984 resultados para stochastic simulation
Resumo:
We introduce the study of dynamical quantum noise in Bose-Einstein condensates through numerical simulation of stochastic partial differential equations obtained using phase-space representations. We derive evolution equations for a single trapped condensate in both the positive-P and Wigner representations and perform simulations to compare the predictions of the two methods. The positive-P approach is found to be highly susceptible to the stability problems that have been observed in other strongly nonlinear, weakly damped systems. Using the Wigner representation, we examine the evolution of several quantities of interest using from a variety of choices of initial stare for the condensate and compare results to those for single-mode models. [S1050-2947(98)06612-8].
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The use of computational fluid dynamics simulations for calibrating a flush air data system is described, In particular, the flush air data system of the HYFLEX hypersonic vehicle is used as a case study. The HYFLEX air data system consists of nine pressure ports located flush with the vehicle nose surface, connected to onboard pressure transducers, After appropriate processing, surface pressure measurements can he converted into useful air data parameters. The processing algorithm requires an accurate pressure model, which relates air data parameters to the measured pressures. In the past, such pressure models have been calibrated using combinations of flight data, ground-based experimental results, and numerical simulation. We perform a calibration of the HYFLEX flush air data system using computational fluid dynamics simulations exclusively, The simulations are used to build an empirical pressure model that accurately describes the HYFLEX nose pressure distribution ol cr a range of flight conditions. We believe that computational fluid dynamics provides a quick and inexpensive way to calibrate the air data system and is applicable to a broad range of flight conditions, When tested with HYFLEX flight data, the calibrated system is found to work well. It predicts vehicle angle of attack and angle of sideslip to accuracy levels that generally satisfy flight control requirements. Dynamic pressure is predicted to within the resolution of the onboard inertial measurement unit. We find that wind-tunnel experiments and flight data are not necessary to accurately calibrate the HYFLEX flush air data system for hypersonic flight.
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A space-marching code for the simulation and optimization of inviscid supersonic flow in three dimensions is described. The now in a scramjet module with a relatively complex three-dimensional geometry is examined and wall-pressure estimates are compared with experimental data. Given that viscous effects are not presently included, the comparison is reasonable. The thermodynamic compromise of adding heat in a diverging combustor is also examined. The code is then used to optimize the shape of a thrust surface for a simpler (box-section) scramjet module in the presence of uniform and nonuniform heat distributions. The optimum two-dimensional profiles for the thrust surface are obtained via a perturbation procedure that requires about 30-50 now solutions. It is found that the final shapes are fairly insensitive to the details of the heat distribution.
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Two experimental studies were conducted to examine whether the stress-buffering effects of behavioral control on work task responses varied as a function of procedural information. Study 1 manipulated low and high levels of task demands, behavioral control, and procedural information for 128 introductory psychology students completing an in-basket activity. ANOVA procedures revealed a significant three-way interaction among these variables in the prediction of subjective task performance and task satisfaction. It was found that procedural information buffered the negative effects of task demands on ratings of performance and satisfaction only under conditions of low behavioral control. This pattern of results suggests that procedural information may have a compensatory effect when the work environment is characterized by a combination of high task demands and low behavioral control. Study 2 (N = 256) utilized simple and complex versions of the in-basket activity to examine the extent to which the interactive relationship among task demands, behavioral control, and procedural information varied as a function of task complexity. There was further support for the stress-buffering role of procedural information on work task responses under conditions of low behavioral control. This effect was, however, only present when the in-basket activity was characterized by high task complexity, suggesting that the interactive relationship among these variables may depend on the type of tasks performed at work. Copyright (C) 1999 John Wiley & Sons, Ltd.
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RWMODEL II simulates the Rescorla-Wagner model of Pavlovian conditioning. It is written in Delphi and runs under Windows 3.1 and Windows 95. The program was designed for novice and expert users and can be employed in teaching, as well as in research. It is user friendly and requires a minimal level of computer literacy but is sufficiently flexible to permit a wide range of simulations. It allows the display of empirical data, against which predictions from the model can be validated.
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1. Establishing biological control agents in the field is a major step in any classical biocontrol programme, yet there are few general guidelines to help the practitioner decide what factors might enhance the establishment of such agents. 2. A stochastic dynamic programming (SDP) approach, linked to a metapopulation model, was used to find optimal release strategies (number and size of releases), given constraints on time and the number of biocontrol agents available. By modelling within a decision-making framework we derived rules of thumb that will enable biocontrol workers to choose between management options, depending on the current state of the system. 3. When there are few well-established sites, making a few large releases is the optimal strategy. For other states of the system, the optimal strategy ranges from a few large releases, through a mixed strategy (a variety of release sizes), to many small releases, as the probability of establishment of smaller inocula increases. 4. Given that the probability of establishment is rarely a known entity, we also strongly recommend a mixed strategy in the early stages of a release programme, to accelerate learning and improve the chances of finding the optimal approach.
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Intracavity and external third order correlations in the damped nondegenerate parametric oscillator are calculated for quantum mechanics and stochastic electrodynamics (SED), a semiclassical theory. The two theories yield greatly different results, with the correlations of quantum mechanics being cubic in the system's nonlinear coupling constant and those of SED being linear in the same constant. In particular, differences between the two theories are present in at least a mesoscopic regime. They also exist when realistic damping is included. Such differences illustrate distinctions between quantum mechanics and a hidden variable theory for continuous variables.
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In quantum measurement theory it is necessary to show how a, quantum source conditions a classical stochastic record of measured results. We discuss mesoscopic conductance using quantum stochastic calculus to elucidate the quantum nature of the measurement taking place in these systems. To illustrate the method we derive the current fluctuations in a two terminal mesoscopic circuit with two tunnel barriers containing a single quasi bound state on the well. The method enables us to focus on either the incoming/ outgoing Fermi fields in the leads, or on the irreversible dynamics of the well state itself. We show an equivalence between the approach of Buttiker and the Fermi quantum stochastic calculus for mesoscopic systems.
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This article deals with the efficiency of fractional integration parameter estimators. This study was based on Monte Carlo experiments involving simulated stochastic processes with integration orders in the range]-1,1[. The evaluated estimation methods were classified into two groups: heuristics and semiparametric/maximum likelihood (ML). The study revealed that the comparative efficiency of the estimators, measured by the lesser mean squared error, depends on the stationary/non-stationary and persistency/anti-persistency conditions of the series. The ML estimator was shown to be superior for stationary persistent processes; the wavelet spectrum-based estimators were better for non-stationary mean reversible and invertible anti-persistent processes; the weighted periodogram-based estimator was shown to be superior for non-invertible anti-persistent processes.
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Numerical methods are used to simulate the double-diffusion driven convective pore-fluid flow and rock alteration in three-dimensional fluid-saturated geological fault zones. The double diffusion is caused by a combination of both the positive upward temperature gradient and the positive downward salinity concentration gradient within a three-dimensional fluid-saturated geological fault zone, which is assumed to be more permeable than its surrounding rocks. In order to ensure the physical meaningfulness of the obtained numerical solutions, the numerical method used in this study is validated by a benchmark problem, for which the analytical solution to the critical Rayleigh number of the system is available. The theoretical value of the critical Rayleigh number of a three-dimensional fluid-saturated geological fault zone system can be used to judge whether or not the double-diffusion driven convective pore-fluid flow can take place within the system. After the possibility of triggering the double-diffusion driven convective pore-fluid flow is theoretically validated for the numerical model of a three-dimensional fluid-saturated geological fault zone system, the corresponding numerical solutions for the convective flow and temperature are directly coupled with a geochemical system. Through the numerical simulation of the coupled system between the convective fluid flow, heat transfer, mass transport and chemical reactions, we have investigated the effect of the double-diffusion driven convective pore-fluid flow on the rock alteration, which is the direct consequence of mineral redistribution due to its dissolution, transportation and precipitation, within the three-dimensional fluid-saturated geological fault zone system. (c) 2005 Elsevier B.V. All rights reserved.
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A comprehensive probabilistic model for simulating dendrite morphology and investigating dendritic growth kinetics during solidification has been developed, based on a modified Cellular Automaton (mCA) for microscopic modeling of nucleation, growth of crystals and solute diffusion. The mCA model numerically calculated solute redistribution both in the solid and liquid phases, the curvature of dendrite tips and the growth anisotropy. This modeling takes account of thermal, curvature and solute diffusion effects. Therefore, it can simulate microstructure formation both on the scale of the dendrite tip length. This model was then applied for simulating dendritic solidification of an Al-7%Si alloy. Both directional and equiaxed dendritic growth has been performed to investigate the growth anisotropy and cooling rate on dendrite morphology. Furthermore, the competitive growth and selection of dendritic crystals have also investigated.
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We identify a test of quantum mechanics versus macroscopic local realism in the form of stochastic electrodynamics. The test uses the steady-state triple quadrature correlations of a parametric oscillator below threshold.
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The St. Lawrence Island polynya (SLIP) is a commonly occurring winter phenomenon in the Bering Sea, in which dense saline water produced during new ice formation is thought to flow northward through the Bering Strait to help maintain the Arctic Ocean halocline. Winter darkness and inclement weather conditions have made continuous in situ and remote observation of this polynya difficult. However, imagery acquired from the European Space Agency ERS-1 Synthetic Aperture Radar (SAR) has allowed observation of the St. Lawrence Island polynya using both the imagery and derived ice displacement products. With the development of ARCSyM, a high resolution regional model of the Arctic atmosphere/sea ice system, simulation of the SLIP in a climate model is now possible. Intercomparisons between remotely sensed products and simulations can lead to additional insight into the SLIP formation process. Low resolution SAR, SSM/I and AVHRR infrared imagery for the St. Lawrence Island region are compared with the results of a model simulation for the period of 24-27 February 1992. The imagery illustrates a polynya event (polynya opening). With the northerly winds strong and consistent over several days, the coupled model captures the SLIP event with moderate accuracy. However, the introduction of a stability dependent atmosphere-ice drag coefficient, which allows feedbacks between atmospheric stability, open water, and air-ice drag, produces a more accurate simulation of the SLIP in comparison to satellite imagery. Model experiments show that the polynya event is forced primarily by changes in atmospheric circulation followed by persistent favorable conditions: ocean surface currents are found to have a small but positive impact on the simulation which is enhanced when wind forcing is weak or variable.
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Fluid mixing in steady and unsteady Bow through a channel containing periodic square obstructions has been studied using a finite-difference simulation to determine fluid velocities, followed by the use of passive marker particle advection to look at fluid transport out of the cavities formed between each of the obstructions. The geometry and Bow conditions were chosen from the work by Perkins (1989, M.S. Thesis, Lehigh University; 1992, Ph.D. Thesis, Lehigh University); who investigated heat transfer enhancement due to unsteady flow through such an obstructed channel. Particle advection shows that Bow regimes which are predicted to give good mixing based on snapshots of instantaneous streamline contour plots were not necessarily able to efficiently mix fluid which started in the cavity regions throughout the channel. The use of Poincare sections shows regular regions existing under these conditions which inhibit efficient fluid transport. These regular regions are found to disappear when the unsteady Bow velocity is increased. (C) 1997 Elsevier Science Ltd.
Resumo:
A robust semi-implicit central partial difference algorithm for the numerical solution of coupled stochastic parabolic partial differential equations (PDEs) is described. This can be used for calculating correlation functions of systems of interacting stochastic fields. Such field equations can arise in the description of Hamiltonian and open systems in the physics of nonlinear processes, and may include multiplicative noise sources. The algorithm can be used for studying the properties of nonlinear quantum or classical field theories. The general approach is outlined and applied to a specific example, namely the quantum statistical fluctuations of ultra-short optical pulses in chi((2)) parametric waveguides. This example uses a non-diagonal coherent state representation, and correctly predicts the sub-shot noise level spectral fluctuations observed in homodyne detection measurements. It is expected that the methods used wilt be applicable for higher-order correlation functions and other physical problems as well. A stochastic differencing technique for reducing sampling errors is also introduced. This involves solving nonlinear stochastic parabolic PDEs in combination with a reference process, which uses the Wigner representation in the example presented here. A computer implementation on MIMD parallel architectures is discussed. (C) 1997 Academic Press.