Stochastic perturbations to dynamical systems: a response theory approach

Using the formalism of the Ruelle response theory, we study how the invariant measure of an Axiom A dynamical system changes as a result of adding noise, and describe how the stochastic perturbation can be used to explore the properties of the underlying deterministic dynamics. We first find the expression for the change in the expectation value of a general observable when a white noise forcing is introduced in the system, both in the additive and in the multiplicative case. We also show that the difference between the expectation value of the power spectrum of an observable in the stochastically perturbed case and of the same observable in the unperturbed case is equal to the variance of the noise times the square of the modulus of the linear susceptibility describing the frequency-dependent response of the system to perturbations with the same spatial patterns as the considered stochastic forcing. This provides a conceptual bridge between the change in the fluctuation properties of the system due to the presence of noise and the response of the unperturbed system to deterministic forcings. Using Kramers-Kronig theory, it is then possible to derive the real and imaginary part of the susceptibility and thus deduce the Green function of the system for any desired observable. We then extend our results to rather general patterns of random forcing, from the case of several white noise forcings, to noise terms with memory, up to the case of a space-time random field. Explicit formulas are provided for each relevant case analysed. As a general result, we find, using an argument of positive-definiteness, that the power spectrum of the stochastically perturbed system is larger at all frequencies than the power spectrum of the unperturbed system. We provide an example of application of our results by considering the spatially extended chaotic Lorenz 96 model. These results clarify the property of stochastic stability of SRB measures in Axiom A flows, provide tools for analysing stochastic parameterisations and related closure ansatz to be implemented in modelling studies, and introduce new ways to study the response of a system to external perturbations. Taking into account the chaotic hypothesis, we expect that our results have practical relevance for a more general class of system than those belonging to Axiom A.

Relevance of sampling schemes in light of Ruelle's linear response theory

We reconsider the theory of the linear response of non-equilibrium steady states to perturbations. We �rst show that by using a general functional decomposition for space-time dependent forcings, we can de�ne elementary susceptibilities that allow to construct the response of the system to general perturbations. Starting from the de�nition of SRB measure, we then study the consequence of taking di�erent sampling schemes for analysing the response of the system. We show that only a speci�c choice of the time horizon for evaluating the response of the system to a general time-dependent perturbation allows to obtain the formula �rst presented by Ruelle. We also discuss the special case of periodic perturbations, showing that when they are taken into consideration the sampling can be �ne-tuned to make the de�nition of the correct time horizon immaterial. Finally, we discuss the implications of our results in terms of strategies for analyzing the outputs of numerical experiments by providing a critical review of a formula proposed by Reick.

Limit operators, collective compactness, and the spectral theory of infinite matrices

In the first half of this memoir we explore the interrelationships between the abstract theory of limit operators (see e.g. the recent monographs of Rabinovich, Roch and Silbermann (2004) and Lindner (2006)) and the concepts and results of the generalised collectively compact operator theory introduced by Chandler-Wilde and Zhang (2002). We build up to results obtained by applying this generalised collectively compact operator theory to the set of limit operators of an operator (its operator spectrum). In the second half of this memoir we study bounded linear operators on the generalised sequence space , where and is some complex Banach space. We make what seems to be a more complete study than hitherto of the connections between Fredholmness, invertibility, invertibility at infinity, and invertibility or injectivity of the set of limit operators, with some emphasis on the case when the operator is a locally compact perturbation of the identity. Especially, we obtain stronger results than previously known for the subtle limiting cases of and . Our tools in this study are the results from the first half of the memoir and an exploitation of the partial duality between and and its implications for bounded linear operators which are also continuous with respect to the weaker topology (the strict topology) introduced in the first half of the memoir. Results in this second half of the memoir include a new proof that injectivity of all limit operators (the classic Favard condition) implies invertibility for a general class of almost periodic operators, and characterisations of invertibility at infinity and Fredholmness for operators in the so-called Wiener algebra. In two final chapters our results are illustrated by and applied to concrete examples. Firstly, we study the spectra and essential spectra of discrete Schrödinger operators (both self-adjoint and non-self-adjoint), including operators with almost periodic and random potentials. In the final chapter we apply our results to integral operators on .

On the numerical integration of a class of singular perturbation problems

A three-point difference scheme recently proposed in Ref. 1 for the numerical solution of a class of linear, singularly perturbed, two-point boundary-value problems is investigated. The scheme is derived from a first-order approximation to the original problem with a small deviating argument. It is shown here that, in the limit, as the deviating argument tends to zero, the difference scheme converges to a one-sided approximation to the original singularly perturbed equation in conservation form. The limiting scheme is shown to be stable on any uniform grid. Therefore, no advantage arises from using the deviating argument, and the most accurate and efficient results are obtained with the deviation at its zero limit.

Fermion perturbations in string theory black holes

In this paper we study fermion perturbations in four-dimensional black holes of string theory, obtained either from a non-extreme configuration of three intersecting five-branes with a boost along the common string or from a non-extreme intersecting system of two two-branes and two five-branes. The Dirac equation for the massless neutrino field, after conformal re-scaling of the metric, is written as a wave equation suitable to study the time evolution of the perturbation. We perform a numerical integration of the evolution equation, and with the aid of Prony fitting of the time-domain profile, we calculate the complex frequencies that dominate the quasinormal ringing stage, and also determine these quantities by the semi-analytical sixth-order WKB method. We also find numerically the decay factor of fermion fields at very late times, and show that the falloff is identical to those showing for massless fields in other four-dimensional black hole spacetimes.

Dependence of Response Functions and Orbital Functionals on Occupation Numbers

Explicitly orbital-dependent approximations to the exchange-correlation energy functional of density functional theory typically not only depend on the single-particle Kohn-Sham orbitals but also on their occupation numbers in the ground-state Slater determinant. The variational calculation of the corresponding exchange-correlation potentials with the optimized effective potential (OEP) method therefore also requires a variation of the occupation numbers with respect to a variation in the effective single-particle potential, which is usually not taken into account. Here it is shown under which circumstances this procedure is justified.

Pressure Perturbation Calorimetry and Guest-Host Chemistry of NDMG and N-MAP with p-Sulfonatocalix[6]arene

The aim of this project is to provide an explanation for recently obtained binding constants for two similar guest molecules, NDMG and N-MAP, with a p-sulfonatocalix[6]arene host in ammonium acetate buffer. This work was done primarily using pressure perturbation calorimetry, which is a technique that determines the coefficient of thermal expansion, α, which is in turn related to the solute molecule's effect on the order of the surrounding water molecules. A series of experiments were designed to test the effects of suspected confounding variables on the validity of PPC data. PPC was then used to study NDMG and N-MAP in ammonium acetate buffer. NDMG exhibited a minimum in α as function of temperature, while N-MAP did not. This difference was theorized to be due to the formation of an intramolecular hydrogen bond in monocationic NDMG that would lower the heat capacity of the molecule and better distribute the molecule's charge. Computational work and nuclear magnetic resonance spectroscopy confirmed that monocationic, ring-closed NDMG has less concentrated charge and more constrained motion than monocationic, ring-open NDMG. This evidence supports the theory that monocationic NDMG forms an intramolecular hydrogen bond and that this may be responsible for the minimum in α. This difference may explain the differences in binding constants between NDMG and N-MAP.

Regularization and singular perturbation techniques for non-smooth systems

Coordenação de Aperfeiçoamento de Pessoal de Nível Superior (CAPES)

THREE TIME SCALE SINGULAR PERTURBATION PROBLEMS AND NONSMOOTH DYNAMICAL SYSTEMS

Fundação de Amparo à Pesquisa do Estado de São Paulo (FAPESP)

Geometric singular perturbartion theory for non-smooth dynamical systems

Fundação de Amparo à Pesquisa do Estado de São Paulo (FAPESP)

Interactions between 1-butyl-3-methylimidazolium tetrafluoroborate ionic liquid and gamma-Al2O3 (100) surface calculated by density functional theory

The main aim of this work is to investigate the 1-butyl-3-methylimidazolium tetrafluoroborate ([C4C1Im]+[BF4]-) ionic liquid (IL) adsorption on the gamma-Al2O3 (100) by density functional theory calculations to try to rationalize the adsorption as an electrostatic phenomenon. Optimized geometries and interaction energies of IL one-monolayer on the gamma-Al2O3 were obtained on high surface coverage (one cationanion pair per 94.96 nm2). A study of dispersion force was made to estimate its contribution to the adsorption. Overall, the process is ruled by electrostatic interaction between ions and surface. Adsorption of the anion [BF4]- and cation [C4C1Im]+ was also studied by Bader charge analysis and charge density difference for supported and unsupported situations. It is suggested that the IL ions have their charges maintained with significant anion cloud polarization inward to the acid aluminum sites. (c) 2012 Wiley Periodicals, Inc.

Doubly-charged ethane ions: Solution to the dilemma of stability predicted by theory and instability observed in experiment

Potential energy curves have been computed for [C2H6]2+ ions and the results used to interpret the conspicuous absence of these ions in 2E mass spectra and in charge-stripping experiments. The energies and structures of geometry-optimized ground-state singlet and excited-state triplet [C2H6]2+ ions have been determined along with energies for different decomposition barriers and dissociation asymptotes. Although singlet and triplet [C2H6]2+ ions can exist as stable entities, they possess low energy barriers to decomposition. Vertical Franck-Condon transitions, involving electron impact ionization of ethane as well as charge-stripping collisions of [C2H6]+ ions, produce [C2H6]2+ ions which promptly dissociate since they are formed with energies in excess of various decomposition barriers. Appearance energies computed for doubly-charged ethane fragment ions are in accordance with experimental values.

Hydrodynamic stability theory of double ablation front structures in inertial confinement fusion.

The aim of inertial confinement fusion is the production of energy by the fusion of thermonuclear fuel (deuterium-tritium) enclosed in a spherical target due to its implosion. In the direct-drive approach, the energy needed to spark fusion reactions is delivered by the irradiation of laser beams that leads to the ablation of the outer shell of the target (the so-called ablator). As a reaction to this ablation process, the target is accelerated inwards, and, provided that this implosion is sufficiently strong a symmetric, the requirements of temperature and pressure in the center of the target are achieved leading to the ignition of the target (fusion). One of the obstacles capable to prevent appropriate target implosions takes place in the ablation region where any perturbation can grow even causing the ablator shell break, due to the ablative Rayleigh-Taylor instability. The ablative Rayleigh-Taylor instability has been extensively studied throughout the last 40 years in the case where the density/temperature profiles in the ablation region present a single front (the ablation front). Single ablation fronts appear when the ablator material has a low atomic number (deuterium/tritium ice, plastic). In this case, the main mechanism of energy transport from the laser energy absorption region (low density plasma) to the ablation region is the electron thermal conduction. However, recently, the use of materials with a moderate atomic number (silica, doped plastic) as ablators, with the aim of reducing the target pre-heating caused by suprathermal electrons generated by the laser-plasma interaction, has demonstrated an ablation region composed of two ablation fronts. This fact appears due to increasing importance of radiative effects in the energy transport. The linear theory describing the Rayleigh-Taylor instability for single ablation fronts cannot be applied for the stability analysis of double ablation front structures. Therefore, the aim of this thesis is to develop, for the first time, a linear stability theory for this type of hydrodynamic structures.

See-and-avoid quadcopter using fuzzy control optimized by cross-entropy

In this work we present an optimized fuzzy visual servoing system for obstacle avoidance using an unmanned aerial vehicle. The cross-entropy theory is used to optimise the gains of our controllers. The optimization process was made using the ROS-Gazebo 3D simulation with purposeful extensions developed for our experiments. Visual servoing is achieved through an image processing front-end that uses the Camshift algorithm to detect and track objects in the scene. Experimental flight trials using a small quadrotor were performed to validate the parameters estimated from simulation. The integration of crossentropy methods is a straightforward way to estimate optimal gains achieving excellent results when tested in real flights.