Anderson-like Transition for a Class of Random Sparse Models in d >= 2 Dimensions

We show that the Kronecker sum of d >= 2 copies of a random one-dimensional sparse model displays a spectral transition of the type predicted by Anderson, from absolutely continuous around the center of the band to pure point around the boundaries. Possible applications to physics and open problems are discussed briefly.

Analysis of nonlinear diffusion equations of second and fourth order

Wegen der fortschreitenden Miniaturisierung von Halbleiterbauteilen spielen Quanteneffekte eine immer wichtigere Rolle. Quantenphänomene werden gewöhnlich durch kinetische Gleichungen beschrieben, aber manchmal hat eine fluid-dynamische Beschreibung Vorteile: die bessere Nutzbarkeit für numerische Simulationen und die einfachere Vorgabe von Randbedingungen. In dieser Arbeit werden drei Diffusionsgleichungen zweiter und vierter Ordnung untersucht. Der erste Teil behandelt die implizite Zeitdiskretisierung und das Langzeitverhalten einer degenerierten Fokker-Planck-Gleichung. Der zweite Teil der Arbeit besteht aus der Untersuchung des viskosen Quantenhydrodynamischen Modells in einer Raumdimension und dessen Langzeitverhaltens. Im letzten Teil wird die Existenz von Lösungen einer parabolischen Gleichung vierter Ordnung in einer Raumdimension bewiesen, und deren Langzeitverhalten studiert.

Locally Efficient Estimation in Censored Data Models: Theory and Examples

In many applications the observed data can be viewed as a censored high dimensional full data random variable X. By the curve of dimensionality it is typically not possible to construct estimators that are asymptotically efficient at every probability distribution in a semiparametric censored data model of such a high dimensional censored data structure. We provide a general method for construction of one-step estimators that are efficient at a chosen submodel of the full-data model, are still well behaved off this submodel and can be chosen to always improve on a given initial estimator. These one-step estimators rely on good estimators of the censoring mechanism and thus will require a parametric or semiparametric model for the censoring mechanism. We present a general theorem that provides a template for proving the desired asymptotic results. We illustrate the general one-step estimation methods by constructing locally efficient one-step estimators of marginal distributions and regression parameters with right-censored data, current status data and bivariate right-censored data, in all models allowing the presence of time-dependent covariates. The conditions of the asymptotics theorem are rigorously verified in one of the examples and the key condition of the general theorem is verified for all examples.

Confidence Bands for Convex Median Curves using Sign-Tests

Suppose that one observes pairs (x1,Y1), (x2,Y2), ..., (xn,Yn), where x1 < x2 < ... < xn are fixed numbers while Y1, Y2, ..., Yn are independent random variables with unknown distributions. The only assumption is that Median(Yi) = f(xi) for some unknown convex or concave function f. We present a confidence band for this regression function f using suitable multiscale sign tests. While the exact computation of this band seems to require O(n4) steps, good approximations can be obtained in O(n2) steps. In addition the confidence band is shown to have desirable asymptotic properties as the sample size n tends to infinity.

Marshall's Lemma for Convex Density Estimation

Marshall's (1970) lemma is an analytical result which implies root-n-consistency of the distribution function corresponding to the Grenander (1956) estimator of a non-decreasing probability density. The present paper derives analogous results for the setting of convex densities on [0,\infty).

Light-cone Wilson loop in classical lattice gauge theory

The transverse broadening of an energetic jet passing through a non-Abelian plasma is believed to be described by the thermal expectation value of a light-cone Wilson loop. In this exploratory study, we measure the light-cone Wilson loop with classical lattice gauge theory simulations. We observe, as suggested by previous studies, that there are strong interactions already at short transverse distances, which may lead to more efficient jet quenching than in leading-order perturbation theory. We also verify that the asymptotics of the Wilson loop do not change qualitatively when crossing the light cone, which supports arguments in the literature that infrared contributions to jet quenching can be studied with dimensionally reduced simulations in the space-like domain. Finally we speculate on possibilities for full four-dimensional lattice studies of the same observable, perhaps by employing shifted boundary conditions in order to simulate ensembles boosted by an imaginary velocity.

Dynamics of thermal ignition of spray flames in mixing layers

Conditions are identified under which analyses of laminar mixing layers can shed light on aspects of turbulent spray combustion. With this in mind, laminar spray-combustion models are formulated for both non-premixed and partially premixed systems. The laminar mixing layer separating a hot-air stream from a monodisperse spray carried by either an inert gas or air is investigated numerically and analytically in an effort to increase understanding of the ignition process leading to stabilization of high-speed spray combustion. The problem is formulated in an Eulerian framework, with the conservation equations written in the boundary-layer approximation and with a one-step Arrhenius model adopted for the chemistry description. The numerical integrations unveil two different types of ignition behaviour depending on the fuel availability in the reaction kernel, which in turn depends on the rates of droplet vaporization and fuel-vapour diffusion. When sufficient fuel is available near the hot boundary, as occurs when the thermochemical properties of heptane are employed for the fuel in the integrations, combustion is established through a precipitous temperature increase at a well-defined thermal-runaway location, a phenomenon that is amenable to a theoretical analysis based on activation-energy asymptotics, presented here, following earlier ideas developed in describing unsteady gaseous ignition in mixing layers. By way of contrast, when the amount of fuel vapour reaching the hot boundary is small, as is observed in the computations employing the thermochemical properties of methanol, the incipient chemical reaction gives rise to a slowly developing lean deflagration that consumes the available fuel as it propagates across the mixing layer towards the spray. The flame structure that develops downstream from the ignition point depends on the fuel considered and also on the spray carrier gas, with fuel sprays carried by air displaying either a lean deflagration bounding a region of distributed reaction or a distinct double-flame structure with a rich premixed flame on the spray side and a diffusion flame on the air side. Results are calculated for the distributions of mixture fraction and scalar dissipation rate across the mixing layer that reveal complexities that serve to identify differences between spray-flamelet and gaseous-flamelet problems.

Flammability conditions for ultra-lean hydrogen premixed combustion based on flame-ball analyses

It has been reasoned that the structures of strongly cellular flames in very lean mixtures approach an array of flame balls, each burning as if it were isolated, thereby indicating a connection between the critical conditions required for existence of steady flame balls and those necessary for occurrence of self-sustained premixed combustion. This is the starting assumption of the present study, in which structures of near-limit steady sphericosym-metrical flame balls are investigated with the objective of providing analytic expressions for critical combustion conditions in ultra-lean hydrogen-oxygen mixtures diluted with N2 and water vapor. If attention were restricted to planar premixed flames, then the lean-limit mole fraction of H2 would be found to be roughly ten percent, more than twice the observed flammability limits, thereby emphasizing the relevance of the flame-ball phenomena. Numerical integrations using detailed models for chemistry and radiation show that a onestep chemical-kinetic reduced mechanism based on steady-state assumptions for all chemical intermediates, together with a simple, optically thin approximation for water-vapor radiation, can be used to compute near-limit fuel-lean flame balls with excellent accuracy. The previously developed one-step reaction rate includes a crossover temperature that determines in the first approximation a chemical-kinetic lean limit below which combustión cannot occur, with critical conditions achieved when the diffusion-controlled radiation-free peak temperature, computed with account taken of hydrogen Soret diffusion, is equal to the crossover temperature. First-order corrections are found by activation-energy asymptotics in a solution that involves a near-field radiation-free zone surrounding a spherical flame sheet, together with a far-field radiation-conduction balance for the temperature profile. Different scalings are found depending on whether or not the surrounding atmosphere contains wáter vapor, leading to different analytic expressions for the critical conditions for flame-ball existence, which give results in very good agreement with those obtained by detailed numerical computations.

Compression, gain, and nonlinear distortion in an active cochlear model with subpartitions

The propagation of inhomogeneous, weakly nonlinear waves is considered in a cochlear model having two degrees of freedom that represent the transverse motions of the tectorial and basilar membranes within the organ of Corti. It is assumed that nonlinearity arises from the saturation of outer hair cell active force generation. I use multiple scale asymptotics and treat nonlinearity as a correction to a linear hydroelastic wave. The resulting theory is used to explain experimentally observed features of the response of the cochlear partition to a pure tone, including: the amplification of the response in a healthy cochlea vs a dead one; the less than linear growth rate of the response to increasing sound pressure level; and the amount of distortion to be expected at high and low frequencies at basal and apical locations, respectively. I also show that the outer hair cell nonlinearity generates retrograde waves.

Asymptotic Behaviour of Colength of Varieties of Lie Algebras

This project was partially supported by RFBR, grants 99-01-00233, 98-01-01020 and 00-15-96128.

The Operators Aγ = γA + -γA for a Class of Nondissipative Operators A with a Limit of the Corresponding Correlation Function

2000 Mathematics Subject Classification: Primary 47A48, Secondary 60G12

Asymptotic Expansion of Solution for Almost Regular and Weakly Perturbed Systems of Ordinary Differential Equations

Л. И. Каранджулов, Н. Д. Сиракова - В работата се прилага методът на Поанкаре за решаване на почти регулярни нелинейни гранични задачи при общи гранични условия. Предполага се, че диференциалната система съдържа сингулярна функция по отношение на малкия параметър. При определени условия се доказва асимптотичност на решението на поставената задача.

Large Deviations and Branching Processes

These lecture notes are devoted to present several uses of Large Deviation asymptotics in Branching Processes.

A Note on Iterations-based Derivations of High-order Homogenization Correctors for Multiscale Semi-linear Elliptic Equations

This Note aims at presenting a simple and efficient procedure to derive the structure of high-order corrector estimates for the homogenization limit applied to a semi-linear elliptic equation posed in perforated domains. Our working technique relies on monotone iterations combined with formal two-scale homogenization asymptotics. It can be adapted to handle more complex scenarios including for instance nonlinearities posed at the boundary of perforations and the vectorial case, when the model equations are coupled only through the nonlinear production terms.