Boundary value problems for systems of difference equations associated with systems of second-order ordinary differential equations

We study difference equations which arise as discrete approximations to two-point boundary value problems for systems of second-order ordinary differential equations. We formulate conditions which guarantee a priori bounds on first differences of solutions to the discretized problem. We establish existence results for solutions to the discretized boundary value problems subject to nonlinear boundary conditions. We apply our results to show that solutions to the discrete problem converge to solutions of the continuous problem in an aggregate sense. (C) 2002 Elsevier Science Ltd. All rights reserved.

Effect of mutual coupling on the interference rejection capabilities of linear and circular arrays in CDMA systems

This paper is concerned with assessing the interference rejection capabilities of linear and circular array of dipoles that can be part of a base station of a code-division multiple-access cellular communication system. The performance criteria for signal-to-interference ratio (SIR) improvement employed in this paper is the spatial interference suppression coefficient. We first derive an expression for this figure of merit and then analyze and compare the SIR performance of the two types of arrays. For a linear array, we quantitatively assess the degradation in SIR performance, as we move from array broadside to array end-fire direction. In addition, the effect of mutual coupling is taken into account.

Investigation of the starch gelatinisation phenomena in water-glycerol systems: application of modulated temperature differential scanning calorimetry

The use of modulated temperature differential scanning calorimetry (MTDSC) has provided further insight into the gelatinisation process since it allows the detection of glass transition during gelatinisation process. It was found in this work that the glass transition overlapped with the gelatinisation peak temperature for all maize starch formulations studied. Systematic investigation on maize starch gelatinisation over a range of water-glycerol concentrations with MTDSC revealed that the addition of glycerol increased the gelatinisation onset temperature with an extent that depended on the water content in the system. Furthermore, the addition of glycerol promoted starch gelatinisation at low water content (0.4 g water/g dry starch) and the enthalpy of gelatinisation varied with glycerol concentration (0.73-19.61 J/g dry starch) depending on the water content and starch type. The validities of published gelatinisation models were explored. These models failed to explain the glass transition phenomena observed during the course of gelatinisation and failed to describe the gelatinisation behaviour observed over the water-glycerol concentrations range investigated. A hypothesis for the mechanisms involved during gelatinisation was proposed based on the side chain liquid crystalline polymer model for starch structure and the concept that the order-disorder transition in starch requires that the hydrogen bonds (the major structural element in the granule packing) to be broken before the collapse of order (helix-coil transition) can take place. (C) 2004 Elsevier Ltd. All rights reserved.

Anisotropy-based robust performance analysis of finite horizon linear discrete time varying systems

We consider a problem of robust performance analysis of linear discrete time varying systems on a bounded time interval. The system is represented in the state-space form. It is driven by a random input disturbance with imprecisely known probability distribution; this distributional uncertainty is described in terms of entropy. The worst-case performance of the system is quantified by its a-anisotropic norm. Computing the anisotropic norm is reduced to solving a set of difference Riccati and Lyapunov equations and a special form equation.

Optimising profitability and environmental trade-offs in managing cropping systems using differential evolution

Whilst traditional optimisation techniques based on mathematical programming techniques are in common use, they suffer from their inability to explore the complexity of decision problems addressed using agricultural system models. In these models, the full decision space is usually very large while the solution space is characterized by many local optima. Methods to search such large decision spaces rely on effective sampling of the problem domain. Nevertheless, problem reduction based on insight into agronomic relations and farming practice is necessary to safeguard computational feasibility. Here, we present a global search approach based on an Evolutionary Algorithm (EA). We introduce a multi-objective evaluation technique within this EA framework, linking the optimisation procedure to the APSIM cropping systems model. The approach addresses the issue of system management when faced with a trade-off between economic and ecological consequences.

Towards a Modeling Environment for Earth Systems Simulations

The developments of models in Earth Sciences, e.g. for earthquake prediction and for the simulation of mantel convection, are fare from being finalized. Therefore there is a need for a modelling environment that allows scientist to implement and test new models in an easy but flexible way. After been verified, the models should be easy to apply within its scope, typically by setting input parameters through a GUI or web services. It should be possible to link certain parameters to external data sources, such as databases and other simulation codes. Moreover, as typically large-scale meshes have to be used to achieve appropriate resolutions, the computational efficiency of the underlying numerical methods is important. Conceptional this leads to a software system with three major layers: the application layer, the mathematical layer, and the numerical algorithm layer. The latter is implemented as a C/C++ library to solve a basic, computational intensive linear problem, such as a linear partial differential equation. The mathematical layer allows the model developer to define his model and to implement high level solution algorithms (e.g. Newton-Raphson scheme, Crank-Nicholson scheme) or choose these algorithms form an algorithm library. The kernels of the model are generic, typically linear, solvers provided through the numerical algorithm layer. Finally, to provide an easy-to-use application environment, a web interface is (semi-automatically) built to edit the XML input file for the modelling code. In the talk, we will discuss the advantages and disadvantages of this concept in more details. We will also present the modelling environment escript which is a prototype implementation toward such a software system in Python (see www.python.org). Key components of escript are the Data class and the PDE class. Objects of the Data class allow generating, holding, accessing, and manipulating data, in such a way that the actual, in the particular context best, representation is transparent to the user. They are also the key to establish connections with external data sources. PDE class objects are describing (linear) partial differential equation objects to be solved by a numerical library. The current implementation of escript has been linked to the finite element code Finley to solve general linear partial differential equations. We will give a few simple examples which will illustrate the usage escript. Moreover, we show the usage of escript together with Finley for the modelling of interacting fault systems and for the simulation of mantel convection.

Entangled States and Collective Nonclassical Effects in Two-Atom Systems

We propose a review of recent developments on entanglement and nonclassical effects in collective two-atom systems and present a uniform physical picture of the many predicted phenomena. The collective effects have brought into sharp focus some of the most basic features of quantum theory, such as nonclassical states of light and entangled states of multiatom systems. The entangled states are linear superpositions of the internal states of the system which cannot be separated into product states of the individual atoms. This property is recognized as entirely quantum-mechanical effect and have played a crucial role in many discussions of the nature of quantum measurements and, in particular, in the developments of quantum communications. Much of the fundamental interest in entangled states is connected with its practical application ranging from quantum computation, information processing, cryptography, and interferometry to atomic spectroscopy.

Improving wheat simulation capabilities in Australia from a cropping systems perspective - III. The integrated wheat model (I_WHEAT)

Previous work has identified several short-comings in the ability of four spring wheat and one barley model to simulate crop processes and resource utilization. This can have important implications when such models are used within systems models where final soil water and nitrogen conditions of one crop define the starting conditions of the following crop. In an attempt to overcome these limitations and to reconcile a range of modelling approaches, existing model components that worked demonstrably well were combined with new components for aspects where existing capabilities were inadequate. This resulted in the Integrated Wheat Model (I_WHEAT), which was developed as a module of the cropping systems model APSIM. To increase predictive capability of the model, process detail was reduced, where possible, by replacing groups of processes with conservative, biologically meaningful parameters. I_WHEAT does not contain a soil water or soil nitrogen balance. These are present as other modules of APSIM. In I_WHEAT, yield is simulated using a linear increase in harvest index whereby nitrogen or water limitations can lead to early termination of grainfilling and hence cessation of harvest index increase. Dry matter increase is calculated either from the amount of intercepted radiation and radiation conversion efficiency or from the amount of water transpired and transpiration efficiency, depending on the most limiting resource. Leaf area and tiller formation are calculated from thermal time and a cultivar specific phyllochron interval. Nitrogen limitation first reduces leaf area and then affects radiation conversion efficiency as it becomes more severe. Water or nitrogen limitations result in reduced leaf expansion, accelerated leaf senescence or tiller death. This reduces the radiation load on the crop canopy (i.e. demand for water) and can make nitrogen available for translocation to other organs. Sensitive feedbacks between light interception and dry matter accumulation are avoided by having environmental effects acting directly on leaf area development, rather than via biomass production. This makes the model more stable across environments without losing the interactions between the different external influences. When comparing model output with models tested previously using data from a wide range of agro-climatic conditions, yield and biomass predictions were equal to the best of those models, but improvements could be demonstrated for simulating leaf area dynamics in response to water and nitrogen supply, kernel nitrogen content, and total water and nitrogen use. I_WHEAT does not require calibration for any of the environments tested. Further model improvement should concentrate on improving phenology simulations, a more thorough derivation of coefficients to describe leaf area development and a better quantification of some processes related to nitrogen dynamics. (C) 1998 Elsevier Science B.V.

Phase diagram for a class of spin-1/2 Heisenberg models interpolating between the square-lattice, the triangular-lattice, and the linear-chain limits

We study the spin-1/2 Heisenberg models on an anisotropic two-dimensional lattice which interpolates between the square lattice at one end, a set of decoupled spin chains on the other end, and the triangular-lattice Heisenberg model in between. By series expansions around two different dimer ground states and around various commensurate and incommensurate magnetically ordered states, we establish the phase diagram for this model of a frustrated antiferromagnet. We find a particularly rich phase diagram due to the interplay of magnetic frustration, quantum fluctuations, and varying dimensionality. There is a large region of the usual two-sublattice Neel phase, a three-sublattice phase for the triangular-lattice model, a region of incommensurate magnetic order around the triangular-lattice model, and regions in parameter space where there is no magnetic order. We find that the incommensurate ordering wave vector is in general altered from its classical value by quantum fluctuations. The regime of weakly coupled chains is particularly interesting and appears to be nearly critical. [S0163-1829(99)10421-1].

Computation of bifurcation boundaries for power systems: A new Delta-plane method

This paper is devoted to the problems of finding the load flow feasibility, saddle node, and Hopf bifurcation boundaries in the space of power system parameters. The first part contains a review of the existing relevant approaches including not-so-well-known contributions from Russia. The second part presents a new robust method for finding the power system load flow feasibility boundary on the plane defined by any three vectors of dependent variables (nodal voltages), called the Delta plane. The method exploits some quadratic and linear properties of the load now equations and state matrices written in rectangular coordinates. An advantage of the method is that it does not require an iterative solution of nonlinear equations (except the eigenvalue problem). In addition to benefits for visualization, the method is a useful tool for topological studies of power system multiple solution structures and stability domains. Although the power system application is developed, the method can be equally efficient for any quadratic algebraic problem.

Decoherence and coherent population transfer between two coupled systems

We show that an arbitrary system described by two dipole moments exhibits coherent superpositions of internal states that can be completely decoupled fi om the dissipative interactions (responsible for decoherence) and an external driving laser field. These superpositions, known as dark or trapping states, can he completely stable or can coherently interact with the remaining states. We examine the master equation describing the dissipative evolution of the system and identify conditions for population trapping and also classify processes that can transfer the population to these undriven and nondecaying states. It is shown that coherent transfers are possible only if the two systems are nonidentical, that is the transitions have different frequencies and/or decay rates. in particular, we find that the trapping conditions can involve both coherent and dissipative interactions, and depending on the energy level structure of the system, the population can be trapped in a linear superposition of two or more bare states, a dressed state corresponding to an eigenstate of the system plus external fields or, in some cases. in one of the excited states of the system. A comprehensive analysis is presented of the different processes that are responsible for population trapping, and we illustrate these ideas with three examples of two coupled systems: single V- and Lambda-type three-level atoms and two nonidentical tao-level atoms, which are known to exhibit dark states. We show that the effect of population trapping does not necessarily require decoupling of the antisymmetric superposition from the dissipative interactions. We also find that the vacuum-induced coherent coupling between the systems could be easily observed in Lambda-type atoms. Our analysis of the population trapping in two nonidentical atoms shows that the atoms can be driven into a maximally entangled state which is completely decoupled from the dissipative interaction.

Modelling of cold-formed purlin-sheeting systems .1. Full model

Purlin-sheeting systems used for roofs and walls commonly take the form of cold-formed channel or zed section purlins, screw-connected to corrugated sheeting. These purlin-sheeting systems have been the subject of numerous theoretical and experimental investigations over the past three decades, but the complexity of the systems has led to great difficulty in developing a sound and general model. This paper presents a non-linear elasto-plastic finite element model, capable of predicting the behaviour of purlin-sheeting systems without the need for either experimental input or over simplifying assumptions. The model incorporates both the sheeting and the purlin, and is able to account for cross-sectional distortion of the purlin, the flexural and membrane restraining effects of the sheeting, and failure of the purlin by local buckling or yielding. The validity of the model is shown by its good correlation with experimental results. A simplified version of this model, which is more suitable for use in a design environment, is presented in a companion paper. (C) 1997 Elsevier Science Ltd.

Modelling of cold-formed purlin-sheeting systems .2. Simplified model

A number of theoretical and experimental investigations have been made into the nature of purlin-sheeting systems over the past 30 years. These systems commonly consist of cold-formed zed or channel section purlins, connected to corrugated sheeting. They have proven difficult to model due to the complexity of both the purlin deformation and the restraint provided to the purlin by the sheeting. Part 1 of this paper presented a non-linear elasto plastic finite element model which, by incorporating both the purlin and the sheeting in the analysis, allowed the interaction between the two components of the system to be modelled. This paper presents a simplified version of the first model which has considerably decreased requirements in terms of computer memory, running time and data preparation. The Simplified Model includes only the purlin but allows for the sheeting's shear and rotational restraints by modelling these effects as springs located at the purlin-sheeting connections. Two accompanying programs determine the stiffness of these springs numerically. As in the Full Model, the Simplified Model is able to account for the cross-sectional distortion of the purlin, the shear and rotational restraining effects of the sheeting, and failure of the purlin by local buckling or yielding. The model requires no experimental or empirical input and its validity is shown by its goon con elation with experimental results. (C) 1997 Elsevier Science Ltd.

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.

The composite Euler method for stiff stochastic differential equations

In this paper we present the composite Euler method for the strong solution of stochastic differential equations driven by d-dimensional Wiener processes. This method is a combination of the semi-implicit Euler method and the implicit Euler method. At each step either the semi-implicit Euler method or the implicit Euler method is used in order to obtain better stability properties. We give criteria for selecting the semi-implicit Euler method or the implicit Euler method. For the linear test equation, the convergence properties of the composite Euler method depend on the criteria for selecting the methods. Numerical results suggest that the convergence properties of the composite Euler method applied to nonlinear SDEs is the same as those applied to linear equations. The stability properties of the composite Euler method are shown to be far superior to those of the Euler methods, and numerical results show that the composite Euler method is a very promising method. (C) 2001 Elsevier Science B.V. All rights reserved.