On Osgood theorem in Banach spaces

Let $X$ be a real Banach space, $\omega:[0,+\infty)\to\R$ be an increasing continuous function such that $\omega(0)=0$ and $\omega(t+s)\leq\omega(t)+\omega(s)$ for all $t,s\in[0,+\infty)$. By the Osgood theorem, if $\int_{0}^1\frac{dt}{\omega(t)}=\infty$, then for any $(t_0,x_0)\in R\times X$ and any continuous map $f: R\times X\to X$ and such that $\|f(t,x)-f(t,y)\|\leq\omega(\|x-y\|)$ for all $t\in R$, $x,y\in X$, the Cauchy problem $\dot x(t)=f(t,x(t))$, $(t_0)=x_0$ has a unique solution in a neighborhood of $t_0$ . We prove that if $X$ has a complemented subspace with an unconditional Schauder basis and $\int_{0}^1\frac{dt}{\omega(t)}

A Characterization of Weakly Lindelöf Determined Banach Spaces

2000 Mathematics Subject Classification: 46B26, 46B03, 46B04.

Krylov subspace methods for approximating functions of symmetric positive definite matrices with applications to applied statistics and anomalous diffusion

Matrix function approximation is a current focus of worldwide interest and finds application in a variety of areas of applied mathematics and statistics. In this thesis we focus on the approximation of A^(-α/2)b, where A ∈ ℝ^(n×n) is a large, sparse symmetric positive definite matrix and b ∈ ℝ^n is a vector. In particular, we will focus on matrix function techniques for sampling from Gaussian Markov random fields in applied statistics and the solution of fractional-in-space partial differential equations. Gaussian Markov random fields (GMRFs) are multivariate normal random variables characterised by a sparse precision (inverse covariance) matrix. GMRFs are popular models in computational spatial statistics as the sparse structure can be exploited, typically through the use of the sparse Cholesky decomposition, to construct fast sampling methods. It is well known, however, that for sufficiently large problems, iterative methods for solving linear systems outperform direct methods. Fractional-in-space partial differential equations arise in models of processes undergoing anomalous diffusion. Unfortunately, as the fractional Laplacian is a non-local operator, numerical methods based on the direct discretisation of these equations typically requires the solution of dense linear systems, which is impractical for fine discretisations. In this thesis, novel applications of Krylov subspace approximations to matrix functions for both of these problems are investigated. Matrix functions arise when sampling from a GMRF by noting that the Cholesky decomposition A = LL^T is, essentially, a `square root' of the precision matrix A. Therefore, we can replace the usual sampling method, which forms x = L^(-T)z, with x = A^(-1/2)z, where z is a vector of independent and identically distributed standard normal random variables. Similarly, the matrix transfer technique can be used to build solutions to the fractional Poisson equation of the form ϕn = A^(-α/2)b, where A is the finite difference approximation to the Laplacian. Hence both applications require the approximation of f(A)b, where f(t) = t^(-α/2) and A is sparse. In this thesis we will compare the Lanczos approximation, the shift-and-invert Lanczos approximation, the extended Krylov subspace method, rational approximations and the restarted Lanczos approximation for approximating matrix functions of this form. A number of new and novel results are presented in this thesis. Firstly, we prove the convergence of the matrix transfer technique for the solution of the fractional Poisson equation and we give conditions by which the finite difference discretisation can be replaced by other methods for discretising the Laplacian. We then investigate a number of methods for approximating matrix functions of the form A^(-α/2)b and investigate stopping criteria for these methods. In particular, we derive a new method for restarting the Lanczos approximation to f(A)b. We then apply these techniques to the problem of sampling from a GMRF and construct a full suite of methods for sampling conditioned on linear constraints and approximating the likelihood. Finally, we consider the problem of sampling from a generalised Matern random field, which combines our techniques for solving fractional-in-space partial differential equations with our method for sampling from GMRFs.

Krylov subspace approximations for the exponential Euler method: Error estimates and the harmonic Ritz approximant

We study Krylov subspace methods for approximating the matrix-function vector product φ(tA)b where φ(z) = [exp(z) - 1]/z. This product arises in the numerical integration of large stiff systems of differential equations by the Exponential Euler Method, where A is the Jacobian matrix of the system. Recently, this method has found application in the simulation of transport phenomena in porous media within mathematical models of wood drying and groundwater flow. We develop an a posteriori upper bound on the Krylov subspace approximation error and provide a new interpretation of a previously published error estimate. This leads to an alternative Krylov approximation to φ(tA)b, the so-called Harmonic Ritz approximant, which we find does not exhibit oscillatory behaviour of the residual error.

Investigating subspace distances in semantic spaces

Semantic space models of word meaning derived from co-occurrence statistics within a corpus of documents, such as the Hyperspace Analogous to Language (HAL) model, have been proposed in the past. While word similarity can be computed using these models, it is not clear how semantic spaces derived from different sets of documents can be compared. In this paper, we focus on this problem, and we revisit the proposal of using semantic subspace distance measurements [1]. In particular, we outline the research questions that still need to be addressed to investigate and validate these distance measures. Then, we describe our plans for future research.

Efficient Content-based Routing, Mobility-aware Topologies, and Temporal Subspace Matching

Event-based systems are seen as good candidates for supporting distributed applications in dynamic and ubiquitous environments because they support decoupled and asynchronous many-to-many information dissemination. Event systems are widely used, because asynchronous messaging provides a flexible alternative to RPC (Remote Procedure Call). They are typically implemented using an overlay network of routers. A content-based router forwards event messages based on filters that are installed by subscribers and other routers. The filters are organized into a routing table in order to forward incoming events to proper subscribers and neighbouring routers. This thesis addresses the optimization of content-based routing tables organized using the covering relation and presents novel data structures and configurations for improving local and distributed operation. Data structures are needed for organizing filters into a routing table that supports efficient matching and runtime operation. We present novel results on dynamic filter merging and the integration of filter merging with content-based routing tables. In addition, the thesis examines the cost of client mobility using different protocols and routing topologies. We also present a new matching technique called temporal subspace matching. The technique combines two new features. The first feature, temporal operation, supports notifications, or content profiles, that persist in time. The second feature, subspace matching, allows more expressive semantics, because notifications may contain intervals and be defined as subspaces of the content space. We also present an application of temporal subspace matching pertaining to metadata-based continuous collection and object tracking.

Subspace intersection method of high-resolution bearing estimation in shallow ocean using acoustic vector sensors

The subspace intersection method (SIM) provides unbiased bearing estimates of multiple acoustic sources in a range-independent shallow ocean using a one-dimensional search without prior knowledge of source ranges and depths. The original formulation of this method is based on deployment of a horizontal linear array of hydrophones which measure acoustic pressure. In this paper, we extend SIM to an array of acoustic vector sensors which measure pressure as well as all components of particle velocity. Use of vector sensors reduces the minimum number of sensors required by a factor of 4, and also eliminates the constraint that the intersensor spacing should not exceed half wavelength. The additional information provided by the vector sensors leads to performance enhancement in the form of lower estimation error and higher resolution.

On subspace method for source localization

A method of source localization in shallow water, based on subspace concept, is described. It is shown that a vector representing the source in the image space spanned by the direction vectors of the source images is orthogonal to the noise eigenspace of the covariance matrix. Computer simulation has shown that a horizontal array of eight sensors can accurately localize one or more uncorrelated sources in shallow water dominated by multipath propagation.

Signal subspace approach in localization of sound source in shallow water

A new algorithm based on signal subspace approach is proposed for localizing a sound source in shallow water. In the first instance we assumed an ideal channel with plane parallel boundaries and known reflection properties. The sound source is assumed to emit a broadband stationary stochastic signal. The algorithm takes into account the spatial distribution of all images and reflection characteristics of the sea bottom. It is shown that both range and depth of a source can be measured accurately with the help of a vertical array of sensors. For good results the number of sensors should be greater than the number of significant images; however, localization is possible even with a smaller array but at the cost of higher side lobes. Next, we allowed the channel to be stochastically perturbed; this resulted in random phase errors in the reflection coefficients. The most singular effect of the phase errors is to introduce into the spectral matrix an extra term which may be looked upon as a signal generated coloured noise. It is shown through computer simulations that the signal peak height is reduced considerably as a consequence of random phase errors.

Weighted subspace methods and spatial smoothing: analysis and comparison

The effect of using a spatially smoothed forward-backward covariance matrix on the performance of weighted eigen-based state space methods/ESPRIT, and weighted MUSIC for direction-of-arrival (DOA) estimation is analyzed. Expressions for the mean-squared error in the estimates of the signal zeros and the DOA estimates, along with some general properties of the estimates and optimal weighting matrices, are derived. A key result is that optimally weighted MUSIC and weighted state-space methods/ESPRIT have identical asymptotic performance. Moreover, by properly choosing the number of subarrays, the performance of unweighted state space methods can be significantly improved. It is also shown that the mean-squared error in the DOA estimates is independent of the exact distribution of the source amplitudes. This results in a unified framework for dealing with DOA estimation using a uniformly spaced linear sensor array and the time series frequency estimation problems.

Performance analysis of subspace based method for source localization in shallow water

The present paper aims at studying the performance characteristics of a subspace based algorithm for source localization in shallow water such as coastal water. Specifically, we study the performance of Multi Image Subspace Algorithm (MISA). Through first-order perturbation analysis and computer simulation it is shown that MISA is unbiased and statistically efficient. Further, we bring out the role of multipaths (or images) in reducing the error in the localization. It is shown that the presence of multipaths is found to improve the range and depth estimates. This may be attributed to the increased curvature of the wavefront caused by interference from many coherent multipaths.

Novel subspace methods for blind estimation of multiple CFOs in MIMO-OFDM systems

The problem of estimating multiple Carrier Frequency Offsets (CFOs) in the uplink of MIMO-OFDM systems with Co-Channel (CC) and OFDMA based carrier allocation is considered. The tri-linear data model for generalized, multiuser OFDM system is formulated. Novel blind subspace based estimation of multiple CFOs in the case of arbitrary carrier allocation scheme in OFDMA systems and CC users in OFDM systems based on the Khatri-Rao product is proposed. The method works where the conventional subspace method fails. The performance of the proposed methods is compared with pilot based Least-Squares method.

Dynamic subspace clustering for very large high-dimensional databases

Emerging high-dimensional data mining applications needs to find interesting clusters embeded in arbitrarily aligned subspaces of lower dimensionality. It is difficult to cluster high-dimensional data objects, when they are sparse and skewed. Updations are quite common in dynamic databases and they are usually processed in batch mode. In very large dynamic databases, it is necessary to perform incremental cluster analysis only to the updations. We present a incremental clustering algorithm for subspace clustering in very high dimensions, which handles both insertion and deletions of datapoints to the backend databases.