Part-whole relations between food webs and the validity of local food-web descriptions

This work analyzes the relationship between large food webs describing potential feeding relations between species and smaller sub-webs thereof describing relations actually realized in local communities of various sizes. Special attention is given to the relationships between patterns of phylogenetic correlations encountered in large webs and sub-webs. Based on the current theory of food-web topology as implemented in the matching model, it is shown that food webs are scale invariant in the following sense: given a large web described by the model, a smaller, randomly sampled sub-web thereof is described by the model as well. A stochastic analysis of model steady states reveals that such a change in scale goes along with a re-normalization of model parameters. Explicit formulae for the renormalized parameters are derived. Thus, the topology of food webs at all scales follows the same patterns, and these can be revealed by data and models referring to the local scale alone. As a by-product of the theory, a fast algorithm is derived which yields sample food webs from the exact steady state of the matching model for a high-dimensional trophic niche space in finite time. (C) 2008 Elsevier B.V. All rights reserved.

Interaction-induced correlations and non-Markovianity of quantum dynamics

We investigate the conditions under which the trace distance between two different states of a given open system increases in time due to the interaction with an environment, therefore signaling non-Markovianity. We find that the finite-time difference in trace distance is bounded by two sharply defined quantities that are strictly linked to the occurrence of system-environment correlations created throughout their interaction and affecting the subsequent evolution of the system. This allows us to shed light on the origin of non-Markovian behaviors in quantum dynamics. We best illustrate our findings by tackling two physically relevant examples: a non-Markovian dephasing mechanism that has been the focus of a recent experimental endeavor and the open-system dynamics experienced by a spin connected to a finite-size quantum spin chain.

Experimental Reconstruction of Work Distribution and Study of Fluctuation Relations in a Closed Quantum System

We report the experimental reconstruction of the nonequilibrium work probability distribution in a closed quantum system, and the study of the corresponding quantum fluctuation relations. The experiment uses a liquid-state nuclear magnetic resonance platform that offers full control on the preparation and dynamics of the system. Our endeavors enable the characterization of the out-of-equilibrium dynamics of a quantum spin from a finite-time thermodynamics viewpoint.

Equilibration and nonclassicality of a double-well potential

A double-well loaded with bosonic atoms represents an ideal candidate to simulate some of the most interesting aspects in the phenomenology of thermalisation and equilibration. Here we report an exhaustive analysis of the dynamics and steady state properties of such a system locally in contact with different temperature reservoirs. We show that thermalisation only occurs 'accidentally'. We further examine the nonclassical features and energy fluxes implied by the dynamics of the double-well system, thus exploring its finite-time thermodynamics in relation to the settlement of nonclassical correlations between the wells.

Work Fluctuations in Bosonic Josephson Junctions

We calculate the first two moments and full probability distribution of the work performed on a system of bosonic particles in a two-mode Bose-Hubbard Hamiltonian when the self-interaction term is varied instantaneously or with a finite-time ramp. In the instantaneous case, we show how the irreversible work scales differently depending on whether the system is driven to the Josephson or Fock regime of the bosonic Josephson junction. In the finite-time case, we use optimal control techniques to substantially decrease the irreversible work to negligible values. Our analysis can be implemented in present-day experiments with ultracold atoms and we show how to relate the work statistics to that of the population imbalance of the two modes.

Finite-Element Time-Step Coupled Generator, Load, AVR and Brushless Exciter Modelling

This paper presented results from a details and comprehensive simulation using finite element method of the practical operation of an electrical machine. The results it displayed have been used in practice to design more efficient equipment.

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.

Combined R-matrix eigenstate basis set and finite-difference propagation method for the time-dependent Schrodinger equation: The one-electron case

In this work we present the theoretical framework for the solution of the time-dependent Schrödinger equation (TDSE) of atomic and molecular systems under strong electromagnetic fields with the configuration space of the electron’s coordinates separated over two regions; that is, regions I and II. In region I the solution of the TDSE is obtained by an R-matrix basis set representation of the time-dependent wave function. In region II a grid representation of the wave function is considered and propagation in space and time is obtained through the finite-difference method. With this, a combination of basis set and grid methods is put forward for tackling multiregion time-dependent problems. In both regions, a high-order explicit scheme is employed for the time propagation. While, in a purely hydrogenic system no approximation is involved due to this separation, in multielectron systems the validity and the usefulness of the present method relies on the basic assumption of R-matrix theory, namely, that beyond a certain distance (encompassing region I) a single ejected electron is distinguishable from the other electrons of the multielectron system and evolves there (region II) effectively as a one-electron system. The method is developed in detail for single active electron systems and applied to the exemplar case of the hydrogen atom in an intense laser field.

Finite ion temperature effects on oblique modulational stability and envelope excitations of dust-ion acoustic waves

Theoretical and numerical investigations are carried out for the amplitude modulation of dust-ion acoustic waves (DIAW) propagating in an unmagnetized weakly coupled collisionless fully ionized plasma consisting of isothermal electrons, warm ions and charged dust grains. Modulation oblique (by an angle theta) to the carrier wave propagation direction is considered. The stability analysis, based on a nonlinear Schrodinger-type equation (NLSE), exhibits a sensitivity of the instability region to the modulation angle theta, the dust concentration and the ion temperature. It is found that the ion temperature may strongly modify the wave's stability profile, in qualitative agreement with previous results, obtained for an electron-ion plasma. The effect of the ion temperature on the formation of DIAW envelope excitations (envelope solitons) is also discussed.

Finite difference time domain modeling of phase grating diffusion

In this paper, a method for modeling diffusion caused by non-smooth boundary surfaces in simulations of room acoustics using finite difference time domain (FDTD) technique is investigated. The proposed approach adopts the well-known theory of phase grating diffusers to efficiently model sound scattering from rough surfaces. The variation of diffuser well-depths is attained by nesting allpass filters within the reflection filters from which the digital impedance filters used in the boundary implementation are obtained. The presented technique is appropriate for modeling diffusion at high frequencies caused by small surface roughness and generally diffusers that have narrow wells and infinitely thin separators. The diffusion coefficient was measured with numerical experiments for a range of fractional Brownian diffusers.

Reliability Assessment of 3-D Space Frame Structures Applying Stochastic Finite Element Analysis

Throughout design development of satellite structure, stress engineer is usually challenged with randomness in applied loads and material properties. To overcome such problem, a risk-based design is applied which estimates satellite structure probability of failure under static and thermal loads. Determining probability of failure can help to update initially applied factors of safety that were used during structure preliminary design phase. These factors of safety are related to the satellite mission objective. Sensitivity-based analysis is to be implemented in the context of finite element analysis (probabilistic finite element method or stochastic finite element method (SFEM)) to determine the probability of failure for satellite structure or one of its components.

A Spherical Array Approach for Simulation of Binaural Impulse Responses using the Finite Difference Time Domain Method

The finite difference time domain (FDTD) method has direct applications in musical instrument modeling, simulation of environmental acoustics, room acoustics and sound reproduction paradigms, all of which benefit from auralization. However, rendering binaural impulse responses from simulated
data is not straightforward to accomplish as the calculated pressure at FDTD grid nodes does not contain any directional information. This paper addresses this issue by introducing a spherical array to capture sound pressure on a finite difference grid, and decomposing it into a plane-wave density
function. Binaural impulse responses are then constructed in the spherical harmonics domain by combining the decomposed grid data with free field head-related transfer functions. The effects of designing a spherical array in a Cartesian grid are studied, and emphasis is given to the relationships
between array sampling and the spatial and spectral design parameters of several finite-difference
schemes.

Discrete-Time Conserved Quantities for Damped Oscillators

Numerical sound synthesis is often carried out using the finite difference time domain method. In order to analyse the stability of the derived models, energy methods can be used for both linear and nonlinear settings. For Hamiltonian systems the existence of a conserved numerical energy-like quantity can be used to guarantee the stability of the simulations. In this paper it is shown how to derive similar discrete conservation laws in cases where energy is dissipated due to friction or in the presence of an energy source due to an external force. A damped harmonic oscillator (for which an analytic solution is available) is used to present the proposed methodology. After showing how to arrive at a conserved quantity, the simulation of a nonlinear single reed shows an example of an application in the context of musical acoustics.