Integral Transformations of Volterra Gaussian Processes

We study integral representations of Gaussian processes with a pre-specified law in terms of other Gaussian processes. The dissertation consists of an introduction and of four research articles. In the introduction, we provide an overview about Volterra Gaussian processes in general, and fractional Brownian motion in particular. In the first article, we derive a finite interval integral transformation, which changes fractional Brownian motion with a given Hurst index into fractional Brownian motion with an other Hurst index. Based on this transformation, we construct a prelimit which formally converges to an analogous, infinite interval integral transformation. In the second article, we prove this convergence rigorously and show that the infinite interval transformation is a direct consequence of the finite interval transformation. In the third article, we consider general Volterra Gaussian processes. We derive measure-preserving transformations of these processes and their inherently related bridges. Also, as a related result, we obtain a Fourier-Laguerre series expansion for the first Wiener chaos of a Gaussian martingale. In the fourth article, we derive a class of ergodic transformations of self-similar Volterra Gaussian processes.

Polymer melt dynamics: Microscopic roots of fractional viscoelasticity

The rheological properties of polymer melts and other complex macromolecular fluids are often successfully modeled by phenomenological constitutive equations containing fractional differential operators. We suggest a molecular basis for such fractional equations in terms of the generalized Langevin equation (GLE) that underlies the renormalized Rouse model developed by Schweizer [J. Chem. Phys. 91, 5802 (1989)]. The GLE describes the dynamics of the segments of a tagged chain under the action of random forces originating in the fast fluctuations of the surrounding polymer matrix. By representing these random forces as fractional Gaussian noise, and transforming the GLE into an equivalent diffusion equation for the density of the tagged chain segments, we obtain an analytical expression for the dynamic shear relaxation modulus G(t), which we then show decays as a power law in time. This power-law relaxation is the root of fractional viscoelastic behavior.

A generalized mathematical theory and experimental verification of proportional notches

A theory and generalized synthesis procedure is advocated for the design of weir notches and orifice-notches having a base in any given shape, to a depth a, such that the discharge through it is proportional to any singular monotonically-increasing function of the depth of flow measured above a certain datum. The problem is reduced to finding an exact solution of a Volterra integral equation in Abel form. The maximization of the depth of the datum below the crest of the notch is investigated. Proof is given that for a weir notch made out of one continuous curve, and for a flow proportional to the mth power of the head, it is impossible to bring the datum lower than (2m − 1)a below the crest of the notch. A new concept of an orifice-notch, having discontinuity in the curve and a division of flow into two distinct portions, is presented. The division of flow is shown to have a beneficial effect in reducing the datum below (2m − 1)a from the crest of the weir and still maintaining the proportionality of the flow. Experimental proof with one such orifice-notch is found to have a constant coefficient of discharge of 0.625. The importance of this analysis in the design of grit chambers is emphasized.

Surface Structures of Silicon and Germanium

Si and Ge were cleaved on the (111) plane under ultra high vacuum and exposed to O and subsequent heat treatment. LEED and spot photometric measurements were taken. Cleaved surfaces for both Si and Ge gave the expected (2 x 1) structure. Results for O exposure were qualitatively for Si and Ge. The 1/2 orders disappeared after exposure to approx = 10 exp - exp 7. Integral orders started to weaken at 10 exp -6 to 10 exp - exp 2 torr min., disappearing at 10 exp -1 torr min. Heat treatment of Si at 900 deg C for several seconds restored the integral orders and further heating gave a new pattern with 1/3 orders. Exposure to 2 x 10 exp -6 torr min O without further heating weakened the fractional orders and at 10 exp -5 torr min they disappeared. Integral orders remained after further heating in O. For Ge integral orders were not restored after 0 exposure until heat treatment had continued at 550 deg C for several min. The (1 x 1) structure disappeared after heating at 590 deg C in 7 x 10 exp -1 torr O and further heating at 590 deg C without O restored the integral order Variations of intensity with voltage were measured for the (00) and (20) spots. The results supported a model proposed by Haneman (Phys. Rev., 1968, 170, 705) involving two kinds of atom sites on the cleaved surface. 20 ref.--E.J.S.

A note on the Berry phase for systems having one degree of freedom

A one-dimensional arbitrary system with quantum Hamiltonian H(q, p) is shown to acquire the 'geometric' phase gamma (C)=(1/2) contour integral c(Podqo-qodpo) under adiabatic transport q to q+q+qo(t) and p to p+po(t) along a closed circuit C in the parameter space (qo(t), po(t)). The non-vanishing nature of this phase, despite only one degree of freedom (q), is due ultimately to the underlying non-Abelian Weyl group. A physical realisation in which this Berry phase results in a line spread is briefly discussed.

Exact path-integral evaluation of the heat distribution function of a trapped Brownian oscillator

Using path integrals, we derive an exact expression-valid at all times t-for the distribution P(Q,t) of the heat fluctuations Q of a Brownian particle trapped in a stationary harmonic well. We find that P(Q, t) can be expressed in terms of a modified Bessel function of zeroth order that in the limit t > infinity exactly recovers the heat distribution function obtained recently by Imparato et al. Phys. Rev. E 76, 050101(R) (2007)] from the approximate solution to a Fokker-Planck equation. This long-time result is in very good agreement with experimental measurements carried out by the same group on the heat effects produced by single micron-sized polystyrene beads in a stationary optical trap. An earlier exact calculation of the heat distribution function of a trapped particle moving at a constant speed v was carried out by van Zon and Cohen Phys. Rev. E 69, 056121 (2004)]; however, this calculation does not provide an expression for P(Q, t) itself, but only its Fourier transform (which cannot be analytically inverted), nor can it be used to obtain P(Q, t) for the case v=0.

Unified Galerkin- and DAE-Based Approximation of Fractional Order Systems

We consider numerical solutions of nonlinear multiterm fractional integrodifferential equations, where the order of the highest derivative is fractional and positive but is otherwise arbitrary. Here, we extend and unify our previous work, where a Galerkin method was developed for efficiently approximating fractional order operators and where elements of the present differential algebraic equation (DAE) formulation were introduced. The DAE system developed here for arbitrary orders of the fractional derivative includes an added block of equations for each fractional order operator, as well as forcing terms arising from nonzero initial conditions. We motivate and explain the structure of the DAE in detail. We explain how nonzero initial conditions should be incorporated within the approximation. We point out that our approach approximates the system and not a specific solution. Consequently, some questions not easily accessible to solvers of initial value problems, such as stability analyses, can be tackled using our approach. Numerical examples show excellent accuracy. DOI: 10.1115/1.4002516]

Squeezed states, metaplectic group, and operator möbius transformations

We present an analysis, based on the metaplectic group Mp(2), of the recently introduced single-mode inverse creation and annihilation operators and of the associated eigenstates of different two-photon annihilation operators. We motivate and obtain a quantum operator form of the classical Mobius or fractional linear transformation. The subtle relation to the two unitary irreducible representations of Mp(2) is brought out. For problems involving inverse operators the usefulness of the Bargmann analytic function representation of quantum mechanics is demonstrated. Squeezing, bunching, and photon-number distributions of the four families of states that arise in this context are studied both analytically and numerically

The extended Enskog operator for simple fluids with continuous potentials: single particle and collective properties

We generalized the Enskog theory originally developed for the hard-sphere fluid to fluids with continuous potentials, such as the Lennard–Jones. We derived the expression for the k and ω dependent transport coefficient matrix which enables us to calculate the transport coefficients for arbitrary length and time scales. Our results reduce to the conventional Chapman–Enskog expression in the low density limit and to the conventional k dependent Enskog theory in the hard-sphere limit. As examples, the self-diffusion of a single atom, the vibrational energy relaxation, and the activated barrier crossing dynamics problem are discussed.

Performance analysis of TCM with generalized selection combining on Rayleigh fading channels

We derive the computational cutoff rate, R-o, for coherent trellis-coded modulation (TCM) schemes on independent indentically distributed (i.i.d.) Rayleigh fading channels with (K, L) generalized selection combining (GSC) diversity, which combines the K paths with the largest instantaneous signal-to-noise ratios (SNRs) among the L available diversity paths. The cutoff rate is shown to be a simple function of the moment generating function (MGF) of the SNR at the output of the (K, L) GSC receiver. We also derive the union bound on the bit error probability of TCM schemes with (K, L) GSC in the form of a simple, finite integral. The effectiveness of this bound is verified through simulations.

Noncommutative vortices and instantons from generalized Bose operators

Generalized Bose operators correspond to reducible representations of the harmonic oscillator algebra. We demonstrate their relevance in the construction of topologically non-trivial solutions in noncommutative gauge theories, focusing our attention to flux tubes, vortices, and instantons. Our method provides a simple new relation between the topological charge and the number of times the basic irreducible representation occurs in the reducible representation underlying the generalized Bose operator. When used in conjunction with the noncommutative ADHM construction, we find that these new instantons are in general not unitarily equivalent to the ones currently known in literature.

Effective Q Criterion for Disk Stability in an External Potential

The standard Q criterion (with Q > 1) describes the stability against local, axisymmetric perturbations in a disk supported by rotation and random motion. Most astrophysical disks, however, are under the influence of an external gravitational potential, which can significantly affect their stability. A typical example is a galactic disk embedded in a dark matter halo. Here, we do a linear perturbation analysis for a disk in an external potential and obtain a generalized dispersion relation and the effective stability criterion. An external potential, such as that due to the dark matter halo concentric with the disk, contributes to the unperturbed rotational field and significantly increases its stability. We obtain the values for the effective Q parameter for the Milky Way and for a low surface brightness galaxy, UGC 7321. We find that in each case the stellar disk by itself is barely stable and it is the dark matter halo that stabilizes the disk against local, axisymmetric gravitational instabilities. Thus, the dark matter halo is necessary to ensure local disk stability. This result has been largely missed so far because in practice the Q parameter for a galactic disk is obtained using the observed rotational field that already includes the effect of the halo

EFFECTIVE Q CRITERION FOR DISK STABILITY IN AN EXTERNAL POTENTIAL

standard Q criterion (with Q > 1) describes the stability against local, axisymmetric perturbations in a disk supported by rotation and random motion. Most astrophysical disks, however, are under the influence of an external gravitational potential, which can significantly affect their stability. A typical example is a galactic disk embedded in a dark matter halo. Here, we do a linear perturbation analysis for a disk in an external potential and obtain a generalized dispersion relation and the effective stability criterion. An external potential, such as that due to the dark matter halo concentric with the disk, contributes to the unperturbed rotational field and significantly increases its stability. We obtain the values for the effective Q parameter for the Milky Way and for a low surface brightness galaxy, UGC 7321. We find that in each case the stellar disk by itself is barely stable and it is the dark matter halo that stabilizes the disk against local, axisymmetric gravitational instabilities. Thus, the dark matter halo is necessary to ensure local disk stability. This result has been largely missed so far because in practice the Q parameter for a galactic disk is obtained using the observed rotational field that already includes the effect of the halo.

The generalized Onsager model for a binary gas mixture

The Onsager model for the secondary flow field in a high-speed rotating cylinder is extended to incorporate the difference in mass of the two species in a binary gas mixture. The base flow is an isothermal solid-body rotation in which there is a balance between the radial pressure gradient and the centrifugal force density for each species. Explicit expressions for the radial variation of the pressure, mass/mole fractions, and from these the radial variation of the viscosity, thermal conductivity and diffusion coefficient, are derived, and these are used in the computation of the secondary flow. For the secondary flow, the mass, momentum and energy equations in axisymmetric coordinates are expanded in an asymptotic series in a parameter epsilon = (Delta m/m(av)), where Delta m is the difference in the molecular masses of the two species, and the average molecular mass m(av) is defined as m(av) = (rho(w1)m(1) + rho(w2)m(2))/rho(w), where rho(w1) and rho(w2) are the mass densities of the two species at the wall, and rho(w) = rho(w1) + rho(w2). The equation for the master potential and the boundary conditions are derived correct to O(epsilon(2)). The leading-order equation for the master potential contains a self-adjoint sixth-order operator in the radial direction, which is different from the generalized Onsager model (Pradhan & Kumaran, J. Fluid Mech., vol. 686, 2011, pp. 109-159), since the species mass difference is included in the computation of the density, viscosity and thermal conductivity in the base state. This is solved, subject to boundary conditions, to obtain the leading approximation for the secondary flow, followed by a solution of the diffusion equation for the leading correction to the species mole fractions. The O(epsilon) and O(epsilon(2)) equations contain inhomogeneous terms that depend on the lower-order solutions, and these are solved in a hierarchical manner to obtain the O(epsilon) and O(epsilon(2)) corrections to the master potential. A similar hierarchical procedure is used for the Carrier-Maslen model for the end-cap secondary flow. The results of the Onsager hierarchy, up to O(epsilon(2)), are compared with the results of direct simulation Monte Carlo simulations for a binary hard-sphere gas mixture for secondary flow due to a wall temperature gradient, inflow/outflow of gas along the axis, as well as mass and momentum sources in the flow. There is excellent agreement between the solutions for the secondary flow correct to O(epsilon(2)) and the simulations, to within 15 %, even at a Reynolds number as low as 100, and length/diameter ratio as low as 2, for a low stratification parameter A of 0.707, and when the secondary flow velocity is as high as 0.2 times the maximum base flow velocity, and the ratio 2 Delta m/(m(1) + m(2)) is as high as 0.5. Here, the Reynolds number Re = rho(w)Omega R-2/mu, the stratification parameter A = root m Omega R-2(2)/(2k(B)T), R and Omega are the cylinder radius and angular velocity, m is the molecular mass, rho(w) is the wall density, mu is the viscosity and T is the temperature. The leading-order solutions do capture the qualitative trends, but are not in quantitative agreement.

THEORY OF NEWFORMS OF HALF-INTEGRAL WEIGHT

We set up the theory of newforms of half-integral weight on Gamma(0)(8N) and Gamma(0)(16N), where N is odd and squarefree. Further, we extend the definition of the Kohnen plus space in general for trivial character and also study the theory of newforms in the plus spaces on Gamma(0)(8N), Gamma(0)(16N), where N is odd and squarefree. Finally, we show that the Atkin-Lehner W-operator W-4 acts as the identity operator on S-2k(new)(4N), where N is odd and squarefree. This proves that S-2k(-)(4) = S-2k(4).