Cumulant-based deconvolution and identification: several new families of linear equations

This paper presents several new families of cumulant-based linear equations with respect to the inverse filter coefficients for deconvolution (equalisation) and identification of nonminimum phase systems. Based on noncausal autoregressive (AR) modeling of the output signals and three theorems, these equations are derived for the cases of 2nd-, 3rd and 4th-order cumulants, respectively, and can be expressed as identical or similar forms. The algorithms constructed from these equations are simpler in form, but can offer more accurate results than the existing methods. Since the inverse filter coefficients are simply the solution of a set of linear equations, their uniqueness can normally be guaranteed. Simulations are presented for the cases of skewed series, unskewed continuous series and unskewed discrete series. The results of these simulations confirm the feasibility and efficiency of the algorithms.

On the Convergence of Two-Stage Iterative Processes for Solving Linear Equations

This paper considers two-stage iterative processes for solving the linear system $Af = b$. The outer iteration is defined by $Mf^{k + 1} = Nf^k + b$, where $M$ is a nonsingular matrix such that $M - N = A$. At each stage $f^{k + 1} $ is computed approximately using an inner iteration process to solve $Mv = Nf^k + b$ for $v$. At the $k$th outer iteration, $p_k $ inner iterations are performed. It is shown that this procedure converges if $p_k \geqq P$ for some $P$ provided that the inner iteration is convergent and that the outer process would converge if $f^{k + 1} $ were determined exactly at every step. Convergence is also proved under more specialized conditions, and for the procedure where $p_k = p$ for all $k$, an estimate for $p$ is obtained which optimizes the convergence rate. Examples are given for systems arising from the numerical solution of elliptic partial differential equations and numerical results are presented.

A set of linear equations to calculate the steady-state operation of an electrical distribution system

In this paper, the calculation of the steady-state operation of a radial/meshed electrical distribution system (EDS) through solving a system of linear equations (non-iterative load flow) is presented. The constant power type demand of the EDS is modeled through linear approximations in terms of real and imaginary parts of the voltage taking into account the typical operating conditions of the EDS's. To illustrate the use of the proposed set of linear equations, a linear model for the optimal power flow with distributed generator is presented. Results using some test and real systems show the excellent performance of the proposed methodology when is compared with conventional methods. © 2011 IEEE.

The use of Chebyshev matrix polynomials in the iterative solution of linear equations compared to the method of successive overrelaxtion /

"(This is being submitted in partial fulfillment of the requirements for the degree of Doctor of Philosophy in Mathematics, June 1959.)"

A Refinement of some Overrelaxation Algorithms for Solving a System of Linear Equations

In this paper we propose a refinement of some successive overrelaxation methods based on the reverse Gauss–Seidel method for solving a system of linear equations Ax = b by the decomposition A = Tm − Em − Fm, where Tm is a banded matrix of bandwidth 2m + 1. We study the convergence of the methods and give software implementation of algorithms in Mathematica package with numerical examples. ACM Computing Classification System (1998): G.1.3.

A parallel method for solving pentadiagonal systems of linear equations

A new parallel approach for solving a pentadiagonal linear system is presented. The parallel partition method for this system and the TW parallel partition method on a chain of P processors are introduced and discussed. The result of this algorithm is a reduced pentadiagonal linear system of order P \Gamma 2 compared with a system of order 2P \Gamma 2 for the parallel partition method. More importantly the new method involves only half the number of communications startups than the parallel partition method (and other standard parallel methods) and hence is a far more efficient parallel algorithm.

Non-linear modal analysis for beams subjected to axial loads: Analytical and finite-element solutions

A rigorous derivation of non-linear equations governing the dynamics of an axially loaded beam is given with a clear focus to develop robust low-dimensional models. Two important loading scenarios were considered, where a structure is subjected to a uniformly distributed axial and a thrust force. These loads are to mimic the main forces acting on an offshore riser, for which an analytical methodology has been developed and applied. In particular, non-linear normal modes (NNMs) and non-linear multi-modes (NMMs) have been constructed by using the method of multiple scales. This is to effectively analyse the transversal vibration responses by monitoring the modal responses and mode interactions. The developed analytical models have been crosschecked against the results from FEM simulation. The FEM model having 26 elements and 77 degrees-of-freedom gave similar results as the low-dimensional (one degree-of-freedom) non-linear oscillator, which was developed by constructing a so-called invariant manifold. The comparisons of the dynamical responses were made in terms of time histories, phase portraits and mode shapes. (C) 2008 Elsevier Ltd. All rights reserved.

The composite Euler method for stiff stochastic differential equations

In this paper we present the composite Euler method for the strong solution of stochastic differential equations driven by d-dimensional Wiener processes. This method is a combination of the semi-implicit Euler method and the implicit Euler method. At each step either the semi-implicit Euler method or the implicit Euler method is used in order to obtain better stability properties. We give criteria for selecting the semi-implicit Euler method or the implicit Euler method. For the linear test equation, the convergence properties of the composite Euler method depend on the criteria for selecting the methods. Numerical results suggest that the convergence properties of the composite Euler method applied to nonlinear SDEs is the same as those applied to linear equations. The stability properties of the composite Euler method are shown to be far superior to those of the Euler methods, and numerical results show that the composite Euler method is a very promising method. (C) 2001 Elsevier Science B.V. All rights reserved.

Solving large sparse linear systems over the field GF(2)

Nowadays problem of solving sparse linear systems over the field GF(2) remain as a challenge. The popular approach is to improve existing methods such as the block Lanczos method (the Montgomery method) and the Wiedemann-Coppersmith method. Both these methods are considered in the thesis in details: there are their modifications and computational estimation for each process. It demonstrates the most complicated parts of these methods and gives the idea how to improve computations in software point of view. The research provides the implementation of accelerated binary matrix operations computer library which helps to make the progress steps in the Montgomery and in the Wiedemann-Coppersmith methods faster.

On Vessiot's Theory of Partial Differential Equations

The object of research presented here is Vessiot's theory of partial differential equations: for a given differential equation one constructs a distribution both tangential to the differential equation and contained within the contact distribution of the jet bundle. Then within it, one seeks n-dimensional subdistributions which are transversal to the base manifold, the integral distributions. These consist of integral elements, and these again shall be adapted so that they make a subdistribution which closes under the Lie-bracket. This then is called a flat Vessiot connection. Solutions to the differential equation may be regarded as integral manifolds of these distributions. In the first part of the thesis, I give a survey of the present state of the formal theory of partial differential equations: one regards differential equations as fibred submanifolds in a suitable jet bundle and considers formal integrability and the stronger notion of involutivity of differential equations for analyzing their solvability. An arbitrary system may (locally) be represented in reduced Cartan normal form. This leads to a natural description of its geometric symbol. The Vessiot distribution now can be split into the direct sum of the symbol and a horizontal complement (which is not unique). The n-dimensional subdistributions which close under the Lie bracket and are transversal to the base manifold are the sought tangential approximations for the solutions of the differential equation. It is now possible to show their existence by analyzing the structure equations. Vessiot's theory is now based on a rigorous foundation. Furthermore, the relation between Vessiot's approach and the crucial notions of the formal theory (like formal integrability and involutivity of differential equations) is clarified. The possible obstructions to involution of a differential equation are deduced explicitly. In the second part of the thesis it is shown that Vessiot's approach for the construction of the wanted distributions step by step succeeds if, and only if, the given system is involutive. Firstly, an existence theorem for integral distributions is proven. Then an existence theorem for flat Vessiot connections is shown. The differential-geometric structure of the basic systems is analyzed and simplified, as compared to those of other approaches, in particular the structure equations which are considered for the proofs of the existence theorems: here, they are a set of linear equations and an involutive system of differential equations. The definition of integral elements given here links Vessiot theory and the dual Cartan-Kähler theory of exterior systems. The analysis of the structure equations not only yields theoretical insight but also produces an algorithm which can be used to derive the coefficients of the vector fields, which span the integral distributions, explicitly. Therefore implementing the algorithm in the computer algebra system MuPAD now is possible.

Numerical Methods for the Unsteady Compressible Navier-Stokes Equations

We consider numerical methods for the compressible time dependent Navier-Stokes equations, discussing the spatial discretization by Finite Volume and Discontinuous Galerkin methods, the time integration by time adaptive implicit Runge-Kutta and Rosenbrock methods and the solution of the appearing nonlinear and linear equations systems by preconditioned Jacobian-Free Newton-Krylov, as well as Multigrid methods. As applications, thermal Fluid structure interaction and other unsteady flow problems are considered. The text is aimed at both mathematicians and engineers.

Determination of Merremia cissoides leaf area using the linear measures of the leaflets

O conhecimento da área foliar de plantas daninhas pode auxiliar o estudo das relações de interferência entre elas e as culturas agrícolas. O objetivo desta pesquisa foi determinar uma equação matemática que estime a área foliar de Merremia cissoides, a partir da relação entre as dimensões lineares dos limbos foliares. Folhas da espécie foram coletadas de diferentes locais na Universidade Estadual Paulista, Jaboticabal, Estado de São Paulo, Brasil, medindo-se o comprimento (C), a largura máxima (L) e a área foliar de três tipos de folíolos. Foram estimadas equações lineares Y = a x (X) para cada tipo de folíolo. Houve sobreposição dos intervalos de confiança das equações dos folíolos primário e secundário, por isso considerou-se uma única equação da média desses folíolos, além da equação do folíolo principal, para caracterização da área foliar de M. cissoides. Assim, a área foliar dessa espécie pode ser estimada pelo somatório das áreas dos limbos foliares dos folíolos principal e primário + secundário, por meio da equação AFnest = 0,501 x (X) + 2,181 x (Z), em que X indica C x L do folíolo principal e Z indica C x L médios dos folíolos primário + secundário, respectivamente.

A study of a numerical solution of the steady two dimensions Navier-Stokes equations in a constricted channel problem by a compact fourth order method

We present a numerical solution for the steady 2D Navier-Stokes equations using a fourth order compact-type method. The geometry of the problem is a constricted symmetric channel, where the boundary can be varied, via a parameter, from a smooth constriction to one possessing a very sharp but smooth corner allowing us to analyse the behaviour of the errors when the solution is smooth or near singular. The set of non-linear equations is solved by the Newton method. Results have been obtained for Reynolds number up to 500. Estimates of the errors incurred have shown that the results are accurate and better than those of the corresponding second order method. (C) 2002 Elsevier B.V. All rights reserved.

Fourth-order method for solving the Navier-Stokes equations in a constricting channel

A fourth-order numerical method for solving the Navier-Stokes equations in streamfunction/vorticity formulation on a two-dimensional non-uniform orthogonal grid has been tested on the fluid flow in a constricted symmetric channel. The family of grids is generated algebraically using a conformal transformation followed by a non-uniform stretching of the mesh cells in which the shape of the channel boundary can vary from a smooth constriction to one which one possesses a very sharp but smooth corner. The generality of the grids allows the use of long channels upstream and downstream as well as having a refined grid near the sharp corner. Derivatives in the governing equations are replaced by fourth-order central differences and the vorticity is eliminated, either before or after the discretization, to form a wide difference molecule for the streamfunction. Extra boundary conditions, necessary for wide-molecule methods, are supplied by a procedure proposed by Henshaw et al. The ensuing set of non-linear equations is solved using Newton iteration. Results have been obtained for Reynolds numbers up to 250 for three constrictions, the first being smooth, the second having a moderately sharp corner and the third with a very sharp corner. Estimates of the error incurred show that the results are very accurate and substantially better than those of the corresponding second-order method. The observed order of the method has been shown to be close to four, demonstrating that the method is genuinely fourth-order. © 1977 John Wiley & Sons, Ltd.