On the Lyapunov transformation for stable matrices

The matrices studied here are positive stable (or briefly stable). These are matrices, real or complex, whose eigenvalues have positive real parts. A theorem of Lyapunov states that A is stable if and only if there exists H ˃ 0 such that AH + HA* = I. Let A be a stable matrix. Three aspects of the Lyapunov transformation L_A :H → AH + HA* are discussed.

1. Let C₁ (A) = {AH + HA* :H ≥ 0} and C₂ (A) = {H: AH+HA* ≥ 0}. The problems of determining the cones C₁(A) and C₂(A) are still unsolved. Using solvability theory for linear equations over cones it is proved that C₁(A) is the polar of C₂(A*), and it is also shown that C₁ (A) = C₁(A^-1). The inertia assumed by matrices in C₁(A) is characterized.

2. The index of dissipation of A was defined to be the maximum number of equal eigenvalues of H, where H runs through all matrices in the interior of C₂(A). Upper and lower bounds, as well as some properties of this index, are given.

3. We consider the minimal eigenvalue of the Lyapunov transform AH+HA*, where H varies over the set of all positive semi-definite matrices whose largest eigenvalue is less than or equal to one. Denote it by ψ(A). It is proved that if A is Hermitian and has eigenvalues μ₁ ≥ μ₂…≥ μ_n ˃ 0, then ψ(A) = -(μ₁-μ_n)²/(4(μ₁ + μ_n)). The value of ψ(A) is also determined in case A is a normal, stable matrix. Then ψ(A) can be expressed in terms of at most three of the eigenvalues of A. If A is an arbitrary stable matrix, then upper and lower bounds for ψ(A) are obtained.

Topics in bifurcation theory

I. Existence and Structure of Bifurcation Branches

The problem of bifurcation is formulated as an operator equation in a Banach space, depending on relevant control parameters, say of the form G(u,λ) = 0. If dimN(G_u(u_O,λ_O)) = m the method of Lyapunov-Schmidt reduces the problem to the solution of m algebraic equations. The possible structure of these equations and the various types of solution behaviour are discussed. The equations are normally derived under the assumption that G^O_λεR(G^O_u). It is shown, however, that if G^O_λεR(G^O_u) then bifurcation still may occur and the local structure of such branches is determined. A new and compact proof of the existence of multiple bifurcation is derived. The linearized stability near simple bifurcation and "normal" limit points is then indicated.

II. Constructive Techniques for the Generation of Solution Branches

A method is described in which the dependence of the solution arc on a naturally occurring parameter is replaced by the dependence on a form of pseudo-arclength. This results in continuation procedures through regular and "normal" limit points. In the neighborhood of bifurcation points, however, the associated linear operator is nearly singular causing difficulty in the convergence of continuation methods. A study of the approach to singularity of this operator yields convergence proofs for an iterative method for determining the solution arc in the neighborhood of a simple bifurcation point. As a result of these considerations, a new constructive proof of bifurcation is determined.

Asymptotic scaling in the two-dimensional O(3) Nonlinear sigma model: a Monte Carlo study on parallel computers

We investigate the 2d O(3) model with the standard action by Monte Carlo simulation at couplings β up to 2.05. We measure the energy density, mass gap and susceptibility of the model, and gather high statistics on lattices of size L ≤ 1024 using the Floating Point Systems T-series vector hypercube and the Thinking Machines Corp.'s Connection Machine 2. Asymptotic scaling does not appear to set in for this action, even at β = 2.10, where the correlation length is 420. We observe a 20% difference between our estimate m/Λ^─_(Ms) = 3.52(6) at this β and the recent exact analytical result . We use the overrelaxation algorithm interleaved with Metropolis updates and show that decorrelation time scales with the correlation length and the number of overrelaxation steps per sweep. We determine its effective dynamical critical exponent to be z' = 1.079(10); thus critical slowing down is reduced significantly for this local algorithm that is vectorizable and parallelizable.

We also use the cluster Monte Carlo algorithms, which are non-local Monte Carlo update schemes which can greatly increase the efficiency of computer simulations of spin models. The major computational task in these algorithms is connected component labeling, to identify clusters of connected sites on a lattice. We have devised some new SIMD component labeling algorithms, and implemented them on the Connection Machine. We investigate their performance when applied to the cluster update of the two dimensional Ising spin model.

Finally we use a Monte Carlo Renormalization Group method to directly measure the couplings of block Hamiltonians at different blocking levels. For the usual averaging block transformation we confirm the renormalized trajectory (RT) observed by Okawa. For another improved probabilistic block transformation we find the RT, showing that it is much closer to the Standard Action. We then use this block transformation to obtain the discrete β-function of the model which we compare to the perturbative result. We do not see convergence, except when using a rescaled coupling β_E to effectively resum the series. For the latter case we see agreement for m/ Λ^─_(Ms) at , β = 2.14, 2.26, 2.38 and 2.50. To three loops m/Λ^─_(Ms) = 3.047(35) at β = 2.50, which is very close to the exact value m/ Λ^─_(Ms) = 2.943. Our last point at β = 2.62 disagrees with this estimate however.

Optimal scaling in ductile fracture

This work is concerned with the derivation of optimal scaling laws, in the sense of matching lower and upper bounds on the energy, for a solid undergoing ductile fracture. The specific problem considered concerns a material sample in the form of an infinite slab of finite thickness subjected to prescribed opening displacements on its two surfaces. The solid is assumed to obey deformation-theory of plasticity and, in order to further simplify the analysis, we assume isotropic rigid-plastic deformations with zero plastic spin. When hardening exponents are given values consistent with observation, the energy is found to exhibit sublinear growth. We regularize the energy through the addition of nonlocal energy terms of the strain-gradient plasticity type. This nonlocal regularization has the effect of introducing an intrinsic length scale into the energy. We also put forth a physical argument that identifies the intrinsic length and suggests a linear growth of the nonlocal energy. Under these assumptions, ductile fracture emerges as the net result of two competing effects: whereas the sublinear growth of the local energy promotes localization of deformation to failure planes, the nonlocal regularization stabilizes this process, thus resulting in an orderly progression towards failure and a well-defined specific fracture energy. The optimal scaling laws derived here show that ductile fracture results from localization of deformations to void sheets, and that it requires a well-defined energy per unit fracture area. In particular, fractal modes of fracture are ruled out under the assumptions of the analysis. The optimal scaling laws additionally show that ductile fracture is cohesive in nature, i.e., it obeys a well-defined relation between tractions and opening displacements. Finally, the scaling laws supply a link between micromechanical properties and macroscopic fracture properties. In particular, they reveal the relative roles that surface energy and microplasticity play as contributors to the specific fracture energy of the material. Next, we present an experimental assessment of the optimal scaling laws. We show that when the specific fracture energy is renormalized in a manner suggested by the optimal scaling laws, the data falls within the bounds predicted by the analysis and, moreover, they ostensibly collapse---with allowances made for experimental scatter---on a master curve dependent on the hardening exponent, but otherwise material independent.

Nonclassical excitation and quantum interference in a three level atom

Non-classical properties and quantum interference (QI) in two-photon excitation of a three level atom (|1〉), |2〉, |3〉) in a ladder configuration, illuminated by multiple fields in non-classical (squeezed) and/or classical (coherent) states, is studied. Fundamentally new effects associated with quantum correlations in the squeezed fields and QI due to multiple excitation pathways have been observed. Theoretical studies and extrapolations of these findings have revealed possible applications which are far beyond any current capabilities, including ultrafast nonlinear mixing, ultrafast homodyne detection and frequency metrology. The atom used throughout the experiments was Cesium, which was magneto-optically trapped in a vapor cell to produce a Doppler-free sample. For the first part of the work the |1〉 → |2〉 → |3〉 transition (corresponding to the 6S_1/2F = 4 → 6P_3/2F' = 5 → 6D_5/2F" = 6 transition) was excited by using the quantum-correlated signal (Ɛ_s) and idler (Ɛ_i) output fields of a subthreshold non-degenerate optical parametric oscillator, which was tuned so that the signal and idler fields were resonant with the |1〉 → |2〉 and |2〉 → |3〉 transitions, respectively. In contrast to excitation with classical fields for which the excitation rate as a function of intensity has always an exponent greater than or equal to two, excitation with squeezed-fields has been theoretically predicted to have an exponent that approaches unity for small enough intensities. This was verified experimentally by probing the exponent down to a slope of 1.3, demonstrating for the first time a purely non-classical effect associated with the interaction of squeezed fields and atoms. In the second part excitation of the two-photon transition by three phase coherent fields Ɛ₁ , Ɛ₂ and Ɛ₀, resonant with the dipole |1〉 → |2〉 and |2〉 → |3〉 and quadrupole |1〉 → |3〉 transitions, respectively, is studied. QI in the excited state population is observed due to two alternative excitation pathways. This is equivalent to nonlinear mixing of the three excitation fields by the atom. Realizing that in the experiment the three fields are spaced in frequency over a range of 25 THz, and extending this scheme to other energy triplets and atoms, leads to the discovery that ranges up to 100's of THz can be bridged in a single mixing step. Motivated by these results, a master equation model has been developed for the system and its properties have been extensively studied.

Effect of Microstructural Interfaces on the Mechanical Response of Crystalline Metallic Materials

Advances in nano-scale mechanical testing have brought about progress in the understanding of physical phenomena in materials and a measure of control in the fabrication of novel materials. In contrast to bulk materials that display size-invariant mechanical properties, sub-micron metallic samples show a critical dependence on sample size. The strength of nano-scale single crystalline metals is well-described by a power-law function, σαD^-n, where D is a critical sample size and n is a experimentally-fit positive exponent. This relationship is attributed to source-driven plasticity and demonstrates a strengthening as the decreasing sample size begins to limit the size and number of dislocation sources. A full understanding of this size-dependence is complicated by the presence of microstructural features such as interfaces that can compete with the dominant dislocation-based deformation mechanisms. In this thesis, the effects of microstructural features such as grain boundaries and anisotropic crystallinity on nano-scale metals are investigated through uniaxial compression testing. We find that nano-sized Cu covered by a hard coating displays a Bauschinger effect and the emergence of this behavior can be explained through a simple dislocation-based analytic model. Al nano-pillars containing a single vertically-oriented coincident site lattice grain boundary are found to show similar deformation to single-crystalline nano-pillars with slip traces passing through the grain boundary. With increasing tilt angle of the grain boundary from the pillar axis, we observe a transition from dislocation-dominated deformation to grain boundary sliding. Crystallites are observed to shear along the grain boundary and molecular dynamics simulations reveal a mechanism of atomic migration that accommodates boundary sliding. We conclude with an analysis of the effects of inherent crystal anisotropy and alloying on the mechanical behavior of the Mg alloy, AZ31. Through comparison to pure Mg, we show that the size effect dominates the strength of samples below 10 μm, that differences in the size effect between hexagonal slip systems is due to the inherent crystal anisotropy, suggesting that the fundamental mechanism of the size effect in these slip systems is the same.