Random matrices: Universality of ESDs and the circular law

Given an n x n complex matrix A, let mu(A)(x, y) := 1/n vertical bar{1 <= i <= n, Re lambda(i) <= x, Im lambda(i) <= y}vertical bar be the empirical spectral distribution (ESD) of its eigenvalues lambda(i) is an element of C, i = l, ... , n. We consider the limiting distribution (both in probability and in the almost sure convergence sense) of the normalized ESD mu(1/root n An) of a random matrix A(n) = (a(ij))(1 <= i, j <= n), where the random variables a(ij) - E(a(ij)) are i.i.d. copies of a fixed random variable x with unit variance. We prove a universality principle for such ensembles, namely, that the limit distribution in question is independent of the actual choice of x. In particular, in order to compute this distribution, one can assume that x is real or complex Gaussian. As a related result, we show how laws for this ESD follow from laws for the singular value distribution of 1/root n A(n) - zI for complex z. As a corollary, we establish the circular law conjecture (both almost surely and in probability), which asserts that mu(1/root n An) converges to the uniform measure on the unit disc when the a(ij) have zero mean.

Coupling of surface acoustic waves propagating in two separated piezoelectric media

The coupling of surface acoustic waves propagating in two separated piezoelectric media is studied using the perturbation theory of Auld. The results of the analysis are applied to two configurations using Bi12GeO20 and CdS crystals. It is found that the loss due to coupling is about 7 dB at 50 MHz in the cases of (111)-cut, [110]-prop. Bi12GeO20 and Y-cut, 60°-X prop. CdS combination. On étudie le couplage des ondes acoustiques de surface se propageant sur deux milieux piezo-eléctriques par la théorie de perturbation de Auld. Les resultats d'analyse sont appliqué's aux deux configurations des cristanx Bi12GeO20 et CdS. On trouve que la perte par couplage est environ de 7 dB a 50 MHz dans le cas de combination de (111)-coupe, [110]-prop. Bi12GeO20 et Y-coupe, 60°-X prop. CdS.

Dipolar cross-correlation effects in the nuclear overhauser experiments of weakly and strongly coupled spins

The effect of dipolar cross correlation in 1H---1H nuclear Overhauser effect experiments is investigated by detailed calculation in an ABX spin system. It is found that in weakly coupled spin systems, the cross-correlation effects are limited to single-quantum transition probabilities and decrease in magnitude as ωτc increases. Strong coupling, however, mixes the states and the cross correlations affect the zero-quantum and double-quantum transition probabilities as well. The effect of cross correlation in steady-state and transient NOE experiments is studied as a function of strong coupling and ωτc. The results for steady-state NOE experiments are calculated analytically and those for transient NOE experiments are calculated numerically. The NOE values for the A and B spins have been calculated by assuming nonselective perturbation of all the transitions of the X spin. A significant effect of cross correlation is found in transient NOE experiments of weakly as well as strongly coupled spins when the multiplets are resolved. Cross correlation manifests itself largely as a multiplet effect in the transient NOE of weakly coupled spins for nonselective perturbation of all X transitions. This effect disappears for a measuring pulse of 90° or when the multiplets are not resolved. For steady-state experiments, the effect of cross correlation is analytically zero for weakly coupled spins and small for strongly coupled spins.

Unfolding of Plasmodium falciparum triosephosphate isomerase in urea and guanidinium chloride solutions. Evidence for a novel disulfide exchange reaction in a covalently crosslinked mutant

The conformational stability of Plasmodium falciparum triosephosphate isomerase (TIMWT) enzyme has been investigated in urea and guanidinium chloride (GdmCl) solutions using circular dichroism, fluorescence, and size-exclusion chromatography. The dimeric enzyme is remarkably stable in urea solutions. It retains considerable secondary, tertiary, and quaternary structure even in 8 M urea. In contrast, the unfolding transition is complete by 2.4 M GdmCl. Although the secondary as well as the tertiary interactions melt before the perturbation of the quaternary structure, these studies imply that the dissociation of the dimer into monomers ultimately leads to the collapse of the structure, suggesting that the interfacial interactions play a major role in determining multimeric protein stability. The Cm(urea)/Cm(GdmCl) ratio (where Cm is the concentration of the denaturant required at the transition midpoint) is unusually high for triosephosphate isomerase as compared to other monomeric and dimeric proteins. A disulfide cross-linked mutant protein (Y74C) engineered to form two disulfide cross-links across the interface (13-74‘) and (13‘-74) is dramatically destablized in urea. The unfolding transition is complete by 6 M urea and involves a novel mechanism of dimer dissociation through intramolecular thiol−disulfide exchange.

Propagation of quasi-simple waves in a compressible rotating atmosphere

A class of self-propagating linear and nonlinear travelling wave solutions for compressible rotating fluid is studied using both numerical and analytical techiques. It is shown that, in general, a three dimensional linear wave is not periodic. However, for some range of wave numbers depending on rotation, horizontally propagating waves are periodic. When the rotation ohgr is equal to $$\sqrt {(\gamma - 1)/(4\gamma )}$$ , all horizontal waves are periodic. Here, gamma is the ratio of specific heats. The analytical study is based on phase space analysis. It reveals that the quasi-simple waves are periodic only in some plane, even when the propagation is horizontal, in contrast to the case of non-rotating flows for which there is a single parameter family of periodic solutions provided the waves propagate horizontally. A classification of the singular points of the governing differential equations for quasi-simple waves is also appended.

Signal subspace approach in localization of sound source in shallow water

A new algorithm based on signal subspace approach is proposed for localizing a sound source in shallow water. In the first instance we assumed an ideal channel with plane parallel boundaries and known reflection properties. The sound source is assumed to emit a broadband stationary stochastic signal. The algorithm takes into account the spatial distribution of all images and reflection characteristics of the sea bottom. It is shown that both range and depth of a source can be measured accurately with the help of a vertical array of sensors. For good results the number of sensors should be greater than the number of significant images; however, localization is possible even with a smaller array but at the cost of higher side lobes. Next, we allowed the channel to be stochastically perturbed; this resulted in random phase errors in the reflection coefficients. The most singular effect of the phase errors is to introduce into the spectral matrix an extra term which may be looked upon as a signal generated coloured noise. It is shown through computer simulations that the signal peak height is reduced considerably as a consequence of random phase errors.

Steady incompressible flow of cohesionless granular materials through a wedge-shaped hopper: Frictional 14kinetic solution to the smooth wall, radial gravity problem

Hybrid frictional-kinetic equations are used to predict the velocity, grain temperature, and stress fields in hoppers. A suitable choice of dimensionless variables permits the pseudo-thermal energy balance to be decoupled from the momentum balance. These balances contain a small parameter, which is analogous to a reciprocal Reynolds number. Hence an approximate semi-analytical solution is constructed using perturbation methods. The energy balance is solved using the method of matched asymptotic expansions. The effect of heat conduction is confined to a very thin boundary layer near the exit, where it causes a marginal change in the temperature. Outside this layer, the temperature T increases rapidly as the radial coordinate r decreases. In particular, the conduction-free energy balance yields an asymptotic solution, valid for small values of r, of the form T proportional r-4. There is a corresponding increase in the kinetic stresses, which attain their maximum values at the hopper exit. The momentum balance is solved by a regular perturbation method. The contribution of the kinetic stresses is important only in a small region near the exit, where the frictional stresses tend to zero. Therefore, the discharge rate is only about 2.3% lower than the frictional value, for typical parameter values. As in the frictional case, the discharge rate for deep hoppers is found to be independent of the head of material.

The velocity dispersion of giant molecular clouds. II - Mathematical and numerical refinements

The energy input to giant molecular clouds is recalculated, using the proper linearized equations of motion, including the Coriolis force and allowing for changes in the guiding center. Perturbation theory yields a result in the limit of distant encounters and small initial epicyclic amplitudes. Direct integration of the motion equations allows the strong encounter regime to be studied. The present perturbation theory result differs by a factor of order unity from that of Jog and Ostriker (1988). The result of present numerical integrations for the 2D (planar) velocity dispersion is presented. The accretion rate for a molecular cloud in the Galactic disk is calculated.

Homonuclear NOE in spatially periodic spin systems

The nuclear Overhauser effect equations are solved analytically for a homonuclear group of spins whose sites are periodically arranged, including the special cases where the spins lie at the vertices of a regular polygon and on a one-dimensional lattice. t is shown that, for long correlation times, the equations governing magnetization transfer resemble a diffusion equation. Furthermore the deviation from exact diffusion is quantitatively related to the molecular tumbling correlation time. Equations are derived for the range of magnetization travel subsequent to the perturbation of a single spin in a lattice for both the case of strictly dipolar relaxation and the more general situation where additional T1 mechanisms may be active. The theory given places no restrictions on the delay (or mixing) times, and it includes all the spins in the system. Simulations are presented to confirm the theory.

Dynamics of freely suspended films with surface tension

We have studied the hydrodynamics of freely suspended membranes, liquid as well as crystalline, with surface tension. We find that nonlinear coupling to thermally excited undulations gives a singular contribution to the kinetic coefficients of these systems at low frequency and wavenumber. Our results differ in some important respects from those of Katz and Lebedev on this problem, and can be tested in mechanical impedance as well as time-correlation studies.

Stability of synchronization in a multi-cellular system

Networks of biochemical reactions regulated by positive-and negative-feedback processes underlie functional dynamics in single cells. Synchronization of dynamics in the constituent cells is a hallmark of collective behavior in multi-cellular biological systems. Stability of the synchronized state is required for robust functioning of the multi-cell system in the face of noise and perturbation. Yet, the ability to respond to signals and change functional dynamics are also important features during development, disease, and evolution in living systems. In this paper, using a coupled multi-cell system model, we investigate the role of system size, coupling strength and its topology on the synchronization of the collective dynamics and its stability. Even though different coupling topologies lead to synchronization of collective dynamics, diffusive coupling through the end product of the pathway does not confer stability to the synchronized state. The results are discussed with a view to their prevalence in biological systems. Copyright (C) EPLA, 2010

Critical phenomena in polymer solutions: Scaling of the free energy

The thermodynamics of monodisperse solutions of polymers in the neighborhood of the phase separation temperature is studied by means of Wilson’s recursion relation approach, starting from an effective ϕ4 Hamiltonian derived from a continuum model of a many‐chain system in poor solvents. Details of the chain statistics are contained in the coefficients of the field variables ϕ, so that the parameter space of the Hamiltonian includes the temperature, coupling constant, molecular weight, and excluded volume interaction. The recursion relations are solved under a series of simplifying assumptions, providing the scaling forms of the relevant parameters, which are then used to determine the scaling form of the free energy. The free energy, in turn, is used to calculate the other singular thermodynamic properties of the solution. These are characteristically power laws in the reduced temperature and molecular weight, with the temperature exponents being the same as those of the 3d Ising model. The molecular weight exponents are unique to polymer solutions, and the calculated values compare well with the available experimental data.

Normal mode sound propagation in an ocean with random narrow-band surface waves

Normal mode sound propagation in an isovelocity ocean with random narrow-band surface waves is considered, assuming the root-mean-square wave height to be small compared to the acoustic wavelength. Nonresonant interaction among the normal modes is studied straightforward perturbation technique. The more interesting case of resonant interaction is investigated using the method of multiple scales to obtain a pair of stochastic coupled amplitude equations which are solved using the Peano-Baker expansion technique. Equations for the spatial evolution of the first and second moments of the mode amplitudes are also derived and solved. It is shown that, irrespective of the initial conditions, the mean values of the mode amplitudes tend to zero asymptotically with increasing range, the mean-square amplitudes tend towards a state of equipartition of energy, and the total energy of the modes is conserved.

Growing pseudo-eigenmodes and positive logarithmic norms in rotating shear flows

Rotating shear flows, when angular momentum increases and angular velocity decreases as functions of radiation coordinate, are hydrodynamically stable under linear perturbation. The Keplerian flow is an example of such a system, which appears in an astrophysical context. Although decaying eigenmodes exhibit large transient energy growth of perturbation which could govern nonlinearity in the system, the feedback of inherent instability to generate turbulence seems questionable. We show that such systems exhibiting growing pseudo-eigenmodes easily reach an upper bound of growth rate in terms of the logarithmic norm of the involved non-normal operators, thus exhibiting feedback of inherent instability. This supports the existence of turbulence of hydrodynamic origin in the Keplerian accretion disc in astrophysics. Hence, this answers the question of the mismatch between the linear theory and experimental/observed data and helps in resolving the outstanding question of the origin of turbulence therein.

Stochastic Approximation Algorithms for Constrained Optimization via Simulation

We develop four algorithms for simulation-based optimization under multiple inequality constraints. Both the cost and the constraint functions are considered to be long-run averages of certain state-dependent single-stage functions. We pose the problem in the simulation optimization framework by using the Lagrange multiplier method. Two of our algorithms estimate only the gradient of the Lagrangian, while the other two estimate both the gradient and the Hessian of it. In the process, we also develop various new estimators for the gradient and Hessian. All our algorithms use two simulations each. Two of these algorithms are based on the smoothed functional (SF) technique, while the other two are based on the simultaneous perturbation stochastic approximation (SPSA) method. We prove the convergence of our algorithms and show numerical experiments on a setting involving an open Jackson network. The Newton-based SF algorithm is seen to show the best overall performance.