90 resultados para Markov chains, uniformization, inexact methods, relaxed matrix-vector


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Floquet analysis is widely used for small-order systems (say, order M < 100) to find trim results of control inputs and periodic responses, and stability results of damping levels and frequencies, Presently, however, it is practical neither for design applications nor for comprehensive analysis models that lead to large systems (M > 100); the run time on a sequential computer is simply prohibitive, Accordingly, a massively parallel Floquet analysis is developed with emphasis on large systems, and it is implemented on two SIMD or single-instruction, multiple-data computers with 4096 and 8192 processors, The focus of this development is a parallel shooting method with damped Newton iteration to generate trim results; the Floquet transition matrix (FTM) comes out as a byproduct, The eigenvalues and eigenvectors of the FTM are computed by a parallel QR method, and thereby stability results are generated, For illustration, flap and flap-lag stability of isolated rotors are treated by the parallel analysis and by a corresponding sequential analysis with the conventional shooting and QR methods; linear quasisteady airfoil aerodynamics and a finite-state three-dimensional wake model are used, Computational reliability is quantified by the condition numbers of the Jacobian matrices in Newton iteration, the condition numbers of the eigenvalues and the residual errors of the eigenpairs, and reliability figures are comparable in both the parallel and sequential analyses, Compared to the sequential analysis, the parallel analysis reduces the run time of large systems dramatically, and the reduction increases with increasing system order; this finding offers considerable promise for design and comprehensive-analysis applications.

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Using the density-matrix renormalization-group technique, we study the ground-state phase diagram and other low-energy properties of an isotropic antiferromagnetic spin-1/2 chain with both dimerization and frustration, i.e., an alternation delta of the nearest-neighbor exchanges and a next-nearest-neighbor exchange J(2). For delta = 0, the system is gapless for J(2) < J(2c) and has a gap for J(2) > J(2c) where J(2c) is about 0.241. For J(2) = J(2c) the gap above the ground state grows as delta to the power 0.667 +/- 0.001. In the J(2)-delta plane, there is a disorder line 2J(2) + delta = 1. To the left of this line, the peak in the static structure factor S(q) is at q(max) = pi (Neel phase), while to the right of the line, q(max) decreases from pi to pi/2 as J(2) is increased to large values (spiral phase). For delta = 1, the system is equivalent to two coupled chains as on a ladder and it is gapped for all values of the interchain coupling.

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The symmetrized density-matrix renormalization-group approach is applied within the extended Hubbard-Peierls model (with parameters U/t, V/t, and bond alternation delta) to study the ordering of the lowest one-photon (1(1)B(u)(-)) and two-photon (2(1)A(g)(+)) states in one-dimensional conjugated systems with chain lengths N up to N = 80 sites. Three different types of crossovers are studied, as a function of U/t, delta, and N. The ''U crossover'' emphasizes the larger ionic character of the 2A(g) state compared to the lowest triplet excitation. The ''delta crossover'' shows strong dependence on both N and U/t. the ''N crossover'' illustrates the more localized nature of the 2A(g) excitation relative to the 1B(u) excitation at intermediate correlation strengths.

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We study the distribution of residence time or equivalently that of "mean magnetization" for a family of Gaussian Markov processes indexed by a positive parameter alpha. The persistence exponent for these processes is simply given by theta=alpha but the residence time distribution is nontrivial. The shape of this distribution undergoes a qualitative change as theta increases, indicating a sharp change in the ergodic properties of the process. We develop two alternate methods to calculate exactly but recursively the moments of the distribution for arbitrary alpha. For some special values of alpha, we obtain closed form expressions of the distribution function. [S1063-651X(99)03306-1].

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A method for the explicit determination of the polar decomposition (and the related problem of finding tensor square roots) when the underlying vector space dimension n is arbitrary (but finite), is proposed. The method uses the spectral resolution, and avoids the determination of eigenvectors when the tensor is invertible. For any given dimension n, an appropriately constructed van der Monde matrix is shown to play a key role in the construction of each of the component matrices (and their inverses) in the polar decomposition.

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We address the problem of allocating a single divisible good to a number of agents. The agents have concave valuation functions parameterized by a scalar type. The agents report only the type. The goal is to find allocatively efficient, strategy proof, nearly budget balanced mechanisms within the Groves class. Near budget balance is attained by returning as much of the received payments as rebates to agents. Two performance criteria are of interest: the maximum ratio of budget surplus to efficient surplus, and the expected budget surplus, within the class of linear rebate functions. The goal is to minimize them. Assuming that the valuation functions are known, we show that both problems reduce to convex optimization problems, where the convex constraint sets are characterized by a continuum of half-plane constraints parameterized by the vector of reported types. We then propose a randomized relaxation of these problems by sampling constraints. The relaxed problem is a linear programming problem (LP). We then identify the number of samples needed for ``near-feasibility'' of the relaxed constraint set. Under some conditions on the valuation function, we show that value of the approximate LP is close to the optimal value. Simulation results show significant improvements of our proposed method over the Vickrey-Clarke-Groves (VCG) mechanism without rebates. In the special case of indivisible goods, the mechanisms in this paper fall back to those proposed by Moulin, by Guo and Conitzer, and by Gujar and Narahari, without any need for randomization. Extension of the proposed mechanisms to situations when the valuation functions are not known to the central planner are also discussed. Note to Practitioners-Our results will be useful in all resource allocation problems that involve gathering of information privately held by strategic users, where the utilities are any concave function of the allocations, and where the resource planner is not interested in maximizing revenue, but in efficient sharing of the resource. Such situations arise quite often in fair sharing of internet resources, fair sharing of funds across departments within the same parent organization, auctioning of public goods, etc. We study methods to achieve near budget balance by first collecting payments according to the celebrated VCG mechanism, and then returning as much of the collected money as rebates. Our focus on linear rebate functions allows for easy implementation. The resulting convex optimization problem is solved via relaxation to a randomized linear programming problem, for which several efficient solvers exist. This relaxation is enabled by constraint sampling. Keeping practitioners in mind, we identify the number of samples that assures a desired level of ``near-feasibility'' with the desired confidence level. Our methodology will occasionally require subsidy from outside the system. We however demonstrate via simulation that, if the mechanism is repeated several times over independent instances, then past surplus can support the subsidy requirements. We also extend our results to situations where the strategic users' utility functions are not known to the allocating entity, a common situation in the context of internet users and other problems.

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The present paper develops a family of explicit algorithms for rotational dynamics and presents their comparison with several existing methods. For rotational motion the configuration space is a non-linear manifold, not a Euclidean vector space. As a consequence the rotation vector and its time derivatives correspond to different tangent spaces of rotation manifold at different time instants. This renders the usual integration algorithms for Euclidean space inapplicable for rotation. In the present algorithms this problem is circumvented by relating the equation of motion to a particular tangent space. It has been accomplished with the help of already existing relation between rotation increments which belongs to two different tangent spaces. The suggested method could in principle make any integration algorithm on Euclidean space, applicable to rotation. However, the present paper is restricted only within explicit Runge-Kutta enabled to handle rotation. The algorithms developed here are explicit and hence computationally cheaper than implicit methods. Moreover, they appear to have much higher local accuracy and hence accurate in predicting any constants of motion for reasonably longer time. The numerical results for solutions as well as constants of motion, indicate superior performance by most of our algorithms, when compared to some of the currently known algorithms, namely ALGO-C1, STW, LIEMID[EA], MCG, SUBCYC-M.

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Many downscaling techniques have been developed in the past few years for projection of station-scale hydrological variables from large-scale atmospheric variables simulated by general circulation models (GCMs) to assess the hydrological impacts of climate change. This article compares the performances of three downscaling methods, viz. conditional random field (CRF), K-nearest neighbour (KNN) and support vector machine (SVM) methods in downscaling precipitation in the Punjab region of India, belonging to the monsoon regime. The CRF model is a recently developed method for downscaling hydrological variables in a probabilistic framework, while the SVM model is a popular machine learning tool useful in terms of its ability to generalize and capture nonlinear relationships between predictors and predictand. The KNN model is an analogue-type method that queries days similar to a given feature vector from the training data and classifies future days by random sampling from a weighted set of K closest training examples. The models are applied for downscaling monsoon (June to September) daily precipitation at six locations in Punjab. Model performances with respect to reproduction of various statistics such as dry and wet spell length distributions, daily rainfall distribution, and intersite correlations are examined. It is found that the CRF and KNN models perform slightly better than the SVM model in reproducing most daily rainfall statistics. These models are then used to project future precipitation at the six locations. Output from the Canadian global climate model (CGCM3) GCM for three scenarios, viz. A1B, A2, and B1 is used for projection of future precipitation. The projections show a change in probability density functions of daily rainfall amount and changes in the wet and dry spell distributions of daily precipitation. Copyright (C) 2011 John Wiley & Sons, Ltd.

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The paper proposes a study of symmetrical and related components, based on the theory of linear vector spaces. Using the concept of equivalence, the transformation matrixes of Clarke, Kimbark, Concordia, Boyajian and Koga are shown to be column equivalent to Fortescue's symmetrical-component transformation matrix. With a constraint on power, criteria are presented for the choice of bases for voltage and current vector spaces. In particular, it is shown that, for power invariance, either the same orthonormal (self-reciprocal) basis must be chosen for both voltage and current vector spaces, or the basis of one must be chosen to be reciprocal to that of the other. The original �¿, ��, 0 components of Clarke are modified to achieve power invariance. For machine analysis, it is shown that invariant transformations lead to reciprocal mutual inductances between the equivalent circuits. The relative merits of the various components are discussed.

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NMR spectroscopy has witnessed tremendous advancements in recent years with the development of new methodologies for structure determination and availability of high-field strength spectrometers equipped with cryogenic probes. Supported by these advancements, a new dimension in NMR research has emerged which aims to increase the speed with data is collected and analyzed. Several novel methodologies have been proposed in this direction. This review focuses on the principles on which these different approaches are based with an emphasis on G-matrix Fourier transform NMR spectroscopy.

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We investigate the effect of static electron-phonon coupling on real-time dynamics of spin and charge transport in pi-conjugated polyene chains. The polyene chain is modeled by the Pariser-Parr-Pople Hamiltonian with dimerized nearest-neighbor parameter t(0)(1 + delta) for short bonds and t(0)(1 - delta) for long bonds, and long-range electron-electron interactions. We follow the time evolution of the spin and charge using time-dependent density matrix renormalization group technique when a hole is injected at one end of the chain in its ground state. We find that spin and charge dynamics followed through spin and charge velocities depend both on chain length and extent of dimerization delta. Analysis of the results requires focusing on physical quantities such as average spin and charge polarizations, particularly in the large dimerization limit. In the dimerization range 0.0 <= delta <= 0.15, spin-charge dynamics is found to have a well-defined behavior, with spin-charge separation (measured as the ratio of charge velocity to spin velocity) as well as the total amount of charge and spin transported in a given time along the chain decreasing as dimerization increases. However, in the range 0.3 <= delta <= 0.5, it is observed that the dynamics of spin and charge transport becomes complicated. It is observed that, for large delta values, spin-charge separation is suppressed and the injected hole fails to travel the entire length of the chain.

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The symmetrized density matrix renormalization group method is used to study linear and nonlinear optical properties of free base porphine and metalloporphine. Long-range interacting model, namely, Pariser-Parr-Pople model is employed to capture the quantum many-body effect in these systems. The nonlinear optical coefficients are computed within the correction vector method. The computed singlet and triplet low-lying excited state energies and their charge densities are in excellent agreement with experimental as well as many other theoretical results. The rearrangement of the charge density at carbon and nitrogen sites, on excitation, is discussed. From our bond order calculation, we conclude that porphine is well described by the 18-annulenic structure in the ground state and the molecule expands upon excitation. We have modeled the regular metalloporphine by taking an effective electric field due to the metal ion and computed the excitation spectrum. Metalloporphines have D(4h) symmetry and hence have more degenerate excited states. The ground state of metalloporphines shows 20-annulenic structure, as the charge on the metal ion increases. The linear polarizability seems to increase with the charge initially and then saturates. The same trend is observed in third order polarizability coefficients. (C) 2012 American Institute of Physics. [doi: 10.1063/1.3671946]

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In this paper we investigate the effect of terminal substituents on the dynamics of spin and charge transport in donor-acceptor substituted polyenes [D-(CH)(x)-A] chains, also known as push-pull polyenes. We employ a long-range correlated model Hamiltonian for the D-(CH)(x)-A system, and time-dependent density matrix renormalization group technique for time propagating the wave packet obtained by injecting a hole at a terminal site, in the ground state of the system. Our studies reveal that the end groups do not affect spin and charge velocities in any significant way, but change the amount of charge transported. We have compared these push-pull systems with donor-acceptor substituted polymethine imine (PMI), D-(CHN)(x)-A, systems in which besides electron affinities, the nature of p(z) orbitals in conjugation also alternate from site to site. We note that spin and charge dynamics in the PMIs are very different from that observed in the case of push-pull polyenes, and within the time scale of our studies, transport of spin and charge leads to the formation of a ``quasi-static'' state.

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We study the bipartite entanglement of strongly correlated systems using exact diagonalization techniques. In particular, we examine how the entanglement changes in the presence of long-range interactions by studying the Pariser-Parr-Pople model with long-range interactions. We compare the results for this model with those obtained for the Hubbard and Heisenberg models with short-range interactions. This study helps us to understand why the density matrix renormalization group (DMRG) technique is so successful even in the presence of long-range interactions. To better understand the behavior of long-range interactions and why the DMRG works well with it, we study the entanglement spectrum of the ground state and a few excited states of finite chains. We also investigate if the symmetry properties of a state vector have any significance in relation to its entanglement. Finally, we make an interesting observation on the entanglement profiles of different states (across the energy spectrum) in comparison with the corresponding profile of the density of states. We use isotropic chains and a molecule with non-Abelian symmetry for these numerical investigations.

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Bulk metallic glass (BMG) matrix composites with crystalline dendrites as reinforcements exhibit a wide variance in their microstructures (and thus mechanical properties), which in turn can be attributed to the processing route employed, which affects the size and distribution of the dendrites. A critical investigation on the microstructure and tensile properties of Zr/Ti-based BMG composites of the same composition, but produced by different routes, was conducted so as to identify ``structure-property'' connections in these materials. This was accomplished by employing four different processing methods-arc melting, suction casting, semi-solid forging and induction melting on a water-cooled copper boat-on composites with two different dendrite volume fractions, V-d. The change in processing parameters only affects microstructural length scales such as the interdendritic spacing, lambda, and dendrite size, delta, whereas compositions of the matrix and dendrite are unaffected. Broadly, the composite's properties are insensitive to the microstructural length scales when V-d is high (similar to 75%), whereas they become process dependent for relatively lower V-d (similar to 55%). Larger delta in arc-melted and forged specimens result in higher ductility (7-9%) and lower hardening rates, whereas smaller dendrites increase the hardening rate. A bimodal distribution of dendrites offers excellent ductility at a marginal cost of yield strength. Finer lambda result in marked improvements in both ductility and yield strength, due to the confinement of shear band nucleation sites in smaller volumes of the glassy phase. Forging in the semi-solid state imparts such a microstructure. (c) 2012 Acta Materialia Inc. Published by Elsevier Ltd. All rights reserved.