Gauge Poisson representations for birth/death master equations

Poisson representation techniques provide a powerful method for mapping master equations for birth/death processes -- found in many fields of physics, chemistry and biology -- into more tractable stochastic differential equations. However, the usual expansion is not exact in the presence of boundary terms, which commonly occur when the differential equations are nonlinear. In this paper, a gauge Poisson technique is introduced that eliminates boundary terms, to give an exact representation as a weighted rate equation with stochastic terms. These methods provide novel techniques for calculating and understanding the effects of number correlations in systems that have a master equation description. As examples, correlations induced by strong mutations in genetics, and the astrophysical problem of molecule formation on microscopic grain surfaces are analyzed. Exact analytic results are obtained that can be compared with numerical simulations, demonstrating that stochastic gauge techniques can give exact results where standard Poisson expansions are not able to.

A wavelet-based adaptive technique for adsorption problems involving steep gradients

A general, fast wavelet-based adaptive collocation method is formulated for heat and mass transfer problems involving a steep moving profile of the dependent variable. The technique of grid adaptation is based on sparse point representation (SPR). The method is applied and tested for the case of a gas–solid non-catalytic reaction in a porous solid at high Thiele modulus. Accurate and convergent steep profiles are obtained for Thiele modulus as large as 100 for the case of slab and found to match the analytical solution.

Asymptotic limits of a self-dual Ginzburg-Landau functional in bounded domains

In the author's joint paper [HJS] with Jest and Struwe, we discuss asymtotic limits of a self-dual Ginzburg-Landau functional involving a section of a line bundle over a closed Riemann surface and a connection on this bundle. In this paper, the author generalizes the above results [HJS] to the case of bounded domains.

Dynamical quantum noise in trapped Bose-Einstein condensates

We introduce the study of dynamical quantum noise in Bose-Einstein condensates through numerical simulation of stochastic partial differential equations obtained using phase-space representations. We derive evolution equations for a single trapped condensate in both the positive-P and Wigner representations and perform simulations to compare the predictions of the two methods. The positive-P approach is found to be highly susceptible to the stability problems that have been observed in other strongly nonlinear, weakly damped systems. Using the Wigner representation, we examine the evolution of several quantities of interest using from a variety of choices of initial stare for the condensate and compare results to those for single-mode models. [S1050-2947(98)06612-8].

A numerical study of large sparse matrix exponentials arising in Markov chains

Krylov subspace techniques have been shown to yield robust methods for the numerical computation of large sparse matrix exponentials and especially the transient solutions of Markov Chains. The attractiveness of these methods results from the fact that they allow us to compute the action of a matrix exponential operator on an operand vector without having to compute, explicitly, the matrix exponential in isolation. In this paper we compare a Krylov-based method with some of the current approaches used for computing transient solutions of Markov chains. After a brief synthesis of the features of the methods used, wide-ranging numerical comparisons are performed on a power challenge array supercomputer on three different models. (C) 1999 Elsevier Science B.V. All rights reserved.AMS Classification: 65F99; 65L05; 65U05.

Disagreement between correlations of quantum mechanics and stochastic electrodynamics in the damped parametric oscillator

Intracavity and external third order correlations in the damped nondegenerate parametric oscillator are calculated for quantum mechanics and stochastic electrodynamics (SED), a semiclassical theory. The two theories yield greatly different results, with the correlations of quantum mechanics being cubic in the system's nonlinear coupling constant and those of SED being linear in the same constant. In particular, differences between the two theories are present in at least a mesoscopic regime. They also exist when realistic damping is included. Such differences illustrate distinctions between quantum mechanics and a hidden variable theory for continuous variables.

Heat flow for Yang-Mills-Higgs fields, part I

The Yang-Mills-Higgs field generalizes the Yang-Mills field. The authors establish the local existence and uniqueness of the weak solution to the heat flow for the Yang-Mills-Higgs field in a vector bundle over a compact Riemannian 4-manifold, and show that the weak solution is gauge-equivalent to a smooth solution and there are at most finite singularities at the maximum existing time.

Modeling of heat transfer in fluidized-bed coating of cylinders

A numerical model of heat transfer in fluidized-bed coating of solid cylinders is presented. By defining suitable dimensionless parameters, the governing equations and its associated initial and boundary conditions are discretized using the method of orthogonal collocation and the resulting ordinary differential equations simultaneously solved for the dimensionless coating thickness and wall temperatures. Parametric Studies showed that the dimensionless coating thickness and wall temperature depend on the relative heat capacities of the polymer powder and object, the latent heat of fusion and the size of the cylinder. Model predictions for the coating thickness and wall temperature compare reasonably well with numerical predictions and experimental coating data in the literature and with our own coating experiments using copper cylinders immersed in nylon-11 and polyethylene powders. (C) 2001 Elsevier Science Ltd. All rights reserved.

Analytical solution to the zero-inertia problem for surge flow phenomena in nonprismatic channels

Surge flow phenomena. e.g.. as a consequence of a dam failure or a flash flood, represent free boundary problems. ne extending computational domain together with the discontinuities involved renders their numerical solution a cumbersome procedure. This contribution proposes an analytical solution to the problem, It is based on the slightly modified zero-inertia (ZI) differential equations for nonprismatic channels and uses exclusively physical parameters. Employing the concept of a momentum-representative cross section of the moving water body together with a specific relationship for describing the cross sectional geometry leads, after considerable mathematical calculus. to the analytical solution. The hydrodynamic analytical model is free of numerical troubles, easy to run, computationally efficient. and fully satisfies the law of volume conservation. In a first test series, the hydrodynamic analytical ZI model compares very favorably with a full hydrodynamic numerical model in respect to published results of surge flow simulations in different types of prismatic channels. In order to extend these considerations to natural rivers, the accuracy of the analytical model in describing an irregular cross section is investigated and tested successfully. A sensitivity and error analysis reveals the important impact of the hydraulic radius on the velocity of the surge, and this underlines the importance of an adequate description of the topography, The new approach is finally applied to simulate a surge propagating down the irregularly shaped Isar Valley in the Bavarian Alps after a hypothetical dam failure. The straightforward and fully stable computation of the flood hydrograph along the Isar Valley clearly reflects the impact of the strongly varying topographic characteristics on the How phenomenon. Apart from treating surge flow phenomena as a whole, the analytical solution also offers a rigorous alternative to both (a) the approximate Whitham solution, for generating initial values, and (b) the rough volume balance techniques used to model the wave tip in numerical surge flow computations.

Limiting conditional distributions for birth-death processes

In a recent paper [16], one of us identified all of the quasi-stationary distributions for a non-explosive, evanescent birth-death process for which absorption is certain, and established conditions for the existence of the corresponding limiting conditional distributions. Our purpose is to extend these results in a number of directions. We shall consider separately two cases depending on whether or not the process is evanescent. In the former case we shall relax the condition that absorption is certain. Furthermore, we shall allow for the possibility that the minimal process might be explosive, so that the transition rates alone will not necessarily determine the birth-death process uniquely. Although we shall be concerned mainly with the minimal process, our most general results hold for any birth-death process whose transition probabilities satisfy both the backward and the forward Kolmogorov differential equations.

Two estimates concerning asymptotics of the minimizations of a Ginzburg-Landau functional

We prove two asymptotical estimates for minimizers of a Ginzburg-Landau functional of the form integral(Omega) [1/2 \del u\(2) + 1/4 epsilon(2) (1 - \u\(2))(2) W (x)] dx.

Topological methods for some boundary value problems

We establish existence of solutions for a finite difference approximation to y = f(x, y, y ') on [0, 1], subject to nonlinear two-point Sturm-Liouville boundary conditions of the form g(i)(y(i),y ' (i)) = 0, i = 0, 1, assuming S satisfies one-sided growth bounds with respect to y '. (C) 2001 Elsevier Science Ltd. All rights reserved.