Fast Eigen solution for homogeneous quadratic minimization with at most three constraints

We propose an eigenvalue based technique to solve the Homogeneous Quadratic Constrained Quadratic Programming problem (HQCQP) with at most three constraints which arise in many signal processing problems. Semi-Definite Relaxation (SDR) is the only known approach and is computationally intensive. We study the performance of the proposed fast eigen approach through simulations in the context of MIMO relays and show that the solution converges to the solution obtained using the SDR approach with significant reduction in complexity.

On Computing Amplitude, Phase, and Frequency Modulations Using a Vector Interpretation of the Analytic Signal

The amplitude-modulation (AM) and phase-modulation (PM) of an amplitude-modulated frequency-modulated (AM-FM) signal are defined as the modulus and phase angle, respectively, of the analytic signal (AS). The FM is defined as the derivative of the PM. However, this standard definition results in a PM with jump discontinuities in cases when the AM index exceeds unity, resulting in an FM that contains impulses. We propose a new approach to define smooth AM, PM, and FM for the AS, where the PM is computed as the solution to an optimization problem based on a vector interpretation of the AS. Our approach is directly linked to the fractional Hilbert transform (FrHT) and leads to an eigenvalue problem. The resulting PM and AM are shown to be smooth, and in particular, the AM turns out to be bipolar. We show an equivalence of the eigenvalue formulation to the square of the AS, and arrive at a simple method to compute the smooth PM. Some examples on synthesized and real signals are provided to validate the theoretical calculations.

Zero-sum risk-sensitive stochastic games on a countable state space

Infinite horizon discounted-cost and ergodic-cost risk-sensitive zero-sum stochastic games for controlled Markov chains with countably many states are analyzed. Upper and lower values for these games are established. The existence of value and saddle-point equilibria in the class of Markov strategies is proved for the discounted-cost game. The existence of value and saddle-point equilibria in the class of stationary strategies is proved under the uniform ergodicity condition for the ergodic-cost game. The value of the ergodic-cost game happens to be the product of the inverse of the risk-sensitivity factor and the logarithm of the common Perron-Frobenius eigenvalue of the associated controlled nonlinear kernels. (C) 2013 Elsevier B.V. All rights reserved.

Studies on the wobble mode stability of a three-wheeled vehicle

A wobble instability is one of the major problems of a three-wheeled vehicle commonly used in India, and these instabilities are of great interest to industry and academia. In this paper, we studied this instability using a multi-body dynamic model and with experiments conducted on a prototype three-wheeled vehicle on a test track. The multi-body dynamic model of a three-wheeled vehicle is developed using the commercial software ADAMS/Car. In an initial model, all components including main structures such as the frame, the steering column and the rear forks are assumed to be rigid bodies. A linear eigenvalue analysis, which is carried out at different speeds, reveals a mode that has predominantly a steering oscillation, also called a wobble mode, with a frequency of around 5-6Hz. The analysis results shows that the damping of this mode is low but positive up to the maximum speed of the three-wheeled vehicle. However, the experimental study shows that the mode is unstable at speeds below 8.33m/s. To predict and study this instability in detail, a more refined model of the three-wheeled vehicle, with flexibilities of three important bodies, was constructed in ADAMS/Car. With flexible bodies, three modes of a steering oscillation were observed. Two of these are well damped and the other is lightly damped with negative damping at lower speeds. Simulation results with flexibility incorporated show a good match with the instability observed in the experimental studies. Further, we investigated the effect of each flexible body and found that the flexibility of the steering column is the major contributor for wobble instability and is similar to the wheel shimmy problem in aircraft.

Approximation of Spatio-Temporal Random Processes Using Tensor Decomposition

A new representation of spatio-temporal random processes is proposed in this work. In practical applications, such processes are used to model velocity fields, temperature distributions, response of vibrating systems, to name a few. Finding an efficient representation for any random process leads to encapsulation of information which makes it more convenient for a practical implementations, for instance, in a computational mechanics problem. For a single-parameter process such as spatial or temporal process, the eigenvalue decomposition of the covariance matrix leads to the well-known Karhunen-Loeve (KL) decomposition. However, for multiparameter processes such as a spatio-temporal process, the covariance function itself can be defined in multiple ways. Here the process is assumed to be measured at a finite set of spatial locations and a finite number of time instants. Then the spatial covariance matrix at different time instants are considered to define the covariance of the process. This set of square, symmetric, positive semi-definite matrices is then represented as a third-order tensor. A suitable decomposition of this tensor can identify the dominant components of the process, and these components are then used to define a closed-form representation of the process. The procedure is analogous to the KL decomposition for a single-parameter process, however, the decompositions and interpretations vary significantly. The tensor decompositions are successfully applied on (i) a heat conduction problem, (ii) a vibration problem, and (iii) a covariance function taken from the literature that was fitted to model a measured wind velocity data. It is observed that the proposed representation provides an efficient approximation to some processes. Furthermore, a comparison with KL decomposition showed that the proposed method is computationally cheaper than the KL, both in terms of computer memory and execution time.

Low-frequency modes in an equatorial shallow-water model with moisture gradients

Motivated by observations of the mean state of tropical precipitable water (PW), a moist, first baroclinic mode, shallow-water system on an equatorial beta-plane with a background saturation profile that depends on latitude and longitude is studied. In the presence of a latitudinal moisture gradient, linear analysis of the non-rotating problem reveals large-scale, symmetric, eastward and westward propagating unstable modes. The introduction of a zonal moisture gradient breaks the east-west symmetry of the unstable modes. The effects of rotation are then included by numerically solving the resulting eigenvalue problem on an equatorial beta-plane. With a purely meridional moisture gradient, the system supports large-scale, low-frequency, eastward and westward moving neutral modes. Some of the similarities, and some of the discrepancies of these modes with intraseasonal tropical waves are pointed out. Finally, a zonal moisture gradient in the presence of rotation renders some of the aforementioned neutral modes unstable. In particular, according to observations of large-scale, low-frequency tropical variability, it is seen that regions where the background saturation profile increases (decreases) to the east favour eastward (westward) moving moist modes.

LOWER BOUNDS FOR BOXICITY

An axis-parallel b-dimensional box is a Cartesian product R-1 x R-2 x ... x R-b where R-i is a closed interval of the form a(i),b(i)] on the real line. For a graph G, its boxicity box(G) is the minimum dimension b, such that G is representable as the intersection graph of boxes in b-dimensional space. Although boxicity was introduced in 1969 and studied extensively, there are no significant results on lower bounds for boxicity. In this paper, we develop two general methods for deriving lower bounds. Applying these methods we give several results, some of which are listed below: 1. The boxicity of a graph on n vertices with no universal vertices and minimum degree delta is at least n/2(n-delta-1). 2. Consider the g(n,p) model of random graphs. Let p <= 1 - 40logn/n(2.) Then with high `` probability, box(G) = Omega(np(1 - p)). On setting p = 1/2 we immediately infer that almost all graphs have boxicity Omega(n). Another consequence of this result is as follows: For any positive constant c < 1, almost all graphs on n vertices and m <= c((n)(2)) edges have boxicity Omega(m/n). 3. Let G be a connected k-regular graph on n vertices. Let lambda be the second largest eigenvalue in absolute value of the adjacency matrix of G. Then, the boxicity of G is a least (kappa(2)/lambda(2)/log(1+kappa(2)/lambda(2))) (n-kappa-1/2n). 4. For any positive constant c 1, almost all balanced bipartite graphs on 2n vertices and m <= cn(2) edges have boxicity Omega(m/n).

Faster computation of the Karhunen-Loeve expansion using its domain independence property

The goal of this work is to reduce the cost of computing the coefficients in the Karhunen-Loeve (KL) expansion. The KL expansion serves as a useful and efficient tool for discretizing second-order stochastic processes with known covariance function. Its applications in engineering mechanics include discretizing random field models for elastic moduli, fluid properties, and structural response. The main computational cost of finding the coefficients of this expansion arises from numerically solving an integral eigenvalue problem with the covariance function as the integration kernel. Mathematically this is a homogeneous Fredholm equation of second type. One widely used method for solving this integral eigenvalue problem is to use finite element (FE) bases for discretizing the eigenfunctions, followed by a Galerkin projection. This method is computationally expensive. In the current work it is first shown that the shape of the physical domain in a random field does not affect the realizations of the field estimated using KL expansion, although the individual KL terms are affected. Based on this domain independence property, a numerical integration based scheme accompanied by a modification of the domain, is proposed. In addition to presenting mathematical arguments to establish the domain independence, numerical studies are also conducted to demonstrate and test the proposed method. Numerically it is demonstrated that compared to the Galerkin method the computational speed gain in the proposed method is of three to four orders of magnitude for a two dimensional example, and of one to two orders of magnitude for a three dimensional example, while retaining the same level of accuracy. It is also shown that for separable covariance kernels a further cost reduction of three to four orders of magnitude can be achieved. Both normal and lognormal fields are considered in the numerical studies. (c) 2014 Elsevier B.V. All rights reserved.

Stability of Poiseuille flow in a fluid overlying an anisotropic and inhomogeneous porous layer

We present the linear stability analysis of horizontal Poiseuille flow in a fluid overlying a porous medium with anisotropic and inhomogeneous permeability. The generalized Darcy model is used to describe the flow in the porous medium with the Beavers-Joseph condition at the interface of the two layers and the eigenvalue problem is solved numerically. The effect of major system parameters on the stability characteristics is addressed in detail. It is shown that the anisotropic and inhomogeneous modulation of the permeability of the underlying porous layer provides an effective means for passive control of the flow stability.

Identification of dominant modes in random dynamical and aeroelastic systems

Identification of dominant modes is an important step in studying linearly vibrating systems, including flow-induced vibrations. In the presence of uncertainty, when some of the system parameters and the external excitation are modeled as random quantities, this step becomes more difficult. This work is aimed at giving a systematic treatment to this end. The ability to capture the time averaged kinetic energy is chosen as the primary criterion for selection of modes. Accordingly, a methodology is proposed based on the overlap of probability density functions (pdf) of the natural and excitation frequencies, proximity of the natural frequencies of the mean or baseline system, modal participation factor, and stochastic variation of mode shapes in terms of the modes of the baseline system - termed here as statistical modal overlapping. The probabilistic descriptors of the natural frequencies and mode shapes are found by solving a random eigenvalue problem. Three distinct vibration scenarios are considered: (i) undamped arid damped free vibrations of a bladed disk assembly, (ii) forced vibration of a building, and (iii) flutter of a bridge model. Through numerical studies, it is observed that the proposed methodology gives an accurate selection of modes. (C) 2015 Elsevier Ltd. All rights reserved.

A hybrid method for stochastic response analysis of a vibrating structure

Response analysis of a linear structure with uncertainties in both structural parameters and external excitation is considered here. When such an analysis is carried out using the spectral stochastic finite element method (SSFEM), often the computational cost tends to be prohibitive due to the rapid growth of the number of spectral bases with the number of random variables and the order of expansion. For instance, if the excitation contains a random frequency, or if it is a general random process, then a good approximation of these excitations using polynomial chaos expansion (PCE) involves a large number of terms, which leads to very high cost. To address this issue of high computational cost, a hybrid method is proposed in this work. In this method, first the random eigenvalue problem is solved using the weak formulation of SSFEM, which involves solving a system of deterministic nonlinear algebraic equations to estimate the PCE coefficients of the random eigenvalues and eigenvectors. Then the response is estimated using a Monte Carlo (MC) simulation, where the modal bases are sampled from the PCE of the random eigenvectors estimated in the previous step, followed by a numerical time integration. It is observed through numerical studies that this proposed method successfully reduces the computational burden compared with either a pure SSFEM of a pure MC simulation and more accurate than a perturbation method. The computational gain improves as the problem size in terms of degrees of freedom grows. It also improves as the timespan of interest reduces.

Stability analysis of thick piezoelectric metal based FGM plate using first order and higher order shear deformation theory

This paper presents the stability analysis of functionally graded plate integrated with piezoelectric actuator and sensor at the top and bottom face, subjected to electrical and mechanical loading. The finite element formulation is based on first order and higher order shear deformation theory, degenerated shell element, von-Karman hypothesis and piezoelectric effect. The equation for static analysis is derived by using the minimum energy principle and solutions for critical buckling load is obtained by solving eigenvalue problem. The material properties of the functionally graded plate are assumed to be graded along the thickness direction according to simple power law function. Two types of boundary conditions are used, such as SSSS (simply supported) and CSCS (simply supported along two opposite side perpendicular to the direction of compression and clamped along the other two sides). Sensor voltage is calculated using present analysis for various power law indices and FG (functionally graded) material gradations. The stability analysis of piezoelectric FG plate is carried out to present the effects of power law index, material variations, applied mechanical pressure and piezo effect on buckling and stability characteristics of FG plate.

QEP Based Solution for Power Allocation in Amplify and Forward Networks

The problem of cooperative beamforming for maximizing the achievable data rate of an energy constrained two-hop amplify-and-forward (AF) network is considered. Assuming perfect channel state information (CSI) of all the nodes, we evaluate the optimal scaling factor for the relay nodes. Along with individual power constraint on each of the relay nodes, we consider a weighted sum power constraint. The proposed iterative algorithm initially solves a set of relaxed problems with weighted sum power constraint and then updates the solution to accommodate individual constraints. These relaxed problems in turn are solved using a sequence of Quadratic Eigenvalue Problems (QEP). The key contribution of this letter is the generalization of cooperative beamforming to incorporate both the individual and weighted sum constraint. Furthermore, we have proposed a novel algorithm based on Quadratic Eigenvalue Problem (QEP) and discussed its convergence.

Multi-dimensional Goodness-of-Fit Tests for Spectrum Sensing Based on Stochastic Distances

In this paper, we study two multi-dimensional Goodness-of-Fit tests for spectrum sensing in cognitive radios. The multi-dimensional scenario refers to multiple CR nodes, each with multiple antennas, that record multiple observations from multiple primary users for spectrum sensing. These tests, viz., the Interpoint Distance (ID) based test and the h, f distance based tests are constructed based on the properties of stochastic distances. The ID test is studied in detail for a single CR node case, and a possible extension to handle multiple nodes is discussed. On the other hand, the h, f test is applicable in a multi-node setup. A robustness feature of the KL distance based test is discussed, which has connections with Middleton's class A model. Through Monte-Carlo simulations, the proposed tests are shown to outperform the existing techniques such as the eigenvalue ratio based test, John's test, and the sphericity test, in several scenarios.

Electromagnetic analysis of novel class of multiple core/multiple clad step index single mode optical fiber by analytical means

General propagation properties and universal curves are given for double clad single mode fibers with inner cladding index higher or lower than the outer cladding index, using the parameter: inner cladding/core radii ratio. Mode cut-off conditions are also examined for the cases. It is shown that dispersion properties largely differ from the single clad single mode fiber case, leading to large new possibilities for extension of single mode operation for large wavelength tange. Paper demonstrates that how substantially we can extend the single mode operation range by using the raised inner cladding fiber. Throughout we have applied our own computations technique to find out the eigenvalue for a given modes. Detail derivations with all trivial mathematics for eigenmode equation are derived for each case. Paper also demonstrates that there is not much use of using depressed inner cladding fiber. We have also concluded that using the large inner cladding/inner core radius we can significantly increase the single mode operation range for the large wavelength region. (C) 2015 Elsevier GmbH. All rights reserved.