Conservation Properties of the Trapezoidal Rule in Linear Time Domain Analysis of Acoustics and Structures

The trapezoidal rule, which is a special case of the Newmark family of algorithms, is one of the most widely used methods for transient hyperbolic problems. In this work, we show that this rule conserves linear and angular momenta and energy in the case of undamped linear elastodynamics problems, and an ``energy-like measure'' in the case of undamped acoustic problems. These conservation properties, thus, provide a rational basis for using this algorithm. In linear elastodynamics problems, variants of the trapezoidal rule that incorporate ``high-frequency'' dissipation are often used, since the higher frequencies, which are not approximated properly by the standard displacement-based approach, often result in unphysical behavior. Instead of modifying the trapezoidal algorithm, we propose using a hybrid finite element framework for constructing the stiffness matrix. Hybrid finite elements, which are based on a two-field variational formulation involving displacement and stresses, are known to approximate the eigenvalues much more accurately than the standard displacement-based approach, thereby either bypassing or reducing the need for high-frequency dissipation. We show this by means of several examples, where we compare the numerical solutions obtained using the displacement-based and hybrid approaches against analytical solutions.

Markov chains, R-trivial monoids and representation theory

We develop a general theory of Markov chains realizable as random walks on R-trivial monoids. It provides explicit and simple formulas for the eigenvalues of the transition matrix, for multiplicities of the eigenvalues via Mobius inversion along a lattice, a condition for diagonalizability of the transition matrix and some techniques for bounding the mixing time. In addition, we discuss several examples, such as Toom-Tsetlin models, an exchange walk for finite Coxeter groups, as well as examples previously studied by the authors, such as nonabelian sandpile models and the promotion Markov chain on posets. Many of these examples can be viewed as random walks on quotients of free tree monoids, a new class of monoids whose combinatorics we develop.

A finite variant of the Toom Model

We present results for a finite variant of the one-dimensional Toom model with closed boundaries. We show that the steady state distribution is not of product form, but is nonetheless simple. In particular, we give explicit formulas for the densities and some nearest neighbour correlation functions. We also give exact results for eigenvalues and multiplicities of the transition matrix using the theory of R-trivial monoids in joint work with A. Schilling, B. Steinberg and N. M. Thiery.

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.

Determinantal point processes in the plane from products of random matrices

We show that the density of eigenvalues for three classes of random matrix ensembles is determinantal. First we derive the density of eigenvalues of product of k independent n x n matrices with i.i.d. complex Gaussian entries with a few of matrices being inverted. In second example we calculate the same for (compatible) product of rectangular matrices with i.i.d. Gaussian entries and in last example we calculate for product of independent truncated unitary random matrices. We derive exact expressions for limiting expected empirical spectral distributions of above mentioned ensembles.

Full current statistics for a disordered open exclusion process

We consider the nonabelian sandpile model defined on directed trees by Ayyer et al. (2015 Commun. Math. Phys. 335 1065). and restrict it to the special case of a one-dimensional lattice of n sites which has open boundaries and disordered hopping rates. We focus on the joint distribution of the integrated currents across each bond simultaneously, and calculate its cumulant generating function exactly. Surprisingly, the process conditioned on seeing specified currents across each bond turns out to be a renormalised version of the same process. We also remark on a duality property of the large deviation function. Lastly, all eigenvalues and both Perron eigenvectors of the tilted generator are determined.

Asymptotic behavior and interpretation of virtual states: The effects of confinement and of basis sets

A real-space high order finite difference method is used to analyze the effect of spherical domain size on the Hartree-Fock (and density functional theory) virtual eigenstates. We show the domain size dependence of both positive and negative virtual eigenvalues of the Hartree-Fock equations for small molecules. We demonstrate that positive states behave like a particle in spherical well and show how they approach zero. For the negative eigenstates, we show that large domains are needed to get the correct eigenvalues. We compare our results to those of Gaussian basis sets and draw some conclusions for real-space, basis-sets, and plane-waves calculations. (C) 2016 AIP Publishing LLC.

Numerical study of driven flows of shear thinning viscoelastic fluids in rectangular cavities

In this work, we present a numerical study of flow of shear thinning viscoelastic fluids in rectangular lid driven cavities for a wide range of aspect ratios (depth to width ratio) varying from 1/16 to 4. In particular, the effect of elasticity, inertia, model parameters and polymer concentration on flow features in rectangular driven cavity has been studied for two shear thinning viscoelastic fluids, namely, Giesekus and linear PTT. We perform numerical simulations using the symmetric square root representation of the conformation tensor to stabilize the numerical scheme against the high Weissenberg number problem. The variation in flow structures associated with merging and splitting of elongated vortices in shallow cavities and coalescence of corner eddies to yield a second primary vortex in deep cavities with respect to the variation in flow parameters is discussed. We discuss the effect of the dominant eigenvalues and the corresponding eigenvectors on the location of the primary eddy in the cavity. We also demonstrate, by performing numerical simulations for shallow and deep cavities, that where the Deborah number (based on convective time scale) characterizes the elastic behaviour of the fluid in deep cavities, Weissenberg number (based on shear rate) should be used for shallow cavities. (C) 2016 Elsevier B.V. All rights reserved.

Hydrothermal Instability Of Thermocapillary Convection In Large-Prandtl-Number Liquid Bridges Under Microgravity

Linear stability analysis was performed to study the mechanism of transition of thermocapillary convection in liquid bridges with liquid volume ratios ranging from 0.4 to 1.2, aspect ratio of 0.75 and Prandtl number of 100. 2-D governing equations were solved to obtain the steady axi-symmetric basic flow and temperature distributions. 3-D perturbation equations were discretized at the collocation grid points using the Chebyshev-collocation method. Eigenvalues and eigenfunctions were obtained by using the Q-R. method. The predicted critical Marangoni numbers and critical frequencies were compared with data from space experiments. The disturbance of the temperature distribution on the free surface causes the onset of oscillatory convection. It is shown that the origin of instability is related to the hydrothermal origin for convections in large-Prandtl-number liquid bridges. (C) 2007 COSPAR. Published by Elsevier Ltd. All rights reserved.

Instabilities of a liquid film flowing down an inclined porous plane

The problem of a film flowing down an inclined porous layer is considered. The fully developed basic flow is driven by gravitation. A careful linear instability analysis is carried out. We use Darcy's law to describe the porous layer and solve the coupling equations of the fluid and the porous medium rather than the decoupled equations of the one-sided model used in previous works. The eigenvalue problem is solved by means of a Chebyshev collocation method. We compare the instability of the two-sided model with the results of the one-sided model. The result reveals a porous mode instability which is completely neglected in previous works. For a falling film on an inclined porous plane there are three instability modes, i.e., the surface mode, the shear mode, and the porous mode. We also study the influences of the depth ratio d, the Darcy number delta, and the Beavers-Joseph coefficient alpha(BJ) on the instability of the system.

Periodic solutions of integro-differential equations which arise in population dynamics

The problem of the existence and stability of periodic solutions of infinite-lag integra-differential equations is considered. Specifically, the integrals involved are of the convolution type with the dependent variable being integrated over the range (- ∞,t), as occur in models of population growth. It is shown that Hopf bifurcation of periodic solutions from a steady state can occur, when a pair of eigenvalues crosses the imaginary axis. Also considered is the existence of traveling wave solutions of a model population equation allowing spatial diffusion in addition to the usual temporal variation. Lastly, the stability of the periodic solutions resulting from Hopf bifurcation is determined with aid of a Floquet theory.

The first chapter is devoted to linear integro-differential equations with constant coefficients utilizing the method of semi-groups of operators. The second chapter analyzes the Hopf bifurcation providing an existence theorem. Also, the two-timing perturbation procedure is applied to construct the periodic solutions. The third chapter uses two-timing to obtain traveling wave solutions of the diffusive model, as well as providing an existence theorem. The fourth chapter develops a Floquet theory for linear integro-differential equations with periodic coefficients again using the semi-group approach. The fifth chapter gives sufficient conditions for the stability or instability of a periodic solution in terms of the linearization of the equations. These results are then applied to the Hopf bifurcation problem and to a certain population equation modeling periodically fluctuating environments to deduce the stability of the corresponding periodic solutions.

Some problems in nonlinear elasticity

Two separate problems are discussed: axisymmetric equilibrium configurations of a circular membrane under pressure and subject to thrust along its edge, and the buckling of a circular cylindrical shell.

An ordinary differential equation governing the circular membrane is imbedded in a family of n-dimensional nonlinear equations. Phase plane methods are used to examine the number of solutions corresponding to a parameter which generalizes the thrust, as well as other parameters determining the shape of the nonlinearity and the undeformed shape of the membrane. It is found that in any number of dimensions there exists a value of the generalized thrust for which a countable infinity of solutions exist if some of the remaining parameters are made sufficiently large. Criteria describing the number of solutions in other cases are also given.

Donnell-type equations are used to model a circular cylindrical shell. The static problem of bifurcation of buckled modes from Poisson expansion is analyzed using an iteration scheme and pertubation methods. Analysis shows that although buckling loads are usually simple eigenvalues, they may have arbitrarily large but finite multiplicity when the ratio of the shell's length and circumference is rational. A numerical study of the critical buckling load for simple eigenvalues indicates that the number of waves along the axis of the deformed shell is roughly proportional to the length of the shell, suggesting the possibility of a "characteristic length." Further numerical work indicates that initial post-buckling curves are typically steep, although the load may increase or decrease. It is shown that either a sheet of solutions or two distinct branches bifurcate from a double eigenvalue. Furthermore, a shell may be subject to a uniform torque, even though one is not prescribed at the ends of the shell, through the interaction of two modes with the same number of circumferential waves. Finally, multiple time scale techniques are used to study the dynamic buckling of a rectangular plate as well as a circular cylindrical shell; transition to a new steady state amplitude determined by the nonlinearity is shown. The importance of damping in determining equilibrium configurations independent of initial conditions is illustrated.

I. Singular perturbation problems involving singular points and turning points. II. On the averaged Lagrangian technique for nonlinear dispersive waves

In Part I a class of linear boundary value problems is considered which is a simple model of boundary layer theory. The effect of zeros and singularities of the coefficients of the equations at the point where the boundary layer occurs is considered. The usual boundary layer techniques are still applicable in some cases and are used to derive uniform asymptotic expansions. In other cases it is shown that the inner and outer expansions do not overlap due to the presence of a turning point outside the boundary layer. The region near the turning point is described by a two-variable expansion. In these cases a related initial value problem is solved and then used to show formally that for the boundary value problem either a solution exists, except for a discrete set of eigenvalues, whose asymptotic behaviour is found, or the solution is non-unique. A proof is given of the validity of the two-variable expansion; in a special case this proof also demonstrates the validity of the inner and outer expansions.

Nonlinear dispersive wave equations which are governed by variational principles are considered in Part II. It is shown that the averaged Lagrangian variational principle is in fact exact. This result is used to construct perturbation schemes to enable higher order terms in the equations for the slowly varying quantities to be calculated. A simple scheme applicable to linear or near-linear equations is first derived. The specific form of the first order correction terms is derived for several examples. The stability of constant solutions to these equations is considered and it is shown that the correction terms lead to the instability cut-off found by Benjamin. A general stability criterion is given which explicitly demonstrates the conditions under which this cut-off occurs. The corrected set of equations are nonlinear dispersive equations and their stationary solutions are investigated. A more sophisticated scheme is developed for fully nonlinear equations by using an extension of the Hamiltonian formalism recently introduced by Whitham. Finally the averaged Lagrangian technique is extended to treat slowly varying multiply-periodic solutions. The adiabatic invariants for a separable mechanical system are derived by this method.

A singularly perturbed linear two-point boundary-value problem

We consider the following singularly perturbed linear two-point boundary-value problem:

Ly(x) ≡ Ω(ε)D_xy(x) - A(x,ε)y(x) = f(x,ε) 0≤x≤1 (1a)

By ≡ L(ε)y(0) + R(ε)y(1) = g(ε) ε → 0^+ (1b)

Here Ω(ε) is a diagonal matrix whose first m diagonal elements are 1 and last m elements are ε. Aside from reasonable continuity conditions placed on A, L, R, f, g, we assume the lower right mxm principle submatrix of A has no eigenvalues whose real part is zero. Under these assumptions a constructive technique is used to derive sufficient conditions for the existence of a unique solution of (1). These sufficient conditions are used to define when (1) is a regular problem. It is then shown that as ε → 0^+ the solution of a regular problem exists and converges on every closed subinterval of (0,1) to a solution of the reduced problem. The reduced problem consists of the differential equation obtained by formally setting ε equal to zero in (1a) and initial conditions obtained from the boundary conditions (1b). Several examples of regular problems are also considered.

A similar technique is used to derive the properties of the solution of a particular difference scheme used to approximate (1). Under restrictions on the boundary conditions (1b) it is shown that for the stepsize much larger than ε the solution of the difference scheme, when applied to a regular problem, accurately represents the solution of the reduced problem.

Furthermore, the existence of a similarity transformation which block diagonalizes a matrix is presented as well as exponential bounds on certain fundamental solution matrices associated with the problem (1).

Topics in randomized numerical linear algebra

This thesis studies three classes of randomized numerical linear algebra algorithms, namely: (i) randomized matrix sparsification algorithms, (ii) low-rank approximation algorithms that use randomized unitary transformations, and (iii) low-rank approximation algorithms for positive-semidefinite (PSD) matrices.

Randomized matrix sparsification algorithms set randomly chosen entries of the input matrix to zero. When the approximant is substituted for the original matrix in computations, its sparsity allows one to employ faster sparsity-exploiting algorithms. This thesis contributes bounds on the approximation error of nonuniform randomized sparsification schemes, measured in the spectral norm and two NP-hard norms that are of interest in computational graph theory and subset selection applications.

Low-rank approximations based on randomized unitary transformations have several desirable properties: they have low communication costs, are amenable to parallel implementation, and exploit the existence of fast transform algorithms. This thesis investigates the tradeoff between the accuracy and cost of generating such approximations. State-of-the-art spectral and Frobenius-norm error bounds are provided.

The last class of algorithms considered are SPSD "sketching" algorithms. Such sketches can be computed faster than approximations based on projecting onto mixtures of the columns of the matrix. The performance of several such sketching schemes is empirically evaluated using a suite of canonical matrices drawn from machine learning and data analysis applications, and a framework is developed for establishing theoretical error bounds.

In addition to studying these algorithms, this thesis extends the Matrix Laplace Transform framework to derive Chernoff and Bernstein inequalities that apply to all the eigenvalues of certain classes of random matrices. These inequalities are used to investigate the behavior of the singular values of a matrix under random sampling, and to derive convergence rates for each individual eigenvalue of a sample covariance matrix.