Similarity solution of axisymmetric flow in porous media

Applications of the axisymmetric Boussinesq equation to groundwater hydrology and reservoir engineering have long been recognised. An archetypal example is invasion by drilling fluid into a permeable bed where there is initially no such fluid present, a circumstance of some importance in the oil industry. It is well known that the governing Boussinesq model can be reduced to a nonlinear ordinary differential equation using a similarity variable, a transformation that is valid for a certain time-dependent flux at the origin. Here, a new analytical approximation is obtained for this case. The new solution,, which has a simple form, is demonstrated to be highly accurate. (c) 2005 Elsevier Ltd. All rights reserved.

A note on the Balanced method

Recently the Balanced method was introduced as a class of quasi-implicit methods for solving stiff stochastic differential equations. We examine asymptotic and mean-square stability for several implementations of the Balanced method and give a generalized result for the mean-square stability region of any Balanced method. We also investigate the optimal implementation of the Balanced method with respect to strong convergence.

A geometric approach to quantum circuit lower bounds

What is the minimal size quantum circuit required to exactly implement a specified n-qubit unitary operation, U, without the use of ancilla qubits? We show that a lower bound on the minimal size is provided by the length of the minimal geodesic between U and the identity, I, where length is defined by a suitable Finsler metric on the manifold SU(2(n)). The geodesic curves on these manifolds have the striking property that once an initial position and velocity are set, the remainder of the geodesic is completely determined by a second order differential equation known as the geodesic equation. This is in contrast with the usual case in circuit design, either classical or quantum, where being given part of an optimal circuit does not obviously assist in the design of the rest of the circuit. Geodesic analysis thus offers a potentially powerful approach to the problem of proving quantum circuit lower bounds. In this paper we construct several Finsler metrics whose minimal length geodesics provide lower bounds on quantum circuit size. For each Finsler metric we give a procedure to compute the corresponding geodesic equation. We also construct a large class of solutions to the geodesic equation, which we call Pauli geodesics, since they arise from isometries generated by the Pauli group. For any unitary U diagonal in the computational basis, we show that: (a) provided the minimal length geodesic is unique, it must be a Pauli geodesic; (b) finding the length of the minimal Pauli geodesic passing from I to U is equivalent to solving an exponential size instance of the closest vector in a lattice problem (CVP); and (c) all but a doubly exponentially small fraction of such unitaries have minimal Pauli geodesics of exponential length.

Three-body recombination of ultracold Bose gases using the truncated Wigner method

We apply the truncated Wigner method to the process of three-body recombination in ultracold Bose gases. We find that within the validity regime of the Wigner truncation for two-body scattering, three-body recombination can be treated using a set of coupled stochastic differential equations that include diffusion terms, and can be simulated using known numerical methods. As an example we investigate the behavior of a simple homogeneous Bose gas, finding a very slight increase of the loss rate compared to that obtained by using the standard method.

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.

Stochastic delay differential equations for genetic regulatory networks

Time delay is an important aspect in the modelling of genetic regulation due to slow biochemical reactions such as gene transcription and translation, and protein diffusion between the cytosol and nucleus. In this paper we introduce a general mathematical formalism via stochastic delay differential equations for describing time delays in genetic regulatory networks. Based on recent developments with the delay stochastic simulation algorithm, the delay chemical masterequation and the delay reaction rate equation are developed for describing biological reactions with time delay, which leads to stochastic delay differential equations derived from the Langevin approach. Two simple genetic regulatory networks are used to study the impact of' intrinsic noise on the system dynamics where there are delays. (c) 2006 Elsevier B.V. All rights reserved.

The stochastic Gross-Pitaevskii equation: II

We provide a derivation of a more accurate version of the stochastic Gross-Pitaevskii equation, as introduced by Gardiner et al (2002 J. Phys. B: At. Mol. Opt. Phys. 35 1555). This derivation does not rely on the concept of local energy and momentum conservation and is based on a quasiclassical Wigner function representation of a 'high temperature' master equation for a Bose gas, which includes only modes below an energy cut-off ER that are sufficiently highly occupied (the condensate band). The modes above this cutoff (the non-condensate band) are treated as being essentially thermalized. The interaction between these two bands, known as growth and scattering processes, provides noise and damping terms in the equation of motion for the condensate band, which we call the stochastic Gross-Pitaevskii equation. This approach is distinguished by the control of the approximations made in its derivation and by the feasibility of its numerical implementation.

Numerical simulation of stochastic ordinary differential equations in biomathematical modelling

In this work we discuss the effects of white and coloured noise perturbations on the parameters of a mathematical model of bacteriophage infection introduced by Beretta and Kuang in [Math. Biosc. 149 (1998) 57]. We numerically simulate the strong solutions of the resulting systems of stochastic ordinary differential equations (SDEs), with respect to the global error, by means of numerical methods of both Euler-Taylor expansion and stochastic Runge-Kutta type. (C) 2003 IMACS. Published by Elsevier B.V. All rights reserved.

A genetic estimation algorithm for parameters of stochastic ordinary differential equations

A generic method for the estimation of parameters for Stochastic Ordinary Differential Equations (SODEs) is introduced and developed. This algorithm, called the GePERs method, utilises a genetic optimisation algorithm to minimise a stochastic objective function based on the Kolmogorov-Smirnov statistic. Numerical simulations are utilised to form the KS statistic. Further, the examination of some of the factors that improve the precision of the estimates is conducted. This method is used to estimate parameters of diffusion equations and jump-diffusion equations. It is also applied to the problem of model selection for the Queensland electricity market. (C) 2003 Elsevier B.V. All rights reserved.

Properties of the stochastic Gross-Pitaevskii equation: finite temperature Ehrenfest relations and the optimal plane wave representation

We present Ehrenfest relations for the high temperature stochastic Gross-Pitaevskii equation description of a trapped Bose gas, including the effect of growth noise and the energy cutoff. A condition for neglecting the cutoff terms in the Ehrenfest relations is found which is more stringent than the usual validity condition of the truncated Wigner or classical field method-that all modes are highly occupied. The condition requires a small overlap of the nonlinear interaction term with the lowest energy single particle state of the noncondensate band, and gives a means to constrain dynamical artefacts arising from the energy cutoff in numerical simulations. We apply the formalism to two simple test problems: (i) simulation of the Kohn mode oscillation for a trapped Bose gas at zero temperature, and (ii) computing the equilibrium properties of a finite temperature Bose gas within the classical field method. The examples indicate ways to control the effects of the cutoff, and that there is an optimal choice of plane wave basis for a given cutoff energy. This basis gives the best reproduction of the single particle spectrum, the condensate fraction and the position and momentum densities.

Quantum dynamics with stochastic gauge simulations

The general idea of a stochastic gauge representation is introduced and compared with more traditional phase-space expansions, like the Wigner expansion. Stochastic gauges can be used to obtain an infinite class of positive-definite stochastic time-evolution equations, equivalent to master equations, for many systems including quantum time evolution. The method is illustrated with a variety of simple examples ranging from astrophysical molecular hydrogen production, through to the topical problem of Bose-Einstein condensation in an optical trap and the resulting quantum dynamics.

Gelatinisation of starch in mixtures of sugars. II. Application of differential scanning calorimetry

Differential scanning calorimetry was used to investigate the effect of mixtures of glucose and fructose, and five types of honeys on starch gelatinisation. At a 1:1 starch:water ratio, glucose generally increased the enthalpy (DeltaH(gel)) and temperatures (T-onset, T-peak and T-end) of gelatinisation more than fructose. Upon mixing, DeltaH(gel) of the low-temperature endotherm decreased in comparison to the sole sugars, but was fairly constant (7.7 +/- 0.33 J/g dry starch). DeltaH(gel) of the high-temperature endotherm increased with the fructose content. For both endotherms, the gelatinisation temperatures were unchanged (CV less than or equal to 3%) for the mixtures. With the honeys (moisture, 14.9-18.0%; fructose, 37.2-44.0%; glucose, 28.3-31.9%) added at 1.1-4.4 g per g dry starch, the enthalpy and temperatures of gelatinisation did not vary significantly (CV less than or equal to 6%). Typical thermograms are presented, and the results are interpreted in the light of the various proposed mechanisms for starch gelatinisation in sugar-water systems, total sugar content and possible sugar-sugar interactions. The thermograms were broader in the presence of the sugars and honeys, and a biphasic character was consistently exhibited. The application of an exponential equation to the gelatinisation temperatures of the starch-honey mixtures revealed an opposing influence of fructose and glucose during gelatinisation. The mechanism of starch gelatinisation may be better understood if techniques could be perfected to quantify breakage and formation of hydrogen bonds in the starch granules, and suggested techniques are discussed. (C) 2004 Elsevier Ltd. All rights reserved.

On the Schrodinger equation involving a critical Sobolev exponent and magnetic field

We consider the semilinear Schrodinger equation -Delta(A)u + V(x)u = Q(x)vertical bar u vertical bar(2* -2) u. Assuming that V changes sign, we establish the existence of a solution u not equal 0 in the Sobolev space H-A,V(1) + (R-N). The solution is obtained by a min-max type argument based on a topological linking. We also establish certain regularity properties of solutions for a rather general class of equations involving the operator -Delta(A).