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- All Subjects: Applied Mathematics
- Creators: Platte, Rodrigo
- Creators: Cochran, Douglas
Description
Solution methods for certain linear and nonlinear evolution equations are presented in this dissertation. Emphasis is placed mainly on the analytical treatment of nonautonomous differential equations, which are challenging to solve despite the existent numerical and symbolic computational software programs available. Ideas from the transformation theory are adopted allowing one to solve the problems under consideration from a non-traditional perspective. First, the Cauchy initial value problem is considered for a class of nonautonomous and inhomogeneous linear diffusion-type equation on the entire real line. Explicit transformations are used to reduce the equations under study to their corresponding standard forms emphasizing on natural relations with certain Riccati(and/or Ermakov)-type systems. These relations give solvability results for the Cauchy problem of the parabolic equation considered. The superposition principle allows to solve formally this problem from an unconventional point of view. An eigenfunction expansion approach is also considered for this general evolution equation. Examples considered to corroborate the efficacy of the proposed solution methods include the Fokker-Planck equation, the Black-Scholes model and the one-factor Gaussian Hull-White model. The results obtained in the first part are used to solve the Cauchy initial value problem for certain inhomogeneous Burgers-type equation. The connection between linear (the Diffusion-type) and nonlinear (Burgers-type) parabolic equations is stress in order to establish a strong commutative relation. Traveling wave solutions of a nonautonomous Burgers equation are also investigated. Finally, it is constructed explicitly the minimum-uncertainty squeezed states for quantum harmonic oscillators. They are derived by the action of corresponding maximal kinematical invariance group on the standard ground state solution. It is shown that the product of the variances attains the required minimum value only at the instances that one variance is a minimum and the other is a maximum, when the squeezing of one of the variances occurs. Such explicit construction is possible due to the relation between the diffusion-type equation studied in the first part and the time-dependent Schrodinger equation. A modication of the radiation field operators for squeezed photons in a perfect cavity is also suggested with the help of a nonstandard solution of Heisenberg's equation of motion.
ContributorsVega-Guzmán, José Manuel, 1982- (Author) / Sulov, Sergei K (Thesis advisor) / Castillo-Chavez, Carlos (Thesis advisor) / Platte, Rodrigo (Committee member) / Chowell-Puente, Gerardo (Committee member) / Arizona State University (Publisher)
Created2013
Description
Many products undergo several stages of testing ranging from tests on individual components to end-item tests. Additionally, these products may be further "tested" via customer or field use. The later failure of a delivered product may in some cases be due to circumstances that have no correlation with the product's inherent quality. However, at times, there may be cues in the upstream test data that, if detected, could serve to predict the likelihood of downstream failure or performance degradation induced by product use or environmental stresses. This study explores the use of downstream factory test data or product field reliability data to infer data mining or pattern recognition criteria onto manufacturing process or upstream test data by means of support vector machines (SVM) in order to provide reliability prediction models. In concert with a risk/benefit analysis, these models can be utilized to drive improvement of the product or, at least, via screening to improve the reliability of the product delivered to the customer. Such models can be used to aid in reliability risk assessment based on detectable correlations between the product test performance and the sources of supply, test stands, or other factors related to product manufacture. As an enhancement to the usefulness of the SVM or hyperplane classifier within this context, L-moments and the Western Electric Company (WECO) Rules are used to augment or replace the native process or test data used as inputs to the classifier. As part of this research, a generalizable binary classification methodology was developed that can be used to design and implement predictors of end-item field failure or downstream product performance based on upstream test data that may be composed of single-parameter, time-series, or multivariate real-valued data. Additionally, the methodology provides input parameter weighting factors that have proved useful in failure analysis and root cause investigations as indicators of which of several upstream product parameters have the greater influence on the downstream failure outcomes.
ContributorsMosley, James (Author) / Morrell, Darryl (Committee member) / Cochran, Douglas (Committee member) / Papandreou-Suppappola, Antonia (Committee member) / Roberts, Chell (Committee member) / Spanias, Andreas (Committee member) / Arizona State University (Publisher)
Created2011
Description
This thesis considers the application of basis pursuit to several problems in system identification. After reviewing some key results in the theory of basis pursuit and compressed sensing, numerical experiments are presented that explore the application of basis pursuit to the black-box identification of linear time-invariant (LTI) systems with both finite (FIR) and infinite (IIR) impulse responses, temporal systems modeled by ordinary differential equations (ODE), and spatio-temporal systems modeled by partial differential equations (PDE). For LTI systems, the experimental results illustrate existing theory for identification of LTI FIR systems. It is seen that basis pursuit does not identify sparse LTI IIR systems, but it does identify alternate systems with nearly identical magnitude response characteristics when there are small numbers of non-zero coefficients. For ODE systems, the experimental results are consistent with earlier research for differential equations that are polynomials in the system variables, illustrating feasibility of the approach for small numbers of non-zero terms. For PDE systems, it is demonstrated that basis pursuit can be applied to system identification, along with a comparison in performance with another existing method. In all cases the impact of measurement noise on identification performance is considered, and it is empirically observed that high signal-to-noise ratio is required for successful application of basis pursuit to system identification problems.
ContributorsThompson, Robert C. (Author) / Platte, Rodrigo (Thesis advisor) / Gelb, Anne (Committee member) / Cochran, Douglas (Committee member) / Arizona State University (Publisher)
Created2012
Some topics concerning the singular value decomposition and generalized singular value decomposition
Description
This dissertation involves three problems that are all related by the use of the singular value decomposition (SVD) or generalized singular value decomposition (GSVD). The specific problems are (i) derivation of a generalized singular value expansion (GSVE), (ii) analysis of the properties of the chi-squared method for regularization parameter selection in the case of nonnormal data and (iii) formulation of a partial canonical correlation concept for continuous time stochastic processes. The finite dimensional SVD has an infinite dimensional generalization to compact operators. However, the form of the finite dimensional GSVD developed in, e.g., Van Loan does not extend directly to infinite dimensions as a result of a key step in the proof that is specific to the matrix case. Thus, the first problem of interest is to find an infinite dimensional version of the GSVD. One such GSVE for compact operators on separable Hilbert spaces is developed. The second problem concerns regularization parameter estimation. The chi-squared method for nonnormal data is considered. A form of the optimized regularization criterion that pertains to measured data or signals with nonnormal noise is derived. Large sample theory for phi-mixing processes is used to derive a central limit theorem for the chi-squared criterion that holds under certain conditions. Departures from normality are seen to manifest in the need for a possibly different scale factor in normalization rather than what would be used under the assumption of normality. The consequences of our large sample work are illustrated by empirical experiments. For the third problem, a new approach is examined for studying the relationships between a collection of functional random variables. The idea is based on the work of Sunder that provides mappings to connect the elements of algebraic and orthogonal direct sums of subspaces in a Hilbert space. When combined with a key isometry associated with a particular Hilbert space indexed stochastic process, this leads to a useful formulation for situations that involve the study of several second order processes. In particular, using our approach with two processes provides an independent derivation of the functional canonical correlation analysis (CCA) results of Eubank and Hsing. For more than two processes, a rigorous derivation of the functional partial canonical correlation analysis (PCCA) concept that applies to both finite and infinite dimensional settings is obtained.
ContributorsHuang, Qing (Author) / Eubank, Randall (Thesis advisor) / Renaut, Rosemary (Thesis advisor) / Cochran, Douglas (Committee member) / Gelb, Anne (Committee member) / Young, Dennis (Committee member) / Arizona State University (Publisher)
Created2012
Description
Modern measurement schemes for linear dynamical systems are typically designed so that different sensors can be scheduled to be used at each time step. To determine which sensors to use, various metrics have been suggested. One possible such metric is the observability of the system. Observability is a binary condition determining whether a finite number of measurements suffice to recover the initial state. However to employ observability for sensor scheduling, the binary definition needs to be expanded so that one can measure how observable a system is with a particular measurement scheme, i.e. one needs a metric of observability. Most methods utilizing an observability metric are about sensor selection and not for sensor scheduling. In this dissertation we present a new approach to utilize the observability for sensor scheduling by employing the condition number of the observability matrix as the metric and using column subset selection to create an algorithm to choose which sensors to use at each time step. To this end we use a rank revealing QR factorization algorithm to select sensors. Several numerical experiments are used to demonstrate the performance of the proposed scheme.
ContributorsIlkturk, Utku (Author) / Gelb, Anne (Thesis advisor) / Platte, Rodrigo (Thesis advisor) / Cochran, Douglas (Committee member) / Renaut, Rosemary (Committee member) / Armbruster, Dieter (Committee member) / Arizona State University (Publisher)
Created2015
Description
Factory production is stochastic in nature with time varying input and output processes that are non-stationary stochastic processes. Hence, the principle quantities of interest are random variables. Typical modeling of such behavior involves numerical simulation and statistical analysis. A deterministic closure model leading to a second order model for the product density and product speed has previously been proposed. The resulting partial differential equations (PDE) are compared to discrete event simulations (DES) that simulate factory production as a time dependent M/M/1 queuing system. Three fundamental scenarios for the time dependent influx are studied: An instant step up/down of the mean arrival rate; an exponential step up/down of the mean arrival rate; and periodic variation of the mean arrival rate. It is shown that the second order model, in general, yields significant improvement over current first order models. Specifically, the agreement between the DES and the PDE for the step up and for periodic forcing that is not too rapid is very good. Adding diffusion to the PDE further improves the agreement. The analysis also points to fundamental open issues regarding the deterministic modeling of low signal-to-noise ratio for some stochastic processes and the possibility of resonance in deterministic models that is not present in the original stochastic process.
ContributorsWienke, Matthew (Author) / Armbruster, Dieter (Thesis advisor) / Jones, Donald (Committee member) / Platte, Rodrigo (Committee member) / Gardner, Carl (Committee member) / Ringhofer, Christian (Committee member) / Arizona State University (Publisher)
Created2015
Description
Swarms of animals, fish, birds, locusts etc. are a common occurrence but their coherence and method of organization poses a major question for mathematics and biology.The Vicsek and the Attraction-Repulsion are two models that have been proposed to explain the emergence of collective motion. A major issue for the Vicsek Model is that its particles are not attracted to each other, leaving the swarm with alignment in velocity but without spatial coherence. Restricting the particles to a bounded domain generates global spatial coherence of swarms while maintaining velocity alignment. While individual particles are specularly reflected at the boundary, the swarm as a whole is not. As a result, new dynamical swarming solutions are found.
The Attraction-Repulsion Model set with a long-range attraction and short-range repulsion interaction potential typically stabilizes to a well-studied flock steady state solution. The particles for a flock remain spatially coherent but have no spatial bound and explore all space. A bounded domain with specularly reflecting walls traps the particles within a specific region. A fundamental refraction law for a swarm impacting on a planar boundary is derived. The swarm reflection varies from specular for a swarm dominated by
kinetic energy to inelastic for a swarm dominated by potential energy. Inelastic collisions lead to alignment with the wall and to damped pulsating oscillations of the swarm. The fundamental refraction law provides a one-dimensional iterative map that allows for a prediction and analysis of the trajectory of the center of mass of a flock in a channel and a square domain.
The extension of the wall collisions to a scattering experiment is conducted by setting two identical flocks to collide. The two particle dynamics is studied analytically and shows a transition from scattering: diverging flocks to bound states in the form of oscillations or parallel motions. Numerical studies of collisions of flocks show the same transition where the bound states become either a single translating flock or a rotating (mill).
The Attraction-Repulsion Model set with a long-range attraction and short-range repulsion interaction potential typically stabilizes to a well-studied flock steady state solution. The particles for a flock remain spatially coherent but have no spatial bound and explore all space. A bounded domain with specularly reflecting walls traps the particles within a specific region. A fundamental refraction law for a swarm impacting on a planar boundary is derived. The swarm reflection varies from specular for a swarm dominated by
kinetic energy to inelastic for a swarm dominated by potential energy. Inelastic collisions lead to alignment with the wall and to damped pulsating oscillations of the swarm. The fundamental refraction law provides a one-dimensional iterative map that allows for a prediction and analysis of the trajectory of the center of mass of a flock in a channel and a square domain.
The extension of the wall collisions to a scattering experiment is conducted by setting two identical flocks to collide. The two particle dynamics is studied analytically and shows a transition from scattering: diverging flocks to bound states in the form of oscillations or parallel motions. Numerical studies of collisions of flocks show the same transition where the bound states become either a single translating flock or a rotating (mill).
ContributorsThatcher, Andrea (Author) / Armbruster, Hans (Thesis advisor) / Motsch, Sebastien (Committee member) / Ringhofer, Christian (Committee member) / Platte, Rodrigo (Committee member) / Gardner, Carl (Committee member) / Arizona State University (Publisher)
Created2015
Description
The tools developed for the use of investigating dynamical systems have provided critical understanding to a wide range of physical phenomena. Here these tools are used to gain further insight into scalar transport, and how it is affected by mixing. The aim of this research is to investigate the efficiency of several different partitioning methods which demarcate flow fields into dynamically distinct regions, and the correlation of finite-time statistics from the advection-diffusion equation to these regions.
For autonomous systems, invariant manifold theory can be used to separate the system into dynamically distinct regions. Despite there being no equivalent method for nonautonomous systems, a similar analysis can be done. Systems with general time dependencies must resort to using finite-time transport barriers for partitioning; these barriers are the edges of Lagrangian coherent structures (LCS), the analog to the stable and unstable manifolds of invariant manifold theory. Using the coherent structures of a flow to analyze the statistics of trapping, flight, and residence times, the signature of anomalous diffusion are obtained.
This research also investigates the use of linear models for approximating the elements of the covariance matrix of nonlinear flows, and then applying the covariance matrix approximation over coherent regions. The first and second-order moments can be used to fully describe an ensemble evolution in linear systems, however there is no direct method for nonlinear systems. The problem is only compounded by the fact that the moments for nonlinear flows typically don't have analytic representations, therefore direct numerical simulations would be needed to obtain the moments throughout the domain. To circumvent these many computations, the nonlinear system is approximated as many linear systems for which analytic expressions for the moments exist. The parameters introduced in the linear models are obtained locally from the nonlinear deformation tensor.
For autonomous systems, invariant manifold theory can be used to separate the system into dynamically distinct regions. Despite there being no equivalent method for nonautonomous systems, a similar analysis can be done. Systems with general time dependencies must resort to using finite-time transport barriers for partitioning; these barriers are the edges of Lagrangian coherent structures (LCS), the analog to the stable and unstable manifolds of invariant manifold theory. Using the coherent structures of a flow to analyze the statistics of trapping, flight, and residence times, the signature of anomalous diffusion are obtained.
This research also investigates the use of linear models for approximating the elements of the covariance matrix of nonlinear flows, and then applying the covariance matrix approximation over coherent regions. The first and second-order moments can be used to fully describe an ensemble evolution in linear systems, however there is no direct method for nonlinear systems. The problem is only compounded by the fact that the moments for nonlinear flows typically don't have analytic representations, therefore direct numerical simulations would be needed to obtain the moments throughout the domain. To circumvent these many computations, the nonlinear system is approximated as many linear systems for which analytic expressions for the moments exist. The parameters introduced in the linear models are obtained locally from the nonlinear deformation tensor.
ContributorsWalker, Phillip (Author) / Tang, Wenbo (Thesis advisor) / Kostelich, Eric (Committee member) / Mahalov, Alex (Committee member) / Moustaoui, Mohamed (Committee member) / Platte, Rodrigo (Committee member) / Arizona State University (Publisher)
Created2018
Description
Inverse problems model real world phenomena from data, where the data are often noisy and models contain errors. This leads to instabilities, multiple solution vectors and thus ill-posedness. To solve ill-posed inverse problems, regularization is typically used as a penalty function to induce stability and allow for the incorporation of a priori information about the desired solution. In this thesis, high order regularization techniques are developed for image and function reconstruction from noisy or misleading data. Specifically the incorporation of the Polynomial Annihilation operator allows for the accurate exploitation of the sparse representation of each function in the edge domain.
This dissertation tackles three main problems through the development of novel reconstruction techniques: (i) reconstructing one and two dimensional functions from multiple measurement vectors using variance based joint sparsity when a subset of the measurements contain false and/or misleading information, (ii) approximating discontinuous solutions to hyperbolic partial differential equations by enhancing typical solvers with l1 regularization, and (iii) reducing model assumptions in synthetic aperture radar image formation, specifically for the purpose of speckle reduction and phase error correction. While the common thread tying these problems together is the use of high order regularization, the defining characteristics of each of these problems create unique challenges.
Fast and robust numerical algorithms are also developed so that these problems can be solved efficiently without requiring fine tuning of parameters. Indeed, the numerical experiments presented in this dissertation strongly suggest that the new methodology provides more accurate and robust solutions to a variety of ill-posed inverse problems.
This dissertation tackles three main problems through the development of novel reconstruction techniques: (i) reconstructing one and two dimensional functions from multiple measurement vectors using variance based joint sparsity when a subset of the measurements contain false and/or misleading information, (ii) approximating discontinuous solutions to hyperbolic partial differential equations by enhancing typical solvers with l1 regularization, and (iii) reducing model assumptions in synthetic aperture radar image formation, specifically for the purpose of speckle reduction and phase error correction. While the common thread tying these problems together is the use of high order regularization, the defining characteristics of each of these problems create unique challenges.
Fast and robust numerical algorithms are also developed so that these problems can be solved efficiently without requiring fine tuning of parameters. Indeed, the numerical experiments presented in this dissertation strongly suggest that the new methodology provides more accurate and robust solutions to a variety of ill-posed inverse problems.
ContributorsScarnati, Theresa (Author) / Gelb, Anne (Thesis advisor) / Platte, Rodrigo (Thesis advisor) / Cochran, Douglas (Committee member) / Gardner, Carl (Committee member) / Sanders, Toby (Committee member) / Arizona State University (Publisher)
Created2018
Description
Earth-system models describe the interacting components of the climate system and
technological systems that affect society, such as communication infrastructures. Data
assimilation addresses the challenge of state specification by incorporating system
observations into the model estimates. In this research, a particular data
assimilation technique called the Local Ensemble Transform Kalman Filter (LETKF) is
applied to the ionosphere, which is a domain of practical interest due to its effects
on infrastructures that depend on satellite communication and remote sensing. This
dissertation consists of three main studies that propose strategies to improve space-
weather specification during ionospheric extreme events, but are generally applicable
to Earth-system models:
Topic I applies the LETKF to estimate ion density with an idealized model of
the ionosphere, given noisy synthetic observations of varying sparsity. Results show
that the LETKF yields accurate estimates of the ion density field and unobserved
components of neutral winds even when the observation density is spatially sparse
(2% of grid points) and there is large levels (40%) of Gaussian observation noise.
Topic II proposes a targeted observing strategy for data assimilation, which uses
the influence matrix diagnostic to target errors in chosen state variables. This
strategy is applied in observing system experiments, in which synthetic electron density
observations are assimilated with the LETKF into the Thermosphere-Ionosphere-
Electrodynamics Global Circulation Model (TIEGCM) during a geomagnetic storm.
Results show that assimilating targeted electron density observations yields on
average about 60%–80% reduction in electron density error within a 600 km radius of
the observed location, compared to 15% reduction obtained with randomly placed
vertical profiles.
Topic III proposes a methodology to account for systematic model bias arising
ifrom errors in parametrized solar and magnetospheric inputs. This strategy is ap-
plied with the TIEGCM during a geomagnetic storm, and is used to estimate the
spatiotemporal variations of bias in electron density predictions during the
transitionary phases of the geomagnetic storm. Results show that this strategy reduces
error in 1-hour predictions of electron density by about 35% and 30% in polar regions
during the main and relaxation phases of the geomagnetic storm, respectively.
technological systems that affect society, such as communication infrastructures. Data
assimilation addresses the challenge of state specification by incorporating system
observations into the model estimates. In this research, a particular data
assimilation technique called the Local Ensemble Transform Kalman Filter (LETKF) is
applied to the ionosphere, which is a domain of practical interest due to its effects
on infrastructures that depend on satellite communication and remote sensing. This
dissertation consists of three main studies that propose strategies to improve space-
weather specification during ionospheric extreme events, but are generally applicable
to Earth-system models:
Topic I applies the LETKF to estimate ion density with an idealized model of
the ionosphere, given noisy synthetic observations of varying sparsity. Results show
that the LETKF yields accurate estimates of the ion density field and unobserved
components of neutral winds even when the observation density is spatially sparse
(2% of grid points) and there is large levels (40%) of Gaussian observation noise.
Topic II proposes a targeted observing strategy for data assimilation, which uses
the influence matrix diagnostic to target errors in chosen state variables. This
strategy is applied in observing system experiments, in which synthetic electron density
observations are assimilated with the LETKF into the Thermosphere-Ionosphere-
Electrodynamics Global Circulation Model (TIEGCM) during a geomagnetic storm.
Results show that assimilating targeted electron density observations yields on
average about 60%–80% reduction in electron density error within a 600 km radius of
the observed location, compared to 15% reduction obtained with randomly placed
vertical profiles.
Topic III proposes a methodology to account for systematic model bias arising
ifrom errors in parametrized solar and magnetospheric inputs. This strategy is ap-
plied with the TIEGCM during a geomagnetic storm, and is used to estimate the
spatiotemporal variations of bias in electron density predictions during the
transitionary phases of the geomagnetic storm. Results show that this strategy reduces
error in 1-hour predictions of electron density by about 35% and 30% in polar regions
during the main and relaxation phases of the geomagnetic storm, respectively.
ContributorsDurazo, Juan, Ph.D (Author) / Kostelich, Eric J. (Thesis advisor) / Mahalov, Alex (Thesis advisor) / Tang, Wenbo (Committee member) / Moustaoui, Mohamed (Committee member) / Platte, Rodrigo (Committee member) / Arizona State University (Publisher)
Created2018