Algorithm Studies on How to Obtain a Conditional Nonlinear Optimal Perturbation (CNOP)

The conditional nonlinear optimal perturbation (CNOP), which is a nonlinear generalization of the linear singular vector (LSV), is applied in important problems of atmospheric and oceanic sciences, including ENSO predictability, targeted observations, and ensemble forecast. In this study, we investigate the computational cost of obtaining the CNOP by several methods. Differences and similarities, in terms of the computational error and cost in obtaining the CNOP, are compared among the sequential quadratic programming (SQP) algorithm, the limited memory Broyden-Fletcher-Goldfarb-Shanno (L-BFGS) algorithm, and the spectral projected gradients (SPG2) algorithm. A theoretical grassland ecosystem model and the classical Lorenz model are used as examples. Numerical results demonstrate that the computational error is acceptable with all three algorithms. The computational cost to obtain the CNOP is reduced by using the SQP algorithm. The experimental results also reveal that the L-BFGS algorithm is the most effective algorithm among the three optimization algorithms for obtaining the CNOP. The numerical results suggest a new approach and algorithm for obtaining the CNOP for a large-scale optimization problem.

Burst Detection in Turbulent Channel Flows Based on Large Eddy Simulation Databases

Reliable turbulent channel flow databases at several Reynolds numbers have been established by large eddy simulation (LES), with two of them validated by comparing with typical direct numerical simulation (DNS) results. Furthermore, the statistics, such as velocity profile, turbulent intensities and shear stress, were obtained as well as the temporal and spatial structure of turbulent bursts. Based on the LES databases available, the conditional sampling methods are used to detect the structures of burst events. A method to deterimine the grouping parameter from the probability distribution function (pdf) curve of the time separation between ejection events is proposed to avoid the errors in detected results. And thus, the dependence of average burst period on thresholds is considerably weakened. Meanwhile, the average burst-to-bed area ratios are detected. It is found that the Reynolds number exhibits little effect on the burst period and burst-to-bed area ratio.

Mapping Closure Approximation for Reactive Scalars in Random Flows

The Mapping Closure Approximation (MCA) approach is developed to describe the statistics of both conserved and reactive scalars in random flows. The statistics include Probability Density Function (PDF), Conditional Dissipation Rate (CDR) and Conditional Laplacian (CL). The statistical quantities are calculated using the MCA and compared with the results of the Direct Numerical Simulation (DNS). The results obtained from the MCA are in agreement with those from the DNS. It is shown that the MCA approach can predict the statistics of reactive scalars in random flows.

Optimal bounded control of first-passage failure of quasi-integrable Hamiltonian systems with wide-band random excitation

The optimal bounded control of quasi-integrable Hamiltonian systems with wide-band random excitation for minimizing their first-passage failure is investigated. First, a stochastic averaging method for multi-degrees-of-freedom (MDOF) strongly nonlinear quasi-integrable Hamiltonian systems with wide-band stationary random excitations using generalized harmonic functions is proposed. Then, the dynamical programming equations and their associated boundary and final time conditions for the control problems of maximizinig reliability and maximizing mean first-passage time are formulated based on the averaged It$\ddot{\rm o}$ equations by applying the dynamical programming principle. The optimal control law is derived from the dynamical programming equations and control constraints. The relationship between the dynamical programming equations and the backward Kolmogorov equation for the conditional reliability function and the Pontryagin equation for the conditional mean first-passage time of optimally controlled system is discussed. Finally, the conditional reliability function, the conditional probability density and mean of first-passage time of an optimally controlled system are obtained by solving the backward Kolmogorov equation and Pontryagin equation. The application of the proposed procedure and effectiveness of control strategy are illustrated with an example.

First-passage failure and its feedback minimization of quasi-partially integrable Hamiltonian systems

An n degree-of-freedom Hamiltonian system with r (1¡r¡n) independent 0rst integrals which are in involution is calledpartially integrable Hamiltonian system. A partially integrable Hamiltonian system subject to light dampings andweak stochastic excitations is called quasi-partially integrable Hamiltonian system. In the present paper, the procedures for studying the 0rst-passage failure and its feedback minimization of quasi-partially integrable Hamiltonian systems are proposed. First, the stochastic averaging methodfor quasi-partially integrable Hamiltonian systems is brie4y reviewed. Then, basedon the averagedIt ˆo equations, a backwardKolmogorov equation governing the conditional reliability function, a set of generalized Pontryagin equations governing the conditional moments of 0rst-passage time and their boundary and initial conditions are established. After that, the dynamical programming equations and their associated boundary and 0nal time conditions for the control problems of maximization of reliability andof maximization of mean 0rst-passage time are formulated. The relationship between the backwardKolmogorov equation andthe dynamical programming equation for reliability maximization, andthat between the Pontryagin equation andthe dynamical programming equation for maximization of mean 0rst-passage time are discussed. Finally, an example is worked out to illustrate the proposed procedures and the e9ectiveness of feedback control in reducing 0rst-passage failure.

First-passage failure of quasi-integrable Hamiltonian systems

The first-passage failure of quasi-integrable Hamiltonian si-stems (multidegree-of-freedom integrable Hamiltonian systems subject to light dampings and weakly random excitations) is investigated. The motion equations of such a system are first reduced to a set of averaged Ito stochastic differential equations by using the stochastic averaging method for quasi-integrable Hamiltonian systems. Then, a backward Kolmogorov equation governing the conditional reliability function and a set of generalized Pontryagin equations governing the conditional moments of first-passage time are established. Finally, the conditional reliability function, and the conditional probability density and moments of first-passage time are obtained by solving these equations with suitable initial and boundary conditions. Two examples are given to illustrate the proposed procedure and the results from digital simulation are obtained to verify the effectiveness of the procedure.

First-passage time of Duffing oscillator under combined harmonic and white-noise excitations

The first-passage time of Duffing oscillator under combined harmonic and white-noise excitations is studied. The equation of motion of the system is first reduced to a set of averaged Ito stochastic differential equations by using the stochastic averaging method. Then, a backward Kolmogorov equation governing the conditional reliability function and a set of generalized Pontryagin equations governing the conditional moments of first-passage time are established. Finally, the conditional reliability function, and the conditional probability density and moments of first-passage time are obtained by solving the backward Kolmogorov equation and generalized Pontryagin equations with suitable initial and boundary conditions. Numerical results for two resonant cases with several sets of parameter values are obtained and the analytical results are verified by using those from digital simulation.

Optimal bounded control of first-passage failure of strongly non-linear oscillators under combined harmonic and white-noise excitations

A procedure for designing the optimal bounded control of strongly non-linear oscillators under combined harmonic and white-noise excitations for minimizing their first-passage failure is proposed. First, a stochastic averaging method for strongly non-linear oscillators under combined harmonic and white-noise excitations using generalized harmonic functions is introduced. Then, the dynamical programming equations and their boundary and final time conditions for the control problems of maximizing reliability and of maximizing mean first-passage time are formulated from the averaged Ito equations by using the dynamical programming principle. The optimal control law is derived from the dynamical programming equations and control constraint. Finally, the conditional reliability function, the conditional probability density and mean of the first-passage time of the optimally controlled system are obtained from solving the backward Kolmogorov equation and Pontryagin equation. An example is given to illustrate the proposed procedure and the results obtained are verified by using those from digital simulation. (C) 2003 Elsevier Ltd. All rights reserved.

Study of the shock motion in a hypersonic shock system turbulent boundary-layer interaction

Wall pressure fluctuations and surface heat transfer signals have been measured in the hypersonic turbulent boundary layer over a number of compression-corner models. The distributions of the separation shock oscillation frequencies and periods have been calculated using a conditional sampling algorithm. In all cases the oscillation frequency distributions are of broad band, but the most probable frequencies are low. The VITA method is used for deducing large scale disturbances at the wall in the incoming boundary layer and the separated flow region. The results at present showed the existence of coherent structures in the two regions. The zero-cross frequencies of the large scale structures in the two regions are of the same order as that of the separation shock oscillation. The average amplitude of the large scale structures in the separated region is much higher than that in the incoming boundary layer. The length scale of the separation shock motion region is found to increase with the disturbance strength. The results show that the shock oscillation is of inherent nature in the shock wave/turbulent boundary layer interaction with separation. The shock oscillation is considered to be the consequence of the coherent structures in the separated region.

Beam splitter entangler for light fields

We propose an experimentally feasible scheme to generate various types of entangled states of light fields by using beam splitters and single-photon detectors. Two beams of light fields are incident on two beam splitters respectively with each beam being asymmetrically split into two parts in which one part is supposed to be so weak that it contains at most one photon. We let the two weak output modes interfere at a third beam splitter. A conditional joint measurement on both weak output modes may result in an entanglement between the other two output modes. The conditions for the maximal entanglement are discussed based on the concurrence. Several specific examples are also examined.

Distribution of CCR2-64I and SDF1-3 ' A alleles and HIV status in 7 ethnic populations of Cameroon

Limited information is available on the prevalence among rural Africans of host genetic polymorphisms conferring resistance to HIV-1 infection or slowing HIV disease progression.We report the allelic frequencies of the AIDS-related polymorphisms CCR2-64I, SDF1-3#A, and CCR5-D32 in 321 volunteers from 7 ethnic groups in Cameroon. Allelic frequencies differed among the 7 ethnic groups, ranging from 10.8% to 31.3% for CCR2-64I and 0.0% to 7.1% for SDF1-3#A. No CCR5-D32 alleles were found. HIV seroprevalence was 6.9% in the total population and peaked at younger ages in girls and women than in boys and men. Among 15- to 54-year-olds, HIV seroprevalence varied from 2.0% to 11.1% among the village populations. Conditional logistic regression analysis using data from boys and men aged 15 to 54 years showed the number of CCR2-64I alleles to be a significant risk factor for HIV seropositivity (odds ratio per allele adjusted for age and matched on ethnic group = 6.3, 95% confidence interval: 1.3–30.3); this association was not found in women. The findings are consistent with the hypothesis that CCR2-64I alleles may delay HIV disease progression without affecting susceptibility to infection among men. We did not observe this relation among women, and other factors, such as multiple pregnancies or maternal stressors (eg, breastfeeding), may have masked any protective effect of CCR2-64I alleles. Further study of this issue among women is warranted. SDF1-3#A did not differ between HIV-seropositive and HIV-seronegative individuals but wasassociated with increasing age among HIV-seronegative women, suggesting a protective effect against HIV-1 infection.

Quantum master-equation approach to quantum transport through mesoscopic systems

For quantum transport through mesoscopic systems, a quantum master-equation approach is developed in terms of compact expressions for the transport current and the reduced density matrix of the system. The present work is an extension of Gurvitz's approach for quantum transport and quantum measurement, namely, to finite temperature and arbitrary bias voltage. Our derivation starts from a second-order cumulant expansion of the tunneling Hamiltonian; then follows the conditional average over the electrode reservoir states. As a consequence, in the usual weak-tunneling regime, the established formalism is applicable for a wide range of transport problems. The validity of the formalism and its convenience in application are well illustrated by a number of examples.

Spontaneous relaxation of a charge qubit under electrical measurement

In this work we first derive a generalized conditional master equation for quantum measurement by a mesoscopic detector, then study the readout characteristics of qubit measurement where a number of remarkable new features are found. The work would, in particular, highlight the qubit spontaneous relaxation effect induced by the measurement itself rather than an external thermal bath.

Energy spectra of two-electron two-dimensional quantum dots confined by elliptical and bowl-like potentials

The laterally confining potential of quantum dots (QDs) fabricated in semiconductor heterostructures is approximated by an elliptical two-dimensional harmonic-oscillator well or a bowl-like circular well. The energy spectrum of two interacting electrons in these potentials is calculated in the effective-mass approximation as a function of dot size and characteristic frequency of the confining potential by the exact diagonalization method. Energy level crossover is displayed according to the ratio of the characteristic frequencies of the elliptical confinement potential along the y axis and that along the x axis. Investigating the rovibrational spectrum with pair-correlation function and conditional probability distribution, we could see the violation of circular symmetry. However, there are still some symmetries left in the elliptical QDs. When the QDs are confined by a "bowl-like" potential, the removal of the degeneracy in the energy levels of QDs is found. The distribution of energy levels is different for the different heights of the barriers. (C) 2003 American Institute of Physics.

Quantum information processing with superconducting qubits in a microwave field

We investigate the quantum dynamics of a Cooper-pair box with a superconducting loop in the presence of a nonclassical microwave field. We demonstrate the existence of Rabi oscillations for both single- and multiphoton processes and, moreover, we propose a new quantum computing scheme (including one-bit and conditional two-bit gates) based on Josephson qubits coupled through microwaves.