the reflection from and transmission through a layer of finite thickness embedded in an otherwise linearly elastic medium of infinite extent, where it is assumed that the layer has a spatially non-uniform quadratic nonlinearity. The results show that the transmission coefficient for the second order harmonic is proportional to the spatial average of the nonlinearity across the thickness of the layer, independent of the spatial distribution of the nonlinearity. On the other hand, the coefficient of reflection is proportional to a weighted average of the nonlinearity across the layer thickness. The weight function in this weighted average is related to the propagating phase, thus making the coefficient of reflection dependent on the spatial distribution of the nonlinearity. Finally, the paper concludes with some discussions on how to use the reflected and transmitted second harmonic waves to evaluate the variance and autocorrelation length of nonlinear parameter β when the nonlinearity distribution in the layer is a stochastic process.

Using Localised Quadratic Functions on an Irregular Grid for Pricing High-Dimensional American Options

NARCIS (Netherlands)

Berridge, S.J.; Schumacher, J.M.

2004-01-01

We propose a method for pricing high-dimensional American options on an irregular grid; the method involves using quadratic functions to approximate the local effect of the Black-Scholes operator.Once such an approximation is known, one can solve the pricing problem by time stepping in an explicit

Performance and Difficulties of Students in Formulating and Solving Quadratic Equations with One Unknown

Science.gov (United States)

Didis, Makbule Gozde; Erbas, Ayhan Kursat

2015-01-01

This study attempts to investigate the performance of tenth-grade students in solving quadratic equations with one unknown, using symbolic equation and word-problem representations. The participants were 217 tenth-grade students, from three different public high schools. Data was collected through an open-ended questionnaire comprising eight…

Higher-order relationship between eigen-value separation and static flux tilts

International Nuclear Information System (INIS)

Beckner, W.D.

1975-01-01

Spatial kinetics phenomena in nuclear reactors, such as xenon-induced spatial flux oscillations, are currently being analyzed using the higher harmonic solutions to the static reactor balance equation. An important parameter in such an analysis is a global quantity called eigenvalue separation. It is desirable to be able to experimentally measure this parameter in power reactors in order to confirm design calculations. Since spatial distortions in the flux shape depend on the eigenvalue separation of the reactor, an attempt has been made previously to use this fact as a means of measuring the parameter. It was postulated that an induced flux distortion or ''static flux tilt'' could be measured and theoretically related to eigenvalue separation. Unfortunately, the behavior of experimental data did not exactly agree with theoretical predictions, and values of the parameter found using the original static flux tilt technique were consistently low. The theory has been re-evaluated here and the previously observed discrepancy eliminated. Techniques have been also developed to allow for more accurate interpretation of experimental data. In order to make the method applicable to real systems, the theory has been extended to two spatial dimensions; extension to three dimensions follows directly. Possible trouble areas have been investigated, and experimental procedures for use of the technique to measure the eigenvalue separation in power reactors are presented

Sibling curves of quadratic polynomials | Wiggins | Quaestiones ...

African Journals Online (AJOL)

Sibling curves were demonstrated in [1, 2] as a novel way to visualize the zeroes of real valued functions. In [3] it was shown that a polynomial of degree n has n sibling curves. This paper focuses on the algebraic and geometric properites of the sibling curves of real and complex quadratic polynomials. Key words: Quadratic ...

Exact results for the many-body problem in one dimension with repulsive delta-function interaction

International Nuclear Information System (INIS)

Yang, C.N.

1983-01-01

The repulsive δ interaction problem in one dimension for N particles is reduced, through the use of Bethe's hypothesis, to an eigenvalue problem of matrices of the same sizes as the irreducible representations R of the permutation group S/sub N/. For some R's this eigenvalue problem itself is solved by a second use of Bethe's hypothesis, in a generalized form. In particular, the ground-state problem of spin-1/2 fermions is reduced to a generalized Fredholm equation

Complex eigenvalue analysis of railway wheel/rail squeal

African Journals Online (AJOL)

DR OKE

Squeal noise from wheel/rail and brake disc/pad frictional contact is typical in railways. ... squeal noise by multibody simulation of a rail car running on rigid rails. ... system, traditional complex eigenvalue analysis by finite element was used.

A teaching proposal for the study of Eigenvectors and Eigenvalues

Directory of Open Access Journals (Sweden)

María José Beltrán Meneu

2017-03-01

Full Text Available In this work, we present a teaching proposal which emphasizes on visualization and physical applications in the study of eigenvectors and eigenvalues. These concepts are introduced using the notion of the moment of inertia of a rigid body and the GeoGebra software. The proposal was motivated after observing students’ difficulties when treating eigenvectors and eigenvalues from a geometric point of view. It was designed following a particular sequence of activities with the schema: exploration, introduction of concepts, structuring of knowledge and application, and considering the three worlds of mathematical thinking provided by Tall: embodied, symbolic and formal.

An Algebraic Construction of the First Integrals of the Stationary KdV Hierarchy

Science.gov (United States)

Matsushima, Masatomo; Ohmiya, Mayumi

2009-09-01

The stationary KdV hierarchy is constructed using a kind of recursion operator called Λ-operator. The notion of the maximal solution of the n-th stationary KdV equation is introduced. Using this maximal solution, a specific differential polynomial with the auxiliary spectral parameter called the spectral M-function is constructed as the quadratic form of the fundamental system of the eigenvalue problem for the 2-nd order linear ordinary differential equation which is related to the linearizing operator of the hierarchy. By calculating a perfect square condition of the quadratic form by an elementary algebraic method, the complete set of first integrals of this hierarchy is constructed.

Challenging problems in algebra

CERN Document Server

Posamentier, Alfred S

1996-01-01

Over 300 unusual problems, ranging from easy to difficult, involving equations and inequalities, Diophantine equations, number theory, quadratic equations, logarithms, more. Detailed solutions, as well as brief answers, for all problems are provided.

Solitons in quadratic nonlinear photonic crystals

DEFF Research Database (Denmark)

Corney, Joel Frederick; Bang, Ole

2001-01-01

We study solitons in one-dimensional quadratic nonlinear photonic crystals with modulation of both the linear and nonlinear susceptibilities. We derive averaged equations that include induced cubic nonlinearities, which can be defocusing, and we numerically find previously unknown soliton families....... Because of these induced cubic terms, solitons still exist even when the effective quadratic nonlinearity vanishes and conventional theory predicts that there can be no soliton. We demonstrate that both bright and dark forms of these solitons can propagate stably....

Right-Hand Side Dependent Bounds for GMRES Applied to Ill-Posed Problems

KAUST Repository

Pestana, Jennifer

2014-01-01

© IFIP International Federation for Information Processing 2014. In this paper we apply simple GMRES bounds to the nearly singular systems that arise in ill-posed problems. Our bounds depend on the eigenvalues of the coefficient matrix, the right-hand side vector and the nonnormality of the system. The bounds show that GMRES residuals initially decrease, as residual components associated with large eigenvalues are reduced, after which semi-convergence can be expected because of the effects of small eigenvalues.

Quadratic tracer dynamical models tobacco growth

International Nuclear Information System (INIS)

Qiang Jiyi; Hua Cuncai; Wang Shaohua

2011-01-01

In order to study the non-uniformly transferring process of some tracer dosages, we assume that the absorption of some tracer by tobacco is a quadratic function of the tracer quantity of the tracer in the case of fast absorption, whereas the exclusion of the tracer from tobacco is a linear function of the tracer quantity in the case of slow exclusion, after the tracer is introduced into tobacco once at zero time. A single-compartment quadratic dynamical model of Logistic type is established for the leaves of tobacco. Then, a two-compartment quadratic dynamical model is established for leaves and calms of the tobacco. Qualitative analysis of the models shows that the tracer applied to the leaves of the tobacco is excluded finally; however, the tracer stays at the tobacco for finite time. Two methods are also given for computing the parameters in the models. Finally, the results of the models are verified by the 32 P experiment for the absorption of tobacco. (authors)

Eigenvalue translation method for mode calculations

International Nuclear Information System (INIS)

Gerck, E.; Cruz, C.H.B.

1978-11-01

A new method is described for the first few modes calculations in a interferometer that has several advantages over the ALLMAT subroutine, the Prony Method and the Fox and Li Method. In the illustrative results shown for the same cases it can be seen that the eigenvalue translation method is typically 100 fold times faster than the usual Fox and Li Method and 10 times faster than ALLMAT [pt

Semi-Supervised Half-Quadratic Nonnegative Matrix Factorization for Face Recognition

KAUST Repository

Alghamdi, Masheal M.

2014-05-01

Face recognition is a challenging problem in computer vision. Difficulties such as slight differences between similar faces of different people, changes in facial expressions, light and illumination condition, and pose variations add extra complications to the face recognition research. Many algorithms are devoted to solving the face recognition problem, among which the family of nonnegative matrix factorization (NMF) algorithms has been widely used as a compact data representation method. Different versions of NMF have been proposed. Wang et al. proposed the graph-based semi-supervised nonnegative learning (S2N2L) algorithm that uses labeled data in constructing intrinsic and penalty graph to enforce separability of labeled data, which leads to a greater discriminating power. Moreover the geometrical structure of labeled and unlabeled data is preserved through using the smoothness assumption by creating a similarity graph that conserves the neighboring information for all labeled and unlabeled data. However, S2N2L is sensitive to light changes, illumination, and partial occlusion. In this thesis, we propose a Semi-Supervised Half-Quadratic NMF (SSHQNMF) algorithm that combines the benefits of S2N2L and the robust NMF by the half- quadratic minimization (HQNMF) algorithm.Our algorithm improves upon the S2N2L algorithm by replacing the Frobenius norm with a robust M-Estimator loss function. A multiplicative update solution for our SSHQNMF algorithmis driven using the half- 4 quadratic (HQ) theory. Extensive experiments on ORL, Yale-A and a subset of the PIE data sets for nine M-estimator loss functions for both SSHQNMF and HQNMF algorithms are investigated, and compared with several state-of-the-art supervised and unsupervised algorithms, along with the original S2N2L algorithm in the context of classification, clustering, and robustness against partial occlusion. The proposed algorithm outperformed the other algorithms. Furthermore, SSHQNMF with Maximum Correntropy

Symmetry-adapted basis sets automatic generation for problems in chemistry and physics

CERN Document Server

Avery, John Scales; Avery, James Emil

2012-01-01

In theoretical physics, theoretical chemistry and engineering, one often wishes to solve partial differential equations subject to a set of boundary conditions. This gives rise to eigenvalue problems of which some solutions may be very difficult to find. For example, the problem of finding eigenfunctions and eigenvalues for the Hamiltonian of a many-particle system is usually so difficult that it requires approximate methods, the most common of which is expansion of the eigenfunctions in terms of basis functions that obey the boundary conditions of the problem. The computational effort needed

An analytic solution of projectile motion with the quadratic resistance law using the homotopy analysis method

International Nuclear Information System (INIS)

Yabushita, Kazuki; Yamashita, Mariko; Tsuboi, Kazuhiro

2007-01-01

We consider the problem of two-dimensional projectile motion in which the resistance acting on an object moving in air is proportional to the square of the velocity of the object (quadratic resistance law). It is well known that the quadratic resistance law is valid in the range of the Reynolds number: 1 x 10 3 ∼ 2 x 10 5 (for instance, a sphere) for practical situations, such as throwing a ball. It has been considered that the equations of motion of this case are unsolvable for a general projectile angle, although some solutions have been obtained for a small projectile angle using perturbation techniques. To obtain a general analytic solution, we apply Liao's homotopy analysis method to this problem. The homotopy analysis method, which is different from a perturbation technique, can be applied to a problem which does not include small parameters. We apply the homotopy analysis method for not only governing differential equations, but also an algebraic equation of a velocity vector to extend the radius of convergence. Ultimately, we obtain the analytic solution to this problem and investigate the validation of the solution

HERESY, 2-D Few-Group Static Eigenvalues Calculation for Thermal Reactor

International Nuclear Information System (INIS)

Finch, D.R.

1965-01-01

1 - Description of problem or function: HERESY3 solves the two- dimensional, few-group, static reactor eigenvalue problem using the heterogeneous (source-sink or Feinburg-Galanin) formalism. The solution yields the reactor k-effective and absorption reaction rates for each rod normalized to the most absorptive rod in the thermal level. Epithermal fissions are allowed at each resonance level, and lattice-averaged values of thermal utilization, resonance escape probability, thermal and resonance eta values, and the fast fission factor are calculated. Kernels in the calculation are based on age-diffusion theory. Both finite reactor lattices and infinitely repeating reactor super-cells may be calculated. Rod parameters may be calculated by several internal options, and a direct interface is provided to a HAMMER system (NESC Abstract 277) lattice library tape to obtain cell parameters. Criticality searches are provided on thermal utilization, thermal eta, and axial leakage buckling. 2 - Method of solution: Direct power iteration on matrix form of the heterogeneous critical equation is used. 3 - Restrictions on the complexity of the problem: Maxima of - 50 flux/geometry symmetry positions; 20 physically different assemblies; 9 resonance levels; 5000 rod coordinate positions

OPERATOR-RELATED FORMULATION OF THE EIGENVALUE PROBLEM FOR THE BOUNDARY PROBLEM OF ANALYSIS OF A THREE-DIMENSIONAL STRUCTURE WITH PIECEWISE-CONSTANT PHYSICAL AND GEOMETRICAL PARAMETERS ALONGSIDE THE BASIC DIRECTION WITHIN THE FRAMEWORK OF THE DISCRETE-CON

Directory of Open Access Journals (Sweden)

Akimov Pavel Alekseevich

2012-10-01

Full Text Available The proposed paper covers the operator-related formulation of the eigenvalue problem of analysis of a three-dimensional structure that has piecewise-constant physical and geometrical parameters alongside the so-called basic direction within the framework of a discrete-continual approach (a discrete-continual finite element method, a discrete-continual variation method. Generally, discrete-continual formulations represent contemporary mathematical models that become available for computer implementation. They make it possible for a researcher to consider the boundary effects whenever particular components of the solution represent rapidly varying functions. Another feature of discrete-continual methods is the absence of any limitations imposed on lengths of structures. The three-dimensional problem of elasticity is used as the design model of a structure. In accordance with the so-called method of extended domain, the domain in question is embordered by an extended one of an arbitrary shape. At the stage of numerical implementation, relative key features of discrete-continual methods include convenient mathematical formulas, effective computational patterns and algorithms, simple data processing, etc. The authors present their formulation of the problem in question for an isotropic medium with allowance for supports restrained by elastic elements while standard boundary conditions are also taken into consideration.

Graphical Solution of the Monic Quadratic Equation with Complex Coefficients

Science.gov (United States)

Laine, A. D.

2015-01-01

There are many geometrical approaches to the solution of the quadratic equation with real coefficients. In this article it is shown that the monic quadratic equation with complex coefficients can also be solved graphically, by the intersection of two hyperbolas; one hyperbola being derived from the real part of the quadratic equation and one from…

A perturbative solution for gravitational waves in quadratic gravity

International Nuclear Information System (INIS)

Neto, Edgard C de Rey; Aguiar, Odylio D; Araujo, Jose C N de

2003-01-01

We find a gravitational wave solution to the linearized version of quadratic gravity by adding successive perturbations to Einstein's linearized field equations. We show that only the Ricci-squared quadratic invariant contributes to give a different solution to those found in Einstein's general relativity. The perturbative solution is written as a power series in the β parameter, the coefficient of the Ricci-squared term in the quadratic gravitational action. We also show that, for monochromatic waves of a given angular frequency ω, the perturbative solution can be summed out to give an exact solution to the linearized version of quadratic gravity, for 0 1/2 . This result may lead to implications for the predictions for gravitational wave backgrounds of cosmological origin

The stability of quadratic-reciprocal functional equation

Science.gov (United States)

Song, Aimin; Song, Minwei

2018-04-01

A new quadratic-reciprocal functional equation f ((k +1 )x +k y )+f ((k +1 )x -k y )=2/f (x )f (y )[(k+1 ) 2f (y )+k2f (x )] [(k+1)2f (y )-k2f (x )] 2 is introduced. The Hyers-Ulam stability for the quadratic-reciprocal functional equations is proved in Banach spaces using the direct method and the fixed point method, respectively.

An asymptotic expression for the eigenvalues of the normalization kernel of the resonating group method

International Nuclear Information System (INIS)

Lomnitz-Adler, J.; Brink, D.M.

1976-01-01

A generating function for the eigenvalues of the RGM Normalization Kernel is expressed in terms of the diagonal matrix elements of thw GCM Overlap Kernel. An asymptotic expression for the eigenvalues is obtained by using the Method of Steepest Descent. (Auth.)

The eigenvalues of the SN transport matrix

International Nuclear Information System (INIS)

Ourique, L.E.; Vilhena, M.T. de

2005-01-01

In a recent paper, we analyze the dependence of the eigenvalues of the S N matrix transport, associated with the system of linear differential equations that corresponds to the S N approximations of the transport equation [1]. By considering a control parameter, we have shown that there exist some bifurcation points. This means that the solutions of S N approximations change from oscillatory to non-oscillatory behavior, a different approach of the study by [2]. Nowadays, the one-dimensional transport equation and related problems have been a source of new techniques for solving particular cases as well the development of analytical methods that search aspects of existence and uniqueness of the solutions [3], [4]. In this work, we generalize the results shown in [1], searching for a model of the distribution of the bifurcation points of the S N matrix transport, studying the one-dimensional case in a slab, with anisotropic differential cross section of order 3. The result indicates that the bifurcation points obey a certain rule of distribution. Beside that, the condition number of the matrix transport increases too much in the neighborhood of these points, as we have seen in [1]. (author)

Quadratic Stabilization of LPV System by an LTI Controller Based on ILMI Algorithm

Directory of Open Access Journals (Sweden)

Wei Xie

2007-01-01

Full Text Available A linear time-invariant (LTI output feedback controller is designed for a linear parameter-varying (LPV control system to achieve quadratic stability. The LPV system includes immeasurable dependent parameters that are assumed to vary in a polytopic space. To solve this control problem, a heuristic algorithm is proposed in the form of an iterative linear matrix inequality (ILMI formulation. Furthermore, an effective method of setting an initial value of the ILMI algorithm is also proposed to increase the probability of getting an admissible solution for the controller design problem.

Physical properties corresponding to vortical flow geometry

Energy Technology Data Exchange (ETDEWEB)

Nakayama, K, E-mail: nakayama@aitech.ac.jp [Department of Mechanical Engineering, Aichi Institute of Technology, Toyota, Aichi 470-0392 (Japan)

2014-10-01

We examine a vortical flow geometry specified by the velocity gradient tensor ∇v, and derive properties representing the symmetry (axisymmetry or skewness) of the vortical flow in the swirl plane and a property specifying inflowing (outflowing) motion in all directions around the point. We focus on the radial and azimuthal velocities in a plane nonparallel to the eigenvector corresponding to the real eigenvalue of ∇v and show that these components are expressed as specific quadratic forms. The real and imaginary parts of the complex eigenvalues of ∇v represent averages of these eigenvalues of the quadratic forms, and are inadequate to specify the detailed flow geometry uniquely. The new properties complement specifying the precise flow geometry of the vortical flow.

Effective Perron-Frobenius eigenvalue for a correlated random map

Science.gov (United States)