SPLIT-STEP FORWARD MILSTEIN METHOD FOR STOCHASTIC DIFFERENTIAL EQUATIONS

In this paper, we consider the problem of computing numerical solutions for stochastic differential equations (SDEs) of Ito form. A fully explicit method, the split-step forward Milstein (SSFM) method, is constructed for solving SDEs. It is proved that the SSFM method is convergent with strong order gamma = 1 in the mean-square sense. The analysis of stability shows that the mean-square stability properties of the method proposed in this paper are an improvement on the mean-square stability properties of the Milstein method and three stage Milstein methods.

Use of Fick's law and Maxwell–Stefan equations in computation of multicomponent diffusion

This article does not have an abstract.

Path-integral formulation for Levy flights: Evaluation of the propagator for free, linear, and harmonic potentials in the over- and underdamped limits

Levy flights can be described using a Fokker-Planck equation, which involves a fractional derivative operator in the position coordinate. Such an operator has its natural expression in the Fourier domain. Starting with this, we show that the solution of the equation can be written as a Hamiltonian path integral. Though this has been realized in the literature, the method has not found applications as the path integral appears difficult to evaluate. We show that a method in which one integrates over the position coordinates first, after which integration is performed over the momentum coordinates, can be used to evaluate several path integrals that are of interest. Using this, we evaluate the propagators for (a) free particle, (b) particle subjected to a linear potential, and (c) harmonic potential. In all the three cases, we have obtained results for both overdamped and underdamped cases. DOI: 10.1103/PhysRevE.86.061105

Site-specific N-Linked Glycosylation of Receptor Guanylyl Cyclase C Regulates Ligand Binding, Ligand-mediated Activation and Interaction with Vesicular Integral Membrane Protein 36, VIP36

Guanylyl cyclase C (GC-C) is a multidomain, membrane-associated receptor guanylyl cyclase. GC-C is primarily expressed in the gastrointestinal tract, where it mediates fluid-ion homeostasis, intestinal inflammation, and cell proliferation in a cGMP-dependent manner, following activation by its ligands guanylin, uroguanylin, or the heat-stable enterotoxin peptide (ST). GC-C is also expressed in neurons, where it plays a role in satiation and attention deficiency/hyperactive behavior. GC-C is glycosylated in the extracellular domain, and differentially glycosylated forms that are resident in the endoplasmic reticulum (130 kDa) and the plasma membrane (145 kDa) bind the ST peptide with equal affinity. When glycosylation of human GC-C was prevented, either by pharmacological intervention or by mutation of all of the 10 predicted glycosylation sites, ST binding and surface localization was abolished. Systematic mutagenesis of each of the 10 sites of glycosylation in GC-C, either singly or in combination, identified two sites that were critical for ligand binding and two that regulated ST-mediated activation. We also show that GC-C is the first identified receptor client of the lectin chaperone vesicular integral membrane protein, VIP36. Interaction with VIP36 is dependent on glycosylation at the same sites that allow GC-C to fold and bind ligand. Because glycosylation of proteins is altered in many diseases and in a tissue-dependent manner, the activity and/or glycan-mediated interactions of GC-C may have a crucial role to play in its functions in different cell types.

Bipolar Poisson Solution for Independent Double-Gate MOSFET

We propose a new set of input voltage equations (IVEs) for independent double-gate MOSFET by solving the governing bipolar Poisson equation (PE) rigorously. The proposed IVEs, which involve the Legendre's incomplete elliptic integral of the first kind and Jacobian elliptic functions and are valid from accumulation to inversion regimes, are shown to have good agreement with the numerical solution of the same PE for all bias conditions.

Some questions on integral geometry on noncompact symmetric spaces of higher rank

Let be a noncompact symmetric space of higher rank. We consider two types of averages of functions: one, over level sets of the heat kernel on and the other, over geodesic spheres. We prove injectivity results for functions in which extend the results in Pati and Sitaram (Sankya Ser A 62:419-424, 2000).

Exponential compact higher order scheme and their stability analysis for unsteady convection-diffusion equations

Exponential compact higher-order schemes have been developed for unsteady convection-diffusion equation (CDE). One of the developed scheme is sixth-order accurate which is conditionally stable for the Peclet number 0 <= Pe <= 2.8 and the other is fourth-order accurate which is unconditionally stable. Schemes for two-dimensional (2D) problems are made to use alternate direction implicit (ADI) algorithm. Example problems are solved and the numerical solutions are compared with the analytical solutions for each case.

System-level SoC near-field (NF) emissions: Simulation to measurement correlation

As System-on-Chip (SoC) designs migrate to 28nm process node and beyond, the electromagnetic (EM) co-interactions of the Chip-Package-Printed Circuit Board (PCB) becomes critical and require accurate and efficient characterization and verification. In this paper a fast, scalable, and parallelized boundary element based integral EM solutions to Maxwell equations is presented. The accuracy of the full-wave formulation, for complete EM characterization, has been validated on both canonical structures and real-world 3-D system (viz. Chip + Package + PCB). Good correlation between numerical simulation and measurement has been achieved. A few examples of the applicability of the formulation to high speed digital and analog serial interfaces on a 45nm SoC are also presented.

Structure-function hierarchies and von Karman-Howarth relations for turbulence in magnetohydrodynamical equations

We generalize the method of A. M. Polyakov, Phys. Rev. E 52, 6183 (1995)] for obtaining structure-function relations in turbulence in the stochastically forced Burgers equation, to develop structure-function hierarchies for turbulence in three models for magnetohydrodynamics (MHD). These are the Burgers analogs of MHD in one dimension Eur. Phys. J.B 9, 725 (1999)], and in three dimensions (3DMHD and 3D Hall MHD). Our study provides a convenient and unified scheme for the development of structure-function hierarchies for turbulence in a variety of coupled hydrodynamical equations. For turbulence in the three sets of MHD equations mentioned above, we obtain exact relations for third-order structure functions and their derivatives; these expressions are the analogs of the von Karman-Howarth relations for fluid turbulence. We compare our work with earlier studies of such relations in 3DMHD and 3D Hall MHD.

UNIQUENESS OF SOLUTIONS TO SCHRODINGER EQUATIONS ON H-TYPE GROUPS

This paper deals with the Schrodinger equation i partial derivative(s)u(z, t; s) - Lu(z, t; s) = 0; where L is the sub-Laplacian on the Heisenberg group. Assume that the initial data f satisfies vertical bar f(z, t)vertical bar less than or similar to q(alpha)(z, t), where q(s) is the heat kernel associated to L. If in addition vertical bar u(z, t; s(0))vertical bar less than or similar to q(beta)(z, t), for some s(0) is an element of R \textbackslash {0}, then we prove that u(z, t; s) = 0 for all s is an element of R whenever alpha beta < s(0)(2). This result holds true in the more general context of H-type groups. We also prove an analogous result for the Grushin operator on Rn+1.

A fractional order proportional integral controller for path following and trajectory tracking of miniature air vehicles

In this paper, a fractional order proportional-integral controller is developed for a miniature air vehicle for rectilinear path following and trajectory tracking. The controller is implemented by constructing a vector field surrounding the path to be followed, which is then used to generate course commands for the miniature air vehicle. The fractional order proportional-integral controller is simulated using the fundamentals of fractional calculus, and the results for this controller are compared with those obtained for a proportional controller and a proportional integral controller. In order to analyze the performance of the controllers, four performance metrics, namely (maximum) overshoot, control effort, settling time and integral of the timed absolute error cost, have been selected. A comparison of the nominal as well as the robust performances of these controllers indicates that the fractional order proportional-integral controller exhibits the best performance in terms of ITAE while showing comparable performances in all other aspects.

Frequency Domain Based Solution for Certain Class of Wave Equations: An exhaustive study of Numerical Solutions

The paper discusses the frequency domain based solution for a certain class of wave equations such as: a second order partial differential equation in one variable with constant and varying coefficients (Cantilever beam) and a coupled second order partial differential equation in two variables with constant and varying coefficients (Timoshenko beam). The exact solution of the Cantilever beam with uniform and varying cross-section and the Timoshenko beam with uniform cross-section is available. However, the exact solution for Timoshenko beam with varying cross-section is not available. Laplace spectral methods are used to solve these problems exactly in frequency domain. The numerical solution in frequency domain is done by discretisation in space by approximating the unknown function using spectral functions like Chebyshev polynomials, Legendre polynomials and also Normal polynomials. Different numerical methods such as Galerkin Method, Petrov- Galerkin method, Method of moments and Collocation method or the Pseudo-spectral method in frequency domain are studied and compared with the available exact solution. An approximate solution is also obtained for the Timoshenko beam with varying cross-section using Laplace Spectral Element Method (LSEM). The group speeds are computed exactly for the Cantilever beam and Timoshenko beam with uniform cross-section and is compared with the group speeds obtained numerically. The shear mode and the bending modes of the Timoshenko beam with uniform cross-section are separated numerically by applying a modulated pulse as the shear force and the corresponding group speeds for varying taper parameter in are obtained numerically by varying the frequency of the input pulse. An approximate expression for calculating group speeds corresponding to the shear mode and the bending mode, and also the cut-off frequency is obtained. Finally, we show that the cut-off frequency disappears for large in, for epsilon > 0 and increases for large in, for epsilon < 0.

Modified Adomian Decomposition Method for Van der Pol equations

In the paper, the well known Adomian Decomposition Method (ADM) is modified to solve the parabolic equations. The present method is quite different than the numerical method. The results are compared with the existing exact or analytical method. The already known existing Adomian Decomposition Method is modified to improve the accuracy and convergence. Thus, the modified method is named as Modified Adomian Decomposition Method (MADM). The Modified Adomian Decomposition Method results are found to converge very quickly and are more accurate compared to ADM and numerical methods. MADM is quite efficient and is practically well suited for use in these problems. Several examples are given to check the reliability of the present method. Modified Adomian Decomposition Method is a non-numerical method which can be adapted for solving parabolic equations. In the current paper, the principle of the decomposition method is described, and its advantages are shown in the form of parabolic equations. (C) 2014 The Authors. Published by Elsevier Ltd. This is an open access article under the CC BY-NC-ND license (http://creativecommons.org/licenses/by-nc-nd/3.0/).

Regimes of nonlinear depletion and regularity in the 3D Navier-Stokes equations

The periodic 3D Navier-Stokes equations are analyzed in terms of dimensionless, scaled, L-2m-norms of vorticity D-m (1 <= m <= infinity). The first in this hierarchy, D-1, is the global enstrophy. Three regimes naturally occur in the D-1-D-m plane. Solutions in the first regime, which lie between two concave curves, are shown to be regular, owing to strong nonlinear depletion. Moreover, numerical experiments have suggested, so far, that all dynamics lie in this heavily depleted regime 1]; new numerical evidence for this is presented. Estimates for the dimension of a global attractor and a corresponding inertial range are given for this regime. However, two more regimes can theoretically exist. In the second, which lies between the upper concave curve and a line, the depletion is insufficient to regularize solutions, so no more than Leray's weak solutions exist. In the third, which lies above this line, solutions are regular, but correspond to extreme initial conditions. The paper ends with a discussion on the possibility of transition between these regimes.

Transition from dissipative to conservative dynamics in equations of hydrodynamics

We show, by using direct numerical simulations and theory, how, by increasing the order of dissipativity (alpha) in equations of hydrodynamics, there is a transition from a dissipative to a conservative system. This remarkable result, already conjectured for the asymptotic case alpha -> infinity U. Frisch et al., Phys. Rev. Lett. 101, 144501 (2008)], is now shown to be true for any large, but finite, value of alpha greater than a crossover value alpha(crossover). We thus provide a self-consistent picture of how dissipative systems, under certain conditions, start behaving like conservative systems and hence elucidate the subtle connection between equilibrium statistical mechanics and out-of-equilibrium turbulent flows.