Decay chain differential equations: Solution through matrix algebra

A matricial method to solve the decay chain differential equations system is presented. The quantity of each nuclide in the chain at a time t may be evaluated by analytical expressions obtained in a simple way using recurrence relations. This method may be applied to problems of radioactive buildup and decay and can be easily implemented computationally. (C) 2009 Elsevier B.V. All rights reserved.

Integrable extended hubbard models with boundary Kondo impurities

Three kinds of integrable Kondo impurity additions to one-dimensional q-deformed extended Hubbard models are studied by means of the boundary Z(2)-graded quantum inverse scattering method. The boundary K matrices depending on the local magnetic moments of the impurities are presented as nontrivial realisations of the reflection equation algebras in an impurity Hilbert space. The models are solved by using the algebraic Bethe ansatz method, and the Bethe ansatz equations are obtained.

The composite Euler method for stiff stochastic differential equations

In this paper we present the composite Euler method for the strong solution of stochastic differential equations driven by d-dimensional Wiener processes. This method is a combination of the semi-implicit Euler method and the implicit Euler method. At each step either the semi-implicit Euler method or the implicit Euler method is used in order to obtain better stability properties. We give criteria for selecting the semi-implicit Euler method or the implicit Euler method. For the linear test equation, the convergence properties of the composite Euler method depend on the criteria for selecting the methods. Numerical results suggest that the convergence properties of the composite Euler method applied to nonlinear SDEs is the same as those applied to linear equations. The stability properties of the composite Euler method are shown to be far superior to those of the Euler methods, and numerical results show that the composite Euler method is a very promising method. (C) 2001 Elsevier Science B.V. All rights reserved.

Exact solution for the Bariev model with boundary fields

The Bariev model with open boundary conditions is introduced and analysed in detail in the framework of the Quantum Inverse Scattering Method. Two classes of independent boundary reflecting K-matrices leading to four different types of boundary fields are obtained by solving the reflection equations. The models are exactly solved by means of the algebraic nested Bethe ansatz method and the four sets or Bethe ansatz equations as well as their corresponding energy expressions are derived. (C) 2001 Elsevier Science B.V. All rights reserved.

A new integrable model of strongly correlated electrons with Hubbard-like interaction

A new completely integrable model of strongly correlated electrons is proposed which describes two competitive interactions: one is the correlated one-particle hopping, the other is the Hubbard-like interaction. The integrability follows from the fact that the Hamiltonian is derivable from a one-parameter family of commuting transfer matrices. The Bethe ansatz equations are derived by algebraic Bethe ansatz method.

A flux ratio theorem for multicomponent linear diffusion equations

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.

Implicit Taylor methods for stiff stochastic differential equations

In this paper we discuss implicit Taylor methods for stiff Ito stochastic differential equations. Based on the relationship between Ito stochastic integrals and backward stochastic integrals, we introduce three implicit Taylor methods: the implicit Euler-Taylor method with strong order 0.5, the implicit Milstein-Taylor method with strong order 1.0 and the implicit Taylor method with strong order 1.5. The mean-square stability properties of the implicit Euler-Taylor and Milstein-Taylor methods are much better than those of the corresponding semi-implicit Euler and Milstein methods and these two implicit methods can be used to solve stochastic differential equations which are stiff in both the deterministic and the stochastic components. Numerical results are reported to show the convergence properties and the stability properties of these three implicit Taylor methods. The stability analysis and numerical results show that the implicit Euler-Taylor and Milstein-Taylor methods are very promising methods for stiff stochastic differential equations.

Three-point boundary value problems for second-order, ordinary, differential equations

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.

Integrable open boundary conditions for the Bariev model of three coupled X Y spin chains

The integrable open-boundary conditions for the Bariev model of three coupled one-dimensional XY spin chains are studied in the framework of the boundary quantum inverse scattering method. Three kinds of diagonal boundary K-matrices leading to nine classes of possible choices of boundary fields are found and the corresponding integrable boundary terms are presented explicitly. The boundary Hamiltonian is solved by using the coordinate Bethe ansatz technique and the Bethe ansatz equations are derived. (C) 2001 Elsevier Science B.V. All rights reserved.

Stiffly accurate Runge-Kutta methods for stiff stochastic differential equations

In this paper we discuss implicit methods based on stiffly accurate Runge-Kutta methods and splitting techniques for solving Stratonovich stochastic differential equations (SDEs). Two splitting techniques: the balanced splitting technique and the deterministic splitting technique, are used in this paper. We construct a two-stage implicit Runge-Kutta method with strong order 1.0 which is corrected twice and no update is needed. The stability properties and numerical results show that this approach is suitable for solving stiff SDEs. (C) 2001 Elsevier Science B.V. All rights reserved.

A formal representation of assumptions in process modelling

In this work, we present a systematic approach to the representation of modelling assumptions. Modelling assumptions form the fundamental basis for the mathematical description of a process system. These assumptions can be translated into either additional mathematical relationships or constraints between model variables, equations, balance volumes or parameters. In order to analyse the effect of modelling assumptions in a formal, rigorous way, a syntax of modelling assumptions has been defined. The smallest indivisible syntactical element, the so called assumption atom has been identified as a triplet. With this syntax a modelling assumption can be described as an elementary assumption, i.e. an assumption consisting of only an assumption atom or a composite assumption consisting of a conjunction of elementary assumptions. The above syntax of modelling assumptions enables us to represent modelling assumptions as transformations acting on the set of model equations. The notion of syntactical correctness and semantical consistency of sets of modelling assumptions is defined and necessary conditions for checking them are given. These transformations can be used in several ways and their implications can be analysed by formal methods. The modelling assumptions define model hierarchies. That is, a series of model families each belonging to a particular equivalence class. These model equivalence classes can be related to primal assumptions regarding the definition of mass, energy and momentum balance volumes and to secondary and tiertinary assumptions regarding the presence or absence and the form of mechanisms within the system. Within equivalence classes, there are many model members, these being related to algebraic model transformations for the particular model. We show how these model hierarchies are driven by the underlying assumption structure and indicate some implications on system dynamics and complexity issues. (C) 2001 Elsevier Science Ltd. All rights reserved.