Perturbation, extraction and refinement of invariant pairs for matrix polynomials

Generalizing the notion of an eigenvector, invariant subspaces are frequently used in the context of linear eigenvalue problems, leading to conceptually elegant and numerically stable formulations in applications that require the computation of several eigenvalues and/or eigenvectors. Similar benefits can be expected for polynomial eigenvalue problems, for which the concept of an invariant subspace needs to be replaced by the concept of an invariant pair. Little has been known so far about numerical aspects of such invariant pairs. The aim of this paper is to fill this gap. The behavior of invariant pairs under perturbations of the matrix polynomial is studied and a first-order perturbation expansion is given. From a computational point of view, we investigate how to best extract invariant pairs from a linearization of the matrix polynomial. Moreover, we describe efficient refinement procedures directly based on the polynomial formulation. Numerical experiments with matrix polynomials from a number of applications demonstrate the effectiveness of our extraction and refinement procedures.

A search for invariant relative satellite motion

This report presents the canonical Hamiltonian formulation of relative satellite motion. The unperturbed Hamiltonian model is shown to be equivalent to the well known Hill-Clohessy-Wilshire (HCW) linear formulation. The in°uence of perturbations of the nonlinear Gravitational potential and the oblateness of the Earth; J2 perturbations are also modelled within the Hamiltonian formulation. The modelling incorporates eccentricity of the reference orbit. The corresponding Hamiltonian vector ¯elds are computed and implemented in Simulink. A numerical method is presented aimed at locating periodic or quasi-periodic relative satellite motion. The numerical method outlined in this paper is applied to the Hamiltonian system. Although the orbits considered here are weakly unstable at best, in the case of eccentricity only, the method ¯nds exact periodic orbits. When other perturbations such as nonlinear gravitational terms are added, drift is signicantly reduced and in the case of the J2 perturbation with and without the nonlinear gravitational potential term, bounded quasi-periodic solutions are found. Advantages of using Newton's method to search for periodic or quasi-periodic relative satellite motion include simplicity of implementation, repeatability of solutions due to its non-random nature, and fast convergence. Given that the use of bounded or drifting trajectories as control references carries practical di±culties over long-term missions, Principal Component Analysis (PCA) is applied to the quasi-periodic or slowly drifting trajectories to help provide a closed reference trajectory for the implementation of closed loop control. In order to evaluate the e®ect of the quality of the model used to generate the periodic reference trajectory, a study involving closed loop control of a simulated master/follower formation was performed. 2 The results of the closed loop control study indicate that the quality of the model employed for generating the reference trajectory used for control purposes has an important in°uence on the resulting amount of fuel required to track the reference trajectory. The model used to generate LQR controller gains also has an e®ect on the e±ciency of the controller.

Spectrally invariant approximation within atmospheric radiative transfer

Certain algebraic combinations of single scattering albedo and solar radiation reflected from, or transmitted through, vegetation canopies do not vary with wavelength. These ‘‘spectrally invariant relationships’’ are the consequence of wavelength independence of the extinction coefficient and scattering phase function in veg- etation. In general, this wavelength independence does not hold in the atmosphere, but in cloud-dominated atmospheres the total extinction and total scattering phase function vary only weakly with wavelength. This paper identifies the atmospheric conditions under which the spectrally invariant approximation can accu- rately describe the extinction and scattering properties of cloudy atmospheres. The validity of the as- sumptions and the accuracy of the approximation are tested with 1D radiative transfer calculations using publicly available radiative transfer models: Discrete Ordinate Radiative Transfer (DISORT) and Santa Barbara DISORT Atmospheric Radiative Transfer (SBDART). It is shown for cloudy atmospheres with cloud optical depth above 3, and for spectral intervals that exclude strong water vapor absorption, that the spectrally invariant relationships found in vegetation canopy radiative transfer are valid to better than 5%. The physics behind this phenomenon, its mathematical basis, and possible applications to remote sensing and climate are discussed.

Essential selfadjointness of singular magnetic Schrödinger operators on Riemannian manifolds

In this paper we extend the well-known Leinfelder–Simader theorem on the essential selfadjointness of singular Schrödinger operators to arbitrary complete Riemannian manifolds. This improves some earlier results of Shubin, Milatovic and others.

On Hamiltonian balanced dynamics and the slowest invariant manifold

The concept of a slowest invariant manifold is investigated for the five-component model of Lorenz under conservative dynamics. It is shown that Lorenz's model is a two-degree-of-freedom canonical Hamiltonian system, consisting of a nonlinear vorticity-triad oscillator coupled to a linear gravity wave oscillator, whose solutions consist of regular and chaotic orbits. When either the Rossby number or the rotational Froude number is small, there is a formal separation of timescales, and one can speak of fast and slow motion. In the same regime, the coupling is weak, and the Kolmogorov–Arnold-Moser theorem is shown to apply. The chaotic orbits are inherently unbalanced and are confined to regions sandwiched between invariant tori consisting of quasi-periodic regular orbits. The regular orbits generally contain free fast motion, but a slowest invariant manifold may be geometrically defined as the set of all slow cores of invariant tori (defined by zero fast action) that are smoothly related to such cores in the uncoupled system. This slowest invariant manifold is not global; in fact, its structure is fractal; but it is of nearly full measure in the limit of weak coupling. It is also nonlinearly stable. As the coupling increases, the slowest invariant manifold shrinks until it disappears altogether. The results clarify previous definitions of a slowest invariant manifold and highlight the ambiguity in the definition of “slowness.” An asymptotic procedure, analogous to standard initialization techniques, is found to yield nonzero free fast motion even when the core solutions contain none. A hierarchy of Hamiltonian balanced models preserving the symmetries in the original low-order model is formulated; these models are compared with classic balanced models, asymptotically initialized solutions of the full system and the slowest invariant manifold defined by the core solutions. The analysis suggests that for sufficiently small Rossby or rotational Froude numbers, a stable slowest invariant manifold can be defined for this system, which has zero free gravity wave activity, but it cannot be defined everywhere. The implications of the results for more complex systems are discussed.

A time-invariant visco-elastic windkessel model relating blood flow and blood volume

The difference between the rate of change of cerebral blood volume (CBV) and cerebral blood flow (CBF) following stimulation is thought to be due to circumferential stress relaxation in veins (Mandeville, J.B., Marota, J.J.A., Ayata, C., Zaharchuk, G., Moskowitz, M.A., Rosen, B.R., Weisskoff, R.M., 1999. Evidence of a cerebrovascular postarteriole windkessel with delayed compliance. J. Cereb. Blood Flow Metab. 19, 679–689). In this paper we explore the visco-elastic properties of blood vessels, and present a dynamic model relating changes in CBF to changes in CBV. We refer to this model as the visco-elastic windkessel (VW) model. A novel feature of this model is that the parameter characterising the pressure–volume relationship of blood vessels is treated as a state variable dependent on the rate of change of CBV, producing hysteresis in the pressure–volume space during vessel dilation and contraction. The VW model is nonlinear time-invariant, and is able to predict the observed differences between the time series of CBV and that of CBF measurements following changes in neural activity. Like the windkessel model derived by Mandeville, J.B., Marota, J.J.A., Ayata, C., Zaharchuk, G., Moskowitz, M.A., Rosen, B.R., Weisskoff, R.M., 1999. Evidence of a cerebrovascular postarteriole windkessel with delayed compliance. J. Cereb. Blood Flow Metab. 19, 679–689, the VW model is primarily a model of haemodynamic changes in the venous compartment. The VW model is demonstrated to have the following characteristics typical of visco-elastic materials: (1) hysteresis, (2) creep, and (3) stress relaxation, hence it provides a unified model of the visco-elastic properties of the vasculature. The model will not only contribute to the interpretation of the Blood Oxygen Level Dependent (BOLD) signals from functional Magnetic Resonance Imaging (fMRI) experiments, but also find applications in the study and modelling of the brain vasculature and the haemodynamics of circulatory and cardiovascular systems.

The Brownian traveller on manifolds

We study the inuence of the intrinsic curvature on the large time behaviour of the heat equation in a tubular neighbourhood of an unbounded geodesic in a two-dimensional Riemannian manifold. Since we consider killing boundary conditions, there is always an exponential-type decay for the heat semigroup. We show that this exponential-type decay is slower for positively curved manifolds comparing to the at case. As the main result, we establish a sharp extra polynomial-type decay for the heat semigroup on negatively curved manifolds comparing to the at case. The proof employs the existence of Hardy-type inequalities for the Dirichlet Laplacian in the tubular neighbourhoods on negatively curved manifolds and the method of self-similar variables and weighted Sobolev spaces for the heat equation.

Towards a general theory of extremes for observables of chaotic dynamical systems

In this paper we provide a connection between the geometrical properties of the attractor of a chaotic dynamical system and the distribution of extreme values. We show that the extremes of so-called physical observables are distributed according to the classical generalised Pareto distribution and derive explicit expressions for the scaling and the shape parameter. In particular, we derive that the shape parameter does not depend on the cho- sen observables, but only on the partial dimensions of the invariant measure on the stable, unstable, and neutral manifolds. The shape parameter is negative and is close to zero when high-dimensional systems are considered. This result agrees with what was derived recently using the generalized extreme value approach. Combining the results obtained using such physical observables and the properties of the extremes of distance observables, it is possible to derive estimates of the partial dimensions of the attractor along the stable and the unstable directions of the flow. Moreover, by writing the shape parameter in terms of moments of the extremes of the considered observable and by using linear response theory, we relate the sensitivity to perturbations of the shape parameter to the sensitivity of the moments, of the partial dimensions, and of the Kaplan–Yorke dimension of the attractor. Preliminary numer- ical investigations provide encouraging results on the applicability of the theory presented here. The results presented here do not apply for all combinations of Axiom A systems and observables, but the breakdown seems to be related to very special geometrical configurations.

Spectral design of temperature-invariant narrow bandpass filters for the mid-infrared

The ability of narrow bandpass filters to discriminate wavelengths between closely-separated gas absorption lines is crucial in many areas of infrared spectroscopy. As improvements to the sensitivity of infrared detectors enables operation in uncontrolled high-temperature environments, this imposes demands on the explicit bandpass design to provide temperature-invariant behavior. The unique negative temperature coefficient (dn/dT<0) of Lead-based (Pb) salts, in combination with dielectric materials enable bandpass filters with exclusive immunity to shifts in wavelength with temperature. This paper presents the results of an investigation into the interdependence between multilayer bandpass design and optical materials together with a review on invariance at elevated temperatures.

Transitivity of codimension-one Anosov actions of R(k) on closed manifolds

We consider Anosov actions of R(k), k >= 2, on a closed connected orientable manifold M, of codimension one, i.e. such that the unstable foliation associated to some element of R(k) has dimension one. We prove that if the ambient manifold has dimension greater than k + 2, then the action is topologically transitive. This generalizes a result of Verjovsky for codimension-one Anosov flows.

On C(r)-closing for flows on orientable and non-orientable 2-manifolds

We provide an affirmative answer to the C(r)-Closing Lemma, r >= 2, for a large class of flows defined on every closed surface.

3-manifolds in Euclidean space from a contact viewpoint

We study the geometry of 3-manifolds generically embedded in R(n) by means of the analysis of the singularities of the distance-squared and height functions on them. We describe the local structure of the discriminant (associated to the distribution of asymptotic directions), the ridges and the flat ridges.

Invariant theory and reversible-equivariant vector fields

In this paper we present results for the systematic study of reversible-equivariant vector fields - namely, in the simultaneous presence of symmetries and reversing symmetries - by employing algebraic techniques from invariant theory for compact Lie groups. The Hilbert-Poincare series and their associated Molien formulae are introduced,and we prove the character formulae for the computation of dimensions of spaces of homogeneous anti-invariant polynomial functions and reversible-equivariant polynomial mappings. A symbolic algorithm is obtained for the computation of generators for the module of reversible-equivariant polynomial mappings over the ring of invariant polynomials. We show that this computation can be obtained directly from a well-known situation, namely from the generators of the ring of invariants and the module of the equivariants. (C) 2008 Elsevier B.V, All rights reserved.

A Parallel Hardware Architecture for Scale and Rotation Invariant Feature Detection

This paper proposes a parallel hardware architecture for image feature detection based on the Scale Invariant Feature Transform algorithm and applied to the Simultaneous Localization And Mapping problem. The work also proposes specific hardware optimizations considered fundamental to embed such a robotic control system on-a-chip. The proposed architecture is completely stand-alone; it reads the input data directly from a CMOS image sensor and provides the results via a field-programmable gate array coupled to an embedded processor. The results may either be used directly in an on-chip application or accessed through an Ethernet connection. The system is able to detect features up to 30 frames per second (320 x 240 pixels) and has accuracy similar to a PC-based implementation. The achieved system performance is at least one order of magnitude better than a PC-based solution, a result achieved by investigating the impact of several hardware-orientated optimizations oil performance, area and accuracy.