60 research outputs found
Approximated structured pseudospectra
Pseudospectra and structured pseudospectra are important tools for the analysis of matrices. Their computation, however, can be very demanding for all but small-matrices. A new approach to compute approximations of pseudospectra and structured pseudospectra, based on determining the spectra of many suitably chosen rank-one or projected rank-one perturbations of the given matrix is proposed. The choice of rank-one or projected rank-one perturbations is inspired by Wilkinson's analysis of eigenvalue sensitivity. Numerical examples illustrate that the proposed approach gives much better insight into the pseudospectra and structured pseudospectra than random or structured random rank-one perturbations with lower computational burden. The latter approach is presently commonly used for the determination of structured pseudospectra
Pseudospectral Roaming Contour Integral Methods for Convection-Diffusion Equations
We generalize ideas in the recent literature and develop new ones in order to propose a general class of contour integral methods for linear convectionâdiffusion PDEs and in particular for those arising in finance. These methods aim to provide a numerical approximation of the solution by computing its inverse Laplace transform. The choice of the integration contour is determined by the computation of a few suitably weighted pseudo-spectral level sets of the leading operator of the equation. Parabolic and hyperbolic profiles proposed in the literature are investigated and compared to the elliptic contour originally proposed by Guglielmi, LĂłpez-FernĂĄndez and Nino 2020, see Guglielmi et al. (Math Comput 89:1161â1191, 2020). In summary, the article
(i)
provides a comparison among three different integration profiles;
(ii)
proposes a new fast pseudospectral roaming method;
(iii)
optimizes the selection of time windows on which one may arbitrarily approximate the solution by no extra computational cost with respect to the case of a fixed time instant;
(iv)
focuses extensively on computational aspects and it is the reference of the MATLAB code [20], where all algorithms described here are implemented.Open Access funding provided thanks to the CRUE-CSIC agreement with Springer Nature. Funding for open access charge: Universidad de MĂĄlaga / CBUA. NG acknowledges that his research was supported by funds from the Italian MUR (Ministero dellâUniversitĂ e della Ricerca) within the PRIN 2017 Project âDiscontinuous dynamical systems: theory, numerics and applicationsâ and by the INdAM Research group GNCS (Gruppo Nazionale di Calcolo Scientifico). MLF acknowledges partial support by INdAM-GNCS and the Spanish Grant MTM2016-75465-
Damage classification and estimation in experimental structures using time series analysis and pattern recognition
Peer reviewedPreprin
Structure-Preserving Model Reduction of Physical Network Systems
This paper considers physical network systems where the energy storage is naturally associated to the nodes of the graph, while the edges of the graph correspond to static couplings. The first sections deal with the linear case, covering examples such as mass-damper and hydraulic systems, which have a structure that is similar to symmetric consensus dynamics. The last section is concerned with a specific class of nonlinear physical network systems; namely detailed-balanced chemical reaction networks governed by mass action kinetics. In both cases, linear and nonlinear, the structure of the dynamics is similar, and is based on a weighted Laplacian matrix, together with an energy function capturing the energy storage at the nodes. We discuss two methods for structure-preserving model reduction. The first one is clustering; aggregating the nodes of the underlying graph to obtain a reduced graph. The second approach is based on neglecting the energy storage at some of the nodes, and subsequently eliminating those nodes (called Kron reduction).</p
Low-rank methods for parameter-dependent eigenvalue problems and matrix equations
The focus of this thesis is on developing efficient algorithms for two important problems arising in model reduction, estimation of the smallest eigenvalue for a parameter-dependent Hermitian matrix and solving large-scale linear matrix equations, by extracting and exploiting underlying low-rank properties. Availability of reliable and efficient algorithms for estimating the smallest eigenvalue of a parameter-dependent Hermitian matrix for many parameter values is important in a variety of applications. Most notably, it plays a crucial role in \textit{a posteriori} estimation of reduced basis methods for parametrized partial differential equations. We propose a novel subspace approach, which builds upon the current state-of-the-art approach, the Successive Constraint Method (SCM), and improves it by additionally incorporating the sampled smallest eigenvectors and implicitly exploiting their smoothness properties. Like SCM, our approach also provides rigorous lower and upper bounds for the smallest eigenvalues on the parameter domain . We present theoretical and experimental evidence to demonstrate that our approach represents a significant improvement over SCM in the sense that the bounds are often much tighter, at a negligible additional cost. We have successfully applied the approach to computation of the coercivity and the inf-sup constants, as well as computation of -pseudospectra. Solving an linear matrix equation as an linear system, typically limits the feasible values of to a few hundreds at most. We propose a new approach, which exploits the fact that the solution can often be well approximated by a low-rank matrix, and computes it by combining greedy low-rank techniques with Galerkin projection as well as preconditioned gradients. This can be implemented in a way where only linear systems of size and need to be solved. Moreover, these linear systems inherit the sparsity of the coefficient matrices, which allows to address linear matrix equations as large as . Numerical experiments demonstrate that the proposed methods perform well for generalized Lyapunov equations, as well as for the standard Lyapunov equations. Finally, we combine the ideas used for addressing matrix equations and parameter-dependent eigenvalue problems, and propose a low-rank reduced basis approach for solving parameter-dependent Lyapunov equations
Wave radiation in simple geophysical models
Wave radiation is an important process in many geophysical flows. In particular, it is by wave
radiation that flows may adjust to a state for which the dynamics is slow. Such a state is
described as âbalancedâ, meaning there is an approximate balance between the Coriolis force
and horizontal pressure gradients, and between buoyancy and vertical pressure gradients. In
this thesis, wave radiation processes relevant to these enormously complex flows are studied
through the use of some highly simplified models, and a parallel aim is to develop accurate
numerical techniques for doing so.
This thesis is divided into three main parts.
1. We consider accurate numerical boundary conditions for various equations which support
wave radiation to infinity. Particular attention is given to discretely non-reflecting
boundary conditions, which are derived directly from a discretised scheme. Such a boundary
condition is studied in the case of the 1-d Klein-Gordon equation. The limitations
concerning the practical implementation of this scheme are explored and some possible
improvements are suggested. A stability analysis is developed which yields a simple stability
criterion that is useful when tuning the boundary condition. The practical use of
higher-order boundary conditions for the 2-d shallow water equations is also explored; the
accuracy of such a method is assessed when combined with a particular interior scheme,
and an analysis based on matrix pseudospectra reveals something of the stability of such
a method.
2. Large-scale atmospheric and oceanic flows are examples of systems with a wide timescale
separation, determined by a small parameter. In addition they both undergo constant
random forcing. The five component Lorenz-Krishnamurthy system is a system with a
timescale separation controlled by a small parameter, and we employ it as a model of
the forced ocean by further adding a random forcing of the slow variables, and introduce
wave radiation to infinity by the addition of a dispersive PDE. The dynamics are reduced
by deriving balance relations, and numerical experiments are used to assess the effects of
energy radiation by fast waves.
3. We study quasimodes, which demonstrate the existence of associated Landau poles of a
system. In this thesis, we consider a simple model of wave radiation that exhibits quasimodes,
that allows us to derive some explicit analytical results, as opposed to physically
realistic geophysical fluid systems for which such results are often unavailable, necessitating
recourse to numerical techniques. The growth rates obtained for this system, which
is an extension of one considered by Lamb, are confirmed using numerical experiments
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