Impact of incorrect assumptions on the covariance structure of random effects and/or residuals in nonlinear mixed models for repeated measures data

In this paper we analyse, using Monte Carlo simulation, the possible consequences of incorrect assumptions on the true structure of the random effects covariance matrix and the true correlation pattern of residuals, over the performance of an estimation method for nonlinear mixed models. The procedure under study is the well known linearization method due to Lindstrom and Bates (1990), implemented in the nlme library of S-Plus and R. Its performance is studied in terms of bias, mean square error (MSE), and true coverage of the associated asymptotic confidence intervals. Ignoring other criteria like the convenience of avoiding over parameterised models, it seems worst to erroneously assume some structure than do not assume any structure when this would be adequate.

Effects of new nonlinear couplings in relativistic effective field theory

We extend the relativistic mean field theory model of Sugahara and Toki by adding new couplings suggested by modern effective field theories. An improved set of parameters is developed with the goal to test the ability of the models based on effective field theory to describe the properties of finite nuclei and, at the same time, to be consistent with the trends of Dirac-Brueckner-Hartree-Fock calculations at densities away from the saturation region. We compare our calculations with other relativistic nuclear force parameters for various nuclear phenomena.

Transient and preparation colored-noise effects: The nonlinear relaxation-time approach

We develop a singular perturbation approach to the problem of the calculation of a characteristic time (the nonlinear relaxation time) for non-Markovian processes driven by Gaussian colored noise with small correlation time. Transient and initial preparation effects are discussed and explicit results for prototype situations are obtained. New effects on the relaxation of unstable states are predicted. The approach is compared with previous techniques.

Decay of unstable states in the presence of colored noise and random initial conditions. I. Theory of nonlinear relaxation times

The general theory of nonlinear relaxation times is developed for the case of Gaussian colored noise. General expressions are obtained and applied to the study of the characteristic decay time of unstable states in different situations, including white and colored noise, with emphasis on the distributed initial conditions. Universal effects of the coupling between colored noise and random initial conditions are predicted.

Nonlinear Saffman-Taylor instability

We show, both theoretically and experimentally, that the interface between two viscous fluids in a Hele-Shaw cell can be nonlinearly unstable before the Saffman-Taylor linear instability point is reached. We identify the family of exact elastica solutions [Nye et al., Eur. J. Phys. 5, 73 (1984)] as the unstable branch of the corresponding subcritical bifurcation which ends up at a topological singularity defined by interface pinchoff. We devise an experimental procedure to prepare arbitrary initial conditions in a Hele-Shaw cell. This is used to test the proposed bifurcation scenario and quantitatively asses its practical relevance.

Systematic weakly nonlinear analysis of interfacial instabilities in Hele-Shaw flows

We develop a systematic method to derive all orders of mode couplings in a weakly nonlinear approach to the dynamics of the interface between two immiscible viscous fluids in a Hele-Shaw cell. The method is completely general: it applies to arbitrary geometry and driving. Here we apply it to the channel geometry driven by gravity and pressure. The finite radius of convergence of the mode-coupling expansion is found. Calculation up to third-order couplings is done, which is necessary to account for the time-dependent Saffman-Taylor finger solution and the case of zero viscosity contrast. The explicit results provide relevant analytical information about the role that the viscosity contrast and the surface tension play in the dynamics of the system. We finally check the quantitative validity of different orders of approximation and a resummation scheme against a physically relevant, exact time-dependent solution. The agreement between the low-order approximations and the exact solution is excellent within the radius of convergence, and is even reasonably good beyond this radius.

Systematic weakly nonlinear analysis of radial viscous fingering

We present a weakly nonlinear analysis of the interface dynamics in a radial Hele-Shaw cell driven by both injection and rotation. We extend the systematic expansion introduced in [E. Alvarez-Lacalle et al., Phys. Rev. E 64, 016302 (2001)] to the radial geometry, and compute explicitly the first nonlinear contributions. We also find the necessary and sufficient condition for the uniform convergence of the nonlinear expansion. Within this region of convergence, the analytical predictions at low orders are compared satisfactorily to exact solutions and numerical integration of the problem. This is particularly remarkable in configurations (with no counterpart in the channel geometry) for which the interplay between injection and rotation allows that condition to be satisfied at all times. In the case of the purely centrifugal forcing we demonstrate that nonlinear couplings make the interface more unstable for lower viscosity contrast between the fluids.

The nonlinear relaxation time and quasideterministic-theory approaches to characterize the decay of unestable states

We present the relationship between nonlinear-relaxation-time (NLRT) and quasideterministic approaches to characterize the decay of an unstable state. The universal character of the NLRT is established. The theoretical results are applied to study the dynamical relaxation of the Landau model in one and n variables and also a laser model.

Confinement of discrete breathers in inhomogeneously profiled nonlinear chains

We investigate numerically the scattering of a moving discrete breather on a pair of junctions in a Fermi-Pasta-Ulam chain. These junctions delimit an extended region with different masses of the particles. We consider (i) a rectangular trap, (ii) a wedge shaped trap, and (iii) a smoothly varying convex or concave mass profile. All three cases lead to DB confinement, with the ease of trapping depending on the profile of the trap. We also study the collision and trapping of two DBs within the profile as a function of trap width, shape, and approach time at the two junctions. The latter controls whether one or both DBs are trapped.

From lattice-gas models to nonlinear diffusion models: A derivation of macroscopic equations and fluctuations

We derive nonlinear diffusion equations and equations containing corrections due to fluctuations for a coarse-grained concentration field. To deal with diffusion coefficients with an explicit dependence on the concentration values, we generalize the Van Kampen method of expansion of the master equation to field variables. We apply these results to the derivation of equations of phase-separation dynamics and interfacial growth instabilities.

Nonlinear relaxation time and the detection of weak signals

Laser systems can be used to detect very weak optical signals. The physical mechanism is the dynamical process of the relaxation of a laser from an unstable state to a steady stable state. We present an analysis of this process based on the study of the nonlinear relaxation time. Our analytical results are compared with numerical integration of the stochastic differential equations that model this process.

Nonlinear filtering in object and Fourier space in a joint transform optical correlator: comparison and experimental realization

The use of different kinds of nonlinear filtering in a joint transform correlator are studied and compared. The study is divided into two parts, one corresponding to object space and the second to the Fourier domain of the joint power spectrum. In the first part, phase and inverse filters are computed; their inverse Fourier transforms are also computed, thereby becoming the reference in the object space. In the Fourier space, the binarization of the power spectrum is realized and compared with a new procedure for removing the spatial envelope. All cases are simulated and experimentally implemented by a compact joint transform correlator.

Design of surface forces apparatus for tribology studies combined with nonlinear optical spectroscopy

We describe the design, calibration, and performance of surface forces apparatus with the capability of illumination of the contact interface for spectroscopic investigation using optical techniques. The apparatus can be placed in the path of a Nd-YAG laser for studies of the linear response or the second harmonic and sum-frequency generation from a material confined between the two surfaces. In addition to the standard fringes of equal chromatic order technique, which we have digitized for accurate and fast analysis, the distance of separation can be measured with a fiber-optic interferometer during spectroscopic measurements (2 Å resolution and 10 ms response time). The sample approach is accomplished through application of a motor drive, piezoelectric actuator, or electromagnetic lever deflection for variable degrees of range, sensitivity, and response time. To demonstrate the operation of the instrument, the stepwise expulsion of discrete layers of octamethylcyclotetrasiloxane from the contact is shown. Lateral forces may also be studied by using piezoelectric bimorphs to induce and direct the motion of one surface.

Phenomenological approach to nonlinear Langevin equations

In this paper we address the problem of consistently constructing Langevin equations to describe fluctuations in nonlinear systems. Detailed balance severely restricts the choice of the random force, but we prove that this property, together with the macroscopic knowledge of the system, is not enough to determine all the properties of the random force. If the cause of the fluctuations is weakly coupled to the fluctuating variable, then the statistical properties of the random force can be completely specified. For variables odd under time reversal, microscopic reversibility and weak coupling impose symmetry relations on the variable-dependent Onsager coefficients. We then analyze the fluctuations in two cases: Brownian motion in position space and an asymmetric diode, for which the analysis based in the master equation approach is known. We find that, to the order of validity of the Langevin equation proposed here, the phenomenological theory is in agreement with the results predicted by more microscopic models