Discretization and solution of the inhomogeneous Bogoliubov-de Gennes equations

In the presence of inhomogeneities, defects and currents, the equations describing a Bose-condensed ensemble of alkali atoms have to be solved numerically. By combining both linear and nonlinear equations within a Discrete Variable Representation framework, we describe a computational scheme for the solution of the coupled Bogoliubov-de Gennes (BdG) and nonlinear Schrodinger (NLS) equations for fields in a 3D spheroidal potential. We use the method to calculate the collective excitation spectrum and quasiparticle mode densities for excitations of a Bose condensed gas in a spheroidal trap. The method is compared against finite-difference and spectral methods, and we find the DVR computational scheme to be superior in accuracy and efficiency for the cases we consider. (C) 2004 Elsevier B.V. All rights reserved.

Instability and evolution of nonlinearly interacting water waves

We consider the modulational instability of nonlinearly interacting two-dimensional waves in deep water, which are described by a pair of two-dimensional coupled nonlinear Schrodinger equations. We derive a nonlinear dispersion relation. The latter is numerically analyzed to obtain the regions and the associated growth rates of the modulational instability. Furthermore, we follow the long term evolution of the latter by means of computer simulations of the governing nonlinear equations and demonstrate the formation of localized coherent wave envelopes. Our results should be useful for understanding the formation and nonlinear propagation characteristics of large-amplitude freak waves in deep water.

Instability and dynamics of two nonlinearly coupled laser beams in a plasma

The nonlinear interaction between two laser beams in a plasma is investigated in the weakly nonlinear and relativistic regime. The evolution of the laser beams is governed by two nonlinear Schrodinger equations that are coupled with the slow plasma density response. A nonlinear dispersion relation is derived and used to study the growth rates of the Raman forward and backward scattering instabilities as well of the Brillouin and self-focusing/modulational instabilities. The nonlinear evolution of the instabilities is investigated by means of direct simulations of the time-dependent system of nonlinear equations. (c) 2006 American Institute of Physics.

Energy conserving schemes for the simulation of musical instrument contact dynamics

Collisions are an innate part of the function of many musical instruments. Due to the nonlinear nature of contact forces, special care has to be taken in the construction of numerical schemes for simulation and sound synthesis. Finite difference schemes and other time-stepping algorithms used for musical instrument modelling purposes are normally arrived at by discretising a Newtonian description of the system. However because impact forces are non-analytic functions of the phase space variables, algorithm stability can rarely be established this way. This paper presents a systematic approach to deriving energy conserving schemes for frictionless impact modelling. The proposed numerical formulations follow from discretising Hamilton׳s equations of motion, generally leading to an implicit system of nonlinear equations that can be solved with Newton׳s method. The approach is first outlined for point mass collisions and then extended to distributed settings, such as vibrating strings and beams colliding with rigid obstacles. Stability and other relevant properties of the proposed approach are discussed and further demonstrated with simulation examples. The methodology is exemplified through a case study on tanpura string vibration, with the results confirming the main findings of previous studies on the role of the bridge in sound generation with this type of string instrument.

Modeling Multivariate Interest Rates Using Time-Varying Copulas and Reducible Nonlinear Stochastic Differential Equations

We propose a new approach for modeling nonlinear multivariate interest rate processes based on time-varying copulas and reducible stochastic differential equations (SDEs). In the modeling of the marginal processes, we consider a class of nonlinear SDEs that are reducible to Ornstein--Uhlenbeck (OU) process or Cox, Ingersoll, and Ross (1985) (CIR) process. The reducibility is achieved via a nonlinear transformation function. The main advantage of this approach is that these SDEs can account for nonlinear features, observed in short-term interest rate series, while at the same time leading to exact discretization and closed-form likelihood functions. Although a rich set of specifications may be entertained, our exposition focuses on a couple of nonlinear constant elasticity volatility (CEV) processes, denoted as OU-CEV and CIR-CEV, respectively. These two processes encompass a number of existing models that have closed-form likelihood functions. The transition density, the conditional distribution function, and the steady-state density function are derived in closed form as well as the conditional and unconditional moments for both processes. In order to obtain a more flexible functional form over time, we allow the transformation function to be time varying. Results from our study of U.S. and UK short-term interest rates suggest that the new models outperform existing parametric models with closed-form likelihood functions. We also find the time-varying effects in the transformation functions statistically significant. To examine the joint behavior of interest rate series, we propose flexible nonlinear multivariate models by joining univariate nonlinear processes via appropriate copulas. We study the conditional dependence structure of the two rates using Patton (2006a) time-varying symmetrized Joe--Clayton copula. We find evidence of asymmetric dependence between the two rates, and that the level of dependence is positively related to the level of the two rates. (JEL: C13, C32, G12) Copyright The Author 2010. Published by Oxford University Press. All rights reserved. For permissions, please e-mail: journals.permissions@oxfordjournals.org, Oxford University Press.

Fully nonlinear ion-sound waves in a dense Fermi magnetoplasma

The nonlinear propagation of ion-sound waves in a collisionless dense electron-ion magnetoplasma is investigated. The inertialess electrons are assumed to follow a non-Boltzmann distribution due to the pressure for the Fermi plasma and the ions are described by the hydrodynamic (HD) equations. An energy balance-like equation involving a new Sagdeev-type pseudo-potential is derived in the presence of the quantum statistical effects. Numerical calculations reveal that the profiles of the Sagdeev-like potential and the ion-sound density excitations are significantly affected by the wave direction cosine and the Mach number. The present studies might be helpful to understand the excitation of nonlinear ion-sound waves in dense plasmas such as those in superdense white dwarfs and neutron stars as well as in intense laser-solid density plasma experiments.

Nonlinear excitations in electron-positron-ion plasmas in accretion disks of active galactic nuclei

The propagation of acoustic nonlinear excitations in an electron-positron-ion (e-p-i) plasma composed of warm electrons and positrons, as well as hot ions, has been investigated by adopting a two-dimensional cylindrical geometry. The electrons and positrons are modeled by hydrodynamic fluid equations, while the ions are assumed to follow a temperature-parametrized Boltzmann distribution (the fixed ion model is recovered in the appropriate limit). This situation applies in the accretion disk near a black hole in active galactic nuclei, where the ion temperature may be as high as 3 to 300 times that of the electrons. Using a reductive perturbation technique, a cylindrical Kadomtsev-Petviashvili equation is derived and its exact soliton solutions are presented. Furthermore, real situations in which the strength of the nonlinearity may be weak are considered, so that higher-order nonlinearity plays an important role. Accordingly, an extended cylindrical Kadomtsev-Petviashvili equation is derived, which admits both soliton and double-layer solutions. The characteristics of the nonlinear excitations obtained are investigated in detail

Ion-acoustic waves in a plasma consisting of adiabatic warm ions, non-isothermal electrons and a weakly relativistic electron beam: linear and higher-order nonlinear effects

The nonlinear propagation of finite amplitude ion acoustic solitary waves in a plasma consisting of adiabatic warm ions, nonisothermal electrons, and a weakly relativistic electron beam is studied via a two-fluid model. A multiple scales technique is employed to investigate the nonlinear regime. The existence of the electron beam gives rise to four linear ion acoustic modes, which propagate at different phase speeds. The numerical analysis shows that the propagation speed of two of these modes may become complex-valued (i.e., waves cannot occur) under conditions which depend on values of the beam-to-background-electron density ratio , the ion-to-free-electron temperature ratio , and the electron beam velocity v0; the remaining two modes remain real in all cases. The basic set of fluid equations are reduced to a Schamel-type equation and a linear inhomogeneous equation for the first and second-order potential perturbations, respectively. Stationary solutions of the coupled equations are derived using a renormalization method. Higher-order nonlinearity is thus shown to modify the solitary wave amplitude and may also deform its shape, even possibly transforming a simple pulse into a W-type curve for one of the modes. The dependence of the excitation amplitude and of the higher-order nonlinearity potential correction on the parameters , , and v0 is numerically investigated.

Parametric study of nonlinear electrostatic waves in two-dimensional quantum dusty plasmas

The nonlinear properties of two-dimensional cylindrical quantum dust-ion-acoustic (QDIA) and quantum dust-acoustic (QDA) waves are studied in a collisionless, unmagnetized and dense (quantum) dusty plasma. For this purpose, the reductive perturbation technique is employed to the quantum hydrodynamical equations and the Poisson equation, obtaining the cylindrical Kadomtsev–Petviashvili (CKP) equations. The effects of quantum diffraction, as well as quantum statistical and geometric effects on the profiles of QDIA and QDA solitary waves are examined. It is found that the amplitudes and widths of the nonplanar QDIA and QDA waves are significantly affected by the quantum electron tunneling effect. The addition of a dust component to a quantum plasma is seen to affect the propagation characteristics of localized QDIA excitations. In the case of low-frequency QDA waves, this effect is even stronger, since the actual form of the potential solitary waves, in fact, depends on the dust charge polarity (positive/negative) itself (allowing for positive/negative potential forms, respectively). The relevance of the present investigation to metallic nanostructures is highlighted.

Sequentially continuous non-linear fundamental systems of solutions of affine equations in locally convex spaces

According to the Mickael's selection theorem any surjective continuous linear operator from one Fr\'echet space onto another has a continuous (not necessarily linear) right inverse. Using this theorem Herzog and Lemmert proved that if $E$ is a Fr\'echet space and $T:E\to E$ is a continuous linear operator such that the Cauchy problem $\dot x=Tx$, $x(0)=x_0$ is solvable in $[0,1]$ for any $x_0\in E$, then for any $f\in C([0,1],E)$, there exists a continuos map $S:[0,1]\times E\to E$, $(t,x)\mapsto S_tx$ such that for any $x_0\in E$, the function $x(t)=S_tx_0$ is a solution of the Cauchy problem $\dot x(t)=Tx(t)+f(t)$, $x(0)=x_0$ (they call $S$ a fundamental system of solutions of the equation $\dot x=Tx+f$). We prove the same theorem, replacing "continuous" by "sequentially continuous" for locally convex spaces from a class which contains strict inductive limits of Fr\'echet spaces and strong duals of Fr\'echet--Schwarz spaces and is closed with respect to finite products and sequentially closed subspaces. The key-point of the proof is an extension of the theorem on existence of a sequentially continuous right inverse of any surjective sequentially continuous linear operator to some class of non-metrizable locally convex spaces.

Complete nonlinear theory of longitudinal-to-transverse dust lattice mode coupling in a single-layer dusty plasma crystal

A comprehensive nonlinear model is put forward for coupled longitudinal to transverse displacements in a horizontal dust mono-layer, levitated under the combined influence of gravity and an electric and/or magnetic sheath field. A set of coupled nonlinear evolution equations are obtained in a discrete description, and a pair of coupled (Boussinesq-like) PDEs are obtained in the continuum approximation. Finally, the amplitude modulation of the coupled modes is discussed, pointing out the importance of the coupling. All these results are generic, i.e. valid for any assumed form of the inter-grain interaction potential U and the sheath potential Phi.

Nonlinear propagation of electromagnetic waves in negative-refraction-index composite materials

We investigate the nonlinear propagation of electromagnetic waves in left-handed materials. For this purpose, we consider a set of coupled nonlinear Schrodinger (CNLS) equations, which govern the dynamics of coupled electric and magnetic field envelopes. The CNLS equations are used to obtain a nonlinear dispersion, which depicts the modulational stability profile of the coupled plane-wave solutions in left-handed materials. An exact (in)stability criterion for modulational interactions is derived, and analytical expressions for the instability growth rate are obtained.

Linear and nonlinear dynamics of a dust bicrystal consisting of positive and negative dust particles

A dusty plasma crystalline configuration consisting of charged dust grains of alternating charge sign (.../+/-/+/-/+/...) and mass is considered. Both charge and mass of each dust species are taken to be constant. Considering the equations of longitudinal motion, a dispersion relation for linear longitudinal vibrations is derived from first principles and then analyzed. Two harmonic modes are obtained, namely, an acoustic mode and an inverse-dispersive optic-like one. The nonlinear aspects of acoustic longitudinal dust grain motion are addressed via a generalized Boussinesq (and, alternatively, a generalized Korteweg-de Vries) description. (C) 2005 American Institute of Physics.

Nonlinear modulation of ion-acoustic waves in two-electron-temperature plasmas

The amplitude modulation of ion-acoustic waves IS investigated in a plasma consisting of adiabatic warm ions, and two different populations of thermal electrons at different temperatures. The fluid equations are reduced to nonlinear Schrodinger equation by employing a multi-scale perturbation technique. A linear stability analysis for the wave packet amplitude reveals that long wavelengths are always stable, while modulational instability sets in for shorter wavelengths. It is shown that increasing the value of the hot-to-cold electron temperature ratio (mu), for a given value of the hot-to-cold electron density ratio (nu): favors instability. The role of the ion temperature is also discussed. In the limiting case nu = 0 (or nu -> infinity). which correspond(s) to an ordinary (single) electron-ion plasma, the results of previous works are recovered.

Nonlinear electrostatic excitations of charged dust in degenerate ultra-dense quantum dusty plasmas

The linear and nonlinear properties of low-frequency electrostatic excitations of charged dust particles (or defects) in a dense collisionless, unmagnetized Thomas-Fermi plasma are investigated. A fully ionized three-component model plasma consisting of electrons, ions, and negatively charged massive dust grains is considered. Electrons and ions are assumed to be in a degenerate quantum state, obeying the Thomas-Fermi density distribution, whereas the inertial dust component is described by a set of classical fluid equations. Considering large-amplitude stationary profile travelling-waves in a moving reference frame, the fluid evolution equations are reduced to a pseudo-energy-balance equation, involving a Sagdeev-type potential function. The analysis describes the dynamics of supersonic dust-acoustic solitary waves in Thomas-Fermi plasmas, and provides exact predictions for their dynamical characteristics, whose dependence on relevant parameters (namely, the ion-to-electron Fermi temperature ratio, and the dust concentration) is investigated. An alternative route is also adopted, by assuming weakly varying small-amplitude disturbances off equilibrium, and then adopting a multiscale perturbation technique to derive a Korteweg–de Vries equation for the electrostatic potential, and finally solving in terms for electric potential pulses (electrostatic solitons). A critical comparison between the two methods reveals that they agree exactly in the small-amplitude, weakly superacoustic limit. The dust concentration (Havnes) parameter h = Zd0nd0/ne0 affects the propagation characteristics by modifying the phase speed, as well as the electron/ion Fermi temperatures. Our results aim at elucidating the characteristics of electrostatic excitations in dust-contaminated dense plasmas, e.g., in metallic electronic devices, and also arguably in supernova environments, where charged dust defects may occur in the quantum plasma regime.