Preconditioning bandgap eigenvalue problems in three-dimensional photonic crystals simulations

To explore band structures of three-dimensional photonic crystals numerically, we need to solve the eigenvalue problems derived from the governing Maxwell equations. The solutions of these eigenvalue problems cannot be computed effectively unless a suitable combination of eigenvalue solver and preconditioner is chosen. Taking eigenvalue problems due to Yee’s scheme as examples, we propose using Krylov–Schur method and Jacobi–Davidson method to solve the resulting eigenvalue problems. For preconditioning, we derive several novel preconditioning schemes based on various preconditioners, including a preconditioner that can be solved by Fast Fourier Transform efficiently. We then conduct intensive numerical experiments for various combinations of eigenvalue solvers and preconditioning schemes. We find that the Krylov–Schur method associated with the Fast Fourier Transform based preconditioner is very efficient. It remarkably outperforms all other eigenvalue solvers with common preconditioners like Jacobi, Symmetric Successive Over Relaxation, and incomplete factorizations. This promising solver can benefit applications like photonic crystal structure optimization.     

Kac-moody lie algebras and soliton equations: II. Lax equations associated with A1(1)

The soliton equations associated with sl(2) eigenvalue problems polynomial in the eigenvalue parameter are given a unified treatment; they are shown to be generated by a single family of commuting Hamiltonians on a subalgebra of the loop algebra of sl(2). The conserved densities and fluxes of the usual ANKS hierarchy are identified with conserved densities and fluxes for the polynomial eigenvalue problems. The Hamiltonian structures of the soliton equations associated with the polynomial eigenvalue problems are given a unified treatment.     

Persistence of Eigenvalues and Multiplicity in the Dirichlet Problem for the Laplace Operator on Nonsmooth Domains

We consider the Dirichlet eigenvalue problem for the Laplace operator on a variable nonsmooth domain. We extend a result of Lupo and Micheletti concerning the structure of the set of domain perturbations which leave the multiplicity of an eigenvalue unchanged, and we study the set of perturbations which leave a certain eigenvalue unchanged.     

Propagating waves and edge vibrations in anisotropic composite cylinders

The entire dispersive spectra of a cylinder with cylindrical anisotropy are determined from three different algebraic eigenvalue problems deducible from the same finite element formulation. The displacement vector v in this version of the finite element method has the form f(r) exp i(εz + nθ + ωt) with the radial dependence f(r) taken as quadratic interpolation polynomials. Therefore, this discretization procedure allows a cylinder with radially inhomogeneous material properties to be modeled. The three different algebraic eigenvalue problems that emerge depend on whether the axial wave number ε or the natural frequency ω is regarded as the eigenvalue parameter and on the real, purely imaginary or complex nature of ε. For ε specified as real, an eigenvalue problem results for the natural frequencies ω_i for waves propagating along the z-direction of a cylinder of infinite extent. When ε is specified to be purely imaginary, then an algebraic eigenvalue problem governing the edge vibrations (end modes) of a semi-infinite cylinder is obtained. The third eigenvalue problem can be obtained by considering ω to be prescribed and regarding ε as the eigenvalue parameter. The algebraic eigenvalue problem that results is quadratic in the eigenvalue parameter and admits solutions for ε which may be real, purely imaginary or complex. Complex ε's correspond to edge vibrations in a cylinder which are exponentially damped trigonometric wave forms. Moreover, for the case ω = 0, the eigenvalue analysis yields ε as the characteristic inverse decay lengths for systems of elastostatic self-equilibrated edge effects in the context of St. Venant's principle. All the eigenvalue problems are solved by efficient techniques based on subspace iteration. Examples of two four-layer angle-ply cylinders are presented to illustrate this comprehensive finite element analysis.     

Computing photonic band structures by Dirichlet-to-Neumann maps: The triangular lattice

An efficient semi-analytic method is developed for computing the band structures of two-dimensional photonic crystals which are triangular lattices of circular cylinders. The problem is formulated as an eigenvalue problem for a given frequency using the Dirichlet-to-Neumann (DtN) map of a hexagon unit cell. This is a linear eigenvalue problem even if the material is dispersive, where the eigenvalue depends on the Bloch wave vector. The DtN map is constructed from a cylindrical wave expansion, without using sophisticated lattice sums techniques. The eigenvalue problem can be efficiently solved by standard linear algebra programs, since it involves only matrices of relatively small size.     

Time series analysis and Monte Carlo methods for eigenvalue separation in neutron multiplication problems

A time series approach has been applied to the nuclear fission source distribution generated by Monte Carlo (MC) particle transport in order to calculate the non-fundamental mode eigenvalues of the system. The novel aspect is the combination of the general technical principle of projection pursuit for multivariate data with the neutron multiplication eigenvalue problem in the nuclear engineering discipline. Proof is thoroughly provided that the stationary MC process is linear to first order approximation and that it transforms into one-dimensional autoregressive processes of order one (AR(1)) via the automated choice of projection vectors. The autocorrelation coefficient of the resulting AR(1) process corresponds to the ratio of the desired mode eigenvalue to the fundamental mode eigenvalue. All modern MC codes for nuclear criticality calculate the fundamental mode eigenvalue, so the desired mode eigenvalue can be easily determined.     

电子结构方法中带结构特征值问题的统一视角

在(相对论)电子结构方法中,四元数矩阵特征值问题和计算激发能的线性响应(Bethe-Salpeter)特征值问题是两个经常出现的结构特征值问题. 尽管前一个问题已被十分仔细地研究,后一个问题在一般形式下,即不假设电子Hessian正定性的复矩阵情况,并没有得到完全的理解. 鉴于它们非常相似的数学结构,本文从一个统一的角度研究了这两个问题,揭示了它们特征向量的“李群”结构,为将来设计对角化算法和数值优化方法提供了一个统一的框架. 利用和处理四元数矩阵特征值问题相同的归约算法,本文给出了表征线性响应问题特征值(实数、纯虚、或复数)的充分必要条件. 这一结果可以看作是实矩阵情况下已知条件的自然推广.     

Contour of the attenuated length of an evanescent wave at constant frequency within a band gap of photonic crystal

The plane wave method is normally applied to determine the eigenfrequency of a two-dimensional (2D) photonic crystal. A slight change to this eigenvalue equation makes the wave number its eigenvalue providing a direct means to determine the attenuated length of the evanescent modes at the frequency within the photonic band gap. The contour of the length of attenuation of the evanescent modes in a square lattice can be determined using the proposed wave number eigenvalue equation. The wave number eigenvalue equation for the two-dimensional (3D) photonic crystal can also be obtained using a derivation similar to that for the 2D photonic crystal. Possible applications of the proposed calculation-method are presented.     

The Largest Eigenvalue of Real Symmetric,Hermitian and Hermitian Self-dual Random Matrix Models with Rank One External Source,Part I

We consider the limiting location and limiting distribution of the largest eigenvalue in real symmetric (β=1), Hermitian (β=2), and Hermitian self-dual (β=4) random matrix models with rank 1 external source. They are analyzed in a uniform way by a contour integral representation of the joint probability density function of eigenvalues. Assuming the “one-band” condition and certain regularities of the potential function, we obtain the limiting location of the largest eigenvalue when the nonzero eigenvalue of the external source matrix is not the critical value, and further obtain the limiting distribution of the largest eigenvalue when the nonzero eigenvalue of the external source matrix is greater than the critical value. When the nonzero eigenvalue of the external source matrix is less than or equal to the critical value, the limiting distribution of the largest eigenvalue will be analyzed in a subsequent paper. In this paper we also give a definition of the external source model for all β>0.     

Orthogonal and Symplectic Matrix Models: Universality and Other Properties

We study orthogonal and symplectic matrix models with polynomial potentials and multi interval supports of the equilibrium measures. For these models we find the bounds (similar to those for the hermitian matrix models) for the rate of convergence of linear eigenvalue statistics and for the variance of linear eigenvalue statistics and find the logarithms of partition functions up to the order O(1). We prove also the universality of local eigenvalue statistics in the bulk.     

Cross-correlation dynamics in financial time series

The dynamics of the equal-time cross-correlation matrix of multivariate financial time series is explored by examination of the eigenvalue spectrum over sliding time windows. Empirical results for the S&P 500 and the Dow Jones Euro Stoxx 50 indices reveal that the dynamics of the small eigenvalues of the cross-correlation matrix, over these time windows, oppose those of the largest eigenvalue. This behaviour is shown to be independent of the size of the time window and the number of stocks examined.A basic one-factor model is then proposed, which captures the main dynamical features of the eigenvalue spectrum of the empirical data. Through the addition of perturbations to the one-factor model, (leading to a ‘market plus sectors’ model), additional sectoral features are added, resulting in an Inverse Participation Ratio comparable to that found for empirical data. By partitioning the eigenvalue time series, we then show that negative index returns, (drawdowns), are associated with periods where the largest eigenvalue is greatest, while positive index returns, (drawups), are associated with periods where the largest eigenvalue is smallest. The study of correlation dynamics provides some insight on the collective behaviour of traders with varying strategies.     

Eigenvalue densities of real and complex Wishart correlation matrices

Wishart correlation matrices are the standard model for the statistical analysis of time series. The ensemble averaged eigenvalue density is of considerable practical and theoretical interest. For complex time series and correlation matrices, the eigenvalue density is known exactly. In the real case, a fundamental mathematical obstacle made it forbiddingly complicated to obtain exact results. We use the supersymmetry method to fully circumvent this problem. We present an exact formula for the eigenvalue density in the real case in terms of twofold integrals and finite sums.     

The smallest eigenvalue distribution at the spectrum edge of random matrices

Pfaffian expressions are derived for the smallest eigenvalue distributions of Laguerre orthogonal and symplectic ensembles of random matrices. Asymptotic forms of the smallest eigenvalue distributions are evaluated in the limit of large matrix dimension.     

The convergence of the lowest eigenvalue of a real nearly-symmetric matrix

The lowest eigenvalue of a real nearly-symmetric matrix is expressed as a perturbation series in terms of the eigenvalues of the symmetric part and the matrix elements of the skew-symmetric part. It is shown that the resulting series is closely related to the perturbation series for the lowest eigenvalue of a related hermitian matrix. This enables the behaviour of the lowest eigenvalue of a nearly symmetric matrix as the dimension of the matrix is increased to be deduced from the behaviour of the lowest eigenvalue of a hermitian matrix. This is of considerable importance as the behaviour of the lowest eigenvalue of a hermitian matrix as the dimension of the matrix is increased can be much more readily established. A possible application to Boys' transcorrelated method of calculating atomic and molecular energies is suggested.     

一维方势阱中束缚态粒子波函数和能级的求解

采用矩阵方程表述的方法解出了-维方势阱的波函数和能级,借助计算机软件图示了解的特征.     

自旋梯可积模型的研究

通过对自旋梯可积模型的研究,求出该模型的能量本征值和两体散射矩阵.用可积模型中的坐标Bethe Ansatz方法,首先由薛定谔方程求得能量的本征方程.设定波函数的具体形式,求出本征能量,然后利用能量本征方程和波函数的连续性求出两体散射矩阵.求出单粒子、双粒子和N₀个粒子的本征能量,同时求得粒子的两体散射矩阵.自旋梯可积模型的本征能量和两体散射矩阵可通过Bethe Ansatz的方法求得.     

Electronic interband transitions: Plasmons,Frenkel- and Wannier-excitons

From the equation of motion for electron-hole pairs, an eigenvalue equation for electronic interband transitions of a two-band model is derived. In addition to the continuum of free electron-hole pairs, its spectrum shows discrete excitonic and plasmonic lines. Applying complementary approximations to the integral kernel of the eigenvalue equation, one obtains alternatively the hydrogenic spectrum of the Wannier excitons or a transverse Frenkel exciton and a longitudinal plasmon. As regards the solution of the full eigenvalue equation, the possibility of coexistence between excitons and plasmons is established, and longitudinal-transverse splitting of the Wannier excitons is found.     

The first eigenvalue of the Dirac operator on locally reducible Riemannian manifolds

We prove a lower estimate for the first eigenvalue of the Dirac operator on a compact locally reducible Riemannian spin manifold with positive scalar curvature. We determine also the universal covers of the manifolds on which the smallest possible eigenvalue is attained.     

On the theory of activation: Kramers' reaction rate in bistable systems

Kramers' model for equilibrium via noise activated escape over a potential barrier is considered as an eigenvalue problem. Using Rayleigh's identity for the pertinent eigenvalue, the escape rate is obtained for a bistable system with a smooth parabolic barrier.