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Statistical analysis of effective singular values in matrix rank determination

A major problem in using SVD (singular-value decomposition) as a tool in determining the effective rank of a perturbed matrix is that of distinguishing between significantly small and significantly large singular values to the end, conference regions are derived for the perturbed singular values of matrices with noisy observation data. The analysis is based on the theories of perturbations of singular values and statistical significance test. Threshold bounds for perturbation due to finite-precision and i.i.d. random models are evaluated. In random models, the threshold bounds depend on the dimension of the matrix, the noisy variance, and predefined statistical level of significance. Results applied to the problem of determining the effective order of a linear autoregressive system from the approximate rank of a sample autocorrelation matrix are considered. Various numerical examples illustrating the usefulness of these bounds and comparisons to other previously known approaches are given.

Konstantinides, Konstantinos

Regression Model Optimization for the Analysis of Experimental Data

A candidate math model search algorithm was developed at Ames Research Center that determines a recommended math model for the multivariate regression analysis of experimental data. The search algorithm is applicable to classical regression analysis problems as well as wind tunnel strain gage balance calibration analysis applications. The algorithm compares the predictive capability of different regression models using the standard deviation of the PRESS residuals of the responses as a search metric. This search metric is minimized during the search. Singular value decomposition is used during the search to reject math models that lead to a singular solution of the regression analysis problem. Two threshold dependent constraints are also applied. The first constraint rejects math models with insignificant terms. The second constraint rejects math models with near-linear dependencies between terms. The math term hierarchy rule may also be applied as an optional constraint during or after the candidate math model search. The final term selection of the recommended math model depends on the regressor and response values of the data set, the user s function class combination choice, the user s constraint selections, and the result of the search metric minimization. A frequently used regression analysis example from the literature is used to illustrate the application of the search algorithm to experimental data.

Ulbrich, N.

Weakly Nonlinear Description of Parametric Instabilities in Vibrating Flows

This project focuses on the effects of weak dissipation on vibrational flows in microgravity and in particular on (a) the generation of mean flows through viscous effects and their reaction on the flows themselves, and (b) the effects of finite group velocity and dispersion on the resulting dynamics in large domains. The basic mechanism responsible for the generation of such flows is nonlinear and was identified by Schlichting [21] and Longuet-Higgins. However, only recently has it become possible to describe such flows self-consistently in terms of amplitude equations for the parametrically excited waves coupled to a mean flow equation. The derivation of these equations is nontrivial because the limit of zero viscosity is singular. This project focuses on various aspects of this singular problem (i.e., the limit C equivalent to (nu)((g)(h(exp 3)))exp -1/2 << 1,where nu is the kinematic viscosity and h is the liquid depth) in the weakly nonlinear regime. A number of distinct cases is identified depending on the values of the Bond number, the size of the nonlinear terms, distance above threshold and the length scales of interest. The theory provides a quantitative explanation of a number of experiments on the vibration modes of liquid bridges and related experiments on parametric excitation of capillary waves in containers of both small and large aspect ratio. The following is a summary of results obtained thus far.

Knobloch, E.

Rain estimation from satellites: An examination of the Griffith-Woodley technique

The Griffith-Woodley Technique (GWT) is an approach to estimating precipitation using infrared observations of clouds from geosynchronous satellites. It is examined in three ways: an analysis of the terms in the GWT equations; a case study of infrared imagery portraying convective development over Florida; and the comparison of a simplified equation set and resultant rain map to results using the GWT. The objective is to determine the dominant factors in the calculation of GWT rain estimates. Analysis of a single day's convection over Florida produced a number of significant insights into various terms in the GWT rainfall equations. Due to the definition of clouds by a threshold isotherm the majority of clouds on this day did not go through an idealized life cycle before losing their identity through merger, splitting, etc. As a result, 85% of the clouds had a defined life of 0.5 or 1 h. For these clouds the terms in the GWT which are dependent on cloud life history become essentially constant. The empirically derived ratio of radar echo area to cloud area is given a singular value (0.02) for 43% of the sample, while the rainrate term is 20.7 mmh-1 for 61% of the sample. For 55% of the sampled clouds the temperature weighting term is identically 1.0. Cloud area itself is highly correlated (r=0.88) with GWT computed rain volume. An important, discriminating parameter in the GWT is the temperature defining the coldest 10% cloud area. The analysis further shows that the two dominant parameters in rainfall estimation are the existence of cold cloud and the duration of cloud over a point.

Negri, A. J.

Rain estimation from satellites - An examination of the Griffith-Woodley Technique

The Griffith-Woodley Technique (GWT) is an approach to estimating precipitation using infrared observations of clouds from geosynchronous satellites. It is examined in three ways: an analysis of the terms in the GWT equations; a case study of infrared imagery portraying convective development over Florida; and the comparison of a simplified equation set and resultant rain map to results using the GWT. The objective is to determine the dominant factors in the calculation of GWT rain estimates. Analysis of a single day's convection over Florida produced a number of significant insights into various terms in the GWT rainfall equations. Due to the definition of clouds by a threshold isotherm the majority of clouds on this day did not go through an idealized life cycle before losing their identity through merger, splitting, etc. As a result, 85 percent of the clouds had a defined life of 0.5 or 1 h. For these clouds, the terms in the GWT which are dependent on cloud life history become essentially constant. The empirically derived ratio of radar echo area to cloud area is given a singular value (0.02) for 43 percent of the sample, while the rainrate term is 20.7 mmh-1 for 61 percent of the sample. For 55 percent of the sampled clouds, the temperature weighting term is identically 1.0. Cloud area itself is highly correlated (r = 0.88) with GWT computed rain volume. An important, discriminating parameter in the GWT is the temperature defining the coldest 10 percent cloud area. The analysis further shows that the two dominant parameters in rainfall estimation are the existence of cold cloud and the duration of cloud over a point. Previously announced in STAR as N84-13735

Negri, A. J.

On a class of unsteady three-dimensional Navier Stokes solutions relevant to rotating disc flows: Threshold amplitudes and finite time singularities

A class of exact steady and unsteady solutions of the Navier Stokes equations in cylindrical polar coordinates is given. The flows correspond to the motion induced by an infinite disc rotating with constant angular velocity about the z-axis in a fluid occupying a semi-infinite region which, at large distances from the disc, has velocity field proportional to (x,-y,O) with respect to a Cartesian coordinate system. It is shown that when the rate of rotation is large, Karman's exact solution for a disc rotating in an otherwise motionless fluid is recovered. In the limit of zero rotation rate a particular form of Howarth's exact solution for three-dimensional stagnation point flow is obtained. The unsteady form of the partial differential system describing this class of flow may be generalized to time-periodic equilibrium flows. In addition the unsteady equations are shown to describe a strongly nonlinear instability of Karman's rotating disc flow. It is shown that sufficiently large perturbations lead to a finite time breakdown of that flow whilst smaller disturbances decay to zero. If the stagnation point flow at infinity is sufficiently strong, the steady basic states become linearly unstable. In fact there is then a continuous spectrum of unstable eigenvalues of the stability equations but, if the initial value problem is considered, it is found that, at large values of time, the continuous spectrum leads to a velocity field growing exponentially in time with an amplitude decaying algebraically in time.

Hall, Philip

"Coulombic Viscosity" In Granular Materials: Planetary and Astrophysical Implications

The term "Coulombic viscosity" is introduced here to define an empirically observed phenomenon from experiments conducted in both microgravity, and in ground-based 1-g conditions. In the latter case, a sand attrition device was employed to test the longevity of aeolian materials by creating two intersecting grain-circulation paths or cells that would lead to most of the grain energy being expended on grain-to-grain collisions (simulating dune systems). In the areas in the device where gravitationally-driven grain-slurries recycled the sand, the slurries moved with a boundary-layer impeded motion down the chamber walls. Excessive electrostatic charging of the grains during these experiments was prevented by the use of an a.c. corona (created by a Tesla coil) through which the grains passed on every cycle. This created both positive and negative ions which neutralized the triboelectrically-generated grain charges. When the corona was switched on, the velocity of the wall-attached slurries increased by a factor of two as approximately determined by direct observation. What appeared to be a freely-flowing slurry of grains impeded only by intergranular mechanical friction, had obviously been significantly retarded in its motion by electrostatic forces between the grains; with the charging reduced, the grains were able to move past one another without a flow "viscosity" imposed by the Coulombic intergranular forces. A similar phenomenon was observed during microgravity experiments aboard Space Shuttle in USML-1 & USML-2 spacelabs where freely-suspended clouds of sand were being investigated for their potential to for-m aggregates. In this environment, the grains were also charged electrostatically (by natural processes prior to flight), but were free from the intervention of gravity in their interactions. The grains were dispersed into dense clouds by bursts of air turbulence and allowed to form aggregates as the ballistic and turbulent motions damped out. During this very brief (30-60 sec) damping period, motion of the grains was observed to be retarded by the electrostatic interactions. The fact that the grains almost instantly formed aggregates was evidence that their ballistic motions had been constrained and redirected by the dipole-dipole interactions that led to filamentary aggregate development. Undoubtedly, the "Coulombic viscosity" of the cloud assisted in damping grain motion so rapidly. The electrostatically-induced grain-cloud viscosity or drag exerted on grain motion, is a complex function of three major parameters: charge magnitude, charge sign, and mean intergranular distance. The above experiments illustrate one particular type of granular behavior. The discussion here will therefore be restricted to drag relationships: (a) between grains that are naturally charged triboelectrically and thus exhibit dipole-dipole attractions between one another even if there are slight net charges present (which can be overwhelmed by dipole coupling at short distances), and (b) between grains that are densely spaced where the intergranular distance varies between zero and some value (usually tens or hundreds of grain diameters) that permits each grain to detect the dipole moment of another grain -- the distance is not so great that other grains appears as neutral electrical "singularities. I. Aeolian transport: During motion of grains in a saltation cloud (on Earth, Mars, or Venus), triboelectric charging must occur as a result of multiple grain contacts, and by friction with the entraining air. A situation might develop that is similar to the one described above in the attrition device: grain motion becoming significantly retarded (reduced flux) as grains find it increasingly difficult to either separate from the surface, or to pass one another without Coulombic retarding forces. A "Coulombic drag" will exist at flux initiation and increase with time to work in direct opposition to the aerodynamic drag that drives the grain motion. It is predicted that this will lead to an increase with time of both the aerodynamic and bed-dilatancy thresholds (3). Because of Paschen discharge effects in the martian atmosphere, the electrostatic charging in a saltation cloud may be partially abated, but this will lead to greater grain mobility, more charging, and thus to a charge-discharge steady state mediated by mechanical interactions. II. Dry colluvial systems: Sand avalanches on dunes, dry debris flows, talus flows, avalanches, and pyroclastic surges are examples of gravity-driven, dense granular flows where rock/grain fragmentation and grain-to-grain interactions cause triboelectrification (sometimes augmented by other electrical charging processes), and where the grain densities of the systems are such that strong dipole-dipole interactions between grains might be expected to be present. Because it is expected that the Coulombic forces between grains will cause a sluggishness or enhanced granular-flow viscosity, the motion of a grain mass will be retarded or damped so that this will assist, ultimately, in terminating the flow. The greatest Coulombic viscosity will be created in the most highly charged systems, which will also be the most energetic. Thus, grain flows have some tendency to be self-limiting by internal energy partitioning; gravitational potential is converted to Coulombic potential, which manifests itself as a drag force between the grains. III. Volcanic eruption plumes and impact ejecta curtains: The violence of these systems leads to powerful electrical charging of particulates. Lightning storms emanating from volcanic plumes are a testimony to the levels of charging. As pyroclastic grains interact forcefully and frequently within eruption plumes, it is reasonable to predict that the internal turbulent motions of the plume will be significantly damped by the Coulombic viscosity exerted by grain charges. Additional information is contained in the original.

Marshall, J. R.