Unusual eigenvalue spectrum and relaxation in the Levy-Ornstein-Uhlenbeck process

We consider the rates of relaxation of a particle in a harmonic well, subject to Levy noise characterized by its Levy index mu. Using the propagator for this Levy-Ornstein-Uhlenbeck process (LOUP), we show that the eigenvalue spectrum of the associated Fokker-Planck operator has the form (n + m mu)nu where nu is the force constant characterizing the well, and n, m is an element of N. If mu is irrational, the eigenvalues are all nondegenerate, but rational mu can lead to degeneracy. The maximum degeneracy is shown to be 2. The left eigenfunctions of the fractional Fokker-Planck operator are very simple while the right eigenfunctions may be obtained from the lowest eigenfunction by a combination of two different step-up operators. Further, we find that the acceptable eigenfunctions should have the asymptotic behavior vertical bar x vertical bar(-n1-n2 mu) as vertical bar x vertical bar -> infinity, with n(1) and n(2) being positive integers, though this condition alone is not enough to identify them uniquely. We also assert that the rates of relaxation of LOUP are determined by the eigenvalues of the associated fractional Fokker-Planck operator and do not depend on the initial state if the moments of the initial distribution are all finite. If the initial distribution has fat tails, for which the higher moments diverge, one can have nonspectral relaxation, as pointed out by Toenjes et al. Phys. Rev. Lett. 110, 150602 (2013)].

Short-window spectral analysis using AMVAR and multitaper methods: a comparison

We compare two popular methods for estimating the power spectrum from short data windows, namely the adaptive multivariate autoregressive (AMVAR) method and the multitaper method. By analyzing a simulated signal (embedded in a background Ornstein-Uhlenbeck noise process) we demonstrate that the AMVAR method performs better at detecting short bursts of oscillations compared to the multitaper method. However, both methods are immune to jitter in the temporal location of the signal. We also show that coherence can still be detected in noisy bivariate time series data by the AMVAR method even if the individual power spectra fail to show any peaks. Finally, using data from two monkeys performing a visuomotor pattern discrimination task, we demonstrate that the AMVAR method is better able to determine the termination of the beta oscillations when compared to the multitaper method.

A mean-reverting stochastic model for the political business cycle

In this article, we look at the political business cycle problem through the lens of uncertainty. The feedback control used by us is the famous NKPC with stochasticity and wage rigidities. We extend the New Keynesian Phillips Curve model to the continuous time stochastic set up with an Ornstein-Uhlenbeck process. We minimize relevant expected quadratic cost by solving the corresponding Hamilton-Jacobi-Bellman equation. The basic intuition of the classical model is qualitatively carried forward in our set up but uncertainty also plays an important role in determining the optimal trajectory of the voter support function. The internal variability of the system acts as a base shifter for the support function in the risk neutral case. The role of uncertainty is even more prominent in the risk averse case where all the shape parameters are directly dependent on variability. Thus, in this case variability controls both the rates of change as well as the base shift parameters. To gain more insight we have also studied the model when the coefficients are time invariant and studied numerical solutions. The close relationship between the unemployment rate and the support function for the incumbent party is highlighted. The role of uncertainty in creating sampling fluctuation in this set up, possibly towards apparently anomalous results, is also explored.

Maximal regularity for second order non-autonomous Cauchy problems

We consider some non-autonomous second order Cauchy problems of the form u + B(t)(u) over dot + A(t)u = f (t is an element of [0, T]), u(0) = (u) over dot(0) = 0. We assume that the first order problem (u) over dot + B(t)u = f (t is an element of [0, T]), u(0) = 0, has L-p-maximal regularity. Then we establish L-p-maximal regularity of the second order problem in situations when the domains of B(t(1)) and A(t(2)) always coincide, or when A(t) = kappa B(t).

Holomorphic Sobolev spaces, Hermite and special Hermite semigroups and a Paley-Wiener theorem for the windowed Fourier transform

The images of Hermite and Laguerre-Sobolev spaces under the Hermite and special Hermite semigroups (respectively) are characterized. These are used to characterize the image of Schwartz class of rapidly decreasing functions f on R-n and C-n under these semigroups. The image of the space of tempered distributions is also considered and a Paley-Wiener theorem for the windowed (short-time) Fourier transform is proved.

Nonadiabatic charge pumping by oscillating potentials in one dimension: Results for infinite system and finite ring

We study charge pumping when a combination of static potentials and potentials oscillating with a time period T is applied in a one-dimensional system of noninteracting electrons. We consider both an infinite system using the Dirac equation in the continuum approximation and a periodic ring with a finite number of sites using the tight-binding model. The infinite system is taken to be coupled to reservoirs on the two sides which are at the same chemical potential and temperature. We consider a model in which oscillating potentials help the electrons to access a transmission resonance produced by the static potentials and show that nonadiabatic pumping violates the simple sin phi rule which is obeyed by adiabatic two-site pumping. For the ring, we do not introduce any reservoirs, and we present a method for calculating the current averaged over an infinite time using the time evolution operator U(T) assuming a purely Hamiltonian evolution. We analytically show that the averaged current is zero if the Hamiltonian is real and time-reversal invariant. Numerical studies indicate another interesting result, namely, that the integrated current is zero for any time dependence of the potential if it is applied to only one site. Finally we study the effects of pumping at two sites on a ring at resonant and nonresonant frequencies, and show that the pumped current has different dependences on the pumping amplitude in the two cases.

Cooling of an infinite slab in a two-fluid medium

A mixed boundary-valued problem associated with the diffusion equation, that involves the physical problem of cooling of an infinite slab in a two-fluid medium, is solved completely by using the Wiener-Hopf technique. An analytical solution is derived for the temperature distribution at the quench fronts being created by two different layers of cold fluids having different cooling abilities moving on the upper surface of the slab at constant speed. Simple expressions are derived for the values of the sputtering temperatures of the slab at the points of contact with the respective layers, assuming one layer of the fluid to be of finite extent and the other of infinite extent. The main problem is solved through a three-part Wiener - Hopf problem of a special type, and the numerical results under certain special circumstances are obtained and presented in the form of a table.

Boxicity and Poset Dimension

Let G be a simple, undirected, finite graph with vertex set V(G) and edge set E(C). A k-dimensional box is a Cartesian product of closed intervals a(1), b(1)] x a(2), b(2)] x ... x a(k), b(k)]. The boxicity of G, box(G) is the minimum integer k such that G can be represented as the intersection graph of k-dimensional boxes, i.e. each vertex is mapped to a k-dimensional box and two vertices are adjacent in G if and only if their corresponding boxes intersect. Let P = (S, P) be a poset where S is the ground set and P is a reflexive, anti-symmetric and transitive binary relation on S. The dimension of P, dim(P) is the minimum integer l such that P can be expressed as the intersection of t total orders. Let G(P) be the underlying comparability graph of P. It is a well-known fact that posets with the same underlying comparability graph have the same dimension. The first result of this paper links the dimension of a poset to the boxicity of its underlying comparability graph. In particular, we show that for any poset P, box(G(P))/(chi(G(P)) - 1) <= dim(P) <= 2box(G(P)), where chi(G(P)) is the chromatic number of G(P) and chi(G(P)) not equal 1. The second result of the paper relates the boxicity of a graph G with a natural partial order associated with its extended double cover, denoted as G(c). Let P-c be the natural height-2 poset associated with G(c) by making A the set of minimal elements and B the set of maximal elements. We show that box(G)/2 <= dim(P-c) <= 2box(G) + 4. These results have some immediate and significant consequences. The upper bound dim(P) <= 2box(G(P)) allows us to derive hitherto unknown upper bounds for poset dimension. In the other direction, using the already known bounds for partial order dimension we get the following: (I) The boxicity of any graph with maximum degree Delta is O(Delta log(2) Delta) which is an improvement over the best known upper bound of Delta(2) + 2. (2) There exist graphs with boxicity Omega(Delta log Delta). This disproves a conjecture that the boxicity of a graph is O(Delta). (3) There exists no polynomial-time algorithm to approximate the boxicity of a bipartite graph on n vertices with a factor of O(n(0.5-epsilon)) for any epsilon > 0, unless NP=ZPP.

Boxicity and Poset Dimension

Let G be a simple, undirected, finite graph with vertex set V (G) and edge set E(G). A k-dimensional box is a Cartesian product of closed intervals [a(1), b(1)] x [a(2), b(2)] x ... x [a(k), b(k)]. The boxicity of G, box(G), is the minimum integer k such that G can be represented as the intersection graph of k-dimensional boxes; i.e., each vertex is mapped to a k-dimensional box and two vertices are adjacent in G if and only if their corresponding boxes intersect. Let P = (S, P) be a poset, where S is the ground set and P is a reflexive, antisymmetric and transitive binary relation on S. The dimension of P, dim(P), is the minimum integer t such that P can be expressed as the intersection of t total orders. Let G(P) be the underlying comparability graph of P; i.e., S is the vertex set and two vertices are adjacent if and only if they are comparable in P. It is a well-known fact that posets with the same underlying comparability graph have the same dimension. The first result of this paper links the dimension of a poset to the boxicity of its underlying comparability graph. In particular, we show that for any poset P, box(G(P))/(chi(G(P)) - 1) <= dim(P) <= 2box(G(P)), where chi(G(P)) is the chromatic number of G(P) and chi(G(P)) not equal 1. It immediately follows that if P is a height-2 poset, then box(G(P)) <= dim(P) <= 2box(G(P)) since the underlying comparability graph of a height-2 poset is a bipartite graph. The second result of the paper relates the boxicity of a graph G with a natural partial order associated with the extended double cover of G, denoted as G(c): Note that G(c) is a bipartite graph with partite sets A and B which are copies of V (G) such that, corresponding to every u is an element of V (G), there are two vertices u(A) is an element of A and u(B) is an element of B and {u(A), v(B)} is an edge in G(c) if and only if either u = v or u is adjacent to v in G. Let P(c) be the natural height-2 poset associated with G(c) by making A the set of minimal elements and B the set of maximal elements. We show that box(G)/2 <= dim(P(c)) <= 2box(G) + 4. These results have some immediate and significant consequences. The upper bound dim(P) <= 2box(G(P)) allows us to derive hitherto unknown upper bounds for poset dimension such as dim(P) = 2 tree width (G(P)) + 4, since boxicity of any graph is known to be at most its tree width + 2. In the other direction, using the already known bounds for partial order dimension we get the following: (1) The boxicity of any graph with maximum degree Delta is O(Delta log(2) Delta), which is an improvement over the best-known upper bound of Delta(2) + 2. (2) There exist graphs with boxicity Omega(Delta log Delta). This disproves a conjecture that the boxicity of a graph is O(Delta). (3) There exists no polynomial-time algorithm to approximate the boxicity of a bipartite graph on n vertices with a factor of O(n(0.5-is an element of)) for any is an element of > 0 unless NP = ZPP.

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.

Isolated singularities of polyharmonic operator in even dimension

We consider the equation Delta(2)u = g(x, u) >= 0 in the sense of distribution in Omega' = Omega\textbackslash {0} where u and -Delta u >= 0. Then it is known that u solves Delta(2)u = g(x, u) + alpha delta(0) - beta Delta delta(0), for some nonnegative constants alpha and beta. In this paper, we study the existence of singular solutions to Delta(2)u = a(x) f (u) + alpha delta(0) - beta Delta delta(0) in a domain Omega subset of R-4, a is a nonnegative measurable function in some Lebesgue space. If Delta(2)u = a(x) f (u) in Omega', then we find the growth of the nonlinearity f that determines alpha and beta to be 0. In case when alpha = beta = 0, we will establish regularity results when f (t) <= Ce-gamma t, for some C, gamma > 0. This paper extends the work of Soranzo (1997) where the author finds the barrier function in higher dimensions (N >= 5) with a specific weight function a(x) = |x|(sigma). Later, we discuss its analogous generalization for the polyharmonic operator.

Static analysis of infinite laminated cylindrical shell panel

This paper presents an approximate three-dimensional elasticity solution for an infinitely long, cross-ply laminated circular cylindrical shell panel with simply supported boundary conditions, subjected to an arbitrary discontinuous transverse loading. The solution is based on the principal assumption that the ratio of the thickness of the lamina to its middle surface radius is negligible compared to unity. The validity of this assumption and the range of application of this approximate solution have been established through a comparison with an exact solution. Results of classical and first-order shear deformation shell theories have been compared with the results of the present solution to bring out the accuracy of these theories. It is also shown that for very shallow shell panels the definition of a thin shell should be based on the ratio of thickness to chord width rather than the ratio of thickness to mean radius.

Unsteady Compressible Boundary-Layer Flow On The Stagnation Line Of An Infinite Swept Cylinder

Numerical solutions of flow and heat transfer process on the unsteady flow of a compressible viscous fluid with variable gas properties in the vicinity of the stagnation line of an infinite swept cylinder are presented. Results are given for the case where the unsteady temperature field is produced by (i) a sudden change in the wall temperature (enthalpy) as the impulsive motion is started and (ii) a sudden change in the free-stream velocity. Solutions for the simultaneous development of the thermal and momentum boundary layers are obtained by using quasilinearization technique with an implicit finite difference scheme. Attention is given to the transient phenomenon from the initial flow to the final steady-state distribution. Results are presented for the skin friction and heat transfer coefficients as well as for the velocity and enthalpy profiles. The effects of wail enthalpy parameter, sweep parameter, fluid properties and transpiration cooling on the heat transfer and skin friction are considered.

Diffraction Of Elastic Waves By Two Parallel Rigid Strips Embedded In An Infinite Orthotropic Medium

The elastodynamic response of a pair of parallel rigid strips embedded in an infinite orthotropic medium due to elastic waves incident normally on the strips has been investigated. The mixed boundary value problem has been solved by the Integral Equation method. The normal stress and the vertical displacement have been derived in closed form. Numerical values of stress intensity factors at inner and outer edges of the strips and vertical displacement at points in the plane of the strips for several orthotropic materials have been calculated and plotted graphically to show the effect of material orthotropy.

Infinite Dimensional Slow Modulations In A Delayed Model For Orthogonal Cutting Vibrations

We apply the method of multiple scales (MMS) to a well known model of regenerative cutting vibrations in the large delay regime. By ``large'' we mean the delay is much larger than the time scale of typical cutting tool oscillations. The MMS upto second order for such systems has been developed recently, and is applied here to study tool dynamics in the large delay regime. The second order analysis is found to be much more accurate than first order analysis. Numerical integration of the MMS slow flow is much faster than for the original equation, yet shows excellent accuracy. The main advantage of the present analysis is that infinite dimensional dynamics is retained in the slow flow, while the more usual center manifold reduction gives a planar phase space. Lower-dimensional dynamical features, such as Hopf bifurcations and families of periodic solutions, are also captured by the MMS. Finally, the strong sensitivity of the dynamics to small changes in parameter values is seen clearly.