Decelerating Airy pulses

It is shown that an electromagnetic wave equation in time domain is reduced in paraxial approximation to an equation similar to the Schrodinger equation but in which the time and space variables play opposite roles. This equation has solutions in form of time-varying pulses with the Airy function as an envelope. The pulses are generated by a source point with an Airy time varying field and propagate in vacuum preserving their shape and magnitude. The motion is according to a quadratic law with the velocity changing from infinity at the source point to zero in infinity. These one-dimensional results are extended to the 3D+time case when a similar Airy-Bessel pulse is excited by the field at a plane aperture. The same behaviour of the pulses, the non-diffractive preservation and their deceleration, is found. © 2011 IEEE.

A method of fundamental solutions for radially symmetric and axisymmetric backward heat conduction problems

We propose and investigate an application of the method of fundamental solutions (MFS) to the radially symmetric and axisymmetric backward heat conduction problem (BHCP) in a solid or hollow cylinder. In the BHCP, the initial temperature is to be determined from the temperature measurements at a later time. This is an inverse and ill-posed problem, and we employ and generalize the MFS regularization approach [B.T. Johansson and D. Lesnic, A method of fundamental solutions for transient heat conduction, Eng. Anal. Boundary Elements 32 (2008), pp. 697–703] for the time-dependent heat equation to obtain a stable and accurate numerical approximation with small computational cost.

Time domain decomposition for European options in financial modelling

Finance is one of the fastest growing areas in modern applied mathematics with real world applications. The interest of this branch of applied mathematics is best described by an example involving shares. Shareholders of a company receive dividends which come from the profit made by the company. The proceeds of the company, once it is taken over or wound up, will also be distributed to shareholders. Therefore shares have a value that reflects the views of investors about the likely dividend payments and capital growth of the company. Obviously such value will be quantified by the share price on stock exchanges. Therefore financial modelling serves to understand the correlations between asset and movements of buy/sell in order to reduce risk. 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. There are other financial activities and it is not an intention of this paper to discuss all of these activities. The main concern of this paper is to propose a parallel algorithm for the numerical solution of an European option. This paper is organised as follows. First, a brief introduction is given of a simple mathematical model for European options and possible numerical schemes of solving such mathematical model. Second, Laplace transform is applied to the mathematical model which leads to a set of parametric equations where solutions of different parametric equations may be found concurrently. Numerical inverse Laplace transform is done by means of an inversion algorithm developed by Stehfast. The scalability of the algorithm in a distributed environment is demonstrated. Third, a performance analysis of the present algorithm is compared with a spatial domain decomposition developed particularly for time-dependent heat equation. Finally, a number of issues are discussed and future work suggested.

INVESTIGATIONS INTO MECHANISMS UNDERLYING EXTREME WAVE FORMATIONS AND COMPUTATIONALLY INTENSIVE SIMULATIONS

Various mechanisms have been proposed to explain extreme waves or rogue waves in an oceanic environment including directional focusing, dispersive focusing, wave-current interaction, and nonlinear modulational instability. The Benjamin-Feir instability (nonlinear modulational instability), however, is considered to be one of the primary mechanisms for rogue-wave occurrence. The nonlinear Schrodinger equation is a well-established approximate model based on the same assumptions as required for the derivation of the Benjamin-Feir theory. Solutions of the nonlinear Schrodinger equation, including new rogue-wave type solutions are presented in the author's dissertation work. The solutions are obtained by using a predictive eigenvalue map based predictor-corrector procedure developed by the author. Features of the predictive map are explored and the influences of certain parameter variations are investigated. The solutions are rescaled to match the length scales of waves generated in a wave tank. Based on the information provided by the map and the details of physical scaling, a framework is developed that can serve as a basis for experimental investigations into a variety of extreme waves as well localizations in wave fields. To derive further fundamental insights into the complexity of extreme wave conditions, Smoothed Particle Hydrodynamics (SPH) simulations are carried out on an advanced Graphic Processing Unit (GPU) based parallel computational platform. Free surface gravity wave simulations have successfully characterized water-wave dispersion in the SPH model while demonstrating extreme energy focusing and wave growth in both linear and nonlinear regimes. A virtual wave tank is simulated wherein wave motions can be excited from either side. Focusing of several wave trains and isolated waves has been simulated. With properly chosen parameters, dispersion effects are observed causing a chirped wave train to focus and exhibit growth. By using the insights derived from the study of the nonlinear Schrodinger equation, modulational instability or self-focusing has been induced in a numerical wave tank and studied through several numerical simulations. Due to the inherent dissipative nature of SPH models, simulating persistent progressive waves can be problematic. This issue has been addressed and an observation-based solution has been provided. The efficacy of SPH in modeling wave focusing can be critical to further our understanding and predicting extreme wave phenomena through simulations. A deeper understanding of the mechanisms underlying extreme energy localization phenomena can help facilitate energy harnessing and serve as a basis to predict and mitigate the impact of energy focusing.

Shaken not stirred: creating exotic angular momentum states by shaking an optical lattice

We propose a method to create higher orbital states of ultracold atoms in the Mott regime of an optical lattice. This is done by periodically modulating the position of the trap minima (known as shaking) and controlling the interference term of the lasers creating the lattice. These methods are combined with techniques of shortcuts to adiabaticity. As an example of this, we show specifically how to create an anti-ferromagnetic type ordering of angular momentum states of atoms. The specific pulse sequences are designed using Lewis-Riesenfeld invariants and a fourlevel model for each well. The results are compared with numerical simulations of the full Schrodinger equation.

Solution of Time Dependent Joule Heat Equation for a Graphene Sheet Under Thomson Effect

We address a physics-based solution of joule heating phenomenon in a single-layer graphene (SLG) sheet under the presence of Thomson effect. We demonstrate that the temperature in an isotopically pure (containing only C-12) SLG sheet attains its saturation level quicker than when doped with its isotopes (C-13). From the solution of the joule heating equation, we find that the thermal time constant of the SLG sheet is in the order of tenths of a nanosecond for SLG dimensions of a few micrometers. These results have been formulated using the electron interactions with the inplane and flexural phonons to demonstrate a field-dependent Landauer transmission coefficient. We further develop an analytical model of the SLG specific heat using the quadratic (out of plane) phonon band structure over the room temperature. Additionally, we show that a cooling effect in the SLG sheet can be substantially enhanced with the addition of C-13. The methodologies as discussed in this paper can be put forward to analyze the graphene heat spreader theory.

Quantum master equation scheme of time-dependent density functional theory to time-dependent transport in nanoelectronic devices

In this work a practical scheme is developed for the first-principles study of time-dependent quantum transport. The basic idea is to combine the transport master equation with the well-known time-dependent density functional theory. The key ingredients of this paper include (i) the partitioning-free initial condition and the consideration of the time-dependent bias voltages which base our treatment on the Runge-Gross existence theorem; (ii) the non-Markovian master equation for the reduced (many-body) central system (i.e., the device); and (iii) the construction of Kohn-Sham master equations for the reduced single-particle density matrix, where a number of auxiliary functions are introduced and their equations of motion (EOMs) are established based on the technique of spectral decomposition. As a result, starting with a well-defined initial state, the time-dependent transport current can be calculated simultaneously along with the propagation of the Kohn-Sham master equation and the EOMs of the auxiliary functions.

Possible probe on the momentum dependent interaction in the equation of state of nuclear matter

The effects of momentum dependent interaction on the kinetic energy spectrum of the neutron-proton ratio r(b)(E-k) in the equation of state of nuclear matter was investigated. We found that the kinetic energy spectrum of the neutron-proton ratio r(b)(E-k) depends sensitively on the momentum dependent interaction and weakly on the in-medium nucleon-nucleon cross section and symmetry potential so that the r(b) (E-k) is a sensitive physical probe for extracting the information of momentum dependent interaction in the heavy ion collisions. At the same time, the comparing investigate between r(b)(E-k) for the neutron-rich collision system and the same mass stable collision system gives a important judgment for extracting the information of momentum dependent interaction in the heavy ion collisions.

核物质状态方程中动量相关作用可能的探针；Possible probe on the momentum dependent interaction in the equation of state of nuclear matter

研究了动量相关作用对于中子-质子比动能谱rb(Ek)的效应,发现rb(Ek)灵敏的依赖于动量相关作用而弱的依赖于介质中核子-核子碰撞截面和对称势.因此rb(Ek)是提取重离子碰撞中动量相关作用信息的可能探针.同时,对于丰中子弹核和相同质量稳定弹核在相同入射道条件下,丰中子碰撞系统明显加强了动量相关作用对rb(Ek)的效应.故两个碰撞系统rb(Ek)结果的比较为在重离子碰撞中提取动量相关作用的知识提供了另一个重要的判据。

Real-time approach to the optical properties of solids and nanostructures: Time-dependent Bethe-Salpeter equation

Many-body effects are known to play a crucial role in the electronic and optical properties of solids and nanostructures. Nevertheless, the majority of theoretical and numerical approaches able to capture the influence of Coulomb correlations are restricted to the linear response regime. In this work, we introduce an approach based on a real-time solution of the electronic dynamics. The proposed approach reduces to the well-known Bethe-Salpeter equation in the linear limit regime and it makes it possible, at the same time, to investigate correlation effects in nonlinear phenomena. We show the flexibility and numerical stability of the proposed approach by calculating the dielectric constants and the effect of a strong pulse excitation in bulk h-BN.

Solution of the time dependent Dirac-Fock-Slater equation for many-electron collisions systems using a time window method

We present a new scheme to solve the time dependent Dirac-Fock-Slater equation (TDDFS) for heavy many electron ion-atom collision systems. Up to now time independent self consistent molecular orbitals have been used to expand the time dependent wavefunction and rather complicated potential coupling matrix elements have been neglected. Our idea is to minimize the potential coupling by using the time dependent electronic density to generate molecular basis functions. We present the first results for 16 MeV S{^16+} on Ar.

The Klein-Gordon equation in a domain with time-dependent boundary

We solve a Dirichlet boundary value problem for the Klein–Gordon equation posed in a time-dependent domain. Our approach is based on a general transform method for solving boundary value problems for linear and integrable nonlinear PDE in two variables. Our results consist of the inversion formula for a generalized Fourier transform, and of the application of this generalized transform to the solution of the boundary value problem.