On the inverse parabolicity of pdf equations in turbulent flows

The focus of the present work is the well-known feature of the probability density function (PDF) transport equations in turbulent flows-the inverse parabolicity of the equations. While it is quite common in fluid mechanics to interpret equations with direct (forward-time) parabolicity as diffusive (or as a combination of diffusion, convection and reaction), the possibility of a similar interpretation for equations with inverse parabolicity is not clear. According to Einstein's point of view, a diffusion process is associated with the random walk of some physical or imaginary particles, which can be modelled by a Markov diffusion process. In the present paper it is shown that the Markov diffusion process directly associated with the PDF equation represents a reasonable model for dealing with the PDFs of scalars but it significantly underestimates the diffusion rate required to simulate turbulent dispersion when the velocity components are considered.

Complete modulational-instability gain spectrum of nonlinear quasi-phase-matching gratings

We consider plane waves propagating in quadratic nonlinear slab waveguides with nonlinear quasi-phase-matching gratings. We predict analytically and verify numerically the complete gain spectrum for transverse modulational instability, including hitherto undescribed higher-order gain bands. (C) 2004 Optical Society of America.

Relational time for systems of oscillators

Using an elementary example based on two simple harmonic oscillators, we show how a relational time may be defined that leads to an approximate Schrodinger dynamics for subsystems, with corrections leading to an intrinsic decoherence in the energy eigenstates of the subsystem.

Uniqueness criteria for continuous-time Markov chains with general transition structures

We derive necessary and sufficient conditions for the existence of bounded or summable solutions to systems of linear equations associated with Markov chains. This substantially extends a famous result of G. E. H. Reuter, which provides a convenient means of checking various uniqueness criteria for birth-death processes. Our result allows chains with much more general transition structures to be accommodated. One application is to give a new proof of an important result of M. F. Chen concerning upwardly skip-free processes. We then use our generalization of Reuter's lemma to prove new results for downwardly skip-free chains, such as the Markov branching process and several of its many generalizations. This permits us to establish uniqueness criteria for several models, including the general birth, death, and catastrophe process, extended branching processes, and asymptotic birth-death processes, the latter being neither upwardly skip-free nor downwardly skip-free.

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.

Brief note on the variation of constants formula for fuzzy differential equations

This note gives a theory of state transition matrices for linear systems of fuzzy differential equations. This is used to give a fuzzy version of the classical variation of constants formula. A simple example of a time-independent control system is used to illustrate the methods. While similar problems to the crisp case arise for time-dependent systems, in time-independent cases the calculations are elementary solutions of eigenvalue-eigenvector problems. In particular, for nonnegative or nonpositive matrices, the problems at each level set, can easily be solved in MATLAB to give the level sets of the fuzzy solution. (C) 2002 Elsevier Science B.V. All rights reserved.

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.

On minimal models of process systems

Minimal representations are known to have no redundant elements, and are therefore of great importance. Based on the notions of performance and size indices and measures for process systems, the paper proposes conditions for a process model being minimal in a set of functionally equivalent models with respect to a size norm. Generalized versions of known procedures to obtain minimal process models for a given modelling goal, model reduction based on sensitivity analysis and incremental model building are proposed and discussed. The notions and procedures are illustrated and compared on a simple example, that of a simple nonlinear fermentation process with different modelling goals and on a case study of a heat exchanger modelling. (C) 2004 Elsevier Ltd. All rights reserved.

Adsorption characteristics of carbonized bark for phenol and pentachlorophenol

The potential of using carbonized slash pine bark as a substitute for activated carbon was examined in this study. The bark was carbonized by slow heating in nitrogen for 6.5 h to 672 degrees C. The BET-N-2 surface area, average micropore and mesopore diameter, and micropore volume were 332 m(2) g(-1) 21.7 Angstrom, and 0.125 cm(3) g(-1), respectively. The adsorption capacities for phenol and pentachlorophenol (PCP) at pH 2 and pH 8 were evaluated. The Langmuir equation provided a slightly better fit than the Freundlich equation to two sets of phenol data. The calculated Freundlich constants, K = 0.41 - 0.58 mmol/g/(mmol dm(-3))(1/n) and 1/n = 0.30 - 0.41, were lower and higher, respectively, than literature values for activated carbons. The adsorption capacity of the carbonized bark was much lower for PCP than for phenol. The protonated and anionic PCP isotherms were Type II or III, respectively, in the Brunauer classification. The BET equation provided the best fit to protonated PCP isotherm data. The anionic PCP data were fitted to both the BET model and an equation used in the literature to represent phosphate adsorption on activated carbons. Nonlinear regression of the data for both phenol and PCP adsorption with the Freundlich, Langmuir and BET equations generally gave more accurate parameters, compared with the use of linearized equations to obtain the parameters. (C) 1998 SCI.

Subcycling first- and second-order generalizations of the trapezoidal rule

Subcycling algorithms which employ multiple timesteps have been previously proposed for explicit direct integration of first- and second-order systems of equations arising in finite element analysis, as well as for integration using explicit/implicit partitions of a model. The author has recently extended this work to implicit/implicit multi-timestep partitions of both first- and second-order systems. In this paper, improved algorithms for multi-timestep implicit integration are introduced, that overcome some weaknesses of those proposed previously. In particular, in the second-order case, improved stability is obtained. Some of the energy conservation properties of the Newmark family of algorithms are shown to be preserved in the new multi-timestep extensions of the Newmark method. In the first-order case, the generalized trapezoidal rule is extended to multiple timesteps, in a simple way that permits an implicit/implicit partition. Explicit special cases of the present algorithms exist. These are compared to algorithms proposed previously. (C) 1998 John Wiley & Sons, Ltd.