Robust algorithms for solving stochastic partial differential equations

A robust semi-implicit central partial difference algorithm for the numerical solution of coupled stochastic parabolic partial differential equations (PDEs) is described. This can be used for calculating correlation functions of systems of interacting stochastic fields. Such field equations can arise in the description of Hamiltonian and open systems in the physics of nonlinear processes, and may include multiplicative noise sources. The algorithm can be used for studying the properties of nonlinear quantum or classical field theories. The general approach is outlined and applied to a specific example, namely the quantum statistical fluctuations of ultra-short optical pulses in chi((2)) parametric waveguides. This example uses a non-diagonal coherent state representation, and correctly predicts the sub-shot noise level spectral fluctuations observed in homodyne detection measurements. It is expected that the methods used wilt be applicable for higher-order correlation functions and other physical problems as well. A stochastic differencing technique for reducing sampling errors is also introduced. This involves solving nonlinear stochastic parabolic PDEs in combination with a reference process, which uses the Wigner representation in the example presented here. A computer implementation on MIMD parallel architectures is discussed. (C) 1997 Academic Press.

Integer matrix diagonalization

We consider algorithms for computing the Smith normal form of integer matrices. A variety of different strategies have been proposed, primarily aimed at avoiding the major obstacle that occurs in such computations-explosive growth in size of intermediate entries. We present a new algorithm with excellent performance. We investigate the complexity of such computations, indicating relationships with NP-complete problems. We also describe new heuristics which perform well in practice. Wie present experimental evidence which shows our algorithm outperforming previous methods. (C) 1997 Academic Press Limited.

Genetic algorithms for continuous optimization problems - a concept of parameter-space size adjustment

The concept of parameter-space size adjustment is pn,posed in order to enable successful application of genetic algorithms to continuous optimization problems. Performance of genetic algorithms with six different combinations of selection and reproduction mechanisms, with and without parameter-space size adjustment, were severely tested on eleven multiminima test functions. An algorithm with the best performance was employed for the determination of the model parameters of the optical constants of Pt, Ni and Cr.

Concurreny based transition refinement for the verification of distributed algorithms

We suggest a new notion of behaviour preserving transition refinement based on partial order semantics. This notion is called transition refinement. We introduced transition refinement for elementary (low-level) Petri Nets earlier. For modelling and verifying complex distributed algorithms, high-level (Algebraic) Petri nets are usually used. In this paper, we define transition refinement for Algebraic Petri Nets. This notion is more powerful than transition refinement for elementary Petri nets because it corresponds to the simultaneous refinement of several transitions in an elementary Petri net. Transition refinement is particularly suitable for refinement steps that increase the degree of distribution of an algorithm, e.g. when synchronous communication is replaced by asynchronous message passing. We study how to prove that a replacement of a transition is a transition refinement.