The stability of traveling wave solutions of parabolic equations

A method for determining by inspection the stability or instability of any solution u(t,x) = ɸ(x-ct) of any smooth equation of the form u_t = f(u_(xx),u_x,u where ∂/∂a f(a,b,c) > 0 for all arguments a,b,c, is developed. The connection between the mean wavespeed of solutions u(t,x) and their initial conditions u(0,x) is also explored. The mean wavespeed results and some of the stability results are then extended to include equations which contain integrals and also to include some special systems of equations. The results are applied to several physical examples.

Numerical solution of parabolic equations by the box scheme

The box scheme proposed by H. B. Keller is a numerical method for solving parabolic partial differential equations. We give a convergence proof of this scheme for the heat equation, for a linear parabolic system, and for a class of nonlinear parabolic equations. Von Neumann stability is shown to hold for the box scheme combined with the method of fractional steps to solve the two-dimensional heat equation. Computations were performed on Burgers' equation with three different initial conditions, and Richardson extrapolation is shown to be effective.

The stochastic exit problem for dynamical systems

The problem of "exit against a flow" for dynamical systems subject to small Gaussian white noise excitation is studied. Here the word "flow" refers to the behavior in phase space of the unperturbed system's state variables. "Exit against a flow" occurs if a perturbation causes the phase point to leave a phase space region within which it would normally be confined. In particular, there are two components of the problem of exit against a flow:

i) the mean exit time

ii) the phase-space distribution of exit locations.

When the noise perturbing the dynamical systems is small, the solution of each component of the problem of exit against a flow is, in general, the solution of a singularly perturbed, degenerate elliptic-parabolic boundary value problem.

Singular perturbation techniques are used to express the asymptotic solution in terms of an unknown parameter. The unknown parameter is determined using the solution of the adjoint boundary value problem.

The problem of exit against a flow for several dynamical systems of physical interest is considered, and the mean exit times and distributions of exit positions are calculated. The systems are then simulated numerically, using Monte Carlo techniques, in order to determine the validity of the asymptotic solutions.

Arithmetic of cyclotomic fields and Fermat-type equations

Let l be any odd prime, and ζ a primitive l-th root of unity. Let C_l be the l-Sylow subgroup of the ideal class group of Q(ζ). The Teichmüller character w : Z_l → Z^*_l is given by w(x) = x (mod l), where w(x) is a p-1-st root of unity, and x ∈ Z_l. Under the action of this character, C_l decomposes as a direct sum of C^((i))_l, where C^((i))_l is the eigenspace corresponding to w^i. Let the order of C^((3))_l be l^h_3). The main result of this thesis is the following: For every n ≥ max( 1, h_3 ), the equation x^(ln) + y^(ln) + z^(ln) = 0 has no integral solutions (x,y,z) with l ≠ xyz. The same result is also proven with n ≥ max(1,h_5), under the assumption that C_l^((5)) is a cyclic group of order l^h_5. Applications of the methods used to prove the above results to the second case of Fermat's last theorem and to a Fermat-like equation in four variables are given.

The proof uses a series of ideas of H.S. Vandiver ([Vl],[V2]) along with a theorem of M. Kurihara [Ku] and some consequences of the proof of lwasawa's main conjecture for cyclotomic fields by B. Mazur and A. Wiles [MW]. In [V1] Vandiver claimed that the first case of Fermat's Last Theorem held for l if l did not divide the class number h^+ of the maximal real subfield of Q(e^(2πi/i)). The crucial gap in Vandiver's attempted proof that has been known to experts is explained, and complete proofs of all the results used from his papers are given.

Fermionic quantum systems. Part I: Phase transitions in quantum dots. Part II: Nuclear matter on a lattice

In the first part I perform Hartree-Fock calculations to show that quantum dots (i.e., two-dimensional systems of up to twenty interacting electrons in an external parabolic potential) undergo a gradual transition to a spin-polarized Wigner crystal with increasing magnetic field strength. The phase diagram and ground state energies have been determined. I tried to improve the ground state of the Wigner crystal by introducing a Jastrow ansatz for the wave function and performing a variational Monte Carlo calculation. The existence of so called magic numbers was also investigated. Finally, I also calculated the heat capacity associated with the rotational degree of freedom of deformed many-body states and suggest an experimental method to detect Wigner crystals.

The second part of the thesis investigates infinite nuclear matter on a cubic lattice. The exact thermal formalism describes nucleons with a Hamiltonian that accommodates on-site and next-neighbor parts of the central, spin-exchange and isospin-exchange interaction. Using auxiliary field Monte Carlo methods, I show that energy and basic saturation properties of nuclear matter can be reproduced. A first order phase transition from an uncorrelated Fermi gas to a clustered system is observed by computing mechanical and thermodynamical quantities such as compressibility, heat capacity, entropy and grand potential. The structure of the clusters is investigated with the help two-body correlations. I compare symmetry energy and first sound velocities with literature and find reasonable agreement. I also calculate the energy of pure neutron matter and search for a similar phase transition, but the survey is restricted by the infamous Monte Carlo sign problem. Also, a regularization scheme to extract potential parameters from scattering lengths and effective ranges is investigated.

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.

Proteolytic processing of the nonstructural proteins of dengue 2 virus

The genomes of many positive stranded RNA viruses and of all retroviruses are translated as large polyproteins which are proteolytically processed by cellular and viral proteases. Viral proteases are structurally related to two families of cellular proteases, the pepsin-like and trypsin-like proteases. This thesis describes the proteolytic processing of several nonstructural proteins of dengue 2 virus, a representative member of the Flaviviridae, and describes methods for transcribing full-length genomic RNA of dengue 2 virus. Chapter 1 describes the in vitro processing of the nonstructural proteins NS2A, NS2B and NS3. Chapter 2 describes a system that allows identification of residues within the protease that are directly or indirectly involved with substrate recognition. Chapter 3 describes methods to produce genome length dengue 2 RNA from cDNA templates.

The nonstructural protein NS3 is structurally related to viral trypsinlike proteases from the alpha-, picorna-, poty-, and pestiviruses. The hypothesis that the flavivirus nonstructural protein NS3 is a viral proteinase that generates the termini of several nonstructural proteins was tested using an efficient in vitro expression system and antisera specific for the nonstructural proteins NS2B and NS3. A series of cDNA constructs was transcribed using T7 RNA polymerase and the RNA translated in reticulocyte lysates. Proteolytic processing occurred in vitro to generate NS2B and NS3. The amino termini of NS2B and NS3 produced in vitro were found to be the same as the termini of NS2B and NS3 isolated from infected cells. Deletion analysis of cDNA constructs localized the protease domain necessary and sufficient for correct cleavage to the first 184 amino acids of NS3. Kinetic analysis of processing events in vitro and experiments to examine the sensitivity of processing to dilution suggested that an intramolecular cleavage between NS2A and NS2B preceded an intramolecular cleavage between NS2B and NS3. The data from these expression experiments confirm that NS3 is the viral proteinase responsible for cleavage events generating the amino termini of NS2B and NS3 and presumably for cleavages generating the termini of NS4A and NS5 as well.

Biochemical and genetic experiments using viral proteinases have defined the sequence requirements for cleavage site recognition, but have not identified residues within proteinases that interact with substrates. A biochemical assay was developed that could identify residues which were important for substrate recognition. Chimeric proteases between yellow fever and dengue 2 were constructed that allowed mapping of regions involved in substrate recognition, and site directed mutagenesis was used to modulate processing efficiency.

Expression in vitro revealed that the dengue protease domain efficiently processes the yellow fever polyprotein between NS2A and NS2B and between NS2B and NS3, but that the reciprocal construct is inactive. The dengue protease processes yellow fever cleavage sites more efficiently than dengue cleavage sites, suggesting that suboptimal cleavage efficiency may be used to increase levels of processing intermediates in vivo. By mutagenizing the putative substrate binding pocket it was possible to change the substrate specificity of the yellow fever protease; changing a minimum of three amino acids in the yellow fever protease enabled it to recognize dengue cleavage sites. This system allows identification of residues which are directly or indirectly involved with enzyme-substrate interaction, does not require a crystal structure, and can define the substrate preferences of individual members of a viral proteinase family.

Full-length cDNA clones, from which infectious RNA can be transcribed, have been developed for a number of positive strand RNA viruses, including the flavivirus type virus, yellow fever. The technology necessary to transcribe genomic RNA of dengue 2 virus was developed in order to better understand the molecular biology of the dengue subgroup. A 5' structural region clone was engineered to transcribe authentic dengue RNA that contains an additional 1 or 2 residues at the 5' end. A 3' nonstructural region clone was engineered to allow production of run off transcripts, and to allow directional ligation with the 5' structural region clone. In vitro ligation and transcription produces full-length genomic RNA which is noninfectious when transfected into mammalian tissue culture cells. Alternative methods for constructing cDNA clones and recovering live dengue virus are discussed.

Superionic Noble Metal Chalcogenide Thermoelectrics

Measurements and modeling of Cu₂Se, Ag₂Se, and Cu₂S show that superionic conductors have great potential as thermoelectric materials. Cu₂Se and Ag₂Se are predicted to reach a zT of 1.2 at room temperature if their carrier concentrations can be reduced, and Cu-vacancy doped Cu₂S reaches a maximum zT of 1.7 at 1000 K. Te-doped Ag₂Se achieves a zT of 1.2 at 520 K, and could reach a zT of 1.7 if its carrier concentration could be reduced. However, superionic conductors tend to have high carrier concentrations due to the presence of metal defects. The carrier concentration has been found to be difficult to reduce by altering the defect concentration, therefore materials that are underdoped relative to the optimum carrier concentration are easier to optimize. The results of Te-doping of Ag₂Se show that reducing the carrier concentration is possible by reducing the maximum Fermi level in the material.

Two new methods for analyzing thermoelectric transport data were developed. The first involves scaling the temperature-dependent transport data according to the temperature dependences expected of a single parabolic band model and using all of the scaled data to perform a single parabolic band analysis, instead of being restricted to using one data point per sample at a fixed temperature. This allows for a more efficient use of the transport data. The second involves scaling only the Seebeck coefficient and electrical conductivity. This allows for an estimate of the quality factor (and therefore the maximum zT in the material) without using Hall effect data, which are not always available due to time and budget constraints and are difficult to obtain in high-resistivity materials. Methods for solving the coherent potential approximation effective medium equations were developed in conjunction with measurements of the resistivity tensor elements of composite materials. This allows the electrical conductivity and mobility of each phase in the composite to be determined from measurements of the bulk. This points out a new method for measuring the pure-phase electrical properties in impure materials, for measuring the electrical properties of unknown phases in composites, and for quantifying the effects of quantum interactions in composites.

On an embedding property of generalized Carter subgroups

If E and F are saturated formations, we say that E is strongly contained in F if for any solvable group G with E-subgroup, E, and F-subgroup, F, some conjugate of E is contained in F. In this paper, we investigate the problem of finding the formations which strongly contain a fixed saturated formation E.

Our main results are restricted to formations, E, such that E = {G|G/F(G) ϵT}, where T is a non-empty formation of solvable groups, and F(G) is the Fitting subgroup of G. If T consists only of the identity, then E=N, the class of nilpotent groups, and for any solvable group, G, the N-subgroups of G are the Carter subgroups of G.

We give a characterization of strong containment which depends only on the formations E, and F. From this characterization, we prove:

If T is a non-empty formation of solvable groups, E = {G|G/F(G) ϵT}, and E is strongly contained in F, then

(1) there is a formation V such that F = {G|G/F(G) ϵV}.

(2) If for each prime p, we assume that T does not contain the class, S_p’, of all solvable p’-groups, then either E = F, or F contains all solvable groups.

This solves the problem for the Carter subgroups.

We prove the following result to show that the hypothesis of (2) is not redundant:

If R = {G|G/F(G) ϵS_r’}, then there are infinitely many formations which strongly contain R.

Geometrical effects on the resonance absorption of neutrons

An investigation was conducted to estimate the error when the flat-flux approximation is used to compute the resonance integral for a single absorber element embedded in a neutron source.

The investigation was initiated by assuming a parabolic flux distribution in computing the flux-averaged escape probability which occurs in the collision density equation. Furthermore, also assumed were both wide resonance and narrow resonance expressions for the resonance integral. The fact that this simple model demonstrated a decrease in the resonance integral motivated the more detailed investigation of the thesis.

An integral equation describing the collision density as a function of energy, position and angle is constructed and is subsequently specialized to the case of energy and spatial dependence. This equation is further simplified by expanding the spatial dependence in a series of Legendre polynomials (since a one-dimensional case is considered). In this form, the effects of slowing-down and flux depression may be accounted for to any degree of accuracy desired. The resulting integral equation for the energy dependence is thus solved numerically, considering the slowing down model and the infinite mass model as separate cases.

From the solution obtained by the above method, the error ascribable to the flat-flux approximation is obtained. In addition to this, the error introduced in the resonance integral in assuming no slowing down in the absorber is deduced. Results by Chernick for bismuth rods, and by Corngold for uranium slabs, are compared to the latter case, and these agree to within the approximations made.

Rings faithfully represented on their left socle

In 1964 A. W. Goldie [1] posed the problem of determining all rings with identity and minimal condition on left ideals which are faithfully represented on the right side of their left socle. Goldie showed that such a ring which is indecomposable and in which the left and right principal indecomposable ideals have, respectively, unique left and unique right composition series is a complete blocked triangular matrix ring over a skewfield. The general problem suggested above is very difficult. We obtain results under certain natural restrictions which are much weaker than the restrictive assumptions made by Goldie.

We characterize those rings in which the principal indecomposable left ideals each contain a unique minimal left ideal (Theorem (4.2)). It is sufficient to handle indecomposable rings (Lemma (1.4)). Such a ring is also a blocked triangular matrix ring. There exist r positive integers K₁,..., K_r such that the i,j^th block of a typical matrix is a K_i x K_j matrix with arbitrary entries in a subgroup D_ij of the additive group of a fixed skewfield D. Each D_ii is a sub-skewfield of D and D_ri = D for all i. Conversely, every matrix ring which has this form is indecomposable, faithfully represented on the right side of its left socle, and possesses the property that every principal indecomposable left ideal contains a unique minimal left ideal.

The principal indecomposable left ideals may have unique composition series even though the ring does not have minimal condition on right ideals. We characterize this situation by defining a partial ordering ρ on {i, 2,...,r} where we set iρj if D_ij ≠ 0. Every principal indecomposable left ideal has a unique composition series if and only if the diagram of ρ is an inverted tree and every D_ij is a one-dimensional left vector space over D_ii (Theorem (5.4)).

We show (Theorem (2.2)) that every ring A of the type we are studying is a unique subdirect sum of less complex rings A₁,...,A_s of the same type. Namely, each A_i has only one isomorphism class of minimal left ideals and the minimal left ideals of different A_i are non-isomorphic as left A-modules. We give (Theorem (2.1)) necessary and sufficient conditions for a ring which is a subdirect sum of rings A_i having these properties to be faithfully represented on the right side of its left socle. We show ((4.F), p. 42) that up to technical trivia the rings A_i are matrix rings of the form

[...]. Each Q_j comes from the faithful irreducible matrix representation of a certain skewfield over a fixed skewfield D. The bottom row is filled in by arbitrary elements of D.

In Part V we construct an interesting class of rings faithfully represented on their left socle from a given partial ordering on a finite set, given skewfields, and given additive groups. This class of rings contains the ones in which every principal indecomposable left ideal has a unique minimal left ideal. We identify the uniquely determined subdirect summands mentioned above in terms of the given partial ordering (Proposition (5.2)). We conjecture that this technique serves to construct all the rings which are a unique subdirect sum of rings each having the property that every principal-indecomposable left ideal contains a unique minimal left ideal.

Class two p groups as fixed point free automorphism groups

Suppose that AG is a solvable group with normal subgroup G where (|A|, |G|) = 1. Assume that A is a class two odd p group all of whose irreducible representations are isomorphic to subgroups of extra special p groups. If p^c ≠ r^d + 1 for any c = 1, 2 and any prime r where r^2d+1 divides |G| and if C_G(A) = 1 then the Fitting length of G is bounded by the power of p dividing |A|.

The theorem is proved by applying a fixed point theorem to a reduction of the Fitting series of G. The fixed point theorem is proved by reducing a minimal counter example. IF R is an extra spec r subgroup of G fixed by A₁, a subgroup of A, where A₁ centralizes D(R), then all irreducible characters of A₁R which are nontrivial on Z(R) are computed. All nonlinear characters of a class two p group are computed.

I. Quantum mechanics of one-dimensional two-particle models. II. A quantum mechanical treatment of inelastic collisions

Part I

Solutions of Schrödinger’s equation for system of two particles bound in various stationary one-dimensional potential wells and repelling each other with a Coulomb force are obtained by the method of finite differences. The general properties of such systems are worked out in detail for the case of two electrons in an infinite square well. For small well widths (1-10 a.u.) the energy levels lie above those of the noninteresting particle model by as much as a factor of 4, although excitation energies are only half again as great. The analytical form of the solutions is obtained and it is shown that every eigenstate is doubly degenerate due to the “pathological” nature of the one-dimensional Coulomb potential. This degeneracy is verified numerically by the finite-difference method. The properties of the square-well system are compared with those of the free-electron and hard-sphere models; perturbation and variational treatments are also carried out using the hard-sphere Hamiltonian as a zeroth-order approximation. The lowest several finite-difference eigenvalues converge from below with decreasing mesh size to energies below those of the “best” linear variational function consisting of hard-sphere eigenfunctions. The finite-difference solutions in general yield expectation values and matrix elements as accurate as those obtained using the “best” variational function.

The system of two electrons in a parabolic well is also treated by finite differences. In this system it is possible to separate the center-of-mass motion and hence to effect a considerable numerical simplification. It is shown that the pathological one-dimensional Coulomb potential gives rise to doubly degenerate eigenstates for the parabolic well in exactly the same manner as for the infinite square well.

Part II

A general method of treating inelastic collisions quantum mechanically is developed and applied to several one-dimensional models. The formalism is first developed for nonreactive “vibrational” excitations of a bound system by an incident free particle. It is then extended to treat simple exchange reactions of the form A + BC →AB + C. The method consists essentially of finding a set of linearly independent solutions of the Schrödinger equation such that each solution of the set satisfies a distinct, yet arbitrary boundary condition specified in the asymptotic region. These linearly independent solutions are then combined to form a total scattering wavefunction having the correct asymptotic form. The method of finite differences is used to determine the linearly independent functions.

The theory is applied to the impulsive collision of a free particle with a particle bound in (1) an infinite square well and (2) a parabolic well. Calculated transition probabilities agree well with previously obtained values.

Several models for the exchange reaction involving three identical particles are also treated: (1) infinite-square-well potential surface, in which all three particles interact as hard spheres and each two-particle subsystem (i.e. BC and AB) is bound by an attractive infinite-square-well potential; (2) truncated parabolic potential surface, in which the two-particle subsystems are bound by a harmonic oscillator potential which becomes infinite for interparticle separations greater than a certain value; (3) parabolic (untruncated) surface. Although there are no published values with which to compare our reaction probabilities, several independent checks on internal consistency indicate that the results are reliable.

A singular perturbation method of calculating the behavior of supercavitating hydrofoils with rounded noses

A simple, direct and accurate method to predict the pressure distribution on supercavitating hydrofoils with rounded noses is presented. The thickness of body and cavity is assumed to be small. The method adopted in the present work is that of singular perturbation theory. Far from the leading edge linearized free streamline theory is applied. Near the leading edge, however, where singularities of the linearized theory occur, a non-linear local solution is employed. The two unknown parameters which characterize this local solution are determined by a matching procedure. A uniformly valid solution is then constructed with the aid of the singular perturbation approach.

The present work is divided into two parts. In Part I isolated supercavitating hydrofoils of arbitrary profile shape with parabolic noses are investigated by the present method and its results are compared with the new computational results made with Wu and Wang's exact "functional iterative" method. The agreement is very good. In Part II this method is applied to a linear cascade of such hydrofoils with elliptic noses. A number of cases are worked out over a range of cascade parameters from which a good idea of the behavior of this type of important flow configuration is obtained.

Some of the computational aspects of Wu and Wang's functional iterative method heretofore not successfully applied to this type of problem are described in an appendix.