A Numerical Solution Using an Adaptively Preconditioned Lanczos Method for a Class of Linear Systems Related with the Fractional Poisson Equation

This study considers the solution of a class of linear systems related with the fractional Poisson equation (FPE) (−∇2)α/2φ=g(x,y) with nonhomogeneous boundary conditions on a bounded domain. A numerical approximation to FPE is derived using a matrix representation of the Laplacian to generate a linear system of equations with its matrix A raised to the fractional power α/2. The solution of the linear system then requires the action of the matrix function f(A)=A−α/2 on a vector b. For large, sparse, and symmetric positive definite matrices, the Lanczos approximation generates f(A)b≈β0Vmf(Tm)e1. This method works well when both the analytic grade of A with respect to b and the residual for the linear system are sufficiently small. Memory constraints often require restarting the Lanczos decomposition; however this is not straightforward in the context of matrix function approximation. In this paper, we use the idea of thick-restart and adaptive preconditioning for solving linear systems to improve convergence of the Lanczos approximation. We give an error bound for the new method and illustrate its role in solving FPE. Numerical results are provided to gauge the performance of the proposed method relative to exact analytic solutions.

A preconditioned Lanczos method for space-fractional reaction-diffusion equations on two-dimensional unstructured meshes

We consider a two-dimensional space-fractional reaction diffusion equation with a fractional Laplacian operator and homogeneous Neumann boundary conditions. The finite volume method is used with the matrix transfer technique of Ilić et al. (2006) to discretise in space, yielding a system of equations that requires the action of a matrix function to solve at each timestep. Rather than form this matrix function explicitly, we use Krylov subspace techniques to approximate the action of this matrix function. Specifically, we apply the Lanczos method, after a suitable transformation of the problem to recover symmetry. To improve the convergence of this method, we utilise a preconditioner that deflates the smallest eigenvalues from the spectrum. We demonstrate the efficiency of our approach for a fractional Fisher’s equation on the unit disk.

A finite volume scheme with preconditioned Lanczos method for two-dimensional space-fractional reaction–diffusion equations

Fractional differential equations have been increasingly used as a powerful tool to model the non-locality and spatial heterogeneity inherent in many real-world problems. However, a constant challenge faced by researchers in this area is the high computational expense of obtaining numerical solutions of these fractional models, owing to the non-local nature of fractional derivatives. In this paper, we introduce a finite volume scheme with preconditioned Lanczos method as an attractive and high-efficiency approach for solving two-dimensional space-fractional reaction–diffusion equations. The computational heart of this approach is the efficient computation of a matrix-function-vector product f(A)bf(A)b, where A A is the matrix representation of the Laplacian obtained from the finite volume method and is non-symmetric. A key aspect of our proposed approach is that the popular Lanczos method for symmetric matrices is applied to this non-symmetric problem, after a suitable transformation. Furthermore, the convergence of the Lanczos method is greatly improved by incorporating a preconditioner. Our approach is show-cased by solving the fractional Fisher equation including a validation of the solution and an analysis of the behaviour of the model.

Novel numerical methods for time-space fractional reaction diffusion equations in two dimensions

We consider time-space fractional reaction diffusion equations in two dimensions. This equation is obtained from the standard reaction diffusion equation by replacing the first order time derivative with the Caputo fractional derivative, and the second order space derivatives with the fractional Laplacian. Using the matrix transfer technique proposed by Ilic, Liu, Turner and Anh [Fract. Calc. Appl. Anal., 9:333--349, 2006] and the numerical solution strategy used by Yang, Turner, Liu, and Ilic [SIAM J. Scientific Computing, 33:1159--1180, 2011], the solution of the time-space fractional reaction diffusion equations in two dimensions can be written in terms of a matrix function vector product $f(A)b$ at each time step, where $A$ is an approximate matrix representation of the standard Laplacian. We use the finite volume method over unstructured triangular meshes to generate the matrix $A$, which is therefore non-symmetric. However, the standard Lanczos method for approximating $f(A)b$ requires that $A$ is symmetric. We propose a simple and novel transformation in which the standard Lanczos method is still applicable to find $f(A)b$, despite the loss of symmetry. Numerical results are presented to verify the accuracy and efficiency of our newly proposed numerical solution strategy.

Computationally efficient methods for solving time-variable-order time-space fractional reaction-diffusion equation

Fractional differential equations are becoming more widely accepted as a powerful tool in modelling anomalous diffusion, which is exhibited by various materials and processes. Recently, researchers have suggested that rather than using constant order fractional operators, some processes are more accurately modelled using fractional orders that vary with time and/or space. In this paper we develop computationally efficient techniques for solving time-variable-order time-space fractional reaction-diffusion equations (tsfrde) using the finite difference scheme. We adopt the Coimbra variable order time fractional operator and variable order fractional Laplacian operator in space where both orders are functions of time. Because the fractional operator is nonlocal, it is challenging to efficiently deal with its long range dependence when using classical numerical techniques to solve such equations. The novelty of our method is that the numerical solution of the time-variable-order tsfrde is written in terms of a matrix function vector product at each time step. This product is approximated efficiently by the Lanczos method, which is a powerful iterative technique for approximating the action of a matrix function by projecting onto a Krylov subspace. Furthermore an adaptive preconditioner is constructed that dramatically reduces the size of the required Krylov subspaces and hence the overall computational cost. Numerical examples, including the variable-order fractional Fisher equation, are presented to demonstrate the accuracy and efficiency of the approach.

Magnetic Raman scattering from 1D antiferromagnets

We study Raman scattering from 1D antiferromagnets within the Fleury-Loudon scheme by applying a finite temperature Lanczos method to a 1D spin-half Heisenberg model with nearest-neighbor (J(1)) and second-neighbor (J(2)) interactions. The low-temperature spectra are analyzed in terms of the known elementary excitations of the system for J(2) = 0 and J(2) = 1/2. We find that the low-T Raman spectra are very broad for \J(2)/J(1)\ less than or equal to 0.3. This broad peak gradually diminishes and shifts with temperature, so that at T > J(1) the spectra are narrower and peaked at low frequencies. The experimental spectra for CuGeO3 are discussed in light of our calculations.

Metal-insulator transition in a degenerate Hubbard model

We have studied the metal-insulator transition at integer fillings in a triply degenerate Hubbard model using the Lanczos method. The critical Coulomb interaction strength U-c, is found to depend strongly on the band filling, with U-c similar to root 3 W (W is the bandwidth) at half filling for this case with threefold degeneracy. We discuss the implications of our results on metal-insulator transitions in strongly correlated systems in general, and on the unusual electronic ground state of the alkali-metal-doped fullerenes, in particular. [S0163-1829(99)11003-8].

Moving window kernel PCA for adaptive monitoring of nonlinear processes

This paper discusses the monitoring of complex nonlinear and time-varying processes. Kernel principal component analysis (KPCA) has gained significant attention as a monitoring tool for nonlinear systems in recent years but relies on a fixed model that cannot be employed for time-varying systems. The contribution of this article is the development of a numerically efficient and memory saving moving window KPCA (MWKPCA) monitoring approach. The proposed technique incorporates an up- and downdating procedure to adapt (i) the data mean and covariance matrix in the feature space and (ii) approximates the eigenvalues and eigenvectors of the Gram matrix. The article shows that the proposed MWKPCA algorithm has a computation complexity of O(N2), whilst batch techniques, e.g. the Lanczos method, are of O(N3). Including the adaptation of the number of retained components and an l-step ahead application of the MWKPCA monitoring model, the paper finally demonstrates the utility of the proposed technique using a simulated nonlinear time-varying system and recorded data from an industrial distillation column.

Small Signal Stability Performance of Power System during High Penetration of Wind Generation

The small signal stability of interconnected power systems is one of the important aspects that need to be investigated since the oscillations caused by this kind of instability have caused many incidents. With the increasing penetration of wind power in the power system, particularly doubly fed induction generator (DFIG), the impact on the power system small signal stability performance should be fully investigated. Because the DFIG wind turbine integration is through a fast action converter and associated control, it does not inherently participate in the electromechanical small signal oscillation. However, it influences the small signal stability by impacting active power flow paths in the network and replacing synchronous generators that have power system stabilizer (PSS). In this paper, the IEEE 39 bus test system has been used in the analysis. Furthermore, four study cases and several operation scenarios have been conducted and analysed. The selective eigenvalue Arnoldi/lanczos's method is used to obtain the system eigenvalue in the range of frequency from 0.2 Hz to 2 Hz which is related to electromechanical oscillations. Results show that the integration of DFIG wind turbines in a system during several study cases and operation scenarios give different influence on small signal stability performance.

An introduction to numerical methods in low-dimensional quantum systems

This is an introductory course to the Lanczos Method and Density Matrix Renormalization Group Algorithms (DMRG), two among the leading numerical techniques applied in studies of low-dimensional quantum models. The idea of studying the models on clusters of a finite size in order to extract their physical properties is briefly discussed. The important role played by the model symmetries is also examined. Special emphasis is given to the DMRG.

Reconstruction of spatiotemporal capture data by means of orthogonal functions: the case of skipjack tuna (Katsuwonus pelamis) in the central-east Atlantic

[EN] The information provided by the International Commission for the Conservation of Atlantic Tunas (ICCAT) on captures of skipjack tuna (Katsuwonus pelamis) in the central-east Atlantic has a number of limitations, such as gaps in the statistics for certain fleets and the level of spatiotemporal detail at which catches are reported. As a result, the quality of these data and their effectiveness for providing management advice is limited. In order to reconstruct missing spatiotemporal data of catches, the present study uses Data INterpolating Empirical Orthogonal Functions (DINEOF), a technique for missing data reconstruction, applied here for the first time to fisheries data. DINEOF is based on an Empirical Orthogonal Functions decomposition performed with a Lanczos method. DINEOF was tested with different amounts of missing data, intentionally removing values from 3.4% to 95.2% of data loss, and then compared with the same data set with no missing data. These validation analyses show that DINEOF is a reliable methodological approach of data reconstruction for the purposes of fishery management advice, even when the amount of missing data is very high.

Role of potassium orbitals in the metallic behavior of K3picene

Detailed electronic structure calculations of picene clusters doped by potassium modeling the crystalline K3picene structure show that while two electrons are completely transferred from potassium atoms to the lowest-energy unoccupied molecular orbital of pristine picene, the third one remains closely attached to both material components. Multiconfigurational analysis is necessary to show that many structures of almost degenerate total energies compete to define the cluster ground state. Our results prove that the 4s orbital of potassium should be included in any interaction model describing the material. We propose a quarter-filled two-orbital model as the most simple model capable of describing the electronic structure of K-intercalated picene. Precise solutions obtained by a development of the Lanczos method show low-energy electronic excitations involving orbitals located at different positions. Consequently, metallic transport is possible in spite of the clear dominance of interaction over hopping.

Can model Hamiltonians describe the electron–electron interaction in π-conjugated systems?: PAH and graphene

Model Hamiltonians have been, and still are, a valuable tool for investigating the electronic structure of systems for which mean field theories work poorly. This review will concentrate on the application of Pariser–Parr–Pople (PPP) and Hubbard Hamiltonians to investigate some relevant properties of polycyclic aromatic hydrocarbons (PAH) and graphene. When presenting these two Hamiltonians we will resort to second quantisation which, although not the way chosen in its original proposal of the former, is much clearer. We will not attempt to be comprehensive, but rather our objective will be to try to provide the reader with information on what kinds of problems they will encounter and what tools they will need to solve them. One of the key issues concerning model Hamiltonians that will be treated in detail is the choice of model parameters. Although model Hamiltonians reduce the complexity of the original Hamiltonian, they cannot be solved in most cases exactly. So, we shall first consider the Hartree–Fock approximation, still the only tool for handling large systems, besides density functional theory (DFT) approaches. We proceed by discussing to what extent one may exactly solve model Hamiltonians and the Lanczos approach. We shall describe the configuration interaction (CI) method, a common technology in quantum chemistry but one rarely used to solve model Hamiltonians. In particular, we propose a variant of the Lanczos method, inspired by CI, that has the novelty of using as the seed of the Lanczos process a mean field (Hartree–Fock) determinant (the method will be named LCI). Two questions of interest related to model Hamiltonians will be discussed: (i) when including long-range interactions, how crucial is including in the Hamiltonian the electronic charge that compensates ion charges? (ii) Is it possible to reduce a Hamiltonian incorporating Coulomb interactions (PPP) to an 'effective' Hamiltonian including only on-site interactions (Hubbard)? The performance of CI will be checked on small molecules. The electronic structure of azulene and fused azulene will be used to illustrate several aspects of the method. As regards graphene, several questions will be considered: (i) paramagnetic versus antiferromagnetic solutions, (ii) forbidden gap versus dot size, (iii) graphene nano-ribbons, and (iv) optical properties.

Full S matrix calculation via a single real-symmetric Lanczos recursion: The Lanczos artificial boundary inhomogeneity method

We present an efficient and robust method for the calculation of all S matrix elements (elastic, inelastic, and reactive) over an arbitrary energy range from a single real-symmetric Lanczos recursion. Our new method transforms the fundamental equations associated with Light's artificial boundary inhomogeneity approach [J. Chem. Phys. 102, 3262 (1995)] from the primary representation (original grid or basis representation of the Hamiltonian or its function) into a single tridiagonal Lanczos representation, thereby affording an iterative version of the original algorithm with greatly superior scaling properties. The method has important advantages over existing iterative quantum dynamical scattering methods: (a) the numerically intensive matrix propagation proceeds with real symmetric algebra, which is inherently more stable than its complex symmetric counterpart; (b) no complex absorbing potential or real damping operator is required, saving much of the exterior grid space which is commonly needed to support these operators and also removing the associated parameter dependence. Test calculations are presented for the collinear H+H-2 reaction, revealing excellent performance characteristics. (C) 2004 American Institute of Physics.