7
Research Article Comparison Analysis Based on the Cubic Spline Wavelet and Daubechies Wavelet of Harmonic Balance Method Jing Gao School of Mathematics and Statistics, Xi’an Jiaotong University, Xi’an 710049, China Correspondence should be addressed to Jing Gao; [email protected] Received 25 January 2014; Revised 25 March 2014; Accepted 5 April 2014; Published 22 April 2014 Academic Editor: Eugene B. Postnikov Copyright © 2014 Jing Gao. is is an open access article distributed under the Creative Commons Attribution License, which permits unrestricted use, distribution, and reproduction in any medium, provided the original work is properly cited. is paper develops a theoretical analysis of harmonic balance method, based on the cubic spline wavelet and Daubechies wavelet, for steady state analysis of nonlinear circuits under periodic excitation. e properties of the resulting Jacobian matrix for harmonic balance are analyzed. Numerical experiments illustrate the theoretical analysis. 1. Introduction e rapid growth in integrated circuits has placed new demands on the simulation tools. Many quantities properties of circuits are of interest to circuits designer. Especially, the steady-state analysis of nonlinear circuits represents one of the most computationally challenging problems in microwave design. Harmonic balance (HB) [13] is very favorable for period- ic or quasiperiodic steady-state analysis of mildly nonlinear circuits using Fourier series expansion. However, the density of the resulting Jacobian matrix seriously affects the efficiency of HB based on Fourier series expansion. More effective simulators are required to study steady-state analysis. Soveiko and Nakhla in [4] have provided the elaborate formulation for HB approach applying Daubechies wavelet series instead of Fourier series and obtain the sparser Jacobian matrix to reduce the whole computational cost. And Steer and Christoffersen in [5] have given the possibility of wavelet expansion for steady-state analysis. One advantage of wavelet bases is a sparse representation matrix of operators or functions which is favorable for solving the nonlinear system by Newton iterative method. But the main disadvantage is the waste of much time in storing Jacobian matrix due to the complex computation of Daubechies wavelet functions. And few studies have been reported on the efficient wavelet matrix transform which is very important in the wavelet HB approach. e cubic spline wavelet in [6, 7] has the explicit form and sparse transform matrix and derivative matrix. In this paper, we provide the theoretical analysis for HB method by using the cubic spline wavelet and Daubechies wavelets. e remainder of this paper is organized as follows. In Section 2, we develop the HB method based on the cubic spline wavelet and Daubechies wavelets in [4] for nonlinear circuits simulations, respectively. Section 3 provides the the- oretical comparison analysis in the sparsity and computation of Jacobian matrix obtained by the transform. And it is shown that the cubic spline wavelet HB method has sparser Jacobian matrix. Numerical experiments are provided in Section 4. It is concluded in Section 5. 2. HB Formulation Based on the Cubic Spline Wavelets and Daubechies Wavelets 2.1. Generalized HB Formulation. e harmonic balance (HB) method is a powerful technique for the analysis of high-frequency nonlinear circuits such as mixers, power amplifiers, and oscillators. e basic idea of HB is to expand the unknown state variable () in electrical circuit equations by some series () = V (). en the problem is transformed into the frequency domain focusing on the coefficients . Let us consider the general approach of HB which assumes obtaining the solution () of the nonlinear modified nodal analysis (MNA) equation in [8] ̇++()+=0, (1) Hindawi Publishing Corporation Abstract and Applied Analysis Volume 2014, Article ID 634974, 6 pages http://dx.doi.org/10.1155/2014/634974

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Page 1: Research Article Comparison Analysis Based on the Cubic Spline …downloads.hindawi.com/journals/aaa/2014/634974.pdf · 2019-07-31 · Wavelets and Daubechies Wavelets.. Generalized

Research ArticleComparison Analysis Based on the Cubic Spline Wavelet andDaubechies Wavelet of Harmonic Balance Method

Jing Gao

School of Mathematics and Statistics, Xi’an Jiaotong University, Xi’an 710049, China

Correspondence should be addressed to Jing Gao; [email protected]

Received 25 January 2014; Revised 25 March 2014; Accepted 5 April 2014; Published 22 April 2014

Academic Editor: Eugene B. Postnikov

Copyright © 2014 Jing Gao. This is an open access article distributed under the Creative Commons Attribution License, whichpermits unrestricted use, distribution, and reproduction in any medium, provided the original work is properly cited.

This paper develops a theoretical analysis of harmonic balance method, based on the cubic spline wavelet and Daubechies wavelet,for steady state analysis of nonlinear circuits under periodic excitation.The properties of the resulting Jacobianmatrix for harmonicbalance are analyzed. Numerical experiments illustrate the theoretical analysis.

1. Introduction

The rapid growth in integrated circuits has placed newdemands on the simulation tools. Many quantities propertiesof circuits are of interest to circuits designer. Especially,the steady-state analysis of nonlinear circuits representsone of the most computationally challenging problems inmicrowave design.

Harmonic balance (HB) [1–3] is very favorable for period-ic or quasiperiodic steady-state analysis of mildly nonlinearcircuits using Fourier series expansion. However, the densityof the resulting Jacobianmatrix seriously affects the efficiencyof HB based on Fourier series expansion. More effectivesimulators are required to study steady-state analysis. Soveikoand Nakhla in [4] have provided the elaborate formulationfor HB approach applying Daubechies wavelet series insteadof Fourier series and obtain the sparser Jacobian matrixto reduce the whole computational cost. And Steer andChristoffersen in [5] have given the possibility of waveletexpansion for steady-state analysis. One advantage of waveletbases is a sparse representation matrix of operators orfunctions which is favorable for solving the nonlinear systemby Newton iterative method. But the main disadvantage isthe waste of much time in storing Jacobian matrix due tothe complex computation of Daubechies wavelet functions.And few studies have been reported on the efficient waveletmatrix transform which is very important in the wavelet HBapproach. The cubic spline wavelet in [6, 7] has the explicitform and sparse transform matrix and derivative matrix. In

this paper, we provide the theoretical analysis for HBmethodby using the cubic spline wavelet and Daubechies wavelets.

The remainder of this paper is organized as follows. InSection 2, we develop the HB method based on the cubicspline wavelet and Daubechies wavelets in [4] for nonlinearcircuits simulations, respectively. Section 3 provides the the-oretical comparison analysis in the sparsity and computationof Jacobianmatrix obtained by the transform. And it is shownthat the cubic spline wavelet HBmethod has sparser Jacobianmatrix. Numerical experiments are provided in Section 4. Itis concluded in Section 5.

2. HB Formulation Based on the Cubic SplineWavelets and Daubechies Wavelets

2.1. Generalized HB Formulation. The harmonic balance(HB) method is a powerful technique for the analysis ofhigh-frequency nonlinear circuits such as mixers, poweramplifiers, and oscillators. The basic idea of HB is to expandthe unknown state variable 𝑥(𝑡) in electrical circuit equationsby some series 𝑥(𝑡) = ∑𝑋𝑘V𝑘(𝑡). Then the problem istransformed into the frequency domain focusing on thecoefficients𝑋𝑘.

Let us consider the general approach of HB whichassumes obtaining the solution𝑥(𝑡) of the nonlinearmodifiednodal analysis (MNA) equation in [8]

𝐶�� + 𝐺𝑥 + 𝑓 (𝑥) + 𝑢 = 0, (1)

Hindawi Publishing CorporationAbstract and Applied AnalysisVolume 2014, Article ID 634974, 6 pageshttp://dx.doi.org/10.1155/2014/634974

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2 Abstract and Applied Analysis

which satisfies the following periodical boundary condition:

𝑥 (𝑡 + 𝐿) = 𝑥 (𝑡) , (2)

where 𝐶 and 𝐺 are𝑁𝑥 × 𝑁𝑥 matrices, 𝑥 is a𝑁𝑥 dimensionalcolumn vector of unknown circuit variables, and 𝑢 is a 𝑁𝑥dimensional column vector of independent sources. Let {V𝑘}be the basis; then the unknown function𝑥(𝑡) can be expanded𝑥(𝑡) = ∑𝑋𝑘V𝑘(𝑡). To solve (1) with periodic boundarycondition (2), assume that the expansion basis is periodicwith period 𝜏 and [𝑥𝑙] is a discrete vector containing valuesof 𝑥(𝑡) sampled in the time domain at time points [𝑡𝑙], 𝑙 =1, . . . , 𝑁𝑡. Then (1) can be written in the transform domain asa nonlinear algebraic equation system:

Φ (𝑋) = (𝐶𝐷 + 𝐺)𝑋 + 𝐹 (𝑋) + 𝑈 = 0, (3)

where

𝑋 = 𝑇𝑥, 𝑥 = 𝑇−1𝑋, 𝑈 = 𝑇𝑢, (4)

𝐶,𝐷, and𝐺 are𝑁𝑡𝑁𝑥 ×𝑁𝑡𝑁𝑥 matrices, especially, the matrix𝐷 is a representation matrix of the derivative operator 𝑑/𝑑𝑡in expansion basis {V𝑖}

[𝐷𝑖,𝑗] = ⟨

𝑑

𝑑𝑡

V𝑖, V𝑗⟩ , (5)

and, finally, 𝑇 and 𝑇−1 are the matrices associated with

the forward and inverse transform arising from the chosenexpansion basis. The nonlinear matrix system (3) can besolved by Newton iterative method

𝐽 (𝑋(𝑖)) (𝑋(𝑖+1)

− 𝑋(𝑖)) = −Φ (𝑋

(𝑖)) , (6)

where 𝑋(𝑖) is the solution of the 𝑖th iteration and 𝐽(𝑋) is theJacobian matrix of Φ(𝑋)

𝐽 (𝑋) = [𝐽𝑘𝑙 (𝑋)] = [

𝜕Φ𝑘

𝜕𝑋𝑙

] =

𝜕Φ

𝜕𝑋

= 𝐶𝐷 + 𝐺 + 𝑇[

𝜕𝑓𝑘

𝜕𝑥𝑙

]𝑇−1,

𝑘, 𝑙 = 1, . . . , (𝑁𝑡𝑁𝑥) .

(7)

Hence, the sparsity of this Jacobian matrix 𝐽(𝑋) affectsthe computational cost of iterative method. Because thesematrices 𝐶 and 𝐺 have a rather sparse structure due tothe MNA formulation and [(𝜕𝑓𝑘)/(𝜕𝑥𝑙)] for time-invariantsystems is just a block matrix consisting of diagonal blocks,the sparsity of the Jacobian matrix 𝐽(𝑋) is determined bythree matrices 𝑇, 𝑇−1, and the representation matrix𝐷 of thedifferential operator 𝑑/𝑑𝑡.

Given the base {V𝑘}𝑁

𝑘=1, the matrices 𝐷, 𝑇, and 𝑇

−1 areconstructed before those iterative methods are used. So thesparsity of the Jacobian matrix based on these different basisfunctions indicates how to solve the nonlinear algebraicsystem.Next, we give the formulation for two kinds ofwaveletbases.

2.2. Description of the Periodic Daubechies Wavelets. Twofunctions 𝜓 and 𝜙 are the wavelet function and its corre-sponding scaling function described by Daubechies [9].Theyare defined in the frame of the wavelet theory and can beconstructed with finite spatial support under the followingconditions:

𝜓 (𝑡) = √2

𝑀−1

𝑘=0

𝑔𝑘+1𝜙 (2𝑡 − 𝑘) ,

𝜙 (𝑡) = √2

𝑀−1

𝑘=0

ℎ𝑘+1𝜙 (2𝑡 − 𝑘) ,

+∞

−∞

𝜙 (𝑡) 𝑑𝑡 = 1,

(8)

where the coefficients {ℎ𝑘}𝑀−1

𝑘=0and {𝑔𝑘}

𝑀−1

𝑘=0are the quadrature

mirror filters (QMFs) of length 𝐿𝑀. The quadrature mirrorfilters {ℎ𝑘} and {𝑔𝑘} are defined

𝑔𝑘 = (−1)𝑘ℎ𝑀−𝑘−1, 𝑘 = 0, 1, . . . ,𝑀 − 1. (9)

The function 𝜓 has 𝑝 vanishing moments; that is,

−∞

𝜓 (𝑡) 𝑡𝑚𝑑𝑡 = 0, 0 ≤ 𝑚 ≤ 𝑝 − 1. (10)

The number 𝑀 of the filter coefficients is related to thenumber of vanishing moments 𝑝, and 𝑀 = 2𝑝 for thewavelets constructed in [9].

We observe that once the filter {ℎ𝑘} has been chosen,the functions 𝜙 and 𝜓 can be confirmed. Moreover, due tothe recursive definition of the wavelet bases, via the two-scale equation, all of the manipulations are performed withthe quadrature mirror filters {ℎ𝑘} and {𝑔𝑘}. Especially, thewavelet transform matrix 𝑇 and the derivative matrix 𝐷 forthe differential operator 𝑑/𝑑𝑡 can be obtained by the filters.

In HB method the wavelets on the interval [0, 𝐿]

are required. Hence, periodic Daubechies wavelets on theinterval [0, 𝐿] are constructed by periodization. Here, wedescribe the discretewavelet transformmatrix by the periodicDaubechies wavelets.The discrete wavelet transformwith theperiod 𝐿 = 2

𝑛 can be considered as a linear transformationtaking the vector f𝐽 ∈ 𝑉𝐽 determined by its sampling datainto the vector

d = (c0, d0, d1, d2, d3, . . . , d𝐽−1)𝑇, (11)

where c𝑗 stands for the scaling coefficients of the function𝑥(𝑡)and d𝑗 for the wavelet coefficients.

This linear transform can be represented by the 𝑁 = 2𝑛

dimensional matrix 𝑇Daube such that

𝑇Daubef𝐽 = d. (12)

If the level of the DWT is 𝐽 ≤ 𝑛, then the DWT of thesequence has exactly 2

𝑛 coefficients. The transform matrix

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Abstract and Applied Analysis 3

𝑇Daube is composed of QMFs coefficients {ℎ𝑘} and {𝑔𝑘} asfollows:

𝑇Daube =(

(

(

(

ℎ0 ℎ1 ⋅ ⋅ ⋅ ℎ𝑀−1 0 ⋅ ⋅ ⋅ 0 ⋅ ⋅ ⋅ 0

𝑔0 𝑔1 ⋅ ⋅ ⋅ 𝑔𝑀−1 0 ⋅ ⋅ ⋅ 0 ⋅ ⋅ ⋅ 0

0 0 ℎ0 ℎ1 ⋅ ⋅ ⋅ ℎ𝑀−1 0 ⋅ ⋅ ⋅ 0

0 0 𝑔0 𝑔1 ⋅ ⋅ ⋅ 𝑔𝑀−1 0 ⋅ ⋅ ⋅ 0

⋅ ⋅ ⋅

ℎ2 ℎ3 ⋅ ⋅ ⋅ ℎ𝑀−1 ⋅ ⋅ ⋅ ⋅ ⋅ ⋅ 0 ℎ1 ℎ2

𝑔2 𝑔3 ⋅ ⋅ ⋅ 𝑔𝑀−1 ⋅ ⋅ ⋅ ⋅ ⋅ ⋅ 0 𝑔1 𝑔2

)

)

)

)

,

(13)

where𝑀 is the length of the filters.The periodized Daubechies wavelet HB formulation has

been formulated in [4], so we have 𝐷Daube = 𝑇Daube𝑅𝑇−1

Daube,where 𝑅 is a band limited circulant matrix with its diagonalsfilled by 𝑟𝑚 in [10], where with the following properties:

𝑟𝑚 = 0, for −𝑀 + 2 ≤ 𝑚 ≤ 𝑀 − 2,

𝑟0 = 0, 𝑟−𝑚 = −𝑟𝑚, ∑

𝑚

𝑚𝑟𝑚 = −1,

𝑟𝑚 = 2[𝑟2𝑚 +

1

2

𝑀/2

𝑘=1

𝑎2𝑘−1 (𝑟2𝑚−2𝑘+1 + 𝑟2𝑚+2𝑘−1)] ,

(14)

in which 𝑎𝑖 are autocorrelation coefficients of the QMFs

𝑎𝑖 = 2

𝑀−𝑖−1

𝑚=0

ℎ𝑚ℎ𝑚+1, 𝑖 = 1, . . . ,𝑀 − 1. (15)

And the matrix 𝑇−1

Daube is the inverse matrix of the forwardtransform matrix 𝑇Daube which satisfies 𝑇−1Daube = 𝑇

𝑇

Daube dueto the orthogonality of the matrix 𝑇Daube.

2.3. The Cubic Spline Wavelet Basis. Consider the cubicspline wavelets as the expansion base in HB technique.The cubic spline wavelets are constructed in [7], whichare semiorthogonal wavelets. The high approximation rateand the interpolation property can be inherited from splinefunctions. Therefore, the cubic spline wavelet transformmatrix 𝑇cubic and the differential operator representationmatrix𝐷cubic have the following properties which are suitablefor HB method.

Due to the periodic condition 𝑥(𝑡 + 𝐿) = 𝑥(𝑡), we mustuse the periodization functions of the cubic spline waveletson the interval [0, 𝐿], 𝐿 > 4. For convenience, we still denoteby V𝑖(𝑡) the periodic function. Let us assume that expansionbases are

{V𝑖}𝑁𝑠

𝑖=1= {𝜙0,−1, 𝜙0,𝑘 (0 ≤ 𝑘 ≤ 𝐿 − 4) , 𝜙0,𝐿−3,

𝜓𝑗,𝑘 (0 ≤ 𝑗 ≤ 𝐽 − 1, −1 ≤ 𝑘 ≤ 𝑛𝑗 − 2)} ,

(16)

where 𝑛𝑗 = 2𝑗𝐿, 𝑁𝑠 = 2

𝐽𝐿 − 1. Correspondingly, the

unknown state variable 𝑥(𝑡) is approximated by the bases ofthese spaces

𝑉𝐽 = 𝑉𝐽−1 ⊕𝑊𝐽−1

...

= 𝑉0 ⊕𝑊0 ⊕ ⋅ ⋅ ⋅ ⊕ 𝑊𝐽−1,

(17)

where

𝑉0 = span {𝜙−1,−1 (𝑡) , . . . , 𝜙−1,𝐿−4 (𝑡) , 𝜙−1,𝐿−3 (𝐿 − 𝑡)} ,

𝑊𝑖 = span {𝜓𝑖,−1 (𝑡) , 𝜓𝑖,0 (𝑡) , . . . , 𝜓𝑖,𝑛𝑖−2 (𝑡)} ,

0 ≤ 𝑖 ≤ 𝐽 − 1.

(18)

Based on the interpolation property of the cubic splinewavelets, we have

𝑃𝑉𝐽

𝑥 (𝑡) = 𝐼𝑉𝑏

𝑥 (𝑡) +

𝐽−1

𝑗=0

𝐼𝑊𝑗

𝑥 (𝑡)

= 𝑥−1,−3𝜂1 (𝑡) + 𝑥−1,−2𝜂2 (𝑡) + 𝑥−1,−1𝜙𝑏 (𝑡)

+

𝐿−4

𝑘=0

𝑥−1,𝑘𝜙𝑘 (𝑡) + 𝑥−1,𝐿−3𝜙𝑏 (𝐿 − 𝑡)

+ 𝑥−1,𝐿−2𝜂2 (𝐿 − 𝑡) + 𝑥−1,𝐿−1𝜂1 (𝐿 − 𝑡)

+

𝐽−1

𝑗=0

[

[

𝑛𝑗−2

𝑘=−1

𝑥𝑗,𝑘𝜓𝑗,𝑘 (𝑡)]

]

.

(19)

Denote the expansion coefficients by a 𝑁𝑠 × 1 dimensionalvector 𝑥𝐽,

𝑥𝐽 = (𝑥−1,−3, . . . , 𝑥−1,𝐿−1, 𝑥0,−1, . . . , 𝑥0,𝑛0−2, . . . , 𝑥𝐽−1,−1,

. . . , 𝑥𝐽−1,𝑘, . . . , 𝑥𝐽−1,𝑛𝐽−2)

𝑇

,

(20)

that will be determined by satisfying the collocation condi-tions,𝑁𝑠 = 2

𝐽𝐿 + 3. Interpolate 𝑃𝑉

𝐽

at the collocation points

{𝑡(−1)

1= 0, 𝑡

(−1)

2=

1

2

,

𝑡(−1)

𝑘= 𝑘 − 2, 𝑘 = 3, . . . , 𝐿 + 1;

𝑡(−1)

𝐿+2= 𝐿 −

1

2

, 𝑡(−1)

𝐿+3= 𝐿} ,

{𝑡(𝑗)

−1=

1

2𝑗+2

, 𝑡(𝑗)

𝑘=

𝑘 + 1.5

2𝑗

, 0 ≤ 𝑘 ≤ 𝑛𝑗 − 3,

𝑡(𝑗)

𝑛𝑗−2

= 𝐿 −

1

2𝑗+2

} ,

(21)

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4 Abstract and Applied Analysis

as follows:

𝑃𝑉𝐽

𝑥 (𝑡−1

𝑘) = 𝑥 (𝑡

−1

𝑘) , 1 ≤ 𝑘 ≤ 𝐿 + 3,

𝑃𝑉𝐽

𝑥 (𝑡𝑗

𝑘) = 𝑥 (𝑡

𝑗

𝑘) , 𝑗 ≥ 0, −1 ≤ 𝑘 ≤ 𝑛𝑗 − 2, 0 ≤ 𝑗 ≤ 𝐽 − 1.

(22)

Substituting the expressions into (1), we obtain nonlineardiscrete algebraic systems.

Denote by 𝑇cubic the cubic spline wavelet transformmatrix. We introduce an inverse wavelet transform (IWT)𝑇−1

cubic whichmaps its wavelet coefficients𝑥𝐽 to discrete samplevalues f𝐽 with length 𝑁𝑠; that is 𝑇

−1

cubic𝑥𝐽 = f𝐽. The inversetransform matrix 𝑇−1cubic is

𝑇−1

cubic = (

𝐵

𝑀0

𝑀1

...𝑀𝐽−1

), (23)

where 𝐵 denotes a tridiagonal matrix with dimension 𝐿 + 2

and𝑀𝑗 is a tridiagonal matrix with dimension 2𝑗𝐿.We obtain the derivative matrix𝐷cubic in [11] as follows:

𝐷cubic = 𝐻−1

1𝐻2,

(24)

where

𝐻1 =

[

[

[

[

[

[

[

[

[

[

[

[

𝜆1 1

𝜆1 2 𝜇1

𝜆2 2 𝜇2

⋅ ⋅ ⋅

𝜆𝑖 2 𝜇𝑖

⋅ ⋅ ⋅

𝜆𝑁𝑠−1 2 𝜇𝑁

𝑠−1

1 𝜇𝑁𝑠−1

]

]

]

]

]

]

]

]

]

]

]

](𝑁𝑠+1)×(𝑁

𝑠+1)

,

𝐻2 =

[

[

[

[

[

[

[

[

[

[

[

[

𝑎1 𝑎2 𝑎3

𝑐1 𝑑1 𝑒1

⋅ ⋅ ⋅

⋅ ⋅ ⋅

𝑐𝑖 𝑑𝑖 𝑒𝑖

⋅ ⋅ ⋅

𝑐𝑁𝑠−1 𝑑𝑁

𝑠−1 𝑒𝑁

𝑠−1

𝑏3 𝑏2 𝑏1

]

]

]

]

]

]

]

]

]

]

]

](𝑁𝑠+1)×(𝑁

𝑠+1)

,

(25)

and these constants in these matrices 𝐻1 and 𝐻2 can bereferenced from the formulae (2.20a)–(2.20d) in [11].

For the whole nonlinear equation system

(𝐶𝐻−1

1𝐻2 + 𝐺 + 𝑇cubic [

𝜕𝑓𝑘

𝜕𝑥𝑙

]𝑇−1

cubic) (𝑋(𝑖+1)

− 𝑋(𝑖))

= −Φ (𝑋(𝑖)) ,

(26)

where 𝐻1, 𝐻2, and 𝑇−1

cubic are tridiagonal matrices, the trian-gular decomposition of the tridiagonal matrix can be used todecompose the Jacobian iterative matrix.

3. Comparison Analysis

Using HB method to solve nonlinear ODEs, the Newtoniterative form is obtained. Here we want to analyze thesparsity of derivative matrix𝐷 and wavelet transform matrix𝑇 of the Jacobian matrix based on two wavelets.

3.1. The Comparison of theWavelet TransformMatrixes 𝑇Daubeand 𝑇𝑐𝑢𝑏𝑖𝑐. Now we analyze the sparsity of the matrixes𝑇Daube and 𝑇cubic. The computation cost 𝑇[𝜕𝑓𝑘/𝜕𝑥𝑙]𝑇

−1 ofJacobian matrix 𝐽(𝑋) results from the number of nonzeroelements of the wavelet transform matrix 𝑇. We analyze thenonzero elements (NZ) of matrices 𝑇Daube and 𝑇cubic. Let themaximum level of wavelet decomposition be 𝐽, 𝑁 = 2

𝑛, 𝐽 ≤

𝑛. From [12], we have the nonzero numbers NZ𝑇Daube of thematrix 𝑇Daube are

NZ𝑇Daube ≤ 𝐽2𝐽−1

𝑀+ (2𝐽− 1)𝑀

+ 2𝐽− 1 ∼ 𝑂 (𝑁 log (𝑁)) .

(27)

For the cubic spline interpolation wavelets, the transformmatrix 𝑇−1cubic has the following property:

NZ𝑇−1cubic = [3 (𝐿 − 1) − 2] +

𝐽−1

𝑗=0

(2𝑗× 3 × 𝐿 − 2)

= 3𝐿 × 2𝐽− 2𝐽 − 5 ∼ 𝑂 (𝑁𝑠) .

(28)

3.2. Comparison of the Derivative Matrices𝐷𝐷𝑎𝑢𝑏𝑒 and𝐷𝑐𝑢𝑏𝑖𝑐.The sparsity of the derivative matrix 𝐷 is an importantproperty of Jacobian matrix 𝐽(𝑋). According to the approachin [4], matrix 𝐷Daube is composed of 𝑇Daube𝑅𝑇

−1

Daube, where𝑇−1

Daube is the transpose of the matrix 𝑇Daube. Since both 𝑇Daubeand 𝑇

−1

Daube in this case are band-limited matrices, as well as𝑅, the resulting matrix 𝐷Daube is also a band-limited matrix.Especially, the nonzero element numbers of matrix 𝑅 are(𝑀 − 5) × 𝑁 + 2∑

𝑀−2

𝑖=1𝑖 ∼ 𝑂(𝑁), so we have

NZ𝐷Daube ∼ 𝑂 (𝑁 log (𝑁)) . (29)

By the formulation in Section 2.3, the number of nonzeroelement of matrix 𝐷cubic = 𝐻

−1

1𝐻2 is 𝑂(𝑁𝑠). It follows that

cubic spline wavelets yield a sparser derivative matrix thanthat of Daubechies wavelets. Thus, the Jacobian matrix ofthe cubic spline wavelets is much sparser than the periodicDaubechies wavelet.

4. Numerical Experiments

In this section, we will give the sparsity figures of thetransform matrix and the derivative matrix based on twokinds of wavelets. For simplicity, assume the matrices 𝐶, 𝐺,

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Abstract and Applied Analysis 5

0 10 20 30 40 50 60

0

10

20

30

40

50

60

NZ = 380

(a)

0 10 20 30 40 50 60

0

10

20

30

40

50

60

NZ = 193

(b)

Figure 1: (a): Sparsity pattern of the periodized transform matrix 𝑇Daube by the periodized D4 wavelets; (b): sparsity pattern of the inversetransform matrix 𝑇−1cubic of the cubic spline wavelet.

0 10 20 30 40 50 60

0

10

20

30

40

50

60

NZ = 380

(a)

0 10 20 30 40 50 60

0

10

20

30

40

50

60

NZ = 190

(b)

Figure 2: (a): Sparsity pattern of the derivative matrix𝐷Daube by the periodized D4 wavelets; (b): sparsity pattern of𝐻1 or𝐻2 of the derivativematrix of the cubic spline wavelet, where 𝐷cubic = 𝐻

−1

1𝐻2.

and [𝜕𝑓/𝜕𝑥𝑙] are diagonal. Figure 1 is the sparsity of 𝑇Daubeusing the periodized D4 Daubechies wavelets.

In Figure 2 we plot the sparsity of the derivative matrix ofperiodic Daubechies wavelets and the matrix𝐻2 or𝐻1 of thederivative matrix𝐷cubic.

5. ConclusionsIn this paper, we formulate the comparison analysis ofharmonic balance method based on the cubic spline waveletsand periodic Daubechies wavelets. It is shown that the cubicspline wavelet HB method has the special structure for

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6 Abstract and Applied Analysis

Jacobian matrix compared to the Daubechies wavelet HBmethod to solve steady-state analysis of nonlinear circuits.

Conflict of Interests

The author declares that there is no conflict of interestsregarding the publication of this paper.

Acknowledgments

The work was supported by the Natural Science Foundationof China (NSFC) (Grant nos. 11201370 and 11171270) and theFundamental Research Funds for the Central Universities.

References

[1] D. Long, R. Melville, K. Ashby, and B. Horton, “Full-chipharmonic balance,” inProceedings of the IEEECustom IntegratedCircuits Conference, pp. 379–382, Santa Clara, Calif, USA, May1997.

[2] M. S. Nakhla and J. Vlach, “A piecewise harmonic balancetechnique for determination of periodic response of nonlinearsystems,” IEEE Transactions on Circuits and Systems, vol. 23, no.2, pp. 85–91, 1976.

[3] V. Rizzoli, F. Mastri, F. Sgallari, and G. Spaletta, “Harmonic-balance simulation of strongly nonlinear very large-size micro-wave circuits by inexact Newton methods,” in Proceedings ofthe IEEEMTT-S InternationalMicrowave SymposiumDigest, pp.1357–1360, June 1996.

[4] N. Soveiko andM. S. Nakhla, “Steady-state analysis ofmultitonenonlinear circuits in wavelet domain,” IEEE Transactions onMicrowave Theory and Techniques, vol. 52, no. 3, pp. 785–797,2004.

[5] M. Steer and C. Christoffersen, “Generalized circuit formu-lation for the transient simulation of circuits using waveletconvolution and time marching techniques,” in Proceedings ofthe 15th European Conference on Circuit Theory and Design(ECCTD ’01), pp. 205–208, 2001.

[6] W. Cai and J. Wang, “Adaptive multiresolution collocationmethods for initial boundary value problems of nonlinearPDEs,” SIAM Journal on Numerical Analysis, vol. 33, no. 3, pp.937–970, 1996.

[7] J. Wang, “Cubic spline wavelet bases of sobolev spaces andmultilevel interpolation,”Applied and Computational HarmonicAnalysis, vol. 3, no. 2, pp. 154–163, 1996.

[8] J. Vlach and K. Singhal, Computer Methods for Circuit Analysisand Design, Van Nostrand Reinhold, New York, NY, USA, 1983.

[9] I. Daubechies, Ten Lectures onWavelet, SIAM, Philadelphia, Pa,USA, 1992.

[10] G. Beylkin, “On the representation of operators in bases ofcompactly supported wavelets,” SIAM Journal on NumericalAnalysis, vol. 29, no. 6, pp. 1716–1740, 1992.

[11] D. Zhou and W. Cai, “A fast wavelet collocation method forhigh-speed circuit simulation,” IEEE Transactions on Circuitsand Systems I: Fundamental Theory and Applications, vol. 46,no. 8, pp. 920–930, 1999.

[12] N. Guan, K. Yashiro, and S. Ohkawa, “On a choice of waveletbases in the wavelet transform approach,” IEEE Transactions onAntennas and Propagation, vol. 48, no. 8, pp. 1186–1191, 2000.

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