Logarithmic tables of numbers and trigonometrical functions /

Mode of access: Internet.

Logarithmic tables of numbers and trigonometrical functions,

Mode of access: Internet.

Performance assessment of exponential Rosenbrock method for large systems of ODE

This paper studies time integration methods for large stiff systems of ordinary differential equations (ODEs) of the form u'(t) = g(u(t)). For such problems, implicit methods generally outperform explicit methods, since the time step is usually less restricted by stability constraints. Recently, however, explicit so-called exponential integrators have become popular for stiff problems due to their favourable stability properties. These methods use matrix-vector products involving exponential-like functions of the Jacobian matrix, which can be approximated using Krylov subspace methods that require only matrix-vector products with the Jacobian. In this paper, we implement exponential integrators of second, third and fourth order and demonstrate that they are competitive with well-established approaches based on the backward differentiation formulas and a preconditioned Newton-Krylov solution strategy.

Exponential integrators and a dual-scale model for wood drying

For the timber industry, the ability to simulate the drying of wood is invaluable for manufacturing high quality wood products. Mathematically, however, modelling the drying of a wet porous material, such as wood, is a diffcult task due to its heterogeneous and anisotropic nature, and the complex geometry of the underlying pore structure. The well{ developed macroscopic modelling approach involves writing down classical conservation equations at a length scale where physical quantities (e.g., porosity) can be interpreted as averaged values over a small volume (typically containing hundreds or thousands of pores). This averaging procedure produces balance equations that resemble those of a continuum with the exception that effective coeffcients appear in their deffnitions. Exponential integrators are numerical schemes for initial value problems involving a system of ordinary differential equations. These methods differ from popular Newton{Krylov implicit methods (i.e., those based on the backward differentiation formulae (BDF)) in that they do not require the solution of a system of nonlinear equations at each time step but rather they require computation of matrix{vector products involving the exponential of the Jacobian matrix. Although originally appearing in the 1960s, exponential integrators have recently experienced a resurgence in interest due to a greater undertaking of research in Krylov subspace methods for matrix function approximation. One of the simplest examples of an exponential integrator is the exponential Euler method (EEM), which requires, at each time step, approximation of φ(A)b, where φ(z) = (ez - 1)/z, A E Rnxn and b E Rn. For drying in porous media, the most comprehensive macroscopic formulation is TransPore [Perre and Turner, Chem. Eng. J., 86: 117-131, 2002], which features three coupled, nonlinear partial differential equations. The focus of the first part of this thesis is the use of the exponential Euler method (EEM) for performing the time integration of the macroscopic set of equations featured in TransPore. In particular, a new variable{ stepsize algorithm for EEM is presented within a Krylov subspace framework, which allows control of the error during the integration process. The performance of the new algorithm highlights the great potential of exponential integrators not only for drying applications but across all disciplines of transport phenomena. For example, when applied to well{ known benchmark problems involving single{phase liquid ow in heterogeneous soils, the proposed algorithm requires half the number of function evaluations than that required for an equivalent (sophisticated) Newton{Krylov BDF implementation. Furthermore for all drying configurations tested, the new algorithm always produces, in less computational time, a solution of higher accuracy than the existing backward Euler module featured in TransPore. Some new results relating to Krylov subspace approximation of '(A)b are also developed in this thesis. Most notably, an alternative derivation of the approximation error estimate of Hochbruck, Lubich and Selhofer [SIAM J. Sci. Comput., 19(5): 1552{1574, 1998] is provided, which reveals why it performs well in the error control procedure. Two of the main drawbacks of the macroscopic approach outlined above include the effective coefficients must be supplied to the model, and it fails for some drying configurations, where typical dual{scale mechanisms occur. In the second part of this thesis, a new dual{scale approach for simulating wood drying is proposed that couples the porous medium (macroscale) with the underlying pore structure (microscale). The proposed model is applied to the convective drying of softwood at low temperatures and is valid in the so{called hygroscopic range, where hygroscopically held liquid water is present in the solid phase and water exits only as vapour in the pores. Coupling between scales is achieved by imposing the macroscopic gradient on the microscopic field using suitably defined periodic boundary conditions, which allows the macroscopic ux to be defined as an average of the microscopic ux over the unit cell. This formulation provides a first step for moving from the macroscopic formulation featured in TransPore to a comprehensive dual{scale formulation capable of addressing any drying configuration. Simulation results reported for a sample of spruce highlight the potential and flexibility of the new dual{scale approach. In particular, for a given unit cell configuration it is not necessary to supply the effective coefficients prior to each simulation.

GPU accelerated algorithms for computing matrix function vector products with applications to exponential integrators and fractional diffusion

The efficient computation of matrix function vector products has become an important area of research in recent times, driven in particular by two important applications: the numerical solution of fractional partial differential equations and the integration of large systems of ordinary differential equations. In this work we consider a problem that combines these two applications, in the form of a numerical solution algorithm for fractional reaction diffusion equations that after spatial discretisation, is advanced in time using the exponential Euler method. We focus on the efficient implementation of the algorithm on Graphics Processing Units (GPU), as we wish to make use of the increased computational power available with this hardware. We compute the matrix function vector products using the contour integration method in [N. Hale, N. Higham, and L. Trefethen. Computing Aα, log(A), and related matrix functions by contour integrals. SIAM J. Numer. Anal., 46(5):2505–2523, 2008]. Multiple levels of preconditioning are applied to reduce the GPU memory footprint and to further accelerate convergence. We also derive an error bound for the convergence of the contour integral method that allows us to pre-determine the appropriate number of quadrature points. Results are presented that demonstrate the effectiveness of the method for large two-dimensional problems, showing a speedup of more than an order of magnitude compared to a CPU-only implementation.

Dirichlet problem at infinity for p-harmonic functions on negatively curved spaces

The object of this dissertation is to study globally defined bounded p-harmonic functions on Cartan-Hadamard manifolds and Gromov hyperbolic metric measure spaces. Such functions are constructed by solving the so called Dirichlet problem at infinity. This problem is to find a p-harmonic function on the space that extends continuously to the boundary at inifinity and obtains given boundary values there. The dissertation consists of an overview and three published research articles. In the first article the Dirichlet problem at infinity is considered for more general A-harmonic functions on Cartan-Hadamard manifolds. In the special case of two dimensions the Dirichlet problem at infinity is solved by only assuming that the sectional curvature has a certain upper bound. A sharpness result is proved for this upper bound. In the second article the Dirichlet problem at infinity is solved for p-harmonic functions on Cartan-Hadamard manifolds under the assumption that the sectional curvature is bounded outside a compact set from above and from below by functions that depend on the distance to a fixed point. The curvature bounds allow examples of quadratic decay and examples of exponential growth. In the final article a generalization of the Dirichlet problem at infinity for p-harmonic functions is considered on Gromov hyperbolic metric measure spaces. Existence and uniqueness results are proved and Cartan-Hadamard manifolds are considered as an application.

Entire Solutions of Hydrodynamical Equations with Exponential Dissipation

We consider a modification of the three-dimensional Navier-Stokes equations and other hydrodynamical evolution equations with space-periodic initial conditions in which the usual Laplacian of the dissipation operator is replaced by an operator whose Fourier symbol grows exponentially as e(vertical bar k vertical bar/kd) at high wavenumbers vertical bar k vertical bar. Using estimates in suitable classes of analytic functions, we show that the solutions with initially finite energy become immediately entire in the space variables and that the Fourier coefficients decay faster than e-(C(k/kd) ln(vertical bar k vertical bar/kd)) for any C < 1/(2 ln 2). The same result holds for the one-dimensional Burgers equation with exponential dissipation but can be improved: heuristic arguments and very precise simulations, analyzed by the method of asymptotic extrapolation of van der Hoeven, indicate that the leading-order asymptotics is precisely of the above form with C = C-* = 1/ ln 2. The same behavior with a universal constant C-* is conjectured for the Navier-Stokes equations with exponential dissipation in any space dimension. This universality prevents the strong growth of intermittency in the far dissipation range which is obtained for ordinary Navier-Stokes turbulence. Possible applications to improved spectral simulations are briefly discussed.

Growing pseudo-eigenmodes and positive logarithmic norms in rotating shear flows

Rotating shear flows, when angular momentum increases and angular velocity decreases as functions of radiation coordinate, are hydrodynamically stable under linear perturbation. The Keplerian flow is an example of such a system, which appears in an astrophysical context. Although decaying eigenmodes exhibit large transient energy growth of perturbation which could govern nonlinearity in the system, the feedback of inherent instability to generate turbulence seems questionable. We show that such systems exhibiting growing pseudo-eigenmodes easily reach an upper bound of growth rate in terms of the logarithmic norm of the involved non-normal operators, thus exhibiting feedback of inherent instability. This supports the existence of turbulence of hydrodynamic origin in the Keplerian accretion disc in astrophysics. Hence, this answers the question of the mismatch between the linear theory and experimental/observed data and helps in resolving the outstanding question of the origin of turbulence therein.

Derivation and consistency of the partial functions of the ternary system involving interaction coefficients

The logarithm of activity coefficients of the components of the ternary system is derived based on the Maclaurin infinite series, which is expressed in terms of the integral property of the system and subjected to appropriate boundary conditions. The derivation of the functions involves extensive summation of various infinite series pertaining to the first-order interaction coefficients that have been shown completely to remove any truncational error. Since the conventional equations involving interaction coefficients are internally inconsistent, a consistent form of the partial functions is developed in the article using the technique just described. The thermodynamic consistency of the functions based on the Maxwell and the Gibbs-Duhem relations has been established. The derived values of the logarithmic activity coefficients of the components have been found to be in agreement with the thermodynamic data of the Fe-Cr-Ni system at 1873 K and have been found to be independent of the compositional paths.

An Algorithmic Characterization of Polynomial Functions over Z(pn)

In this paper we consider polynomial representability of functions defined over , where p is a prime and n is a positive integer. Our aim is to provide an algorithmic characterization that (i) answers the decision problem: to determine whether a given function over is polynomially representable or not, and (ii) finds the polynomial if it is polynomially representable. The previous characterizations given by Kempner (Trans. Am. Math. Soc. 22(2):240-266, 1921) and Carlitz (Acta Arith. 9(1), 67-78, 1964) are existential in nature and only lead to an exhaustive search method, i.e. algorithm with complexity exponential in size of the input. Our characterization leads to an algorithm whose running time is linear in size of input. We also extend our result to the multivariate case.

Calculations of longitudinal and transverse velocity structure functions using a vortex model of isotropic turbulence

The longitudinal structure function (LSF) and the transverse structure function (TSF) in isotropic turbulence are calculated using a vortex model. The vortex model is composed of the Rankine and Burgers vortices which have the exponential distributions in the vortex Reynolds number and vortex radii. This model exhibits a power law in the inertial range and satisfies the minimal condition of isotropy that the second-order exponent of the LSF in the inertial range is equal to that of the TSF. Also observed are differences between longitudinal and transverse structure functions caused by intermittency. These differences are related to their scaling differences which have been previously observed in experiments and numerical simulations.

Optimized logarithmic phase masks used to generate defocus invariant modulation transfer function for wavefront coding system

In a previous Letter [Opt. Lett. 33, 1171 (2008)], we proposed an improved logarithmic phase mask by making modifications to the original one designed by Sherif. However, further studies in another paper [Appl. Opt. 49, 229 (2010)] show that even when the Sherif mask and the improved one are optimized, their corresponding defocused modulation transfer functions (MTFs) are still not stable with respect to focus errors. So, by further modifying their phase profiles, we design another two logarithmic phase masks that exhibit more stable defocused MTF. However, with the defocus-induced phase effect considered, we find that the performance of the two masks proposed in this Letter is better than the Sherif mask, but worse than our previously proposed phase mask, according to the Hilbert space angle. (C) 2010 Optical Society of America

One hundred years of forgetting: A quantitative description of retention

A sample of 210 published data sets were assembled that (a) plotted amount remembered versus time, (b) had 5 or more points, and (c) were smooth enough to fit at least 1 of the functions tested with a correlation coefficient of .90 or greater. Each was fit to 105 different 2-parameter functions. The best fits were to the logarithmic function, the power function, the exponential in the square root of time, and the hyperbola in the square root of time. It is difficult to distinguish among these 4 functions with the available data, but the same set of 4 functions fit most data sets, with autobiographical memory being the exception. Theoretical motivations for the best fitting functions are offered. The methodological problems of evaluating functions and the advantages of searching existing data for regularities before formulating theories are considered.

Laplace transforms of probability distributions and their inversions are easy on logarithmic scales

It is shown that, when expressing arguments in terms of their logarithms, the Laplace transform of a function is related to the antiderivative of this function by a simple convolution. This allows efficient numerical computations of moment generating functions of positive random variables and their inversion. The application of the method is straightforward, apart from the necessity to implement it using high-precision arithmetics. In numerical examples the approach is demonstrated to be particularly useful for distributions with heavy tails, Such as lognormal, Weibull, or Pareto distributions, which are otherwise difficult to handle. The computational efficiency compared to other methods is demonstrated for an M/G/1 queueing problem.

Optimal hedging with higher moments

This study proposes a utility-based framework for the determination of optimal hedge ratios (OHRs) that can allow for the impact of higher moments on hedging decisions. We examine the entire hyperbolic absolute risk aversion family of utilities which include quadratic, logarithmic, power, and exponential utility functions. We find that for both moderate and large spot (commodity) exposures, the performance of out-of-sample hedges constructed allowing for nonzero higher moments is better than the performance of the simpler OLS hedge ratio. The picture is, however, not uniform throughout our seven spot commodities as there is one instance (cotton) for which the modeling of higher moments decreases welfare out-of-sample relative to the simpler OLS. We support our empirical findings by a theoretical analysis of optimal hedging decisions and we uncover a novel link between OHRs and the minimax hedge ratio, that is the ratio which minimizes the largest loss of the hedged position. © 2011 Wiley Periodicals, Inc. Jrl Fut Mark