Novel analytical and numerical methods for solving fractional dynamical systems

During the past three decades, the subject of fractional calculus (that is, calculus of integrals and derivatives of arbitrary order) has gained considerable popularity and importance, mainly due to its demonstrated applications in numerous diverse and widespread fields in science and engineering. For example, fractional calculus has been successfully applied to problems in system biology, physics, chemistry and biochemistry, hydrology, medicine, and finance. In many cases these new fractional-order models are more adequate than the previously used integer-order models, because fractional derivatives and integrals enable the description of the memory and hereditary properties inherent in various materials and processes that are governed by anomalous diffusion. Hence, there is a growing need to find the solution behaviour of these fractional differential equations. However, the analytic solutions of most fractional differential equations generally cannot be obtained. As a consequence, approximate and numerical techniques are playing an important role in identifying the solution behaviour of such fractional equations and exploring their applications. The main objective of this thesis is to develop new effective numerical methods and supporting analysis, based on the finite difference and finite element methods, for solving time, space and time-space fractional dynamical systems involving fractional derivatives in one and two spatial dimensions. A series of five published papers and one manuscript in preparation will be presented on the solution of the space fractional diffusion equation, space fractional advectiondispersion equation, time and space fractional diffusion equation, time and space fractional Fokker-Planck equation with a linear or non-linear source term, and fractional cable equation involving two time fractional derivatives, respectively. One important contribution of this thesis is the demonstration of how to choose different approximation techniques for different fractional derivatives. Special attention has been paid to the Riesz space fractional derivative, due to its important application in the field of groundwater flow, system biology and finance. We present three numerical methods to approximate the Riesz space fractional derivative, namely the L1/ L2-approximation method, the standard/shifted Gr¨unwald method, and the matrix transform method (MTM). The first two methods are based on the finite difference method, while the MTM allows discretisation in space using either the finite difference or finite element methods. Furthermore, we prove the equivalence of the Riesz fractional derivative and the fractional Laplacian operator under homogeneous Dirichlet boundary conditions – a result that had not previously been established. This result justifies the aforementioned use of the MTM to approximate the Riesz fractional derivative. After spatial discretisation, the time-space fractional partial differential equation is transformed into a system of fractional-in-time differential equations. We then investigate numerical methods to handle time fractional derivatives, be they Caputo type or Riemann-Liouville type. This leads to new methods utilising either finite difference strategies or the Laplace transform method for advancing the solution in time. The stability and convergence of our proposed numerical methods are also investigated. Numerical experiments are carried out in support of our theoretical analysis. We also emphasise that the numerical methods we develop are applicable for many other types of fractional partial differential equations.

Wind-energy based path planning for unmanned aerial vehicles using Markov decision processes

Exploiting wind-energy is one possible way to extend flight duration for Unmanned Arial Vehicles. Wind-energy can also be used to minimise energy consumption for a planned path. In this paper, we consider uncertain time-varying wind fields and plan a path through them. A Gaussian distribution is used to determine uncertainty in the Time-varying wind fields. We use Markov Decision Process to plan a path based upon the uncertainty of Gaussian distribution. Simulation results that compare the direct line of flight between start and target point and our planned path for energy consumption and time of travel are presented. The result is a robust path using the most visited cell while sampling the Gaussian distribution of the wind field in each cell.

Processes of 30-90 days sea surface temperature variability in the northern Indian Ocean during boreal summer

During summer, the northern Indian Ocean exhibits significant atmospheric intraseasonal variability associated with active and break phases of the monsoon in the 30-90 days band. In this paper, we investigate mechanisms of the Sea Surface Temperature (SST) signature of this atmospheric variability, using a combination of observational datasets and Ocean General Circulation Model sensitivity experiments. In addition to the previously-reported intraseasonal SST signature in the Bay of Bengal, observations show clear SST signals in the Arabian Sea related to the active/break cycle of the monsoon. As the atmospheric intraseasonal oscillation moves northward, SST variations appear first at the southern tip of India (day 0), then in the Somali upwelling region (day 10), northern Bay of Bengal (day 19) and finally in the Oman upwelling region (day 23). The Bay of Bengal and Oman signals are most clearly associated with the monsoon active/break index, whereas the relationship with signals near Somali upwelling and the southern tip of India is weaker. In agreement with previous studies, we find that heat flux variations drive most of the intraseasonal SST variability in the Bay of Bengal, both in our model (regression coefficient, 0.9, against similar to 0.25 for wind stress) and in observations (0.8 regression coefficient); similar to 60% of the heat flux variation is due do shortwave radiation and similar to 40% due to latent heat flux. On the other hand, both observations and model results indicate a prominent role of dynamical oceanic processes in the Arabian Sea. Wind-stress variations force about 70-100% of SST intraseasonal variations in the Arabian Sea, through modulation of oceanic processes (entrainment, mixing, Ekman pumping, lateral advection). Our similar to 100 km resolution model suggests that internal oceanic variability (i.e. eddies) contributes substantially to intraseasonal variability at small-scale in the Somali upwelling region, but does not contribute to large-scale intraseasonal SST variability due to its small spatial scale and random phase relation to the active-break monsoon cycle. The effect of oceanic eddies; however, remains to be explored at a higher spatial resolution.

An Ensemble Kushner-Stratonovich-Poisson Filter for Recursive Estimation in Nonlinear Dynamical Systems

We propose a Monte Carlo filter for recursive estimation of diffusive processes that modulate the instantaneous rates of Poisson measurements. A key aspect is the additive update, through a gain-like correction term, empirically approximated from the innovation integral in the time-discretized Kushner-Stratonovich equation. The additive filter-update scheme eliminates the problem of particle collapse encountered in many conventional particle filters. Through a few numerical demonstrations, the versatility of the proposed filter is brought forth.

Global analysis of dynamical decision-making models through local computation around the hidden saddle

Bistable dynamical switches are frequently encountered in mathematical modeling of biological systems because binary decisions are at the core of many cellular processes. Bistable switches present two stable steady-states, each of them corresponding to a distinct decision. In response to a transient signal, the system can flip back and forth between these two stable steady-states, switching between both decisions. Understanding which parameters and states affect this switch between stable states may shed light on the mechanisms underlying the decision-making process. Yet, answering such a question involves analyzing the global dynamical (i.e., transient) behavior of a nonlinear, possibly high dimensional model. In this paper, we show how a local analysis at a particular equilibrium point of bistable systems is highly relevant to understand the global properties of the switching system. The local analysis is performed at the saddle point, an often disregarded equilibrium point of bistable models but which is shown to be a key ruler of the decision-making process. Results are illustrated on three previously published models of biological switches: two models of apoptosis, the programmed cell death and one model of long-term potentiation, a phenomenon underlying synaptic plasticity. © 2012 Trotta et al.

Nonequilibrium dynamics of photoexcited electrons in graphene: Collinear scattering, Auger processes, and the impact of screening

We present a combined analytical and numerical study of the early stages (sub-100-fs) of the nonequilibrium dynamics of photoexcited electrons in graphene. We employ the semiclassical Boltzmann equation with a collision integral that includes contributions from electron-electron (e-e) and electron-optical phonon interactions. Taking advantage of circular symmetry and employing the massless Dirac fermion (MDF) Hamiltonian, we are able to perform an essentially analytical study of the e-e contribution to the collision integral. This allows us to take particular care of subtle collinear scattering processes - processes in which incoming and outgoing momenta of the scattering particles lie on the same line - including carrier multiplication (CM) and Auger recombination (AR). These processes have a vanishing phase space for two-dimensional MDF bare bands. However, we argue that electron-lifetime effects, seen in experiments based on angle-resolved photoemission spectroscopy, provide a natural pathway to regularize this pathology, yielding a finite contribution due to CM and AR to the Coulomb collision integral. Finally, we discuss in detail the role of physics beyond the Fermi golden rule by including screening in the matrix element of the Coulomb interaction at the level of the random phase approximation (RPA), focusing in particular on the consequences of various approximations including static RPA screening, which maximizes the impact of CM and AR processes, and dynamical RPA screening, which completely suppresses them. © 2013 American Physical Society.

Bloch oscillation under a bichromatic laser: Dynamical delocalization and localization, persistent terahertz emission, and harmonics generation

A novel AC driving configuration is proposed for biased semiconductor superlattices, in which the THz driving is provided by an intense bichromatic cw laser in the visible light range. The frequency difference between two components of the laser is resonant with the Bloch oscillation. Thus, multi-photon processes mediated by the conduction (valence) band states lead to dynamical delocalization and localization of the valence (conduction) electrons, and to the formation and collapse of quasi-minibands. Thus, driven Bloch oscillators are predicted to generate persistent THz emission and harmonics of the dipole field, which are tolerant of the exciton and the relaxation effects.

Dynamical and steady-state requirements for effective entanglement transfer

Entanglement transfer processes from a continuous-variable (CV) to a qubit system have primary importance in quantum information processing due to some practical implications in the realization of a quantum network. A CV system can propagate entanglement while a qubit system is easy to manipulate. We study conditions to entangle two atomic qubits with a two-mode squeezed field driving two cavities containing the atoms.

Relaxation processes in room temperature ionic liquids: The case of 1-butyl-3-methyl imidazolium hexafluorophosphate

A detailed investigation on the nature of the relaxation processes occurring in a typical room temperature ionic liquid (RTIL), namely, 1-butyl-3-methyl imidazolium hexafluorophosphate ([bmim][PF6]), is reported. The study was conducted using both elastic and inelastic neutron scattering over a wide temperature range from 10 to 400 K, accessing the dynamic features of both the liquid and glassy amorphous states. In this study, the inelastic fixed energy scan technique has been applied for the first time to this class of materials. Using this technique, the existence of two relaxation processes below the glass transition and a further diffusive process occurring above the glass-liquid transition are observed. The low temperature processes are associated with methyl group rotation and butyl chain relaxation in the glassy state and have been modeled in terms of two Debye-like, Arrhenius activated processes. The high temperature process has been modeled in terms of a Kohlraush-Williams-Watts relaxation, with a distinct Vogel-Fulcher-Tamman temperature dependence. These results provide novel information that will be useful in rationalizing the observed structural and dynamical behavior of RTILs in the amorphous state.

Dynamical instability in surface permeability characteristics of building sandstones in response to salt accumulation over time

This paper explores how the surface permeability of sandstone blocks changes over time in response to repeated salt weathering cycles. Surface permeability controls the amount of moisture and dissolved salt that can penetrate in and facilitate decay. Connected pores permit the movement of moisture (and hence soluble salts) into the stone interior, and where areas are more or less permeable soluble salts may migrate along preferred pathways at differential rates. Previous research has shown that salts can accumulate in the near-surface zone and lead to partial pore blocking which influences subsequent moisture ingress and causes rapid salt accumulation in the near-surface zone.

Two parallel salt weathering simulations were carried out on blocks of Peakmoor Sandstone of different volumes. Blocks were removed from simulations after 2, 5, 10, 20 and 60 cycles. Permeability measurements were taken for these blocks at a resolution of 20 mm, providing a grid of 100 permeability values for each surface. The geostatistical technique of ordinary kriging was applied to the data to produce a smoothed interpolation of permeability for these surfaces, and hence improve understanding of the evolution of permeability over time in response to repeated salt weathering cycles.

Results illustrate the different responses of the sandstone blocks of different volumes to repeated salt weathering cycles. In both cases, after an initial subtle decline in the permeability (reflecting pore blocking), the permeability starts to increase — reflected in a rise in mean, maximum and minimum values. However, between 10 and 20 cycles, there is a jump in the mean and range permeability of the group A block surfaces coinciding with the onset of meaningful debris release. After 60 cycles, the range of permeability in the group A block surface had increased markedly, suggesting the development of a secondary permeability. The concept of dynamic instability and divergent behaviour is applied at the scale of a single block surface, with initial small-scale differences across a surface having larger scale consequences as weathering progresses.

After cycle 10, group B blocks show a much smaller increase in mean permeability, and the range stays relatively steady — this may be explained by the capillary conditions set up by the smaller volume of the stone, allowing salts to migrate to the ‘back’ of the blocks and effectively relieving stress at the ‘front’ face.

Mass media and polarisation processes in the bounded confidence model of opinion dynamics

This paper presents a social simulation in which we add an additional layer of mass media communication to the social network 'bounded confidence' model of Deffuant et al (2000). A population of agents on a lattice with continuous opinions and bounded confidence adjust their opinions on the basis of binary social network interactions between neighbours or communication with a fixed opinion. There are two mechanisms for interaction. 'Social interaction' occurs between neighbours on a lattice and 'mass communication' adjusts opinions based on an agent interacting with a fixed opinion. Two new variables are added, polarisation: the degree to which two mass media opinions differ, and broadcast ratio: the number of social interactions for each mass media communication. Four dynamical regimes are observed, fragmented, double extreme convergence, a state of persistent opinion exchange leading to single extreme convergence and a disordered state. Double extreme convergence is found where agents are less willing to change opinion and mass media communications are common or where there is moderate willingness to change opinion and a high frequency of mass media communications. Single extreme convergence is found where there is moderate willingness to change opinion and a lower frequency of mass media communication. A period of persistent opinion exchange precedes single extreme convergence, it is characterized by the formation of two opposing groups of opinion separated by a gradient of opinion exchange. With even very low frequencies of mass media communications this results in a move to central opinions followed by a global drift to one extreme as one of the opposing groups of opinion dominates. A similar pattern of findings is observed for Neumann and Moore neighbourhoods.

Dynamical symmetries and crossovers in a three-spin system with collective dissipation

We consider the non-equilibrium dynamics of a simple system consisting of interacting spin-1/2 particles subjected to a collective damping. The model is close to situations that can be engineered in hybrid electro/opto-mechanical settings. Making use of large-deviation theory, we find a Gallavotti-Cohen symmetry in the dynamics of the system as well as evidence for the coexistence of two dynamical phases with different activity levels. We show that additional damping processes smooth out this behavior. Our analytical results are backed up by Monte Carlo simulations that reveal the nature of the trajectories contributing to the different dynamical phases.

Studies on the littoral processes in relation to stability of beaches around Cchin

The coastal and nearshore areas have played vital role in the trade and economic development of coastal nations since ancient times. In recent years, the demands for utilization of these areas have increased for purposes of navigation, setting up of offshore structures for oil industry, exploitation of the available fishery and mineral resources, and to provide recreational facilities along the coast as a part of the coastal zone management. It is in this context the studies on nearshore processes receive greater priorities. Stability of beaches is controlled by the interaction of various physical parameters such as winds, waves, currents, tides and the nature and constituents of the beaches. The results of studies carried out by the author on the dynamical effects of these environmental parameters on the shoreline processes along the beaches around Cochin are presented in this thesis. The section of the coast investigated is about 57 km of shore from Azhikode to Anthakaranazhi situated on the central Kerala coast. Four regions namely Narakkal, Malipuram, Fort Cochin and Anthakaranazhi were chosen for detailed study

A Dynamical Systems Model for Language Change

Formalizing linguists' intuitions of language change as a dynamical system, we quantify the time course of language change including sudden vs. gradual changes in languages. We apply the computer model to the historical loss of Verb Second from Old French to modern French, showing that otherwise adequate grammatical theories can fail our new evolutionary criterion.

Towards dynamical system models of language-related brain potentials

Event-related brain potentials (ERP) are important neural correlates of cognitive processes. In the domain of language processing, the N400 and P600 reflect lexical-semantic integration and syntactic processing problems, respectively. We suggest an interpretation of these markers in terms of dynamical system theory and present two nonlinear dynamical models for syntactic computations where different processing strategies correspond to functionally different regions in the system's phase space.