990 resultados para Stochastic Processes


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We study the quantum dynamics of the emission of multimodal polarized light in light emitting devices (LED) due to spin polarized carriers injection. We present the equations for photon number and carrier numbers, and calculate the polarisation degree of the light generated by LED. (C) 2002 Elsevier Science B.V. All rights reserved.

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A laser, be it an optical laser or an atom laser, is an open quantum system that produces a coherent beam of bosons (photons or atoms, respectively). Far above threshold, the stationary state rho(ss) of the laser mode is a mixture of coherent-field states with random phase, or, equivalently, a Poissonian mixture of number states. This paper answers the question: can descriptions such as these, of rho(ss) as a stationary ensemble of pure states, be physically realized? Here physical realization is as defined previously by us [H. M. Wiseman and J. A. Vaccaro, Phys. Lett. A 250, 241 (1998)]: an ensemble of pure states for a particular system can be physically realized if, without changing the dynamics of the system, an experimenter can (in principle) know at any time that the system is in one of the pure-state members of the ensemble. Such knowledge can be obtained by monitoring the baths to which the system is coupled, provided that coupling is describable by a Markovian master equation. Using a family of master equations for the (atom) laser, we solve for the physically realizable (PR) ensembles. We find that for any finite self-energy chi of the bosons in the laser mode, the coherent-state ensemble is not PR; the closest one can come to it is an ensemble of squeezed states. This is particularly relevant for atom lasers, where the self-energy arising from elastic collisions is expected to be large. By contrast, the number-state ensemble is always PR. As the self-energy chi increases, the states in the PR ensemble closest to the coherent-state ensemble become increasingly squeezed. Nevertheless, there are values of chi for which states with well-defined coherent amplitudes are PR, even though the atom laser is not coherent (in the sense of having a Bose-degenerate output). We discuss the physical significance of this anomaly in terms of conditional coherence (and hence conditional Bose degeneracy).

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This paper presents a method of evaluating the expected value of a path integral for a general Markov chain on a countable state space. We illustrate the method with reference to several models, including birth-death processes and the birth, death and catastrophe process. (C) 2002 Elsevier Science Inc. All rights reserved.

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Laboratory-scale sequencing batch reactors (SBRs) as models for wastewater treatment processes were used to identify glycogen-accumulating organisms (GAOs), which are thought to be responsible for the deterioration of enhanced biological phosphorus removal (EBPR). The SBRs (called Q and T), operated under alternating anaerobic-aerobic conditions typical for EBPR, generated mixed microbial communities (sludges) demonstrating the GAO phenotype. Intracellular glycogen and poly-beta-hydroxyalkanoate (PHA) transformations typical of efficient EBPR occurred but polyphosphate was not bioaccumulated and the sludges contained 1.8% P (sludge Q) and 1.5% P (sludge T). 16S rDNA clone libraries were prepared from DNA extracted from the Q and T sludges. Clone inserts were grouped into operational taxonomic units (OTUs) by restriction fragment length polymorphism banding profiles. OTU representatives were sequenced and phylogenetically analysed. The Q sludge library comprised four OTUs and all six determined sequences were 99.7% identical, forming a cluster in the gamma-Proteobacteria radiation. The T sludge library comprised eight OTUs and the majority of clones were Acidobacteria subphylum 4 (49% of the library) and candidate phylum OPU (39% of the library). One OTU (two clones, of which one was sequenced) was in the gamma-Proteobacteria radiation with 95% sequence identity to the Q sludge clones. Oligonucleotide probes (called GAOQ431 and GAOQ989) were designed from the gamma-Proteobacteria clone sequences for use in fluorescence in situ hybridization (FISH); 92 % of the Q sludge bacteria and 28 % of the T sludge bacteria bound these probes in FISH. FISH and post-FISH chemical staining for PHA were used to determine that bacteria from a novel gamma-Proteobacteria cluster were phenotypically GAOs in one laboratory-scale SBR and two fullscale wastewater treatment plants. It is suggested that the GAOs from the novel cluster in the gamma-Proteobacteria radiation be named 'Candidatus Competibacter phosphatis'.

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Y-Ba-Cu-O samples with additions of Y2O3 and CeO2 were quenched during seeded isothermal melt processing and examined by optical microscopy and scanning electron microscopy. Large YBa2Cu3O7-y (Y123) particles in the starting powder were found to form a distinct type of melt during heating, which was unaffected by the Y2O3 or CeO2 additives. This type of melt later formed regions with a low concentration of Y2BaCuO5 (Y211) particles in the Y123 matrix. The maximum growth rate of Y123 that could be sustained in the sample was found to be lower in the melt formed from large Y123 particles, and this may lead to growth accidents and subgrains in some samples.

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The development of the new TOGA (titration and off-gas analysis) sensor for the detailed study of biological processes in wastewater treatment systems is outlined. The main innovation of the sensor is the amalgamation of titrimetric and off-gas measurement techniques. The resulting measured signals are: hydrogen ion production rate (HPR), oxygen transfer rate (OTR), nitrogen transfer rate (NTR), and carbon dioxide transfer rate (CTR). While OTR and NTR are applicable to aerobic and anoxic conditions, respectively, HPR and CTR are useful signals under all of the conditions found in biological wastewater treatment systems, namely, aerobic, anoxic and anaerobic. The sensor is therefore a powerful tool for studying the key biological processes under all these conditions. A major benefit from the integration of the titrimetric and off-gas analysis methods is that the acid/base buffering systems, in particular the bicarbonate system, are properly accounted for. Experimental data resulting from the TOGA sensor in aerobic, anoxic, and anaerobic conditions demonstrates the strength of the new sensor. In the aerobic environment, carbon oxidation (using acetate as an example carbon source) and nitrification are studied. Both the carbon and ammonia removal rates measured by the sensor compare very well with those obtained from off-line chemical analysis. Further, the aerobic acetate removal process is examined at a fundamental level using the metabolic pathway and stoichiometry established in the literature, whereby the rate of formation of storage products is identified. Under anoxic conditions, the denitrification process is monitored and, again, the measured rate of nitrogen gas transfer (NTR) matches well with the removal of the oxidised nitrogen compounds (measured chemically). In the anaerobic environment, the enhanced biological phosphorus process was investigated. In this case, the measured sensor signals (HPR and CTR) resulting from acetate uptake were used to determine the ratio of the rates of carbon dioxide production by competing groups of microorganisms, which consequently is a measure of the activity of these organisms. The sensor involves the use of expensive equipment such as a mass spectrometer and requires special gases to operate, thus incurring significant capital and operational costs. This makes the sensor more an advanced laboratory tool than an on-line sensor. (C) 2003 Wiley Periodicals, Inc.

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In this paper, we consider testing for additivity in a class of nonparametric stochastic regression models. Two test statistics are constructed and their asymptotic distributions are established. We also conduct a small sample study for one of the test statistics through a simulated example. (C) 2002 Elsevier Science (USA).

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In computer simulations of smooth dynamical systems, the original phase space is replaced by machine arithmetic, which is a finite set. The resulting spatially discretized dynamical systems do not inherit all functional properties of the original systems, such as surjectivity and existence of absolutely continuous invariant measures. This can lead to computational collapse to fixed points or short cycles. The paper studies loss of such properties in spatial discretizations of dynamical systems induced by unimodal mappings of the unit interval. The problem reduces to studying set-valued negative semitrajectories of the discretized system. As the grid is refined, the asymptotic behavior of the cardinality structure of the semitrajectories follows probabilistic laws corresponding to a branching process. The transition probabilities of this process are explicitly calculated. These results are illustrated by the example of the discretized logistic mapping.

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In recent years, studies on environmental samples with unusual dibenzo-p-dioxin (PCDD) congener profiles were reported from a range of countries. These profiles, characterized by a dominance of octachlorinated dibenzodioxin (OCDD) and relatively low in dibenzofuran (PCDF) concentrations, could not be attributed to known sources or formation processes. In the present study, the processes that result in these unusual profiles were assessed using the concentrations and isomer signatures of PCDDs from dated estuarine sediment cores in Queensland, Australia. Increases in relative concentrations of lower chlorinated PODS and a relative decrease of OCDD were correlated with time of sediment deposition. Preferred lateral, anaerobic dechlorination of OCDD represents a likely pathway for these changes. In Queensland sediments, these transformations result in a distinct dominance of isomers fully chlorinated in the 1,4,6,9-positions (1,4-patterns), and similar 1,4-patterns were observed in sediments from elsewhere. Consequently, these environmental samples may not reflect the signatures of the original source, and a reevaluation of source inputs was undertaken. Natural formation of PCDDs, which has previously been suggested, is discussed; however, based on the present results and literature comparisons, we propose an alternative scenario. This scenario hypothesizes that an anthropogenic PCDD precursor input (e.g. pentachlorophenol) results in the contamination. These results and hypothesis imply further investigations are warrented into possible anthropogenic sources in areas where natural PCDD formation has been suggested.

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In this paper we construct predictor-corrector (PC) methods based on the trivial predictor and stochastic implicit Runge-Kutta (RK) correctors for solving stochastic differential equations. Using the colored rooted tree theory and stochastic B-series, the order condition theorem is derived for constructing stochastic RK methods based on PC implementations. We also present detailed order conditions of the PC methods using stochastic implicit RK correctors with strong global order 1.0 and 1.5. A two-stage implicit RK method with strong global order 1.0 and a four-stage implicit RK method with strong global order 1.5 used as the correctors are constructed in this paper. The mean-square stability properties and numerical results of the PC methods based on these two implicit RK correctors are reported.

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Stochastic differential equations (SDEs) arise from physical systems where the parameters describing the system can only be estimated or are subject to noise. Much work has been done recently on developing higher order Runge-Kutta methods for solving SDEs numerically. Fixed stepsize implementations of numerical methods have limitations when, for example, the SDE being solved is stiff as this forces the stepsize to be very small. This paper presents a completely general variable stepsize implementation of an embedded Runge Kutta pair for solving SDEs numerically; in this implementation, there is no restriction on the value used for the stepsize, and it is demonstrated that the integration remains on the correct Brownian path.

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This paper addresses robust model-order reduction of a high dimensional nonlinear partial differential equation (PDE) model of a complex biological process. Based on a nonlinear, distributed parameter model of the same process which was validated against experimental data of an existing, pilot-scale BNR activated sludge plant, we developed a state-space model with 154 state variables in this work. A general algorithm for robustly reducing the nonlinear PDE model is presented and based on an investigation of five state-of-the-art model-order reduction techniques, we are able to reduce the original model to a model with only 30 states without incurring pronounced modelling errors. The Singular perturbation approximation balanced truncating technique is found to give the lowest modelling errors in low frequency ranges and hence is deemed most suitable for controller design and other real-time applications. (C) 2002 Elsevier Science Ltd. All rights reserved.