Automatic linearity detection

Given a function, or more generally an operator, the question "Is it linear?" seems simple to answer. In many applications of scientific computing it might be worth determining the answer to this question in an automated way; some functionality, such as operator exponentiation, is only defined for linear operators, and in other problems, time saving is available if it is known that the problem being solved is linear. Linearity detection is closely connected to sparsity detection of Hessians, so for large-scale applications, memory savings can be made if linearity information is known. However, implementing such an automated detection is not as straightforward as one might expect. This paper describes how automatic linearity detection can be implemented in combination with automatic differentiation, both for standard scientific computing software, and within the Chebfun software system. The key ingredients for the method are the observation that linear operators have constant derivatives, and the propagation of two logical vectors, $\ell$ and $c$, as computations are carried out. The values of $\ell$ and $c$ are determined by whether output variables have constant derivatives and constant values with respect to each input variable. The propagation of their values through an evaluation trace of an operator yields the desired information about the linearity of that operator

Automatic Frechet differentiation for the numerical solution of boundary-value problems

A new solver for nonlinear boundary-value problems (BVPs) in Matlab is presented, based on the Chebfun software system for representing functions and operators automatically as numerical objects. The solver implements Newton's method in function space, where instead of the usual Jacobian matrices, the derivatives involved are Frechet derivatives. A major novelty of this approach is the application of automatic differentiation (AD) techniques to compute the operator-valued Frechet derivatives in the continuous context. Other novelties include the use of anonymous functions and numbering of each variable to enable a recursive, delayed evaluation of derivatives with forward mode AD. The AD techniques are applied within a new Chebfun class called chebop which allows users to set up and solve nonlinear BVPs in a few lines of code, using the "nonlinear backslash" operator (\). This framework enables one to study the behaviour of Newton's method in function space

The chebop system for automatic solution of differential equations

In MATLAB, it would be good to be able to solve a linear differential equation by typing u = L\f, where f, u, and L are representations of the right-hand side, the solution, and the differential operator with boundary conditions. Similarly it would be good to be able to exponentiate an operator with expm(L) or determine eigenvalues and eigenfunctions with eigs(L). A system is described in which such calculations are indeed possible, based on the previously developed chebfun system in object-oriented MATLAB. The algorithms involved amount to spectral collocation methods on Chebyshev grids of automatically determined resolution

Approximations in Canonical Electrostatic MEMS Models

Abstract. The mathematical modeling and analysis of electrostatically actuated micro-and nanoelectromechanical systems (MEMS and NEMS) has typically relied upon simplified electrostatic field approximations to facilitate the analysis. Usually, the small aspect ratio of typical MEMS and NEMS devices is used to simplify Laplace's equation. Terms small in this aspect ratio are ignored. Unfortunately, such an approximation is not uniformly valid in the spatial variables. Here, this approximation is revisited and a uniformly valid asymptotic theory for a general "drum shaped" electrostatically actuated device is presented. The structure of the solution set for the standard non-uniformly valid theory is reviewed and new numerical results for several domain shapes presented. The effect of retaining typically ignored terms on the solution set of the standard theory is explored

Fitting ODE models of tear film breakup

Several elements are developed to quantitatively determine the contribution of different physical and chemical effects to tear breakup (TBU) in normal subjects. Fluorescence (FL) imaging is employed to visualize the tear film and to determine tear film (TF) thinning and potential TBU. An automated system using a convolutional neural network was trained and deployed to identify multiple TBU instances in each trial. Once identified, extracted FL intensity data was fit by mathematical models that included tangential flow along the eye, evaporation, osmosis and FL intensity of emission from the tear film. Optimizing the fit of the models to the FL intensity data determined the mechanism(s) driving each instance of TBU and produced an estimate of the osmolarity within TBU. Initial estimates for FL concentration and initial TF thickness agree well with prior results. Fits were produced for $N=467$ instances of potential TBU from 15 normal subjects. The results showed a distribution of causes of TBU in these normal subjects, as reflected by estimated flow and evaporation rates, which appear to agree well with previously published data. Final osmolarity depended strongly on the TBU mechanism, generally increasing with evaporation rate but complicated by the dependence on flow. The method has the potential to classify TBU instances based on the mechanism and dynamics and to estimate the final osmolarity at the TBU locus. The results suggest that it might be possible to classify individual subjects and provide a baseline for comparison and potential classification of dry eye disease subjects