Weak approximations. A Malliavin calculus approach

We introduce a variation of the proof for weak approximations that issuitable for studying the densities of stochastic processes which areevaluations of the flow generated by a stochastic differential equation on a random variable that maybe anticipating. Our main assumption is that the process and the initial random variable have to be smooth in the Malliavin sense. Furthermore if the inverse of the Malliavin covariance matrix associated with the process under consideration is sufficiently integrable then approximations fordensities and distributions can also be achieved. We apply theseideas to the case of stochastic differential equations with boundaryconditions and the composition of two diffusions.

Numerical schemes of diffusion asymptotics and moment closures for kinetic equations

We investigate different models that are intended to describe the small mean free path regime of a kinetic equation, a particular attention being paid to the moment closure by entropy minimization. We introduce a specific asymptotic-induced numerical strategy which is able to treat the stiff terms of the asymptotic diffusive regime. We evaluate on numerics the performances of the method and the abilities of the reduced models to capture the main features of the full kinetic equation.

Numerical simulation of combined heat transfer phenomena (conduction, convection, and radiation). Application to he optimisation of thermal systems

Thermal systems interchanging heat and mass by conduction, convection, radiation (solar and thermal ) occur in many engineering applications like energy storage by solar collectors, window glazing in buildings, refrigeration of plastic moulds, air handling units etc. Often these thermal systems are composed of various elements for example a building with wall, windows, rooms, etc. It would be of particular interest to have a modular thermal system which is formed by connecting different modules for the elements, flexibility to use and change models for individual elements, add or remove elements without changing the entire code. A numerical approach to handle the heat transfer and fluid flow in such systems helps in saving the full scale experiment time, cost and also aids optimisation of parameters of the system. In subsequent sections are presented a short summary of the work done until now on the orientation of the thesis in the field of numerical methods for heat transfer and fluid flow applications, the work in process and the future work.

Fast numerical algorithms for the computation of invariant tori in Hamiltonian systems

In this paper, we develop numerical algorithms that use small requirements of storage and operations for the computation of invariant tori in Hamiltonian systems (exact symplectic maps and Hamiltonian vector fields). The algorithms are based on the parameterization method and follow closely the proof of the KAM theorem given in [LGJV05] and [FLS07]. They essentially consist in solving a functional equation satisfied by the invariant tori by using a Newton method. Using some geometric identities, it is possible to perform a Newton step using little storage and few operations. In this paper we focus on the numerical issues of the algorithms (speed, storage and stability) and we refer to the mentioned papers for the rigorous results. We show how to compute efficiently both maximal invariant tori and whiskered tori, together with the associated invariant stable and unstable manifolds of whiskered tori. Moreover, we present fast algorithms for the iteration of the quasi-periodic cocycles and the computation of the invariant bundles, which is a preliminary step for the computation of invariant whiskered tori. Since quasi-periodic cocycles appear in other contexts, this section may be of independent interest. The numerical methods presented here allow to compute in a unified way primary and secondary invariant KAM tori. Secondary tori are invariant tori which can be contracted to a periodic orbit. We present some preliminary results that ensure that the methods are indeed implementable and fast. We postpone to a future paper optimized implementations and results on the breakdown of invariant tori.

Discontinuous Galerkin methods for the one-dimensional Vlasov-Poisson system

We construct a new family of semi-discrete numerical schemes for the approximation of the one-dimensional periodic Vlasov-Poisson system. The methods are based on the coupling of discontinuous Galerkin approximation to the Vlasov equation and several finite element (conforming, non-conforming and mixed) approximations for the Poisson problem. We show optimal error estimates for the all proposed methods in the case of smooth compactly supported initial data. The issue of energy conservation is also analyzed for some of the methods.

A numerical algorithm for finding solutions of a generalized Nash equilibrium problem

A family of nonempty closed convex sets is built by using the data of the Generalized Nash equilibrium problem (GNEP). The sets are selected iteratively such that the intersection of the selected sets contains solutions of the GNEP. The algorithm introduced by Iusem-Sosa (2003) is adapted to obtain solutions of the GNEP. Finally some numerical experiments are given to illustrate the numerical behavior of the algorithm.

A numerical solver for a nonlinear Fokker-Planck equation representation of neuronal network dynamics

To describe the collective behavior of large ensembles of neurons in neuronal network, a kinetic theory description was developed in [13, 12], where a macroscopic representation of the network dynamics was directly derived from the microscopic dynamics of individual neurons, which are modeled by conductance-based, linear, integrate-and-fire point neurons. A diffusion approximation then led to a nonlinear Fokker-Planck equation for the probability density function of neuronal membrane potentials and synaptic conductances. In this work, we propose a deterministic numerical scheme for a Fokker-Planck model of an excitatory-only network. Our numerical solver allows us to obtain the time evolution of probability distribution functions, and thus, the evolution of all possible macroscopic quantities that are given by suitable moments of the probability density function. We show that this deterministic scheme is capable of capturing the bistability of stationary states observed in Monte Carlo simulations. Moreover, the transient behavior of the firing rates computed from the Fokker-Planck equation is analyzed in this bistable situation, where a bifurcation scenario, of asynchronous convergence towards stationary states, periodic synchronous solutions or damped oscillatory convergence towards stationary states, can be uncovered by increasing the strength of the excitatory coupling. Finally, the computation of moments of the probability distribution allows us to validate the applicability of a moment closure assumption used in [13] to further simplify the kinetic theory.

Dinàmica de sistemes mesoscòpics amb correlacions quàntiques mitjançant la formulació de de Broglie-Bohm

Per a determinar la dinàmica espai-temporal completa d’un sistema quàntic tridimensional de N partícules cal integrar l’equació d’Schrödinger en 3N dimensions. La capacitat dels ordinadors actuals permet fer-ho com a molt en 3 dimensions. Amb l’objectiu de disminuir el temps de càlcul necessari per a integrar l’equació d’Schrödinger multidimensional, es realitzen usualment una sèrie d’aproximacions, com l’aproximació de Born–Oppenheimer o la de camp mig. En general, el preu que es paga en realitzar aquestes aproximacions és la pèrdua de les correlacions quàntiques (o entrellaçament). Per tant, és necessari desenvolupar mètodes numèrics que permetin integrar i estudiar la dinàmica de sistemes mesoscòpics (sistemes d’entre tres i unes deu partícules) i en els que es tinguin en compte, encara que sigui de forma aproximada, les correlacions quàntiques entre partícules. Recentment, en el context de la propagació d’electrons per efecte túnel en materials semiconductors, X. Oriols ha desenvolupat un nou mètode [Phys. Rev. Lett. 98, 066803 (2007)] per al tractament de les correlacions quàntiques en sistemes mesoscòpics. Aquesta nova proposta es fonamenta en la formulació de la mecànica quàntica de de Broglie– Bohm. Així, volem fer notar que l’enfoc del problema que realitza X. Oriols i que pretenem aquí seguir no es realitza a fi de comptar amb una eina interpretativa, sinó per a obtenir una eina de càlcul numèric amb la que integrar de manera més eficient l’equació d’Schrödinger corresponent a sistemes quàntics de poques partícules. En el marc del present projecte de tesi doctoral es pretén estendre els algorismes desenvolupats per X. Oriols a sistemes quàntics constituïts tant per fermions com per bosons, i aplicar aquests algorismes a diferents sistemes quàntics mesoscòpics on les correlacions quàntiques juguen un paper important. De forma específica, els problemes a estudiar són els següents: (i) Fotoionització de l’àtom d’heli i de l’àtom de liti mitjançant un làser intens. (ii) Estudi de la relació entre la formulació de X. Oriols amb la aproximació de Born–Oppenheimer. (iii) Estudi de les correlacions quàntiques en sistemes bi- i tripartits en l’espai de configuració de les partícules mitjançant la formulació de de Broglie–Bohm.

Decomposable approximations of nuclear C*-algebras

We show that nuclear C*-algebras have a re ned version of the completely positive approximation property, in which the maps that approximately factorize through finite dimensional algebras are convex combinations of order zero maps. We use this to show that a separable nuclear C*-algebra A which is closely contained in a C*-algebra B embeds into B.

Modelització de les propietats òptiques de partícules metàl•liques en matriu dielèctrica

En el marc del projecte "Modelització de les propietats òptiques de partícules metàl•liques en matriu dielèctrica" s'han desenvolupat un conjunt d'eines numèriques que permeten avançar en l'ús de l'espectroscòpia òptica per a l'obtenció d'informació morfològica de materials compostos consistents en partícules metàl•liques en matriu dielèctrica. S'han implementat esquemes numèrics per a calcular les propietats òptiques de materials compostos on les partícules poden presentar una distribució de mides i formes i diferent graus d'ordenament espacial. Les simulacions s'han realitzat a dos nivells: i) amb l’aproximació quasi-estàtica, que permet descriure el comportament d'aquests materials en termes de constants òptiques efectives i ii) amb càlculs electrodinàmics exactes, que han servit per avaluar la validesa de l’aproximació anterior i que han permès d'estudiar la interacció de partícules amb feixos de llum focalitzats o amb polarització no homogènia. A través de l’anàlisi d'aquestes simulacions, s'han desenvolupat models senzills que permeten parametritzar la influència de diferents quantitats físiques en el comportament òptic del material. Aquests models s'han implementat en un programari de càlcul que permeten trobar el valor òptim dels paràmetres físics d'interès mitjançant l'ajust d'espectres òptics. Els models s'han avaluat amb l'anàlisi de dades experimentals subministrades per altres laboratoris.

Methodology for studying the numerical speed of sound in finite differences schemes

The space and time discretization inherent to all FDTD schemesintroduce non-physical dispersion errors, i.e. deviations ofthe speed of sound from the theoretical value predicted bythe governing Euler differential equations. A generalmethodologyfor computing this dispersion error via straightforwardnumerical simulations of the FDTD schemes is presented.The method is shown to provide remarkable accuraciesof the order of 1/1000 in a wide variety of twodimensionalfinite difference schemes.

Outage thresholds of LDPC codes over nonergodic block-fading channels

This paper derives approximations allowing the estimation of outage probability for standard irregular LDPC codes and full-diversity Root-LDPC codes used over nonergodic block-fading channels. Two separate approaches are discussed: a numerical approximation, obtained by curve fitting, for both code ensembles, and an analytical approximation for Root-LDPC codes, obtained under the assumption that the slope of the iterative threshold curve of a given code ensemble matches the slope of the outage capacity curve in the high-SNR regime.

Comparing and validating hypothesis test procedures: Graphical and numerical tools

When the behaviour of a specific hypothesis test statistic is studied by aMonte Carlo experiment, the usual way to describe its quality is by givingthe empirical level of the test. As an alternative to this procedure, we usethe empirical distribution of the obtained \emph{p-}values and exploit itsinformation both graphically and numerically.

A numerical characterization of hypersurface singularities

In this note we give a numerical characterization of hypersurface singularities in terms of the normalized Hilbert-Samuel coefficients, and we interpret this result from the point of view of rigid polynomials.