Theory and computation of covariant Lyapunov vectors

Lyapunov exponents are well-known characteristic numbers that describe growth rates of perturbations applied to a trajectory of a dynamical system in different state space directions. Covariant (or characteristic) Lyapunov vectors indicate these directions. Though the concept of these vectors has been known for a long time, they became practically computable only recently due to algorithms suggested by Ginelli et al. [Phys. Rev. Lett. 99, 2007, 130601] and by Wolfe and Samelson [Tellus 59A, 2007, 355]. In view of the great interest in covariant Lyapunov vectors and their wide range of potential applications, in this article we summarize the available information related to Lyapunov vectors and provide a detailed explanation of both the theoretical basics and numerical algorithms. We introduce the notion of adjoint covariant Lyapunov vectors. The angles between these vectors and the original covariant vectors are norm-independent and can be considered as characteristic numbers. Moreover, we present and study in detail an improved approach for computing covariant Lyapunov vectors. Also we describe, how one can test for hyperbolicity of chaotic dynamics without explicitly computing covariant vectors.Comment: 21 pages, 5 figure

Preconditioning for standard and two-sided Krylov subspace methods

This thesis is concerned with the solution of large nonsymmetric sparse linear systems. The main focus is on iterative solution methods and preconditioning. Assuming the linear system has a special structure, a minimal residual method called TSMRES, based on a generalization of a Krylov subspace, is presented and its convergence properties studied. In numerical experiments it is shown that there are cases where the convergence speed of TSMRES is faster than that of GMRES and vice versa. The numerical implementation of TSMRES is studied and a new numerically stable formulation is presented. In addition it is shown that preconditioning general linear systems for TSMRES by splittings is feasible in some cases. The direct solution of sparse linear systems of the Hessenberg type is also studied. Finally, a new approach to compute a factorized approximate inverse of a matrix suitable for preconditioning is presented

Generalized linear-in-parameter models : theory and audio signal processing applications

This thesis presents a mathematically oriented perspective to some basic concepts of digital signal processing. A general framework for the development of alternative signal and system representations is attained by defining a generalized linear-in-parameter model (GLM) configuration. The GLM provides a direct view into the origins of many familiar methods in signal processing, implying a variety of generalizations, and it serves as a natural introduction to rational orthonormal model structures. In particular, the conventional division between finite impulse response (FIR) and infinite impulse response (IIR) filtering methods is reconsidered. The latter part of the thesis consists of audio oriented case studies, including loudspeaker equalization, musical instrument body modeling, and room response modeling. The proposed collection of IIR filter design techniques is submitted to challenging modeling tasks. The most important practical contribution of this thesis is the introduction of a procedure for the optimization of rational orthonormal filter structures, called the BU-method. More generally, the BU-method and its variants, including the (complex) warped extension, the (C)WBU-method, can be consider as entirely new IIR filter design strategies.reviewe

Contribution to the study of efficient iterative methods for the numerical solution of partial differential equations

Multigrid and domain decomposition methods provide efficient algorithms for the numerical solution of partial differential equations arising in the modelling of many applications in Computational Science and Engineering. This manuscript covers certain aspects of modern iterative solution methods for the solution of large-scale problems issued from the discretization of partial differential equations. More specifically, we focus on geometric multigrid methods, non-overlapping substructuring methods and flexible Krylov subspace methods with a particular emphasis on their combination. Firstly, the combination of multigrid and Krylov subspace methods is investigated on a linear partial differential equation modelling wave propagation in heterogeneous media. Secondly, we focus on non-overlapping domain decomposition methods for a specific finite element discretization known as the hp finite element, where unrefinement/refinement is allowed both by decreasing/increasing the step size h or by decreasing/increasing the polynomial degree p of the approximation on each element. Results on condition number bounds for the domain decomposition preconditioned operators are given and illustrated by numerical results on academic problems in two and three dimensions. Thirdly, we review recent advances related to a class of Krylov subspace methods allowing variable preconditioning. We examine in detail flexible Krylov subspace methods including augmentation and/or spectral deflation, where deflation aims at capturing approximate invariant subspace information. We also present flexible Krylov subspace methods for the solution of linear systems with multiple right-hand sides given simultaneously. The efficiency of the numerical methods is demonstrated on challenging applications in seismics requiring the solution of huge linear systems of equations with multiple right-hand sides on parallel distributed memory computers. Finally, we expose current and future prospectives towards the design of efficient algorithms on extreme scale machines for the solution of problems coming from the discretization of partial differential equations