A numerical study of large sparse matrix exponentials arising in Markov chains

Krylov subspace techniques have been shown to yield robust methods for the numerical computation of large sparse matrix exponentials and especially the transient solutions of Markov Chains. The attractiveness of these methods results from the fact that they allow us to compute the action of a matrix exponential operator on an operand vector without having to compute, explicitly, the matrix exponential in isolation. In this paper we compare a Krylov-based method with some of the current approaches used for computing transient solutions of Markov chains. After a brief synthesis of the features of the methods used, wide-ranging numerical comparisons are performed on a power challenge array supercomputer on three different models. (C) 1999 Elsevier Science B.V. All rights reserved.AMS Classification: 65F99; 65L05; 65U05.

An augmented Lanczos algorithm for the efficient computation of a dot-product of a function of a large sparse symmetric matrix

The Lanczos algorithm is appreciated in many situations due to its speed. and economy of storage. However, the advantage that the Lanczos basis vectors need not be kept is lost when the algorithm is used to compute the action of a matrix function on a vector. Either the basis vectors need to be kept, or the Lanczos process needs to be applied twice. In this study we describe an augmented Lanczos algorithm to compute a dot product relative to a function of a large sparse symmetric matrix, without keeping the basis vectors.

Wave equation depth migration using complex Padé approximation

Propomos um novo método de migração em profundidade baseado na solução da equação da onda com densidade constante no domínio da freqüência. Uma aproximação de Padé complexa é usada para aproximar o operador de evolução aplicado na extrapolação do campo de ondas. Esse método reduz as imprecisões e instabilidades devido às ondas evanescentes e produz imagens com menos ruídos numéricos que aquelas obtidas usando-se a aproximação de Padé real para o operador exponencial, principalmente em meios com fortes variações de velocidades. Testes em dados de afastamento nulo do modelo de sal SEG/EAGE e nos dados de tiro comum 2-D Marmousi foram realizados. Os resultados obtidos mostram que o método de migração proposto consegue lidar com fortes variações laterais e também tem uma boa resposta para refletores com mergulhos íngremes. Os resultados foram comparados àqueles resultados obtidos com os métodos split-step Fourier (SSF), phase shift plus interpolarion (PSPI) e Fourier diferenças-finitas (FFD).

Error bounds for low-rank approximations of the first exponential integral kernel

A hierarchical matrix is an efficient data-sparse representation of a matrix, especially useful for large dimensional problems. It consists of low-rank subblocks leading to low memory requirements as well as inexpensive computational costs. In this work, we discuss the use of the hierarchical matrix technique in the numerical solution of a large scale eigenvalue problem arising from a finite rank discretization of an integral operator. The operator is of convolution type, it is defined through the first exponential-integral function and, hence, it is weakly singular. We develop analytical expressions for the approximate degenerate kernels and deduce error upper bounds for these approximations. Some computational results illustrating the efficiency and robustness of the approach are presented.

Analytical optimization of spread and change of exponential decay of generalized Wannier functions in one dimension

Conselho Nacional de Desenvolvimento Científico e Tecnológico (CNPq)

MULTIPLICITY OF NONRADIAL SOLUTIONS FOR A CLASS OF QUASILINEAR EQUATIONS ON ANNULUS WITH EXPONENTIAL CRITICAL GROWTH

In this paper, we establish the existence of many rotationally non-equivalent and nonradial solutions for the following class of quasilinear problems (p) {-Delta(N)u = lambda f(vertical bar x vertical bar, u) x is an element of Omega(r), u > 0 x is an element of Omega(r), u = 0 x is an element of Omega(r), where Omega(r) = {x is an element of R-N : r < vertical bar x vertical bar < r + 1}, N >= 2, N not equal 3, r >0, lambda > 0, Delta(N)u = div(vertical bar del u vertical bar(N-2)del u) is the N-Laplacian operator and f is a continuous function with exponential critical growth.

Generalized Sobolev Spaces of Exponential Type Associated with the Dunkl Operators

2000 Mathematics Subject Classification: 35E45

Hyperbolic Double-Complex Laplace Operator

2010 Mathematics Subject Classification: 35G35, 32A30, 30G35.

Probabilistic Approach to the Neumann Problem for a Symmetric Operator

2000 Mathematics Subject Classification: Primary 60J45, 60J50, 35Cxx; Secondary 31Cxx.

ZETA DETERMINANT AND OPERATOR DETERMINANTS

We apply techniques of zeta functions and regularized products theory to study the zeta determinant of a class of abstract operators with compact resolvent, and in particular the relation with other spectral functions.

CHARACTERIZATION OF EXPONENTIAL DIVERGENCE OF THE KALMAN FILTER FOR TIME-VARYING SYSTEMS

This paper studies semistability of the recursive Kalman filter in the context of linear time-varying (LTV), possibly nondetectable systems with incorrect noise information. Semistability is a key property, as it ensures that the actual estimation error does not diverge exponentially. We explore structural properties of the filter to obtain a necessary and sufficient condition for the filter to be semistable. The condition does not involve limiting gains nor the solution of Riccati equations, as they can be difficult to obtain numerically and may not exist. We also compare semistability with the notions of stability and stability w.r.t. the initial error covariance, and we show that semistability in a sense makes no distinction between persistent and nonpersistent incorrect noise models, as opposed to stability. In the linear time invariant scenario we obtain algebraic, easy to test conditions for semistability and stability, which complement results available in the context of detectable systems. Illustrative examples are included.

Study of the influence of indium segregation on the optical properties of InGaAs/GaAs quantum wells via split-operator method

In the case of quantum wells, the indium segregation leads to complex potential profiles that are hardly considered in the majority of the theoretical models. The authors demonstrated that the split-operator method is useful tool for obtaining the electronic properties in these cases. Particularly, they studied the influence of the indium surface segregation in optical properties of InGaAs/GaAs quantum wells. Photoluminescence measurements were carried out for a set of InGaAs/GaAs quantum wells and compared to the results obtained theoretically via split-operator method, showing a good agreement.

Estimating losses in teleportation schemes using the phenomenological operator approach to dissipation in cavity quantum electrodynamics

In this paper, we estimate the losses during teleportation processes requiring either two high-Q cavities or a single bimodal cavity. The estimates were carried out using the phenomenological operator approach introduced by de Almeida et al. [Phys. Rev. A 62, 033815 (2000)].

Non-linear boundary element formulation applied to contact analysis using tangent operator

This work presents a non-linear boundary element formulation applied to analysis of contact problems. The boundary element method (BEM) is known as a robust and accurate numerical technique to handle this type of problem, because the contact among the solids occurs along their boundaries. The proposed non-linear formulation is based on the use of singular or hyper-singular integral equations by BEM, for multi-region contact. When the contact occurs between crack surfaces, the formulation adopted is the dual version of BEM, in which singular and hyper-singular integral equations are defined along the opposite sides of the contact boundaries. The structural non-linear behaviour on the contact is considered using Coulomb`s friction law. The non-linear formulation is based on the tangent operator in which one uses the derivate of the set of algebraic equations to construct the corrections for the non-linear process. This implicit formulation has shown accurate as the classical approach, however, it is faster to compute the solution. Examples of simple and multi-region contact problems are shown to illustrate the applicability of the proposed scheme. (C) 2011 Elsevier Ltd. All rights reserved.

Non-linear boundary element formulation with tangent operator to analyse crack propagation in quasi-brittle materials

This work deals with analysis of cracked structures using BEM. Two formulations to analyse the crack growth process in quasi-brittle materials are discussed. They are based on the dual formulation of BEM where two different integral equations are employed along the opposite sides of the crack surface. The first presented formulation uses the concept of constant operator, in which the corrections of the nonlinear process are made only by applying appropriate tractions along the crack surfaces. The second presented BEM formulation to analyse crack growth problems is an implicit technique based on the use of a consistent tangent operator. This formulation is accurate, stable and always requires much less iterations to reach the equilibrium within a given load increment in comparison with the classical approach. Comparison examples of classical problem of crack growth are shown to illustrate the performance of the two formulations. (C) 2009 Elsevier Ltd. All rights reserved.