The fully implicit stochastic-alpha method for stiff stochastic differential equations

A fully implicit integration method for stochastic differential equations with significant multiplicative noise and stiffness in both the drift and diffusion coefficients has been constructed, analyzed and illustrated with numerical examples in this work. The method has strong order 1.0 consistency and has user-selectable parameters that allow the user to expand the stability region of the method to cover almost the entire drift-diffusion stability plane. The large stability region enables the method to take computationally efficient time steps. A system of chemical Langevin equations simulated with the method illustrates its computational efficiency.

Entire Solutions of Hydrodynamical Equations with Exponential Dissipation

We consider a modification of the three-dimensional Navier-Stokes equations and other hydrodynamical evolution equations with space-periodic initial conditions in which the usual Laplacian of the dissipation operator is replaced by an operator whose Fourier symbol grows exponentially as e(vertical bar k vertical bar/kd) at high wavenumbers vertical bar k vertical bar. Using estimates in suitable classes of analytic functions, we show that the solutions with initially finite energy become immediately entire in the space variables and that the Fourier coefficients decay faster than e-(C(k/kd) ln(vertical bar k vertical bar/kd)) for any C < 1/(2 ln 2). The same result holds for the one-dimensional Burgers equation with exponential dissipation but can be improved: heuristic arguments and very precise simulations, analyzed by the method of asymptotic extrapolation of van der Hoeven, indicate that the leading-order asymptotics is precisely of the above form with C = C-* = 1/ ln 2. The same behavior with a universal constant C-* is conjectured for the Navier-Stokes equations with exponential dissipation in any space dimension. This universality prevents the strong growth of intermittency in the far dissipation range which is obtained for ordinary Navier-Stokes turbulence. Possible applications to improved spectral simulations are briefly discussed.

A new framework for solution of multidimensional population balance equations

A new framework is proposed in this work to solve multidimensional population balance equations (PBEs) using the method of discretization. A continuous PBE is considered as a statement of evolution of one evolving property of particles and conservation of their n internal attributes. Discretization must therefore preserve n + I properties of particles. Continuously distributed population is represented on discrete fixed pivots as in the fixed pivot technique of Kumar and Ramkrishna [1996a. On the solution of population balance equation by discretization-I A fixed pivot technique. Chemical Engineering Science 51(8), 1311-1332] for 1-d PBEs, but instead of the earlier extensions of this technique proposed in the literature which preserve 2(n) properties of non-pivot particles, the new framework requires n + I properties to be preserved. This opens up the use of triangular and tetrahedral elements to solve 2-d and 3-d PBEs, instead of the rectangles and cuboids that are suggested in the literature. Capabilities of computational fluid dynamics and other packages available for generating complex meshes can also be harnessed. The numerical results obtained indeed show the effectiveness of the new framework. It also brings out the hitherto unknown role of directionality of the grid in controlling the accuracy of the numerical solution of multidimensional PBEs. The numerical results obtained show that the quality of the numerical solution can be improved significantly just by altering the directionality of the grid, which does not require any increase in the number of points, or any refinement of the grid, or even redistribution of pivots in space. Directionality of a grid can be altered simply by regrouping of pivots.

Global lopsided instability in a purely stellar galactic disc

It is shown that pure exponential discs in spiral galaxies are capable of supporting slowly varying discrete global lopsided modes, which can explain the observed features of lopsidedness in the stellar discs. Using linearized fluid dynamical equations with the softened self-gravity and pressure of the perturbation as the collective effect, we derive self-consistently a quadratic eigenvalue equation for the lopsided perturbation in the galactic disc. On solving this, we find that the ground-state mode shows the observed characteristics of the lopsidedness in a galactic disc, namely the fractional Fourier amplitude A(1), increases smoothly with the radius. These lopsided patterns precess in the disc with a very slow pattern speed with no preferred sense of precession. We show that the lopsided modes in the stellar disc are long-lived because of a substantial reduction (approximately a factor of 10 compared to the local free precession rate) in the differential precession. The numerical solution of the equations shows that the groundstate lopsided modes are either very slowly precessing stationary normal mode oscillations of the disc or growing modes with a slow growth rate depending on the relative importance of the collective effect of the self-gravity. N-body simulations are performed to test the spontaneous growth of lopsidedness in a pure stellar disc. Both approaches are then compared and interpreted in terms of long-lived global m = 1 instabilities, with almost zero pattern speed.

Quadratic Nonlinearity of One- and Two-Electron Oxidized Metalloporphyrins and Their Switching in Solution

We report the quadratic nonlinearity of one- and two-electron oxidation products of the first series of transition metal complexes of meso-tetraphenylporphyrin (TPP). Among many MTPP complexes, only CuTPP and ZnTPP show reversible oxidation/reduction cycles as seen from cyclic voltammetry experiments. While centrosymmetric neutral metalloporphyrins have zero first hyperpolarizability, β, as expected, the cation radicals and dications of CuTPP and ZnTPP have very high β values. The one- and two-electron oxidation of the MTPPs leads to symmetry-breaking of the metal−porphyrin core, resulting in a large β value that is perhaps aided in part by contributions from the two-photon resonance enhancement. The calculated static first hyperpolarizabilities, β0, which are evaluated in the framework of density functional theory by a coupled perturbed Hartree−Fock method, support the experimental trend. The switching of optical nonlinearity has been achieved between the neutral and the one-electron oxidation products but not between the one- and the two-electron oxidation products since dications that are electrochemically reversible are unstable due to the formation of stable isoporphyrins in the presence of nucleophiles such as halides.

Semigroups on Frechet spaces and equations with infinite delays

In this paper, we show existence and uniqueness of a solution to a functional differential equation with infinite delay. We choose an appropriate Frechet space so as to cover a large class of functions to be used as initial functions to obtain existence and uniqueness of solutions.

The effect of halogen atom on the molecular quadratic nonlinearity of half sandwich complexes in the presence of an acceptor

Half sandwich complexes of the type [CpM(CO)(n)X] {X=Cl, Br, I; If, M=Fe, Ru; n=2 and if M=Mo; n=3} and [CpNiPPh3X] {X=Cl, Br, I} have been synthesized and their second order molecular nonlinearity (beta) measured at 1064 nm in CHCl3 by the hyper-Rayleigh scattering technique. Iron complexes consistently display larger beta values than ruthenium complexes while nickel complexes have marginally larger beta values than iron complexes. In the presence of an acceptor ligand such as CO or PPh3, the role of the halogen atom is that of a pi donor. The better overlap of Cl orbitals with Fe and Ni metal centres make Cl a better pi donor than Br or I in the respective complexes. Consequently, M-pi interaction is stronger in Fe/Ni-Cl complexes. The value of beta decreases as one goes down the halogen group. For the complexes of 4d metal ions where the metal-ligand distance is larger, the influence of pi orbital overlap appears to be less important, resulting in moderate changes in beta as a function of halogen substitution. (C) 2006 Elsevier B.V. All rights reserved.

Boundary value problems for third-order nonlinear ordinary differential equations

In this paper, we describe how to analyze boundary value problems for third-order nonlinear ordinary differential equations over an infinite interval. Several physical problems of interest are governed by such systems. The seminumerical schemes described here offer some advantages over solutions obtained by using traditional methods such as finite differences, shooting method, etc. These techniques also reveal the analytic structure of the solution function. For illustrative purposes, several physical problems, mainly drawn from fluid mechanics, are considered; they clearly demonstrate the efficiency of the techniques presented here.

Existence and approximations of solutions to some fractional order functional integral equations

In this paper we shall study a fractional order functional integral equation. In the first part of the paper, we proved the existence and uniqueness of mile and global solutions in a Banach space. In the second part of the paper, we used the analytic semigroups theory oflinear operators and the fixed point method to establish the existence, uniqueness and convergence of approximate solutions of the given problem in a separable Hilbert space. We also proved the existence and convergence of Faedo-Galerkin approximate solution to the given problem. Finally, we give an example.

Semigroups on Frechet spaces and equations with infinite delays

In this paper, we show existence and uniqueness of a solution to a functional differential equation with infinite delay. We choose an appropriate Frechet space so as to cover a large class of functions to be used as initial functions to obtain existence and uniqueness of solutions.

Boundary value problems for third-order nonlinear ordinary differential equations

In this paper, we describe how to analyze boundary value problems for third-order nonlinear ordinary differential equations over an infinite interval. Several physical problems of interest are governed by such systems. The seminumerical schemes described here offer some advantages over solutions obtained by using traditional methods such as finite differences, shooting method, etc. These techniques also reveal the analytic structure of the solution function. For illustrative purposes, several physical problems, mainly drawn from fluid mechanics, are considered; they clearly demonstrate the efficiency of the techniques presented here.

On the design of quadratic weirs

This paper considers the problem of the design of the quadratic weir notch, which finds application in the proportionate method of flow measurement in a by-pass, such that the discharge through it is proportional to the square root of the head measured above a certain datum. The weir notch consists of a bottom in the form of a rectangular weir of width 2W and depth a over which a designed curve is fitted. A theorem concerning the flow through compound weirs called the “slope discharge continuity theorem” is discussed and proved. Using this, the problem is reduced to the determination of an exact solution to Volterra's integral equation in Abel's form. It is shown that in the case of a quadratic weir notch, the discharge is proportional to the square root of the head measured above a datum Image a above the crest of the weir. Further, it is observed that the function defining the shape of the weir is rapidly convergent and its value almost approximates to zero at distances of 3a and above from the crest of the weir. This interesting and significant behaviour of the function incidentally provides a very good approximate solution to a particular Fredholm integral equation of the first kind, transforming the notch into a device called a “proportional-orifice”. A new concept of a “notch-orifice” capable of passing a discharge proportional to the square root of the head (above a particular datum) while acting both as a notch, and as an orifice, is given. A typical experiment with one such notch-orifice, having A = 4 in., and W = 6 in., shows a remarkable agreement with the theory and is found to have a constant coefficient of discharge of 0.61 in the ranges of both notch and orifice.

Comparative study of some constitutive equations characterising non-Newtonian fluids

This paper compares, in a general way, the predictions of the constitutive equations given by Rivlin and Ericksen, Oldroyd, and Walters. Whether we consider the rotational problems in cylindrical co-ordinates or in spherical polar co-ordinates, the effect of the non-Newtonicity on the secondary flows is collected in a single parameterα which can be explicitly expressed in terms of the non-Newtonian parameters that occur in each of the above-mentioned constitutive equations. Thus, for a given value ofα, all the three fluids will have identical secondary flows. It is only through the study of appropriate normal stresses that a Rivlin-Ericksen fluid can be distinguished from the other two fluids which are indistinguishable as long as this non-Newtonian parameter has the same value.

Numerical procedure for second order non-linear ordinary differential equations and application to heat transfer problem

In this paper, we have first given a numerical procedure for the solution of second order non-linear ordinary differential equations of the type y″ = f (x;y, y′) with given initial conditions. The method is based on geometrical interpretation of the equation, which suggests a simple geometrical construction of the integral curve. We then translate this geometrical method to the numerical procedure adaptable to desk calculators and digital computers. We have studied the efficacy of this method with the help of an illustrative example with known exact solution. We have also compared it with Runge-Kutta method. We have then applied this method to a physical problem, namely, the study of the temperature distribution in a semi-infinite solid homogeneous medium for temperature-dependent conductivity coefficient.