The double Caldeira-Leggett model: Derivation and solutions of the master equations, reservoir-induced interactions and decoherence

In this paper we analyze the double Caldeira-Leggett model: the path integral approach to two interacting dissipative harmonic oscillators. Assuming a general form of the interaction between the oscillators, we consider two different situations: (i) when each oscillator is coupled to its own reservoir, and (ii) when both oscillators are coupled to a common reservoir. After deriving and solving the master equation for each case, we analyze the decoherence process of particular entanglements in the positional space of both oscillators. To analyze the decoherence mechanism we have derived a general decay function, for the off-diagonal peaks of the density matrix, which applies both to common and separate reservoirs. We have also identified the expected interaction between the two dissipative oscillators induced by their common reservoir. Such a reservoir-induced interaction, which gives rise to interesting collective damping effects, such as the emergence of relaxation- and decoherence-free subspaces, is shown to be blurred by the high-temperature regime considered in this study. However, we find that different interactions between the dissipative oscillators, described by rotating or counter-rotating terms, result in different decay rates for the interference terms of the density matrix. (C) 2010 Elsevier B.V. All rights reserved.

A DISCRETIZATION SCHEME FOR AN ONE-DIMENSIONAL REACTION-DIFFUSION EQUATION WITH DELAY AND ITS DYNAMICS

The goal of this paper is to present an approximation scheme for a reaction-diffusion equation with finite delay, which has been used as a model to study the evolution of a population with density distribution u, in such a way that the resulting finite dimensional ordinary differential system contains the same asymptotic dynamics as the reaction-diffusion equation.

Reaction-diffusion systems coupled at the boundary and the Morse-Smale property

We study an one-dimensional nonlinear reaction-diffusion system coupled on the boundary. Such system comes from modeling problems of temperature distribution on two bars of same length, jointed together, with different diffusion coefficients. We prove the transversality property of unstable and stable manifolds assuming all equilibrium points are hyperbolic. To this end, we write the system as an equation with noncontinuous diffusion coefficient. We then study the nonincreasing property of the number of zeros of a linearized nonautonomous equation as well as the Sturm-Liouville properties of the solutions of a linear elliptic problem. (C) 2008 Elsevier Inc. All rights reserved.

Oxygen diffusion in superconducting oxides

Since the discovery of high-temperature superconductivity of cuprate oxides, it has been clear that it is strongly affected by the oxygen content, which is also a crucial factor to determine other physical properties of high T-c superconductors. Non-stoichiometric (interstitial) oxygen strongly influences the physical properties of various superconducting oxides, in particular by creating conducting holes. It is now ascertained that the amount of holes injected depends not only on the content of interstitial oxygen, but also on its ordering. Rearrangement of the oxygen ordering may occur even below room temperature due to the unusual high mobility of these atoms. This way, mechanical spectroscopy is one of the most adequate techniques for the study of the mobility (diffusion) of oxygen atoms. This technique allows the determination of the jump frequency of an atomic species precisely, regardless of the model or the different possible types of jumps. In order to evaluate the mobility and the effect of oxygen content on these oxides, ceramic samples we prepared and submitted to several oxygen removal cycles alternately with mechanical relaxation measurements. As for SBCO, it was assumed that the peak was due to O(1)-O(5) jumps of oxygen atoms at the chain terminals or in chain fragments in the orthorhombic phase. In the case of BSCCO, the results showed complex anelastic relaxation structures, which were attributed to interstitial oxygen atom jumps between two adjacent CuO planes.

Osmotic dehydration of apples in sugar/salt solutions: Concentration profiles and effective diffusion coefficients

Fundação de Amparo à Pesquisa do Estado de São Paulo (FAPESP)

Effective diffusion coefficients behavior in osmotic dehydration of apple slices considering shrinking and local concentration dependence

The mass transfer during osmotic dehydration of apple slices immersed in 40, 50 and 60% (w/w) aqueous sucrose solutions was investigated to evaluate the influence of solution concentration on diffusivities. In the mathematical model, the diffusion coefficients were functions of the local water and sucrose concentration. The mass transfer equations were, simultaneously, solved for water and sucrose using an implicit numerical method. Material coordinates following the shrinkage of the solid were used. The predicted concentration profiles were integrated and compared to experimental data, showing a reasonable agreement with the measured data. on average, the effective diffusion coefficients for water and sucrose decreased as the osmotic solution concentration increased; that is the behavior of the binary coefficients in water-sucrose solutions. However, the diffusivities expressed as a function of the local concentration in the slices varied between the treatments. Water diffusion coefficients showed a remarkable variation throughout the slice and unusual behavior, which was associated to the cellular structure changes observed in tissue immersed in osmotic solutions. Cell structure changes occurred in different ways: moderate plasmolysis at 40%, accentuated plasmolysis at 50% and generalized damage of the cells at 60%. Intact vacuoles were observed after a long time of exposure (30 h) to 40 and 50% solutions. Effects of the concentration on tissue changes make it difficult to generalize the behavior of diffusion coefficients.

Symmetry analysis of an integrable reaction-diffusion equation

In this paper, we investigate the invariance and integrability properties of an integrable two-component reaction-diffusion equation. We perform Painleve analysis for both the reaction-diffusion equation modelled by a coupled nonlinear partial differential equations and its general similarity reduced ordinary differential equation and confirm its integrability. Further, we perform Lie symmetry analysis for this model. Interestingly our investigations reveals a rich variety of particular solutions, which have not been reported in the literature, for this model. (C) 2000 Elsevier B.V. Ltd. All rights reserved.

Mathematical models of generalized diffusion

We discuss in this paper equations describing processes involving non-linear and higher-order diffusion. We focus on a particular case (u(t) = 2 lambda (2)(uu(x))(x) + lambda (2)u(xxxx)), which is put into analogy with the KdV equation. A balance of nonlinearity and higher-order diffusion enables the existence of self-similar solutions, describing diffusive shocks. These shocks are continuous solutions with a discontinuous higher-order derivative at the shock front. We argue that they play a role analogous to the soliton solutions in the dispersive case. We also discuss several physical instances where such equations are relevant.

Concentration profiles and effective diffusion coefficients of sucrose and water in osmo-dehydrated apples

The spatial distribution of water and sugars in half-fresh apples dehydrated in sucrose solutions (30% and 50% w/w, 27 degrees C) for 2, 4 and 8 h, was determined. Each half was sliced as from the exposed surface. The density, water and sugar contents were determined for each piece. A mathematical model was fitted to the experimental data of the water and sucrose contents considering the overall flux and tissue shrinkage. A numerical method of finite differences permitted the calculation of the effective diffusion coefficients as a function of concentration, using material coordinates and integrating the two differential equations (for water and sucrose) simultaneously. The coefficients obtained were one or even two orders of magnitude lower than those for pure solutions and presented unusual concentration dependence. The behaviour of the apple tissue was also studied using light microscopy techniques to obtain images of the osmotically treated pieces (20%, 30% and 50% w/w sucrose solutions for 2, 4 and 8 h). (c) 2006 Elsevier Ltd. All rights reserved.

Solid mass falling into the reservoirs shallow water equations validity from the engineering point of view

Water waves generated by a solid mass is a complex phenomenon discussed in this paper by numerical and experimental approaches. A model based on shallow water equations with shocks (Saint Venant) has developed. It can reproduce the amplitude and the energy of the wave quite well, but because it consistently generates a hydraulic jump, it is able to reproduce the profile, in the case of high relative thickness of slide, but in the case of small relative thickness it is unable to reproduce the amplitude of the wave. As the momentum conservation is not verified during the phase of wave creation, a second technique based on discharge transfer coefficient α, is introduced at the zone of impact. Numerical tests have been performed and validated this technique from the experimental results of the wave's height obtained in a flume.

Linear quadratic Gaussian control of discrete-time Markov jump linear systems with horizon defined by stopping times

The linear quadratic Gaussian control of discrete-time Markov jump linear systems is addressed in this paper, first for state feedback, and also for dynamic output feedback using state estimation. in the model studied, the problem horizon is defined by a stopping time τ which represents either, the occurrence of a fix number N of failures or repairs (T N), or the occurrence of a crucial failure event (τ δ), after which the system paralyzed. From the constructive method used here a separation principle holds, and the solutions are given in terms of a Kalman filter and a state feedback sequence of controls. The control gains are obtained by recursions from a set of algebraic Riccati equations for the former case or by a coupled set of algebraic Riccati equation for the latter case. Copyright © 2005 IFAC.

A regularized nonlinear diffusion approach for texture image denoising

In this paper a new partial differential equation based method is presented with a view to denoising images having textures. The proposed model combines a nonlinear anisotropic diffusion filter with recent harmonic analysis techniques. A wave atom shrinkage allied to detection by gradient technique is used to guide the diffusion process so as to smooth and maintain essential image characteristics. Two forcing terms are used to maintain and improve edges, boundaries and oscillatory features of an image having irregular details and texture. Experimental results show the performance of our model for texture preserving denoising when compared to recent methods in literature. © 2009 IEEE.

Stochastic exponential stability of singular linear systems with Markov jump parameters

This paper deals with exponential stability of discrete-time singular systems with Markov jump parameters. We propose a set of coupled generalized Lyapunov equations (CGLE) that provides sufficient conditions to check this property for this class of systems. A method for solving the obtained CGLE is also presented, based on iterations of standard singular Lyapunov equations. We present also a numerical example to illustrate the effectiveness of the approach we are proposing.

Non-Markovian stochastic processes and their applications: from anomalous diffusion to time series analysis

This work provides a forward step in the study and comprehension of the relationships between stochastic processes and a certain class of integral-partial differential equation, which can be used in order to model anomalous diffusion and transport in statistical physics. In the first part, we brought the reader through the fundamental notions of probability and stochastic processes, stochastic integration and stochastic differential equations as well. In particular, within the study of H-sssi processes, we focused on fractional Brownian motion (fBm) and its discrete-time increment process, the fractional Gaussian noise (fGn), which provide examples of non-Markovian Gaussian processes. The fGn, together with stationary FARIMA processes, is widely used in the modeling and estimation of long-memory, or long-range dependence (LRD). Time series manifesting long-range dependence, are often observed in nature especially in physics, meteorology, climatology, but also in hydrology, geophysics, economy and many others. We deepely studied LRD, giving many real data examples, providing statistical analysis and introducing parametric methods of estimation. Then, we introduced the theory of fractional integrals and derivatives, which indeed turns out to be very appropriate for studying and modeling systems with long-memory properties. After having introduced the basics concepts, we provided many examples and applications. For instance, we investigated the relaxation equation with distributed order time-fractional derivatives, which describes models characterized by a strong memory component and can be used to model relaxation in complex systems, which deviates from the classical exponential Debye pattern. Then, we focused in the study of generalizations of the standard diffusion equation, by passing through the preliminary study of the fractional forward drift equation. Such generalizations have been obtained by using fractional integrals and derivatives of distributed orders. In order to find a connection between the anomalous diffusion described by these equations and the long-range dependence, we introduced and studied the generalized grey Brownian motion (ggBm), which is actually a parametric class of H-sssi processes, which have indeed marginal probability density function evolving in time according to a partial integro-differential equation of fractional type. The ggBm is of course Non-Markovian. All around the work, we have remarked many times that, starting from a master equation of a probability density function f(x,t), it is always possible to define an equivalence class of stochastic processes with the same marginal density function f(x,t). All these processes provide suitable stochastic models for the starting equation. Studying the ggBm, we just focused on a subclass made up of processes with stationary increments. The ggBm has been defined canonically in the so called grey noise space. However, we have been able to provide a characterization notwithstanding the underline probability space. We also pointed out that that the generalized grey Brownian motion is a direct generalization of a Gaussian process and in particular it generalizes Brownain motion and fractional Brownain motion as well. Finally, we introduced and analyzed a more general class of diffusion type equations related to certain non-Markovian stochastic processes. We started from the forward drift equation, which have been made non-local in time by the introduction of a suitable chosen memory kernel K(t). The resulting non-Markovian equation has been interpreted in a natural way as the evolution equation of the marginal density function of a random time process l(t). We then consider the subordinated process Y(t)=X(l(t)) where X(t) is a Markovian diffusion. The corresponding time-evolution of the marginal density function of Y(t) is governed by a non-Markovian Fokker-Planck equation which involves the same memory kernel K(t). We developed several applications and derived the exact solutions. Moreover, we considered different stochastic models for the given equations, providing path simulations.

Existence of solutions and asymtptotic limits of the Euler-Poisson and the quantum drift-diffusion systems

My work concerns two different systems of equations used in the mathematical modeling of semiconductors and plasmas: the Euler-Poisson system and the quantum drift-diffusion system. The first is given by the Euler equations for the conservation of mass and momentum, with a Poisson equation for the electrostatic potential. The second one takes into account the physical effects due to the smallness of the devices (quantum effects). It is a simple extension of the classical drift-diffusion model which consists of two continuity equations for the charge densities, with a Poisson equation for the electrostatic potential. Using an asymptotic expansion method, we study (in the steady-state case for a potential flow) the limit to zero of the three physical parameters which arise in the Euler-Poisson system: the electron mass, the relaxation time and the Debye length. For each limit, we prove the existence and uniqueness of profiles to the asymptotic expansion and some error estimates. For a vanishing electron mass or a vanishing relaxation time, this method gives us a new approach in the convergence of the Euler-Poisson system to the incompressible Euler equations. For a vanishing Debye length (also called quasineutral limit), we obtain a new approach in the existence of solutions when boundary layers can appear (i.e. when no compatibility condition is assumed). Moreover, using an iterative method, and a finite volume scheme or a penalized mixed finite volume scheme, we numerically show the smallness condition on the electron mass needed in the existence of solutions to the system, condition which has already been shown in the literature. In the quantum drift-diffusion model for the transient bipolar case in one-space dimension, we show, by using a time discretization and energy estimates, the existence of solutions (for a general doping profile). We also prove rigorously the quasineutral limit (for a vanishing doping profile). Finally, using a new time discretization and an algorithmic construction of entropies, we prove some regularity properties for the solutions of the equation obtained in the quasineutral limit (for a vanishing pressure). This new regularity permits us to prove the positivity of solutions to this equation for at least times large enough.