135 research outputs found
Pseudospectra in non-Hermitian quantum mechanics
We propose giving the mathematical concept of the pseudospectrum a central
role in quantum mechanics with non-Hermitian operators. We relate
pseudospectral properties to quasi-Hermiticity, similarity to self-adjoint
operators, and basis properties of eigenfunctions. The abstract results are
illustrated by unexpected wild properties of operators familiar from
PT-symmetric quantum mechanics.Comment: version accepted for publication in J. Math. Phys.: criterion
excluding basis property (Proposition 6) added, unbounded time-evolution
discussed, new reference
Optimal stability polynomials for numerical integration of initial value problems
We consider the problem of finding optimally stable polynomial approximations
to the exponential for application to one-step integration of initial value
ordinary and partial differential equations. The objective is to find the
largest stable step size and corresponding method for a given problem when the
spectrum of the initial value problem is known. The problem is expressed in
terms of a general least deviation feasibility problem. Its solution is
obtained by a new fast, accurate, and robust algorithm based on convex
optimization techniques. Global convergence of the algorithm is proven in the
case that the order of approximation is one and in the case that the spectrum
encloses a starlike region. Examples demonstrate the effectiveness of the
proposed algorithm even when these conditions are not satisfied
A minimization principle for the description of time-dependent modes associated with transient instabilities
We introduce a minimization formulation for the determination of a
finite-dimensional, time-dependent, orthonormal basis that captures directions
of the phase space associated with transient instabilities. While these
instabilities have finite lifetime they can play a crucial role by either
altering the system dynamics through the activation of other instabilities, or
by creating sudden nonlinear energy transfers that lead to extreme responses.
However, their essentially transient character makes their description a
particularly challenging task. We develop a minimization framework that focuses
on the optimal approximation of the system dynamics in the neighborhood of the
system state. This minimization formulation results in differential equations
that evolve a time-dependent basis so that it optimally approximates the most
unstable directions. We demonstrate the capability of the method for two
families of problems: i) linear systems including the advection-diffusion
operator in a strongly non-normal regime as well as the Orr-Sommerfeld/Squire
operator, and ii) nonlinear problems including a low-dimensional system with
transient instabilities and the vertical jet in crossflow. We demonstrate that
the time-dependent subspace captures the strongly transient non-normal energy
growth (in the short time regime), while for longer times the modes capture the
expected asymptotic behavior
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
Modelling FX smile : from stochastic volatility to skewness
Imperial Users onl
Transients in the Synchronization of Oscillator Arrays
The purpose of this note is threefold. First we state a few conjectures that
allow us to rigorously derive a theory which is asymptotic in N (the number of
agents) that describes transients in large arrays of (identical) linear damped
harmonic oscillators in R with completely decentralized nearest neighbor
interaction. We then use the theory to establish that in a certain range of the
parameters transients grow linearly in the number of agents (and faster outside
that range). Finally, in the regime where this linear growth occurs we give the
constant of proportionality as a function of the signal velocities (see [3]) in
each of the two directions. As corollaries we show that symmetric interactions
are far from optimal and that all these results independent of (reasonable)
boundary conditions.Comment: 11 pages, 4 figure
Low-dimensional models for turbulent plane Couette flow in a minimal flow unit
We model turbulent plane Couette flow in the minimal flow unit (MFU) – a domain whose spanwise and streamwise extent is just sufficient to maintain turbulence – by expanding the velocity field as a sum of optimal modes calculated via proper orthogonal decomposition from numerical data. Ordinary differential equations are obtained by Galerkin projection of the Navier–Stokes equations onto these modes. We first consider a 6-mode (11-dimensional) model and study the effects of including losses to neglected modes. Ignoring these, the model reproduces turbulent statistics acceptably, but fails to reproduce dynamics; including them, we find a stable periodic orbit that captures the regeneration cycle dynamics and agrees well with direct numerical simulations. However, restriction to as few as six modes artificially constrains the relative magnitudes of streamwise vortices and streaks and so cannot reproduce stability of the laminar state or properly account for bifurcations to turbulence as Reynolds number increases. To address this issue, we develop a second class of models based on ‘uncoupled’ eigenfunctions that allow independence among streamwise and cross-stream velocity components. A 9-mode (31-dimensional) model produces bifurcation diagrams for steady and periodic states in qualitative agreement with numerical Navier–Stokes solutions, while preserving the regeneration cycle dynamics. Together, the models provide empirical evidence that the ‘backbone’ for MFU turbulence is a periodic orbit, and support the roll–streak–breakdown–roll reformation picture of shear-driven turbulence
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