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NASA NTRS1986

Monte Carlo turbulence simulation using rational approximations to von Karman spectra

Turbulence simulation is computationally much simpler using rational spectra, but turbulence falls off as f exp -5/3 in frequency ranges of interest to aircraft response and as predicted by von Karman's model. Rational approximations to von Karman spectra should satisfy three requirements: (1) the rational spectra should provide a good approximation to the von Karman spectra in the frequency range of interest; (2) for stability, the resulting rational transfer function should have all its poles in the left half-plane; and (3) at high frequencies, the rational spectra must fall off as an integer power of frequency, and since the -2 power is closest to the -5/3 power, the rational approximation should roll off as the -2 power at high frequencies. Rational approximations to von Karman spectra that satisfy these three criteria are presented, along with spectra from simulated turbulence. Agreement between the spectra of the simulated turbulence and von Karman spectra is excellent.

Campbell, C. W.↗
NASA NTRS1992

Rational approximations from power series of vector-valued meromorphic functions

Let F(z) be a vector-valued function, F: C yields C(sup N), which is analytic at z = 0 and meromorphic in a neighborhood of z = 0, and let its Maclaurin series be given. In this work we developed vector-valued rational approximation procedures for F(z) by applying vector extrapolation methods to the sequence of partial sums of its Maclaurin series. We analyzed some of the algebraic and analytic properties of the rational approximations thus obtained, and showed that they were akin to Pade approximations. In particular, we proved a Koenig type theorem concerning their poles and a de Montessus type theorem concerning their uniform convergence. We showed how optical approximations to multiple poles and to Laurent expansions about these poles can be constructed. Extensions of the procedures above and the accompanying theoretical results to functions defined in arbitrary linear spaces was also considered. One of the most interesting and immediate applications of the results of this work is to the matrix eigenvalue problem. In a forthcoming paper we exploited the developments of the present work to devise bona fide generalizations of the classical power method that are especially suitable for very large and sparse matrices. These generalizations can be used to approximate simultaneously several of the largest distinct eigenvalues and corresponding eigenvectors and invariant subspaces of arbitrary matrices which may or may not be diagonalizable, and are very closely related with known Krylov subspace methods.

Sidi, Avram↗
NASA NTRS1992

Application of vector-valued rational approximations to the matrix eigenvalue problem and connections with Krylov subspace methods

Let F(z) be a vectored-valued function F: C approaches C sup N, which is analytic at z=0 and meromorphic in a neighborhood of z=0, and let its Maclaurin series be given. We use vector-valued rational approximation procedures for F(z) that are based on its Maclaurin series in conjunction with power iterations to develop bona fide generalizations of the power method for an arbitrary N X N matrix that may be diagonalizable or not. These generalizations can be used to obtain simultaneously several of the largest distinct eigenvalues and the corresponding invariant subspaces, and present a detailed convergence theory for them. In addition, it is shown that the generalized power methods of this work are equivalent to some Krylov subspace methods, among them the methods of Arnoldi and Lanczos. Thus, the theory provides a set of completely new results and constructions for these Krylov subspace methods. This theory suggests at the same time a new mode of usage for these Krylov subspace methods that were observed to possess computational advantages over their common mode of usage.

Sidi, Avram↗