Exact path-integral evaluation of the heat distribution function of a trapped Brownian oscillator

Using path integrals, we derive an exact expression-valid at all times t-for the distribution P(Q,t) of the heat fluctuations Q of a Brownian particle trapped in a stationary harmonic well. We find that P(Q, t) can be expressed in terms of a modified Bessel function of zeroth order that in the limit t > infinity exactly recovers the heat distribution function obtained recently by Imparato et al. Phys. Rev. E 76, 050101(R) (2007)] from the approximate solution to a Fokker-Planck equation. This long-time result is in very good agreement with experimental measurements carried out by the same group on the heat effects produced by single micron-sized polystyrene beads in a stationary optical trap. An earlier exact calculation of the heat distribution function of a trapped particle moving at a constant speed v was carried out by van Zon and Cohen Phys. Rev. E 69, 056121 (2004)]; however, this calculation does not provide an expression for P(Q, t) itself, but only its Fourier transform (which cannot be analytically inverted), nor can it be used to obtain P(Q, t) for the case v=0.

Segal-Bargmann Transform and Paley-Wiener Theorems on Motion Groups

We study the Segal-Bargmann transform on a motion group R-n v K, where K is a compact subgroup of SO(n) A characterization of the Poisson integrals associated to the Laplacian on R-n x K is given We also establish a Paley-Wiener type theorem using complexified representations

Exact nonlinear travelling hydromagnetic wave solutions

Exact travelling wave solutions for hydromagnetic waves in an exponentially stratified incompressible medium are obtained. With the help of two integrals it becomes possible to reduce the system of seven nonlinear PDE's to a second order nonlinear ODE which describes an one dimensional harmonic oscillator with a nonlinear friction term. This equation is studied in detail in the phase plane. The travelling waves are periodic only when they propagate either horizontally or vertically. The reduced second order nonlinear differential equation describing the travelling waves in inhomogeneous conducting media has rather ubiquitous nature in that it also appears in other geophysical systems such as internal waves, Rossby waves and topographic Rossby waves in the ocean.

Electronic excitations and alternation of conjugated polymers

The electronic excitations and fluorescence of conjugated polymers are related to large or small alternation ? of the transfer integrals t(1 ± ?) along the backbone. The fluorescence of polysilanes (PSs) and poly (para-phenylenevinylene (PPV) is linked to large ?, which places the one-photon gap Eg below the lowest two-photon gap Ea and reduces distortions due to electron-phonon (e-p) coupling. In contrast to small ? not, vert, similar 0.1 in ?-conjugated polymers, such as polyacetylene (PA), para-conjugated phenyls lead to an extended ?-system with increased alternation, to states localized on each ring and to charge-transfer excitations between them. Surprisingly good agreement is found between semiempirical parametric method 3 (PM3) bond lengths and exact Pariser-Parr-Pople (PPP) ?-bond orders for trans-stilbene, where the PPV bipolarons are confined to two phenyls. Stilbene spectra are consistent with increased alternation and small e-p distortions.

Integrability and singularity structure of predator‐prey system

The ‘‘extended’’ ARS (Ablowitz, Ramani, and Segur) algorithm is introduced to characterize a dynamical system as Painlevé or otherwise; to that end, it is required that the formal series—the Laurent series, logarithmic, algebraic psi series about a movable singularity—are shown to converge in the deleted neighborhood of the singularity. The determinations thus obtained are compared with those following from the α method of Painlevé. An attempt is made to relate the structure of solutions about a movable singularity with that of first integrals (when they exist). All these ideas are illustrated by a comprehensive analysis of the general two‐dimensional predator‐prey system.

The shear dynamo problem for small magnetic Reynolds numbers

We study large-scale kinematic dynamo action due to turbulence in the presence of a linear shear flow in the low-conductivity limit. Our treatment is non-perturbative in the shear strength and makes systematic use of both the shearing coordinate transformation and the Galilean invariance of the linear shear flow. The velocity fluctuations are assumed to have low magnetic Reynolds number (Re-m), but could have arbitrary fluid Reynolds number. The equation for the magnetic fluctuations is expanded perturbatively in the small quantity, Re-m. Our principal results are as follows: (i) the magnetic fluctuations are determined to the lowest order in Rem by explicit calculation of the resistive Green's function for the linear shear flow; (ii) the mean electromotive force is then calculated and an integro-differential equation is derived for the time evolution of the mean magnetic field. In this equation, velocity fluctuations contribute to two different kinds of terms, the 'C' and 'D' terms, respectively, in which first and second spatial derivatives of the mean magnetic field, respectively, appear inside the space-time integrals; (iii) the contribution of the D term is such that its contribution to the time evolution of the cross-shear components of the mean field does not depend on any other components except itself. Therefore, to the lowest order in Re-m, but to all orders in the shear strength, the D term cannot give rise to a shear-current-assisted dynamo effect; (iv) casting the integro-differential equation in Fourier space, we show that the normal modes of the theory are a set of shearing waves, labelled by their sheared wavevectors; (v) the integral kernels are expressed in terms of the velocity-spectrum tensor, which is the fundamental dynamical quantity that needs to be specified to complete the integro-differential equation description of the time evolution of the mean magnetic field; (vi) the C term couples different components of the mean magnetic field, so they can, in principle, give rise to a shear-current-type effect. We discuss the application to a slowly varying magnetic field, where it can be shown that forced non-helical velocity dynamics at low fluid Reynolds number does not result in a shear-current-assisted dynamo effect.

Image reconstruction from incomplete projections data: A multiresolution modeling approach

Computerized tomography is an imaging technique which produces cross sectional map of an object from its line integrals. Image reconstruction algorithms require collection of line integrals covering the whole measurement range. However, in many practical situations part of projection data is inaccurately measured or not measured at all. In such incomplete projection data situations, conventional image reconstruction algorithms like the convolution back projection algorithm (CBP) and the Fourier reconstruction algorithm, assuming the projection data to be complete, produce degraded images. In this paper, a multiresolution multiscale modeling using the wavelet transform coefficients of projections is proposed for projection completion. The missing coefficients are then predicted based on these models at each scale followed by inverse wavelet transform to obtain the estimated projection data.

Model Hamiltonians for nonlinear optical properties of conjugated polymers

Quantum cell models for delocalized electrons provide a unified approach to the large NLO responses of conjugated polymers and pi-pi* spectra of conjugated molecules. We discuss exact NLO coefficients of infinite chains with noninteracting pi-electrons and finite chains with molecular Coulomb interactions V(R) in order to compare exact and self-consistent-field results, to follow the evolution from molecular to polymeric responses, and to model vibronic contributions in third-harmonic-generation spectra. We relate polymer fluorescence to the alternation delta of transfer integrals t(1+/-delta) along the chain and discuss correlated excited states and energy thresholds of conjugated polymers.

Nonlinear dynamics of a rigid block on a rigid base

The planar rocking of a prismatic rectangular rigid block about either of its corners is considered. The problem of homoclinic intersections of the stable and unstable manifolds of the perturbed separatrix is addressed to and the corresponding Melnikov functions are derived. Inclusion of the vertical forcing in the Hamiltonian permits the construction of a three-dimensional separatrix. The corresponding modified Melnikov function of Wiggins for homoclinic intersections is derived. Further, the 1-period symmetric orbits are predicted analytically using the method of averaging and compared with the simulation results. The stability boundary for such orbits is also established.

Role of elasto-plastic analysis under cyclic loading in fatigue crack growth studies

Linear Elastic Fracture Mechanics (LEFM) has been widely used in the past for fatigue crack growth studies, but this is acceptable only in situations which are within small scale yielding (SSY). In many practical structural components, conditions of SSY could be violated and one has to look for fracture criteria based on elasto-plastic analysis. Crack closure phenomenon, one of the most striking discoveries based on inelastic deformations during crack growth, has significant effect on fatigue crack growth rate. Numerical simulation of this phenomenon is computationally intensive and involved but has been successfully implemented. Stress intensity factors and strain energy release rates lose their meaning, J-integral (or its incremental) values are applicable only in specific situations, whereas alternate path independent integrals have been proposed in the literature for use with elasto-plastic fracture mechanics (EPFM) based criteria. This paper presents certain salient features of two independent finite element (numerical) studies of relevance to fatigue crack growth, where elasto-plastic analysis becomes significant. These problems can only be handled in the current day computational environment, and would have been only a dream just a few years ago.

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

A Nearly Exact Reformulation of the Girsanov Linearization for Stochastically Driven Nonlinear Oscillators

The Girsanov linearization method (GLM), proposed earlier in Saha, N., and Roy, D., 2007, ``The Girsanov Linearisation Method for Stochastically Driven Nonlinear Oscillators,'' J. Appl. Mech., 74, pp. 885-897, is reformulated to arrive at a nearly exact, semianalytical, weak and explicit scheme for nonlinear mechanical oscillators under additive stochastic excitations. At the heart of the reformulated linearization is a temporally localized rejection sampling strategy that, combined with a resampling scheme, enables selecting from and appropriately modifying an ensemble of locally linearized trajectories while weakly applying the Girsanov correction (the Radon-Nikodym derivative) for the linearization errors. The semianalyticity is due to an explicit linearization of the nonlinear drift terms and it plays a crucial role in keeping the Radon-Nikodym derivative ``nearly bounded'' above by the inverse of the linearization time step (which means that only a subset of linearized trajectories with low, yet finite, probability exceeds this bound). Drift linearization is conveniently accomplished via the first few (lower order) terms in the associated stochastic (Ito) Taylor expansion to exclude (multiple) stochastic integrals from the numerical treatment. Similarly, the Radon-Nikodym derivative, which is a strictly positive, exponential (super-) martingale, is converted to a canonical form and evaluated over each time step without directly computing the stochastic integrals appearing in its argument. Through their numeric implementations for a few low-dimensional nonlinear oscillators, the proposed variants of the scheme, presently referred to as the Girsanov corrected linearization method (GCLM), are shown to exhibit remarkably higher numerical accuracy over a much larger range of the time step size than is possible with the local drift-linearization schemes on their own.

A finite element method for the Saint-Venant torsion and bending problems for prismatic beams

In this work, we present a finite element formulation for the Saint-Venant torsion and bending problems for prismatic beams. The torsion problem formulation is based on the warping function, and can handle multiply-connected regions (including thin-walled structures), compound and anisotropic bars. Similarly, the bending formulation, which is based on linearized elasticity theory, can handle multiply-connected domains including thin-walled sections. The torsional rigidity and shear centers can be found as special cases of these formulations. Numerical results are presented to show the good coarse-mesh accuracy of both the formulations for both the displacement and stress fields. The stiffness matrices and load vectors (which are similar to those for a variable body force in a conventional structural mechanics problem) in both formulations involve only domain integrals, which makes them simple to implement and computationally efficient. (C) 2014 Elsevier Ltd. All rights reserved.