Computing hypergeometric functions rigorously

We present an efficient implementation of hypergeometric functions in arbitrary-precision interval arithmetic. The functions ${}_0F_1$, ${}_1F_1$, ${}_2F_1$ and ${}_2F_0$ (or the Kummer $U$-function) are supported for unrestricted complex parameters and argument, and by extension, we cover exponential and trigonometric integrals, error functions, Fresnel integrals, incomplete gamma and beta functions, Bessel functions, Airy functions, Legendre functions, Jacobi polynomials, complete elliptic integrals, and other special functions. The output can be used directly for interval computations or to generate provably correct floating-point approximations in any format. Performance is competitive with earlier arbitrary-precision software, and sometimes orders of magnitude faster. We also partially cover the generalized hypergeometric function ${}_pF_q$ and computation of high-order parameter derivatives.Comment: v2: corrected example in section 3.1; corrected timing data for case E-G in section 8.5 (table 6, figure 2); adjusted paper siz

O(1) Computation of Legendre polynomials and Gauss-Legendre nodes and weights for parallel computing

A self-contained set of algorithms is proposed for the fast evaluation of Legendre polynomials of arbitrary degree and argument is an element of [-1, 1]. More specifically the time required to evaluate any Legendre polynomial, regardless of argument and degree, is bounded by a constant; i.e., the complexity is O(1). The proposed algorithm also immediately yields an O(1) algorithm for computing an arbitrary Gauss-Legendre quadrature node. Such a capability is crucial for efficiently performing certain parallel computations with high order Legendre polynomials, such as computing an integral in parallel by means of Gauss-Legendre quadrature and the parallel evaluation of Legendre series. In order to achieve the O(1) complexity, novel efficient asymptotic expansions are derived and used alongside known results. A C++ implementation is available from the authors that includes the evaluation routines of the Legendre polynomials and Gauss-Legendre quadrature rules

Numerical Performance of the Holomorphic Embedding Method

abstract: Recently, a novel non-iterative power flow (PF) method known as the Holomorphic Embedding Method (HEM) was applied to the power-flow problem. Its superiority over other traditional iterative methods such as Gauss-Seidel (GS), Newton-Raphson (NR), Fast Decoupled Load Flow (FDLF) and their variants is that it is theoretically guaranteed to find the operable solution, if one exists, and will unequivocally signal if no solution exists. However, while theoretical convergence is guaranteed by Stahl’s theorem, numerical convergence is not. Numerically, the HEM may require extended precision to converge, especially for heavily-loaded and ill-conditioned power system models. In light of the advantages and disadvantages of the HEM, this report focuses on three topics: 1. Exploring the effect of double and extended precision on the performance of HEM, 2. Investigating the performance of different embedding formulations of HEM, and 3. Estimating the saddle-node bifurcation point (SNBP) from HEM-based Thévenin-like networks using pseudo-measurements. The HEM algorithm consists of three distinct procedures that might accumulate roundoff error and cause precision loss during the calculations: the matrix equation solution calculation, the power series inversion calculation and the Padé approximant calculation. Numerical experiments have been performed to investigate which aspect of the HEM algorithm causes the most precision loss and needs extended precision. It is shown that extended precision must be used for the entire algorithm to improve numerical performance. A comparison of two common embedding formulations, a scalable formulation and a non-scalable formulation, is conducted and it is shown that these two formulations could have extremely different numerical properties on some power systems. The application of HEM to the SNBP estimation using local-measurements is explored. The maximum power transfer theorem (MPTT) obtained for nonlinear Thévenin-like networks is validated with high precision. Different numerical methods based on MPTT are investigated. Numerical results show that the MPTT method works reasonably well for weak buses in the system. The roots method, as an alternative, is also studied. It is shown to be less effective than the MPTT method but the roots of the Padé approximant can be used as a research tool for determining the effects of noisy measurements on the accuracy of SNBP prediction.Dissertation/ThesisMasters Thesis Electrical Engineering 201

Affine arithmetic-based methodology for energy hub operation-scheduling in the presence of data uncertainty

In this study, the role of self-validated computing for solving the energy hub-scheduling problem in the presence of multiple and heterogeneous sources of data uncertainties is explored and a new solution paradigm based on affine arithmetic is conceptualised. The benefits deriving from the application of this methodology are analysed in details, and several numerical results are presented and discussed

Quasi 1D modelling of a Scramjet engine cycle using Heiser-Pratt approach

Scramjet engines are key for sustained hypersonic flights. Analytic models play a critical role in the preliminary design of a scramjet engine configuration. The objective of this research is to develop and validate a quasi-1D model for the scramjet engine encompassing inlet, isolator and combustor, to evaluate the impact of flight conditions and design parameters on the engine functionality. The model is developed assuming isentropic flow in the inlet with a single turn; modified Fanno-flow equations in the isolator that account for the area change of the core flow; and the combustor is modeled using Heiser-Pratt equations accounting for the fuel mixing efficiency. The isolator and combustor models are validated against experimental results. The model accounts for twelve parameters allowing for a decent range of possible configurations. Finally, the model was applied to five sets of parametric studies to evaluate the effect of multiple parameters on the engine functionality

Decay properties of spectral projectors with applications to electronic structure

Motivated by applications in quantum chemistry and solid state physics, we apply general results from approximation theory and matrix analysis to the study of the decay properties of spectral projectors associated with large and sparse Hermitian matrices. Our theory leads to a rigorous proof of the exponential off-diagonal decay ("nearsightedness") for the density matrix of gapped systems at zero electronic temperature in both orthogonal and non-orthogonal representations, thus providing a firm theoretical basis for the possibility of linear scaling methods in electronic structure calculations for non-metallic systems. We further discuss the case of density matrices for metallic systems at positive electronic temperature. A few other possible applications are also discussed.Comment: 63 pages, 13 figure