Xmds: eXtensible multi-dimensional simulator

A software package that efficiently solves a comprehensive range of problems based on coupled complex nonlinear stochastic ODEs and PDEs is outlined. Its input and output syntax is formulated as a subset of XML, thus making a step towards a standard for specifying numerical simulations.

A compartmental model of hepatic disposition kinetics: 1. Model development and application to linear kinetics

The conventional convection-dispersion model is widely used to interrelate hepatic availability (F) and clearance (Cl) with the morphology and physiology of the liver and to predict effects such as changes in liver blood flow on F and Cl. The extension of this model to include nonlinear kinetics and zonal heterogeneity of the liver is not straightforward and requires numerical solution of partial differential equation, which is not available in standard nonlinear regression analysis software. In this paper, we describe an alternative compartmental model representation of hepatic disposition (including elimination). The model allows the use of standard software for data analysis and accurately describes the outflow concentration-time profile for a vascular marker after bolus injection into the liver. In an evaluation of a number of different compartmental models, the most accurate model required eight vascular compartments, two of them with back mixing. In addition, the model includes two adjacent secondary vascular compartments to describe the tail section of the concentration-time profile for a reference marker. The model has the added flexibility of being easy to modify to model various enzyme distributions and nonlinear elimination. Model predictions of F, MTT, CV2, and concentration-time profile as well as parameter estimates for experimental data of an eliminated solute (palmitate) are comparable to those for the extended convection-dispersion model.

Robust model-order reduction of complex biological processes

This paper addresses robust model-order reduction of a high dimensional nonlinear partial differential equation (PDE) model of a complex biological process. Based on a nonlinear, distributed parameter model of the same process which was validated against experimental data of an existing, pilot-scale BNR activated sludge plant, we developed a state-space model with 154 state variables in this work. A general algorithm for robustly reducing the nonlinear PDE model is presented and based on an investigation of five state-of-the-art model-order reduction techniques, we are able to reduce the original model to a model with only 30 states without incurring pronounced modelling errors. The Singular perturbation approximation balanced truncating technique is found to give the lowest modelling errors in low frequency ranges and hence is deemed most suitable for controller design and other real-time applications. (C) 2002 Elsevier Science Ltd. All rights reserved.

Fast, scalable master equation solution algorithms. III. Direct time propagation accelerated by a diffusion approximation preconditioned iterative solver

In this paper we propose a novel fast and linearly scalable method for solving master equations arising in the context of gas-phase reactive systems, based on an existent stiff ordinary differential equation integrator. The required solution of a linear system involving the Jacobian matrix is achieved using the GMRES iteration preconditioned using the diffusion approximation to the master equation. In this way we avoid the cubic scaling of traditional master equation solution methods and maintain the low temperature robustness of numerical integration. The method is tested using a master equation modelling the formation of propargyl from the reaction of singlet methylene with acetylene, proceeding through long lived isomerizing intermediates. (C) 2003 American Institute of Physics.

Drying front in a sloping aquifer: Nonlinear effects

[1] The profiles for the water table height h(x, t) in a shallow sloping aquifer are reexamined with a solution of the nonlinear Boussinesq equation. We demonstrate that the previous anomaly first reported by Brutsaert [1994] that the point at which the water table h first becomes zero at x = L at time t = t(c) remains fixed at this point for all times t > t(c) is actually a result of the linearization of the Boussinesq equation and not, as previously suggested [Brutsaert, 1994; Verhoest and Troch, 2000], a result of the Dupuit assumption. Rather, by examination of the nonlinear Boussinesq equation the drying front, i.e., the point x(f) at which h is zero for times t greater than or equal to t(c), actually recedes downslope as physically expected. This points out that the linear Boussinesq equation should be used carefully when a zero depth is obtained as the concept of an average'' depth loses meaning at that time.

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.

Simulations of Bose fields at finite temperature

We introduce a time-dependent projected Gross-Pitaevskii equation to describe a partially condensed homogeneous Bose gas, and find that this equation will evolve randomized initial wave functions to equilibrium. We compare our numerical data to the predictions of a gapless, second order theory of Bose-Einstein condensation [S. A. Morgan, J. Phys. B 33, 3847 (2000)], and find that we can determine a temperature when the theory is valid. As the Gross-Pitaevskii equation is nonperturbative, we expect that it can describe the correct thermal behavior of a Bose gas as long as all relevant modes are highly occupied. Our method could be applied to other boson fields.

Theory of multidimensional parametric band-gap simultons

Multidimensional spatiotemporal parametric simultons (simultaneous solitary waves) are possible in a nonlinear chi((2)) medium with a Bragg grating structure, where large effective dispersion occurs near two resonant band gaps for the carrier and second-harmonic field, respectively. The enhanced dispersion allows much reduced interaction lengths, as compared to bulk medium parametric simultons. The nonlinear parametric band-gap medium permits higher-dimensional stationary waves to form. In addition, solitons can occur with lower input powers than conventional nonlinear Schrodinger equation gap solitons. In this paper, the equations for electromagnetic propagation in a grating structure with a parametric nonlinearity are derived from Maxwell's equation using a coupled mode Hamiltonian analysis in one, two, and three spatial dimensions. Simultaneous solitary wave solutions are proved to exist by reducing the equations to the coupled equations describing a nonlinear parametric waveguide, using the effective-mass approximation (EMA). Exact one-dimensional numerical solutions in agreement with the EMA solutions are also given. Direct numerical simulations show that the solutions have similar types of stability properties to the bulk case, providing the carrier waves are tuned to the two Bragg resonances, and the pulses have a width in frequency space less than the band gap. In summary, these equations describe a physically accessible localized nonlinear wave that is stable in up to 3 + 1 dimensions. Possible applications include photonic logic and switching devices. [S1063-651X(98)06109-1].

Evolution of three-dimensional folds for a non-Newtonian plate in a viscous medium

We derive analytical solutions for the three-dimensional time-dependent buckling of a non-Newtonian viscous plate in a less viscous medium. For the plate we assume a power-law rheology. The principal, axes of the stretching D-ij in the homogeneously deformed ground state are parallel and orthogonal to the bounding surfaces of the plate in the flat state. In the model formulation the action of the less viscous medium is replaced by equivalent reaction forces. The reaction forces are assumed to be parallel to the normal vector of the deformed plate surfaces. As a consequence, the buckling process is driven by the differences between the in-plane stresses and out of plane stress, and not by the in-plane stresses alone as assumed in previous models. The governing differential equation is essentially an orthotropic plate equation for rate dependent material, under biaxial pre-stress, supported by a viscous medium. The differential problem is solved by means of Fourier transformation and largest growth coefficients and corresponding wavenumbers are evaluated. We discuss in detail fold evolutions for isotropic in-plane stretching (D-11 = D-22), uniaxial plane straining (D-22 = 0) and in-plane flattening (D-11 = -2D(22)). Three-dimensional plots illustrate the stages of fold evolution for random initial perturbations or initial embryonic folds with axes non-parallel to the maximum compression axis. For all situations, one dominant set of folds develops normal to D-11, although the dominant wavelength differs from the Biot dominant wavelength except when the plate has a purely Newtonian viscosity. However, in the direction parallel to D-22, there exist infinitely many modes in the vicinity of the dominant wavelength which grow only marginally slower than the one corresponding to the dominant wavelength. This means that, except for very special initial conditions, the appearance of a three-dimensional fold will always be governed by at least two wavelengths. The wavelength in the direction parallel to D-11 is the dominant wavelength, and the wavelength(s) in the direction parallel to D-22 is determined essentially by the statistics of the initial state. A comparable sensitivity to the initial geometry does not exist in the classic two-dimensional folding models. In conformity with tradition we have applied Kirchhoff's hypothesis to constrain the cross-sectional rotations of the plate. We investigate the validity of this hypothesis within the framework of Reissner's plate theory. We also include a discussion of the effects of adding elasticity into the constitutive relations and show that there exist critical ratios of the relaxation times of the plate and the embedding medium for which two dominant wavelengths develop, one at ca. 2.5 of the classical Biot dominant wavelength and the other at ca. 0.45 of this wavelength. We propose that herein lies the origin of parasitic folds well known in natural examples.

Theory of modulational instability in Bragg gratings with quadratic nonlinearity

Modulational instability in optical Bragg gratings with a quadratic nonlinearity is studied. The electric field in such structures consists of forward and backward propagating components at the fundamental frequency and its second harmonic. Analytic continuous wave (CW) solutions are obtained, and the intricate complexity of their stability, due to the large number of equations and number of free parameters, is revealed. The stability boundaries are rich in structures and often cannot be described by a simple relationship. In most cases, the CW solutions are unstable. However, stable regions are found in the nonlinear Schrodinger equation limit, and also when the grating strength for the second harmonic is stronger than that of the first harmonic. Stable CW solutions usually require a low intensity. The analysis is confirmed by directly simulating the governing equations. The stable regions found have possible applications in second-harmonic generation and dark solitons, while the unstable regions maybe useful in the generation of ultrafast pulse trains at relatively low intensities. [S1063-651X(99)03005-6].

Two-wave-mixing induced self-focusing in an active photorefractive oscillator

We derive a nonlinear wave equation for a signal beam which is coupled to a pump beam by two-wave-mixing in a photorefractive crystal. This equation describes self-focusing of the signal beam. We compare two-wave-mixing induced spatial self-focusing of single-pass experiments in a diffusion-type photorefractive crystal and of a photorefractive oscillator using the same crystal. We observe that the nonlinear refractive index change in the oscillator is decreased while increasing resonator losses.

Vortices and solitons in Bose-condensates

The new science of nonlinear atom optics and atom lasers is evolving rapidly. There are similarities between many related areas in modern photonic and atom optics, particularly at the mean-field level. In both cases we can often use classical nonlinear wave equations to describe classical solitons, vortices, and other nonlinear structure. Atom-molecular coupling can be used to play the role of second-harmonic generation. This leads to novel types of soliton. In addition, quantum effects at low densities are likely to be readily observable.

Direct measurement of pulse distortion near the zero-dispersion wavelength in an optical fiber by frequency-resolved optical gating

The technique of frequency-resolved optical gating is used to characterize the intensity and the phase of picosecond pulses after propagation through 700 m of fiber at close to the zero-dispersion wavelength. Using the frequency-resolved optical gating technique, we directly measure the severe temporal distortion resulting from the interplay between self-phase modulation and higher-order dispersion in this regime. The measured intensity and phase of the pulses after propagation are found to be in good agreement with the predictions of numerical simulations with the nonlinear Schrodinger equation. (C) 1997 Optical Society of America.

Unsaturated diffusivity functions for concrete derived from NMR images

Deterioration of concrete or reinforcing steel through excessive contaminant concentration is often the result of repeated wetting and drying cycles. At each cycle, the absorption of water carries new contaminants into the unsaturated concrete. Nuclear Magnetic Resonance (NMR) is used with large concrete samples to observe the shape of the wetting profile during a simple one-dimensional wetting process. The absorption of water by dry concrete is modelled by a nonlinear diffusion equation with the unsaturated hydraulic diffusivity being a strongly nonlinear function of the moisture content. Exponential and power functions are used for the hydraulic diffusivity and corresponding solutions of the diffusion equation adequately predict the shape of the experimental wetting profile. The shape parameters, describing the wetting profile, vary little between different blends and are relatively insensitive to subsequent re-wetting experiments allowing universal parameters to be suggested for these concretes.