Criteria for hitting probabilities with applications to systems of stochastic wave equations

We develop several results on hitting probabilities of random fields which highlight the role of the dimension of the parameter space. This yields upper and lower bounds in terms of Hausdorff measure and Bessel-Riesz capacity, respectively. We apply these results to a system of stochastic wave equations in spatial dimension k >- 1 driven by a d-dimensional spatially homogeneous additive Gaussian noise that is white in time and colored in space.

ADVANCED NUMERICAL METHODS FOR SIMULATING MICROBUBBLE IN AN AERATED MIXING TANK

Fluid mixing in mechanically agitated tanks is one of the major unit operations in many industries. Bubbly flows have been of interest among researchers in physics, medicine, chemistry and technology over the centuries. The aim of this thesis is to use advanced numerical methods for simulating microbubble in an aerated mixing tank. Main components of the mixing tank are a cylindrical vessel, a rotating Rushton turbine and the air nozzle. The objective of Computational Fluid Dynamics (CFD) is to predict fluid flow, heat transfer, mass transfer and chemical reactions. The CFD simulations of a turbulent bubbly flow are carried out in a cylindrical mixing tank using large eddy simulation (LES) and volume of fluid (VOF) method. The Rushton turbine induced flow is modeled by using a sliding mesh method. Numerical results are used to describe the bubbly flows in highly complex liquid flow. Some of the experimental works related to turbulent bubbly flow in a mixing tank are briefly reported. Numerical simulations are needed to complete and interpret the results of the experimental work. Information given by numerical simulations has a major role in designing and scaling-up mixing tanks. The results of this work have been reported in the following scientific articles: ·Honkanen M., Koohestany A., Hatunen T., Saarenrinne P., Zamankhan P., Large eddy simulations and PIV experiments of a two-phase air-water mixer, in Proceedings of ASME Fluids Engineering Summer Conference (2005). ·Honkanen M., Koohestany A., Hatunen T., Saarenrinne P., Zamankhan P., Dynamical States of Bubbling in an Aerated Stirring Tank, submitted to J. Computational Physics.

On the longitudinal component of paraxial fields

The analysis of paraxial Gaussian beams features in most undergraduate courses in laser physics, advanced optics and photonics. These beams provide a simple model of the field generated in the resonant cavities of lasers, thus constituting a basic element for understanding laser theory. Usually, uniformly polarized beams are considered in the analytical calculations, with the electric field vibrating at normal planes to the propagation direction. However, such paraxial fields do not verify the Maxwell equations. In this paper we discuss how to overcome this apparent contradiction and evaluate the longitudinal component that any paraxial Gaussian beam should exhibit. Despite the fact that the assumption of a purely transverse paraxial field is useful and accurate, the inclusion of the above issue in the program helps students to clarify the importance of the electromagnetic nature of light, thus providing a more complete understanding of the paraxial approach.

Conservation Laws in Cellular Automata

Conservation laws in physics are numerical invariants of the dynamics of a system. In cellular automata (CA), a similar concept has already been defined and studied. To each local pattern of cell states a real value is associated, interpreted as the “energy” (or “mass”, or . . . ) of that pattern.The overall “energy” of a configuration is simply the sum of the energy of the local patterns appearing on different positions in the configuration. We have a conservation law for that energy, if the total energy of each configuration remains constant during the evolution of the CA. For a given conservation law, it is desirable to find microscopic explanations for the dynamics of the conserved energy in terms of flows of energy from one region toward another. Often, it happens that the energy values are from non-negative integers, and are interpreted as the number of “particles” distributed on a configuration. In such cases, it is conjectured that one can always provide a microscopic explanation for the conservation laws by prescribing rules for the local movement of the particles. The onedimensional case has already been solved by Fuk´s and Pivato. We extend this to two-dimensional cellular automata with radius-0,5 neighborhood on the square lattice. We then consider conservation laws in which the energy values are chosen from a commutative group or semigroup. In this case, the class of all conservation laws for a CA form a partially ordered hierarchy. We study the structure of this hierarchy and prove some basic facts about it. Although the local properties of this hierarchy (at least in the group-valued case) are tractable, its global properties turn out to be algorithmically inaccessible. In particular, we prove that it is undecidable whether this hierarchy is trivial (i.e., if the CA has any non-trivial conservation law at all) or unbounded. We point out some interconnections between the structure of this hierarchy and the dynamical properties of the CA. We show that positively expansive CA do not have non-trivial conservation laws. We also investigate a curious relationship between conservation laws and invariant Gibbs measures in reversible and surjective CA. Gibbs measures are known to coincide with the equilibrium states of a lattice system defined in terms of a Hamiltonian. For reversible cellular automata, each conserved quantity may play the role of a Hamiltonian, and provides a Gibbs measure (or a set of Gibbs measures, in case of phase multiplicity) that is invariant. Conversely, every invariant Gibbs measure provides a conservation law for the CA. For surjective CA, the former statement also follows (in a slightly different form) from the variational characterization of the Gibbs measures. For one-dimensional surjective CA, we show that each invariant Gibbs measure provides a conservation law. We also prove that surjective CA almost surely preserve the average information content per cell with respect to any probability measure.

On the numerical integration of rigid body nonlinear dynamics in presence of parameters singularities

One of the main complexities in the simulation of the nonlinear dynamics of rigid bodies consists in describing properly the finite rotations that they may undergo. It is well known that, to avoid singularities in the representation of the SO(3) rotation group, at least four parameters must be used. However, it is computationally expensive to use a four-parameters representation since, as only three of the parameters are independent, one needs to introduce constraint equations in the model, leading to differential-algebraic equations instead of ordinary differential ones. Three-parameter representations are numerically more efficient. Therefore, the objective of this paper is to evaluate numerically the influence of the parametrization and its singularities on the simulation of the dynamics of a rigid body. This is done through the analysis of a heavy top with a fixed point, using two three-parameter systems, Euler's angles and rotation vector. Theoretical results were used to guide the numerical simulation and to assure that all possible cases were analyzed. The two parametrizations were compared using several integrators. The results show that Euler's angles lead to faster integration compared to the rotation vector. An Euler's angles singular case, where representation approaches a theoretical singular point, was analyzed in detail. It is shown that on the contrary of what may be expected, 1) the numerical integration is very efficient, even more than for any other case, and 2) in spite of the uncertainty on the Euler's angles themselves, the body motion is well represented.

Numerical Simulation of Stochastic Di erential Equations

Stochastic differential equation (SDE) is a differential equation in which some of the terms and its solution are stochastic processes. SDEs play a central role in modeling physical systems like finance, Biology, Engineering, to mention some. In modeling process, the computation of the trajectories (sample paths) of solutions to SDEs is very important. However, the exact solution to a SDE is generally difficult to obtain due to non-differentiability character of realizations of the Brownian motion. There exist approximation methods of solutions of SDE. The solutions will be continuous stochastic processes that represent diffusive dynamics, a common modeling assumption for financial, Biology, physical, environmental systems. This Masters' thesis is an introduction and survey of numerical solution methods for stochastic differential equations. Standard numerical methods, local linearization methods and filtering methods are well described. We compute the root mean square errors for each method from which we propose a better numerical scheme. Stochastic differential equations can be formulated from a given ordinary differential equations. In this thesis, we describe two kind of formulations: parametric and non-parametric techniques. The formulation is based on epidemiological SEIR model. This methods have a tendency of increasing parameters in the constructed SDEs, hence, it requires more data. We compare the two techniques numerically.

Evaluation of energy expenditure in forward and backward movements performed by soccer referees

The aim of this study was to measure the energy expenditure for locomotor activities usually performed by soccer referees during a match (walking, jogging, and running) under laboratory conditions, and to compare forward with backward movements. The sample was composed by 10 male soccer referees, age 29±7.8 years, body mass 77.5±6.2 kg, stature 1.78±0.07 m and professional experience of 7.33±4.92 years. Referees were evaluated on two separate occasions. On the first day, maximal oxygen uptake (VO2max) was determined by a maximal treadmill test, and on the second day, the oxygen consumption was determined in different speeds of forward and backward movements. The mean VO2max was 41.20±3.60 mL·kg-1·min-1 and the mean heart rate achieved in the last stage of the test was 190.5±7.9 bpm. When results of forward and backward movements were compared at 1.62 m/s (walking speed), we found significant differences in VO2, in metabolic equivalents, and in kcal. However, the same parameters in forward and backward movements at jogging velocities (2.46 m/s) were not significantly different, showing that these motor activities have similar intensity. Backward movements at velocities equivalent to walking and jogging are moderate-intensity activities, with energy expenditure less than 9 kcal. Energy expenditure was overestimated by at least 35% when calculated by mathematical equations. In summary, we observed that backward movements are not high-intensity activities as has been commonly reported, and when calculated using equations available in the literature, energy expenditure was overestimated compared to the values obtained by indirect calorimetry.

Unfolded singularities of analytic differential equations

La thèse est composée d’un chapitre de préliminaires et de deux articles sur le sujet du déploiement de singularités d’équations différentielles ordinaires analytiques dans le plan complexe. L’article Analytic classification of families of linear differential systems unfolding a resonant irregular singularity traite le problème de l’équivalence analytique de familles paramétriques de systèmes linéaires en dimension 2 qui déploient une singularité résonante générique de rang de Poincaré 1 dont la matrice principale est composée d’un seul bloc de Jordan. La question: quand deux telles familles sontelles équivalentes au moyen d’un changement analytique de coordonnées au voisinage d’une singularité? est complètement résolue et l’espace des modules des classes d’équivalence analytiques est décrit en termes d’un ensemble d’invariants formels et d’un invariant analytique, obtenu à partir de la trace de la monodromie. Des déploiements universels sont donnés pour toutes ces singularités. Dans l’article Confluence of singularities of non-linear differential equations via Borel–Laplace transformations on cherche des solutions bornées de systèmes paramétriques des équations non-linéaires de la variété centre de dimension 1 d’une singularité col-noeud déployée dans une famille de champs vectoriels complexes. En général, un système d’ÉDO analytiques avec une singularité double possède une unique solution formelle divergente au voisinage de la singularité, à laquelle on peut associer des vraies solutions sur certains secteurs dans le plan complexe en utilisant les transformations de Borel–Laplace. L’article montre comment généraliser cette méthode et déployer les solutions sectorielles. On construit des solutions de systèmes paramétriques, avec deux singularités régulières déployant une singularité irrégulière double, qui sont bornées sur des domaines «spirals» attachés aux deux points singuliers, et qui, à la limite, convergent vers une paire de solutions sectorielles couvrant un voisinage de la singularité confluente. La méthode apporte une description unifiée pour toutes les valeurs du paramètre.

Fluid mechanics-non-linear waves studies on korteweg-de vries equations

In this thesis the author has presented qualitative studies of certain Kdv equations with variable coefficients. The well-known KdV equation is a model for waves propagating on the surface of shallow water of constant depth. This model is considered as fitting into waves reaching the shore. Renewed attempts have led to the derivation of KdV type equations in which the coefficients are not constants. Johnson's equation is one such equation. The researcher has used this model to study the interaction of waves. It has been found that three-wave interaction is possible, there is transfer of energy between the waves and the energy is not conserved during interaction.

Swift heavy ion induced surface and microstructural evolution in metallic glass thin films

Swift heavy ion induced changes in microstructure and surface morphology of vapor deposited Fe–Ni based metallic glass thin films have been investigated by using atomic force microscopy, X-ray diffraction and transmission electron microscopy. Ion beam irradiation was carried out at room temperature with 103 MeV Au9+ beam with fluences ranging from 3 1011 to 3 1013 ions/cm2. The atomic force microscopy images were subjected to power spectral density analysis and roughness analysis using an image analysis software. Clusters were found in the image of as-deposited samples, which indicates that the film growth is dominated by the island growth mode. As-deposited films were amorphous as evidenced from X-ray diffraction; however, high resolution transmission electron microscopy measurements revealed a short range atomic order in the samples with crystallites of size around 3 nm embedded in an amorphous matrix. X-ray diffraction pattern of the as-deposited films after irradiation does not show any appreciable changes, indicating that the passage of swift heavy ions stabilizes the short range atomic ordering, or even creates further amorphization. The crystallinity of the as-deposited Fe–Ni based films was improved by thermal annealing, and diffraction results indicated that ion beam irradiation on annealed samples results in grain fragmentation. On bombarding annealed films, the surface roughness of the films decreased initially, then, at higher fluences it increased. The observed change in surface morphology of the irradiated films is attributed to the interplay between ion induced sputtering, volume diffusion and surface diffusion

Queues with inter- ruption in Random/ Markovian Environment

In many situations probability models are more realistic than deterministic models. Several phenomena occurring in physics are studied as random phenomena changing with time and space. Stochastic processes originated from the needs of physicists.Let X(t) be a random variable where t is a parameter assuming values from the set T. Then the collection of random variables {X(t), t ∈ T} is called a stochastic process. We denote the state of the process at time t by X(t) and the collection of all possible values X(t) can assume, is called state space

Some New Classes of Orthogonal Polynomials and Special Functions

In dieser Dissertation präsentieren wir zunächst eine Verallgemeinerung der üblichen Sturm-Liouville-Probleme mit symmetrischen Lösungen und erklären eine umfassendere Klasse. Dann führen wir einige neue Klassen orthogonaler Polynome und spezieller Funktionen ein, welche sich aus dieser symmetrischen Verallgemeinerung ableiten lassen. Als eine spezielle Konsequenz dieser Verallgemeinerung führen wir ein Polynomsystem mit vier freien Parametern ein und zeigen, dass in diesem System fast alle klassischen symmetrischen orthogonalen Polynome wie die Legendrepolynome, die Chebyshevpolynome erster und zweiter Art, die Gegenbauerpolynome, die verallgemeinerten Gegenbauerpolynome, die Hermitepolynome, die verallgemeinerten Hermitepolynome und zwei weitere neue endliche Systeme orthogonaler Polynome enthalten sind. All diese Polynome können direkt durch das neu eingeführte System ausgedrückt werden. Ferner bestimmen wir alle Standardeigenschaften des neuen Systems, insbesondere eine explizite Darstellung, eine Differentialgleichung zweiter Ordnung, eine generische Orthogonalitätsbeziehung sowie eine generische Dreitermrekursion. Außerdem benutzen wir diese Erweiterung, um die assoziierten Legendrefunktionen, welche viele Anwendungen in Physik und Ingenieurwissenschaften haben, zu verallgemeinern, und wir zeigen, dass diese Verallgemeinerung Orthogonalitätseigenschaft und -intervall erhält. In einem weiteren Kapitel der Dissertation studieren wir detailliert die Standardeigenschaften endlicher orthogonaler Polynomsysteme, welche sich aus der üblichen Sturm-Liouville-Theorie ergeben und wir zeigen, dass sie orthogonal bezüglich der Fisherschen F-Verteilung, der inversen Gammaverteilung und der verallgemeinerten t-Verteilung sind. Im nächsten Abschnitt der Dissertation betrachten wir eine vierparametrige Verallgemeinerung der Studentschen t-Verteilung. Wir zeigen, dass diese Verteilung gegen die Normalverteilung konvergiert, wenn die Anzahl der Stichprobe gegen Unendlich strebt. Eine ähnliche Verallgemeinerung der Fisherschen F-Verteilung konvergiert gegen die chi-Quadrat-Verteilung. Ferner führen wir im letzten Abschnitt der Dissertation einige neue Folgen spezieller Funktionen ein, welche Anwendungen bei der Lösung in Kugelkoordinaten der klassischen Potentialgleichung, der Wärmeleitungsgleichung und der Wellengleichung haben. Schließlich erklären wir zwei neue Klassen rationaler orthogonaler hypergeometrischer Funktionen, und wir zeigen unter Benutzung der Fouriertransformation und der Parsevalschen Gleichung, dass es sich um endliche Orthogonalsysteme mit Gewichtsfunktionen vom Gammatyp handelt.

Lagrangian approximations and weak solutions of the Navier-Stokes equations

The motion of a viscous incompressible fluid flow in bounded domains with a smooth boundary can be described by the nonlinear Navier-Stokes equations. This description corresponds to the so-called Eulerian approach. We develop a new approximation method for the Navier-Stokes equations in both the stationary and the non-stationary case by a suitable coupling of the Eulerian and the Lagrangian representation of the flow, where the latter is defined by the trajectories of the particles of the fluid. The method leads to a sequence of uniquely determined approximate solutions with a high degree of regularity containing a convergent subsequence with limit function v such that v is a weak solution of the Navier-Stokes equations.

The Navier-Stokes Equations with Particle Methods

The non-stationary nonlinear Navier-Stokes equations describe the motion of a viscous incompressible fluid flow for 0in some bounded three-dimensional domain. Up to now it is not known wether these equations are well-posed or not. Therefore we use a particle method to develop a system of approximate equations. We show that this system can be solved uniquely and globally in time and that its solution has a high degree of spatial regularity. Moreover we prove that the system of approximate solutions has an accumulation point satisfying the Navier-Stokes equations in a weak sense.

Fluorescence studies on the 3d-ionization threshold range in krypton

Krypton atoms were excited by photons in the energy range from the threshold for photoionization of the 3d-electrons up to 120 eV. and the fluorescence radiation in the spectral range from 780 to 965 A was observed and analyzed. Cross sections for the population of excited states in KrIII with at least one 4s-hole resulting from an Auger transition as the first decay step and for KrII satellites were determined. The energy dependence of the 3d-ionization cross section in the 3d{_5/2}- and the 3d{_3/2}-threshold range was derived from the experimental data. The cross sections for production of KrII states were found to follow the energy dependence of the 3d-cross sections.