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 rational approach to the synthesis of one-dimensional acoustic filters

The velocity ratio algorithm developed from a heuristic study of transfer matrix multiplication has been employed to bring out the relative effects of the elements constituting a linear, one-dimensional acoustic filter, the overall dimensions of which are fixed, and synthesize a suitable straight-through configuration for a low-pass, wide-band, non-dissipative acoustic filter. The potential of the foregoing approach in applications to the rational design of practical acoustic filters such as automotive mufflers is indicated.

A rational synthesis of vibration isolators

The paper deals with a rational approach to the development of general design criteria for non-dissipative vibration isolation systems. The study covers straight-through springmass systems as well as branched ones with dynamic absorbers. Various design options, such as the addition of another spring-mass pair, replacement of an existing system by one with more spring-mass pairs for the same space and material requirements, provision of one or more dynamic absorbers for the desired frequency range, etc., are investigated quantitatively by means of an algebraic algorithm which enables one to write down straightaway the velocity ratio and hence transmissibility of a linear dynamical system in terms of the constituent parameters.

The German Military Entrepreneur Ernst von Mansfeld and His Conduct of Asymmetrical Warfare in the Thirty Years War

The dissertation examines aspects of asymmetrical warfare in the war-making of the German military entrepreneur Ernst von Mansfeld during his involvement in the Thirty Years War. Due to the nature of the inquiry, which combines history with military-political theory, the methodological approach of the dissertation is interdisciplinary. The theoretical framework used is that of asymmetrical warfare. The primary sources used in the dissertation are mostly political pamphlets and newsletters. Other sources include letters, documents, and contemporaneous chronicles. The secondary sources are divided into two categories, literature on the history of the Thirty Years War and textbooks covering the theory of asymmetrical warfare. The first category includes biographical works on Ernst von Mansfeld, as well as general histories of the Thirty Years War and seventeenth-century warfare. The second category combines military theory and political science. The structure of the dissertation consists of eight lead chapters, including an introduction and conclusion. The introduction covers the theoretical approach and aims of the dissertation, and provides a brief overlook of the sources and previous research on Ernst von Mansfeld and asymmetrical warfare in the Thirty Years War. The second chapter covers aspects of Mansfeld s asymmetrical warfare from the perspective of operational art. The third chapter investigates the illegal and immoral aspects of Mansfeld s war-making. The fourth chapter compares the differing methods by which Mansfeld and his enemies raised and financed their armies. The fifth chapter investigates Mansfeld s involvement in indirect warfare. The sixth chapter presents Mansfeld as an object and an agent of image and information war. The seventh chapter looks into the counter-reactions, which Mansfeld s asymmetrical warfare provoked from his enemies. The eighth chapter offers a conclusion of the findings. The dissertation argues that asymmetrical warfare presented itself in all the aforementioned areas of Mansfeld s conduct during the Thirty Years War. The operational asymmetry arose from the freedom of movement that Mansfeld enjoyed, while his enemies were constrained by the limits of positional warfare. As a non-state operator Mansfeld was also free to flout the rules of seventeenth-century warfare, which his enemies could not do with equal ease. The raising and financing of military forces was another source of asymmetry, because the nature of early seventeenth-century warfare favoured private military entrepreneurs rather than embryonic fiscal-military states. The dissertation also argues that other powers fought their own asymmetrical and indirect wars against the Habsburgs through Mansfeld s agency. Image and information were asymmetrical weapons, which were both aimed against Mansfeld and utilized by him. Finally, Mansfeld s asymmetrical threat forced the Habsburgs to adapt to his methods, which ultimately lead to the formation of a subcontracted Imperial Army under the management and leadership of Albrecht von Wallenstein. Therefore Mansfeld s asymmetrical warfare ultimately paved way for the kind of state-monopolized, organised, and symmetrical warfare that has prevailed from 1648 onwards. The conclusion is that Mansfeld s conduct in the Thirty Years War matched the criteria for asymmetrical warfare. While traditional historiography treated Mansfeld as an anomaly in the age of European state formation, his asymmetrical warfare has begun to bear resemblance to the contemporary conflicts, where nation states no longer hold the monopoly of violence.

Part I. On the breaking of nonlinear dispersive waves. Part II. Variational principles in continuum mechanics

A model equation for water waves has been suggested by Whitham to study, qualitatively at least, the different kinds of breaking. This is an integro-differential equation which combines a typical nonlinear convection term with an integral for the dispersive effects and is of independent mathematical interest. For an approximate kernel of the form e^(-b|x|) it is shown first that solitary waves have a maximum height with sharp crests and secondly that waves which are sufficiently asymmetric break into "bores." The second part applies to a wide class of bounded kernels, but the kernel giving the correct dispersion effects of water waves has a square root singularity and the present argument does not go through. Nevertheless the possibility of the two kinds of breaking in such integro-differential equations is demonstrated.

Difficulties arise in finding variational principles for continuum mechanics problems in the Eulerian (field) description. The reason is found to be that continuum equations in the original field variables lack a mathematical "self-adjointness" property which is necessary for Euler equations. This is a feature of the Eulerian description and occurs in non-dissipative problems which have variational principles for their Lagrangian description. To overcome this difficulty a "potential representation" approach is used which consists of transforming to new (Eulerian) variables whose equations are self-adjoint. The transformations to the velocity potential or stream function in fluids or the scaler and vector potentials in electromagnetism often lead to variational principles in this way. As yet no general procedure is available for finding suitable transformations. Existing variational principles for the inviscid fluid equations in the Eulerian description are reviewed and some ideas on the form of the appropriate transformations and Lagrangians for fluid problems are obtained. These ideas are developed in a series of examples which include finding variational principles for Rossby waves and for the internal waves of a stratified fluid.

Análise de guias de ondas pelos métodos vetorial magnético e dos elementos-finitos

Neste trabalho, é apresentada uma formulação apropriada à análise de guias de ondas eletromagnéticos, cobrindo do espectro de microondas até o da óptica. Nas regiões a partir do ultravioleta, os comprimentos de onda são equivalentes às dimensões atômicas e a formulação necessita de uma abordagem quântica, que não é considerada neste estudo. A formulação é fundamentada nos métodos vetorial magnético e dos elementos finitos (MEF), em meios não homogêneos, anisotrópicos e não dissipativos, embora a dissipação possa ser facilmente introduzida na análise. Deu-se preferência à formulação com o campo magnético em vez do elétrico, pelo fato do campo magnético ignorar descontinuidades elétricas. Ele é contínuo em regiões de permeabilidade homogênea, propriedade dos meios dielétricos em geral ( = 0), independente da permissividade dos respectivos meios, conquanto os campos elétricos sejam descontínuos entre regiões de permissividades diferentes.

Velocity-dependent KAM islands

We revisit the non-dissipative time-dependent annular billiard and we consider the chaotic dynamics in two planes of conjugate variables in order to describe the behavior of the growth, or saturation, of the mean velocity of an ensemble of particles. We observed that the changes in the 4-d phase space occur without changing any parameter. They occur depending on where the initial conditions start. The emerging KAM islands interfere in the behavior of the particle dynamics especially in the Fermi acceleration mechanism. We show that Fermi acceleration can be suppressed, without dissipation, even considering the non-dissipative energy context. (C) 2011 Published by Elsevier Ltd.

Effect of a frictional force on the Fermi-Ulam model

The dynamical properties of a classical particle bouncing between two rigid walls, in the presence of a drag force, are studied for the case where one wall is fixed and the other one moves periodically in time. The system is described in terms of a two-dimensional nonlinear map obtained by solution of the relevant differential equations. It is shown that the structure of the KAM curves and the chaotic sea is destroyed as the drag force is introduced. At high energy, the velocity of the particle decreases linearly with increasing iteration number, but with a small superimposed sinusoidal modulation. If the motion passes near enough to a fixed point, the particle approaches it exponentially as the iteration number evolves, with a speed of approach that depends on the strength of the drag force. For a simplified version of the model it is shown that, at low energies corresponding to the region of the chaotic sea in the non-dissipative model, the particle wanders in a chaotic transient that depends on the strength of the drag coefficient. However, the KAM islands survive in the presence of dissipation. It is confirmed that the fixed points and periodic orbits go over smoothly into the orbits of the well-known (non-dissipative) Fermi-Ulam model as the drag force goes to zero.

Fermi acceleration and its suppression in a time-dependent Lorentz gas

Some dynamical properties for a Lorentz gas were studied considering both static and time-dependent boundaries. For the static case, it was confirmed that the system has a chaotic component characterized with a positive Lyapunov exponent. For the time-dependent perturbation, the model was described using a four-dimensional nonlinear map. The behaviour of the average velocity is considered in two different situations: (i) non-dissipative and (ii) dissipative dynamics. Our results confirm that unlimited energy growth is observed for the non-dissipative case. However, and totally new for this model, when dissipation via inelastic collisions is introduced, the scenario changes and the unlimited energy growth is suppressed, thus leading to a phase transition from unlimited to limited energy growth. The behaviour of the average velocity is described using scaling arguments. (C) 2010 Elsevier B.V. All rights reserved.

Velocity-dependent KAM islands

Fundação de Amparo à Pesquisa do Estado de São Paulo (FAPESP)

In-flight and collisional dissipation as a mechanism to suppress Fermi acceleration in a breathing Lorentz gas

Fundação de Amparo à Pesquisa do Estado de São Paulo (FAPESP)

A phase-shifting control for variable frequency multi-cells interleaved boost pre-regulator based on FPGA device

In this paper were investigated phase-shift control strategies applied to a four cells interleaved high input-power-factor pre-regulator boost rectifier, operating in critical conduction mode, using a non-dissipative commutation cells and frequency modulation. The digital control has been developed using a hardware description language (VHDL) and implemented using the XC2S200E-SpartanII-E/Xilinx FPGA, performing a true critical conduction operation mode for a generic number of interleaved cells. Experimental results are presented, in order to verify the feasibility and performance of the proposed digital control, through the use of a Xilinx FPGA device.

Suppressing Fermi Acceleration in a Driven Elliptical Billiard

Conselho Nacional de Desenvolvimento Científico e Tecnológico (CNPq)

Investigando o efeito de campos elétrico e magnético em um sistema dissipativo pulsante

Fundação de Amparo à Pesquisa do Estado de São Paulo (FAPESP)

Pré-regulador retificador entrelaçado (Interleaved) ZCS-FM boost, com controle digital através de dispositivo FPGA e linguagem VHDL

Fundação de Amparo à Pesquisa do Estado de São Paulo (FAPESP)