A Smooth Discretization Bridging Finite Element and Mesh-free Methods Using Polynomial Reproducing Simplex Splines

This work sets forth a `hybrid' discretization scheme utilizing bivariate simplex splines as kernels in a polynomial reproducing scheme constructed over a conventional Finite Element Method (FEM)-like domain discretization based on Delaunay triangulation. Careful construction of the simplex spline knotset ensures the success of the polynomial reproduction procedure at all points in the domain of interest, a significant advancement over its precursor, the DMS-FEM. The shape functions in the proposed method inherit the global continuity (Cp-1) and local supports of the simplex splines of degree p. In the proposed scheme, the triangles comprising the domain discretization also serve as background cells for numerical integration which here are near-aligned to the supports of the shape functions (and their intersections), thus considerably ameliorating an oft-cited source of inaccuracy in the numerical integration of mesh-free (MF) schemes. Numerical experiments show the proposed method requires lower order quadrature rules for accurate evaluation of integrals in the Galerkin weak form. Numerical demonstrations of optimal convergence rates for a few test cases are given and the method is also implemented to compute crack-tip fields in a gradient-enhanced elasticity model.

Modeling of solar radiation management: a comparison of simulations using reduced solar constant and stratospheric sulphate aerosols

The climatic effects of Solar Radiation Management (SRM) geoengineering have been often modeled by simply reducing the solar constant. This is most likely valid only for space sunshades and not for atmosphere and surface based SRM methods. In this study, a global climate model is used to evaluate the differences in the climate response to SRM by uniform solar constant reduction and stratospheric aerosols. Our analysis shows that when global mean warming from a doubling of CO2 is nearly cancelled by both these methods, they are similar when important surface and tropospheric climate variables are considered. However, a difference of 1 K in the global mean stratospheric (61-9.8 hPa) temperature is simulated between the two SRM methods. Further, while the global mean surface diffuse radiation increases by similar to 23 % and direct radiation decreases by about 9 % in the case of sulphate aerosol SRM method, both direct and diffuse radiation decrease by similar fractional amounts (similar to 1.0 %) when solar constant is reduced. When CO2 fertilization effects from elevated CO2 concentration levels are removed, the contribution from shaded leaves to gross primary productivity (GPP) increases by 1.8 % in aerosol SRM because of increased diffuse light. However, this increase is almost offset by a 15.2 % decline in sunlit contribution due to reduced direct light. Overall both the SRM simulations show similar decrease in GPP (similar to 8 %) and net primary productivity (similar to 3 %). Based on our results we conclude that the climate states produced by a reduction in solar constant and addition of aerosols into the stratosphere can be considered almost similar except for two important aspects: stratospheric temperature change and the consequent implications for the dynamics and the chemistry of the stratosphere and the partitioning of direct versus diffuse radiation reaching the surface. Further, the likely dependence of global hydrological cycle response on aerosol particle size and the latitudinal and height distribution of aerosols is discussed.

Markov chain splitting methods in structural reliability integral estimation

Monte Carlo simulation methods involving splitting of Markov chains have been used in evaluation of multi-fold integrals in different application areas. We examine in this paper the performance of these methods in the context of evaluation of reliability integrals from the point of view of characterizing the sampling fluctuations. The methods discussed include the Au-Beck subset simulation, Holmes-Diaconis-Ross method, and generalized splitting algorithm. A few improvisations based on first order reliability method are suggested to select algorithmic parameters of the latter two methods. The bias and sampling variance of the alternative estimators are discussed. Also, an approximation to the sampling distribution of some of these estimators is obtained. Illustrative examples involving component and series system reliability analyses are presented with a view to bring out the relative merits of alternative methods. (C) 2015 Elsevier Ltd. All rights reserved.

Phase space path integral approach to harmonic oscillator with a time-dependent force constant

The quantum statistical mechanical propagator for a harmonic oscillator with a time-dependent force constant, m omega(2)(t), has been investigated in the past and was found to have only a formal solution in terms of the solutions of certain ordinary differential equations. Such path integrals are frequently encountered in semiclassical path integral evaluations and having exact analytical expressions for such path integrals is of great interest. In a previous work, we had obtained the exact propagator for motion in an arbitrary time-dependent harmonic potential in the overdamped limit of friction using phase space path integrals in the context of Levy flights - a result that can be easily extended to Brownian motion. In this paper, we make a connection between the overdamped Brownian motion and the imaginary time propagator of quantum mechanics and thereby get yet another way to evaluate the latter exactly. We find that explicit analytic solution for the quantum statistical mechanical propagator can be written when the time-dependent force constant has the form omega(2)(t) = lambda(2)(t) - d lambda(t)/dt where lambda(t) is any arbitrary function of t and use it to evaluate path integrals which have not been evaluated previously. We also employ this method to arrive at a formal solution of the propagator for both Levy flights and Brownian subjected to a time-dependent harmonic potential in the underdamped limit of friction. (C) 2015 Elsevier B.V. All rights reserved.

Conformal perturbation theory and higher spin entanglement entropy on the torus

We study the free fermion theory in 1+1 dimensions deformed by chemical potentials for holomorphic, conserved currents at finite temperature and on a spatial circle. For a spin-three chemical potential mu, the deformation is related at high temperatures to a higher spin black hole in hs0] theory on AdS(3) spacetime. We calculate the order mu(2) corrections to the single interval Renyi and entanglement entropies on the torus using the bosonized formulation. A consistent result, satisfying all checks, emerges upon carefully accounting for both perturbative and winding mode contributions in the bosonized language. The order mu(2) corrections involve integrals that are finite but potentially sensitive to contact term singularities. We propose and apply a prescription for defining such integrals which matches the Hamiltonian picture and passes several non-trivial checks for both thermal corrections and the Renyi entropies at this order. The thermal corrections are given by a weight six quasi-modular form, whilst the Renyi entropies are controlled by quasi-elliptic functions of the interval length with modular weight six. We also point out the well known connection between the perturbative expansion of the partition function in powers of the spin-three chemical potential and the Gross-Taylor genus expansion of large-N Yang-Mills theory on the torus. We note the absence of winding mode contributions in this connection, which suggests qualitatively different entanglement entropies for the two systems.

Handling large variations in mechanics: Some applications

There is a need to use probability distributions with power-law decaying tails to describe the large variations exhibited by some of the physical phenomena. The Weierstrass Random Walk (WRW) shows promise for modeling such phenomena. The theory of anomalous diffusion is now well established. It has found number of applications in Physics, Chemistry and Biology. However, its applications are limited in structural mechanics in general, and structural engineering in particular. The aim of this paper is to present some mathematical preliminaries related to WRW that would help in possible applications. In the limiting case, it represents a diffusion process whose evolution is governed by a fractional partial differential equation. Three applications of superdiffusion processes in mechanics, illustrating their effectiveness in handling large variations, are presented.

Anomalous transport at weak coupling

We evaluate the contribution of chiral fermions in d = 2, 4, 6, chiral bosons, a chiral gravitino like theory in d = 2 and chiral gravitinos in d = 6 to all the leading parity odd transport coefficients at one loop. This is done by using finite temperature field theory to evaluate the relevant Kubo formulae. For chiral fermions and chiral bosons the relation between the parity odd transport coefficient and the microscopic anomalies including gravitational anomalies agree with that found by using the general methods of hydrodynamics and the argument involving the consistency of the Euclidean vacuum. For the gravitino like theory in d = 2 and chiral gravitinos in d = 6, we show that relation between the pure gravitational anomaly and parity odd transport breaks down. From the perturbative calculation we clearly identify the terms that contribute to the anomaly polynomial, but not to the transport coefficient for gravitinos. We also develop a simple method for evaluating the angular integrals in the one loop diagrams involved in the Kubo formulae. Finally we show that charge diffusion mode of an ideal 2 dimensional Weyl gas in the presence of a finite chemical potential acquires a speed, which is equal to half the speed of light.

Quantum stochastic calculus associated with quadratic quantum noises

We first study a class of fundamental quantum stochastic processes induced by the generators of a six dimensional non-solvable Lie dagger-algebra consisting of all linear combinations of the generalized Gross Laplacian and its adjoint, annihilation operator, creation operator, conservation, and time, and then we study the quantum stochastic integrals associated with the class of fundamental quantum stochastic processes, and the quantum Ito formula is revisited. The existence and uniqueness of solution of a quantum stochastic differential equation is proved. The unitarity conditions of solutions of quantum stochastic differential equations associated with the fundamental processes are examined. The quantum stochastic calculus extends the Hudson-Parthasarathy quantum stochastic calculus. (C) 2016 AIP Publishing LLC.

A Generalized Soft-Sphere for Monte Carlo Simulation

A new collision model, called the generalized soft-sphere (GSS) model, is introduced. It has the same total cross section as the generalized hard-sphere model [Phys. Fluids A 5, 738 (1993)], whereas the deflection angle is calculated by the soft-sphere scattering model [Phys. Fluids A 3, 2459 (1991)]. In virtue of a two-term formula given to fit the numerical solutions of the collision integrals for the Lennard-Jones (6-12) potential and for the Stockmayer potential, the parameters involved in the GSS model are determined explicitly that may fully reproduce the transport coefficients under these potentials. Coefficients of viscosity, self-diffusion and diffusion for both polar and nonpolar molecules given by the GSS model and experiment are in excellent agreement over a wide range of temperature from low to high.

A Lennard-Jones Embedded-Atom Potential and Its Application to the Study of Melting

The nearest-neighbour Lennard-Jones potential from the embedded-atom method is extended to a form that includes more than nearest neighbours. The model has been applied to study melting with molecular dynamics. The calculated melting point, fractional volume change on melting, heat of fusion and linear coefficients of thermal expansion are in good agreement with experimental data. We have found that the second and third neighbours influence the melting point distinctly.

First-passage failure and its feedback minimization of quasi-partially integrable Hamiltonian systems

An n degree-of-freedom Hamiltonian system with r (1¡r¡n) independent 0rst integrals which are in involution is calledpartially integrable Hamiltonian system. A partially integrable Hamiltonian system subject to light dampings andweak stochastic excitations is called quasi-partially integrable Hamiltonian system. In the present paper, the procedures for studying the 0rst-passage failure and its feedback minimization of quasi-partially integrable Hamiltonian systems are proposed. First, the stochastic averaging methodfor quasi-partially integrable Hamiltonian systems is brie4y reviewed. Then, basedon the averagedIt ˆo equations, a backwardKolmogorov equation governing the conditional reliability function, a set of generalized Pontryagin equations governing the conditional moments of 0rst-passage time and their boundary and initial conditions are established. After that, the dynamical programming equations and their associated boundary and 0nal time conditions for the control problems of maximization of reliability andof maximization of mean 0rst-passage time are formulated. The relationship between the backwardKolmogorov equation andthe dynamical programming equation for reliability maximization, andthat between the Pontryagin equation andthe dynamical programming equation for maximization of mean 0rst-passage time are discussed. Finally, an example is worked out to illustrate the proposed procedures and the e9ectiveness of feedback control in reducing 0rst-passage failure.

Stress intensity factor histories of a steadily propagating crack under 3-D combined mode traction

Elastodynamic stress intensity factor histories of an unbounded solid containing a semi-infinite plane crack that propagates at a constant velocity under 3-D time-independent combined mode loading are considered. The fundamental solution, which is the response of point loading, is obtained. Then, stress intensity factor histories of a general loading system are written out in terms of superposition integrals. The methods used here are the Laplace transform methods in conjunction with the Wiener-Hopf technique.

Stress intensity factors calculation in anti-plane fracture problem by orthogonal integral extraction method based on femol

For an anti-plane problem, the differential operator is self-adjoint and the corresponding eigenfunctions belong to the Hilbert space. The orthogonal property between eigenfunctions (or between the derivatives of eigenfunctions) of anti-plane problem is exploited. We developed for the first time two sets of radius-independent orthogonal integrals for extraction of stress intensity factors (SIFs), so any order SIF can be extracted based on a certain known solution of displacement (an analytic result or a numerical result). Many numerical examples based on the finite element method of lines (FEMOL) show that the present method is very powerful and efficient.

Convergence of the auxiliary particle implementation of the PHD filter

Optimal Bayesian multi-target filtering is in general computationally impractical owing to the high dimensionality of the multi-target state. The Probability Hypothesis Density (PHD) filter propagates the first moment of the multi-target posterior distribution. While this reduces the dimensionality of the problem, the PHD filter still involves intractable integrals in many cases of interest. Several authors have proposed Sequential Monte Carlo (SMC) implementations of the PHD filter. However, these implementations are the equivalent of the Bootstrap Particle Filter, and the latter is well known to be inefficient. Drawing on ideas from the Auxiliary Particle Filter (APF), a SMC implementation of the PHD filter which employs auxiliary variables to enhance its efficiency was proposed by Whiteley et. al. Numerical examples were presented for two scenarios, including a challenging nonlinear observation model, to support the claim. This paper studies the theoretical properties of this auxiliary particle implementation. $\mathbb{L}_p$ error bounds are established from which almost sure convergence follows.

Auxiliary particle implementation of the probability hypothesis density filter

Optimal Bayesian multi-target filtering is, in general, computationally impractical owing to the high dimensionality of the multi-target state. The Probability Hypothesis Density (PHD) filter propagates the first moment of the multi-target posterior distribution. While this reduces the dimensionality of the problem, the PHD filter still involves intractable integrals in many cases of interest. Several authors have proposed Sequential Monte Carlo (SMC) implementations of the PHD filter. However, these implementations are the equivalent of the Bootstrap Particle Filter, and the latter is well known to be inefficient. Drawing on ideas from the Auxiliary Particle Filter (APF), we present a SMC implementation of the PHD filter which employs auxiliary variables to enhance its efficiency. Numerical examples are presented for two scenarios, including a challenging nonlinear observation model.