Ghosts of order on the frontier of chaos

What kinds of motion can occur in classical mechanics? We address this question by looking at the structures traced out by trajectories in phase space; the most orderly, completely integrable systems are characterized by phase trajectories confined to low-dimensional, invariant tori. The KAM theory examines what happens to the tori when an integrable system is subjected to a small perturbation and finds that, for small enough perturbations, most of them survive.

The KAM theory is mute about the disrupted tori, but, for two-dimensional systems, Aubry and Mather discovered an astonishing picture: the broken tori are replaced by "cantori," tattered, Cantor-set remnants of the original invariant curves. We seek to extend Aubry and Mather's picture to higher dimensional systems and report two kinds of studies; both concern perturbations of a completely integrable, four-dimensional symplectic map. In the first study we compute some numerical approximations to Birkhoff periodic orbits; sequences of such orbits should approximate any higher dimensional analogs of the cantori. In the second study we prove converse KAM theorems; that is, we use a combination of analytic arguments and rigorous, machine-assisted computations to find perturbations so large that no KAM tori survive. We are able to show that the last few of our Birkhoff orbits exist in a regime where there are no tori.

A new high-order Fourier continuation-based elasticity solver for complex three-dimensional geometries

This thesis presents a new approach for the numerical solution of three-dimensional problems in elastodynamics. The new methodology, which is based on a recently introduced Fourier continuation (FC) algorithm for the solution of Partial Differential Equations on the basis of accurate Fourier expansions of possibly non-periodic functions, enables fast, high-order solutions of the time-dependent elastic wave equation in a nearly dispersionless manner, and it requires use of CFL constraints that scale only linearly with spatial discretizations. A new FC operator is introduced to treat Neumann and traction boundary conditions, and a block-decomposed (sub-patch) overset strategy is presented for implementation of general, complex geometries in distributed-memory parallel computing environments. Our treatment of the elastic wave equation, which is formulated as a complex system of variable-coefficient PDEs that includes possibly heterogeneous and spatially varying material constants, represents the first fully-realized three-dimensional extension of FC-based solvers to date. Challenges for three-dimensional elastodynamics simulations such as treatment of corners and edges in three-dimensional geometries, the existence of variable coefficients arising from physical configurations and/or use of curvilinear coordinate systems and treatment of boundary conditions, are all addressed. The broad applicability of our new FC elasticity solver is demonstrated through application to realistic problems concerning seismic wave motion on three-dimensional topographies as well as applications to non-destructive evaluation where, for the first time, we present three-dimensional simulations for comparison to experimental studies of guided-wave scattering by through-thickness holes in thin plates.

Ortho-positronium annihilation: steps toward computing the first order radiative corrections

The 0.2% experimental accuracy of the 1968 Beers and Hughes measurement of the annihilation lifetime of ortho-positronium motivates the attempt to compute the first order quantum electrodynamic corrections to this lifetime. The theoretical problems arising in this computation are here studied in detail up to the point of preparing the necessary computer programs and using them to carry out some of the less demanding steps -- but the computation has not yet been completed. Analytic evaluation of the contributing Feynman diagrams is superior to numerical evaluation, and for this process can be carried out with the aid of the Reduce algebra manipulation computer program.

The relation of the positronium decay rate to the electronpositron annihilation-in-flight amplitude is derived in detail, and it is shown that at threshold annihilation-in-flight, Coulomb divergences appear while infrared divergences vanish. The threshold Coulomb divergences in the amplitude cancel against like divergences in the modulating continuum wave function.

Using the lowest order diagrams of electron-positron annihilation into three photons as a test case, various pitfalls of computer algebraic manipulation are discussed along with ways of avoiding them. The computer manipulation of artificial polynomial expressions is preferable to the direct treatment of rational expressions, even though redundant variables may have to be introduced.

Special properties of the contributing Feynman diagrams are discussed, including the need to restore gauge invariance to the sum of the virtual photon-photon scattering box diagrams by means of a finite subtraction.

A systematic approach to the Feynman-Brown method of Decomposition of single loop diagram integrals with spin-related tensor numerators is developed in detail. This approach allows the Feynman-Brown method to be straightforwardly programmed in the Reduce algebra manipulation language.

The fundamental integrals needed in the wake of the application of the Feynman-Brown decomposition are exhibited and the methods which were used to evaluate them -- primarily dis persion techniques are briefly discussed.

Finally, it is pointed out that while the techniques discussed have permitted the computation of a fair number of the simpler integrals and diagrams contributing to the first order correction of the ortho-positronium annihilation rate, further progress with the more complicated diagrams and with the evaluation of traces is heavily contingent on obtaining access to adequate computer time and core capacity.

Sequence-function relationships in E. coli transcriptional regulation

Understanding how transcriptional regulatory sequence maps to regulatory function remains a difficult problem in regulatory biology. Given a particular DNA sequence for a bacterial promoter region, we would like to be able to say which transcription factors bind there, how strongly they bind, and whether they interact with each other and/or RNA polymerase, with the ultimate objective of integrating knowledge of these parameters into a prediction of gene expression levels. The theoretical framework of statistical thermodynamics provides a useful framework for doing so, enabling us to predict how gene expression levels depend on transcription factor binding energies and concentrations. We used thermodynamic models, coupled with models of the sequence-dependent binding energies of transcription factors and RNAP, to construct a genotype to phenotype map for the level of repression exhibited by the lac promoter, and tested it experimentally using a set of promoter variants from E. coli strains isolated from different natural environments. For this work, we sought to ``reverse engineer'' naturally occurring promoter sequences to understand how variations in promoter sequence affects gene expression. The natural inverse of this approach is to ``forward engineer'' promoter sequences to obtain targeted levels of gene expression. We used a high precision model of RNAP-DNA sequence dependent binding energy, coupled with a thermodynamic model relating binding energy to gene expression, to predictively design and verify a suite of synthetic E. coli promoters whose expression varied over nearly three orders of magnitude.

However, although thermodynamic models enable predictions of mean levels of gene expression, it has become evident that cell-to-cell variability or ``noise'' in gene expression can also play a biologically important role. In order to address this aspect of gene regulation, we developed models based on the chemical master equation framework and used them to explore the noise properties of a number of common E. coli regulatory motifs; these properties included the dependence of the noise on parameters such as transcription factor binding strength and copy number. We then performed experiments in which these parameters were systematically varied and measured the level of variability using mRNA FISH. The results showed a clear dependence of the noise on these parameters, in accord with model predictions.

Finally, one shortcoming of the preceding modeling frameworks is that their applicability is largely limited to systems that are already well-characterized, such as the lac promoter. Motivated by this fact, we used a high throughput promoter mutagenesis assay called Sort-Seq to explore the completely uncharacterized transcriptional regulatory DNA of the E. coli mechanosensitive channel of large conductance (MscL). We identified several candidate transcription factor binding sites, and work is continuing to identify the associated proteins.

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.

Oxidation of Volatile Organic Compounds in Aqueous Solution and at the Air-water Interface of Aqueous Microdroplets

Isoprene (ISO),the most abundant non-methane VOC, is the major contributor to secondary organic aerosols (SOA) formation. The mechanisms involved in such transformation, however, are not fully understood. Current mechanisms, which are based on the oxidation of ISO in the gas-phase, underestimate SOA yields. The heightened awareness that ISO is only partially processed in the gas-phase has turned attention to heterogeneous processes as alternative pathways toward SOA.

During my research project, I investigated the photochemical oxidation of isoprene in bulk water. Below, I will report on the λ > 305 nm photolysis of H₂O₂ in dilute ISO solutions. This process yields C₁₀H₁₅OH species as primary products, whose formation both requires and is inhibited by O₂. Several isomers of C₁₀H₁₅OH were resolved by reverse-phase high-performance liquid chromatography and detected as MH⁺ (m/z = 153) and MH⁺-18 (m/z = 135) signals by electrospray ionization mass spectrometry. This finding is consistent with the addition of ·OH to ISO, followed by HO-ISO· reactions with ISO (in competition with O₂) leading to second generation HO(ISO)₂· radicals that terminate as C₁₀H₁₅OH via β-H abstraction by O₂.

It is not generally realized that chemistry on the surface of water cannot be deduced, extrapolated or translated to those in bulk gas and liquid phases. The water density drops a thousand-fold within a few Angstroms through the gas-liquid interfacial region and therefore hydrophobic VOCs such as ISO will likely remain in these relatively 'dry' interfacial water layers rather than proceed into bulk water. In previous experiments from our laboratory, it was found that gas-phase olefins can be protonated on the surface of pH < 4 water. This phenomenon increases the residence time of gases at the interface, an event that makes them increasingly susceptible to interaction with gaseous atmospheric oxidants such as ozone and hydroxyl radicals.

In order to test this hypothesis, I carried out experiments in which ISO(g) collides with the surface of aqueous microdroplets of various compositions. Herein I report that ISO(g) is oxidized into soluble species via Fenton chemistry on the surface of aqueous Fe(II)Cl₂ solutions simultaneously exposed to H₂O₂(g). Monomer and oligomeric species (ISO)1-8H⁺ were detected via online electrospray ionization mass spectrometry (ESI-MS) on the surface of pH ~ 2 water, and were then oxidized into a suite of products whose combined yields exceed ~ 5% of (ISO)1-8H⁺. MS/MS analysis revealed that products mainly consisted of alcohols, ketones, epoxides and acids. Our experiments demonstrated that olefins in ambient air may be oxidized upon impact on the surface of Fe-containing aqueous acidic media, such as those of typical to tropospheric aerosols.

Related experiments involving the reaction of ISO(g) with ·OH radicals from the photolysis of dissolved H₂O₂ were also carried out to test the surface oxidation of ISO(g) by photolyzing H₂O₂(aq) at 266 nm at various pH. The products were analyzed via online electrospray ionization mass spectrometry. Similar to our Fenton experiments, we detected (ISO)1-7H⁺ at pH < 4, and new m/z⁺ = 271 and m/z^- = 76 products at pH > 5.

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.

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 → ∞).

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.

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.