Dissertations / Theses on the topic 'Linear matrix equation'

We are interested in the numerical solution of large-scale linear matrix equations. In particular, due to their occurrence in many applications, we study the so-called Sylvester and Lyapunov equations. A characteristic aspect of the large-scale setting is that although data are sparse, the solution is in general dense so that storing it may be unfeasible. Therefore, it is necessary that the solution allows for a memory-saving approximation that can be cheaply stored. An extensive literature treats the case of the aforementioned equations with low-rank right-hand side. This assumption, together with certain hypotheses on the spectral distribution of the matrix coefficients, is a sufficient condition for proving a fast decay in the singular values of the solution. This decay motivates the search for a low-rank approximation so that only low-rank matrices are actually computed and stored remarkably reducing the storage demand. This is the task of the so-called low-rank methods and a large amount of work in this direction has been carried out in the last years. Projection methods have been shown to be among the most effective low-rank methods and in the first part of this thesis we propose some computational enhanchements of the classical algorithms. The case of equations with not necessarily low rank right-hand side has not been deeply analyzed so far and efficient methods are still lacking in the literature. In this thesis we aim to significantly contribute to this open problem by introducing solution methods for this kind of equations. In particular, we address the case when the coefficient matrices and the right-hand side are banded and we further generalize this structure considering quasiseparable data. In the last part of the thesis we study large-scale generalized Sylvester equations and, under some assumptions on the coefficient matrices, novel approximation spaces for their solution by projection are proposed.

Mathematics<br>Ph.D.<br>We consider low-rank solution methods for certain classes of large-scale linear matrix equations. Our aim is to adapt existing low-rank solution methods based on standard, extended and rational Krylov subspaces to solve equations which may viewed as extensions of the classical Lyapunov and Sylvester equations. The first class of matrix equations that we consider are constrained Sylvester equations, which essentially consist of Sylvester's equation along with a constraint on the solution matrix. These therefore constitute a system of matrix equations. The second are generalized Lyapunov equations, which are Lyapunov equations with additional terms. Such equations arise as computational bottlenecks in model order reduction.<br>Temple University--Theses

Esta proposta de pesquisa visa avaliar métodos de projeto de controladores em dois níveis, composto por controladores descentralizados e centralizado, utilizando sinais de medição fasorial sincronizada. Pesquisas iniciais foram realizadas utilizando a abordagem baseada na resolução da equação de Riccati num sistema multimáquinas, considerando aquisição de dados via medição fasorial sincronizada e atrasos de tempo nos canais de comunicação da entrada e da saída do controlador centralizado. Esta pesquisa propõe o projeto e avaliação de controladores centralizados através das abordagens baseadas na resolução da equação de Riccati, Desigualdades Matriciais Lineares e Algoritmos Genéticos. O projeto consiste em obter um controlador centralizado robusto a variações de carga e topologia do sistema, além de possíveis perdas de links de comunicação da entrada e da saída do controlador centralizado com o sistema elétrico. A fim de verificar a eficácia das abordagens de projeto foram utilizados o Sistema Equivalente Sul-Sudeste Brasileiro e o Sistema Simplificado Australiano. Além disso, simulações dinâmicas dos sistemas com aplicação de contingências foram realizadas com o propósito de se avaliar os controladores centralizados obtidos através de um modelo linear. Os resultados alcançados mostram semelhança e eficiência das abordagens quando se consideram múltiplos pontos de operação do sistema. A abordagem baseada em Algoritmos Genéticos se sobressai de acordo com os resultados obtidos para os sistemas-teste mencionados por propiciar um controlador centralizado robusto a múltiplos pontos de operação e possíveis perdas de links de comunicação.<br>This research proposal aims to compare control design methods on two levels, consisting of centralized and decentralized controllers, using signals synchronized phasor measurement. Initial researches have been conducted using the approach in solving the Riccati equation in a multi-machine system, considering data acquisition via synchronized phasor measurement and time delays in the communication channels of input and output of the centralized controller. This research proposes the design and comparison of centralized controllers through approaches based on resolution of the Riccati equation, Linear Matrix Inequalities and Genetic Algorithms. The project is to achieve a robust centralized controller to load variations and system topology changes and possible loss of communication of the input and output of the centralized controller with the electrical system. In order to verify the effectiveness of design approaches were used the Southern-Southeastern Brazil Equivalent Equivalent and Australian Simplified System. In addition, simulations of the dynamic systems with application of contingency were performed in order to evaluate the centralized controlling obtained by a linear model. The results show similarity and efficiency of the approaches when considering multiple system operating points. The Genetic Algorithms-based approach stands out according to the results obtained for the test systems mentioned, as demonstrated by the results, because it provides a robust centralized controller to multiple points of operation and possible loss of communication links.

This thesis focuses on the model reduction of linear systems and the solution of large scale linear matrix equations using computationally efficient Krylov subspace techniques. Most approaches for model reduction involve the computation and factorization of large matrices. However Krylov subspace techniques have the advantage that they involve only matrix-vector multiplications in the large dimension, which makes them a better choice for model reduction of large scale systems. The standard Arnoldi/Lanczos algorithms are well-used Krylov techniques that compute orthogonal bases to Krylov subspaces and, by using a projection process on to the Krylov subspace, produce a reduced order model that interpolates the actual system and its derivatives at infinity. An extension is the rational Arnoldi/Lanczos algorithm which computes orthogonal bases to the union of Krylov subspaces and results in a reduced order model that interpolates the actual system and its derivatives at a predefined set of interpolation points. This thesis concentrates on the rational Krylov method for model reduction. In the rational Krylov method an important issue is the selection of interpolation points for which various techniques are available in the literature with different selection criteria. One of these techniques selects the interpolation points such that the approximation satisfies the necessary conditions for H2 optimal approximation. However it is possible to have more than one approximation for which the necessary optimality conditions are satisfied. In this thesis, some conditions on the interpolation points are derived, that enable us to compute all approximations that satisfy the necessary optimality conditions and hence identify the global minimizer to the H2 optimal model reduction problem. It is shown that for an H2 optimal approximation that interpolates at m interpolation points, the interpolation points are the simultaneous solution of m multivariate polynomial equations in m unknowns. This condition reduces to the computation of zeros of a linear system, for a first order approximation. In case of second order approximation the condition is to compute the simultaneous solution of two bivariate polynomial equations. These two cases are analyzed in detail and it is shown that a global minimizer to the H2 optimal model reduction problem can be identified. Furthermore, a computationally efficient iterative algorithm is also proposed for the H2 optimal model reduction problem that converges to a local minimizer. In addition to the effect of interpolation points on the accuracy of the rational interpolating approximation, an ordinary choice of interpolation points may result in a reduced order model that loses the useful properties such as stability, passivity, minimum-phase and bounded real character as well as structure of the actual system. Recently in the literature it is shown that the rational interpolating approximations can be parameterized in terms of a free low dimensional parameter in order to preserve the stability of the actual system in the reduced order approximation. This idea is extended in this thesis to preserve other properties and combinations of them. Also the concept of parameterization is applied to the minimal residual method, two-sided rational Arnoldi method and H2 optimal approximation in order to improve the accuracy of the interpolating approximation. The rational Krylov method has also been used in the literature to compute low rank approximate solutions of the Sylvester and Lyapunov equations, which are useful for model reduction. The approach involves the computation of two set of basis vectors in which each vector is orthogonalized with all previous vectors. This orthogonalization becomes computationally expensive and requires high storage capacity as the number of basis vectors increases. In this thesis, a restart scheme is proposed which restarts without requiring that the new vectors are orthogonal to the previous vectors. Instead, a set of two new orthogonal basis vectors are computed. This reduces the computational burden of orthogonalization and the requirement of storage capacity. It is shown that in case of Lyapunov equations, the approximate solution obtained through the restart scheme approaches monotonically to the actual solution.

This Dissertation concerns the transport properties of a strongly–correlated one–dimensional system of spinless fermions, driven by an external electric field which induces the flow of charges and energy through the system. Since the system does not exchange information with the environment, the evolution can be accurately followed to arbitrarily long times by solving numerically the time–dependent Schrödinger equation, going beyond Kubo’s linear response theory. The thermoelectric response of the system is here characterized, using the ratio of the induced energy and particle currents, in the nonequilibrium state under the steady applied electric field. Even though the equilibrium response can be reached for vanishingly small driving, strong fields produce quantum–mechanical Bloch oscillations in the currents, which disrupt the proportionality of the currents. The effects of the driving on the local state of the ring are analyzed via the reduced density matrix of small subsystems. The local entropy density can be defined and shown to be consistent with the laws of thermodynamics for quasistationary evolution. Even integrable systems are shown to thermalize under driving, with heat being produced via the Joule effect by the flow of currents. The spectrum of the reduced density matrix is shown to be distributed according the Gaussian unitary ensemble predicted by random–matrix theory, both during driving and a subsequent relaxation. The first fully–quantum model of a thermoelectric couple is realized by connecting two correlated quantum wires. The field is shown to produce heating and cooling at the junctions according to the Peltier effect, by mapping the changes in the local entropy density. In the quasiequilibrium regime, a local temperature can be defined, at the same time verifying that the subsystems are in a Gibbs thermal state. The gradient of temperatures, established by the external field, is shown to counterbalance the flow of energy in the system, terminating the operation of the thermocouple. Strong applied fields lead to new nonequilibrium phenomena. At the junctions, observable Bloch oscillations of the density of charge and energy develop at the junctions. Moreover, in a thermocouple built out of Mott insulators, a sufficiently strong field leads to a dynamical transition reversing the sign of the charge carriers and the Peltier effect.

We investigate the numerical solution of the stable generalized Lyapunov equation via the sign function method. This approach has already been proposed to solve standard Lyapunov equations in several publications. The extension to the generalized case is straightforward. We consider some modifications and discuss how to solve generalized Lyapunov equations with semidefinite constant term for the Cholesky factor. The basic computational tools of the method are basic linear algebra operations that can be implemented efficiently on modern computer architectures and in particular on parallel computers. Hence, a considerable speed-up as compared to the Bartels-Stewart and Hammarling's methods is to be expected. We compare the algorithms by performing a variety of numerical tests.

Matrix Lyapunov and Riccati equations are an important tool in mathematical systems theory. They are the key ingredients in balancing based model order reduction techniques and linear quadratic regulator problems. For small and moderately sized problems these equations are solved by techniques with at least cubic complexity which prohibits their usage in large scale applications. Around the year 2000 solvers for large scale problems have been introduced. The basic idea there is to compute a low rank decomposition of the quadratic and dense solution matrix and in turn reduce the memory and computational complexity of the algorithms. In this thesis efficiency enhancing techniques for the low rank alternating directions implicit iteration based solution of large scale matrix equations are introduced and discussed. Also the applicability in the context of real world systems is demonstrated. The thesis is structured in seven central chapters. After the introduction chapter 2 introduces the basic concepts and notations needed as fundamental tools for the remainder of the thesis. The next chapter then introduces a collection of test examples spanning from easily scalable academic test systems to badly conditioned technical applications which are used to demonstrate the features of the solvers. Chapter four and five describe the basic solvers and the modifications taken to make them applicable to an even larger class of problems. The following two chapters treat the application of the solvers in the context of model order reduction and linear quadratic optimal control of PDEs. The final chapter then presents the extensive numerical testing undertaken with the solvers proposed in the prior chapters. Some conclusions and an appendix complete the thesis.

Nous donnons dans cette these deux formulations distinctes dans le super-espace etendu de deux series de hierarchies integrables supersymetriques n = 2 de type korteweg-de vries (kdv). Nous developpons d'une part un formalisme de gelfand-dickey qui utilise l'algebre des operateurs pseudo-differentiels n = 2 preservant la chiralite et une matrice-r non antisymetrique. Nous definissons ainsi une hierarchie de kp n = 2 qui est hamiltonienne par rapport a un crochet de poisson lineaire et a deux crochets quadratiques. Deux series de hierarchies de type kdv n = 2 sont obtenues comme reductions par rapport a l'un ou a l'autre des crochets quadratiques. Nous etudions d'autre part, au niveau bosonique, une extension de la construction de drinfeld-sokolov reposant sur un ensemble de conditions algebriques affaiblies et sur l'existence d'une matrce-r plus generale. La construction de drinfeld-sokolov et sa generalisation peuvent etre etendues au cas des superalgebres de boucles. Nous donnons des conditions suffisantes sur les donnees algebriques pour que les hierarchies integrables ainsi construites soient invariantes sous les transformations de supersymetrie n = 1 ou n = 2. La formulation de ces hierarchies dans le superespace rend la supersymetrie explicite. Cette methode est utilisee pour construire les deux series de hierarchies de type kdv n = 2 obtenues precedemment, ainsi que d'autres hierarchies comme celle de schrodinger non lineaire n = 2.

Cette thèse développe un cadre rigoureux qui permet de démontrer des représentations exactes associées à divers observables de la chaîne XXZ de Heisenberg de spin 1/2 à température finie. Il a était argumenté dans la littérature que l’énergie libre par site ou les longueurs de corrélations admettent des représentations intégrales où les intégrandes sont exprimées en termes de solutions d’équations intégrales non-linéaires. Les dérivations de ces représentations reposaient sur divers conjectures telles que l’existence d’une valeur propre de la matrice de transfert quantique, real, non-dégénérée, de module maximale, de l’échangeabilitée de la limite du volume infinie et du nombre de Trotter à l’infinie, de l’existence et de l’unicité des solutions des equation intégrales non-linéaires auxiliaires et finalement de l’identification des valeurs propers de la matrice de transfert quantiques avec les solutions de l’équations intégrales non-linéaires. Nous démontrons toutes ces conjectures dans le regime de haute température. Nôtre analyse nous permet aussi de démontrer que pour ces température suffisamment élevées, il est possible d’avoir une description d’un certain sous-ensemble de valeurs propres sous-dominante de la matrice de transfert quantique décrite en terme de solutions d’une chaîne de spin-1 de taille finie<br>This thesis develops a rigorous framework allowing one to prove the exact representations for various observables in the XXZ Heisenberg spin-1/2 chain at finite temperature. Previously it has been argued in the literature that the per-site free energy or the correlation lengths admit integral representations whose integrands are expressed in terms of solutions of non-linear integral equations. The derivations of such representations relied on various conjectures such as the existence of a real, non-degenerate, maximal in modulus Eigenvalue of the quantum transfer matrix, the exchangeability of the infinite volume limit and the Trotter number limits, the existence and uniqueness of the solutions to the auxiliary non-linear integral equations and finally the identification of the quantum transfer matrix’s Eigenvalues with solutions to the non-linear integral equation. We rigorously prove all these conjectures in the high temperature regime. Our analysis also allows us to prove that for temperatures high enough, one may describe a certain subset of sub-dominant Eigenvalues of the quantum transfer matrix described in terms of solutions to a spin-1 chain of finite length

Submitted by Erika Demachki (erikademachki@gmail.com) on 2014-10-01T10:43:24Z No. of bitstreams: 2 TCC 30_06_2013 Marco Aurélio PROFMAT.pdf: 3494241 bytes, checksum: 199c5af10fd068461af3db98f96eaf49 (MD5) license_rdf: 23148 bytes, checksum: 9da0b6dfac957114c6a7714714b86306 (MD5)<br>Approved for entry into archive by Cláudia Bueno (claudiamoura18@gmail.com) on 2014-10-31T19:45:56Z (GMT) No. of bitstreams: 2 license_rdf: 23148 bytes, checksum: 9da0b6dfac957114c6a7714714b86306 (MD5) TCC 30_06_2013 Marco Aurélio PROFMAT.pdf: 3494241 bytes, checksum: 199c5af10fd068461af3db98f96eaf49 (MD5)<br>Made available in DSpace on 2014-10-31T19:45:56Z (GMT). No. of bitstreams: 2 license_rdf: 23148 bytes, checksum: 9da0b6dfac957114c6a7714714b86306 (MD5) TCC 30_06_2013 Marco Aurélio PROFMAT.pdf: 3494241 bytes, checksum: 199c5af10fd068461af3db98f96eaf49 (MD5) Previous issue date: 2013-04-12<br>In this thesis we study linear transformations, eigenvalues and eigenvectors with the objective of solve a system of linear ordinary differential equations with constant coefficients.<br>Nesta dissertação estudamos transformações lineares, autovalores e autovetores com o intuito de resolvermos um sistema de equações diferenciais ordinárias lineares com coeficientes constantes.

Control of the transition of laminar flow to turbulence would result in lower drag and reduced energy consumption in many engineering applications. A spectral state-space model of linearised plane Poiseuille flow with wall transpiration ac¬tuation and wall shear measurements is developed from the Navier-Stokes and continuity equations, and optimal controllers are synthesized and assessed in sim¬ulations of the flow. The polynomial-form collocation model with control by rate of change of wall-normal velocity is shown to be consistent with previous interpo¬lating models with control by wall-normal velocity. Previous methods of applying the Dirichlet and Neumann boundary conditions to Chebyshev series are shown to be not strictly valid. A partly novel method provides the best numerical behaviour after preconditioning. Two test cases representing the earliest stages of the transition are consid¬ered, and linear quadratic regulators (LQR) and estimators (LQE) are synthesized. Finer discretisation is required for convergence of estimators. A novel estimator covariance weighting improves estimator transient convergence. Initial conditions which generate the highest subsequent transient energy are calculated. Non-linear open- and closed-loop simulations, using an independently derived finite-volume Navier-Stokes solver modified to work in terms of perturbations, agree with linear simulations for small perturbations. Although the transpiration considered is zero net mass flow, large amounts of fluid are required locally. At larger perturbations the flow saturates. State feedback controllers continue to stabilise the flow, but estimators may overshoot and occasionally output feedback destabilises the flow. Actuation by simultaneous wall-normal and tangential transpiration is derived. There are indications that control via tangential actuation produces lower highest transient energy, although requiring larger control effort. State feedback controllers are also synthesized which minimise upper bounds on the highest transient energy and control effort. The performance of these controllers is similar to that of the optimal controllers.

This paper presents a detailed discussion of the Kronecker product of matrices. It begins with the definition and some basic properties of the Kronecker product. Statements will be proven that reveal information concerning the eigenvalues, singular values, rank, trace, and determinant of the Kronecker product of two matrices. The Kronecker product will then be employed to solve linear matrix equations. An investigation of the commutativity of the Kronecker product will be carried out using permutation matrices. The Jordan - Canonical form of a Kronecker product will be examined. Variations such as the Kronecker sum and generalized Kronecker product will be introduced. The paper concludes with an application of the Kronecker product to large least squares approximations.

The master's thesis deals with possible ways of accelerating numerical computations, which are present in problems related to heat conduction in solids. The thesis summarizes basic characteristics of heat transfer phenomena with emphasis on heat conduction. Theoretical principles of control volume method are utilized to convert a direct heat conduction problem into a sparse linear system. Relevant fundamentals from the field of inverse heat conduction problems are presented with reference to intensive computations of direct problems of such kind. Numerical methods which are well-suited to find a solution of direct heat conduction problems are described. Remarks on practical implementation of time-efficient computations are made in relation with a two-dimensional heat conduction model. The results are compared and discussed with respect to obtained computational time for several tested methods.

Vienas iš svarbiausių šiuolaikinės kriptografijos uždavinių yra saugių vienkrypčių funkcijų paieška. Dabartiniai mokslininkai skiria šiam klausimui ypatingą demėsį. Šiame darbe yra nagrinėjama viena iš naujausių vienkrypčių funkcijų – matricinio laipsnio funkcija. Ši funkcija yra panaudota netiesinės algebrinės lygčių sistemos sudarymui. Pagrindinis demėsys darbe yra skirtas šios lygčių sistemos analizei bei jos praktiniam taikymui. Nustatysime ar matricinio laipsnio funkcija gali būti panaudota kriptografijoje. Taip pat nustatysime lygčių sistemos sprendinių skaičiaus priklausomybę nuo jos parametrų: matricų eilės m bei grupės Z_p parametro p.<br>Since the introduction of Diffie-Hellman key agreement protocol in 1976 computer technology has made a giant step forward. Nowadays there is not much time left before quantum computers will be in every home. However it was theoretically proven that discrete logarithm problem which is the basis for Diffie-Hellman protocol could be solved in polynomial time using such computers. Such possibility would make D-H protocol insecure. Thus cryptologists are searching for different ways to improve the security of the protocol by using hard problems. One of the ways to do so is to introduce secure one-way functions (OWF). In this paper a new kind of OWF called the matrix power function will be analyzed. Professor Eligijus Sakalauskas introduced this function in 2007 and later used this function to construct a Diffie-Hellman type key agreement protocol using square matrices. This protocol is not only based on matrix power function but also on commutative matrices which are defined in finite fields or rings. Thus an algebraic non-linear system of equations is formed. The security of this system will be analyzed. It will be shown that we can use matrix power function in cryptography. We will also be analyzing how does the solution of the system depend on system parameters: the order of matrices and a parameter p which defines a finite group Z_p. We will also briefly discuss the usage of this system in real life and the algebraic properties of the suggested OWF.

Le retard est un phénomène naturel présent dans la majorité des systèmes physiques et dans les applications d’ingénierie, ainsi, les systèmes à retard ont été un domaine de recherche très actif en automatique durant les 60 dernières années. La conception d’observateur est un des sujets les plus importants qui a été étudié, ceci est dû à l’importance des observateurs en automatique et dans les systèmes de commande en absence de capteur pour mesurer une variable. Dans ce travail, l’objectif principal est de concevoir des observateurs pour différentes classes de systèmes à retard avec un retard arbitrairement large, et ce en utilisant différentes approches. Dans la première partie de cette thèse, la conception d’un observateur a été réalisée pour une classe de systèmes non linéaires triangulaires avec une sortie échantillonnée et un retard arbitraire. Une l’autre difficulté majeure avec cette classe de systèmes est le fait que la matrice d’état dépend du signal de sortie non-retardé qui est immesurable. Un nouvel observateur en chaine, composé de sous-observateurs en série est conçu pour compenser les retards arbitrairement larges. Dans la seconde partie de ce travail, un nouvel observateur a été conçu pour un autre type de systèmes non linéaires triangulaires, où le retard a été considéré, cette fois-ci, comme une équation aux dérivées partielles de type hyperbolique du premier ordre. La transformation inverse en backstepping et le concept de l’observateur en chaine ont été utilisés lors de la conception de cet observateur afin d’assurer son efficacité en cas de grands retards. Dans la dernière partie de cette thèse, la conception d’un nouvel observateur a été réalisée pour un type de système modélisé par des équations paraboliques non linéaires où les mesures sont issues d’un nombre fini de points du domaine spatial. Cet observateur est constitué d’une série de sous-observateurs en chaine. Chaque sous-observateur compense une fraction du retard global. L'analyse de la stabilité des systèmes d’erreur a été fondée sur différentes fonctionnelles Lyapunov-Krasovskii. Par ailleurs, différents instruments mathématiques ont été employés au cours des différentes preuves présentées. Les résultats de simulation ont été présentés dans le but de confirmer l'exactitude des résultats théoriques<br>Time-delay is a natural phenomenon that is present in most physical systems and engineering applications, thus, delay systems have been an active area of research in control engineering for more than 60 years. Observer design is one of the most important subject that has been dealt with, this is due to the importance of observers in control engineering systems not only when sensing is not sufficient but also when a sensing reliability is needed. In this work, the main goal was to design observers for different classes of nonlinear delayed systems with an arbitrary large delay, using different approaches. In the first part, the problem of observer design is addressed for a class of triangular nonlinear systems with not necessarily small delay and sampled output measurements. Another major difficulty with this class of systems is the fact that the state matrix is dependent on the un-delayed output signal which is not accessible to measurement. A new chain observer, composed of sub-observers in series, is designed to compensate for output sampling and arbitrary large delays.In the second part of this work, another kind of triangular nonlinear delayed systems was considered, where this time the delay was considered as a first order hyperbolic partial differential equation. The inverse backstepping transformation was invoked and a chain observer was developed to ensure its effectiveness in case of large delays. Finally, a new observer was designed for a class of nonlinear parabolic partial differential equations under point measurements, in the case of large delays. The observer was composed of several chained sub-observers. Each sub-observer compensates a fraction of the global delay. The stability analyses of the error systems were based on different Lyapunov-Krasovskii functionals. Also different mathematical tools have been used in order to prove the results. Simulation results were presented to confirm the accuracy of the theoretical results

2009/2010<br>In this Thesis we describe the theoretical-computational study performed on the behavior of isolated systems, far from thermodynamic equilibrium. Analyzing models well-known in literature we follow a path bringing to the classification of different behaviors in function of the interaction range of the systems' particles. In the case of systems with long-range interaction we studied the "Quasi-Stationary states" (QSSs) which emerge at short times when the system evolves with Hamiltonian dynamics. Their interest is in the fact that in many physical systems, such as self-gravitating systems, plasmas and systems characterized by wave-particle interaction, QSSs are the only experimentally accessible regime. QSS are defined as stable solutions of the Vlasov equation and, as their duration diverges with the system size, for large systems' size they can be seen as the true equilibria. They do not follow the Boltzmann statistics, and it does not exists a general theory which describes them. Anyway it is possible to give an approximate description using Lynden-Bell theory. One part of the thesis is devoted to shed light on the characteristics of the phase diagram of the "Hamiltonian mean field" model (HMF), during the QSS, calculated with the Lynden-Bell theory. The results of our work allowed to confirm numerically the presence of a phase re-entrance. In the Thesis is present also a detailed description on the system's caloric curves and on the metastability. Still in this context we show an analysis of the equivalence of the statistical ensembles, confirmed in almost the totality of the phase diagram (except for a small region), although the presence of negative specific heat in the microcanonical ensemble, which in Boltzmannian systems implies the non-equivalence of statistical ensembles. This result allowed us to arrive to a surprising conclusion: the presence of negative specific heat in the canonical ensemble. Still in the context of long-range interacting systems we analyze the linear stability of the non-homogeneous QSSs with respect to the Vlasov equation. Since the study of QSS find an application in the Free-electron laser (FEL) and other light sources, which are characterized by wave-particle interaction, we analyze, in the last chapter, the experimental perspectives of our work in this context. The other class of systems we studied are short-range interacting systems. Here the behavior of the components of the system is strongly influenced by the neighbors, and if one takes a system in a disordered state (a zero magnetization state for magnetic systems), which relaxes towards an ordered equilibrium state, one sees that the ordering process first develops locally and then extends to the whole system forming domains of opposed magnetization which grow in size. This process is called "coarsening". Our work in this field consisted in investigating numerically the laws of scale, and in the Thesis we characterize the temporal dependence of the domain sizes for different interaction ranges and we show a comparison between Hamiltonian and Langevin dynamics. This work inserts in the open debate on the equivalence of different dynamics where we found that, at least for times not too large, the two dynamics give different scaling laws.<br>In questa Tesi è stato fatto uno studio di natura teorico-computazionale sul comportamento dei sistemi isolati lontani dall'equilibrio termodinamico. Analizzando modelli noti in letteratura è stato seguito un percorso che ha portato alla classificazione di differenti comportamenti in funzione del range di interazione delle particelle del sistema. Nel caso di sistemi con interazione a lungo raggio sono stati studiati gli "stati quasi-stazionari" (QSS) che emergono a tempi brevi quando il sistema evolve con dinamica hamiltoniana. Il loro interesse risiede nel fatto che in molti sistemi fisici, come i sistemi auto-gravitanti, plasmi e sistemi caratterizzati da interazione onda-particella, i QSS risultano essere gli unici regimi accessibili sperimentalmente. I QSS sono definiti come soluzioni stabili dell'equazione di Vlasov, e visto che la loro durata diverge con la taglia del sistema, per sistemi di grandi dimensioni possono essere visti come i veri stati di equilibrio. Questi non seguono la statistica di Bolzmann, e non esiste una teoria generale che li descriva. E' tuttavia possibile fare una descrizione approssimata utilizzando la teoria di Lynden-Bell. Una parte della tesi è dedicata alla comprensione delle caratteristiche del diagramma di fase del modello "Hamiltonian mean field" (HMF) durante il QSS, calcolato con la teoria di Lynden-Bell. Il risultato del nostro lavoro ha permesso di confermare numericamente la presenza di fasi rientrati. E' inoltre presente un'analisi dettagliata sulle curve caloriche del sistema e sulla metastabilità. Sempre in questo contesto è stata fatto uno studio sull'equivalenza degli ensemble statistici, confermata nella quasi totalità del diagramma di fase (tranne in una piccola regione), nonostante la presenza di calore specifico negativo nell'insieme microcanonico, che in sistemi Boltzmanniani è sinonimo di non-equivalenza degli ensemble statistici. Questo risultato ci ha permesso di arrivare ad una sorprendente conclusione: la presenza di calore specifico negativo nell'insieme canonico. Sempre nel contesto dei sistemi con interazione a lungo range, è stata analizzata la stabilità lineare rispetto all'equazione di Vlasov degli stati quasi-stazionari non-omogenei. Poiché lo studio dei QSS trova applicazione nel Free-electron laser (FEL) e in altre sorgenti di luce, caratterizzate dall'interazione onda-particella, abbiamo analizzato anche le prospettive sperimentali del nostro lavoro in questo contesto. L'altra classe di sistemi che è stata studiata sono i sistemi con interazione a corto raggio. Qui il comportamento dei componenti del sistema è fortemente influenzato dai vicini, e se si prende un sistema in uno stato disordinato (a magnetizzazione nulla nei sistemi magnetici) che rilassa verso l'equilibrio ordinato, si vede che il processo di ordinamento si sviluppa prima localmente e poi si estende a tutto il sistema formando dei domini di magnetizzazione opposta che crescono in taglia. Questo processo si chiama "coarsening". Il nostro lavoro in questo contesto è consistito in una investigazione numerica delle leggi di scala, e nella tesi è stata caratterizzata la dipendenza temporale della taglia dei domini per differenti range di interazione ed è stato fatto un confronto fra dinamica hamiltoniana e dinamica di Langevin. Questi risultati si inseriscono nel dibattito aperto sull'equivalenza di differenti dinamiche, e si è mostrato che, almeno per tempi non troppo grandi, le due dinamiche portano a leggi di scala differenti.<br>XXIII Ciclo<br>1982

In this Master’s thesis, we have focused on the description of three-level quantum systems through master equations for their density matrix, involving a recently proposed non-linear thermodynamic one. The first part is focused on a three-level system interacting with two heat baths, a hot and a cold one. We investigated the rate of heat flow from the hot to the cold bath through the quantum system, and how the steady-state is approached. Additional calculations here refer to the rate of entropy production and the evolution of all elements of the density matrix of the system from an arbitrary initial state to their equilibrium or steady-state value. The results are compared against those of a linear, Lindblad-type master equation designed so that for a quantum system interacting with only one heat bath, the same final Gibbs steady state is attained. In the second part of this thesis, we focus on the electromagnetically induced transparency (EIT), a phenomenon typically achievable only in atoms with specific energy structures. For a three level system (to which the present study has focused), for example, EIT requires two dipole allowed transitions (the 1-3 and the 2-3) and one forbidden (the 1-2). The phenomenon is observed when a strong laser (termed the control laser) is tuned to the resonant frequency of the upper two levels. Then, as a weak probe laser is scanned in frequency across the other transition, the medium is observed to exhibit both: a) transparency at what was the maximal absorption in the absence of the coupling field, and b) large dispersion effects at the atomic resonance. We discuss the Hamiltonian describing the phenomenon and we present results from two types of master equations: a) an empirically modified Von-Neumann one allowing for decays from each energy state, and b) a typical Lindblad one, with time-dependent operators. In the first case, an analytical solution is possible, which has been confirmed through a direct solution of the full master equation. In the second case, only numerical results can be obtained. We present and compare results from the two master equations for the susceptibility of the system with respect to the probe field, and we discuss them in light also of available experimental data for this very important phenomenon.<br>Η παρούσα εργασία επικεντρώνεται στην περιγραφή των κβαντικών συστημάτων τριών καταστάσεων μέσω εξισώσεων master για την μήτρα πυκνότητας πιθανότητάς τους (density matrix), συμπεριλαμβάνοντας μία πρόσφατα προτεινόμενη μη-γραμμική θερμοδυναμική εξίσωση. Το πρώτο μέρος εστιάζει σε ένα σύστημα τριών καταστάσεων το οποίο βρίσκεται σε αλληλεπίδραση με δύο λουτρά θερμότητας, ένα θερμό και ένα ψυχρό. Εξετάζεται ο ρυθμός ροής θερμότητας από το θερμό προς το ψυχρό λουτρό μέσω του κβαντικού συστήματος, και με ποιον τρόπο επιτυγχάνεται η μόνιμη κατάσταση. Επιπλέον υπολογισμοί αναφέρονται στον ρυθμό παραγωγής της εντροπίας και στην εξέλιξη όλων των στοιχείων της μήτρας πυκνότητας πιθανότητας από μία τυχαία αρχική κατάσταση προς την ισορροπία ή τη μόνιμη κατάσταση. Τα αποτελέσματα παρουσιάζονται συγκριτικά με εκείνα μιας γραμμικής, τύπου Lindblad master εξίσωσης, κατάλληλα σχεδιασμένης ώστε στην ειδική περίπτωση ενός κβαντικού συστήματος σε αλληλεπίδραση με ένα λουτρό θερμότητας επιτυγχάνεται η ίδια τελική μόνιμη κατάσταση Gibbs. Στο δεύτερο μέρος, εστιάζουμε στην ηλεκτρομαγνητικά επαγόμενη διαφάνεια (electromagnetically induced transparency (EIT)), ένα φαινόμενο το οποίο τυπικά είναι εφικτό μόνο σε άτομα με ειδικές ενεργειακές δομές. Για ένα σύστημα τριών καταστάσεων (στο οποίο επικεντρώνεται η παρούσα εργασία), για παράδειγμα, το ΕΙΤ απαιτεί δύο διπολικά επιτρεπτές μεταβάσεις (την 1-3 και την 2-3) και μία απαγορευμένη (την 1-2). Το φαινόμενο παρατηρείται όταν ένα ισχυρό laser (το αποκαλούμενο ως control laser) συντονίζεται στη συχνότητα των δύο άνω ενεργειακών σταθμών. Τότε, καθώς ένα ασθενές probe laser ανιχνεύεται με συχνότητα όμοια με της άλλης επιτρεπόμενης μετάβασης, το μέσο παρατηρείται να εμφανίζει τα εξής: α) διαφάνεια στο σημείο μέγιστης απορρόφησης απουσία του control πεδίου, και β) έντονα φαινόμενα διασποράς στον ατομικό συντονισμό. Θα συζητήσουμε τη Χαμιλτονιανή που περιγράφει το φαινόμενο και θα παρουσιάσουμε αποτελέσματα από δύο εξισώσεις master: α) μία εμπειρική τροποποιημένη Von-Neumann εξίσωση επιτρέποντας τις απώλειες από κάθε ενεργειακή κατάσταση, και β) μία τυπική Lindblad εξίσωση, με χρόνο-εξαρτώμενους τελεστές. Στην πρώτη περίπτωση, είναι πιθανή η εύρεση μιας αναλυτικής λύσης, η οποία έχει επιβεβαιωθεί μέσω μιας άμεσης (direct) λύσης της πλήρους εξίσωσης master. Στη δεύτερη περίπτωση, μπορούν να ληφθούν μόνο αριθμητικά αποτελέσματα. Παρουσιάζονται και συγκρίνονται τα αποτελέσματα που ελήφθησαν από τις δύο master εξισώσεις και αφορούν την επιδεκτικότητα (susceptibility) του συστήματος σε σχέση με το probe πεδίο, και τέλος συζητιούνται σε σχέση με διαθέσιμα πειραματικά δεδομένα γι’ αυτό το πολύ σημαντικό φαινόμενο.

碩士<br>國立中山大學<br>應用數學系研究所<br>94<br>As we know, the theory about the linear equation AX−XB=C has already been well developed in the finite-dimensional cases. In this paper, we will try to extend it to infinite-dimensional cases by using a similar technique developed recently in the finite-dimensional case.

碩士<br>國立中央大學<br>數學研究所<br>88<br>Periodic matrices arise quite often in the study of dynamics. The matrices with constant rank is important in applications related to differential algebraic system.In this paper we consider the following smooth and periodic linear matrix equations with constant rank matrix coefficients respectively. (1.1) A(t)x(t)=b(t), (1.2) A(t)X(t)B(t)=E(t), (1.3) A(t)X(t) + Y(t)B(t)=C(t), (1.4) A(t)X(t)B(t) + C(t)Y(t)D(t)=E(t). Because they may be inconsistent (i.e., have no solution), we are interesting in the following smooth and periodic minimal l_2-solution problems respectively. (1.1a) min||A(t)x(t)-b(t)||_2 (1.2a) min||A(t)X(t)B(t)-E(t)||_2 (1.3a) min||A(t)X(t)+Y(t)B(t)-C(t)||_2 (1.4a) min||A(t)X(t)B(t)+C(t)Y(t)D(t)-E(t)||_2

Cette thèse traite de la classification analytique du déploiement de systèmes différentiels linéaires ayant une singularité irrégulière. Elle est composée de deux articles sur le sujet: le premier présente des résultats obtenus lors de l'étude de la confluence de l'équation hypergéométrique et peut être considéré comme un cas particulier du second; le deuxième contient les théorèmes et résultats principaux. Dans les deux articles, nous considérons la confluence de deux points singuliers réguliers en un point singulier irrégulier et nous étudions les conséquences de la divergence des solutions au point singulier irrégulier sur le comportement des solutions du système déployé. Pour ce faire, nous recouvrons un voisinage de l'origine (de manière ramifiée) dans l'espace du paramètre de déploiement $\epsilon$. La monodromie d'une base de solutions bien choisie est directement reliée aux matrices de Stokes déployées. Ces dernières donnent une interprétation géométrique aux matrices de Stokes, incluant le lien (existant au moins pour les cas génériques) entre la divergence des solutions à $\epsilon=0$ et la présence de solutions logarithmiques autour des points singuliers réguliers lors de la résonance. La monodromie d'intégrales premières de systèmes de Riccati correspondants est aussi interprétée en fonction des éléments des matrices de Stokes déployées. De plus, dans le second article, nous donnons le système complet d'invariants analytiques pour le déploiement de systèmes différentiels linéaires $x^2y'=A(x)y$ ayant une singularité irrégulière de rang de Poincaré $1$ à l'origine au-dessus d'un voisinage fixé $\mathbb{D}_r$ dans la variable $x$. Ce système est constitué d'une partie formelle, donnée par des polynômes, et d'une partie analytique, donnée par une classe d'équivalence de matrices de Stokes déployées. Pour chaque valeur du paramètre $\epsilon$ dans un secteur pointé à l'origine d'ouverture plus grande que $2\pi$, nous recouvrons l'espace de la variable, $\mathbb{D}_r$, avec deux secteurs et, au-dessus de chacun, nous choisissons une base de solutions du système déployé. Cette base sert à définir les matrices de Stokes déployées. Finalement, nous prouvons un théorème de réalisation des invariants qui satisfont une condition nécessaire et suffisante, identifiant ainsi l'ensemble des modules.<br>This thesis deals with the analytic classification of unfoldings of linear differential systems with an irregular singularity. It contains two papers related to this subject: the first paper presents results concerning the confluence of the hypergeometric equation and may be viewed as a particular case of the second one; the second paper contains the main theorems and results. In both papers, we study the confluence of two regular singular points into an irregular one and we give consequences of the divergence of solutions at the irregular singular point for the unfolded system. For this study, a full neighborhood of the origin is covered (in a ramified way) in the space of the unfolding parameter $\epsilon$. Monodromy of a well chosen basis of solutions around the regular singular points is directly linked to the unfolded Stokes matrices. These matrices give a complete geometric interpretation to the well-known Stokes matrices: this includes the link (existing at least for the generic cases) between the divergence of the solutions at $\epsilon=0$ and the presence of logarithmic terms in the solutions for resonant values of $\epsilon$. Monodromy of first integrals of related Riccati systems are also interpreted in terms of the elements of the unfolded Stokes matrices. The second paper goes further into the subject, giving the complete system of analytic invariants for the unfoldings of nonresonant linear differential systems $x^2y'=A(x)y$ with an irregular singularity of Poincaré rank $1$ at the origin over a fixed neighborhood $\mathbb{D}_r$ in the space of the variable $x$. It consists of a formal part, given by polynomials, and an analytic part, given by an equivalence class of unfolded Stokes matrices. For each parameter value $\epsilon$ taken in a sector pointed at the origin of opening larger than $2\pi$, we cover the space of the variable, $\mathbb{D}_r$, with two sectors and, over each of them, we construct a well chosen basis of solutions of the unfolded differential system. This basis is used to define the unfolded Stokes matrices. Finally, we give a realization theorem for the invariants satisfying a necessary and sufficient condition, thus identifying the set of modules.

In this thesis the spectral properties of differential operators generated by the formally self-adjoint differential expression Τy = w⁻₁[(ry″)″ - (py′)′ + qy] are investigated. The main tools to be used are the theory of asymptotic integration and the Titchmarsh--Weyl M-matrix. Subject to certain regularity conditions on the coefficients asymptotic integration leads to estimates for the eigenfunctions of the corresponding differential equation Τy = zy. According to the theory of asymptotic integration the regularity conditions combine smoothness with decay, i.e. admissible coefficients are (in an appropriate sense) either short range or slowly varying. Knowledge of the asymptotics (x → ∞) of the solutions will then be used to determine the deficiency index and to derive properties of the M-matrix which is closely related to the spectral measure of an associated self-adjoint realization Τ. Consequently we can compute the multiplicity of the spectrum, locate the absolutely continuous spectrum and give conditions for the singular continuous spectrum to be empty. This generalizes classical results on second order operators.

Indiana University-Purdue University Indianapolis (IUPUI)<br>We study the one-parameter family of determinants $det(I-\gamma K_{PII}),\gamma\in\mathbb{R}$ of an integrable Fredholm operator $K_{PII}$ acting on the interval $(-s,s)$ whose kernel is constructed out of the $\Psi$-function associated with the Hastings-McLeod solution of the second Painlev\'e equation. In case $\gamma=1$, this Fredholm determinant describes the critical behavior of the eigenvalue gap probabilities of a random Hermitian matrix chosen from the Unitary Ensemble in the bulk double scaling limit near a quadratic zero of the limiting mean eigenvalue density. Using the Riemann-Hilbert method, we evaluate the large $s$-asymptotics of $\det(I-\gamma K_)$ for all values of the real parameter $\gamma$.

Дємічева Л. С. Тема роботи українською мовою за наказом : кваліфікаційна робота магістра спеціальності 111 "Математика" / наук. керівник Є. В. Панасенко. Запоріжжя : ЗНУ, 2020. 64 с.<br>UA : Робота викладена на 64 сторінках друкованого тексту, містить 1 рисунок, 1 таблиця, 21 джерело. Об’єкт дослідження: фредгольмові крайові задачі для звичайних диференціальних рівнянь. Мета роботи: знаходження розв’язку лінійних фредгольмових крайових задач у скінченновимірному просторі. Метод дослідження: аналітичний. У кваліфікаційній роботі приведені основні означення, теореми та леми, умови існування розв’язку крайових задач для звичайних диференціальних рівнянь. Застосовуючи метод матричної експоненти, було знайдено нормальну фундаментальну матрицю задачі Коші, за допомогою якої побудовано розв’язок лінійної фредгольмової крайової задачі у скінчено вимірному просторі.<br>EN : The work is presented on 64 pages of printed text, 1 picture, 1 table, 21 references. The object of the study is the Fredholm boundary-value problems for ordinary differential equations. The aim of the study is finding solutions of linear Fredholm boundary-value problems in finite-dimensional space. The methods of research is analytical. In the qualification paper, we give the basic definitions, theorems and lemmas, conditions for the existence of a solution of boundary-value problems for ordinary differential equations. Applying the matrix exponent method, we found a normal fundamental matrix of the Cauchy problem, which was used to construct the solution of the linear Fredholm boundary-value problem in a finite-dimensional space.

Consider the problem of solving a large system of linear algebraic equations, using the Krylov subspace methods. In order to find the solution efficiently, the system often needs to be preconditioned, i.e., transformed prior to the iterative scheme. A feature of the system that often enables fast solution with efficient preconditioners is the structural sparsity of the corresponding matrix. A recent development brought another and a slightly different phe- nomenon called the data sparsity. In contrast to the classical (structural) sparsity, the data sparsity refers to an uneven distribution of extractable information inside the matrix. In practice, the data sparsity of a matrix ty- pically means that its blocks can be successfully approximated by matrices of low rank. Naturally, this may significantly change the character of the numerical computations involving the matrix. The thesis focuses on finding ways to construct Cholesky-based preconditioners for the conjugate gradi- ent method to solve systems with symmetric and positive definite matrices, exploiting a combination of the data and structural sparsity. Methods to exploit the data sparsity are evolving very fast, influencing not only iterative solvers but direct solvers as well. Hierarchical schemes based on the data sparsity concepts can be derived...

Seafloor compliance is a non-intrusive geophysical method sensitive to the shear modulus of the sediments below the seafloor. A compliance analysis requires the computation of the frequency dependent transfer function between the vertical stress, produced at the seafloor by the ultra low frequency passive source-infra-gravity waves, and the resulting displacement, related to velocity through the frequency. The displacement of the ocean floor is dependent on the elastic structure of the sediments and the compliance function is tuned to different depths, i.e., a change in the elastic parameters at a given depth is sensed by the compliance function at a particular frequency. In a gas hydrate system, the magnitude of the stiffness is a measure of the quantity of gas hydrates present. Gas hydrates contain immense stores of greenhouse gases making them relevant to climate change science, and represent an important potential alternative source of energy. Bullseye Vent is a gas hydrate system located in an area that has been intensively studied for over 2 decades and research results suggest that this system is evolving over time. A partnership with NEPTUNE Canada allowed for the investigation of this possible evolution. This thesis describes a compliance experiment configured for NEPTUNE Canada’s seafloor observatory and its failure. It also describes the use of 203 days of simultaneously logged pressure and velocity time-series data, measured by a Scripps differential pressure gauge, and a Güralp CMG-1T broadband seismometer on NEPTUNE Canada’s seismic station, respectively, to evaluate variations in sediment stiffness near Bullseye. The evaluation resulted in a (- 4.49 x10-3± 3.52 x 10-3) % change of the transfer function of 3rd October, 2010 and represents a 2.88% decrease in the stiffness of the sediments over the period. This thesis also outlines a new algorithm for calculating the static compliance of isotropic layered sediments.