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Schedule of Lectures: EECS 290A, Spring 2014


Jan 2014

2014/01/22 (Wed): NO CLASS (instructor out of town).
2014/01/27 (Mon):

2014/01/29 (Wed):
Feb 2014

2014/02/03 (Monday):
  • LTI MOR by moment matching (contd.): Expressing the Pade rational function as an ODE in companion matrix form. Putting it together: AWE. Numerical experiments with AWE: RC ladder with 5, 10, 20 segments. AC analysis comparisons with AWE-reduced models.

2014/02/05 (Wed):
  • Numerical experiments with AWE (contd): the moment disparity issue; poor matrix conditioning. transient NR failures even on a linear system. scaling the companion form to improve DAE matrix conditioning; moment scaling. Instability of reduced models. Introduction to Krylov subspaces.
2014/02/10 (Monday):

2014/02/12 (Wed):
  • Numerical instability of ))Gram-Schmidt- demo. ModifiedGram-Schmidt(( and improvements therefrom. Double orthogonalization and further improvements. Continuing numerical issues for Krylov vector orthonormalization, and their causes. The Arnoldi process and reasons for its numerical superiority.
2014/02/17 (Monday): NO CLASS (academic holiday)

2014/02/19 (Wed):
  • Numerical superiority of Arnoldi over ))Gram-Schmidt((. Matrix forms for the Arnoldi process: decomposition using orthogonal and Hessenberg matrices. Formulae for recovering moments explicitly from Arnoldi-generated matrices. Futility of explicit calculation of moments using Arnoldi quantities. Reducing a large LTI DAE system "directly" to a small one based on the form of moment formulae, without their explicit calculation: implicit moment matching.
2014/02/24 (Monday):
  • Arnoldi based reduced models: the p=n case. Computational properties of Arnoldi: linear in original system size, quadratic in reduced system size. Mapping initial conditions into Arnoldi-reduced ROMs: orthogonal projection on the Krylov subspace. Geometrical view of Krylov-subspace based model reduction. MOR as a restriction of differential equations on subspaces.

2014/02/26 (Wed):
  • Demos of Arnoldi-based MOR: explicit moments obtained via Arnoldi (and how they don't help); Arnoldi-based MOR and its superior performance wrt AWE; numerical dynamic range of Arnoldi-reduced models vs the original sparse model; dependence of numerical dynamic range on sparsity; good eigenapproximation properties of Arnoldi; transient simulation of Arnoldi-reduced models and their approximation characteristics; mapping initial conditions to Arnoldi-reduced models; projection views of Arnoldi-reduced models (3D->2D reduction).
March 2014

2014/03/03 (Mon): Guest lecture by Frank Liu, IBM: Modelling and simulation of river networks.

2014/03/05 (Wed): (2 hour class)
2014/03/10 (Mon):
  • Numerical simulation of oscillators: artificial damping and phase instability issues. Self-sustaining, amplitude-stable oscillators - intuition and numerical demos. Topology of negative resistance LC oscillators.

2014/03/12 (Wed): (2.5 hour class)
  • Feedback analysis of negative resistance oscillators. Linear Barkhausen criterion and its limitations. Nonlinear feedback analysis: splitting the system into a linear filter + a memoryless nonlinearity. Cutting the loop at the system level. Fourier components of the nonlinearity's output. Closing the loop: amplitude and phase conditions. Graphical depiction of the amplitude condition. Numerical demos and validation.
2014/03/17 (Mon): NO CLASS (instructor out of town).

2014/03/19 (Wed): NO CLASS (instructor out of town).
2014/03/24 (Mon): NO CLASS (spring break).

2014/03/26 (Wed): NO CLASS (spring break).
2014/03/31 (Mon): (2.5 hour class)
  • Ring oscillators and their operation. Idealizations: perfect inverter + perfect delay, perfect inverter + RC delay. Analytical solution of idealized models; the role of the Golden Ratio. Practical electronic ring oscillators using BSIM inverters. A (synthetic) biological ring oscillator: the Elowitz repressilator. Interpretation of the repressilator equations as inverter + RC delay. Numerical demo. Relaxation oscillators: ideal inverting hysteresis. Modelling hysteresis realistically with smooth nonlinearities and fast time constants. Simple tanh-based example; numerical demos.
April 2014

2014/04/02 (Wed): (2 hour class)
  • Making a relaxation oscillator out of the smooth "physical" tanh-based hysteresis model. Demos. The ))Fitzhugh-Nagumo(( neuron model as a relaxation oscillator. Graphical insight from steady state plots. Discussion of stability issues. Demos. Basic properties of autonomous DAEs and ODEs.
2014/04/07 (Mon):
  • Introduction to stochastic differential equations. Non-stationary (transient) noise. Overview of our development of SDEs: why "white noise" presents difficulties for stochastic analysis, the Wiener process as the integral of white noise, interpreting differential equations using integral forms, SDE notation, stochastic integrals.

2014/04/9 (Wed): MIDTERM EXAM
2014/04/14 (Mon): (2 hour class)
  • Summary of our flow for developing SDEs. Naiive analysis of simple systems with white noise inputs using deterministic notions: ACF of the integral of white noise, variance of the solution to the Langevin equation, geometric Brownian motion.

2014/04/16 (Wed): (2 hour class)
2014/04/21 (Mon): (2 hour class)

2014/04/23 (Wed): (2h10m class + 30m follow-up on video to complete the var(\int_0^T W(t)dW(t)) proof)
  • Numerical demos of stochastic integrands wrt dt, and of deterministic integrands wrt stochastic measure. Match of theory and numerics for these cases; independence of integral wrt choice of ti* or lambda. Stochastic integrands wrt stochastic measure - integral of W(t) dW(t). Formula from deterministic integration; its mean and variance. Numerical integration/demos of W(t) dW(t). Dependence of mean on lambda; independence of variance on lambda. Low-level derivation using ))Riemann-Stieltjes(( sums of the mean and variance of the integral of W(t) dW(t). Prediction of lambda-dependent mean and lambda-independent variance; match with numerical demos.
2014/04/28 (Mon): (2h15m class)
2(T)/2 plus a lambda-dependent deterministic offset. Ito, Stratonovich andMcKeaninterpretations of stochastic integrals. Ito SDEs. Quadratic variation. The Ito chain rule and its use for solving the Geometric Brownian Motion SDE. The Ito product rule and its use for solving the Langevin equation. TheEuler-Maruyamamethod for numerical integration of SDEs. Numerical demos ofEuler-Maruyama(( on Langevin and GBM.
  • [https://draco.eecs.berkeley.edu/videos/2014-Spring-290a/2014-04-28andreasfinish-SDEs.html|video of 1-3:15pm lecture].
  • class scribbles (PDF).

2014/04/30 (Wed):