Krylov subspace methods and their generalizations for solving singular linear operator equations with applications to continuous time Markov chains

Viele Resultate über MR- und OR-Verfahren zur Lösung linearer Gleichungssysteme bleiben (in leicht modifizierter Form) gültig, wenn der betrachtete Operator nicht invertierbar ist. Neben dem für reguläre Probleme charakteristischen Abbruchverhalten, kann bei einem singulären Gleichungssystem auch ein so genannter singulärer Zusammenbruch auftreten. Für beide Fälle werden verschiedene Charakterisierungen angegeben. Die Unterrauminverse, eine spezielle verallgemeinerte Inverse, beschreibt die Näherungen eines MR-Unterraumkorrektur-Verfahrens. Für Krylov-Unterräume spielt die Drazin-Inverse eine Schlüsselrolle. Bei Krylov-Unterraum-Verfahren kann a-priori entschieden werden, ob ein regulärer oder ein singulärer Abbruch auftritt. Wir können zeigen, dass ein Krylov-Verfahren genau dann für beliebige Startwerte eine Lösung des linearen Gleichungssystems liefert, wenn der Index der Matrix nicht größer als eins und das Gleichungssystem konsistent ist. Die Berechnung stationärer Zustandsverteilungen zeitstetiger Markov-Ketten mit endlichem Zustandsraum stellt eine praktische Aufgabe dar, welche die Lösung eines singulären linearen Gleichungssystems erfordert. Die Eigenschaften der Übergangs-Halbgruppe folgen aus einfachen Annahmen auf rein analytischem und matrixalgebrischen Wege. Insbesondere ist die erzeugende Matrix eine singuläre M-Matrix mit Index 1. Ist die Markov-Kette irreduzibel, so ist die stationäre Zustandsverteilung eindeutig bestimmt

THE OPTIMAL PROJECTION EQUATIONS FOR FINITE-DIMENSIONAL FIXED-ORDER DYNAMIC COMPENSATION OF INFINITE-DIMENSIONAL SYSTEMS

Peer Reviewedhttp://deepblue.lib.umich.edu/bitstream/2027.42/57874/1/OptimalProjInfDiml1986.pd

Laurent expansion of the inverse of perturbed, singular matrices

In this paper we describe a numerical algorithm to compute the Laurent expansion of the inverse of singularly perturbed matrices. The algorithm is based on the resolvent formalism used in complex analysis to study the spectrum of matrices. The input of the algorithm are the matrix coefficients of the power series expansion of the perturbed matrix. The matrix coefficients of the Laurent expansion of the inverse are computed using recursive analytical formulae. We show that the computational complexity of the proposed algorithm grows algebraically with the size of the matrix, but exponentially with the order of the singularity. We apply this algorithm to several matrices that arise in applications. We make special emphasis to interpolation problems with radial basis functions.This work has been supported by Spanish MICINN Grants FIS2013-41802-R and CSD2010-00011

Recurrent neural networks for solving matrix algebra problems

The aim of this dissertation is the application of recurrent neural networks (RNNs) to solving some problems from a matrix algebra with particular reference to the computations of the generalized inverses as well as solving the matrix equations of constant (timeinvariant) matrices. We examine the ability to exploit the correlation between the dynamic state equations of recurrent neural networks for computing generalized inverses and integral representations of these generalized inverses. Recurrent neural networks are composed of independent parts (sub-networks). These sub-networks can work simultaneously, so parallel and distributed processing can be accomplished. In this way, the computational advantages over the existing sequential algorithms can be attained in real-time applications. We investigate and exploit an analogy between the scaled hyperpower family (SHPI family) of iterative methods for computing the matrix inverse and the discretization of Zhang Neural Network (ZNN) models. A class of ZNN models corresponding to the family of hyperpower iterative methods for computing the generalized inverses on the basis of the discovered analogy is defined. The Matlab Simulink implementation of the introduced ZNN models is described in the case of scaled hyperpower methods of the order 2 and 3. We present the Matlab Simulink model of a hybrid recursive neural implicit dynamics and give a simulation and comparison to the existing Zhang dynamics for real-time matrix inversion. Simulation results confirm a superior convergence of the hybrid model compared to Zhang model

High Performance Computing for Stability Problems - Applications to Hydrodynamic Stability and Neutron Transport Criticality

In this work we examine two kinds of applications in terms of stability and perform numerical evaluations and benchmarks on parallel platforms. We consider the applicability of pseudospectra in the field of hydrodynamic stability to obtain more information than a traditional linear stability analysis can provide. Furthermore, we treat the neutron transport criticality problem and highlight the Davidson method as an attractive alternative to the so far widely used power method in that context

Essays on the economics of networks

Networks (collections of nodes or vertices and graphs capturing their linkages) are a common object of study across a range of fields includ- ing economics, statistics and computer science. Network analysis is often based around capturing the overall structure of the network by some reduced set of parameters. Canonically, this has focused on the notion of centrality. There are many measures of centrality, mostly based around statistical analysis of the linkages between nodes on the network. However, another common approach has been through the use of eigenfunction analysis of the centrality matrix. My the- sis focuses on eigencentrality as a property, paying particular focus to equilibrium behaviour when the network structure is fixed. This occurs when nodes are either passive, such as for web-searches or queueing models or when they represent active optimizing agents in network games. The major contribution of my thesis is in the applica- tion of relatively recent innovations in matrix derivatives to centrality measurements and equilibria within games that are function of those measurements. I present a series of new results on the stability of eigencentrality measures and provide some examples of applications to a number of real world examples

Boundary layer instabilities due to surface irregularities: a harmonic Navier-Stokes approach

Maintaining laminar flow and delaying transition to turbulence on aircraft wings reduces friction drag and hence fuel consumption for an improved ecological footprint. Nonetheless, widespread models of disturbance growth in boundary layers discard important transition stages and are inadequate to incorporate the effect of surface irregularities causing rapid variations in the underlying steady flow. This thesis applies global or Harmonic Navier-Stokes (HNS) methods to quantify the growth of instabilities in shear flows with two inhomogeneous spatial directions. Such methods deliver greater fidelity than the standard Parabolised Stability Equations (PSE). This work presents an efficient parallel computational framework to solve linear and non-linear HNS problems. We use BiGlobal analysis to investigate the existence of temporally unstable modes on a flat plate with smooth indentations featuring laminar separation bubbles (LSBs). Then, for the first time, it is applied to a swept-wing boundary layer featuring Backward- and Forward-Facing Steps (BFSs and FFSs). Localised unstable modes are identified for step heights exceeding the local boundary-layer displacement thickness of the clean geometry. BFSs are found to be more destabilising than equivalent FFSs, especially in the presence of the LSB formed behind the infinite-swept BFS. Next, we introduce the non-linear HNS method as an improvement over the non-linear PSE, able to model receptivity and non-linear mode interaction at a fraction of the cost of Direct Numerical Simulation. The method can model flow destabilisation scenarios on swept wings exhibiting surface features and holds the potential for accurate transition prediction. Its performance is assessed in the case of a Tollmien-Schlichting wave interacting with a cylindrical roughness located on a nearly flat aerofoil section. Finally, we consider crossflow disturbances generated by placing Discrete Roughness Elements (DRE) at the leading edge of a swept wing and follow their non-linear development up to a strongly saturated state. Non-linear receptivity effects are found to arise with increasing DRE heights.Open Acces

Unsteady and three-dimensional fluid dynamic instabilities

2014 - 2015XIV n.s

Non-linear fluid dynamics in oscillatory cylindrical cavities

Even though the transition to turbulence has been studied for over a century, its complete comprehension still remains unclear even for the simplest flows and continues to be a daunting challenge for the scientific community. Among these, there is the transition from the von K\'arm\'an vortex street to turbulent wakes. The complexity of this problem poses a series of difficulties that leaves little room for manoeuvre, so other ways to tackle this question have to be sought. A reasonable option is the analysis of the instability phenomena that other flows with the same symmetry group undergo. Despite being really different, an example of such flow is the one generated in a cylindrical cavity subjected to an oscillatory shear. The purpose of the present thesis has been to provide a deeper understanding of the mechanisms that are responsible for the transition in oscillatory cylindrical cavities. Besides the potential implications of studying such systems for the transitions in wake flows, the system under consideration might be useful for any investigation involving a periodic forcing. Accurate spectral computations of the incompressible Navier-Stokes equations have been combined with equivariant bifurcation and normal form theories in an attempt to achieve our goal from different, yet complementary, perspectives. The utilisation of these techniques has produced positive results in the field under consideration. The linear stability analysis has resulted in three types of different bifurcations expected by normal form theory and previous results. The evolution in time of these bifurcating modes yield the non-linear saturated states, which can be synchronous with the forcing or acquire an additional frequency (quasiperiodic). Furthermore, the exploration of regions where two synchronous modes become unstable at the same time, has provided a wide variety of novel states that are not necessarily synchronous. The description of these phenomena via bifurcation theory and dynamical systems techniques is in accordance with the numerical simulations, despite not having an absolute quantitative agreement between them. The research focused on the study of viscoelastic fluids in periodically driven cylindrical cavities is a natural extension of the main topic of this thesis. Although this part has to be considered in a preliminary stage, there are some evidences suggesting that the system is always linearly stable and the only possibility to break the basic state is via a subcritical finite-amplitude bifurcation. The transition recalls in a great deal the instabilities in Newtonian plane Couette and pipe Poiseuille, thus resulting in a much more difficult instability scenario that the one that was initially expected.Encara que la transició a la turbulència s'ha estat estudiant durant més d'un segle, la comprensió completa d'aquesta, encara roman poc clara ,fins i tot en els fluxos més senzills, i contínua sent un repte d'enormes proporcions per a la comunitat científica. La complexitat d'aquest problema planteja una sèrie de dificultats que deixen poc marge de maniobra i, per tant, s'han de cercar altres mètodes per atacar aquesta qüestió. Una opció molt raonable és l'anàlisi dels fenòmens d'inestabilitats en altres sistemes amb el mateix grup de simetries. Malgrat ser molt diferents, un exemple d'aquest tipus de flux seria el que es genera en una cavitat cilíndrica sotmesa a un esforç de cisalla oscil·latori. L'objectiu de la present tesi ha estat proporcionar un coneixement més profund dels mecanismes responsables en la transició en cavitats cilíndriques. Deixant de banda les possibles implicacions d'estudiar aquests sistemes pel que fa a les transicions dels fluxos en les esteles, el sistema que s'està considerant pot resultar útil en qualsevol investigació que involucri un forçament periòdic. En un intent d'arribar a bon port des de diferents punts de vista, càlculs espectrals precisos de les equacions de Navier-Stokes s'han combinat amb la teoria de formes normals. La utilització f'aquestes tècniques ha produït resultats positius en aquest camp. L'anàlisi d'estabilitat lineal ha revelat tres tipus diferents de bifurcacions, les quals s'esperaven a causa de la teoria de formes normals i resultats anteriors. L'evolució temporal d'aquests modes que bifurquen han proporcionar estats saturats no-lineals, els quals poden ser síncrons amb el forçament o poden adquirir una freqüència addicional (quasiperiòdic). A més a més, l'exploració de les regions on dos modes síncrons esdevenen inestables a la vegada, ha proporcionat una gran varietat de nous estats que no han de ser necessàriament síncrons. La descripció d'aquest fenomen per mitjà de la teoria de bifurcacions i les tècniques de sistemes dinàmics, es troben en acord amb les simulacions numèriques, malgrat que no hi ha una concordància absoluta entre ells. La recerca focalitzada en l'estudi de fluids viscoelàstics en cavitats cilíndriques forçades perioòdicament, és una extensió natural de la temàtica principal d'aquesta tesi. Tot i que aquesta part ha de ser considerada com un estudi preliminar, hi ha algunes evidències que suggereixen que el sistema és sempre linealment estable i l'única manera de desestabilitzar l'estat bàsic és per mitjà d'una bifurcació subcrítica d'amplitud finita. La transició ens recorda en gran mesura el cas de les inestabilitats en el Couette pla i el Poiseuille cilíndric de fluids Newtonian, obtenint així un escenari per la transició molt més difícil dels que ens esperàvem.Postprint (published version