A note on bifurcation from an interval

We study the global bifurcation of nonlinear Sturm-Liouville problems of the form -(pu')' + qu = lambda a(x)f(u), b(0)u(0) - c(0)u' (0) = 0, b(1)u(1) + c(1)u'(1) = 0 which are not linearizable in any neighborhood of the origin. (c) 2005 Published by Elsevier Ltd.

QRT: A Qr-based tridiagonalization algorithm for nonsymmetric matrices

The stable similarity reduction of a nonsymmetric square matrix to tridiagonal form has been a long-standing problem in numerical linear algebra. The biorthogonal Lanczos process is in principle a candidate method for this task, but in practice it is confined to sparse matrices and is restarted periodically because roundoff errors affect its three-term recurrence scheme and degrade the biorthogonality after a few steps. This adds to its vulnerability to serious breakdowns or near-breakdowns, the handling of which involves recovery strategies such as the look-ahead technique, which needs a careful implementation to produce a block-tridiagonal form with unpredictable block sizes. Other candidate methods, geared generally towards full matrices, rely on elementary similarity transformations that are prone to numerical instabilities. Such concomitant difficulties have hampered finding a satisfactory solution to the problem for either sparse or full matrices. This study focuses primarily on full matrices. After outlining earlier tridiagonalization algorithms from within a general framework, we present a new elimination technique combining orthogonal similarity transformations that are stable. We also discuss heuristics to circumvent breakdowns. Applications of this study include eigenvalue calculation and the approximation of matrix functions.

Multiplicity results for second-order two-point boundary value problems with superlinear or sublinear nonlinearities

We consider boundary value problems for nonlinear second order differential equations of the form u + a(t) f(u) = 0, t epsilon (0, 1), u(0) = u(1) = 0, where a epsilon C([0, 1], (0, infinity)) and f : R --> R is continuous and satisfies f (s)s > 0 for s not equal 0. We establish existence and multiplicity results for nodal solutions to the problems if either f(0) = 0, f(infinity) = infinity or f(0) = infinity, f(0) = 0, where f (s)/s approaches f(0) and f(infinity) as s approaches 0 and infinity, respectively. We use bifurcation techniques to prove our main results. (C) 2004 Elsevier Inc. All rights reserved.

A(n-1) Gaudin model with open boundaries

The A(n-1) Gaudin model with integrable boundaries specified by non-diagonal K-matrices is studied. The commuting families of Gaudin operators are diagonalized by the algebraic Bethe ansatz method. The eigenvalues and the corresponding Bethe ansatz equations are obtained. (c) 2005 Elsevier B.V. All rights reserved.

Asymptotic bifurcation results for quasilinear elliptic operators

We develop results for bifurcation from the principal eigenvalue for certain operators based on the p-Laplacian and containing a superlinear nonlinearity with a critical Sobolev exponent. The main result concerns an asymptotic estimate of the rate at which the solution branch departs from the eigenspace. The method can also be applied for nonpotential operators.

Power system sensitivity analysis for probabilistic small signal stability assessment in a deregulated environment

Deregulations and market practices in power industry have brought great challenges to the system planning area. In particular, they introduce a variety of uncertainties to system planning. New techniques are required to cope with such uncertainties. As a promising approach, probabilistic methods are attracting more and more attentions by system planners. In small signal stability analysis, generation control parameters play an important role in determining the stability margin. The objective of this paper is to investigate power system state matrix sensitivity characteristics with respect to system parameter uncertainties with analytical and numerical approaches and to identify those parameters have great impact on system eigenvalues, therefore, the system stability properties. Those identified parameter variations need to be investigated with priority. The results can be used to help Regional Transmission Organizations (RTOs) and Independent System Operators (ISOs) perform planning studies under the open access environment.

T-Q relation and exact solution for the XYZ chain with general non-diagonal boundary terms

We propose that the Baxter's Q-operator for the quantum XYZ spin chain with open boundary conditions is given by the j -> infinity limit of the corresponding transfer matrix with spin-j (i.e., (2j + I)-dimensional) auxiliary space. The associated T-Q relation is derived from the fusion hierarchy of the model. We use this relation to determine the Bethe Ansatz solution of the eigenvalues of the fundamental transfer matrix. The solution yields the complete spectrum of the Hamiltonian. (c) 2006 Elsevier B.V. All rights reserved.

Exact eigenvalue correspondences between laminated plate theories via membrane vibration

Based on Reddy's third-order theory, the first-order theory and the classical theory, exact explicit eigenvalues are found for compression buckling, thermal buckling and vibration of laminated plates via analogy with membrane vibration, These results apply to symmetrically laminated composite plates with transversely isotropic laminae and simply supported polygonal edges, Comprehensive consideration of a Winkler-Pasternak elastic foundation, a hydrostatic inplane force, an initial temperature increment and rotary inertias is incorporated. Bridged by the vibrating membrane, exact correspondences are readily established between any pairs of buckling and vibration eigenvalues associated with different theories. Positive definiteness of the critical hydrostatic pressure at buckling, the thermobukling temperature increment and, in the range of either tension loading or compression loading prior to occurrence of buckling, the natural vibration frequency is proved. (C) 2000 Elsevier Science Ltd. All rights reserved.

Bayesian invariant measurements of generalisation for discrete distributions

Neural network learning rules can be viewed as statistical estimators. They should be studied in Bayesian framework even if they are not Bayesian estimators. Generalisation should be measured by the divergence between the true distribution and the estimated distribution. Information divergences are invariant measurements of the divergence between two distributions. The posterior average information divergence is used to measure the generalisation ability of a network. The optimal estimators for multinomial distributions with Dirichlet priors are studied in detail. This confirms that the definition is compatible with intuition. The results also show that many commonly used methods can be put under this unified framework, by assume special priors and special divergences.

Properties of sparse random matrices over finite fields

Typical properties of sparse random matrices over finite (Galois) fields are studied, in the limit of large matrices, using techniques from the physics of disordered systems. For the case of a finite field GF(q) with prime order q, we present results for the average kernel dimension, average dimension of the eigenvector spaces and the distribution of the eigenvalues. The number of matrices for a given distribution of entries is also calculated for the general case. The significance of these results to error-correcting codes and random graphs is also discussed.

Mathematical methods in power system stability studies

In this thesis various mathematical methods of studying the transient and dynamic stabiIity of practical power systems are presented. Certain long established methods are reviewed and refinements of some proposed. New methods are presented which remove some of the difficulties encountered in applying the powerful stability theories based on the concepts of Liapunov. Chapter 1 is concerned with numerical solution of the transient stability problem. Following a review and comparison of synchronous machine models the superiority of a particular model from the point of view of combined computing time and accuracy is demonstrated. A digital computer program incorporating all the synchronous machine models discussed, and an induction machine model, is described and results of a practical multi-machine transient stability study are presented. Chapter 2 reviews certain concepts and theorems due to Liapunov. In Chapter 3 transient stability regions of single, two and multi~machine systems are investigated through the use of energy type Liapunov functions. The treatment removes several mathematical difficulties encountered in earlier applications of the method. In Chapter 4 a simple criterion for the steady state stability of a multi-machine system is developed and compared with established criteria and a state space approach. In Chapters 5, 6 and 7 dynamic stability and small signal dynamic response are studied through a state space representation of the system. In Chapter 5 the state space equations are derived for single machine systems. An example is provided in which the dynamic stability limit curves are plotted for various synchronous machine representations. In Chapter 6 the state space approach is extended to multi~machine systems. To draw conclusions concerning dynamic stability or dynamic response the system eigenvalues must be properly interpreted, and a discussion concerning correct interpretation is included. Chapter 7 presents a discussion of the optimisation of power system small sjgnal performance through the use of Liapunov functions.

Transition in convective flows heated internally

The stability of internally heated convective flows in a vertical channel under the influence of a pressure gradient and in the limit of small Prandtl number is examined numerically. In each of the cases studied the basic flow, which can have two inflection points, loses stability at the critical point identified by the corresponding linear analysis to two-dimensional states in a Hopf bifurcation. These marginal points determine the linear stability curve that identifies the minimum Grashof number (based on the strength of the homogeneous heat source), at which the two-dimensional periodic flow can bifurcate. The range of stability of the finite amplitude secondary flow is determined by its (linear) stability against three-dimensional infinitesimal disturbances. By first examining the behavior of the eigenvalues as functions of the Floquet parameters in the streamwise and spanwise directions we show that the secondary flow loses stability also in a Hopf bifurcation as the Grashof number increases, indicating that the tertiary flow is quasi-periodic. Secondly the Eckhaus marginal stability curve, that bounds the domain of stable transverse vortices towards smaller and larger wavenumbers, but does not cause a transition as the Grashof number increases, is also given for the cases studied in this work.

System identification of linear vibrating structures

Methods of dynamic modelling and analysis of structures, for example the finite element method, are well developed. However, it is generally agreed that accurate modelling of complex structures is difficult and for critical applications it is necessary to validate or update the theoretical models using data measured from actual structures. The techniques of identifying the parameters of linear dynamic models using Vibration test data have attracted considerable interest recently. However, no method has received a general acceptance due to a number of difficulties. These difficulties are mainly due to (i) Incomplete number of Vibration modes that can be excited and measured, (ii) Incomplete number of coordinates that can be measured, (iii) Inaccuracy in the experimental data (iv) Inaccuracy in the model structure. This thesis reports on a new approach to update the parameters of a finite element model as well as a lumped parameter model with a diagonal mass matrix. The structure and its theoretical model are equally perturbed by adding mass or stiffness and the incomplete number of eigen-data is measured. The parameters are then identified by an iterative updating of the initial estimates, by sensitivity analysis, using eigenvalues or both eigenvalues and eigenvectors of the structure before and after perturbation. It is shown that with a suitable choice of the perturbing coordinates exact parameters can be identified if the data and the model structure are exact. The theoretical basis of the technique is presented. To cope with measurement errors and possible inaccuracies in the model structure, a well known Bayesian approach is used to minimize the least squares difference between the updated and the initial parameters. The eigen-data of the structure with added mass or stiffness is also determined using the frequency response data of the unmodified structure by a structural modification technique. Thus, mass or stiffness do not have to be added physically. The mass-stiffness addition technique is demonstrated by simulation examples and Laboratory experiments on beams and an H-frame.

Kineto-elastodynamic analysis of high-speed four-bar mechanism

This thesis addresses the kineto-elastodynamic analysis of a four-bar mechanism running at high-speed where all links are assumed to be flexible. First, the mechanism, at static configurations, is considered as structure. Two methods are used to model the system, namely the finite element method (FEM) and the dynamic stiffness method. The natural frequencies and mode shapes at different positions from both methods are calculated and compared. The FEM is used to model the mechanism running at high-speed. The governing equations of motion are derived using Hamilton's principle. The equations obtained are a set of stiff ordinary differential equations with periodic coefficients. A model is developed whereby the FEM and the dynamic stiffness method are used conjointly to provide high-precision results with only one element per link. The principal concern of the mechanism designer is the behaviour of the mechanism at steady-state. Few algorithms have been developed to deliver the steady-state solution without resorting to costly time marching simulation. In this study two algorithms are developed to overcome the limitations of the existing algorithms. The superiority of the new algorithms is demonstrated. The notion of critical speeds is clarified and a distinction is drawn between "critical speeds", where stresses are at a local maximum, and "unstable bands" where the mechanism deflections will grow boundlessly. Floquet theory is used to assess the stability of the system. A simple method to locate the critical speeds is derived. It is shown that the critical speeds of the mechanism coincide with the local maxima of the eigenvalues of the transition matrix with respect to the rotational speed of the mechanism.

Approximation of photonic crystal fibres with large air holes by the step index fibre model

An equivalent step index fibre with a silica core and air cladding is used to model photonic crystal fibres with large air holes. We model this fibre for linear polarisation (we focus on the lowest few transverse modes of the electromagnetic field). The equivalent step index radius is obtained by equating the lowest two eigenvalues of the model to those calculated numerically for the photonic crystal fibres. The step index parameters thus obtained can then be used to calculate nonlinear parameters like the nonlinear effective area of a photonic crystal fibre or to model nonlinear few-mode interactions using an existing model.