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.

Quantum phase analysis of 1D superconducting quantum dot lattice using extended Bose-Hubbard model

We have obtained the quantum phase diagram of a one-dimensional superconducting quantum dot lattice using the extended Bose-Hubbard model for different commensurabilities. We describe the nature of different quantum phases at the charge degeneracy point. We find a direct phase transition from the Mott insulating phase to the superconducting phase for integer band fillings of Cooper pairs. We predict explicitly the presence of two kinds of repulsive Luttinger liquid phases, besides the charge density wave and superconducting phases for half-integer band fillings. We also predict that extended range interactions are necessary to obtain the correct phase boundary of a one-dimensional interacting Cooper system. We have used the density matrix renormalization group method and Abelian bosonization to study our system.

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.

Composite scheme using localized relaxation with non-standard finite difference method for hyperbolic conservation laws

Non-standard finite difference methods (NSFDM) introduced by Mickens [Non-standard Finite Difference Models of Differential Equations, World Scientific, Singapore, 1994] are interesting alternatives to the traditional finite difference and finite volume methods. When applied to linear hyperbolic conservation laws, these methods reproduce exact solutions. In this paper, the NSFDM is first extended to hyperbolic systems of conservation laws, by a novel utilization of the decoupled equations using characteristic variables. In the second part of this paper, the NSFDM is studied for its efficacy in application to nonlinear scalar hyperbolic conservation laws. The original NSFDMs introduced by Mickens (1994) were not in conservation form, which is an important feature in capturing discontinuities at the right locations. Mickens [Construction and analysis of a non-standard finite difference scheme for the Burgers–Fisher equations, Journal of Sound and Vibration 257 (4) (2002) 791–797] recently introduced a NSFDM in conservative form. This method captures the shock waves exactly, without any numerical dissipation. In this paper, this algorithm is tested for the case of expansion waves with sonic points and is found to generate unphysical expansion shocks. As a remedy to this defect, we use the strategy of composite schemes [R. Liska, B. Wendroff, Composite schemes for conservation laws, SIAM Journal of Numerical Analysis 35 (6) (1998) 2250–2271] in which the accurate NSFDM is used as the basic scheme and localized relaxation NSFDM is used as the supporting scheme which acts like a filter. Relaxation schemes introduced by Jin and Xin [The relaxation schemes for systems of conservation laws in arbitrary space dimensions, Communications in Pure and Applied Mathematics 48 (1995) 235–276] are based on relaxation systems which replace the nonlinear hyperbolic conservation laws by a semi-linear system with a stiff relaxation term. The relaxation parameter (λ) is chosen locally on the three point stencil of grid which makes the proposed method more efficient. This composite scheme overcomes the problem of unphysical expansion shocks and captures the shock waves with an accuracy better than the upwind relaxation scheme, as demonstrated by the test cases, together with comparisons with popular numerical methods like Roe scheme and ENO schemes.

Single-resolution and multiresolution extended-Kalman-filter-based reconstruction approaches to optical refraction tomography

The problem of reconstruction of a refractive-index distribution (RID) in optical refraction tomography (ORT) with optical path-length difference (OPD) data is solved using two adaptive-estimation-based extended-Kalman-filter (EKF) approaches. First, a basic single-resolution EKF (SR-EKF) is applied to a state variable model describing the tomographic process, to estimate the RID of an optically transparent refracting object from noisy OPD data. The initialization of the biases and covariances corresponding to the state and measurement noise is discussed. The state and measurement noise biases and covariances are adaptively estimated. An EKF is then applied to the wavelet-transformed state variable model to yield a wavelet-based multiresolution EKF (MR-EKF) solution approach. To numerically validate the adaptive EKF approaches, we evaluate them with benchmark studies of standard stationary cases, where comparative results with commonly used efficient deterministic approaches can be obtained. Detailed reconstruction studies for the SR-EKF and two versions of the MR-EKF (with Haar and Daubechies-4 wavelets) compare well with those obtained from a typically used variant of the (deterministic) algebraic reconstruction technique, the average correction per projection method, thus establishing the capability of the EKF for ORT. To the best of our knowledge, the present work contains unique reconstruction studies encompassing the use of EKF for ORT in single-resolution and multiresolution formulations, and also in the use of adaptive estimation of the EKF's noise covariances. (C) 2010 Optical Society of America

Quasiequilibrium optical nonlinearities from spin-polarized carriers in GaAs

Semiconductor Bloch equations, which microscopically describe the dynamics of a Coulomb interacting, spin-unpolarized electron-hole plasma, can be solved in two limits: the coherent and the quasiequilibrium regimes. These equations have been recently extended to include the spin degree of freedom and used to explain spin dynamics in the coherent regime. In the quasiequilibrium limit, one solves the Bethe-Salpeter equation in a two-band model to describe how optical absorption is affected by Coulomb interactions within a spin unpolarized plasma of arbitrary density. In this work, we modified the solution of the Bethe-Salpeter equation to include spin polarization and light holes in a three-band model, which allowed us to account for spin-polarized versions of many-body effects in absorption. The calculated absorption reproduced the spin-dependent, density-dependent, and spectral trends observed in bulk GaAs at room temperature, in a recent pump-probe experiment with circularly polarized light. Hence, our results may be useful in the microscopic modeling of density-dependent optical nonlinearities due to spin-polarized carriers in semiconductors.

Quench dynamics and defect production in the Kitaev and extended Kitaev models

We study quench dynamics and defect production in the Kitaev and the extended Kitaev models. For the Kitaev model in one dimension, we show that in the limit of slow quench rate, the defect density n∼1/√τ, where 1/τ is the quench rate. We also compute the defect correlation function by providing an exact calculation of all independent nonzero spin correlation functions of the model. In two dimensions, where the quench dynamics takes the system across a critical line, we elaborate on the results of earlier work [K. Sengupta, D. Sen, and S. Mondal, Phys. Rev. Lett. 100, 077204 (2008)] to discuss the unconventional scaling of the defect density with the quench rate. In this context, we outline a general proof that for a d-dimensional quantum model, where the quench takes the system through a d−m dimensional gapless (critical) surface characterized by correlation length exponent ν and dynamical critical exponent z, the defect density n∼1/τmν/(zν+1). We also discuss the variation of the shape and spatial extent of the defect correlation function with both the rate of quench and the model parameters and compute the entropy generated during such a quenching process. Finally, we study the defect scaling law, entropy generation and defect correlation function of the two-dimensional extended Kitaev model.

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.

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.

A combined extended and helical backbone for Boc-(Ala-Leu-Ac(7)c-)(2)-OMe

The structure of the peptide Boc-Ala-Leu-Ac(7)c-Ala-Leu-Ac(7)c-OMe (Ac(7)c,1-aminocycloheptane-1-carboxylic acid) is described in crystals. The presence of two Ac(7)c residues was expected to stabilize a 3(10)-helical fold. Contrary to expectation the structural analysis revealed an unfolded amino terminus, with Ala(1) adopting an extended beta-conformation (phi = -93degrees,psi = 112degrees). Residues 2-5 form a 3(10)-helix, stabilized by three successive intramolecular hydrogen bonds. Notably, two NH groups Ala(1) and Ac(7)c(3) do not form any hydrogen bonds in the crystal. Peptide assembly appears to be dominated by packing of the cycloheptane rings that stack against one another within the molecule and also throughout the crystal in columns.

STBC's from representation of extended Clifford Algebras

A set of sufficient conditions to construct lambda-real symbol Maximum Likelihood (ML) decodable STBCs have recently been provided by Karmakar et al. STBCs satisfying these sufficient conditions were named as Clifford Unitary Weight (CUW) codes. In this paper, the maximal rate (as measured in complex symbols per channel use) of CUW codes for lambda = 2(a), a is an element of N is obtained using tools from representation theory. Two algebraic constructions of codes achieving this maximal rate are also provided. One of the constructions is obtained using linear representation of finite groups whereas the other construction is based on the concept of right module algebra over non-commutative rings. To the knowledge of the authors, this is the first paper in which matrices over non-commutative rings is used to construct STBCs. An algebraic explanation is provided for the 'ABBA' construction first proposed by Tirkkonen et al and the tensor product construction proposed by Karmakar et al. Furthermore, it is established that the 4 transmit antenna STBC originally proposed by Tirkkonen et al based on the ABBA construction is actually a single complex symbol ML decodable code if the design variables are permuted and signal sets of appropriate dimensions are chosen.

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.