Random orthogonal matrix simulation

This paper introduces a method for simulating multivariate samples that have exact means, covariances, skewness and kurtosis. We introduce a new class of rectangular orthogonal matrix which is fundamental to the methodology and we call these matrices L matrices. They may be deterministic, parametric or data specific in nature. The target moments determine the L matrix then infinitely many random samples with the same exact moments may be generated by multiplying the L matrix by arbitrary random orthogonal matrices. This methodology is thus termed “ROM simulation”. Considering certain elementary types of random orthogonal matrices we demonstrate that they generate samples with different characteristics. ROM simulation has applications to many problems that are resolved using standard Monte Carlo methods. But no parametric assumptions are required (unless parametric L matrices are used) so there is no sampling error caused by the discrete approximation of a continuous distribution, which is a major source of error in standard Monte Carlo simulations. For illustration, we apply ROM simulation to determine the value-at-risk of a stock portfolio.

Spectacle and value in classical Hollywood cinema

This is a primarily meta-critical essay and is in direct dialogue with the argument presented in my essay on Gone with the Wind (published in 'Screen'). Here, however, the emphasis is much more on the challenge my definition of spectacle represents for important traditions of film analysis, particularly ‘mise-en-scène criticism’. I argue for the possibility of spectacle to form part of the ‘organic’ whole of a film’s texture and form, while noting the challenge the concept represents (by dint of certain ideological associations and its taint of commercialism) with ‘organicist’ traditions of interpretative film analysis.

Meteorological phenomena in Western classical orchestral music

Depictions of the weather are common throughout the arts. Unlike in the visual arts, however, there has been little study of meteorological inspiration in music. This article catalogues and analyzes the frequencies with which weather is depicted in a sample of classical orchestral music. The depictions vary from explicit mimicry using traditional and specialized orchestral instruments, through to subtle suggestions. It is found that composers are generally influenced by their own environment in the type of weather they choose to represent. As befits the national stereotype, British composers seem disproportionately keen to depict the UK's variable weather patterns and stormy coastline

A tutorial on pseudospectral methods for computational optimal control

[English] This paper is a tutorial introduction to pseudospectral optimal control. With pseudospectral methods, a function is approximated as a linear combination of smooth basis functions, which are often chosen to be Legendre or Chebyshev polynomials. Collocation of the differential-algebraic equations is performed at orthogonal collocation points, which are selected to yield interpolation of high accuracy. Pseudospectral methods directly discretize the original optimal control problem to recast it into a nonlinear programming format. A numerical optimizer is then employed to find approximate local optimal solutions. The paper also briefly describes the functionality and implementation of PSOPT, an open source software package written in C++ that employs pseudospectral discretization methods to solve multi-phase optimal control problems. The software implements the Legendre and Chebyshev pseudospectral methods, and it has useful features such as automatic differentiation, sparsity detection, and automatic scaling. The use of pseudospectral methods is illustrated in two problems taken from the literature on computational optimal control. [Portuguese] Este artigo e um tutorial introdutorio sobre controle otimo pseudo-espectral. Em metodos pseudo-espectrais, uma funcao e aproximada como uma combinacao linear de funcoes de base suaves, tipicamente escolhidas como polinomios de Legendre ou Chebyshev. A colocacao de equacoes algebrico-diferenciais e realizada em pontos de colocacao ortogonal, que sao selecionados de modo a minimizar o erro de interpolacao. Metodos pseudoespectrais discretizam o problema de controle otimo original de modo a converte-lo em um problema de programa cao nao-linear. Um otimizador numerico e entao empregado para obter solucoes localmente otimas. Este artigo tambem descreve sucintamente a funcionalidade e a implementacao de um pacote computacional de codigo aberto escrito em C++ chamado PSOPT. Tal pacote emprega metodos de discretizacao pseudo-spectrais para resolver problemas de controle otimo com multiplas fase. O PSOPT permite a utilizacao de metodos de Legendre ou Chebyshev, e possui caractersticas uteis tais como diferenciacao automatica, deteccao de esparsidade e escalonamento automatico. O uso de metodos pseudo-espectrais e ilustrado em dois problemas retirados da literatura de controle otimo computacional.

Robust eigenstructure assignment in quadratic matrix polynomials: nonsingular case

Feedback design for a second-order control system leads to an eigenstructure assignment problem for a quadratic matrix polynomial. It is desirable that the feedback controller not only assigns specified eigenvalues to the second-order closed loop system but also that the system is robust, or insensitive to perturbations. We derive here new sensitivity measures, or condition numbers, for the eigenvalues of the quadratic matrix polynomial and define a measure of the robustness of the corresponding system. We then show that the robustness of the quadratic inverse eigenvalue problem can be achieved by solving a generalized linear eigenvalue assignment problem subject to structured perturbations. Numerically reliable methods for solving the structured generalized linear problem are developed that take advantage of the special properties of the system in order to minimize the computational work required. In this part of the work we treat the case where the leading coefficient matrix in the quadratic polynomial is nonsingular, which ensures that the polynomial is regular. In a second part, we will examine the case where the open loop matrix polynomial is not necessarily regular.

A simple analysis of thermodynamic properties for classical plasmas: I. theory

By eliminating the short range negative divergence of the Debye–Hückel pair distribution function, but retaining the exponential charge screening known to operate at large interparticle separation, the thermodynamic properties of one-component plasmas of point ions or charged hard spheres can be well represented even in the strong coupling regime. Predicted electrostatic free energies agree within 5% of simulation data for typical Coulomb interactions up to a factor of 10 times the average kinetic energy. Here, this idea is extended to the general case of a uniform ionic mixture, comprising an arbitrary number of components, embedded in a rigid neutralizing background. The new theory is implemented in two ways: (i) by an unambiguous iterative algorithm that requires numerical methods and breaks the symmetry of cross correlation functions; and (ii) by invoking generalized matrix inverses that maintain symmetry and yield completely analytic solutions, but which are not uniquely determined. The extreme computational simplicity of the theory is attractive when considering applications to complex inhomogeneous fluids of charged particles.

A comparison between classical techniques and eigenstructure assignment in the design of a longitudinal instrument landing system

Although modern control techniques such as eigenstructure assignment have been given extensive coverage in control literature there is a reluctance to use them in practice as they are often not believed to be as `visible' or as simple as classical methods. A simple aircraft example is used, and it is shown that eigenstructure assignment can be used easily to produce a more viable controller than with simple classical techniques.