74 research outputs found

    Roots of bivariate polynomial systems via determinantal representations

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    We give two determinantal representations for a bivariate polynomial. They may be used to compute the zeros of a system of two of these polynomials via the eigenvalues of a two-parameter eigenvalue problem. The first determinantal representation is suitable for polynomials with scalar or matrix coefficients, and consists of matrices with asymptotic order n2/4n^2/4, where nn is the degree of the polynomial. The second representation is useful for scalar polynomials and has asymptotic order n2/6n^2/6. The resulting method to compute the roots of a system of two bivariate polynomials is competitive with some existing methods for polynomials up to degree 10, as well as for polynomials with a small number of terms.Comment: 22 pages, 9 figure

    Numerical methods for rectangular multiparameter eigenvalue problems, with applications to finding optimal ARMA and LTI models

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    Standard multiparameter eigenvalue problems (MEPs) are systems of k2k\ge 2 linear kk-parameter square matrix pencils. Recently, a new form of multiparameter eigenvalue problems has emerged: a rectangular MEP (RMEP) with only one multivariate rectangular matrix pencil, where we are looking for combinations of the parameters for which the rank of the pencil is not full. Applications include finding the optimal least squares autoregressive moving average (ARMA) model and the optimal least squares realization of autonomous linear time-invariant (LTI) dynamical system. For linear and polynomial RMEPs, we give the number of solutions and show how these problems can be solved numerically by a transformation into a standard MEP. For the transformation we provide new linearizations for quadratic multivariate matrix polynomials with a specific structure of monomials and consider mixed systems of rectangular and square multivariate matrix polynomials. This numerical approach seems computationally considerably more attractive than the block Macaulay method, the only other currently available numerical method for polynomial RMEPs.Comment: 26 page

    Roots of bivariate polynomial systems via determinantal representations

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    We give two determinantal representations for a bivariate polynomial. They may be used to compute the zeros of a system of two of these polynomials via the eigenvalues of a twoparameter eigenvalue problem. The first determinantal representation is suitable for polynomials with scalar or matrix coecients and consists of matrices with asymptotic order n2=4, where n is the degree of the polynomial. The second representation is useful for scalar polynomials and has asymptotic order n2=6. The resulting method to compute the roots of a system of two bivariate polynomials is very competitive with some existing methods for polynomials up to degree 10, as well as for polynomials with a small number of terms.</p

    Taylor-newton homotopy method for computing the depth of flow rate for a channel

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    Homotopy approximation methods (HAM) can be considered as one of the new methods belong to the general classification of the computational methods which can be used to find the numerical solution of many types of the problems in science and engineering. The general problem relates to the flow and the depth of water in open channels such as rivers and canals is a nonlinear algebraic equation which is known as continuity equation. The solution of this equation is the depth of the water. This paper represents attempt to solve the equation of depth and flow using Newton homotopy based on Taylor series. Numerical example is given to show the effectiveness of the purposed method using MATLAB language

    Computing the common zeros of two bivariate functions via Bezout resultants

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    The common zeros of two bivariate functions can be computed by finding the common zeros of their polynomial interpolants expressed in a tensor Chebyshev basis. From here we develop a bivariate rootfinding algorithm based on the hidden variable resultant method and B�ezout matrices with polynomial entries. Using techniques including domain subdivision, B�ezoutian regularization and local refinement we are able to reliably and accurately compute the simple common zeros of two smooth functions with polynomial interpolants of very high degree (�\ge 1000). We analyze the resultant method and its conditioning by noting that the B�ezout matrices are matrix polynomials. Our robust algorithm is implemented in the roots command in Chebfun2, a software package written in object-oriented MATLAB for computing with bivariate functions

    Harmonic Rayleigh-Ritz for the multiparameter eigenvalue problem

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    Modeling and inversion of seismic data using multiple scattering, renormalization and homotopy methods

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    Seismic scattering theory plays an important role in seismic forward modeling and is the theoretical foundation for various seismic imaging methods. Full waveform inversion is a powerful technique for obtaining a high-resolution model of the subsurface. One objective of this thesis is to develop convergent scattering series solutions of the Lippmann-Schwinger equation in strongly scattering media using renormalization and homotopy methods. Other objectives of this thesis are to develop efficient full waveform inversion methods of time-lapse seismic data and, to investigate uncertainty quantification in full waveform inversion for anisotropic elastic media based on integral equation approaches and the iterated extended Kalman filter. The conventional Born scattering series is obtained by expanding the Lippmann-Schwinger equation in terms of an iterative solution based on perturbation theory. Such an expansion assumes weak scattering and may have the problems of convergence in strongly scattering media. This thesis presents two scattering series, referred to as convergent Born series (CBS) and homotopy analysis method (HAM) scattering series for frequency-domain seismic wave modeling. For the convergent Born series, a physical interpretation from the renormalization prospective is given. The homotopy scattering series is derived by using homotopy analysis method, which is based on a convergence control parameter hh and a convergence control operator HH that one can use to ensure convergence for strongly scattering media. The homotopy scattering scattering series solutions of the Lippmann-Schwinger equation, which is convergent in strongly scattering media. The homotopy scattering series is a kind of unified scattering series theory that includes the conventional and convergent Born series as special cases. The Fast Fourier Transform (FFT) is employed for efficient implementation of matrix-vector multiplication for the convergent Born series and the homotopy scattering series. This thesis presents homotopy methods for ray based seismic modeling in strongly anisotropic media. To overcome several limitations of small perturbations and weak anisotropy in obtaining the traveltime approximations in anisotropic media by expanding the anisotropic eikonal equation in terms of the anisotropic parameters and the elliptically anisotropic eikonal equation based on perturbation theory, this study applies the homotopy analysis method to the eikonal equation. Then this thesis presents a retrieved zero-order deformation equation that creates a map from the anisotropic eikonal equation to a linearized partial differential equation system. The new traveltime approximations are derived by using the linear and nonlinear operators in the retrieved zero-order deformation equation. Flexibility on variable anisotropy parameters is naturally incorporated into the linear differential equations, allowing a medium of arbitrarily anisotropy. This thesis investigates efficient target-oriented inversion strategies for improving full waveform inversion of time-lapse seismic data based on extending the distorted Born iterative T-matrix inverse scattering to a local inversion of a small region of interest (e. g. reservoir under production). The target-oriented approach is more efficient for inverting the monitor data. The target-oriented inversion strategy requires properly specifying the wavefield extrapolation operators in the integral equation formulation. By employing the T-matrix and the Gaussian beam based Green’s function, the wavefield extrapolation for the time-lapse inversion is performed in the baseline model from the survey surface to the target region. I demonstrate the method by presenting numerical examples illustrating the sequential and double difference strategies. To quantify the uncertainty and multiparameter trade-off in the full waveform inversion for anisotropic elastic media, this study applies the iterated extended Kalman filter to anisotropic elastic full waveform inversion based on the integral equation method. The sensitivity matrix is an explicit representation with Green’s functions based on the nonlinear inverse scattering theory. Taking the similarity of sequential strategy between the multi-scale frequency domain full waveform inversion and data assimilation with an iterated extended Kalman filter, this study applies the explicit representation of sensitivity matrix to the the framework of Bayesian inference and then estimate the uncertainties in the full waveform inversion. This thesis gives results of numerical tests with examples for anisotropic elastic media. They show that the proposed Bayesian inversion method can provide reasonable reconstruction results for the elastic coefficients of the stiffness tensor and the framework is suitable for accessing the uncertainties and analysis of parameter trade-offs

    The detection of dynamic voltage collapse and transfer margin estimation

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