From micro-correlations to macro-correlations

Random vectors with a symmetric correlation structure share a common value of pair-wise correlation between their different components. The symmetric correlation structure appears in a multitude of settings, e.g. mixture models. In a mixture model the components of the random vector are drawn independently from a general probability distribution that is determined by an underlying parameter, and the parameter itself is randomized. In this paper we study the overall correlation of high-dimensional random vectors with a symmetric correlation structure. Considering such a random vector, and terming its pair-wise correlation “micro-correlation”, we use an asymptotic analysis to derive the random vector’s “macro-correlation” : a score that takes values in the unit interval, and that quantifies the random vector’s overall correlation. The method of obtaining macro-correlations from micro-correlations is then applied to a diverse collection of frameworks that demonstrate the method’s wide applicability.     

Relativity of Pure States Entanglement

Entanglement of any pure state of an N×N bi-partite quantum system may be characterized by the vector of coefficients arising by its Schmidt decomposition. We analyze various measures of entanglement derived from the generalized entropies of the vector of Schmidt coefficients. For N≥3 they generate different ordering in the set of pure states and for some states their ordering depends on the measure of entanglement used. This odd-looking property is acceptable, since these incomparable states cannot be transformed to each other with unit efficiency by any local operation. In analogy to special relativity the set of pure states equivalent under local unitaries has a causal structure so that at each point the set splits into three parts: the “Future,” the “Past,” and the set of noncomparable states.     

Analytic solution for a static black hole in the RSII model

We present here a static solution for a large black hole (whose horizon radius is larger than the AdS radius) located on the brane in RSII model. According to some arguments based on the AdS/CFT conjecture, a solution for the black hole located on the brane in RSII model must encode quantum gravitational effects and therefore cannot be static. We demonstrated that a static solution can be found if the bulk is not empty. The stress energy tensor of the matter distribution in the bulk for the solution we found is physical (i.e. it is non-singular with the energy density and pressure not violating any energy conditions). The scale of the solution is given by a parameter “a”. For large values of the parameter “a” we have a limit of an almost empty AdS bulk. It is interesting that the solution cannot be transformed into the Schwarzschild-like form and does not reduce to the Schwarzschild solution on the brane. We also present two other related static solutions. At the end, we discuss why the numerical methods failed so far in finding static solutions in this context, including the solutions we found analytically here.     

Vibration analysis of annular-like plates

The existence of eccentricity of the central hole for an annular plate results in a significant change in the natural frequencies and mode shapes of the structure. In this paper, the vibration analysis of annular-like plates is presented based on numerical and experimental approaches. Using the finite element analysis code Nastran, the effects of the eccentricity, hole size and boundary condition on vibration modes are investigated systematically through both global and local analyses. The results show that analyses for perfect symmetric conditions can still roughly predict the mode shapes of “recessive” modes of the plate with a slightly eccentric hole. They will, however, lead to erroneous results for “dominant” modes. In addition, the residual displacement mode shape is verified as an effective parameter for identifying damage occurring in plate-like structures. Experimental modal analysis on a clamped-free annular-like plate is performed, and the results obtained reveal good agreement with those obtained by numerical analysis. This study provides guidance on modal analysis, vibration measurement and damage detection of plate-like structures.     

Network formed by traces of random walks

We propose a model of time evolving networks in which a kind of transport between vertices generates new edges in the graph. We call the model “Network formed by traces of random walks”, because the transports are represented abstractly by random walks. Our numerical calculations yield several important properties observed commonly in complex networks, although the graph at initial time is only a one-dimensional lattice. For example, the distribution of vertex degree exhibits various behaviors such as exponential, power law like, and bi-modal distribution according to change of probability of extinction of edges. Another property such as strong clustering structure and small mean vertex–vertex distance can also be found. The transports represented by random walks in a framework of strong links between regular lattice is a new mechanisms which yields biased acquisition of links for vertices.     

Sequential estimation of velocity fields using episodic proper orthogonal decomposition

In this paper, the problem of approximating velocity fields at future and past times based on information available at the current time is addressed. A novel method called “episodic POD” is described and developed that enables us to achieve our objective. Application of episodic POD to an ensemble of flow data results in a set of spatio-temporal eigenfunctions and a set of coefficients associated with the eigenfunctions. From these eigenfunctions, we develop two models called the “forward model” and “inverse model” that enable us to approximate the velocity fields at future and past times, based on information provided at the current time. A second set of models, the forward and inverse sequential models are also developed that enable the dynamic update of approximated velocity fields when new information is made available, making these models more adept at on-line estimation. The various properties associated with these models are described in detail, and four different examples are used to validate the models and show the different properties associated with episodic POD. It is shown through numerical validation, that the episodic POD model has a form that is dynamically consistent with the original system. It is also shown that episodic POD outperforms linear Kalman filters in the presence of noise.     

Morphological and dynamical aspects of the room evacuation process

We study the evacuation of a set of 200 pedestrians from a room under a state of panic. The dynamics of the pedestrians is given by the Social Force Model. The degree of panic is controlled by a parameter v_d which represents the velocity at which pedestrians wish to move. We show that the “faster is slower effect” can be understood in terms of the works performed by the different forces present in the system and the role played by dissipative terms in the model. Beyond the maximum flow rate the “granular cluster” mass distribution displays a transition from exponentially decaying to “U-shaped” as this value of v_d evacuation efficiency begins to decrease rapidly.     

Blind separation of sound sources from the principle of least spatial entropy

The aim of the paper is to offer a method for separating incoherent and compact sound sources which may overlap in both the space and frequency domains. This is found of interest in acoustical applications involving the identification and ranking of sound sources stemming from different physical origins. The principle proceeds in two steps, the first one being reminiscent to source reconstruction (e.g. as in near-field acoustical holography) and the second one to blind source separation. Specifically, the source mixture is first expanded into a linear combination of spatial basis functions whose coefficients are set by backpropagating the pressures measured by an array of microphones to the source domain. This leads to a formulation similar, but no identical, to blind source separation. In the second step, these coefficients are blindly separated into uncorrelated latent variables, assigned to incoherent “virtual sources”. These are shown to be defined up to an arbitrary rotation. A unique set of sound sources is finally recovered by searching for that rotation (by conjugate gradient descent in the Stiefel manifold of unitary matrices) which maximizes their spatial compactness, as measured either by their spatial variance or their spatial entropy. This results in the proposal of two separation criteria coined “least spatial variance” and “least spatial entropy”, respectively. The same concept of spatial entropy, which is central to the paper, is also exploited in defining a new criterion, the entropic L-curve, dedicated to determining the number of active sound sources. The idea consists in considering the number of sources that achieves the best compromise between a low spatial entropy (as expected from compact sources) and a low statistical entropy (as expected from a low residual error). The proposed methodology is validated on both laboratory experiments and numerical data, and illustrated on an industrial example concerned with the ranking of sound sources on a Diesel engine. At the same time, its robustness to the estimated number of active sources is demonstrated.     

Measurement of relevant elastic and damping material properties in sandwich thick plates

An easy-to-implement method to measure relevant elastic and damping properties of the constituents of a sandwich structure, possibly with a heterogeneous core, is proposed. The method makes use of a one-point dynamical measurement on a thick-plate. The hysteretic model for each (possibly orthotropic) constituent is written generically as “E(1+jη)” for all mechanical parameters. The estimation method of the parameters relies on a mixed experimental/numerical procedure. The frequencies and dampings of the natural modes of the plate are obtained from experimental impulse responses by means of a high-resolution modal analysis technique. This allows for considerably more experimental data to be used. Numerical modes (frequencies, dampings, and modal shapes) are computed by means of an extended Rayleigh-Ritz procedure under the “light damping” hypothesis, for given values of the mechanical parameters. Minimising the differences between the modal characteristics yields an estimation of the values of the mechanical parameters describing the hysteretic behaviour. A sensitivity analysis assesses the reliability of the method for each parameter. Validations of the method are proposed by (a) applying it to virtual plates on which a finite-element model replaces the experimental modal analysis, (b) some comparisons with results obtained by static mechanical measurements, and (c) by comparing the results on different plates made of the same sandwich material.     

EFFECTS OF END CAP AND ASPECT RATIO ON TRANSMISSION OF SOUND ACROSS A TRUSS-LIKE PERIODIC DOUBLE PANEL

Transmission of sound across 2-D truss-like periodic double panels separated by an air gap and in contact with an acoustic fluid on the external faces is analyzed. Each panel is made of repeated cells. Combining the transfer matrices of the unit cell forms a set of equations for the overall elastic frequency response. The acoustic pressure in the fluids is expressed using a source boundary element method. Adding rigid reflecting end caps confines the air in the gap between panels which influences sound transmission. Measured values of transmission loss differ from the 2-D model by the wide low-frequency dip of the mass-spring-mass or “msm” resonance also termed the “air gap resonance”. In this case, the panels act as rigid masses and the air gap acts as an adiabatic air spring. Results from the idealized 3-D and 2-D models, incorporating rigid cavities and elastic plates, reveal that the “msm” dip is absent in 2-D models radiating into a semi-infinite medium. The dip strengthens as aspect ratio approaches unity. Even when the dip disappears in 2-D, TL rises more steeply for frequencies above the “msm” frequency.     

Hyperbolic conservation laws on the sphere. A geometry-compatible finite volume scheme

We consider entropy solutions to the initial value problem associated with scalar nonlinear hyperbolic conservation laws posed on the two-dimensional sphere. We propose a finite volume scheme which relies on a web-like mesh made of segments of longitude and latitude lines. The structure of the mesh allows for a discrete version of a natural geometric compatibility condition, which arose earlier in the well-posedness theory established by Ben-Artzi and LeFloch. We study here several classes of flux vectors which define the conservation law under consideration. They are based on prescribing a suitable vector field in the Euclidean three-dimensional space and then suitably projecting it on the sphere’s tangent plane; even when the flux vector in the ambient space is constant, the corresponding flux vector is a non-trivial vector field on the sphere. In particular, we construct here “equatorial periodic solutions”, analogous to one-dimensional periodic solutions to one-dimensional conservation laws, as well as a wide variety of stationary (steady state) solutions. We also construct “confined solutions”, which are time-dependent solutions supported in an arbitrarily specified subdomain of the sphere. Finally, representative numerical examples and test cases are presented.     

Elastic modes frequencies in the mirrors with “ears” for parametric oscillatory instability in advanced LIGO interferometer

We discuss the importance of accurate numerical calculation of elastic modes in the mirrors with suspension “ears” in advanced LIGO interferometer to enable precise predictions of parametric oscillatory instability problem. We show that “ears” of test masses produce additional shift of elastic modes frequencies which is larger than relaxation rate of optical modes. These shifts may increase the possibility of parametric oscillatory instability.     

Gravitational field strength and generalized Komar integral

We define a gravitational field strength in theories of the Einstein-Cartan type admitting a Killing vector. This field strength is a second rank, antisymmetric, divergence-free tensor, whose (Komar) integral over a closed 2-surface gives a physically meaningful quantity. We find conditions on the Lagrange density of the theory which ensure the existence of such a tensor, and show that they are satisfied forN=2-supergravity and for a special case of the bosonic sector ofN=4-supergravity. We discuss a possible application of the generalized Komar integral in the theory of stationary black holes. We also consider the field strength problem in Kaluza-Klein theory, where the application to black holes is particularly interesting.     

Statistical dynamics of religion evolutions

A religion affiliation can be considered as a “degree of freedom” of an agent on the human genre network. A brief review is given on the state of the art in data analysis and modelization of religious “questions” in order to suggest and if possible initiate further research, after using a “statistical physics filter”. We present a discussion of the evolution of 18 so-called religions, as measured through their number of adherents between 1900 and 2000. Some emphasis is made on a few cases presenting a minimum or a maximum in the investigated time range—thereby suggesting a competitive ingredient to be considered, besides the well accepted “at birth” attachment effect. The importance of the “external field” is still stressed through an Avrami late stage crystal growth-like parameter. The observed features and some intuitive interpretations point to opinion based models with vector, rather than scalar, like agents.     

Free vibration analysis of a uniform multi-span beam carrying multiple spring-mass systems

The literature regarding the free vibration analysis of single-span beams carrying a number of spring-mass systems is plenty, but that of multi-span beams carrying multiple spring-mass systems is fewer. Thus, this paper aims at determining the “exact” solutions for the natural frequencies and mode shapes of a uniform multi-span beam carrying multiple spring-mass systems. Firstly, the coefficient matrices for an intermediate pinned support, an intermediate spring-mass system, left-end support and right-end support of a uniform beam are derived. Next, the numerical assembly technique for the conventional finite element method is used to establish the overall coefficient matrix for the whole vibrating system. Finally, equating the last overall coefficient matrix to zero one determines the natural frequencies of the vibrating system and substituting the corresponding values of integration constants into the related eigenfunctions one determines the associated mode shapes. In this paper, the natural frequencies and associated mode shapes of the vibrating system are obtained directly from the differential equation of motion of the continuous beam and no other assumptions are made, thus, the last solutions are the exact ones. The effects of attached spring-mass systems on the free vibration characteristics of the 1-4-span beams are studied.     

THE EFFECT OF ROTATION UPON THE NATURAL FREQUENCIES OF A MASS-SPRING SYSTEM

When a mass-spring system vibrates it does so with frequencies characteristic of the system. If the system as a whole now undergoes a rotational motion then these characteristic frequencies will change from their non-rotational values. It is the purpose of this paper to show how these changes may be calculated for a specified system and, in particular, to investigate the role in these changes of both the system and the rotational parameters. A system of N masses linked sequentially by springs in tension is allowed to vibrate about an equilibrium configuration both radially and transversely upon a smooth turntable. If the turntable is stationary then the radial and transverse vibrations are independent of each other, provided the amplitudes of vibration are sufficiently small. There are then N natural frequencies of vibration for each mode. However, when the turntable rotates then the Coriolis effects give rise to an interaction between the two modes of vibration, and there are now 2 N natural frequencies for the combined vibrations. If the rate of rotation is “small” then the two modes are almost separated and it is possible to discuss the “essentially radial” or “essentially transverse” mode of vibration each of which has N natural frequencies. It is these natural frequencies which are considered in this work, in particular their dependence upon the rotation rate and upon the tension in the springs (when in the static configuration). In a previous paper, it was shown that if only radial vibrations are allowed (by admitting say a guide rail) then all the natural frequencies decrease, with increasing rotation rate, from their static values. It is shown that the opposite is the case here in that the “essentially radial” natural frequencies increase with increasing rotation rate. This is due to the Coriolis interaction with the transverse vibrations. The “essentially transverse” frequencies are also found and the nature of their dependence discussed. Also included in the analysis is the effect on the frequencies of the (weak) coupling between the motion of the masses and the rotation of the turntable as a consequence of the conservation of angular momentum. In addition to treating N being finite the limiting case of an infinite number of masses is considered to determine the natural frequencies of vibration of a continuous stretched string undergoing rotation.     

NOISE GENERATED BY A COANDA WALL JET CIRCULATION CONTROL DEVICE

An analysis is made of the production of sound by a hydrofoil with a Coanda wall jet circulation control (CC-) device. Three principal sources are identified in the vicinity of the trailing edge of the hydrofoil. The radiation at very low frequencies is dominated by “curvature noise” generated by the interaction of boundary layer turbulence with the rounded trailing edge of the CC-hydrofoil; this is similar in character and magnitude to the low-frequency component of the conventional trailing edge noise produced by a hydrofoil of the same chord, but with a sharp trailing edge. Higher frequency sound is produced principally at the Coanda jet slot. “Passive slot noise” is caused by the “scattering” by the slot lip of nearfield pressure fluctuations in the turbulent boundary layer of the exterior mean flow past the slot. This is of comparable intensity to high frequency, sharp-edged trailing edge noise. However, the acoustic spectrum is greatly extended to much higher frequencies if the Coanda jet is turbulent; the sound produced by the interaction of this turbulence with the lip tends to dominate the spectrum at frequencies f (Hz) greater than about U_j/h, where h is the slot width and U_jthe Coanda jet speed. Sample numerical results are presented for a typical underwater application that indicate that at this and higher frequencies the slot noise can be 20 dB or more greater than conventional trailing edge noise, although the differences become smaller as the thickness of the slot lip increases.     

Random Incidence Matrices: Moments of the Spectral Density

We study numerically and analytically the spectrum of incidence matrices of random labeled graphs on N vertices: any pair of vertices is connected by an edge with probability p. We give two algorithms to compute the moments of the eigenvalue distribution as explicit polynomials in N and p. For large N and fixed p the spectrum contains a large eigenvalue at Np and a semicircle of small eigenvalues. For large N and fixed average connectivity pN (dilute or sparse random matrices limit) we show that the spectrum always contains a discrete component. An anomaly in the spectrum near eigenvalue 0 for connectivity close to e is observed. We develop recursion relations to compute the moments as explicit polynomials in pN. Their growth is slow enough so that they determine the spectrum. The extension of our methods to the Laplacian matrix is given in Appendix.     

Emergent gravity in two dimensions

We explore models with emergent gravity and metric by means of numerical simulations. A particular type of two-dimensional non-linear sigma-model is regularized and discretized on a quadratic lattice. It is characterized by lattice diffeomorphism invariance which ensures in the continuum limit the symmetry of general coordinate transformations. We observe a collective order parameter with properties of a metric, showing Minkowski or Euclidean signature. The correlation functions of the metric reveal an interesting long-distance behavior with power-like decay. This universal critical behavior occurs without tuning of parameters and thus constitutes an example of “self-tuned criticality” for this type of sigma-models. We also find a non-vanishing expectation value of a “zweibein” related to the “internal” degrees of freedom of the scalar field, again with long-range correlations. The metric is well described as a composite of the zweibein. A scalar condensate breaks Euclidean rotation symmetry.     

Uncertainty propagation in SEA for structural–acoustic coupled systems with non-deterministic parameters

Considering limited available information on uncertainties in structural - acoustic coupled systems, two methods namely the vertex method and the Legendre orthogonal polynomial based method for predicting their dynamic behavior are developed based on the Statistical Energy Analysis (SEA) approach. For the vertex method, an efficient program for determining coordinates of all vertices of the rectangular spanned by entries of the involved interval input vector is coded, which is well suited for an interval input vector in arbitrary dimension. Instead of calculating the extremum of the response of interest, a method for determining its minimal and maximal point vectors dimension by dimension with respect to uncertain parameters is proposed based on the Legendre orthogonal polynomial approximation. Following the theoretical analysis of the accuracy and efficiency of the proposed methods, their validation is performed by one numerical example and two applications.