Birth-death processes with mass annihilation and state-dependent immigration

A birth-death process is subject to mass annihilation at rate β with subsequent mass immigration occurring into state j at rateα j . This structure enables the process to jump from one sector of state space to another one (via state 0) with transition rate independent of population size. First, we highlight the difficulties encountered when using standard techniques to construct both time-dependent and equilibrium probabilities. Then we show how to overcome such analytic difficulties by means of a tool developed in Chen and Renshaw (1990, 1993b); this approach is applicable to many processes whose underlying generator on E\{0} has known probability structure. Here we demonstrate the technique through application to the linear birth-death generator on which is superimposed an annihilation/immigration process.

On a parallel time-domain method for the nonlinear Black-Scholes equation

A parallel time-domain algorithm is described for the time-dependent nonlinear Black-Scholes equation, which may be used to build financial analysis tools to help traders making rapid and systematic evaluation of buy/sell contracts. The algorithm is particularly suitable for problems that do not require fine details at each intermediate time step, and hence the method applies well for the present problem.

Ontological considerations of time, meta-predicates and temporal propositions

A natural approach to representing and reasoning about temporal propositions (i.e., statements with time-dependent truth-values) is to associate them with time elements. In the literature, there are three choices regarding the primitive for the ontology of time: (1) instantaneous points, (2) durative intervals and (3) both points and intervals. Problems may arise when one conflates different views of temporal structure and questions whether some certain types of temporal propositions can be validly and meaningfully associated with different time elements. In this paper, we shall summarize an ontological glossary with respect to time elements, and diversify a wider range of meta-predicates for ascribing temporal propositions to time elements. Based on these, we shall also devise a versatile categorization of temporal propositions, which can subsume those representative categories proposed in the literature, including that of Vendler, of McDermott, of Allen, of Shoham, of Galton and of Terenziani and Torasso. It is demonstrated that the new categorization of propositions, together with the proposed range of meta-predicates, provides the expressive power for modeling some typical temporal terms/phenomena, such as starting-instant, stopping-instant, dividing-instant, instigation, termination and intermingling etc.

Numerical simulation of flow-induced cavity noise in self-sustained oscillations

The generation and near-field radiation of aerodynamic sound from a low-speed unsteady flow over a two-dimensional automobile door cavity is simulated by using a source-extraction-based coupling method. In the coupling procedure, the unsteady cavity flow field is first computed solving the Reynolds averaged Navier–Stokes (RANS) equations. The radiated sound is then calculated by using a set of acoustic perturbation equations with acoustic source terms which are extracted from the time-dependent solutions of the unsteady flow. The aerodynamic and its resulting acoustic field are computed for the Reynolds number of 53,266 based on the base length of the cavity. The free stream flow velocity is taken to be 50.9m/s. As first stage of the numerical investigation of flow-induced cavity noise, laminar flow is assumed. The CFD solver is based on a cell-centered finite volume method. A dispersion-relation-preserving (DRP), optimized, fourth-order finite difference scheme with fully staggered-grid implementation is used in the acoustic solver

Numerical simulation of incompressible flow problems using an unstructured staggered mesh method

A number of two dimensional staggered unstructured discretisation schemes for the solution of fluid flow and heat transfer problems have been developed. All schemes store and solve velocity vector components at cell faces with scalar variables solved at cell centres. The velocity is resolved into face-normal and face-parallel components and the various schemes investigated differ in the treatment of the parallel component. Steady-state and time-dependent fluid flow and thermal energy equations are solved with the well known pressure correction scheme, SIMPLE, employed to couple continuity and momentum. The numerical methods developed are tested on well known benchmark cases: the Lid-Driven Cavity, Natural Convection in a Cavity and Melting of Gallium in a rectangular domain. The results obtained are shown to be comparable to benchmark, but with accuracy dependent on scheme selection.

A unified 3D model of the VAR process

A 3D time-dependent model of the VAR process has been developed using CFD techniques. The model solves the coupled field equations for fluid flow, heat transfer (including phase change) and electromagnetic field, for both the electrode and the ingot. The motion of the electic arc 'preferred spot' can be specified based on observations. Correlations are sought between the local gap height, resulting from instantaneous liquid pool surface shape and electrode tip shape, and the arc motion. The detailed behaviour of the melting film on the electrode tip is studies using a spectral free surface technique, which allows investigation of the drops' detachment and drip shorts.

Green function for the diffusion limit of one-dimensional continuous time random walks

It is shown how the fractional probability density diffusion equation for the diffusion limit of one-dimensional continuous time random walks may be derived from a generalized Markovian Chapman-Kolmogorov equation. The non-Markovian behaviour is incorporated into the Markovian Chapman-Kolmogorov equation by postulating a Levy like distribution of waiting times as a kernel. The Chapman-Kolmogorov equation so generalised then takes on the form of a convolution integral. The dependence on the initial conditions typical of a non-Markovian process is treated by adding a time dependent term involving the survival probability to the convolution integral. In the diffusion limit these two assumptions about the past history of the process are sufficient to reproduce anomalous diffusion and relaxation behaviour of the Cole-Cole type. The Green function in the diffusion limit is calculated using the fact that the characteristic function is the Mittag-Leffler function. Fourier inversion of the characteristic function yields the Green function in terms of a Wright function. The moments of the distribution function are evaluated from the Mittag-Leffler function using the properties of characteristic functions and a relation between the powers of the second moment and higher order even moments is derived. (C) 2004 Elsevier B.V. All rights reserved.

Escape times for rigid Brownian rotators in a bistable potential from the time evolution of the Green function and the characteristic time of the probability evolution

The greatest relaxation time for an assembly of three- dimensional rigid rotators in an axially symmetric bistable potential is obtained exactly in terms of continued fractions as a sum of the zero frequency decay functions (averages of the Legendre polynomials) of the system. This is accomplished by studying the entire time evolution of the Green function (transition probability) by expanding the time dependent distribution as a Fourier series and proceeding to the zero frequency limit of the Laplace transform of that distribution. The procedure is entirely analogous to the calculation of the characteristic time of the probability evolution (the integral of the configuration space probability density function with respect to the position co-ordinate) for a particle undergoing translational diffusion in a potential; a concept originally used by Malakhov and Pankratov (Physica A 229 (1996) 109). This procedure allowed them to obtain exact solutions of the Kramers one-dimensional translational escape rate problem for piecewise parabolic potentials. The solution was accomplished by posing the problem in terms of the appropriate Sturm-Liouville equation which could be solved in terms of the parabolic cylinder functions. The method (as applied to rotational problems and posed in terms of recurrence relations for the decay functions, i.e., the Brinkman approach c.f. Blomberg, Physica A 86 (1977) 49, as opposed to the Sturm-Liouville one) demonstrates clearly that the greatest relaxation time unlike the integral relaxation time which is governed by a single decay function (albeit coupled to all the others in non-linear fashion via the underlying recurrence relation) is governed by a sum of decay functions. The method is easily generalized to multidimensional state spaces by matrix continued fraction methods allowing one to treat non-axially symmetric potentials, where the distribution function is governed by two state variables. (C) 2001 Elsevier Science B.V. All rights reserved.

Time dependence of rotational state populations of excited hydrogen molecules in an RF excited plasma reactor

We report on time-dependent population distributions of excited rotational states of hydrogen in a capacitively coupled RF discharge. The common model to obtain the gas temperature from the rotational distribution is not applicable at all times during the discharge cycle due to the time dependence of the EEDF. The apparent temperature within a cycle assumes values between 350 K and 450 K for the discharge parameters of this experiment. We discuss the optimum time window within the discharge cycle that yields the best approximation to the actual temperature. Erroneous results can be obtained, in principle, with time-integrated measurements; we find, however, that in the present case the systematic error amounts to only approximately 20 K. This is due to the fact that the dominant contribution to the average intensity arises during that time window for which the assumptions underlying the analysis are best fulfilled. A similar analysis can be performed for N+2 rotational bands with a small amount of nitrogen added to the discharge gas. These populations do not exhibit the time variations found in the case of H2.

Instability and dynamics of two nonlinearly coupled laser beams in a plasma

The nonlinear interaction between two laser beams in a plasma is investigated in the weakly nonlinear and relativistic regime. The evolution of the laser beams is governed by two nonlinear Schrodinger equations that are coupled with the slow plasma density response. A nonlinear dispersion relation is derived and used to study the growth rates of the Raman forward and backward scattering instabilities as well of the Brillouin and self-focusing/modulational instabilities. The nonlinear evolution of the instabilities is investigated by means of direct simulations of the time-dependent system of nonlinear equations. (c) 2006 American Institute of Physics.

Space and phase resolved plasma parameters in an industrial dual-frequency capacitively coupled radio-frequency discharge

The dynamics of high energetic electrons (>= 11.7 eV) in a modified industrial confined dual-frequency capacitively coupled RF discharge (Exelan, Lam Research Inc.), operated at 1.937 MHz and 27.118 MHz, is investigated by means of phase resolved optical emission spectroscopy. Operating in a He-O-2. plasma with small rare gas admixtures the emission is measured, with one-dimensional spatial resolution along the discharge axis. Both the low and high frequency RF cycle are resolved. The diagnostic is based on time dependent measurements of the population densities of specifically chosen excited rare gas states. A time dependent model, based on rate equations, describes the dynamics of the population densities of these levels. Based on this model and the comparison of the excitation of various rare gas states, with different excitation thresholds, time and space resolved electron temperature, propagation velocity and qualitative electron density as well as electron energy distribution functions are determined. This information leads to a better understanding of the dual-frequency sheath dynamics and shows, that separate control of ion energy and electron density is limited.

Doppler cooling of gallium atoms: 2. Simulation in complex multilevel systems

This paper derives a general procedure for the numerical solution of the Lindblad equations that govern the coherences arising from multicoloured light interacting with a multilevel system. A systematic approach to finding the conservative and dissipative terms is derived and applied to the laser cooling of p-block elements. An improved numerical method is developed to solve the time-dependent master equation and results are presented for transient cooling processes. The method is significantly more robust, efficient and accurate than the standard method and can be applied to a broad range of atomic and molecular systems. Radiation pressure forces and the formation of dynamic dark states are studied in the gallium isotope 66Ga.

TIME-RESOLVED OPTICAL-EMISSION AND ELECTRON-ENERGY DISTRIBUTION FUNCTION MEASUREMENTS IN RF PLASMAS

Comparisons between experimentally measured time-dependent electron energy distribution functions and optical emission intensities are reported for low-frequency (100 and 400 kHz) radio-frequency driven discharges in argon. The electron energy distribution functions were measured with a time-resolved Langmuir probe system. Time-resolved optical emissions of argon resonance lines at 687.1 and 750.4 nm were determined by photon-counting methods. Known ground-state and metastable-state excitation cross sections were used along with the measured electron energy distribution functions to calculate the time dependence of the optical emission intensity. It was found that a calculation using only the ground-state cross sections gave the best agreement with the time dependence of the measured optical emission. Time-dependent electron density, electron temperature, and plasma potential measurements are also reported.

Time delay between photoemission from the 2p and 2s subshells of neon

The R-matrix incorporating time (RMT) method is a method developed recently for solving the time-dependent Schrödinger equation for multielectron atomic systems exposed to intense short-pulse laser light. We have employed the RMT method to investigate the time delay in the photoemission of an electron liberated from a 2p orbital in a neon atom with respect to one released from a 2s orbital following absorption of an attosecond xuv pulse. Time delays due to xuv pulses in the range 76-105 eV are presented. For an xuv pulse at the experimentally relevant energy of 105.2 eV, we calculate the time delay to be 10.2±1.3 attoseconds (as), somewhat larger than estimated by other theoretical calculations, but still a factor of 2 smaller than experiment. We repeated the calculation for a photon energy of 89.8 eV with a larger basis set capable of modeling correlated-electron dynamics within the neon atom and the residual Ne ion. A time delay of 14.5±1.5 as was observed, compared to a 16.7±1.5 as result using a single-configuration representation of the residual Ne⁺ ion. 

Time-resolved four-wave-mixing spectroscopy for inner-valence transitions

Noncollinear four-wave-mixing (FWM) techniques at near-infrared (NIR), visible, and ultraviolet frequencies have been widely used to map vibrational and electronic couplings, typically in complex molecules. However, correlations between spatially localized inner-valence transitions among different sites of a molecule in the extreme ultraviolet (XUV) spectral range have not been observed yet. As an experimental step toward this goal, we perform time-resolved FWM spectroscopy with femtosecond NIR and attosecond XUV pulses. The first two pulses (XUV-NIR) coincide in time and act as coherent excitation fields, while the third pulse (NIR) acts as a probe. As a first application, we show how coupling dynamics between odd- and even-parity, inner-valence excited states of neon can be revealed using a two-dimensional spectral representation. Experimentally obtained results are found to be in good agreement with ab initio time-dependent R-matrix calculations providing the full description of multielectron interactions, as well as few-level model simulations. Future applications of this method also include site-specific probing of electronic processes in molecules.