Calculation of Correlation Matrices for Linear Systems Subjected to Nonwhite Excitation

1972 ◽  
Vol 39 (2) ◽  
pp. 559-562 ◽  
Author(s):  
I-Min Yang ◽  
W. D. Iwan

This paper presents an approach which provides a particularly simple and direct way of determining the instantaneous correlation matrices for the stationary random response of multidegree-of-freedom linear systems subjected to excitations of nearly arbitrary spectral density. In the special case of white excitation, the instantaneous correlation matrices are determined directly from a set of linear algebraic equations. When the excitation is nonwhite, some integrals must be evaluated before solving a system of linear algebraic equations. However, the form of these integrals is considerably simpler than that encountered in other common approaches.

2020 ◽  
Vol 2020 (12) ◽  
Author(s):  
A.I. Semenikhin ◽  
◽  
D.V. Semenikhin ◽  

The problem of arbitrary excitation of waves by a system of external sources near an anisotropic metasurface in the form of an elliptical cylinder with a surface homogenized impedance tensor of general form is solved. The solution to the problem is written as a superposition of E- and H-waves in elliptical coordinates. The partial reflection coefficients of waves were found from the boundary conditions using the orthogonality of the Mathieu angular functions. For these coefficients, four coupled infinite systems of linear algebraic equations of the second kind are obtained. The conditions under which the solution of the excitation problem by the method of eigenfunctions is obtained in an explicit form are found and analyzed. It is shown that for this, the surface impedance tensor of a uniform metasurface must belong to a class of deviators (have zero diagonal elements). In the particular case of a mutual (most easily realized) metasurface, its impedance tensor should only be reactance. In another special case, the impedance tensor of a set of deviators describes a class of anisotropic nonreciprocal metasurfaces with the so-called perfect electromagnetic conductivity (PEMC).


Author(s):  
Alexander Khimich ◽  
Victor Polyanko ◽  
Tamara Chistyakova

Introduction. At present, in science and technology, new computational problems constantly arise with large volumes of data, the solution of which requires the use of powerful supercomputers. Most of these problems come down to solving systems of linear algebraic equations (SLAE). The main problem of solving problems on a computer is to obtain reliable solutions with minimal computing resources. However, the problem that is solved on a computer always contains approximate data regarding the original task (due to errors in the initial data, errors when entering numerical data into the computer, etc.). Thus, the mathematical properties of a computer problem can differ significantly from the properties of the original problem. It is necessary to solve problems taking into account approximate data and analyze computer results. Despite the significant results of research in the field of linear algebra, work in the direction of overcoming the existing problems of computer solving problems with approximate data is further aggravated by the use of contemporary supercomputers, do not lose their significance and require further development. Today, the most high-performance supercomputers are parallel ones with graphic processors. The architectural and technological features of these computers make it possible to significantly increase the efficiency of solving problems of large volumes at relatively low energy costs. The purpose of the article is to develop new parallel algorithms for solving systems of linear algebraic equations with approximate data on supercomputers with graphic processors that implement the automatic adjustment of the algorithms to the effective computer architecture and the mathematical properties of the problem, identified in the computer, as well with estimates of the reliability of the results. Results. A methodology for creating parallel algorithms for supercomputers with graphic processors that implement the study of the mathematical properties of linear systems with approximate data and the algorithms with the analysis of the reliability of the results are described. The results of computational experiments on the SKIT-4 supercomputer are presented. Conclusions. Parallel algorithms have been created for investigating and solving linear systems with approximate data on supercomputers with graphic processors. Numerical experiments with the new algorithms showed a significant acceleration of calculations with a guarantee of the reliability of the results. Keywords: systems of linear algebraic equations, hybrid algorithm, approximate data, reliability of the results, GPU computers.


1980 ◽  
Vol 35 (10) ◽  
pp. 1054-1061 ◽  
Author(s):  
Friedrich Franz Seelig

Abstract Periodic structures in chemical kinetic systems can be evaluated by an extension of the well-known method of harmonic balance, which yields very simple expressions in the case of linear systems containing only zero and first order reactions. The far more interesting non-linear systems containing e.g. second order reactions which in case of open systems far from thermodynamic equilibrium give rise to non-classical phenomena like oscillations, chemical waves, excitability, hysteresis, multistability, dissipative structures etc. can be treated in a similar way by introducing new pseudo-linear quantities utilizing certain group properties of harmonic expansions. The resulting complicated implicit non-linear algebraic equations are solved by a method developed by Powell and show good convergence. Since this method - in contrast to the conventional method of simulation - is independent from the stability of the periodic structure to be evaluated it can even be applied to unstable cases where the simulation method necessarily fails. An evaluation of the stability is included in the developed computer program.


2019 ◽  
pp. 21-25
Author(s):  
Sergej Yurevich Shashkin

The paper generalizes the concept of “solving a system of linear algebraic equations in order to formulate a unified approach to the analysis of incompatible, indefinite and unstable systems”. Examples of unstable systems of linear algebraic equations are considered, which solutions depend on small changes in the numerical coefficients in the equations. The reasons for the instability of linear systems and the regularization algorithm for finding the solution of any system of linear algebraic equations are discussed. As the author notes, the Tikhonov regulatory algorithm is the most popular and practically convenient for solving unstable SLAES.


1980 ◽  
Vol 58 (3) ◽  
pp. 420-428 ◽  
Author(s):  
A. D. Rawlins

In Noble's book The Wiener Hopf Technique, Pergamon, 1958, he considers the coupled system of Wiener–Hopf equations (§4.4, pp. 153–154)[Formula: see text]He shows that provided the functions L(α), M(α), Q(α), and R(α) have only simple pole singularities the solution can be reduced to two sets of infinite simultaneous linear algebraic equations. In this article a different approach is used which gives the solution in the form of a Fredholm integral equation of the second kind. This Fredholm integral equation can be reduced to infinite sets of simultaneous linear algebraic equations under the less restrictive conditions that either (i) L(α)/M(α) has no branch points in the lower α-half plane: Im(α) < τ+; or (ii) Q(α)/R(α) has no branch points in the upper α-half plane: Im(α) > τ−. In the special case considered by Noble if L(α)/M(α) (or Q(α)/R(α)) only have simple poles in the lower (upper) half plane then the Fredholm integral equation reduces to one infinite set of simultaneous equations. This extends the Wiener–Hopf technique to yet a larger class of boundary value problems, and simplifies the numerical computations.


2018 ◽  
Vol 2018 ◽  
pp. 1-12 ◽  
Author(s):  
Qinghua Wu ◽  
Liang Bao ◽  
Yiqin Lin

We propose in this paper a residual-based simpler block GMRES method for solving a system of linear algebraic equations with multiple right-hand sides. We show that this method is mathematically equivalent to the block GMRES method and thus equivalent to the simpler block GMRES method. Moreover, it is shown that the residual-based method is numerically more stable than the simpler block GMRES method. Based on the deflation strategy proposed by Calandra et al. (2013), we derive a deflation strategy to detect the possible linear dependence of the residuals and a near rank deficiency occurring in the block Arnoldi procedure. Numerical experiments are conducted to illustrate the performance of the new method.


2020 ◽  
Vol 44 (1) ◽  
pp. 133-136
Author(s):  
A.I. Zhdanov ◽  
Y.V. Sidorov

The article presents a novel algorithm for calculating generalized normal solutions of underdetermined systems of linear algebraic equations based on special extended systems. The advantage of this method is the ability to solve very poorly conditioned (possibly sparse) underdetermined linear systems of large dimension using modern versions of the iterative refinement method based on the generalized minimum residual method (GMRES - IT). Results of applying the considered algorithm to solve the problem of balancing chemical equations (mass balance) are presented.


2006 ◽  
Vol 6 (3) ◽  
pp. 264-268
Author(s):  
G. Berikelashvili ◽  
G. Karkarashvili

AbstractA method of approximate solution of the linear one-dimensional Fredholm integral equation of the second kind is constructed. With the help of the Steklov averaging operator the integral equation is approximated by a system of linear algebraic equations. On the basis of the approximation used an increased order convergence solution has been obtained.


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