New variational principles for systems of partial differential equations

The question of finding variational principles for coupled systems of first order partial differential equations is considered. Using a potential representation for solutions of the first order system a higher order system is obtained. Existence of a variational principle follows if the original system can be transformed to a self-adjoint higher order system. Existence of variational principles for all linear wave equations with constant coefficients having real dispersion relations is established. The method of adjoining some of the equations of the original system to a suitable Lagrangian function by the method of Lagrange multipliers is used to construct new variational principles for a class of linear systems. The equations used as side conditions must satisfy highly-restrictive integrability conditions. In the more difficult nonlinear case the system of two equations in two independent variables can be analyzed completely. For systems determined by two conservation laws the side condition must be a conservation law in addition to satisfying the integrability conditions.

Boundary value problems for stochastic differential equations

A theory of two-point boundary value problems analogous to the theory of initial value problems for stochastic ordinary differential equations whose solutions form Markov processes is developed. The theory of initial value problems consists of three main parts: the proof that the solution process is markovian and diffusive; the construction of the Kolmogorov or Fokker-Planck equation of the process; and the proof that the transistion probability density of the process is a unique solution of the Fokker-Planck equation.

It is assumed here that the stochastic differential equation under consideration has, as an initial value problem, a diffusive markovian solution process. When a given boundary value problem for this stochastic equation almost surely has unique solutions, we show that the solution process of the boundary value problem is also a diffusive Markov process. Since a boundary value problem, unlike an initial value problem, has no preferred direction for the parameter set, we find that there are two Fokker-Planck equations, one for each direction. It is shown that the density of the solution process of the boundary value problem is the unique simultaneous solution of this pair of Fokker-Planck equations.

This theory is then applied to the problem of a vibrating string with stochastic density.

Effect of an annular pupil filter on differential confocal microscopy

Combining differential confocal microscopy and an annular pupil filter, we obtained the normalized axial intensity distribution curve of an optical system. We used the sharp slopes of the axial response curve of the optical system to measure the surface profile of a reflection grating. Experimental results prove that this method can extend the axial dynamic range and improve the transverse resolution of three-dimensional profilometry by sacrificing axial resolution. (C) 2000 Optical Society of America.

Improving reporting of uncertainties in sea level rise assessments

Sea level rise (SLR) assessments are commonly used to identify the extent that coastal populations are at risk to flooding. However, the data and assumptions used to develop these assessments contain numerous sources and types of uncertainty, which limit confidence in the accuracy of modeled results. This study illustrates how the intersection of uncertainty in digital elevation models (DEMs) and SLR lead to a wide range of modeled outcomes. SLR assessments are then reviewed to identify the extent that uncertainty is documented in peer-reviewed articles. The paper concludes by discussing priorities needed to further understand SLR impacts. (PDF contains 4 pages)

Multiscale model reduction methods for deterministic and stochastic partial differential equations

Partial differential equations (PDEs) with multiscale coefficients are very difficult to solve due to the wide range of scales in the solutions. In the thesis, we propose some efficient numerical methods for both deterministic and stochastic PDEs based on the model reduction technique.

For the deterministic PDEs, the main purpose of our method is to derive an effective equation for the multiscale problem. An essential ingredient is to decompose the harmonic coordinate into a smooth part and a highly oscillatory part of which the magnitude is small. Such a decomposition plays a key role in our construction of the effective equation. We show that the solution to the effective equation is smooth, and could be resolved on a regular coarse mesh grid. Furthermore, we provide error analysis and show that the solution to the effective equation plus a correction term is close to the original multiscale solution.

For the stochastic PDEs, we propose the model reduction based data-driven stochastic method and multilevel Monte Carlo method. In the multiquery, setting and on the assumption that the ratio of the smallest scale and largest scale is not too small, we propose the multiscale data-driven stochastic method. We construct a data-driven stochastic basis and solve the coupled deterministic PDEs to obtain the solutions. For the tougher problems, we propose the multiscale multilevel Monte Carlo method. We apply the multilevel scheme to the effective equations and assemble the stiffness matrices efficiently on each coarse mesh grid. In both methods, the $\KL$ expansion plays an important role in extracting the main parts of some stochastic quantities.

For both the deterministic and stochastic PDEs, numerical results are presented to demonstrate the accuracy and robustness of the methods. We also show the computational time cost reduction in the numerical examples.

Equivalent differential equations for nonlinear dynamical systems

A technique for obtaining approximate periodic solutions to nonlinear ordinary differential equations is investigated. The approach is based on defining an equivalent differential equation whose exact periodic solution is known. Emphasis is placed on the mathematical justification of the approach. The relationship between the differential equation error and the solution error is investigated, and, under certain conditions, bounds are obtained on the latter. The technique employed is to consider the equation governing the exact solution error as a two point boundary value problem. Among other things, the analysis indicates that if an exact periodic solution to the original system exists, it is always possible to bound the error by selecting an appropriate equivalent system.

Three equivalence criteria for minimizing the differential equation error are compared, namely, minimum mean square error, minimum mean absolute value error, and minimum maximum absolute value error. The problem is analyzed by way of example, and it is concluded that, on the average, the minimum mean square error is the most appropriate criterion to use.

A comparison is made between the use of linear and cubic auxiliary systems for obtaining approximate solutions. In the examples considered, the cubic system provides noticeable improvement over the linear system in describing periodic response.

A comparison of the present approach to some of the more classical techniques is included. It is shown that certain of the standard approaches where a solution form is assumed can yield erroneous qualitative results.

Stability of parametrically excited differential equations

Sufficient stability criteria for classes of parametrically excited differential equations are developed and applied to example problems of a dynamical nature.

Stability requirements are presented in terms of 1) the modulus of the amplitude of the parametric terms, 2) the modulus of the integral of the parametric terms and 3) the modulus of the derivative of the parametric terms.

The methods employed to show stability are Liapunov’s Direct Method and the Gronwall Lemma. The type of stability is generally referred to as asymptotic stability in the sense of Liapunov.

The results indicate that if the equation of the system with the parametric terms set equal to zero exhibits stability and possesses bounded operators, then the system will be stable under sufficiently small modulus of the parametric terms or sufficiently small modulus of the integral of the parametric terms (high frequency). On the other hand, if the equation of the system exhibits individual stability for all values that the parameter assumes in the time interval, then the actual system will be stable under sufficiently small modulus of the derivative of the parametric terms (slowly varying).

DIFFERENTIAL GEOMETRICAL METHODS IN THE STUDY OF OPTICAL-TRANSMISSION (SCALAR THEORY) .1. STATIC TRANSMISSION CASE

Static optical transmission is restudied by postulation of the optical path as the proper element in a three-dimensional Riemannian manifold (no torsion); this postulation can be applied to describe the light-medium interactive system. On the basis of the postulation, the behaviors of light transmitting through the medium with refractive index n are investigated, the investigation covering the realms of both geometrical optics and wave optics. The wave equation of light in static transmission is studied modally, the postulation being employed to derive the exact form of the optical field equation in a medium (in which the light is viewed as a single-component field). Correspondingly, the relationships concerning the conservation of optical fluid and the dynamic properties are given, and some simple applications of the theories mentioned are presented.

DIFFERENTIAL GEOMETRICAL METHODS IN THE STUDY OF OPTICAL-TRANSMISSION (SCALAR THEORY) .2. TIME-DEPENDENT TRANSMISSION THEORY

By generalization of the methods presented in Part I of the study [J. Opt. Soc. Am. A 12, 600 (1994)] to the four-dimensional (4D) Riemannian manifold case, the time-dependent behavior of light transmitting in a medium is investigated theoretically by the geodesic equation and curvature in a 4D manifold. In addition, the field equation is restudied, and the 4D conserved current of the optical fluid and its conservation equation are derived and applied to deduce the time-dependent general refractive index. On this basis the forces acting on the fluid are dynamically analyzed and the self-consistency analysis is given.

Hyers-Ulam-Rassias Stability of Functional Differential Systems with Point and Distributed Delays

This paper investigates stability and asymptotic properties of the error with respect to its nominal version of a nonlinear time-varying perturbed functional differential system subject to point, finite-distributed, and Volterra-type distributed delays associated with linear dynamics together with a class of nonlinear delayed dynamics. The boundedness of the error and its asymptotic convergence to zero are investigated with the results being obtained based on the Hyers-Ulam-Rassias analysis.

Analysis of channel quality reporting mechanisms and their impact into 4G and beyond technologies

206 p.