Limiting conditional distributions for birth-death processes

In a recent paper [16], one of us identified all of the quasi-stationary distributions for a non-explosive, evanescent birth-death process for which absorption is certain, and established conditions for the existence of the corresponding limiting conditional distributions. Our purpose is to extend these results in a number of directions. We shall consider separately two cases depending on whether or not the process is evanescent. In the former case we shall relax the condition that absorption is certain. Furthermore, we shall allow for the possibility that the minimal process might be explosive, so that the transition rates alone will not necessarily determine the birth-death process uniquely. Although we shall be concerned mainly with the minimal process, our most general results hold for any birth-death process whose transition probabilities satisfy both the backward and the forward Kolmogorov differential equations.

Two estimates concerning asymptotics of the minimizations of a Ginzburg-Landau functional

We prove two asymptotical estimates for minimizers of a Ginzburg-Landau functional of the form integral(Omega) [1/2 \del u\(2) + 1/4 epsilon(2) (1 - \u\(2))(2) W (x)] dx.

Topological methods for some boundary value problems

We establish existence of solutions for a finite difference approximation to y = f(x, y, y ') on [0, 1], subject to nonlinear two-point Sturm-Liouville boundary conditions of the form g(i)(y(i),y ' (i)) = 0, i = 0, 1, assuming S satisfies one-sided growth bounds with respect to y '. (C) 2001 Elsevier Science Ltd. All rights reserved.

Continuous quantum measurement of two coupled quantum dots using a point contact: A quantum trajectory approach

We obtain the finite-temperature unconditional master equation of the density matrix for two coupled quantum dots (CQD's) when one dot is subjected to a measurement of its electron occupation number using a point contact (PC). To determine how the CQD system state depends on the actual current through the PC device, we use the so-called quantum trajectory method to derive the zero-temperature conditional master equation. We first treat the electron tunneling through the PC barrier as a classical stochastic point process (a quantum-jump model). Then we show explicitly that our results can be extended to the quantum-diffusive limit when the average electron tunneling rate is very large compared to the extra change of the tunneling rate due to the presence of the electron in the dot closer to the PC. We find that in both quantum-jump and quantum-diffusive cases, the conditional dynamics of the CQD system can be described by the stochastic Schrodinger equations for its conditioned state vector if and only if the information carried away from the CQD system by the PC reservoirs can be recovered by the perfect detection of the measurements.

Solution techniques for transport problems involving steep concentration gradients: application to noncatalytic fluid solid reactions

Some efficient solution techniques for solving models of noncatalytic gas-solid and fluid-solid reactions are presented. These models include those with non-constant diffusivities for which the formulation reduces to that of a convection-diffusion problem. A singular perturbation problem results for such models in the presence of a large Thiele modulus, for which the classical numerical methods can present difficulties. For the convection-diffusion like case, the time-dependent partial differential equations are transformed by a semi-discrete Petrov-Galerkin finite element method into a system of ordinary differential equations of the initial-value type that can be readily solved. In the presence of a constant diffusivity, in slab geometry the convection-like terms are absent, and the combination of a fitted mesh finite difference method with a predictor-corrector method is used to solve the problem. Both the methods are found to converge, and general reaction rate forms can be treated. These methods are simple and highly efficient for arbitrary particle geometry and parameters, including a large Thiele modulus. (C) 2001 Elsevier Science Ltd. All rights reserved.

Feedback-stabilization of an arbitrary pure state of a two-level atom

Unit-efficiency homodyne detection of the resonance fluorescence of a two-level atom collapses the quantum state of the atom to a stochastically moving point on the Bloch sphere. Recently, Hofmann, Mahler, and Hess [Phys. Rev. A 57, 4877 (1998)] showed that by making part of the coherent driving proportional to the homodyne photocurrent one can stabilize the state to any point on the bottom-half of the sphere. Here we reanalyze their proposal using the technique of stochastic master equations, allowing their results to be generalized in two ways. First, we show that any point on the upper- or lower-half, but not the equator, of the sphere may be stabilized. Second, we consider nonunit-efficiency detection, and quantify the effectiveness of the feedback by calculating the maximal purity obtainable in any particular direction in Bloch space.

The IWA Anaerobic Digestion Model No 1 (ADM1)

The IWA Anaerobic Digestion Modelling Task Group was established in 1997 at the 8th World Congress on,Anaerobic Digestion (Sendai, Japan) with the goal of developing a generalised anaerobic digestion model. The structured model includes multiple steps describing biochemical as well as physicochemical processes. The biochemical steps include disintegration from homogeneous particulates to carbohydrates, proteins and lipids; extracellular hydrolysis of these particulate substrates to sugars, amino acids, and long chain fatty acids (LCFA), respectively; acidogenesis from sugars and amino acids to volatile fatty acids (VFAs) and hydrogen; acetogenesis of LCFA and VFAs to acetate; and separate methanogenesis steps from acetate and hydrogen/CO2. The physico-chemical equations describe ion association and dissociation, and gas-liquid transfer. Implemented as a differential and algebraic equation (DAE) set, there are 26 dynamic state concentration variables, and 8 implicit algebraic variables per reactor vessel or element. Implemented as differential equations (DE) only, there are 32 dynamic concentration state variables.

Modelling the activated sludge flocculation process combining laser light diffraction particle sizing and population balance modelling (PBM)

A technique based on laser light diffraction is shown to be successful in collecting on-line experimental data. Time series of floc size distributions (FSD) under different shear rates (G) and calcium additions were collected. The steady state mass mean diameter decreased with increasing shear rate G and increased when calcium additions exceeded 8 mg/l. A so-called population balance model (PBM) was used to describe the experimental data, This kind of model describes both aggregation and breakage through birth and death terms. A discretised PBM was used since analytical solutions of the integro-partial differential equations are non-existing. Despite the complexity of the model, only 2 parameters need to be estimated: the aggregation rate and the breakage rate. The model seems, however, to lack flexibility. Also, the description of the floc size distribution (FSD) in time is not accurate.

The nonexistence of spurious solutions to discrete, two-point boundary value problems

We investigate difference equations which arise as discrete approximations to two-point boundary value problems for systems of second-order, ordinary differential equations. We formulate conditions under which all solutions to the discrete problem satisfy certain a priori bounds which axe independent of the step-size. As a result, the nonexistence of spurious solutions are guaranteed. Some existence and convergence theorems for solutions to the discrete problem are also presented. (C) 2002 Elsevier Science Ltd. All rights reserved.

The Galilean turn in population ecology

The standard mathematical models in population ecology assume that a population's growth rate is a function of its environment. In this paper we investigate an alternative proposal according to which the rate of change of the growth rate is a function of the environment and of environmental change. We focus on the philosophical issues involved in such a fundamental shift in theoretical assumptions, as well as on the explanations the two theories offer for some of the key data such as cyclic populations. We also discuss the relationship between this move in population ecology and a similar move from first-order to second-order differential equations championed by Galileo and Newton in celestial mechanics.

Large amplitude vibration of thermo-electro-mechanically stressed FGM laminated plates

This paper presents a large amplitude vibration analysis of pre-stressed functionally graded material (FGM) laminated plates that are composed of a shear deformable functionally graded layer and two surface-mounted piezoelectric actuator layers. Nonlinear governing equations of motion are derived within the context of Reddy's higher-order shear deformation plate theory to account for transverse shear strain and rotary inertia. Due to the bending and stretching coupling effect, a nonlinear static problem is solved first to determine the initial stress state and pre-vibration deformations of the plate that is subjected to uniform temperature change, in-plane forces and applied actuator voltage. By adding an incremental dynamic state to the pre-vibration state, the differential equations that govern the nonlinear vibration behavior of pre-stressed FGM laminated plates are derived. A semi-analytical method that is based on one-dimensional differential quadrature and Galerkin technique is proposed to predict the large amplitude vibration behavior of the laminated rectangular plates with two opposite clamped edges. Linear vibration frequencies and nonlinear normalized frequencies are presented in both tabular and graphical forms, showing that the normalized frequency of the FGM laminated plate is very sensitive to vibration amplitude, out-of-plane boundary support, temperature change, in-plane compression and the side-to-thickness ratio. The CSCF and CFCF plates even change the inherent hard-spring characteristic to soft-spring behavior at large vibration amplitudes. (C) 2003 Elsevier B.V. All rights reserved.

The uniqueness of solutions to discrete, victor, two-point boundary value problems

Difference equations which may arise as discrete approximations to two-point boundary value problems for systems of second-order, ordinary differential equations are investigated and conditions are formulated under which solutions to the discrete problem are unique. Some existence, uniqueness implies existence, and convergence theorems for solutions to the discrete problem are also presented.

Aproximação numérica – analítica para a modelagem da conversão termoquímica de combustíveis sólidos

Um algoritmo numérico foi criado para apresentar a solução da conversão termoquímica de um combustível sólido. O mesmo foi criado de forma a ser flexível e dependente do mecanismo de reação a ser representado. Para tanto, um sistema das equações características desse tipo de problema foi resolvido através de um método iterativo unido a matemática simbólica. Em função de não linearidades nas equações e por se tratar de pequenas partículas, será aplicado o método de Newton para reduzir o sistema de equações diferenciais parciais (EDP’s) para um sistema de equações diferenciais ordinárias (EDO’s). Tal processo redução é baseado na união desse método iterativo à diferenciação numérica, pois consegue incorporar nas EDO’s resultantes funções analíticas. O modelo reduzido será solucionado numericamente usando-se a técnica do gradiente bi-conjugado (BCG). Tal modelo promete ter taxa de convergência alta, se utilizando de um número baixo de iterações, além de apresentar alta velocidade na apresentação das soluções do novo sistema linear gerado. Além disso, o algoritmo se mostra independente do tamanho da malha constituidora. Para a validação, a massa normalizada será calculada e comparada com valores experimentais de termogravimetria encontrados na literatura, , e um teste com um mecanismo simplificado de reação será realizado.

Measuring and Controlling the Chaotic Motion of Profits

The study of economic systems has generated deep interest in exploring the complexity of chaotic motions in economy. Due to important developments in nonlinear dynamics, the last two decades have witnessed strong revival of interest in nonlinear endogenous business chaotic models. The inability to predict the behavior of dynamical systems in the presence of chaos suggests the application of chaos control methods, when we are more interested in obtaining regular behavior. In the present article, we study a specific economic model from the literature. More precisely, a system of three ordinary differential equations gather the variables of profits, reinvestments and financial flow of borrowings in the structure of a firm. Firstly, using results of symbolic dynamics, we characterize the topological entropy and the parameter space ordering of kneading sequences, associated with one-dimensional maps that reproduce significant aspects of the model dynamics. The analysis of the variation of this numerical invariant, in some realistic system parameter region, allows us to quantify and to distinguish different chaotic regimes. Finally, we show that complicated behavior arising from the chaotic firm model can be controlled without changing its original properties and the dynamics can be turned into the desired attracting time periodic motion (a stable steady state or into a regular cycle). The orbit stabilization is illustrated by the application of a feedback control technique initially developed by Romeiras et al. [1992]. This work provides another illustration of how our understanding of economic models can be enhanced by the theoretical and numerical investigation of nonlinear dynamical systems modeled by ordinary differential equations.

An Extension of Gompertzian Growth Dynamics Weibull and Frechet Models

In this work a new probabilistic and dynamical approach to an extension of the Gompertz law is proposed. A generalized family of probability density functions, designated by Beta* (p, q), which is proportional to the right hand side of the Tsoularis-Wallace model, is studied. In particular, for p = 2, the investigation is extended to the extreme value models of Weibull and Frechet type. These models, described by differential equations, are proportional to the hyper-Gompertz growth model. It is proved that the Beta* (2, q) densities are a power of betas mixture, and that its dynamics are determined by a non-linear coupling of probabilities. The dynamical analysis is performed using techniques of symbolic dynamics and the system complexity is measured using topological entropy. Generally, the natural history of a malignant tumour is reflected through bifurcation diagrams, in which are identified regions of regression, stability, bifurcation, chaos and terminus.