The matricial relaxation of a linear matrix inequality

Given linear matrix inequalities (LMIs) L_1 and L_2, it is natural to ask: (Q1) when does one dominate the other, that is, does L_1(X) PsD imply L_2(X) PsD? (Q2) when do they have the same solution set? Such questions can be NP-hard. This paper describes a natural relaxation of an LMI, based on substituting matrices for the variables x_j. With this relaxation, the domination questions (Q1) and (Q2) have elegant answers, indeed reduce to constructible semidefinite programs. Assume there is an X such that L_1(X) and L_2(X) are both PD, and suppose the positivity domain of L_1 is bounded. For our "matrix variable" relaxation a positive answer to (Q1) is equivalent to the existence of matrices V_j such that L_2(x)=V_1^* L_1(x) V_1 + ... + V_k^* L_1(x) V_k. As for (Q2) we show that, up to redundancy, L_1 and L_2 are unitarily equivalent. Such algebraic certificates are typically called Positivstellensaetze and the above are examples of such for linear polynomials. The paper goes on to derive a cleaner and more powerful Putinar-type Positivstellensatz for polynomials positive on a bounded set of the form {X | L(X) PsD}. An observation at the core of the paper is that the relaxed LMI domination problem is equivalent to a classical problem. Namely, the problem of determining if a linear map from a subspace of matrices to a matrix algebra is "completely positive".Comment: v1: 34 pages, v2: 41 pages; supplementary material is available in the source file, or see http://srag.fmf.uni-lj.si

Computational Method for Phase Space Transport with Applications to Lobe Dynamics and Rate of Escape

Lobe dynamics and escape from a potential well are general frameworks introduced to study phase space transport in chaotic dynamical systems. While the former approach studies how regions of phase space are transported by reducing the flow to a two-dimensional map, the latter approach studies the phase space structures that lead to critical events by crossing periodic orbit around saddles. Both of these frameworks require computation with curves represented by millions of points-computing intersection points between these curves and area bounded by the segments of these curves-for quantifying the transport and escape rate. We present a theory for computing these intersection points and the area bounded between the segments of these curves based on a classification of the intersection points using equivalence class. We also present an alternate theory for curves with nontransverse intersections and a method to increase the density of points on the curves for locating the intersection points accurately.The numerical implementation of the theory presented herein is available as an open source software called Lober. We used this package to demonstrate the application of the theory to lobe dynamics that arises in fluid mechanics, and rate of escape from a potential well that arises in ship dynamics.Comment: 33 pages, 17 figure

Vortex merger near a topographic slope in a homogeneous rotating fluid

This work is a contribution to the PHYSINDIEN research program. It was supported by CNRS-RFBR contract PRC 1069/16-55-150001.The effect of a bottom slope on the merger of two identical Rankine vortices is investigated in a two dimensional, quasi-geostrophic, incompressible fluid. When two cyclones initially lie parallel to the slope, and more than two vortex diameters away from the slope, the critical merger distance is unchanged. When the cyclones are closer to the slope, they can merge at larger distances, but they lose more mass into filaments, thus weakening the efficiency of merger. Several effects account for this: the topographic Rossby wave advects the cyclones, reduces their mutual distance and deforms them. This along shelf wave breaks into filaments and into secondary vortices which shear out the initial cyclones. The global motion of fluid towards the shallow domain and the erosion of the two cyclones are confirmed by the evolution of particles seeded both in the cyclone sand near the topographic slope. The addition of tracer to the flow indicates that diffusion is ballistic at early times. For two anticyclones, merger is also facilitated because one vortex is ejected offshore towards the other, via coupling with a topographic cyclone. Again two anticyclones can merge at large distance but they are eroded in the process. Finally, for taller topographies, the critical merger distance is again increased and the topographic influence can scatter or completely erode one of the two initial cyclones. Conclusions are drawn on possible improvements of the model configuration for an application to the ocean.PostprintPeer reviewe