CHARACTERIZATION OF EXPONENTIAL DIVERGENCE OF THE KALMAN FILTER FOR TIME-VARYING SYSTEMS

This paper studies semistability of the recursive Kalman filter in the context of linear time-varying (LTV), possibly nondetectable systems with incorrect noise information. Semistability is a key property, as it ensures that the actual estimation error does not diverge exponentially. We explore structural properties of the filter to obtain a necessary and sufficient condition for the filter to be semistable. The condition does not involve limiting gains nor the solution of Riccati equations, as they can be difficult to obtain numerically and may not exist. We also compare semistability with the notions of stability and stability w.r.t. the initial error covariance, and we show that semistability in a sense makes no distinction between persistent and nonpersistent incorrect noise models, as opposed to stability. In the linear time invariant scenario we obtain algebraic, easy to test conditions for semistability and stability, which complement results available in the context of detectable systems. Illustrative examples are included.

Korteveg-de Vries solitons in a cold quark-gluon plasma

The relativistic heavy ion program developed at RHIC and now at LHC motivated a deeper study of the properties of the quark-gluon plasma (QGP) and, in particular, the study of perturbations in this kind of plasma. We are interested on the time evolution of perturbations in the baryon and energy densities. If a localized pulse in baryon density could propagate throughout the QGP for long distances preserving its shape and without loosing localization, this could have interesting consequences for relativistic heavy ion physics and for astrophysics. A mathematical way to prove that this can happen is to derive (under certain conditions) from the hydrodynamical equations of the QGP a Korteveg-de Vries (KdV) equation. The solution of this equation describes the propagation of a KdV soliton. The derivation of the KdV equation depends crucially on the equation of state (EOS) of the QGP. The use of the simple MIT bag model EOS does not lead to KdV solitons. Recently we have developed an EOS for the QGP which includes both perturbative and nonperturbative corrections to the MIT one and is still simple enough to allow for analytical manipulations. With this EOS we were able to derive a KdV equation for the cold QGP.

Hidden vorticity in binary Bose-Einstein condensates

We consider a binary Bose-Einstein condensate (BEC) described by a system of two-dimensional (2D) Gross-Pitaevskii equations with the harmonic-oscillator trapping potential. The intraspecies interactions are attractive, while the interaction between the species may have either sign. The same model applies to the copropagation of bimodal beams in photonic-crystal fibers. We consider a family of trapped hidden-vorticity (HV) modes in the form of bound states of two components with opposite vorticities S(1,2) = +/- 1, the total angular momentum being zero. A challenging problem is the stability of the HV modes. By means of a linear-stability analysis and direct simulations, stability domains are identified in a relevant parameter plane. In direct simulations, stable HV modes feature robustness against large perturbations, while unstable ones split into fragments whose number is identical to the azimuthal index of the fastest growing perturbation eigenmode. Conditions allowing for the creation of the HV modes in the experiment are discussed too. For comparison, a similar but simpler problem is studied in an analytical form, viz., the modulational instability of an HV state in a one-dimensional (1D) system with periodic boundary conditions (this system models a counterflow in a binary BEC mixture loaded into a toroidal trap or a bimodal optical beam coupled into a cylindrical shell). We demonstrate that the stabilization of the 1D HV modes is impossible, which stresses the significance of the stabilization of the HV modes in the 2D setting.

Two-dimensional supersonic nonlinear Schrodinger flow past an extended obstacle

Supersonic flow of a superfluid past a slender impenetrable macroscopic obstacle is studied in the framework of the two-dimensional (2D) defocusing nonlinear Schroumldinger (NLS) equation. This problem is of fundamental importance as a dispersive analog of the corresponding classical gas-dynamics problem. Assuming the oncoming flow speed is sufficiently high, we asymptotically reduce the original boundary-value problem for a steady flow past a slender body to the one-dimensional dispersive piston problem described by the nonstationary NLS equation, in which the role of time is played by the stretched x coordinate and the piston motion curve is defined by the spatial body profile. Two steady oblique spatial dispersive shock waves (DSWs) spreading from the pointed ends of the body are generated in both half planes. These are described analytically by constructing appropriate exact solutions of the Whitham modulation equations for the front DSW and by using a generalized Bohr-Sommerfeld quantization rule for the oblique dark soliton fan in the rear DSW. We propose an extension of the traditional modulation description of DSWs to include the linear ""ship-wave"" pattern forming outside the nonlinear modulation region of the front DSW. Our analytic results are supported by direct 2D unsteady numerical simulations and are relevant to recent experiments on Bose-Einstein condensates freely expanding past obstacles.

Theory of small-signal ac response of a dielectric liquid containing two groups of ions

The analysis of Macdonald for electrolytes is generalized to the case in which two groups of ions are present. We assume that the electrolyte can be considered as a dispersion of ions in a dielectric liquid, and that the ionic recombination can be neglected. We present the differential equations governing the ionic redistribution when the liquid is subjected to an external electric field, describing the simultaneous diffusion of the two groups of ions in the presence of their own space charge fields. We investigate the influence of the ions on the impedance spectroscopy of an electrolytic cell. In the analysis, we assume that each group of ions have equal mobility, the electrodes perfectly block and that the adsorption phenomena can be neglected. In this framework, it is shown that the real part of the electrical impedance of the cell has a frequency dependence presenting two plateaux, related to a type of ambipolar and free diffusion coefficients. The importance of the considered problem on the ionic characterization performed by means of the impedance spectroscopy technique was discussed. (c) 2008 American Institute of Physics.

Numerical investigation of the quantum fluctuations of optical fields transmitted through an atomic medium

We have numerically solved the Heisenberg-Langevin equations describing the propagation of quantized fields through an optically thick sample of atoms. Two orthogonal polarization components are considered for the field, and the complete Zeeman sublevel structure of the atomic transition is taken into account. Quantum fluctuations of atomic operators are included through appropriate Langevin forces. We have considered an incident field in a linearly polarized coherent state (driving field) and vacuum in the perpendicular polarization and calculated the noise spectra of the amplitude and phase quadratures of the output field for two orthogonal polarizations. We analyze different configurations depending on the total angular momentum of the ground and excited atomic states. We examine the generation of squeezing for the driving-field polarization component and vacuum squeezing of the orthogonal polarization. Entanglement of orthogonally polarized modes is predicted. Noise spectral features specific to (Zeeman) multilevel configurations are identified.

Role of noise in population dynamics cycles

Noise is an intrinsic feature of population dynamics and plays a crucial role in oscillations called phase-forgetting quasicycles by converting damped into sustained oscillations. This function of noise becomes evident when considering Langevin equations whose deterministic part yields only damped oscillations. We formulate here a consistent and systematic approach to population dynamics, leading to a Fokker-Planck equation and the associate Langevin equations in accordance with this conceptual framework, founded on stochastic lattice-gas models that describe spatially structured predator-prey systems. Langevin equations in the population densities and predator-prey pair density are derived in two stages. First, a birth-and-death stochastic process in the space of prey and predator numbers and predator-prey pair number is obtained by a contraction method that reduces the degrees of freedom. Second, a van Kampen expansion in the inverse of system size is then performed to get the Fokker-Planck equation. We also study the time correlation function, the asymptotic behavior of which is used to characterize the transition from the cyclic coexistence of species to the ordinary coexistence.

Perturbations of black p-branes

We consider black p-brane solutions of the low-energy string action, computing scalar perturbations. Using standard methods, we derive the wave equations obeyed by the perturbations and treat them analytically and numerically. We have found that tensorial perturbations obtained via a gauge-invariant formalism leads to the same results as scalar perturbations. No instability has been found. Asymptotically, these solutions typically reduce to a AdSd((p+2)) x Sd((8-p)) space which, in the framework of Maldacena's conjecture, can be regarded as a gravitational dual to a conformal field theory defined in a (p+1)-dimensional flat space-time. The results presented open the possibility of a better understanding the AdS/CFT correspondence, as originally formulated in terms of the relation among brane structures and gauge theories.

Field theory model for dark matter and dark energy in interaction

We propose a field theory model for dark energy and dark matter in interaction. Comparing the classical solutions of the field equations with the observations of the CMB shift parameter, baryonic acoustic oscillations, lookback time, and the Gold supernovae sample, we observe a possible interaction between dark sectors with energy decay from dark energy into dark matter. The observed interaction provides an alleviation to the coincidence problem.

KINETICS VERSUS HYDRODYNAMICS: GENERALIZATION OF LANDAU/COOPER-FRYE PRESCRIPTION FOR FREEZE-OUT

The problem of spectra formation in hydrodynamic approach to A + A collisions is considered within the Boltzmann equations. It is shown analytically and illustrated by numerical calculations that the particle momentum spectra can be presented in the Cooper-R-ye form despite freeze-out is not sharp and has the finite temporal width. The latter is equal to the inverse of the particle collision rate at points (t(sigma) (r, p), r) of the maximal emission at a fixed momentum p. The set of these points forms the hypersurfaces t(sigma)(r,p) which strongly depend on the values of p and typically do not enclose completely the initially dense matter. This is an important difference from the standard Cooper-Frye prescription (CFp), with a common freeze-out hypersurface for all p, that affects significantly the predicted spectra. Also, the well known problem of CFp as for negative contributions to the spectra from non-space-like parts of the freeze-out hypersurface is naturally eliminated in this improved prescription.

Deformations of the Tracy-Widom distribution

In random matrix theory, the Tracy-Widom (TW) distribution describes the behavior of the largest eigenvalue. We consider here two models in which TW undergoes transformations. In the first one disorder is introduced in the Gaussian ensembles by superimposing an external source of randomness. A competition between TW and a normal (Gaussian) distribution results, depending on the spreading of the disorder. The second model consists of removing at random a fraction of (correlated) eigenvalues of a random matrix. The usual formalism of Fredholm determinants extends naturally. A continuous transition from TW to the Weilbull distribution, characteristic of extreme values of an uncorrelated sequence, is obtained.

Physical approximations for the nonlinear evolution of perturbations in inhomogeneous dark energy scenarios

The abundance and distribution of collapsed objects such as galaxy clusters will become an important tool to investigate the nature of dark energy and dark matter. Number counts of very massive objects are sensitive not only to the equation of state of dark energy, which parametrizes the smooth component of its pressure, but also to the sound speed of dark energy, which determines the amount of pressure in inhomogeneous and collapsed structures. Since the evolution of these structures must be followed well into the nonlinear regime, and a fully relativistic framework for this regime does not exist yet, we compare two approximate schemes: the widely used spherical collapse model and the pseudo-Newtonian approach. We show that both approximation schemes convey identical equations for the density contrast, when the pressure perturbation of dark energy is parametrized in terms of an effective sound speed. We also make a comparison of these approximate approaches to general relativity in the linearized regime, which lends some support to the approximations.

Hydro-kinetic approach to relativistic heavy ion collisions

We develop a combined hydro-kinetic approach which incorporates a hydrodynamical expansion of the systems formed in A + A collisions and their dynamical decoupling described by escape probabilities. The method corresponds to a generalized relaxation time (tau(rel)) approximation for the Boltzmann equation applied to inhomogeneous expanding systems; at small tau(rel) it also allows one to catch the viscous effects in hadronic component-hadron-resonance gas. We demonstrate how the approximation of sudden freeze-out can be obtained within this dynamical picture of continuous emission and find that hypersurfaces, corresponding to a sharp freeze-out limit, are momentum dependent. The pion m(T) spectra are computed in the developed hydro-kinetic model, and compared with those obtained from ideal hydrodynamics with the Cooper-Frye isothermal prescription. Our results indicate that there does not exist a universal freeze-out temperature for pions with different momenta, and support an earlier decoupling of higher p(T) particles. By performing numerical simulations for various initial conditions and equations of state we identify several characteristic features of the bulk QCD matter evolution preferred in view of the current analysis of heavy ion collisions at RHIC energies.

Classical noncommutative electrodynamics with external source

In a U(1)(*)-noncommutative gauge field theory we extend the Seiberg-Witten map to include the (gauge-invariance-violating) external current and formulate-to the first order in the noncommutative parameter-gauge-covariant classical field equations. We find solutions to these equations in the vacuum and in an external magnetic field, when the 4-current is a static electric charge of a finite size a, restricted from below by the elementary length. We impose extra boundary conditions, which we use to rule out all singularities, 1/r included, from the solutions. The static charge proves to be a magnetic dipole, with its magnetic moment being inversely proportional to its size a. The external magnetic field modifies the long-range Coulomb field and some electromagnetic form factors. We also analyze the ambiguity in the Seiberg-Witten map and show that at least to the order studied here it is equivalent to the ambiguity of adding a homogeneous solution to the current-conservation equation.

Gravitational stability of simply rotating Myers-Perry black holes: Tensorial perturbations

We study the stability of D >= 7 asymptotically flat black holes rotating in a single two-plane against tensor-type gravitational perturbations. The extensive search of quasinormal modes for these black holes did not indicate any presence of growing modes, implying the stability of simply rotating Myers-Perry black holes against tensor-type perturbations.