A defect equation approach for the coupling of subdomains in domain decomposition methods

A defect equation for the coupling of nonlinear subproblems defined in nonoverlapped subdomains arise in domain decomposition methods is presented. Numerical solutions of defect equations by means of quasi-Newton methods are considered.

Numerical solutions of certain nonlinear models in European options on a distributed computing environment

Financial modelling in the area of option pricing involves the understanding of the correlations between asset and movements of buy/sell in order to reduce risk in investment. Such activities depend on financial analysis tools being available to the trader with which he can make rapid and systematic evaluation of buy/sell contracts. In turn, analysis tools rely on fast numerical algorithms for the solution of financial mathematical models. There are many different financial activities apart from shares buy/sell activities. The main aim of this chapter is to discuss a distributed algorithm for the numerical solution of a European option. Both linear and non-linear cases are considered. The algorithm is based on the concept of the Laplace transform and its numerical inverse. The scalability of the algorithm is examined. Numerical tests are used to demonstrate the effectiveness of the algorithm for financial analysis. Time dependent functions for volatility and interest rates are also discussed. Applications of the algorithm to non-linear Black-Scholes equation where the volatility and the interest rate are functions of the option value are included. Some qualitative results of the convergence behaviour of the algorithm is examined. This chapter also examines the various computational issues of the Laplace transformation method in terms of distributed computing. The idea of using a two-level temporal mesh in order to achieve distributed computation along the temporal axis is introduced. Finally, the chapter ends with some conclusions.

A Van der Pol-Mathieu equation for the dynamics of dust grain charge in dusty plasmas

The chaotic profile of dust grain dynamics associated with dust-acoustic oscillations in a dusty plasma is considered. The collective behaviour of the dust plasma component is described via a multi-fluid model, comprising Boltzmann distributed electrons and ions, as well as an equation of continuity possessing a source term for the dust grains, the dust momentum and Poisson's equations. A Van der Pol–Mathieu-type nonlinear ordinary differential equation for the dust grain density dynamics is derived. The dynamical system is cast into an autonomous form by employing an averaging method. Critical stability boundaries for a particular trivial solution of the governing equation with varying parameters are specified. The equation is analysed to determine the resonance region, and finally numerically solved by using a fourth-order Runge–Kutta method. The presence of chaotic limit cycles is pointed out.

Fully nonlinear ion-sound waves in a dense Fermi magnetoplasma

The nonlinear propagation of ion-sound waves in a collisionless dense electron-ion magnetoplasma is investigated. The inertialess electrons are assumed to follow a non-Boltzmann distribution due to the pressure for the Fermi plasma and the ions are described by the hydrodynamic (HD) equations. An energy balance-like equation involving a new Sagdeev-type pseudo-potential is derived in the presence of the quantum statistical effects. Numerical calculations reveal that the profiles of the Sagdeev-like potential and the ion-sound density excitations are significantly affected by the wave direction cosine and the Mach number. The present studies might be helpful to understand the excitation of nonlinear ion-sound waves in dense plasmas such as those in superdense white dwarfs and neutron stars as well as in intense laser-solid density plasma experiments.

Nonlinear dynamics and solitons in Debye bi-crystals

The nonlinear dynamics of longitudinal dust lattice waves propagating in a dusty plasma bi-crystal is investigated. A “diatomic”-like one-dimensional dust lattice configuration is considered, consisting of two distinct dust grain species with different charges and masses. Two different frequency dispersion modes are obtained in the linear limit, namely, an optical and an acoustic wave dispersion branch. Nonlinear solitary wave solutions are shown to exist in both branches, by considering the continuum limit for lattice excitations in different nonlinear potential regimes. For this purpose, a generalized Boussinesq and an extended Korteweg de Vries equation is derived, for the acoustic mode excitations, and their exact soliton solutions are provided and compared. For the optic mode, a nonlinear Schrödinger-type equation is obtained, which is shown to possess bright- (dark-) type envelope soliton solutions in the long (short, respectively) wavelength range. Optic-type longitudinal wavepackets are shown to be generally unstable in the continuum limit, though this is shown not to be the rule in the general (discrete) case.

Nonlinear excitations in electron-positron-ion plasmas in accretion disks of active galactic nuclei

The propagation of acoustic nonlinear excitations in an electron-positron-ion (e-p-i) plasma composed of warm electrons and positrons, as well as hot ions, has been investigated by adopting a two-dimensional cylindrical geometry. The electrons and positrons are modeled by hydrodynamic fluid equations, while the ions are assumed to follow a temperature-parametrized Boltzmann distribution (the fixed ion model is recovered in the appropriate limit). This situation applies in the accretion disk near a black hole in active galactic nuclei, where the ion temperature may be as high as 3 to 300 times that of the electrons. Using a reductive perturbation technique, a cylindrical Kadomtsev-Petviashvili equation is derived and its exact soliton solutions are presented. Furthermore, real situations in which the strength of the nonlinearity may be weak are considered, so that higher-order nonlinearity plays an important role. Accordingly, an extended cylindrical Kadomtsev-Petviashvili equation is derived, which admits both soliton and double-layer solutions. The characteristics of the nonlinear excitations obtained are investigated in detail

Ion-acoustic waves in a plasma consisting of adiabatic warm ions, non-isothermal electrons and a weakly relativistic electron beam: linear and higher-order nonlinear effects

The nonlinear propagation of finite amplitude ion acoustic solitary waves in a plasma consisting of adiabatic warm ions, nonisothermal electrons, and a weakly relativistic electron beam is studied via a two-fluid model. A multiple scales technique is employed to investigate the nonlinear regime. The existence of the electron beam gives rise to four linear ion acoustic modes, which propagate at different phase speeds. The numerical analysis shows that the propagation speed of two of these modes may become complex-valued (i.e., waves cannot occur) under conditions which depend on values of the beam-to-background-electron density ratio , the ion-to-free-electron temperature ratio , and the electron beam velocity v0; the remaining two modes remain real in all cases. The basic set of fluid equations are reduced to a Schamel-type equation and a linear inhomogeneous equation for the first and second-order potential perturbations, respectively. Stationary solutions of the coupled equations are derived using a renormalization method. Higher-order nonlinearity is thus shown to modify the solitary wave amplitude and may also deform its shape, even possibly transforming a simple pulse into a W-type curve for one of the modes. The dependence of the excitation amplitude and of the higher-order nonlinearity potential correction on the parameters , , and v0 is numerically investigated.

Parametric study of nonlinear electrostatic waves in two-dimensional quantum dusty plasmas

The nonlinear properties of two-dimensional cylindrical quantum dust-ion-acoustic (QDIA) and quantum dust-acoustic (QDA) waves are studied in a collisionless, unmagnetized and dense (quantum) dusty plasma. For this purpose, the reductive perturbation technique is employed to the quantum hydrodynamical equations and the Poisson equation, obtaining the cylindrical Kadomtsev–Petviashvili (CKP) equations. The effects of quantum diffraction, as well as quantum statistical and geometric effects on the profiles of QDIA and QDA solitary waves are examined. It is found that the amplitudes and widths of the nonplanar QDIA and QDA waves are significantly affected by the quantum electron tunneling effect. The addition of a dust component to a quantum plasma is seen to affect the propagation characteristics of localized QDIA excitations. In the case of low-frequency QDA waves, this effect is even stronger, since the actual form of the potential solitary waves, in fact, depends on the dust charge polarity (positive/negative) itself (allowing for positive/negative potential forms, respectively). The relevance of the present investigation to metallic nanostructures is highlighted.

Linear and nonlinear properties of Rao-dust-Alfven waves in magnetized plasmas

The linear and nonlinear properties of the Rao-dust-magnetohydrodynamic (R-D-MHD) waves in a dusty magnetoplasma are studied. By employing the inertialess electron equation of motion, inertial ion equation of motion, Ampere's law, Faraday's law, and the continuity equation in a plasma with immobile charged dust grains, the linear and nonlinear propagation of two-dimensional R-D-MHD waves are investigated. In the linear regime, the existence of immobile dust grains produces the Rao cutoff frequency, which is proportional to the dust charge density and the ion gyrofrequency. On the other hand, the dynamics of amplitude modulated R-D-MHD waves is governed by the cubic nonlinear Schrodinger equation. The latter has been derived by using the reductive perturbation technique and the two-timescale analysis which accounts for the harmonic generation nonlinearity in plasmas. The stability of the modulated wave envelope against non-resonant perturbations is studied. Finally, the possibility of localized envelope excitations is discussed. (C) 2004 American Institute of Physics.

Weakly nonlinear vertical dust grain oscillations in dusty plasma crystals in the presence of a magnetic field

The weakly nonlinear regime of transverse paramagnetic dust grain oscillations in dusty (complex) plasma crystals is discussed. The nonlinearity, which is related to the sheath electric/magnetic field(s) and to the intergrain (electrostatic/magnetic dipole) interactions, is shown to lead to the generation of phase harmonics and, in the case of propagating transverse dust-lattice modes, to the modulational instability of the carrier wave due to self-interaction. The stability profile depends explicitly on the form of the electric and magnetic fields in the plasma sheath. The long term evolution of the modulated wave packet, which is described by a nonlinear Schrodinger-type equation, may lead to propagating localized envelope structures whose exact forms are presented and discussed. Explicit suggestions for experimental investigations are put forward. (C) 2004 American Institute of Physics.

Nonlinear compressional electromagnetic ion-cyclotron wavepackets in space plasmas

The parametric coupling between large amplitude magnetic field-aligned circularly polarized electromagnetic ion-cyclotron (EMIC) waves and ponderomotively driven ion-acoustic perturbations in magnetized space plasmas is considered. A cubic nonlinear Schrodinger equation for the modulated EMIC wave envelope is derived, and then solved analytically. The modulated EMIC waves are found to be stable (unstable) against ion-acoustic density perturbations, in the subsonic (supersonic, respectively) case, and they may propagate as "supersonic bright" ("subsonic dark", i.e. "black" or "grey") type envelope solitons, i.e. electric field pulses (holes, voids), associated with (co-propagating) density humps. Explicit bright and dark (black/grey) envelope excitation profiles are presented, and the relevance of our investigation to space plasmas is discussed.

Nonlinear propagation of modulated ion-acoustic plasma waves in the presence of an electron beam

Theoretical and numerical studies are presented of the amplitude modulation of ion-acoustic waves (IAWs) in a plasma consisting of warm ions, Maxwellian electrons, and a cold electron beam. Perturbations parallel to the carrier IAW propagation direction have been investigated. The existence of four distinct linear ion acoustic modes is shown, each of which possesses a different behavior from the modulational stability point of view. The stability analysis, based on a nonlinear Schrodinger equation (NLSE) reveals that the IAW may become unstable. The stability criteria depend on the IAW carrier wave number, and also on the ion temperature, the beam velocity and the beam electron density. Furthermore, the occurrence of localized envelope structures (solitons) is investigated, from first principles. The numerical analysis shows that the two first modes (essentially IAWs, modified due to the beam) present a complex behavior, essentially characterized by modulational stability for large wavelengths and instability for shorter ones. Dark-type envelope excitations (voids, holes) occur in the former case, while bright-type ones (pulses) appear in the latter. The latter two modes are characterized by an intrinsic instability, as the frequency develops a finite imaginary part for small ionic temperature values. At intermediate temperatures, both bright- and dark-type excitations may exist, although the numerical landscape is intertwined between stability and instability regions.(c) 2006 American Institute of Physics.

Nonlinear perpendicular propagation of ordinary mode electromagnetic wave packets in pair plasmas and electron-positron-ion plasmas

The nonlinear amplitude modulation of electromagnetic waves propagating in pair plasmas, e.g., electron-positron or fullerene pair-ion plasmas, as well as three-component pair plasmas, e.g., electron-positron-ion plasmas or doped (dusty) fullerene pair-ion plasmas, assuming wave propagation in a direction perpendicular to the ambient magnetic field, obeying the ordinary (O-) mode dispersion characteristics. Adopting a multiple scales (reductive perturbation) technique, a nonlinear Schrodinger-type equation is shown to govern the modulated amplitude of the magnetic field (perturbation). The conditions for modulation instability are investigated, in terms of relevant parameters. It is shown that localized envelope modes (envelope solitons) occur, of the bright- (dark-) type envelope solitons, i.e., envelope pulses (holes, respectively), for frequencies below (above) an explicit threshold. Long wavelength waves with frequency near the effective pair plasma frequency are therefore unstable, and may evolve into bright solitons, while higher frequency (shorter wavelength) waves are stable, and may propagate as envelope holes.(c) 2007 American Institute of Physics.

Nonlinear modulation of ion-acoustic waves in two-electron-temperature plasmas

The amplitude modulation of ion-acoustic waves IS investigated in a plasma consisting of adiabatic warm ions, and two different populations of thermal electrons at different temperatures. The fluid equations are reduced to nonlinear Schrodinger equation by employing a multi-scale perturbation technique. A linear stability analysis for the wave packet amplitude reveals that long wavelengths are always stable, while modulational instability sets in for shorter wavelengths. It is shown that increasing the value of the hot-to-cold electron temperature ratio (mu), for a given value of the hot-to-cold electron density ratio (nu): favors instability. The role of the ion temperature is also discussed. In the limiting case nu = 0 (or nu -> infinity). which correspond(s) to an ordinary (single) electron-ion plasma, the results of previous works are recovered.

Nonlinear Dynamics of Rotating Multi-Component Pair Plasmas and e-p-i Plasmas

The propagation of small amplitude stationary profile nonlinear electrostatic excitations in a pair plasma is investigated, mainly drawing inspiration from experiments on fullerene pair-ion plasmas. Two distinct pair ion species are considered of opposite polarity and same mass, in addition to a massive charged background species, which is assumed to be stationary, given the frequency scale of interest. In the pair-ion context, the third species is thought of as a background defect (e.g. charged dust) component. On the other hand, the model also applies formally to electron-positron-ion (e-p-i) plasmas, if one neglects electron-positron annihilation. A two-fluid plasma model is employed, incorporating both Lorentz and Coriolis forces, thus taking into account the interplay between the gyroscopic (Larmor) frequency ?c and the (intrinsic) plasma rotation frequency O0. By employing a multi-dimensional reductive perturbation technique, a Zakharov-Kuznetsov (ZK) type equation is derived for the evolution of the electric potential perturbation. Assuming an arbitrary direction of propagation, with respect to the magnetic field, we derive the exact form of nonlinear solutions, and study their characteristics. A parametric analysis is carried out, as regards the effect of the dusty plasma composition (background number density), species temperature(s) and the relative strength of rotation to Larmor frequencies. It is shown that the Larmor and mechanical rotation affect the pulse dynamics via a parallel-to-transverse mode coupling diffusion term, which in fact diverges at ?c ? ±2O0. Pulses collapse at this limit, as nonlinearity fails to balance dispersion. The analysis is complemented by investigating critical plasma compositions, in fact near-symmetric (T- ˜ T+) “pure” (n- ˜ n+) pair plasmas, i.e. when the concentration of the 3rd background species is negligible, case in which the (quadratic) nonlinearity vanishes, so one needs to resort to higher order nonlinear theory. A modified ZK equation is derived and analyzed. Our results are of relevance in pair-ion (fullerene) experiments and also potentially in astrophysical environments, e.g. in pulsars.