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 diagram of the half-filled ionic Hubbard model

We study the phase diagram of the ionic Hubbard model (IHM) at half filling on a Bethe lattice of infinite connectivity using dynamical mean-field theory (DMFT), with two impurity solvers, namely, iterated perturbation theory (IPT) and continuous time quantum Monte Carlo (CTQMC). The physics of the IHM is governed by the competition between the staggered ionic potential Delta and the on-site Hubbard U. We find that for a finite Delta and at zero temperature, long-range antiferromagnetic (AFM) order sets in beyond a threshold U = U-AF via a first-order phase transition. For U smaller than U-AF the system is a correlated band insulator. Both methods show a clear evidence for a quantum transition to a half-metal (HM) phase just after the AFM order is turned on, followed by the formation of an AFM insulator on further increasing U. We show that the results obtained within both methods have good qualitative and quantitative consistency in the intermediate-to-strong-coupling regime at zero temperature as well as at finite temperature. On increasing the temperature, the AFM order is lost via a first-order phase transition at a transition temperature T-AF(U,Delta) or, equivalently, on decreasing U below U-AF(T,Delta)], within both methods, for weak to intermediate values of U/t. In the strongly correlated regime, where the effective low-energy Hamiltonian is the Heisenberg model, IPT is unable to capture the thermal (Neel) transition from the AFM phase to the paramagnetic phase, but the CTQMC does. At a finite temperature T, DMFT + CTQMC shows a second phase transition (not seen within DMFT + IPT) on increasing U beyond U-AF. At U-N > U-AF, when the Neel temperature T-N for the effective Heisenberg model becomes lower than T, the AFM order is lost via a second-order transition. For U >> Delta, T-N similar to t(2)/U(1 - x(2)), where x = 2 Delta/U and thus T-N increases with increase in Delta/U. In the three-dimensional parameter space of (U/t, T/t, and Delta/t), as T increases, the surface of first-order transition at U-AF(T,Delta) and that of the second-order transition at U-N(T,Delta) approach each other, shrinking the range over which the AFM order is stable. There is a line of tricritical points that separates the surfaces of first- and second-order phase transitions.

Detection of a quantum particle on a lattice under repeated projective measurements

We consider a quantum particle, moving on a lattice with a tight-binding Hamiltonian, which is subjected to measurements to detect its arrival at a particular chosen set of sites. The projective measurements are made at regular time intervals tau, and we consider the evolution of the wave function until the time a detection occurs. We study the probabilities of its first detection at some time and, conversely, the probability of it not being detected (i.e., surviving) up to that time. We propose a general perturbative approach for understanding the dynamics which maps the evolution operator, which consists of unitary transformations followed by projections, to one described by a non-Hermitian Hamiltonian. For some examples of a particle moving on one-and two-dimensional lattices with one or more detection sites, we use this approach to find exact expressions for the survival probability and find excellent agreement with direct numerical results. A mean-field model with hopping between all pairs of sites and detection at one site is solved exactly. For the one-and two-dimensional systems, the survival probability is shown to have a power-law decay with time, where the power depends on the initial position of the particle. Finally, we show an interesting and nontrivial connection between the dynamics of the particle in our model and the evolution of a particle under a non-Hermitian Hamiltonian with a large absorbing potential at some sites.

Efficient charge transfer and field-induced tunneling transport in hybrid composite device of organic semiconductor and cadmium telluride quantum dots

Temperature and photo-dependent current-voltage characteristics are investigated in thin film devices of a hybrid-composite comprising of organic semiconductor poly(3,4-ethylenedioxythiophene): polystyrenesulfonate (PEDOT: PSS) and cadmium telluride quantum dots (CdTe QDs). A detailed study of the charge injection mechanism in ITO/PEDOT: PSS-CdTe QDs/Al device exhibits a transition from direct tunneling to Fowler-Nordheim tunneling with increasing electric field due to formation of high barrier at the QD interface. In addition, the hybrid-composite exhibits a huge photoluminescence quenching compared to aboriginal CdTe QDs and high increment in photoconductivity (similar to 400%), which is attributed to the charge transfer phenomena. The effective barrier height (Phi(B) approximate to 0.68 eV) is estimated from the transition voltage and the possible origin of its variation with temperature and photo-illumination is discussed. (C) 2015 AIP Publishing LLC.

Experimentally validated Raman Monte Carlo simulation for a cuboid object to obtain Raman spectroscopic signatures for hidden material

In conventional Raman spectroscopic measurements of liquids or surfaces the preferred geometry for detection of the Raman signal is the backscattering (or reflection) mode. For non-transparent layered materials, sub-surface Raman signals have been retrieved using spatially offset Raman spectroscopy (SORS), usually with light collection in the same plane as the point of excitation. However, as a result of multiple scattering in a turbid medium, Raman photons will be emitted in all directions. In this study, Monte Carlo simulations for a three-dimensional layered sample with finite geometry have been performed to confirm the detectability of Raman signals at all angles and at all sides of the object. We considered a non-transparent cuboid container (high density polyethylene) with explosive material (ammonium nitrate) inside. The simulation results were validated with experimental Raman intensities. Monte Carlo simulation results reveal that the ratio of sub-surface to surface signals improves at geometries other than backscattering. In addition, we demonstrate through simulations the effects of the absorption and scattering coefficients of the layers, and that of the diameter of the excitation beam. The advantage of collecting light from all possible 4 angles, over other collection modes, is that this technique is not geometry specific and molecular identification of layers underneath non-transparent surfaces can be obtained with minimal interference from the surface layer. To what extent all sides of the object will contribute to the total signal will depend on the absorption and scattering coefficients and the physical dimensions. Copyright (c) 2015 John Wiley & Sons, Ltd.

Continuous synthesis of high quality CdSe quantum dots in supercritical fluids

We demonstrate in here a powerful scalable technology to synthesize continuously high quality CdSe quantum dots (QDs) in supercritical hexane. Using a low cost, highly thermally stable Cd-precursor, cadmium deoxycholate, the continuous synthesis is performed in 400 mu m ID stainless steel capillaries resulting in CdSe QDs having sharp full-width-at-half-maxima (23 nm) and high photoluminescence quantum yields (45-55%). Transmission electron microscopy images show narrow particles sizes distribution (sigma <= 5%) with well-defined crystal lattices. Using two different synthesis temperatures (250 degrees C and 310 degrees C), it was possible to obtain zinc blende and wurtzite crystal structures of CdSe QDs, respectively. This synthetic approach allows achieving substantial production rates up to 200 mg of QDs per hour depending on the targeted size, and could be easily scaled to gram per hour.

Quantum fluctuations and thermal dissipation in higher derivative gravity

In this paper, based on the AdS(2)/CFT1 prescription, we explore the low frequency behavior of quantum two point functions for a special class of strongly coupled CFTs in one dimension whose dual gravitational counterpart consists of extremal black hole solutions in higher derivative theories of gravity defined over an asymptotically AdS spacetime. The quantum critical points thus described are supposed to correspond to a very large value of the dynamic exponent (z -> infinity). In our analysis, we find that quantum fluctuations are enhanced due to the higher derivative corrections in the bulk which in turn increases the possibility of quantum phase transition near the critical point. On the field theory side, such higher derivative effects would stand for the corrections appearing due to the finite coupling in the gauge theory. Finally, we compute the coefficient of thermal diffusion at finite coupling corresponding to Gauss Bonnet corrected charged Lifshitz black holes in the bulk. We observe an important crossover corresponding to z = 5 fixed point. (C) 2015 The Author. Published by Elsevier B.V.

Cross-section fluctuations in open microwave billiards and quantum graphs: The counting-of-maxima method revisited

The fluctuations exhibited by the cross sections generated in a compound-nucleus reaction or, more generally, in a quantum-chaotic scattering process, when varying the excitation energy or another external parameter, are characterized by the width Gamma(corr) of the cross-section correlation function. Brink and Stephen Phys. Lett. 5, 77 (1963)] proposed a method for its determination by simply counting the number of maxima featured by the cross sections as a function of the parameter under consideration. They stated that the product of the average number of maxima per unit energy range and Gamma(corr) is constant in the Ercison region of strongly overlapping resonances. We use the analogy between the scattering formalism for compound-nucleus reactions and for microwave resonators to test this method experimentally with unprecedented accuracy using large data sets and propose an analytical description for the regions of isolated and overlapping resonances.

Estimation of mechanical properties of single wall carbon nanotubes using molecular mechanics approach

Molecular mechanics based finite element analysis is adopted in the current work to evaluate the mechanical properties of Zigzag, Armchair and Chiral Single wall Carbon Nanotubes (SWCNT) of different diameters and chiralities. Three different types of atomic bonds, that is Carbon Carbon covalent bond and two types of Carbon Carbon van der Waals bonds are considered in the carbon nanotube system. The stiffness values of these bonds are calculated using the molecular potentials, namely Morse potential function and Lennard-Jones interaction potential function respectively and these stiffness's are assigned to spring elements in the finite element model of the CNT. The geometry of CNT is built using a macro that is developed for the finite element analysis software. The finite element model of the CNT is constructed, appropriate boundary conditions are applied and the behavior of mechanical properties of CNT is studied.

Global response sensitivity analysis using probability distance measures and generalization of Sobol's analysis

The study introduces two new alternatives for global response sensitivity analysis based on the application of the L-2-norm and Hellinger's metric for measuring distance between two probabilistic models. Both the procedures are shown to be capable of treating dependent non-Gaussian random variable models for the input variables. The sensitivity indices obtained based on the L2-norm involve second order moments of the response, and, when applied for the case of independent and identically distributed sequence of input random variables, it is shown to be related to the classical Sobol's response sensitivity indices. The analysis based on Hellinger's metric addresses variability across entire range or segments of the response probability density function. The measure is shown to be conceptually a more satisfying alternative to the Kullback-Leibler divergence based analysis which has been reported in the existing literature. Other issues addressed in the study cover Monte Carlo simulation based methods for computing the sensitivity indices and sensitivity analysis with respect to grouped variables. Illustrative examples consist of studies on global sensitivity analysis of natural frequencies of a random multi-degree of freedom system, response of a nonlinear frame, and safety margin associated with a nonlinear performance function. (C) 2015 Elsevier Ltd. All rights reserved.

A hybrid method for stochastic response analysis of a vibrating structure

Response analysis of a linear structure with uncertainties in both structural parameters and external excitation is considered here. When such an analysis is carried out using the spectral stochastic finite element method (SSFEM), often the computational cost tends to be prohibitive due to the rapid growth of the number of spectral bases with the number of random variables and the order of expansion. For instance, if the excitation contains a random frequency, or if it is a general random process, then a good approximation of these excitations using polynomial chaos expansion (PCE) involves a large number of terms, which leads to very high cost. To address this issue of high computational cost, a hybrid method is proposed in this work. In this method, first the random eigenvalue problem is solved using the weak formulation of SSFEM, which involves solving a system of deterministic nonlinear algebraic equations to estimate the PCE coefficients of the random eigenvalues and eigenvectors. Then the response is estimated using a Monte Carlo (MC) simulation, where the modal bases are sampled from the PCE of the random eigenvectors estimated in the previous step, followed by a numerical time integration. It is observed through numerical studies that this proposed method successfully reduces the computational burden compared with either a pure SSFEM of a pure MC simulation and more accurate than a perturbation method. The computational gain improves as the problem size in terms of degrees of freedom grows. It also improves as the timespan of interest reduces.

Observation of correlated spin-orbit order in a strongly anisotropic quantum wire system

Quantum wires with spin-orbit coupling provide a unique opportunity to simultaneously control the coupling strength and the screened Coulomb interactions where new exotic phases of matter can be explored. Here we report on the observation of an exotic spin-orbit density wave in Pb-atomic wires on Si(557) surfaces by mapping out the evolution of the modulated spin-texture at various conditions with spin-and angle-resolved photoelectron spectroscopy. The results are independently quantified by surface transport measurements. The spin polarization, coherence length, spin dephasing rate and the associated quasiparticle gap decrease simultaneously as the screened Coulomb interaction decreases with increasing excess coverage, providing a new mechanism for generating and manipulating a spin-orbit entanglement effect via electronic interaction. Despite clear evidence of spontaneous spin-rotation symmetry breaking and modulation of spin-momentum structure as a function of excess coverage, the average spin polarization over the Brillouin zone vanishes, indicating that time-reversal symmetry is intact as theoretically predicted.

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.