Krylov subspace methods for approximating functions of symmetric positive definite matrices with applications to applied statistics and anomalous diffusion

Matrix function approximation is a current focus of worldwide interest and finds application in a variety of areas of applied mathematics and statistics. In this thesis we focus on the approximation of A^(-α/2)b, where A ∈ ℝ^(n×n) is a large, sparse symmetric positive definite matrix and b ∈ ℝ^n is a vector. In particular, we will focus on matrix function techniques for sampling from Gaussian Markov random fields in applied statistics and the solution of fractional-in-space partial differential equations. Gaussian Markov random fields (GMRFs) are multivariate normal random variables characterised by a sparse precision (inverse covariance) matrix. GMRFs are popular models in computational spatial statistics as the sparse structure can be exploited, typically through the use of the sparse Cholesky decomposition, to construct fast sampling methods. It is well known, however, that for sufficiently large problems, iterative methods for solving linear systems outperform direct methods. Fractional-in-space partial differential equations arise in models of processes undergoing anomalous diffusion. Unfortunately, as the fractional Laplacian is a non-local operator, numerical methods based on the direct discretisation of these equations typically requires the solution of dense linear systems, which is impractical for fine discretisations. In this thesis, novel applications of Krylov subspace approximations to matrix functions for both of these problems are investigated. Matrix functions arise when sampling from a GMRF by noting that the Cholesky decomposition A = LL^T is, essentially, a `square root' of the precision matrix A. Therefore, we can replace the usual sampling method, which forms x = L^(-T)z, with x = A^(-1/2)z, where z is a vector of independent and identically distributed standard normal random variables. Similarly, the matrix transfer technique can be used to build solutions to the fractional Poisson equation of the form ϕn = A^(-α/2)b, where A is the finite difference approximation to the Laplacian. Hence both applications require the approximation of f(A)b, where f(t) = t^(-α/2) and A is sparse. In this thesis we will compare the Lanczos approximation, the shift-and-invert Lanczos approximation, the extended Krylov subspace method, rational approximations and the restarted Lanczos approximation for approximating matrix functions of this form. A number of new and novel results are presented in this thesis. Firstly, we prove the convergence of the matrix transfer technique for the solution of the fractional Poisson equation and we give conditions by which the finite difference discretisation can be replaced by other methods for discretising the Laplacian. We then investigate a number of methods for approximating matrix functions of the form A^(-α/2)b and investigate stopping criteria for these methods. In particular, we derive a new method for restarting the Lanczos approximation to f(A)b. We then apply these techniques to the problem of sampling from a GMRF and construct a full suite of methods for sampling conditioned on linear constraints and approximating the likelihood. Finally, we consider the problem of sampling from a generalised Matern random field, which combines our techniques for solving fractional-in-space partial differential equations with our method for sampling from GMRFs.

Design of Mono-symmetric LiteSteel Beam Floor Joists with Web Openings

The new cold-formed LiteSteel beam (LSB) sections have found increasing popularity in residential, industrial and commercial buildings due to their lightweight and cost-effectiveness. They have the beneficial characteristics of including torsionally rigid rectangular flanges combined with economical fabrication processes. Currently there is significant interest in using LSB sections as flexural members in floor joist systems. When used as floor joists, the LSB sections require holes in the web to provide access for inspection and various services. But there are no design methods that provide accurate predictions of the moment capacities of LSBs with web holes. In this study, the buckling and ultimate strength behaviour of LSB flexural members with web holes was investigated in detail by using a detailed parametric study based on finite element analyses with an aim to develop appropriate design rules and recommendations for the safe design of LSB floor joists. Moment capacity curves were obtained using finite element analyses including all the significant behavioural effects affecting their ultimate member capacity. The parametric study produced the required moment capacity curves of LSB section with a range of web hole combinations and spans. A suitable design method for predicting the ultimate moment capacity of LSB with web holes was finally developed. This paper presents the details of this investigation and the results

Single-layer decoupling networks for large circulant symmetric arrays

In this paper, the authors propose a new structure for the decoupling of circulant symmetric arrays of more than four elements. In this case, network element values are again obtained through a process of repeated eigenmode decoupling, here by solving sets of nonlinear equations. However, the resulting circuit is much simpler and can be implemented on a single layer. The corresponding circuit topology for the 6-element array is displayed in figure diagrams. The procedure will be illustrated by considering different examples.

Analysis of linear relationships in block ciphers

This thesis is devoted to the study of linear relationships in symmetric block ciphers. A block cipher is designed so that the ciphertext is produced as a nonlinear function of the plaintext and secret master key. However, linear relationships within the cipher can still exist if the texts and components of the cipher are manipulated in a number of ways, as shown in this thesis. There are four main contributions of this thesis. The first contribution is the extension of the applicability of integral attacks from word-based to bitbased block ciphers. Integral attacks exploit the linear relationship between texts at intermediate stages of encryption. This relationship can be used to recover subkey bits in a key recovery attack. In principle, integral attacks can be applied to bit-based block ciphers. However, specific tools to define the attack on these ciphers are not available. This problem is addressed in this thesis by introducing a refined set of notations to describe the attack. The bit patternbased integral attack is successfully demonstrated on reduced-round variants of the block ciphers Noekeon, Present and Serpent. The second contribution is the discovery of a very small system of equations that describe the LEX-AES stream cipher. LEX-AES is based heavily on the 128-bit-key (16-byte) Advanced Encryption Standard (AES) block cipher. In one instance, the system contains 21 equations and 17 unknown bytes. This is very close to the upper limit for an exhaustive key search, which is 16 bytes. One only needs to acquire 36 bytes of keystream to generate the equations. Therefore, the security of this cipher depends on the difficulty of solving this small system of equations. The third contribution is the proposal of an alternative method to measure diffusion in the linear transformation of Substitution-Permutation-Network (SPN) block ciphers. Currently, the branch number is widely used for this purpose. It is useful for estimating the possible success of differential and linear attacks on a particular SPN cipher. However, the measure does not give information on the number of input bits that are left unchanged by the transformation when producing the output bits. The new measure introduced in this thesis is intended to complement the current branch number technique. The measure is based on fixed points and simple linear relationships between the input and output words of the linear transformation. The measure represents the average fraction of input words to a linear diffusion transformation that are not effectively changed by the transformation. This measure is applied to the block ciphers AES, ARIA, Serpent and Present. It is shown that except for Serpent, the linear transformations used in the block ciphers examined do not behave as expected for a random linear transformation. The fourth contribution is the identification of linear paths in the nonlinear round function of the SMS4 block cipher. The SMS4 block cipher is used as a standard in the Chinese Wireless LAN Wired Authentication and Privacy Infrastructure (WAPI) and hence, the round function should exhibit a high level of nonlinearity. However, the findings in this thesis on the existence of linear relationships show that this is not the case. It is shown that in some exceptional cases, the first four rounds of SMS4 are effectively linear. In these cases, the effective number of rounds for SMS4 is reduced by four, from 32 to 28. The findings raise questions about the security provided by SMS4, and might provide clues on the existence of a flaw in the design of the cipher.

Analytical and numerical solutions for the time and space-symmetric fractional diffusion equation

We consider a time and space-symmetric fractional diffusion equation (TSS-FDE) under homogeneous Dirichlet conditions and homogeneous Neumann conditions. The TSS-FDE is obtained from the standard diffusion equation by replacing the first-order time derivative by a Caputo fractional derivative, and the second order space derivative by a symmetric fractional derivative. First, a method of separating variables expresses the analytical solution of the TSS-FDE in terms of the Mittag--Leffler function. Second, we propose two numerical methods to approximate the Caputo time fractional derivative: the finite difference method; and the Laplace transform method. The symmetric space fractional derivative is approximated using the matrix transform method. Finally, numerical results demonstrate the effectiveness of the numerical methods and to confirm the theoretical claims.