Amplitude equations and asymptotic expansions for multi-scale problems

In this paper we introduce a new technique to obtain the slow-motion dynamics in nonequilibrium and singularly perturbed problems characterized by multiple scales. Our method is based on a straightforward asymptotic reduction of the order of the governing differential equation and leads to amplitude equations that describe the slowly-varying envelope variation of a uniformly valid asymptotic expansion. This may constitute a simpler and in certain cases a more general approach toward the derivation of asymptotic expansions, compared to other mainstream methods such as the method of Multiple Scales or Matched Asymptotic expansions because of its relation with the Renormalization Group. We illustrate our method with a number of singularly perturbed problems for ordinary and partial differential equations and recover certain results from the literature as special cases. © 2010 - IOS Press and the authors. All rights reserved.

The renormalization group and the implicit function theorem for amplitude equations

This article lays down the foundations of the renormalization group (RG) approach for differential equations characterized by multiple scales. The renormalization of constants through an elimination process and the subsequent derivation of the amplitude equation [Chen, Phys. Rev. E 54, 376 (1996)] are given a rigorous but not abstract mathematical form whose justification is based on the implicit function theorem. Developing the theoretical framework that underlies the RG approach leads to a systematization of the renormalization process and to the derivation of explicit closed-form expressions for the amplitude equations that can be carried out with symbolic computation for both linear and nonlinear scalar differential equations and first order systems but independently of their particular forms. Certain nonlinear singular perturbation problems are considered that illustrate the formalism and recover well-known results from the literature as special cases. © 2008 American Institute of Physics.

Optimizing I/O cost and managing memory for composition vector method based on correlation matrix calculation in bioinformatics

The generation of a correlation matrix for set of genomic sequences is a common requirement in many bioinformatics problems such as phylogenetic analysis. Each sequence may be millions of bases long and there may be thousands of such sequences which we wish to compare, so not all sequences may fit into main memory at the same time. Each sequence needs to be compared with every other sequence, so we will generally need to page some sequences in and out more than once. In order to minimize execution time we need to minimize this I/O. This paper develops an approach for faster and scalable computing of large-size correlation matrices through the maximal exploitation of available memory and reducing the number of I/O operations. The approach is scalable in the sense that the same algorithms can be executed on different computing platforms with different amounts of memory and can be applied to different bioinformatics problems with different correlation matrix sizes. The significant performance improvement of the approach over previous work is demonstrated through benchmark examples.

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.

Non-parametric consistency test for multiple-sensing-modality data fusion

Fusing data from multiple sensing modalities, e.g. laser and radar, is a promising approach to achieve resilient perception in challenging environmental conditions. However, this may lead to \emph{catastrophic fusion} in the presence of inconsistent data, i.e. when the sensors do not detect the same target due to distinct attenuation properties. It is often difficult to discriminate consistent from inconsistent data across sensing modalities using local spatial information alone. In this paper we present a novel consistency test based on the log marginal likelihood of a Gaussian process model that evaluates data from range sensors in a relative manner. A new data point is deemed to be consistent if the model statistically improves as a result of its fusion. This approach avoids the need for absolute spatial distance threshold parameters as required by previous work. We report results from object reconstruction with both synthetic and experimental data that demonstrate an improvement in reconstruction quality, particularly in cases where data points are inconsistent yet spatially proximal.

Implicit and multigrid procedures for steady-state computations with upwind algorithms

A computational study for the convergence acceleration of Euler and Navier-Stokes computations with upwind schemes has been conducted in a unified framework. It involves the flux-vector splitting algorithms due to Steger-Warming and Van Leer, the flux-difference splitting algorithms due to Roe and Osher and the hybrid algorithms, AUSM (Advection Upstream Splitting Method) and HUS (Hybrid Upwind Splitting). Implicit time integration with line Gauss-Seidel relaxation and multigrid are among the procedures which have been systematically investigated on an individual as well as cumulative basis. The upwind schemes have been tested in various implicit-explicit operator combinations such that the optimal among them can be determined based on extensive computations for two-dimensional flows in subsonic, transonic, supersonic and hypersonic flow regimes. In this study, the performance of these implicit time-integration procedures has been systematically compared with those corresponding to a multigrid accelerated explicit Runge-Kutta method. It has been demonstrated that a multigrid method employed in conjunction with an implicit time-integration scheme yields distinctly superior convergence as compared to those associated with either of the acceleration procedures provided that effective smoothers, which have been identified in this investigation, are prescribed in the implicit operator.

A pseudo-dynamical systems approach to a class of inverse problems in engineering

A pseudo-dynamical approach for a class of inverse problems involving static measurements is proposed and explored. Following linearization of the minimizing functional associated with the underlying optimization problem, the new strategy results in a system of linearized ordinary differential equations (ODEs) whose steady-state solutions yield the desired reconstruction. We consider some explicit and implicit schemes for integrating the ODEs and thus establish a deterministic reconstruction strategy without an explicit use of regularization. A stochastic reconstruction strategy is then developed making use of an ensemble Kalman filter wherein these ODEs serve as the measurement model. Finally, we assess the numerical efficacy of the developed tools against a few linear and nonlinear inverse problems of engineering interest.

CFD analysis of high frequency miniature pulse tube refrigerators for space applications with thermal non-equilibrium model

High frequency, miniature, pulse tube cryocoolers are extensively used in space applications because of their simplicity. Parametric studies of inertance type pulse tube cooler are performed with different length-to-diameter ratios of the pulse tube with the help of the FLUENT (R) package. The local thermal non-equilibrium of the gas and the matrix is taken into account for the modeling of porous zones, in addition to the wall thickness of the components. Dynamic characteristics and the actual mechanism of energy transfer in pulse are examined with the help of the pulse tube wall time constant. The heat interaction between pulse tube wall and the oscillating gas, leading to surface heat pumping, is quantified. The axial heat conduction is found to reduce the performance of the pulse tube refrigerator. The thermal non-equilibrium predicts a higher cold heat exchanger temperature compared to thermal equilibrium. The pressure drop through the porous medium has a strong non-linear effect due to the dominating influence of Forchheimer term over that of the linear Darcy term at high operating frequencies. The phase angle relationships among the pressure, temperature and the mass flow rate in the porous zones are also important in determining the performance of pulse tuberefrigerator.

Gaussian mixture model based switched split vector quantization of LSF parameters

We address the issue of rate-distortion (R/D) performance optimality of the recently proposed switched split vector quantization (SSVQ) method. The distribution of the source is modeled using Gaussian mixture density and thus, the non-parametric SSVQ is analyzed in a parametric model based framework for achieving optimum R/D performance. Using high rate quantization theory, we derive the optimum bit allocation formulae for the intra-cluster split vector quantizer (SVQ) and the inter-cluster switching. For the wide-band speech line spectrum frequency (LSF) parameter quantization, it is shown that the Gaussian mixture model (GMM) based parametric SSVQ method provides 1 bit/vector advantage over the non-parametric SSVQ method.

Multicriterion differential games with applications to combat problems

In this paper a theory for two-person zero sum multicriterion differential games is presented. Various solution concepts based upon the notions of Pareto optimality (efficiency), security and equilibrium are defined. These are shown to have interesting applications in the formulation and analysis of two target or combat differential games. The methods for obtaining outcome regions in the state space, feedback strategies for the players and the mode of play has been discussed in the framework of bicriterion zero sum differential games. The treatment is conceptual rather than rigorous.

Income inequality in the process of economic development : An empirical approach

This thesis studies the effect of income inequality on economic growth. This is done by analyzing panel data from several countries with both short and long time dimensions of the data. Two of the chapters study the direct effect of inequality on growth, and one chapter also looks at the possible indirect effect of inequality on growth by assessing the effect of inequality on savings. In Chapter two, the effect of inequality on growth is studied by using a panel of 70 countries and a new EHII2008 inequality measure. Chapter contributes on two problems that panel econometric studies on the economic effect of inequality have recently encountered: the comparability problem associated with the commonly used Deininger and Squire s Gini index, and the problem relating to the estimation of group-related elasticities in panel data. In this study, a simple way to 'bypass' vagueness related to the use of parametric methods to estimate group-related parameters is presented. The idea is to estimate the group-related elasticities implicitly using a set of group-related instrumental variables. The estimation results with new data and method indicate that the relationship between income inequality and growth is likely to be non-linear. Chapter three incorporates the EHII2.1 inequality measure and a panel with annual time series observations from 38 countries to test the existence of long-run equilibrium relation(s) between inequality and the level of GDP. Panel unit root tests indicate that both the logarithmic EHII2.1 inequality measure and the logarithmic GDP per capita series are I(1) nonstationary processes. They are also found to be cointegrated of order one, which implies that there is a long-run equilibrium relation between them. The long-run growth elasticity of inequality is found to be negative in the middle-income and rich economies, but the results for poor economies are inconclusive. In the fourth Chapter, macroeconomic data on nine developed economies spanning across four decades starting from the year 1960 is used to study the effect of the changes in the top income share to national and private savings. The income share of the top 1 % of population is used as proxy for the distribution of income. The effect of inequality on private savings is found to be positive in the Nordic and Central-European countries, but for the Anglo-Saxon countries the direction of the effect (positive vs. negative) remains somewhat ambiguous. Inequality is found to have an effect national savings only in the Nordic countries, where it is positive.

KFVS (Kinetic Flux Vector Splitting) on moving grids for unsteady aerodynamics

Accurate numerical solutions to the problems in fluid-structure (aeroelasticity) interaction are becoming increasingly important in recent years. The methods based on FCD (Fixed Computational Domain) and ALE (Alternate Lagrangian Eulerian) to solve such problems suffer from numerical instability and loss of accuracy. They are not general and can not be extended to the flowsolvers on unstructured meshes. Also, global upwind schemes can not be used in ALE formulation thus leads to the development of flow solvers on moving grids. The KFVS method has been shown to be easily amenable on moving grids required in unsteady aerodynamics. The ability of KFMG (Kinetic Flux vector splitting on Moving Grid) Euler solver in capturing shocks, expansion waves with small and very large pressure ratios and contact discontinuities has been demonstrated.

The Equations of Equilibrium in Orthogonal Curvilinear Reference Coordinates

Analytical solutions to problems in finite elasticity are most often derived using the semi-inverse approach along with the spatial form of the equations of motion involving the Cauchy stress tensor. This procedure is somewhat indirect since the spatial equations involve derivatives with respect to spatial coordinates while the unknown functions are in terms of material coordinates, thus necessitating the use of the chain rule. In this classroom note, we derive compact expressions for the components of the divergence, with respect to orthogonal material coordinates, of the first Piola-Kirchhoff stress tensor. The spatial coordinate system is also assumed to be an orthogonal curvilinear one, although, not necessarily of the same type as the material coordinate system. We show by means of some example applications how analytical solutions can be derived more directly using the derived results.

Scaling analysis of momentum, heat, and mass transfer in binary alloy solidification problems

A systematic approach is developed for scaling analysis of momentum, heat and species conservation equations pertaining to the case of solidification of a binary mixture. The problem formulation and description of boundary conditions are kept fairly general, so that a large class of problems can be addressed. Analysis of the momentum equations coupled with phase change considerations leads to the establishment of an advection velocity scale. Analysis of the energy equation leads to an estimation of the solid layer thickness. Different regimes corresponding to different dominant modes of transport are simultaneously identified. A comparative study involving several cases of possible thermal boundary conditions is also performed. Finally, a scaling analysis of the species conservation equation is carried out, revealing the effect of a non-equilibrium solidification model on solute segregation and species distribution. It is shown that non-equilibrium effects result in an enhanced macrosegregation compared with the case of an equilibrium model. For the sake of assessment of the scaling analysis, the predictions are validated against corresponding computational results.

Doubly spectral stochastic finite element method (DSSFEM) for random field problems

Uncertainties in complex dynamic systems play an important role in the prediction of a dynamic response in the mid- and high-frequency ranges. For distributed parameter systems, parametric uncertainties can be represented by random fields leading to stochastic partial differential equations. Over the past two decades, the spectral stochastic finite-element method has been developed to discretize the random fields and solve such problems. On the other hand, for deterministic distributed parameter linear dynamic systems, the spectral finite-element method has been developed to efficiently solve the problem in the frequency domain. In spite of the fact that both approaches use spectral decomposition (one for the random fields and the other for the dynamic displacement fields), very little overlap between them has been reported in literature. In this paper, these two spectral techniques are unified with the aim that the unified approach would outperform any of the spectral methods considered on their own. An exponential autocorrelation function for the random fields, a frequency-dependent stochastic element stiffness, and mass matrices are derived for the axial and bending vibration of rods. Closed-form exact expressions are derived by using the Karhunen-Loève expansion. Numerical examples are given to illustrate the unified spectral approach.