An integral fluctuation theorem for systems with unidirectional transitions

The fluctuations of a Markovian jump process with one or more unidirectional transitions, where R-ij > 0 but R-ji = 0, are studied. We find that such systems satisfy an integral fluctuation theorem. The fluctuating quantity satisfying the theorem is a sum of the entropy produced in the bidirectional transitions and a dynamical contribution, which depends on the residence times in the states connected by the unidirectional transitions. The convergence of the integral fluctuation theorem is studied numerically and found to show the same qualitative features as systems exhibiting microreversibility.

Adaptive mesh generation for singularly perturbed fourth-order ordinary differential equations

In this paper, we consider a singularly perturbed boundary-value problem for fourth-order ordinary differential equation (ODE) whose highest-order derivative is multiplied by a small perturbation parameter. To solve this ODE, we transform the differential equation into a coupled system of two singularly perturbed ODEs. The classical central difference scheme is used to discretize the system of ODEs on a nonuniform mesh which is generated by equidistribution of a positive monitor function. We have shown that the proposed technique provides first-order accuracy independent of the perturbation parameter. Numerical experiments are provided to validate the theoretical results.

Simple three parameter equations for correlating liquid phase compositions in subcritical and supercritical systems

Two Chrastil type expressions have been developed to model the solubility of supercritical fluids/gases in liquids. The three parameter expressions proposed correlates the solubility as a function of temperature, pressure and density. The equation can also be used to check the self-consistency of the experimental data of liquid phase compositions for supercritical fluid-liquid equilibria. Fifty three different binary systems (carbon-dioxide + liquid) with around 2700 data points encompassing a wide range of compounds like esters, alcohols, carboxylic acids and ionic liquids were successfully modeled for a wide range of temperatures and pressures. Besides the test for self-consistency, based on the data at one temperature, the model can be used to predict the solubility of supercritical fluids in liquids at different temperatures. (C) 2014 Elsevier B.V. All rights reserved.

Adaptive Mesh Refinement for Fast Convergence of EFIE-Based 3-D Extraction

3-D full-wave method of moments (MoM) based electromagnetic analysis is a popular means toward accurate solution of Maxwell's equations. The time and memory bottlenecks associated with such a solution have been addressed over the last two decades by linear complexity fast solver algorithms. However, the accurate solution of 3-D full-wave MoM on an arbitrary mesh of a package-board structure does not guarantee accuracy, since the discretization may not be fine enough to capture spatial changes in the solution variable. At the same time, uniform over-meshing on the entire structure generates a large number of solution variables and therefore requires an unnecessarily large matrix solution. In this paper, different refinement criteria are studied in an adaptive mesh refinement platform. Consequently, the most suitable conductor mesh refinement criterion for MoM-based electromagnetic package-board extraction is identified and the advantages of this adaptive strategy are demonstrated from both accuracy and speed perspectives. The results are also compared with those of the recently reported integral equation-based h-refinement strategy. Finally, a new methodology to expedite each adaptive refinement pass is proposed.

Bayesian parameter identification in dynamic state space models using modified measurement equations

When Markov chain Monte Carlo (MCMC) samplers are used in problems of system parameter identification, one would face computational difficulties in dealing with large amount of measurement data and (or) low levels of measurement noise. Such exigencies are likely to occur in problems of parameter identification in dynamical systems when amount of vibratory measurement data and number of parameters to be identified could be large. In such cases, the posterior probability density function of the system parameters tends to have regions of narrow supports and a finite length MCMC chain is unlikely to cover pertinent regions. The present study proposes strategies based on modification of measurement equations and subsequent corrections, to alleviate this difficulty. This involves artificial enhancement of measurement noise, assimilation of transformed packets of measurements, and a global iteration strategy to improve the choice of prior models. Illustrative examples cover laboratory studies on a time variant dynamical system and a bending-torsion coupled, geometrically non-linear building frame under earthquake support motions. (C) 2015 Elsevier Ltd. All rights reserved.

THEORY OF NEWFORMS OF HALF-INTEGRAL WEIGHT

We set up the theory of newforms of half-integral weight on Gamma(0)(8N) and Gamma(0)(16N), where N is odd and squarefree. Further, we extend the definition of the Kohnen plus space in general for trivial character and also study the theory of newforms in the plus spaces on Gamma(0)(8N), Gamma(0)(16N), where N is odd and squarefree. Finally, we show that the Atkin-Lehner W-operator W-4 acts as the identity operator on S-2k(new)(4N), where N is odd and squarefree. This proves that S-2k(-)(4) = S-2k(4).

Markov chain splitting methods in structural reliability integral estimation

Monte Carlo simulation methods involving splitting of Markov chains have been used in evaluation of multi-fold integrals in different application areas. We examine in this paper the performance of these methods in the context of evaluation of reliability integrals from the point of view of characterizing the sampling fluctuations. The methods discussed include the Au-Beck subset simulation, Holmes-Diaconis-Ross method, and generalized splitting algorithm. A few improvisations based on first order reliability method are suggested to select algorithmic parameters of the latter two methods. The bias and sampling variance of the alternative estimators are discussed. Also, an approximation to the sampling distribution of some of these estimators is obtained. Illustrative examples involving component and series system reliability analyses are presented with a view to bring out the relative merits of alternative methods. (C) 2015 Elsevier Ltd. All rights reserved.

On the superposition principle in interference experiments

The superposition principle is usually incorrectly applied in interference experiments. This has recently been investigated through numerics based on Finite Difference Time Domain (FDTD) methods as well as the Feynman path integral formalism. In the current work, we have derived an analytic formula for the Sorkin parameter which can be used to determine the deviation from the application of the principle. We have found excellent agreement between the analytic distribution and those that have been earlier estimated by numerical integration as well as resource intensive FDTD simulations. The analytic handle would be useful for comparing theory with future experiments. It is applicable both to physics based on classical wave equations as well as the non-relativistic Schrodinger equation.

Modelling Proximity Effects in Transverse Magnetic Mode for Lightning Studies

Lightning strike to instrumented and communication towers can be a source of electromagnetic disturbance to the system connected. Long cables running on these towers can get significant induction to their sheath/core, which would then couple to the connected equipments. For a quantitative analysis of the situation, suitable theoretical analysis is necessary. Due to the dominance of the transverse magnetic mode during the fast rising portion of the stroke current, which is the period of significant induction, a full wave solution based on Maxwell's equations is necessary. Owing to the large geometric aspect ratio of tower lattice elements and for feasibility of a numerical solution, the thin-wire formulation for the electric field integral equation is generally adopted. However, the classical thin-wire formulation is not set for handling non-cylindrical conductors like tower lattice elements and the proximity of other conductors. The present work investigates further into a recently proposed method for handling such a situation and optimizes the numerical solution approach.

Spectral solutions to the Korteweg-de-Vries and nonlinear Schrodinger equations

In this paper, we present the solutions of 1-D and 2-D non-linear partial differential equations with initial conditions. We approach the solutions in time domain using two methods. We first solve the equations using Fourier spectral approximation in the spatial domain and secondly we compare the results with the approximation in the spatial domain using orthogonal functions such as Legendre or Chebyshev polynomials as their basis functions. The advantages and the applicability of the two different methods for different types of problems are brought out by considering 1-D and 2-D nonlinear partial differential equations namely the Korteweg-de-Vries and nonlinear Schrodinger equation with different potential function. (C) 2015 Elsevier Ltd. All rights reserved.

Correlation equations for average deposition rate coefficients of nanoparticles in a cylindrical pore

Nanoparticle deposition behavior observed at the Darcy scale represents an average of the processes occurring at the pore scale. Hence, the effect of various pore-scale parameters on nanoparticle deposition can be understood by studying nanoparticle transport at pore scale and upscaling the results to the Darcy scale. In this work, correlation equations for the deposition rate coefficients of nanoparticles in a cylindrical pore are developed as a function of nine pore-scale parameters: the pore radius, nanoparticle radius, mean flow velocity, solution ionic strength, viscosity, temperature, solution dielectric constant, and nanoparticle and collector surface potentials. Based on dominant processes, the pore space is divided into three different regions, namely, bulk, diffusion, and potential regions. Advection-diffusion equations for nanoparticle transport are prescribed for the bulk and diffusion regions, while the interaction between the diffusion and potential regions is included as a boundary condition. This interaction is modeled as a first-order reversible kinetic adsorption. The expressions for the mass transfer rate coefficients between the diffusion and the potential regions are derived in terms of the interaction energy profile. Among other effects, we account for nanoparticle-collector interaction forces on nanoparticle deposition. The resulting equations are solved numerically for a range of values of pore-scale parameters. The nanoparticle concentration profile obtained for the cylindrical pore is averaged over a moving averaging volume within the pore in order to get the 1-D concentration field. The latter is fitted to the 1-D advection-dispersion equation with an equilibrium or kinetic adsorption model to determine the values of the average deposition rate coefficients. In this study, pore-scale simulations are performed for three values of Peclet number, Pe = 0.05, 5, and 50. We find that under unfavorable conditions, the nanoparticle deposition at pore scale is best described by an equilibrium model at low Peclet numbers (Pe = 0.05) and by a kinetic model at high Peclet numbers (Pe = 50). But, at an intermediate Pe (e.g., near Pe = 5), both equilibrium and kinetic models fit the 1-D concentration field. Correlation equations for the pore-averaged nanoparticle deposition rate coefficients under unfavorable conditions are derived by performing a multiple-linear regression analysis between the estimated deposition rate coefficients for a single pore and various pore-scale parameters. The correlation equations, which follow a power law relation with nine pore-scale parameters, are found to be consistent with the column-scale and pore-scale experimental results, and qualitatively agree with the colloid filtration theory. These equations can be incorporated into pore network models to study the effect of pore-scale parameters on nanoparticle deposition at larger length scales such as Darcy scale.

The time finite element as a robust general scheme for solving nonlinear dynamic equations including chaotic systems

Schemes that can be proven to be unconditionally stable in the linear context can yield unstable solutions when used to solve nonlinear dynamical problems. Hence, the formulation of numerical strategies for nonlinear dynamical problems can be particularly challenging. In this work, we show that time finite element methods because of their inherent energy momentum conserving property (in the case of linear and nonlinear elastodynamics), provide a robust time-stepping method for nonlinear dynamic equations (including chaotic systems). We also show that most of the existing schemes that are known to be robust for parabolic or hyperbolic problems can be derived within the time finite element framework; thus, the time finite element provides a unification of time-stepping schemes used in diverse disciplines. We demonstrate the robust performance of the time finite element method on several challenging examples from the literature where the solution behavior is known to be chaotic. (C) 2015 Elsevier Inc. All rights reserved.

The time finite element as a robust general scheme for solving nonlinear dynamic equations including chaotic systems

Schemes that can be proven to be unconditionally stable in the linear context can yield unstable solutions when used to solve nonlinear dynamical problems. Hence, the formulation of numerical strategies for nonlinear dynamical problems can be particularly challenging. In this work, we show that time finite element methods because of their inherent energy momentum conserving property (in the case of linear and nonlinear elastodynamics), provide a robust time-stepping method for nonlinear dynamic equations (including chaotic systems). We also show that most of the existing schemes that are known to be robust for parabolic or hyperbolic problems can be derived within the time finite element framework; thus, the time finite element provides a unification of time-stepping schemes used in diverse disciplines. We demonstrate the robust performance of the time finite element method on several challenging examples from the literature where the solution behavior is known to be chaotic. (C) 2015 Elsevier Inc. All rights reserved.