A Model of a Diagnostic Test for Controlling the Results of a Computer Based Education in Applied Mathematics at the University of Ruse

Report published in the Proceedings of the National Conference on "Education and Research in the Information Society", Plovdiv, May, 2015

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.

A survey in mathematics for industry: Two-timing and matched asymptotic expansions for singular perturbation problems

Following the derivation of amplitude equations through a new two-time-scale method [O'Malley, R. E., Jr. & Kirkinis, E (2010) A combined renormalization group-multiple scale method for singularly perturbed problems. Stud. Appl. Math. 124, 383-410], we show that a multi-scale method may often be preferable for solving singularly perturbed problems than the method of matched asymptotic expansions. We illustrate this approach with 10 singularly perturbed ordinary and partial differential equations. © 2011 Cambridge University Press.

The Adomian method applied to some extraordinary differential equations

Several ''extraordinary'' differential equations are considered for their solutions via the decomposition method of Adomian. Verifications are made with the solutions obtained by other methods.

VAM Applied to Dimensional Reduction of Nonlinear Multifunctional Film-fabric Laminates

This work aims at asymptotically accurate dimensional reduction of non-linear multi-functional film-fabric laminates having specific application in design of envelopes for High Altitude Airships (HAA). The film-fabric laminate for airship envelope consists of a woven fabric core coated with thin films on each face. These films provide UV protection and Helium leakage prevention, while the core provides required structural strength. This problem is both geometrically and materially non-linear. To incorporate the geometric non-linearity, generalized warping functions are used and finite deformations are allowed. The material non-linearity is handled by using hyper-elastic material models for each layer. The development begins with three-dimensional (3-D) nonlinear elasticity and mathematically splits the analysis into a one-dimensional through-the-thickness analysis and a two-dimensional (2-D) plate analysis. The through-the-thickness analysis provides the 2-D constitutive law which is then given as an input to the 2-D reference surface analysis. The dimensional reduction is carried out using Variational Asymptotic Method (VAM) for moderate strains and very small thickness-to-wavelength ratio. It features the identification and utilization of additional small parameters such as ratio of thicknesses and stiffness coefficients of core and films. Closed form analytical expressions for warping functions and 2-D constitutive law of the film-fabric laminate are obtained.

How does Oyster work? The simple interpretation of Oyster mathematics

Oyster® is a surface-piercing flap-type device designed to harvest wave energy in the nearshore environment. Established mathematical theories of wave energy conversion, such as 3D point-absorber and 2D terminator theory, are inadequate to accurately describe the behaviour of Oyster, historically resulting in distorted conclusions regarding the potential of such a concept to harness the power of ocean waves. Accurately reproducing the dynamics of Oyster requires the introduction of a new reference mathematical model, the “flap-type absorber”. A flap-type absorber is a large thin device which extracts energy by pitching about a horizontal axis parallel to the ocean bottom. This paper unravels the mathematics of Oyster as a flap-type absorber. The main goals of this work are to provide a simple–yet accurate–physical interpretation of the laws governing the mechanism of wave power absorption by Oyster and to emphasise why some other, more established, mathematical theories cannot be expected to accurately describe its behaviour.

Relative entropy measures applied to healthy and pathological voice characterization

Nowadays, noninvasive methods of diagnosis have increased due to demands of the population that requires fast, simple and painless exams. These methods have become possible because of the growth of technology that provides the necessary means of collecting and processing signals. New methods of analysis have been developed to understand the complexity of voice signals, such as nonlinear dynamics aiming at the exploration of voice signals dynamic nature. The purpose of this paper is to characterize healthy and pathological voice signals with the aid of relative entropy measures. Phase space reconstruction technique is also used as a way to select interesting regions of the signals. Three groups of samples were used, one from healthy individuals and the other two from people with nodule in the vocal fold and Reinke`s edema. All of them are recordings of sustained vowel /a/ from Brazilian Portuguese. The paper shows that nonlinear dynamical methods seem to be a suitable technique for voice signal analysis, due to the chaotic component of the human voice. Relative entropy is well suited due to its sensibility to uncertainties, since the pathologies are characterized by an increase in the signal complexity and unpredictability. The results showed that the pathological groups had higher entropy values in accordance with other vocal acoustic parameters presented. This suggests that these techniques may improve and complement the recent voice analysis methods available for clinicians. (C) 2008 Elsevier Inc. All rights reserved.

Structuralism and the Applicability of Mathematics

In this paper I argue for the view that structuralism offers the best perspective for an acceptable account of the applicability of mathematics in the empirical sciences. Structuralism, as I understand it, is the view that mathematics is not the science of a particular type of objects, but of structural properties of arbitrary domains of entities, regardless of whether they are actually existing, merely presupposed or only intentionally intended.

Control design applied to a non-ideal structural system with behavior chaotic

In this paper we study the behavior of a structure vulnerable to excessive vibrations caused by an non-ideal power source. To perform this study, the mathematical model is proposed, derive the equations of motion for a simple plane frame excited by an unbalanced rotating machine with limited power (non-ideal motor). The non-linear and non-ideal dynamics in system is demonstrated with a chaotic behavior. We use a State-Dependent Riccati Equation Control technique for regulate the chaotic behavior, in order to obtain a periodic orbit small and to decrease its amplitude. The simulation results show the identification by State-Dependent Riccati Equation Control is very effective. © 2013 Academic Publications, Ltd.

A Numerical Study of the FENE-CR Model Applied to a Jet Flow Problem

The FENE-CR model is investigated through a numerical algorithm to simulate the time-dependent moving free surface flow produced by a jet impinging on a flat surface. The objective is to demonstrate that by increasing the extensibility parameter L, the numerical solutions converge to the solutions obtained with the Oldroyd-B model. The governing equations are solved by an established free surface flow solver based on the finite difference and marker-and-cell methods. Numerical predictions of the extensional viscosity obtained with several values of the parameter L are presented. The results show that if the extensibility parameter L is sufficiently large then the extensional viscosities obtained with the FENE-CR model approximate the corresponding Oldroyd-B viscosity. Moreover, the flow from a jet impinging on a flat surface is simulated with various values of the extensibility parameter L and the fluid flow visualizations display convergence to the Oldroyd-B jet flow results.

A brief look at the least-squares approach as a classifier applied to restricted-vocabulary speech recognition

In this letter, a speech recognition algorithm based on the least-squares method is presented. Particularly, the intention is to exemplify how such a traditional numerical technique can be applied to solve a signal processing problem that is usually treated by using more elaborated formulations.