Evolution of galaxies due to self-excitation

These lectures will cover methods for studying the evolution of galaxies since their formation. Because the properties of a galaxy depend on its history, an understanding of galaxy evolution requires that we understand the dynamical interplay between all components. The first part will emphasize n-body simulation methods which minimize sampling noise. These techniques are based on harmonic expansions and scale linearly with the number of bodies, similar to Fourier transform solutions used in cosmological simulations. Although fast, until recently they were only efficiently used for small number of geometries and background profiles. These same techniques may be used to study the modes and response of a galaxy to an arbitrary perturbation. In particular, I will describe the modal spectra of stellar systems and role of damped modes which are generic to stellar systems in interactions and appear to play a significant role in determining the common structures that we see. The general development leads indirectly to guidelines for the number of particles necessary to adequately represent the gravitational field such that the modal spectrum is resolvable. I will then apply these same excitation to understanding the importance of noise to galaxy evolution.Comment: 24 pages, 7 figures, using Sussp.sty (included). Lectures presented at the NATO Advanced Study Institute, "The Restless Universe: Applications of Gravitational N-Body Dynamics to Planetary, Stellar and Galactic Systems," Blair Atholl, July 200

Spectrum estimation using frequency shifting and decimation

Parametric spectral estimation techniques are widely used to estimate the parameters of sums of complex sinusoids corrupted by noise. In this work, we show that the numerical stability of the estimated frequencies not only depends on the size of the amplitudes associated to the real frequencies, but also to the distance among frequencies. Therefore, for closely spaced frequencies, the estimates are vulnerable to large deviate from their true values. To overcome this problem we propose a strategy to artificially increase the frequency separation by downsampling the base band equivalent of the noisy signal before applying a spectral estimation technique. This methodology significantly improves the estimation performance especially in the low signal to noise ratio regime. The performance of the technique is assessed in terms of the root mean square error and it is compared to results obtained in previous publications.Fil: Albert, Raymundo Jose. Consejo Nacional de Investigaciones Científicas y Técnicas. Oficina de Coordinación Administrativa Parque Centenario. Centro de Simulación Computacional para Aplicaciones Tecnológicas; ArgentinaFil: Galarza, Cecilia Gabriela. Consejo Nacional de Investigaciones Científicas y Técnicas. Oficina de Coordinación Administrativa Parque Centenario. Centro de Simulación Computacional para Aplicaciones Tecnológicas; Argentin

Structural dynamics division research and technology accomplishments for FY 1992 and plans for FY 1993

The purpose of this paper is to present the Structural Dynamics Division's research accomplishments for F.Y. 1992 and research plans for F.Y. 1993. The work under each Branch (technical area) is described in terms of highlights of accomplishments during the past year and highlights of plans for the current year as they relate to 5-year plans for each technical area. This information will be useful in program coordination with other government organizations and industry in areas of mutual interest

Shortest Paths and Steiner Trees in VLSI Routing

Routing is one of the major steps in very-large-scale integration (VLSI) design. Its task is to find disjoint wire connections between sets of points on a chip, subject to numerous constraints. This problem is solved in a two-stage approach, which consists of so-called global and detailed routing steps. For each set of metal components to be connected, global routing reduces the search space by computing corridors in which detailed routing sequentially determines the desired connections as shortest paths. In this thesis, we present new theoretical results on Steiner trees and shortest paths, the two main mathematical concepts in routing. In the practical part, we give computational results of BonnRoute, a VLSI routing tool developed at the Research Institute for Discrete Mathematics at the University of Bonn. Interconnect signal delays are becoming increasingly important in modern chip designs. Therefore, the length of paths or direct delay measures should be taken into account when constructing rectilinear Steiner trees. We consider the problem of finding a rectilinear Steiner minimum tree (RSMT) that --- as a secondary objective --- minimizes a signal delay related objective. Given a source we derive some structural properties of RSMTs for which the weighted sum of path lengths from the source to the other terminals is minimized. Also, we present an exact algorithm for constructing RSMTs with weighted sum of path lengths as secondary objective, and a heuristic for various secondary objectives. Computational results for industrial designs are presented. We further consider the problem of finding a shortest rectilinear Steiner tree in the plane in the presence of rectilinear obstacles. The Steiner tree is allowed to run over obstacles; however, if it intersects an obstacle, then no connected component of the induced subtree must be longer than a given fixed length. This kind of length restriction is motivated by its application in VLSI routing where a large Steiner tree requires the insertion of repeaters which must not be placed on top of obstacles. We show that there are optimal length-restricted Steiner trees with a special structure. In particular, we prove that a certain graph (called augmented Hanan grid) always contains an optimal solution. Based on this structural result, we give an approximation scheme for the special case that all obstacles are of rectangular shape or are represented by at most a constant number of edges. Turning to the shortest paths problem, we present a new generic framework for Dijkstra's algorithm for finding shortest paths in digraphs with non-negative integral edge lengths. Instead of labeling individual vertices, we label subgraphs which partition the given graph. Much better running times can be achieved if the number of involved subgraphs is small compared to the order of the original graph and the shortest path problems restricted to these subgraphs is computationally easy. As an application we consider the VLSI routing problem, where we need to find millions of shortest paths in partial grid graphs with billions of vertices. Here, the algorithm can be applied twice, once in a coarse abstraction (where the labeled subgraphs are rectangles), and once in a detailed model (where the labeled subgraphs are intervals). Using the result of the first algorithm to speed up the second one via goal-oriented techniques leads to considerably reduced running time. We illustrate this with the routing program BonnRoute on leading-edge industrial chips. Finally, we present computational results of BonnRoute obtained on real-world VLSI chips. BonnRoute fulfills all requirements of modern VLSI routing and has been used by IBM and its customers over many years to produce more than one thousand different chips. To demonstrate the strength of BonnRoute as a state-of-the-art industrial routing tool, we show that it performs excellently on all traditional quality measures such as wire length and number of vias, but also on further criteria of equal importance in the every-day work of the designer

Advanced array signal processing algorithms for multi-dimensional parameter estimation

Multi-dimensional high-resolution parameter estimation is a fundamental problem in a variety of array signal processing applications, including radar, mobile communications, multiple-input multiple-output (MIMO) channel estimation, and biomedical imaging. The objective is to estimate the frequency parameters of noise-corrupted multi-dimensional harmonics that are sampled on a multi-dimensional grid. Among the proposed parameter estimation algorithms to solve this problem, multi-dimensional (R-D) ESPRIT-type algorithms have been widely used due to their computational efficiency and their simplicity. Their performance in various scenarios has been objectively evaluated by means of an analytical performance assessment framework. Recently, a relatively new class of parameter estimators based on sparse signal reconstruction has gained popularity due to their robustness under challenging conditions such as a small sample size or strong signal correlation. A common approach towards further improving the performance of parameter estimation algorithms is to exploit prior knowledge on the structure of the signals. In this thesis, we develop enhanced versions of R-D ESPRIT-type algorithms and the relatively new class of sparsity-based parameter estimation algorithms by exploiting the multi-dimensional structure of the signals and the statistical properties of strictly non-circular (NC) signals. First, we derive analytical expressions for the gain from forward-backward averaging and tensor-based processing in R-D ESPRIT-type and R-D Tensor-ESPRIT-type algorithms for the special case of two sources. This is accomplished by simplifying the generic analytical MSE expressions from the performance analysis of R-D ESPRIT-type algorithms. The derived expressions allow us to identify the parameter settings, e.g., the number of sensors, the signal correlation, and the source separation, for which both gains are most pronounced or no gain is achieved. Second, we propose the generalized least squares (GLS) algorithm to solve the overdetermined shift invariance equation in R-D ESPRIT-type algorithms. GLS directly incorporates the statistics of the subspace estimation error into the shift invariance solution through its covariance matrix, which is found via a first-order perturbation expansion. To objectively assess the estimation accuracy, we derive performance analysis expressions for the mean square error (MSE) of GLS-based ESPRIT-type algorithms, which are asymptotic in the effective SNR, i.e., the results become exact for a high SNR or a small sample size. Based on the performance analysis, we show that the simplified MSE expressions of GLS-based 1-D ESPRIT-type algorithms for a single source and two sources can be transformed into the corresponding Cramer-Rao bound (CRB) expressions, which provide a lower limit on the estimation error. Thereby, ESPRIT-type algorithms can become asymptotically efficient, i.e., they asymptotically achieve the CRB. Numerical simulations show that this can also be the case for more than two sources. In the third contribution, we derive matrix-based and tensor-based R-D NC ESPRIT-type algorithms for multi-dimensional strictly non-circular signals, where R-D NC Tensor-ESPRIT-type algorithms exploit both the multi-dimensional structure and the strictly non-circular structure of the signals. Exploiting the NC signal structure by means of a preprocessing step leads to a virtual doubling of the original sensor array, which provides an improved estimation accuracy and doubles the number of resolvable signals. We derive an analytical performance analysis and compute simplified MSE expressions for a single source and two sources. These expressions are used to analytically compute the NC gain for these cases, which has so far only been studied via Monte-Carlo simulations. We additionally consider spatial smoothing preprocessing for R-D ESPRIT-type algorithms, which has been widely used to improve the estimation performance for highly correlated signals or a small sample size. Once more, we derive performance analysis expressions for R-D ESPRIT-type algorithms and their corresponding NC versions with spatial smoothing and derive the optimal number of subarrays for spatial smoothing that minimizes the MSE for a single source. In the next part, we focus on the relatively new concept of parameter estimation via sparse signal reconstruction (SSR), in which the sparsity of the received signal power spectrum in the spatio-temporal domain is exploited. We develop three NC SSR-based parameter estimation algorithms for strictly noncircular sources and show that the benefits of exploiting the signals’ NC structure can also be achieved via sparse reconstruction. We develop two grid-based NC SSR algorithms with a low-complexity off-grid estimation procedure, and a gridless NC SSR algorithm based on atomic norm minimization. As the final contribution of this thesis, we derive the deterministic R-D NC CRB for strictly non-circular sources, which serves as a benchmark for the presented R-D NC ESPRIT-type algorithms and the NC SSR-based parameter estimation algorithms. We show for the special cases of, e.g., full coherence, a single snapshot, or a single strictly non-circular source, that the deterministic R-D NC CRB reduces to the existing deterministic R-D CRB for arbitrary signals. Therefore, no NC gain can be achieved in these cases. For the special case of two closely-spaced NC sources, we simplify the NC CRB expression and compute the NC gain for two closely-spaced NC signals. Finally, its behavior in terms of the physical parameters is studied to determine the parameter settings that provide the largest NC gain.Die hochauflösende Parameterschätzung für mehrdimensionale Signale findet Anwendung in vielen Bereichen der Signalverarbeitung in Mehrantennensystemen. Zu den Anwendungsgebieten zählen beispielsweise Radar, die Mobilkommunikation, die Kanalschätzung in multiple-input multiple-output (MIMO)-Systemen und bildgebende Verfahren in der Biosignalverarbeitung. In letzter Zeit sind eine Vielzahl von Algorithmen zur Parameterschätzung entwickelt worden, deren Schätzgenauigkeit durch eine analytische Beschreibung der Leistungsfähigkeit objektiv bewertet werden kann. Eine verbreitete Methode zur Verbesserung der Schätzgenauigkeit von Parameterschätzverfahren ist die Ausnutzung von Vorwissen bezüglich der Signalstruktur. In dieser Arbeit werden mehrdimensionale ESPRIT-Verfahren als Beispiel für Unterraum-basierte Verfahren entwickelt und analysiert, die explizit die mehrdimensionale Signalstruktur mittels Tensor-Signalverarbeitung ausnutzt und die statistischen Eigenschaften von nicht-zirkulären Signalen einbezieht. Weiterhin werden neuartige auf Signalrekonstruktion basierende Algorithmen vorgestellt, die die nicht-zirkuläre Signalstruktur bei der Rekonstruktion ausnutzen. Die vorgestellten Verfahren ermöglichen eine deutlich verbesserte Schätzgüte und verdoppeln die Anzahl der auflösbaren Signale. Die Vielzahl der Forschungsbeiträge in dieser Arbeit setzt sich aus verschiedenen Teilen zusammen. Im ersten Teil wird die analytische Beschreibung der Leistungsfähigkeit von Matrix-basierten und Tensor-basierten ESPRIT-Algorithmen betrachtet. Die Tensor-basierten Verfahren nutzen explizit die mehrdimensionale Struktur der Daten aus. Es werden für beide Algorithmenarten vereinfachte analytische Ausdrücke für den mittleren quadratischen Schätzfehler für zwei Signalquellen hergeleitet, die lediglich von den physikalischen Parametern, wie zum Beispiel die Anzahl der Antennenelemente, das Signal-zu-Rausch-Verhältnis, oder die Anzahl der Messungen, abhängen. Ein Vergleich dieser Ausdrücke ermöglicht die Berechnung einfacher Ausdrücke für den Schätzgenauigkeitsgewinn durch den forward-backward averaging (FBA)-Vorverarbeitungsschritt und die Tensor-Signalverarbeitung, die die analytische Abhängigkeit von den physikalischen Parametern enthalten. Im zweiten Teil entwickeln wir einen neuartigen general least squares (GLS)-Ansatz zur Lösung der Verschiebungs-Invarianz-Gleichung, die die Grundlage der ESPRIT-Algorithmen darstellt. Der neue Lösungsansatz berücksichtigt die statistische Beschreibung des Fehlers bei der Unterraumschätzung durch dessen Kovarianzmatrix und ermöglicht unter bestimmten Annahmen eine optimale Lösung der Invarianz-Gleichung. Mittels einer Performanzanalyse der GLS-basierten ESPRIT-Verfahren und der Vereinfachung der analytischen Ausdrücke für den Schätzfehler für eine Signalquelle und zwei zeitlich unkorrelierte Signalquellen wird gezeigt, dass die Cramer-Rao-Schranke, eine untere Schranke für die Varianz eines Schätzers, erreicht werden kann. Im nächsten Teil werden Matrix-basierte und Tensor-basierte ESPRIT-Algorithmen für nicht-zirkuläre Signalquellen vorgestellt. Unter Ausnutzung der Signalstruktur gelingt es, die Schätzgenauigkeit zu erhöhen und die doppelte Anzahl an Quellen aufzulösen. Dabei ermöglichen die vorgeschlagenen Tensor-ESPRIT-Verfahren sogar die gleichzeitige Ausnutzung der mehrdimensionalen Signalstruktur und der nicht-zirkuläre Signalstruktur. Die Leistungsfähigkeit dieser Verfahren wird erneut durch eine analytische Beschreibung objektiv bewertet und Spezialfälle für eine und zwei Quellen betrachtet. Es zeigt sich, dass für eine Quelle keinerlei Gewinn durch die nicht-zirkuläre Struktur erzielen lässt. Für zwei nicht-zirkuläre Quellen werden vereinfachte Ausdrücke für den Gewinn sowohl im Matrixfall also auch im Tensorfall hergeleitet und die Abhängigkeit der physikalischen Parameter analysiert. Sind die Signale stark korreliert oder ist die Anzahl der Messdaten sehr gering, kann der spatial smoothing-Vorverarbeitungsschritt mit den verbesserten ESPRIT-Verfahren kombiniert werden. Anhand der Performanzanalyse wird die Anzahl der Mittellungen für das spatial smoothing-Verfahren analytisch für eine Quelle bestimmt, die den Schätzfehler minimiert. Der nächste Teil befasst sich mit einer vergleichsweise neuen Klasse von Parameterschätzverfahren, die auf der Rekonstruktion überlagerter dünnbesetzter Signale basiert. Als Vorteil gegenüber den Algorithmen, die eine Signalunterraumschätzung voraussetzen, sind die Rekonstruktionsverfahren verhältnismäßig robust im Falle einer geringen Anzahl zeitlicher Messungen oder einer starken Korrelation der Signale. In diesem Teil der vorliegenden Arbeit werden drei solcher Verfahren entwickelt, die bei der Rekonstruktion zusätzlich die nicht-zirkuläre Signalstruktur ausnutzen. Dadurch kann auch für diese Art von Verfahren eine höhere Schätzgenauigkeit erreicht werden und eine höhere Anzahl an Signalen rekonstruiert werden. Im letzten Kapitel der Arbeit wird schließlich die Cramer-Rao-Schranke für mehrdimensionale nicht-zirkuläre Signale hergeleitet. Sie stellt eine untere Schranke für den Schätzfehler aller Algorithmen dar, die speziell für die Ausnutzung dieser Signalstruktur entwickelt wurden. Im Vergleich zur bekannten Cramer-Rao-Schranke für beliebige Signale, zeigt sich, dass im Fall von zeitlich kohärenten Signalen, für einen Messvektor oder für eine Quelle, beide Schranken äquivalent sind. In diesen Fällen kann daher keine Verbesserung der Schätzgüte erzielt werden. Zusätzlich wird die Cramer-Rao-Schranke für zwei benachbarte nicht-zirkuläre Signalquellen vereinfacht und der maximal mögliche Gewinn in Abhängigkeit der physikalischen Parameter analytisch ermittelt. Dieser Ausdruck gilt als Maßstab für den erzielbaren Gewinn aller Parameterschätzverfahren für zwei nicht-zirkuläre Signalquellen

Meshless Direct Numerical Simulation of Turbulent Incompressible Flows

A meshless direct pressure-velocity coupling procedure is presented to perform Direct Numerical Simulations (DNS) and Large Eddy Simulations (LES) of turbulent incompressible flows in regular and irregular geometries. The proposed method is a combination of several efficient techniques found in different Computational Fluid Dynamic (CFD) procedures and it is a major improvement of the algorithm published in 2007 by this author. This new procedure has very low numerical diffusion and some preliminary calculations with 2D steady state flows show that viscous effects become negligible faster that ever predicted numerically. The fundamental idea of this proposal lays on several important inconsistencies found in three of the most popular techniques used in CFD, segregated procedures, streamline-vorticity formulation for 2D viscous flows and the fractional-step method, very popular in DNS/LES. The inconsistencies found become important in elliptic flows and they might lead to some wrong solutions if coarse grids are used. In all methods studied, the mathematical basement was found to be correct in most cases, but inconsistencies were found when writing the boundary conditions. In all methods analyzed, it was found that it is basically impossible to satisfy the exact set of boundary conditions and all formulations use a reduced set, valid for parabolic flows only. For example, for segregated methods, boundary condition of normal derivative for pressure zero is valid only in parabolic flows. Additionally, the complete proposal for mass balance correction is right exclusively for parabolic flows. In the streamline-vorticity formulation, the boundary conditions normally used for the streamline function, violates the no-slip condition for viscous flow. Finally, in the fractional-step method, the boundary condition for pseudo-velocity implies a zero normal derivative for pressure in the wall (correct in parabolic flows only) and, when the flows reaches steady state, the procedure does not guarantee mass balance. The proposed procedure is validated in two cases of 2D flow in steady state, backward-facing step and lid-driven cavity. Comparisons are performed with experiments and excellent agreement was obtained in the solutions that were free from numerical instabilities. A study on grid usage is done. It was found that if the discretized equations are written in terms of a local Reynolds number, a strong criterion can be developed to determine, in advance, the grid requirements for any fluid flow calculation. The 2D-DNS on parallel plates is presented to study the basic features present in the simulation of any turbulent flow. Calculations were performed on a short geometry, using a uniform and very fine grid to avoid any numerical instability. Inflow conditions were white noise and high frequency oscillations. Results suggest that, if no numerical instability is present, inflow conditions alone are not enough to sustain permanently the turbulent regime. Finally, the 2D-DNS on a backward-facing step is studied. Expansion ratios of 1.14 and 1.40 are used and calculations are performed in the transitional regime. Inflow conditions were white noise and high frequency oscillations. In general, good agreement is found on most variables when comparing with experimental data