Universality of the Stochastic Airy Operator

We introduce a new method for studying universality of random matrices. Let T-n be the Jacobi matrix associated to the Dyson beta ensemble with uniformly convex polynomial potential. We show that after scaling, Tn converges to the stochastic Airy operator. In particular, the top edge of the Dyson beta ensemble and the corresponding eigenvectors are universal. As a byproduct, these ideas lead to conjectured operator limits for the entire family of soft edge distributions. (C) 2015 Wiley Periodicals, Inc.

Modeling of the non-isothermal liquid droplet impact on a heated solid substrate with heterogeneous wettability

A comprehensive numerical investigation on the impingement and spreading of a non-isothermal liquid droplet on a solid substrate with heterogeneous wettability is presented in this work. The time-dependent incompressible Navier-Stokes equations are used to describe the fluid flow in the liquid droplet, whereas the heat transfer in the moving droplet and in the solid substrate is described by the energy equation. The arbitrary Lagrangian-Eulerian (ALE) formulation with finite elements is used to solve the time-dependent incompressible Navier-Stokes equation and the energy equation in the time-dependent moving domain. Moreover, the Marangoni convection is included in the variational form of the Navier-Stokes equations without calculating the partial derivatives of the temperature on the free surface. The heterogeneous wettability is incorporated into the numerical model by defining a space-dependent contact angle. An array of simulations for droplet impingement on a heated solid substrate with circular patterned heterogeneous wettability are presented. The numerical study includes the influence of wettability contrast, pattern diameter, Reynolds number and Weber number on the confinement of the spreading droplet within the inner region, which is more wettable than the outer region. Also, the influence of these parameters on the total heat transfer from the solid substrate to the liquid droplet is examined. We observe that the equilibrium position depends on the wettability contrast and the diameter of the inner surface. Consequently. the heat transfer is more when the wettability contrast is small and/or the diameter of inner region is large. The influence of the Weber number on the total heat transfer is more compared to the Reynolds number, and the total heat transfer increases when the Weber number increases. (C) 2015 Elsevier Ltd. All rights reserved.

Multi-dimensional Goodness-of-Fit Tests for Spectrum Sensing Based on Stochastic Distances

In this paper, we study two multi-dimensional Goodness-of-Fit tests for spectrum sensing in cognitive radios. The multi-dimensional scenario refers to multiple CR nodes, each with multiple antennas, that record multiple observations from multiple primary users for spectrum sensing. These tests, viz., the Interpoint Distance (ID) based test and the h, f distance based tests are constructed based on the properties of stochastic distances. The ID test is studied in detail for a single CR node case, and a possible extension to handle multiple nodes is discussed. On the other hand, the h, f test is applicable in a multi-node setup. A robustness feature of the KL distance based test is discussed, which has connections with Middleton's class A model. Through Monte-Carlo simulations, the proposed tests are shown to outperform the existing techniques such as the eigenvalue ratio based test, John's test, and the sphericity test, in several scenarios.

A mean-reverting stochastic model for the political business cycle

In this article, we look at the political business cycle problem through the lens of uncertainty. The feedback control used by us is the famous NKPC with stochasticity and wage rigidities. We extend the New Keynesian Phillips Curve model to the continuous time stochastic set up with an Ornstein-Uhlenbeck process. We minimize relevant expected quadratic cost by solving the corresponding Hamilton-Jacobi-Bellman equation. The basic intuition of the classical model is qualitatively carried forward in our set up but uncertainty also plays an important role in determining the optimal trajectory of the voter support function. The internal variability of the system acts as a base shifter for the support function in the risk neutral case. The role of uncertainty is even more prominent in the risk averse case where all the shape parameters are directly dependent on variability. Thus, in this case variability controls both the rates of change as well as the base shift parameters. To gain more insight we have also studied the model when the coefficients are time invariant and studied numerical solutions. The close relationship between the unemployment rate and the support function for the incumbent party is highlighted. The role of uncertainty in creating sampling fluctuation in this set up, possibly towards apparently anomalous results, is also explored.

PLUTO plus : Near-Complete Modeling of Affine Transformations for Parallelism and Locality

Affine transformations have proven to be very powerful for loop restructuring due to their ability to model a very wide range of transformations. A single multi-dimensional affine function can represent a long and complex sequence of simpler transformations. Existing affine transformation frameworks like the Pluto algorithm, that include a cost function for modern multicore architectures where coarse-grained parallelism and locality are crucial, consider only a sub-space of transformations to avoid a combinatorial explosion in finding the transformations. The ensuing practical tradeoffs lead to the exclusion of certain useful transformations, in particular, transformation compositions involving loop reversals and loop skewing by negative factors. In this paper, we propose an approach to address this limitation by modeling a much larger space of affine transformations in conjunction with the Pluto algorithm's cost function. We perform an experimental evaluation of both, the effect on compilation time, and performance of generated codes. The evaluation shows that our new framework, Pluto+, provides no degradation in performance in any of the Polybench benchmarks. For Lattice Boltzmann Method (LBM) codes with periodic boundary conditions, it provides a mean speedup of 1.33x over Pluto. We also show that Pluto+ does not increase compile times significantly. Experimental results on Polybench show that Pluto+ increases overall polyhedral source-to-source optimization time only by 15%. In cases where it improves execution time significantly, it increased polyhedral optimization time only by 2.04x.

Pyrolysis of 3-carene: Experiment, Theory and Modeling

Thermal decomposition studies of 3-carene, a bio-fuel, have been carried out behind the reflected shock wave in a single pulse shock tube for temperature ranging from 920 K to 1220 K. The observed products in thermal decomposition of 3-carene are acetylene, allene, butadiene, isoprene, cyclopentadiene, hexatriene, benzene, toluene and p-xylene. The overall rate constant for 3-carene decomposition was found to be k/s(-1) = 10((9.95 +/- 0.54)) exp(-40.88 +/- 2.71 kcal mol(-1) /RT). Ab-initio theoretical calculations were carried out to find the minimum energy pathway that could explain the formation of the observed products in the thermal decomposition experiments. These calculations were carried out at B3LYP/6-311 + G(d,p) and G3 level of theories. A kinetic mechanism explaining the observed products in the thermal decomposition experiments has been derived. It is concluded that the linear hydrocarbons are the primary products in the pyrolysis of 3-carene.

Microkinetic Modeling of CO Oxidation on Ionic Palladium-Substituted Ceria

This study presents a plausible dual-site mechanism and microkinetic model for CO oxidation over palladium-substituted ceria incorporating the theoretical oxygen storage capacity of different-catalysts into the kinetic model. A rate expression without prior assumption of rate-determining steps has been developed for the proposed microkinetic model using reaction route analysis. Experiments were conducted using various percentages of palladium in ceria that were synthesized by solution combustion. Obtained catalysts were characterized by X-ray diffraction, X-ray photoelectron spectra, and Brunauer-Emmett-Teller surface area measurements. A detailed mechanism was, developed, and the kinetic parameters and rate expression were validated with the conversion data obtained in the presence of the catalysts. Furthermore, a reduced rate expression based on rate-determining step and most abundant reactive intermediate approximation was obtained and tested against the original rate expression for different experimental conditions. From the results obtained it was concluded that the simulated rate predictions matched the experimental trend with reasonable accuracy, validating the kinetic parameters proposed it this study.

Numerical prediction of nozzle flow separation: Issue of turbulence modeling

Numerical simulation of separated flows in rocket nozzles is challenging because existing turbulence models are unable to predict it correctly. This paper addresses this issue with the Spalart-Allmaras and Shear Stress Transport (SST) eddy-viscosity models, which predict flow separation with moderate success. Their performances have been compared against experimental data for a conical and two contoured subscale nozzles. It is found that they fail to predict the separation location correctly, exhibiting sensitivity to the nozzle pressure ratio (NPR) and nozzle type. A careful assessment indicated how the model had to be tuned for better, consistent prediction. It is learnt that SST model's failure is caused by limiting of the shear stress inside boundary layer according to Bradshaw's assumption, and by over prediction of jet spreading rate. Accordingly, SST's coefficients were empirically modified to match the experimental wall pressure data. Results confirm that accurate RANS prediction of separation depends on the correct capture of the jet spreading rate, and that it is feasible over a wide range of NPRs by modified values of the diffusion coefficients in the turbulence model. (C) 2015 Elsevier Masson SAS. All rights reserved.

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 Stochastic Approximation Algorithm for Quantile Estimation

In this paper, we present two new stochastic approximation algorithms for the problem of quantile estimation. The algorithms uses the characterization of the quantile provided in terms of an optimization problem in 1]. The algorithms take the shape of a stochastic gradient descent which minimizes the optimization problem. Asymptotic convergence of the algorithms to the true quantile is proven using the ODE method. The theoretical results are also supplemented through empirical evidence. The algorithms are shown to provide significant improvement in terms of memory requirement and accuracy.

Joint modeling of lithosphere and mantle dynamics: Evaluation of constraints from global tomography models

With the advances in technology, seismological theory, and data acquisition, a number of high-resolution seismic tomography models have been published. However, discrepancies between tomography models often arise from different theoretical treatments of seismic wave propagation, different inversion strategies, and different data sets. Using a fixed velocity-to-density scaling and a fixed radial viscosity profile, we compute global mantle flow models associated with the different tomography models and test the impact of these for explaining surface geophysical observations (geoid, dynamic topography, stress, and strain rates). We use the joint modeling of lithosphere and mantle dynamics approach of Ghosh and Holt (2012) to compute the full lithosphere stresses, except that we use HC for the mantle circulation model, which accounts for the primary flow-coupling features associated with density-driven mantle flow. Our results show that the seismic tomography models of S40RTS and SAW642AN provide a better match with surface observables on a global scale than other models tested. Both of these tomography models have important similarities, including upwellings located in Pacific, Eastern Africa, Iceland, and mid-ocean ridges in the Atlantic and Indian Ocean and downwelling flows mainly located beneath the Andes, the Middle East, and central and Southeast Asia.

COUPLED OPTICAL-THERMAL-FLUID MODELING OF A DIRECTLY HEATED TUBULAR SOLAR RECEIVER FOR SUPERCRITICAL CO2 BRAYTON CYCLE

Recent studies have evaluated closed-loop supercritical carbon dioxide (s-CO2) Brayton cycles to be a higher energy density system in comparison to conventional superheated steam Rankine systems. At turbine inlet conditions of 923K and 25 MPa, high thermal efficiency (similar to 50%) can be achieved. Achieving these high efficiencies will make concentrating solar power (CSP) technologies a competitive alternative to current power generation methods. To incorporate a s-CO2 Brayton power cycle in a solar power tower system, the development of a solar receiver capable of providing an outlet temperature of 923 K (at 25 MPa) is necessary. The s-CO2 will need to increase in temperature by similar to 200 K as it passes through the solar receiver to satisfy the temperature requirements of a s-CO2 Brayton cycle with recuperation and recompression. In this study, an optical-thermal-fluid model was developed to design and evaluate a tubular receiver that will receive a heat input similar to 2 MWth from a heliostat field. The ray-tracing tool SolTrace was used to obtain the heat-flux distribution on the surfaces of the receiver. Computational fluid dynamics (CFD) modeling using the Discrete Ordinates (DO) radiation model was used to predict the temperature distribution and the resulting receiver efficiency. The effect of flow parameters, receiver geometry and radiation absorption by s-CO2 were studied. The receiver surface temperatures were found to be within the safe operational limit while exhibiting a receiver efficiency of similar to 85%.

Modeling and mesoscopic damage constitutive relation of brittle short-fiber-reinforced composites

Aimed at brittle composites reinforced by randomly distributed short-fibers with a relatively large aspect ratio, stiffness modulus and strength, a mesoscopic material model was proposed. Based on the statistical description, damage mechanisms, damage-induced anisotropy, damage rate effect and stress redistribution, the constitutive relation were derived. By taking glass fiber reinforced polypropylene polymers as an example, the effect of initial orientation distribution of fibers, damage-induced anisotropy, and damage-rate effect on macro-behaviors of composites were quantitatively analyzed. The theoretical predictions compared favorably with the experimental results.

Modeling Study on the Characteristics of Laminar and Turbulent Argon Plasma Jets Impinging Normally upon a Flat Plate in Ambient Air

Modeling study is performed to compare the flow and heat transfer characteristics of laminar and turbulent argon thermal-plasma jets impinging normally upon a flat plate in ambient air. The combined-diffusion-coefficient method and the turbulence-enhanced combined-diffusion-coefficient method are employed to treat the diffusion of argon in the argon-air mixture for the laminar and the turbulent cases, respectively. Modeling results presented include the flow, temperature and argon concentration fields, the air mass flow-rates entrained into the impinging plasma jets, and the distributions of the heat flux density on the plate surface. It is found that the formation of a radial wall jet on the plate surface appreciably enhances the mass flow rate of the ambient air entrained into the laminar or turbulent plasma impinging-jet. When the plate standoff distance is comparatively small, there exists a significant difference between the laminar and turbulent plasma impinging-jets in their flow fields due to the occurrence of a large closed recirculation vortex in the turbulent plasma impinging-jet, and no appreciable difference is found between the two types of jets in their maximum values and distributions of the heat flux density at the plate surface. At larger plate standoff distances, the effect of the plate on the jet flow fields only appears in the region near the plate, and the axial decaying-rates of the plasma temperature, axial velocity and argon mass fraction along the axis of the laminar plasma impinging-jet become appreciably less than their turbulent counterparts.