Efficient methods for stochastic optimal control

The Hamilton Jacobi Bellman (HJB) equation is central to stochastic optimal control (SOC) theory, yielding the optimal solution to general problems specified by known dynamics and a specified cost functional. Given the assumption of quadratic cost on the control input, it is well known that the HJB reduces to a particular partial differential equation (PDE). While powerful, this reduction is not commonly used as the PDE is of second order, is nonlinear, and examples exist where the problem may not have a solution in a classical sense. Furthermore, each state of the system appears as another dimension of the PDE, giving rise to the curse of dimensionality. Since the number of degrees of freedom required to solve the optimal control problem grows exponentially with dimension, the problem becomes intractable for systems with all but modest dimension.

In the last decade researchers have found that under certain, fairly non-restrictive structural assumptions, the HJB may be transformed into a linear PDE, with an interesting analogue in the discretized domain of Markov Decision Processes (MDP). The work presented in this thesis uses the linearity of this particular form of the HJB PDE to push the computational boundaries of stochastic optimal control.

This is done by crafting together previously disjoint lines of research in computation. The first of these is the use of Sum of Squares (SOS) techniques for synthesis of control policies. A candidate polynomial with variable coefficients is proposed as the solution to the stochastic optimal control problem. An SOS relaxation is then taken to the partial differential constraints, leading to a hierarchy of semidefinite relaxations with improving sub-optimality gap. The resulting approximate solutions are shown to be guaranteed over- and under-approximations for the optimal value function. It is shown that these results extend to arbitrary parabolic and elliptic PDEs, yielding a novel method for Uncertainty Quantification (UQ) of systems governed by partial differential constraints. Domain decomposition techniques are also made available, allowing for such problems to be solved via parallelization and low-order polynomials.

The optimization-based SOS technique is then contrasted with the Separated Representation (SR) approach from the applied mathematics community. The technique allows for systems of equations to be solved through a low-rank decomposition that results in algorithms that scale linearly with dimensionality. Its application in stochastic optimal control allows for previously uncomputable problems to be solved quickly, scaling to such complex systems as the Quadcopter and VTOL aircraft. This technique may be combined with the SOS approach, yielding not only a numerical technique, but also an analytical one that allows for entirely new classes of systems to be studied and for stability properties to be guaranteed.

The analysis of the linear HJB is completed by the study of its implications in application. It is shown that the HJB and a popular technique in robotics, the use of navigation functions, sit on opposite ends of a spectrum of optimization problems, upon which tradeoffs may be made in problem complexity. Analytical solutions to the HJB in these settings are available in simplified domains, yielding guidance towards optimality for approximation schemes. Finally, the use of HJB equations in temporal multi-task planning problems is investigated. It is demonstrated that such problems are reducible to a sequence of SOC problems linked via boundary conditions. The linearity of the PDE allows us to pre-compute control policy primitives and then compose them, at essentially zero cost, to satisfy a complex temporal logic specification.

Damping and saturation of a second order electron plasma wave echo

A description is given of experimental work on the damping of a second order electron plasma wave echo due to velocity space diffusion in a low temperature magnetoplasma. Sufficient precision was obtained to verify the theoretically predicted cubic rather than quadratic or quartic dependence of the damping on exciter separation. Compared to the damping predicted for Coulomb collisions in a thermal plasma in an infinite magnetic field, the magnitude of the damping was approximately as predicted, while the velocity dependence of the damping was weaker than predicted. The discrepancy is consistent with the actual non-Maxwellian electron distribution of the plasma.

In conjunction with the damping work, echo amplitude saturation was measured as a function of the velocity of the electrons contributing to the echo. Good agreement was obtained with the predicted J₁ Bessel function amplitude dependence, as well as a demonstration that saturation did not influence the damping results.

Extraction of CP Properties of the H(125) Boson Discovered in Proton-Proton Collisions at sqrt(s) = 7 and 8 TeV with the CMS Detector at the LHC

In this thesis we build a novel analysis framework to perform the direct extraction of all possible effective Higgs boson couplings to the neutral electroweak gauge bosons in the H → ZZ^(*) → 4l channel also referred to as the golden channel. We use analytic expressions of the full decay differential cross sections for the H → VV' → 4l process, and the dominant irreducible standard model qq ̄ → 4l background where 4l = 2e2μ,4e,4μ. Detector effects are included through an explicit convolution of these analytic expressions with transfer functions that model the detector responses as well as acceptance and efficiency effects. Using the full set of decay observables, we construct an unbinned 8-dimensional detector level likelihood function which is con- tinuous in the effective couplings, and includes systematics. All potential anomalous couplings of HVV' where V = Z,γ are considered, allowing for general CP even/odd admixtures and any possible phases. We measure the CP-odd mixing between the tree-level HZZ coupling and higher order CP-odd couplings to be compatible with zero, and in the range [−0.40, 0.43], and the mixing between HZZ tree-level coupling and higher order CP -even coupling to be in the ranges [−0.66, −0.57] ∪ [−0.15, 1.00]; namely compatible with a standard model Higgs. We discuss the expected precision in determining the various HVV' couplings in future LHC runs. A powerful and at first glance surprising prediction of the analysis is that with 100-400 fb^-1, the golden channel will be able to start probing the couplings of the Higgs boson to diphotons in the 4l channel. We discuss the implications and further optimization of the methods for the next LHC runs.

The Equation of State and Petrogenesis of Komatiite

(1) Equation of State of Komatiite

The equation of state (EOS) of a molten komatiite (27 wt% MgO) was detennined in the 5 to 36 GPa pressure range via shock wave compression from 1550°C and 0 bar. Shock wave velocity, U_S, and particle velocity, U_P, in km/s follow the linear relationship U_S = 3.13(±0.03) + 1.47(±0.03) U_P. Based on a calculated density at 1550°C, 0 bar of 2.745±0.005 glee, this U_S-U_P relationship gives the isentropic bulk modulus K_S = 27.0 ± 0.6 GPa, and its first and second isentropic pressure derivatives, K'_S = 4.9 ± 0.1 and K"_S = -0.109 ± 0.003 GPa^-1.

The calculated liquidus compression curve agrees within error with the static compression results of Agee and Walker [1988a] to 6 GPa. We detennine that olivine (FO₉₄) will be neutrally buoyant in komatiitic melt of the composition we studied near 8.2 GPa. Clinopyroxene would also be neutrally buoyant near this pressure. Liquidus garnet-majorite may be less dense than this komatiitic liquid in the 20-24 GPa interval, however pyropic-garnet and perovskite phases are denser than this komatiitic liquid in their respective liquidus pressure intervals to 36 GPa. Liquidus perovskite may be neutrally buoyant near 70 GPa.

At 40 GPa, the density of shock-compressed molten komatiite would be approximately equal to the calculated density of an equivalent mixture of dense solid oxide components. This observation supports the model of Rigden et al. [1989] for compressibilities of liquid oxide components. Using their theoretical EOS for liquid forsterite and fayalite, we calculate the densities of a spectrum of melts from basaltic through peridotitic that are related to the experimentally studied komatiitic liquid by addition or subtraction of olivine. At low pressure, olivine fractionation lowers the density of basic magmas, but above 14 GPa this trend is reversed. All of these basic to ultrabasic liquids are predicted to have similar densities at 14 GPa, and this density is approximately equal to the bulk (PREM) mantle. This suggests that melts derived from a peridotitic mantle may be inhibited from ascending from depths greater than 400 km.

The EOS of ultrabasic magmas was used to model adiabatic melting in a peridotitic mantle. If komatiites are formed by >15% partial melting of a peridotitic mantle, then komatiites generated by adiabatic melting come from source regions in the lower transition zone (≈500-670 km) or the lower mantle (>670 km). The great depth of incipient melting implied by this model, and the melt density constraint mentioned above, suggest that komatiitic volcanism may be gravitationally hindered. Although komatiitic magmas are thought to separate from their coexisting crystals at a temperature =200°C greater than that for modern MORBs, their ultimate sources are predicted to be diapirs that, if adiabatically decompressed from initially solid mantle, were more than 700°C hotter than the sources of MORBs and derived from great depth.

We considered the evolution of an initially molten mantle, i.e., a magma ocean. Our model considers the thermal structure of the magma ocean, density constraints on crystal segregation, and approximate phase relationships for a nominally chondritic mantle. Crystallization will begin at the core-mantle boundary. Perovskite buoyancy at > 70 GPa may lead to a compositionally stratified lower mantle with iron-enriched mangesiowiistite content increasing with depth. The upper mantle may be depleted in perovskite components. Olivine neutral buoyancy may lead to the formation of a dunite septum in the upper mantle, partitioning the ocean into upper and lower reservoirs, but this septum must be permeable.

(2) Viscosity Measurement with Shock Waves

We have examined in detail the analytical method for measuring shear viscosity from the decay of perturbations on a corrugated shock front The relevance of initial conditions, finite shock amplitude, bulk viscosity, and the sensitivity of the measurements to the shock boundary conditions are discussed. The validity of the viscous perturbation approach is examined by numerically solving the second-order Navier-Stokes equations. These numerical experiments indicate that shock instabilities may occur even when the Kontorovich-D'yakov stability criteria are satisfied. The experimental results for water at 15 GPa are discussed, and it is suggested that the large effective viscosity determined by this method may reflect the existence of ice VII on the Rayleigh path of the Hugoniot This interpretation reconciles the experimental results with estimates and measurements obtained by other means, and is consistent with the relationship of the Hugoniot with the phase diagram for water. Sound waves are generated at 4.8 MHz at in the water experiments at 15 GPa. The existence of anelastic absorption modes near this frequency would also lead to large effective viscosity estimates.

(3) Equation of State of Molybdenum at 1400°C

Shock compression data to 96 GPa for pure molybdenum, initially heated to 1400°C, are presented. Finite strain analysis of the data gives a bulk modulus at 1400°C, K'_S. of 244±2 GPa and its pressure derivative, K'_OS of 4. A fit of shock velocity to particle velocity gives the coefficients of U_S = C_O+S U_P to be C_O = 4.77±0.06 km/s and S = 1.43±0.05. From the zero pressure sound speed, C_O, a bulk modulus of 232±6 GPa is calculated that is consistent with extrapolation of ultrasonic elasticity measurements. The temperature derivative of the bulk modulus at zero pressure, θK_OSθT|_P, is approximately -0.012 GPa/K. A thermodynamic model is used to show that the thermodynamic Grüneisen parameter is proportional to the density and independent of temperature. The Mie-Grüneisen equation of state adequately describes the high temperature behavior of molybdenum under the present range of shock loading conditions.

General-domain compressible Navier-Stokes solvers exhibiting quasi-unconditional stability and high-order accuracy in space and time

This thesis presents a new class of solvers for the subsonic compressible Navier-Stokes equations in general two- and three-dimensional spatial domains. The proposed methodology incorporates: 1) A novel linear-cost implicit solver based on use of higher-order backward differentiation formulae (BDF) and the alternating direction implicit approach (ADI); 2) A fast explicit solver; 3) Dispersionless spectral spatial discretizations; and 4) A domain decomposition strategy that negotiates the interactions between the implicit and explicit domains. In particular, the implicit methodology is quasi-unconditionally stable (it does not suffer from CFL constraints for adequately resolved flows), and it can deliver orders of time accuracy between two and six in the presence of general boundary conditions. In fact this thesis presents, for the first time in the literature, high-order time-convergence curves for Navier-Stokes solvers based on the ADI strategy---previous ADI solvers for the Navier-Stokes equations have not demonstrated orders of temporal accuracy higher than one. An extended discussion is presented in this thesis which places on a solid theoretical basis the observed quasi-unconditional stability of the methods of orders two through six. The performance of the proposed solvers is favorable. For example, a two-dimensional rough-surface configuration including boundary layer effects at Reynolds number equal to one million and Mach number 0.85 (with a well-resolved boundary layer, run up to a sufficiently long time that single vortices travel the entire spatial extent of the domain, and with spatial mesh sizes near the wall of the order of one hundred-thousandth the length of the domain) was successfully tackled in a relatively short (approximately thirty-hour) single-core run; for such discretizations an explicit solver would require truly prohibitive computing times. As demonstrated via a variety of numerical experiments in two- and three-dimensions, further, the proposed multi-domain parallel implicit-explicit implementations exhibit high-order convergence in space and time, useful stability properties, limited dispersion, and high parallel efficiency.

Quantum squeezing of motion in a mechanical resonator

Quantum mechanics places limits on the minimum energy of a harmonic oscillator via the ever-present "zero-point" fluctuations of the quantum ground state. Through squeezing, however, it is possible to decrease the noise of a single motional quadrature below the zero-point level as long as noise is added to the orthogonal quadrature. While squeezing below the quantum noise level was achieved decades ago with light, quantum squeezing of the motion of a mechanical resonator is a more difficult prospect due to the large thermal occupations of megahertz-frequency mechanical devices even at typical dilution refrigerator temperatures of ~ 10 mK.

Kronwald, Marquardt, and Clerk (2013) propose a method of squeezing a single quadrature of mechanical motion below the level of its zero-point fluctuations, even when the mechanics starts out with a large thermal occupation. The scheme operates under the framework of cavity optomechanics, where an optical or microwave cavity is coupled to the mechanics in order to control and read out the mechanical state. In the proposal, two pump tones are applied to the cavity, each detuned from the cavity resonance by the mechanical frequency. The pump tones establish and couple the mechanics to a squeezed reservoir, producing arbitrarily-large, steady-state squeezing of the mechanical motion. In this dissertation, I describe two experiments related to the implementation of this proposal in an electromechanical system. I also expand on the theory presented in Kronwald et. al. to include the effects of squeezing in the presence of classical microwave noise, and without assumptions of perfect alignment of the pump frequencies.

In the first experiment, we produce a squeezed thermal state using the method of Kronwald et. al.. We perform back-action evading measurements of the mechanical squeezed state in order to probe the noise in both quadratures of the mechanics. Using this method, we detect single-quadrature fluctuations at the level of 1.09 +/- 0.06 times the quantum zero-point motion.

In the second experiment, we measure the spectral noise of the microwave cavity in the presence of the squeezing tones and fit a full model to the spectrum in order to deduce a quadrature variance of 0.80 +/- 0.03 times the zero-point level. These measurements provide the first evidence of quantum squeezing of motion in a mechanical resonator.

Toward Understanding Astrophysical Phenomena

Fast radio bursts (FRBs), a novel type of radio pulse, whose physics is not yet understood at all. Only a handful of FRBs had been detected when we started this project. Taking account of the scant observations, we put physical constraints on FRBs. We excluded proposals of a galactic origin for their extraordinarily high dispersion measures (DM), in particular stellar coronas and HII regions. Therefore our work supports an extragalactic origin for FRBs. We show that the resolved scattering tail of FRB 110220 is unlikely to be due to propagation through the intergalactic plasma. Instead the scattering is probably caused by the interstellar medium in the FRB's host galaxy, and indicates that this burst sits in the central region of that galaxy. Pulse durations of order $\ms$ constrain source sizes of FRBs implying enormous brightness temperatures and thus coherent emission. Electric fields near FRBs at cosmological distances would be so strong that they could accelerate free electrons from rest to relativistic energies in a single wave period. When we worked on FRBs, it was unclear whether they were genuine astronomical signals as distinct from `perytons', clearly terrestrial radio bursts, sharing some common properties with FRBs. Recently, in April 2015, astronomers discovered that perytons were emitted by microwave ovens. Radio chirps similar to FRBs were emitted when their doors opened while they were still heating. Evidence for the astronomical nature of FRBs has strengthened since our paper was published. Some bursts have been found to show linear and circular polarizations and Faraday rotation of the linear polarization has also been detected. I hope to resume working on FRBs in the near future. But after we completed our FRB paper, I decided to pause this project because of the lack of observational constraints.

The pulsar triple system, J0733+1715, has its orbital parameters fitted to high accuracy owing to the precise timing of the central $\ms$ pulsar. The two orbits are highly hierarchical, namely $P_{\mathrm{orb,1}}\ll P_{\mathrm{orb,2}}$, where 1 and 2 label the inner and outer white dwarf (WD) companions respectively. Moreover, their orbital planes almost coincide, providing a unique opportunity to study secular interaction associated purely with eccentricity beyond the solar system. Secular interaction only involves effect averaged over many orbits. Thus each companion can be represented by an elliptical wire with its mass distributed inversely proportional to its local orbital speed. Generally there exists a mutual torque, which vanishes only when their apsidal lines are parallel or anti-parallel. To maintain either mode, the eccentricity ratio, $e_1/e_2$, must be of the proper value, so that both apsidal lines precess together. For J0733+1715, $e_1\ll e_2$ for the parallel mode, while $e_1\gg e_2$ for the anti-parallel one. We show that the former precesses $\sim 10$ times slower than the latter. Currently the system is dominated by the parallel mode. Although only a little anti-parallel mode survives, both eccentricities especially $e_1$ oscillate on $\sim 10^3\yr$ timescale. Detectable changes would occur within $\sim 1\yr$. We demonstrate that the anti-parallel mode gets damped $\sim 10^4$ times faster than its parallel brother by any dissipative process diminishing $e_1$. If it is the tidal damping in the inner WD, we proceed to estimate its tidal quantity parameter ($Q$) to be $\sim 10^6$, which was poorly constrained by observations. However, tidal damping may also happen during the preceding low-mass X-ray binary (LMXB) phase or hydrogen thermal nuclear flashes. But, in both cases, the inner companion fills its Roche lobe and probably suffers mass/angular momentum loss, which might cause $e_1$ to grow rather than decay.

Several pairs of solar system satellites occupy mean motion resonances (MMRs). We divide these into two groups according to their proximity to exact resonance. Proximity is measured by the existence of a separatrix in phase space. MMRs between Io-Europa, Europa-Ganymede and Enceladus-Dione are too distant from exact resonance for a separatrix to appear. A separatrix is present only in the phase spaces of the Mimas-Tethys and Titan-Hyperion MMRs and their resonant arguments are the only ones to exhibit substantial librations. When a separatrix is present, tidal damping of eccentricity or inclination excites overstable librations that can lead to passage through resonance on the damping timescale. However, after investigation, we conclude that the librations in the Mimas-Tethys and Titan-Hyperion MMRs are fossils and do not result from overstability.

Rubble piles are common in the solar system. Monolithic elements touch their neighbors in small localized areas. Voids occupy a significant fraction of the volume. In a fluid-free environment, heat cannot conduct through voids; only radiation can transfer energy across them. We model the effective thermal conductivity of a rubble pile and show that it is proportional the square root of the pressure, $P$, for $P\leq \epsy^3\mu$ where $\epsy$ is the material's yield strain and $\mu$ its shear modulus. Our model provides an excellent fit to the depth dependence of the thermal conductivity in the top $140\,\mathrm{cm}$ of the lunar regolith. It also offers an explanation for the low thermal inertias of rocky asteroids and icy satellites. Lastly, we discuss how rubble piles slow down the cooling of small bodies such as asteroids.

Electromagnetic (EM) follow-up observations of gravitational wave (GW) events will help shed light on the nature of the sources, and more can be learned if the EM follow-ups can start as soon as the GW event becomes observable. In this paper, we propose a computationally efficient time-domain algorithm capable of detecting gravitational waves (GWs) from coalescing binaries of compact objects with nearly zero time delay. In case when the signal is strong enough, our algorithm also has the flexibility to trigger EM observation {\it before} the merger. The key to the efficiency of our algorithm arises from the use of chains of so-called Infinite Impulse Response (IIR) filters, which filter time-series data recursively. Computational cost is further reduced by a template interpolation technique that requires filtering to be done only for a much coarser template bank than otherwise required to sufficiently recover optimal signal-to-noise ratio. Towards future detectors with sensitivity extending to lower frequencies, our algorithm's computational cost is shown to increase rather insignificantly compared to the conventional time-domain correlation method. Moreover, at latencies of less than hundreds to thousands of seconds, this method is expected to be computationally more efficient than the straightforward frequency-domain method.

A generalized treatment of the order-disorder transformation in alloys and its effects on their magnetic properties

A theory of the order-disorder transformation is developed in complete generality. The general theory is used to calculate long range order parameters, short range order parameters, energy, and phase diagrams for a face centered cubic binary alloy. The theoretical results are compared to the experimental determination of the copper-gold system, Values for the two adjustable parameters are obtained.

An explanation for the behavior of magnetic alloys is developed, Curie temperatures and magnetic moments of the first transition series elements and their alloys in both the ordered and disordered states are predicted. Experimental agreement is excellent in most cases. It is predicted that the state of order can effect the magnetic properties of an alloy to a considerable extent in alloys such as Ni₃Mn. The values of the adjustable parameter used to fix the level of the Curie temperature, and the adjustable parameter that expresses the effect of ordering on the Curie temperature are obtained.

I. Numerical solution of exact pair equations. II. Numerical solution of first-order pair equations

Part I

Numerical solutions to the S-limit equations for the helium ground state and excited triplet state and the hydride ion ground state are obtained with the second and fourth difference approximations. The results for the ground states are superior to previously reported values. The coupled equations resulting from the partial wave expansion of the exact helium atom wavefunction were solved giving accurate S-, P-, D-, F-, and G-limits. The G-limit is -2.90351 a.u. compared to the exact value of the energy of -2.90372 a.u.

Part II

The pair functions which determine the exact first-order wavefunction for the ground state of the three-electron atom are found with the matrix finite difference method. The second- and third-order energies for the (1s1s)¹S, (1s2s)³S, and (1s2s)¹S states of the two-electron atom are presented along with contour and perspective plots of the pair functions. The total energy for the three-electron atom with a nuclear charge Z is found to be E(Z) = -1.125•Z² +1.022805•Z-0.408138-0.025515•(1/Z)+O(1/Z²)a.u.

Spectral density of first order Piecewise linear systems excited by white noise

The Fokker-Planck (FP) equation is used to develop a general method for finding the spectral density for a class of randomly excited first order systems. This class consists of systems satisfying stochastic differential equations of form ẋ + f(x) = m/Ʃ/j = 1 h_j(x)n_j(t) where f and the h_j are piecewise linear functions (not necessarily continuous), and the n_j are stationary Gaussian white noise. For such systems, it is shown how the Laplace-transformed FP equation can be solved for the transformed transition probability density. By manipulation of the FP equation and its adjoint, a formula is derived for the transformed autocorrelation function in terms of the transformed transition density. From this, the spectral density is readily obtained. The method generalizes that of Caughey and Dienes, J. Appl. Phys., 32.11.

This method is applied to 4 subclasses: (1) m = 1, h₁ = const. (forcing function excitation); (2) m = 1, h₁ = f (parametric excitation); (3) m = 2, h₁ = const., h₂ = f, n₁ and n₂ correlated; (4) the same, uncorrelated. Many special cases, especially in subclass (1), are worked through to obtain explicit formulas for the spectral density, most of which have not been obtained before. Some results are graphed.

Dealing with parametrically excited first order systems leads to two complications. There is some controversy concerning the form of the FP equation involved (see Gray and Caughey, J. Math. Phys., 44.3); and the conditions which apply at irregular points, where the second order coefficient of the FP equation vanishes, are not obvious but require use of the mathematical theory of diffusion processes developed by Feller and others. These points are discussed in the first chapter, relevant results from various sources being summarized and applied. Also discussed is the steady-state density (the limit of the transition density as t → ∞).

Particle fluid mechanics in shear flows, acoustic waves, and shock waves

Three different categories of flow problems of a fluid containing small particles are being considered here. They are: (i) a fluid containing small, non-reacting particles (Parts I and II); (ii) a fluid containing reacting particles (Parts III and IV); and (iii) a fluid containing particles of two distinct sizes with collisions between two groups of particles (Part V).

Part I

A numerical solution is obtained for a fluid containing small particles flowing over an infinite disc rotating at a constant angular velocity. It is a boundary layer type flow, and the boundary layer thickness for the mixture is estimated. For large Reynolds number, the solution suggests the boundary layer approximation of a fluid-particle mixture by assuming W = W_p. The error introduced is consistent with the Prandtl’s boundary layer approximation. Outside the boundary layer, the flow field has to satisfy the “inviscid equation” in which the viscous stress terms are absent while the drag force between the particle cloud and the fluid is still important. Increase of particle concentration reduces the boundary layer thickness and the amount of mixture being transported outwardly is reduced. A new parameter, β = 1/Ω τ_v, is introduced which is also proportional to μ. The secondary flow of the particle cloud depends very much on β. For small values of β, the particle cloud velocity attains its maximum value on the surface of the disc, and for infinitely large values of β, both the radial and axial particle velocity components vanish on the surface of the disc.

Part II

The “inviscid” equation for a gas-particle mixture is linearized to describe the flow over a wavy wall. Corresponding to the Prandtl-Glauert equation for pure gas, a fourth order partial differential equation in terms of the velocity potential ϕ is obtained for the mixture. The solution is obtained for the flow over a periodic wavy wall. For equilibrium flows where λ_v and λ_T approach zero and frozen flows in which λ_v and λ_T become infinitely large, the flow problem is basically similar to that obtained by Ackeret for a pure gas. For finite values of λ_v and λ_T, all quantities except v are not in phase with the wavy wall. Thus the drag coefficient C_D is present even in the subsonic case, and similarly, all quantities decay exponentially for supersonic flows. The phase shift and the attenuation factor increase for increasing particle concentration.

Part III

Using the boundary layer approximation, the initial development of the combustion zone between the laminar mixing of two parallel streams of oxidizing agent and small, solid, combustible particles suspended in an inert gas is investigated. For the special case when the two streams are moving at the same speed, a Green’s function exists for the differential equations describing first order gas temperature and oxidizer concentration. Solutions in terms of error functions and exponential integrals are obtained. Reactions occur within a relatively thin region of the order of λ_D. Thus, it seems advantageous in the general study of two-dimensional laminar flame problems to introduce a chemical boundary layer of thickness λ_D within which reactions take place. Outside this chemical boundary layer, the flow field corresponds to the ordinary fluid dynamics without chemical reaction.

Part IV

The shock wave structure in a condensing medium of small liquid droplets suspended in a homogeneous gas-vapor mixture consists of the conventional compressive wave followed by a relaxation region in which the particle cloud and gas mixture attain momentum and thermal equilibrium. Immediately following the compressive wave, the partial pressure corresponding to the vapor concentration in the gas mixture is higher than the vapor pressure of the liquid droplets and condensation sets in. Farther downstream of the shock, evaporation appears when the particle temperature is raised by the hot surrounding gas mixture. The thickness of the condensation region depends very much on the latent heat. For relatively high latent heat, the condensation zone is small compared with Ʌ_D.

For solid particles suspended initially in an inert gas, the relaxation zone immediately following the compression wave consists of a region where the particle temperature is first being raised to its melting point. When the particles are totally melted as the particle temperature is further increased, evaporation of the particles also plays a role.

The equilibrium condition downstream of the shock can be calculated and is independent of the model of the particle-gas mixture interaction.

Part V

For a gas containing particles of two distinct sizes and satisfying certain conditions, momentum transfer due to collisions between the two groups of particles can be taken into consideration using the classical elastic spherical ball model. Both in the relatively simple problem of normal shock wave and the perturbation solutions for the nozzle flow, the transfer of momentum due to collisions which decreases the velocity difference between the two groups of particles is clearly demonstrated. The difference in temperature as compared with the collisionless case is quite negligible.

Stationary absolute distributions for chains of infinite order

Let {Ƶ_n}^∞_{n = -∞} be a stochastic process with state space S₁ = {0, 1, …, D – 1}. Such a process is called a chain of infinite order. The transitions of the chain are described by the functions

Q_i(i⁽⁰⁾) = Ƥ(Ƶ_n = i | Ƶ_{n - 1} = i ⁽⁰⁾₁, Ƶ_{n - 2} = i ⁽⁰⁾₂, …) (i ɛ S₁), where i⁽⁰⁾ = (i⁽⁰⁾₁, i⁽⁰⁾₂, …) ranges over infinite sequences from S₁. If i⁽ⁿ⁾ = (i⁽ⁿ⁾₁, i⁽ⁿ⁾₂, …) for n = 1, 2,…, then i⁽ⁿ⁾ → i⁽⁰⁾ means that for each k, i⁽ⁿ⁾_k = i⁽⁰⁾_k for all n sufficiently large.

Given functions Q_i(i⁽⁰⁾) such that

(i) 0 ≤ Q_i(i⁽⁰) ≤ ξ ˂ 1

(ii)D – 1/Ʃ/i = 0 Q_i(i⁽⁰⁾) Ξ 1

(iii) Q_i(i⁽ⁿ⁾) → Q_i(i⁽⁰⁾) whenever i⁽ⁿ⁾ → i⁽⁰⁾,

we prove the existence of a stationary chain of infinite order {Ƶ_n} whose transitions are given by

Ƥ (Ƶ_n = i | Ƶ_{n - 1}, Ƶ_{n - 2}, …) = Q_i(Ƶ_{n - 1}, Ƶ_{n - 2}, …)

With probability 1. The method also yields stationary chains {Ƶ_n} for which (iii) does not hold but whose transition probabilities are, in a sense, “locally Markovian.” These and similar results extend a paper by T.E. Harris [Pac. J. Math., 5 (1955), 707-724].

Included is a new proof of the existence and uniqueness of a stationary absolute distribution for an Nth order Markov chain in which all transitions are possible. This proof allows us to achieve our main results without the use of limit theorem techniques.

Cryogenic Silicon Optical Reference Cavities

Thermodynamical fluctuations in temperature and position exist in every physical system, and show up as a fundamental noise limit whenever we choose to measure some quantity in a laboratory environment. Thermodynamical fluctuations in the position of the atoms in the dielectric coatings on the mirrors for optical cavities at the forefront of precision metrology (e.g., LIGO, the cavities which probe atomic transitions to define the second) are a current limiting noise source for these experiments, and anything which involves locking a laser to an optical cavity. These thermodynamic noise sources scale physical geometry of experiment, material properties (such as mechanical loss in our dielectric coatings), and temperature. The temperature scaling provides a natural motivation to move to lower temperatures, with a potential huge benefit for redesigning a room temperature experiment which is limited by thermal noise for cryogenic operation.

We design, build, and characterize a pair of linear Fabry-Perot cavities to explore limitations to ultra low noise laser stabilization experiments at cryogenic temperatures. We use silicon as the primary material for the cavity and mirrors, due to a zero crossing in its linear coefficient of thermal expansion (CTE) at 123 K, and other desirable material properties. We use silica tantala coatings, which are currently the best for making high finesse low noise cavities at room temperature. The material properties of these coating materials (which set the thermal noise levels) are relatively unknown at cryogenic temperatures, which motivates us to study them at these temperatures. We were not able to measure any thermal noise source with our experiment due to excess noise. In this work we analyze the design and performance of the cavities, and recommend a design shift from mid length cavities to short cavities in order to facilitate a direct measurement of cryogenic coating noise.

In addition, we measure the cavities (frequency dependent) photo-thermal response. This can help characterize thermooptic noise in the coatings, which is poorly understood at cryogenic temperatures. We also explore the feasibility of using the cavity to do macroscopic quantum optomechanics such as ground state cooling.

Relativistic quark models and the current algebra

In this thesis we are concerned with finding representations of the algebra of SU(3) vector and axial-vector charge densities at infinite momentum (the "current algebra") to describe the mesons, idealizing the real continua of multiparticle states as a series of discrete resonances of zero width. Such representations would describe the masses and quantum numbers of the mesons, the shapes of their Regge trajectories, their electromagnetic and weak form factors, and (approximately, through the PCAC hypothesis) pion emission or absorption amplitudes.

We assume that the mesons have internal degrees of freedom equivalent to being made of two quarks (one an antiquark) and look for models in which the mass is SU(3)-independent and the current is a sum of contributions from the individual quarks. Requiring that the current algebra, as well as conditions of relativistic invariance, be satisfied turns out to be very restrictive, and, in fact, no model has been found which satisfies all requirements and gives a reasonable mass spectrum. We show that using more general mass and current operators but keeping the same internal degrees of freedom will not make the problem any more solvable. In particular, in order for any two-quark solution to exist it must be possible to solve the "factorized SU(2) problem," in which the currents are isospin currents and are carried by only one of the component quarks (as in the K meson and its excited states).

In the free-quark model the currents at infinite momentum are found using a manifestly covariant formalism and are shown to satisfy the current algebra, but the mass spectrum is unrealistic. We then consider a pair of quarks bound by a potential, finding the current as a power series in 1/m where m is the quark mass. Here it is found impossible to satisfy the algebra and relativistic invariance with the type of potential tried, because the current contributions from the two quarks do not commute with each other to order 1/m³. However, it may be possible to solve the factorized SU(2) problem with this model.

The factorized problem can be solved exactly in the case where all mesons have the same mass, using a covariant formulation in terms of an internal Lorentz group. For a more realistic, nondegenerate mass there is difficulty in covariantly solving even the factorized problem; one model is described which almost works but appears to require particles of spacelike 4-momentum, which seem unphysical.

Although the search for a completely satisfactory model has been unsuccessful, the techniques used here might eventually reveal a working model. There is also a possibility of satisfying a weaker form of the current algebra with existing models.

Decoding cosets of first-order Reed-Muller code

Proper encoding of transmitted information can improve the performance of a communication system. To recover the information at the receiver it is necessary to decode the received signal. For many codes the complexity and slowness of the decoder is so severe that the code is not feasible for practical use. This thesis considers the decoding problem for one such class of codes, the comma-free codes related to the first-order Reed-Muller codes.

A factorization of the code matrix is found which leads to a simple, fast, minimum memory, decoder. The decoder is modular and only n modules are needed to decode a code of length 2ⁿ. The relevant factorization is extended to any code defined by a sequence of Kronecker products.

The problem of monitoring the correct synchronization position is also considered. A general answer seems to depend upon more detailed knowledge of the structure of comma-free codes. However, a technique is presented which gives useful results in many specific cases.