129 resultados para Stochastic partial di erential equations


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The anisotropic norm of a linear discrete-time-invariant system measures system output sensitivity to stationary Gaussian input disturbances of bounded mean anisotropy. Mean anisotropy characterizes the degree of predictability (or colouredness) and spatial non-roundness of the noise. The anisotropic norm falls between the H-2 and H-infinity norms and accommodates their loss of performance when the probability structure of input disturbances is not exactly known. This paper develops a method for numerical computation of the anisotropic norm which involves linked Riccati and Lyapunov equations and an associated special type equation.

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Ussing [1] considered the steady flux of a single chemical component diffusing through a membrane under the influence of chemical potentials and derived from his linear model, an expression for the ratio of this flux and that of the complementary experiment in which the boundary conditions were interchanged. Here, an extension of Ussing's flux ratio theorem is obtained for n chemically interacting components governed by a linear system of diffusion-migration equations that may also incorporate linear temporary trapping reactions. The determinants of the output flux matrices for complementary experiments are shown to satisfy an Ussing flux ratio formula for steady state conditions of the same form as for the well-known one-component case. (C) 2000 Elsevier Science Ltd. All rights reserved.

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We establish existence results for solutions to three-point boundary value problems for nonlinear, second-order, ordinary differential equations with nonlinear boundary conditions. (C) 2001 Elsevier Science Ltd. All rights reserved.

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In this note we show by counter-example that the direct product of two weak uniquely completable partial latin squares is not necessarily a uniquely completable partial latin square. This counter-example rejects a conjecture by Gower (see [3]) on the direct product of two uniquely completable partial latin squares.

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Various deficits in the cognitive functioning of people with autism have been documented in recent years but these provide only partial explanations for the condition. We focus instead on an imitative disturbance involving difficulties both in copying actions and in inhibiting more stereotyped mimicking, such as echolalia. A candidate for the neural basis of this disturbance may be found in a recently discovered class of neurons in frontal cortex, 'mirror neurons' (MNs). These neurons show activity in relation both to specific actions performed by self and matching actions performed by others, providing a potential bridge between minds. MN systems exist in primates without imitative and 'theory of mind' abilities and we suggest that in order for them to have become utilized to perform social cognitive functions, sophisticated cortical neuronal systems have evolved in which MNs function as key elements. Early developmental failures of MN systems are likely to result in a consequent cascade of developmental impairments characterised by the clinical syndrome of autism. Crown Copyright (C) 2001 Published by Elsevier Science Ltd. All rights reserved.

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This work studied the structure-hepatic disposition relationships for cationic drugs of varying lipophilicity using a single-pass, in situ rat liver preparation. The lipophilicity among the cationic drugs studied in this work is in the following order: diltiazem. propranolol. labetalol. prazosin. antipyrine. atenolol. Parameters characterizing the hepatic distribution and elimination kinetics of the drugs were estimated using the multiple indicator dilution method. The kinetic model used to describe drug transport (the two-phase stochastic model) integrated cytoplasmic binding kinetics and belongs to the class of barrier-limited and space-distributed liver models. Hepatic extraction ratio (E) (0.30-0.92) increased with lipophilicity. The intracellular binding rate constant (k(on)) and the equilibrium amount ratios characterizing the slowly and rapidly equilibrating binding sites (K-S and K-R) increase with the lipophilicity of drug (k(on) : 0.05-0.35 s(-1); K-S : 0.61-16.67; K-R : 0.36-0.95), whereas the intracellular unbinding rate constant (k(off)) decreases with the lipophilicity of drug (0.081-0.021 s(-1)). The partition ratio of influx (k(in)) and efflux rate constant (k(out)), k(in)/k(out), increases with increasing pK(a) value of the drug [from 1.72 for antipyrine (pK(a) = 1.45) to 9.76 for propranolol (pK(a) = 9.45)], the differences in k(in/kout) for the different drugs mainly arising from ion trapping in the mitochondria and lysosomes. The value of intrinsic elimination clearance (CLint), permeation clearance (CLpT), and permeability-surface area product (PS) all increase with the lipophilicity of drug [CLint (ml . min(-1) . g(-1) of liver): 10.08-67.41; CLpT (ml . min(-1) . g(-1) of liver): 10.80-5.35; PS (ml . min(-1) . g(-1) of liver): 14.59-90.54]. It is concluded that cationic drug kinetics in the liver can be modeled using models that integrate the presence of cytoplasmic binding, a hepatocyte barrier, and a vascular transit density function.

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We investigate the theory of quantum fluctuations in non-equilibrium systems having large critical fluctuations. This allows us to treat the limits imposed by nonlinearities to quantum squeezing and noise reduction, and also to envisage future tests of quantum theory in regions of macroscopic quantum fluctuations. A long-term objective of this research is to identify suitable physical systems in which macroscopic 'Schrodinger cat'-like behaviour may be observed. We investigate two systems in particular of much current experimental interest, namely the degenerate parametric oscillator near threshold, and the evaporatively cooled (BEC). We compare the results obtained in the positive-P representation, as a fully quantum mechanical calculation, with the truncated Wigner phase space equation, also known as semi-classical theory. We show when these results agree and differ in calculations taken beyond the linearized approximation. In the region where the largest quantum fluctuations and Schrodinger cat-like behaviour might be expected, we find that the quantum predictions correspond very closely to the semi-classical theory. Nature abhors observing a Schrodinger car.

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We obtain the finite-temperature unconditional master equation of the density matrix for two coupled quantum dots (CQD's) when one dot is subjected to a measurement of its electron occupation number using a point contact (PC). To determine how the CQD system state depends on the actual current through the PC device, we use the so-called quantum trajectory method to derive the zero-temperature conditional master equation. We first treat the electron tunneling through the PC barrier as a classical stochastic point process (a quantum-jump model). Then we show explicitly that our results can be extended to the quantum-diffusive limit when the average electron tunneling rate is very large compared to the extra change of the tunneling rate due to the presence of the electron in the dot closer to the PC. We find that in both quantum-jump and quantum-diffusive cases, the conditional dynamics of the CQD system can be described by the stochastic Schrodinger equations for its conditioned state vector if and only if the information carried away from the CQD system by the PC reservoirs can be recovered by the perfect detection of the measurements.

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Some efficient solution techniques for solving models of noncatalytic gas-solid and fluid-solid reactions are presented. These models include those with non-constant diffusivities for which the formulation reduces to that of a convection-diffusion problem. A singular perturbation problem results for such models in the presence of a large Thiele modulus, for which the classical numerical methods can present difficulties. For the convection-diffusion like case, the time-dependent partial differential equations are transformed by a semi-discrete Petrov-Galerkin finite element method into a system of ordinary differential equations of the initial-value type that can be readily solved. In the presence of a constant diffusivity, in slab geometry the convection-like terms are absent, and the combination of a fitted mesh finite difference method with a predictor-corrector method is used to solve the problem. Both the methods are found to converge, and general reaction rate forms can be treated. These methods are simple and highly efficient for arbitrary particle geometry and parameters, including a large Thiele modulus. (C) 2001 Elsevier Science Ltd. All rights reserved.

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We apply the quantum trajectory method to current noise in resonant tunneling devices. The results from dynamical simulation are compared with those from unconditional master equation approach. We show that the stochastic Schrodinger equation approach is useful in modeling the dynamical processes in mesoscopic electronic systems.

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We show that stochastic electrodynamics and quantum mechanics give quantitatively different predictions for the quantum nondemolition (QND) correlations in travelling wave second harmonic generation. Using phase space methods and stochastic integration, we calculate correlations in both the positive-P and truncated Wigner representations, the latter being equivalent to the semi-classical theory of stochastic electrodynamics. We show that the semiclassical results are different in the regions where the system performs best in relation to the QND criteria, and that they significantly overestimate the performance in these regions. (C) 2001 Published by Elsevier Science B.V.

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Unit-efficiency homodyne detection of the resonance fluorescence of a two-level atom collapses the quantum state of the atom to a stochastically moving point on the Bloch sphere. Recently, Hofmann, Mahler, and Hess [Phys. Rev. A 57, 4877 (1998)] showed that by making part of the coherent driving proportional to the homodyne photocurrent one can stabilize the state to any point on the bottom-half of the sphere. Here we reanalyze their proposal using the technique of stochastic master equations, allowing their results to be generalized in two ways. First, we show that any point on the upper- or lower-half, but not the equator, of the sphere may be stabilized. Second, we consider nonunit-efficiency detection, and quantify the effectiveness of the feedback by calculating the maximal purity obtainable in any particular direction in Bloch space.