Order reduction approaches for the algebraic Riccati equation and the LQR problem

We explore order reduction techniques for solving the algebraic Riccati equation (ARE), and investigating the numerical solution of the linear-quadratic regulator problem (LQR). A classical approach is to build a surrogate low dimensional model of the dynamical system, for instance by means of balanced truncation, and then solve the corresponding ARE. Alternatively, iterative methods can be used to directly solve the ARE and use its approximate solution to estimate quantities associated with the LQR. We propose a class of Petrov-Galerkin strategies that simultaneously reduce the dynamical system while approximately solving the ARE by projection. This methodology significantly generalizes a recently developed Galerkin method by using a pair of projection spaces, as it is often done in model order reduction of dynamical systems. Numerical experiments illustrate the advantages of the new class of methods over classical approaches when dealing with large matrices

Collapsibility to a subcomplex of a given dimension is NP-complete

In this paper we extend the works of Tancer and of Malgouyres and Franc\'es, showing that $(d,k)$-collapsibility is NP-complete for $d\geq k+2$ except $(2,0)$. By $(d,k)$-collapsibility we mean the following problem: determine whether a given $d$-dimensional simplicial complex can be collapsed to some $k$-dimensional subcomplex. The question of establishing the complexity status of $(d,k)$-collapsibility was asked by Tancer, who proved NP-completeness of $(d,0)$ and $(d,1)$-collapsibility (for $d\geq 3$). Our extended result, together with the known polynomial-time algorithms for $(2,0)$ and $d=k+1$, answers the question completely

Changepoint Detection over Graphs with the Spectral Scan Statistic

We consider the change-point detection problem of deciding, based on noisy measurements, whether an unknown signal over a given graph is constant or is instead piecewise constant over two connected induced subgraphs of relatively low cut size. We analyze the corresponding generalized likelihood ratio (GLR) statistics and relate it to the problem of finding a sparsest cut in a graph. We develop a tractable relaxation of the GLR statistic based on the combinatorial Laplacian of the graph, which we call the spectral scan statistic, and analyze its properties. We show how its performance as a testing procedure depends directly on the spectrum of the graph, and use this result to explicitly derive its asymptotic properties on few significant graph topologies. Finally, we demonstrate both theoretically and by simulations that the spectral scan statistic can outperform naive testing procedures based on edge thresholding and $\chi^2$ testing

The hybrid grid implemented DSMC method used in 2D triangular micro cavity flows

This paper was presented at the 3rd Micro and Nano Flows Conference (MNF2011), which was held at the Makedonia Palace Hotel, Thessaloniki in Greece. The conference was organised by Brunel University and supported by the Italian Union of Thermofluiddynamics, Aristotle University of Thessaloniki, University of Thessaly, IPEM, the Process Intensification Network, the Institution of Mechanical Engineers, the Heat Transfer Society, HEXAG - the Heat Exchange Action Group, and the Energy Institute.In this study a new hybrid grid is implemented in a 2D DSMC solver to be used in 2D triangular micro cavity flows. Currently DSMC is the prominent method to analyze micro scale gas flows which are rarefied. Because of the computational cost, DSMC solvers are generally used in rarefied gas conditions in which continuum based solvers are useless. If the efficiency of DSMC solvers is improved, the application range of these solvers can be increased further where the continuum based solvers dominate. Indexing the particles according to their cells is one of the main steps in the DSMC method. Either the particles are traced cell-by-cell along their trajectories or coordinate transformation techniques are used in this step. The first option requires complex trigonometric operations and search algorithms which are computationally expensive. But it can be used in both structured and unstructured grids. Although the second option is computationally more efficient, it demands specially tailored structured grids which are more geometry dependent compared to the unstructured grids. Here it is shown that a novel hybrid grid structure can be used successfully in 2D DSMC solver to analyze triangular shaped lid-driven micro cavity flows. Hybrid grids used in this study are much less dependent of the geometry like unstructured grids. Additionally, hybrid grids like structured grids facilitate coordinate transformation techniques in order to increase the efficiency of the particle indexing step in the DSMC method