Explicit and Implicit Methods In Solving Differential Equations

Differential equations are equations that involve an unknown function and derivatives. Euler's method are efficient methods to yield fairly accurate approximations of the actual solutions. By manipulating such methods, one can find ways to provide good approximations compared to the exact solution of parabolic partial differential equations and nonlinear parabolic differential equations.

On the non-slip boundary condition enforcement in SPH methods.

The implementation of boundary conditions is one of the points where the SPH methodology still has some work to do. The aim of the present work is to provide an in-depth analysis of the most representative mirroring techniques used in SPH to enforce boundary conditions (BC) along solid profiles. We specifically refer to dummy particles, ghost particles, and Takeda et al. [1] boundary integrals. A Pouseuille flow has been used as a example to gradually evaluate the accuracy of the different implementations. Our goal is to test the behavior of the second-order differential operator with the proposed boundary extensions when the smoothing length h and other dicretization parameters as dx/h tend simultaneously to zero. First, using a smoothed continuous approximation of the unidirectional Pouseuille problem, the evolution of the velocity profile has been studied focusing on the values of the velocity and the viscous shear at the boundaries, where the exact solution should be approximated as h decreases. Second, to evaluate the impact of the discretization of the problem, an Eulerian SPH discrete version of the former problem has been implemented and similar results have been monitored. Finally, for the sake of completeness, a 2D Lagrangian SPH implementation of the problem has been also studied to compare the consequences of the particle movement

Simplified Finite Element Assessment of Beams With and Without Shear Deformation

This paper presents a simplified finite element (FE) methodology for solving accurately beam models with (Timoshenko) and without (Bernoulli-Euler) shear deformation. Special emphasis is made on showing how it is possible to obtain the exact solution on the nodes and a good accuracy inside the element. The proposed simplifying concept, denominated as the equivalent distributed load (EDL) of any order, is based on the use of Legendre orthogonal polynomials to approximate the original or acting load for computing the results between the nodes. The 1-span beam examples show that this is a promising procedure that allows the aim of using either one FE and an EDL of slightly higher order or by using an slightly larger number of FEs leaving the EDL in the lowest possible order assumed by definition to be equal to 4 independently of how irregular the beam is loaded.

Analysis of the railway track as a spatially periodic structure

This article presents a new and computationally efficient method of analysis of a railway track modelled as a continuous beam of 2N spans supported by elastic vertical springs. The main feature of this method is its important reduction in computational effort with respect to standard matrix methods of structural analysis. In this article, the whole structure is considered to be a repetition of a single one. The analysis presented is applied to a simple railway track model, i.e. to a repetitive beam supported on vertical springs (sleepers). The proposed method of analysis is based on the general theory of spatially periodic structures. The main feature of this theory is the possibility to apply Discrete Fourier Transform (DFT) in order to reduce a large system of q(2N + 1) linear stiffness equilibrium equations to a set of 2N + 1 uncoupled systems of q equations each. In this way, a dramatic reduction of the computational effort of solving the large system of equations is achieved. This fact is particularly important in the analysis of railway track structures, in which N is a very large number (around several thousands), and q = 2, the vertical displacement and rotation, is very small. The proposed method allows us to easily obtain the exact solution given by Samartín [1], i.e. the continuous beam railway track response. The comparison between the proposed method and other methods of analysis of railway tracks, such as Lorente de Nó and Zimmermann-Timoshenko, clearly shows the accuracy of the obtained results for the proposed method, even for low values of N. In addition, identical results between the proposed and the Lorente methods have been found, although the proposed method seems to be of simpler application and computationally more efficient than the Lorente one. Small but significative differences occur between these two methods and the one developed by Zimmermann-Timoshenko. This article also presents a detailed sensitivity analysis of the vertical displacement of the sleepers. Although standard matrix methods of structural analysis can handle this railway model, one of the objectives of this article is to show the efficiency of DFT method with respect to standard matrix structural analysis. A comparative analysis between standard matrix structural analysis and the proposed method (DFT), in terms of computational time, input, output and also software programming, will be carried out. Finally, a URL link to a MatLab computer program list, based on the proposed method, is given

Application of Mathieu functions for the study of non-slanted reflection gratings

In this work we prensent an analysis of non-slanted reflection gratings by using exact solution of the second order differential equation derived from Maxwell equations, in terms of Mathieu functions. The results obtained by using this method will be compared to those obtained by using the well known Kogelnik's Coupled Wave Theory which predicts with great accuracy the response of the efficieny of the zero and first order for volume phase gratings, for both reflection and transmission gratings.

Numerical resolution of Emden's equation using Adomian polynomials

Purpose: In this paper the authors aim to show the advantages of using the decomposition method introduced by Adomian to solve Emden's equation, a classical non‐linear equation that appears in the study of the thermal behaviour of a spherical cloud and of the gravitational potential of a polytropic fluid at hydrostatic equilibrium. Design/methodology/approach: In their work, the authors first review Emden's equation and its possible solutions using the Frobenius and power series methods; then, Adomian polynomials are introduced. Afterwards, Emden's equation is solved using Adomian's decomposition method and, finally, they conclude with a comparison of the solution given by Adomian's method with the solution obtained by the other methods, for certain cases where the exact solution is known. Findings: Solving Emden's equation for n in the interval [0, 5] is very interesting for several scientific applications, such as astronomy. However, the exact solution is known only for n=0, n=1 and n=5. The experiments show that Adomian's method achieves an approximate solution which overlaps with the exact solution when n=0, and that coincides with the Taylor expansion of the exact solutions for n=1 and n=5. As a result, the authors obtained quite satisfactory results from their proposal. Originality/value: The main classical methods for obtaining approximate solutions of Emden's equation have serious computational drawbacks. The authors make a new, efficient numerical implementation for solving this equation, constructing iteratively the Adomian polynomials, which leads to a solution of Emden's equation that extends the range of variation of parameter n compared to the solutions given by both the Frobenius and the power series methods.

Dynamic, convex, and robust optimization with Bayesian learning for response-guided dosing

Thesis (Ph.D.)--University of Washington, 2016-08

Quantum transport and integrability of the Anderson model for a quantum dot with multiple leads

We show that an Anderson Hamiltonian describing a quantum dot connected to multiple leads is integrable. A general expression for the nonlinear conductance is obtained by combining the Bethe ansatz exact solution with Landauer-Buttiker theory. In the Kondo regime, a closed form expression is given for the matrix conductance at zero temperature and when all the leads are close to the symmetric point. A bias-induced splitting of the Kondo resonance is possible for three or more leads. Specifically, for N leads, with each at a different chemical potential, there can be N-1 Kondo peaks in the conductance.

Multiquantum eigenstates of a linear chain of coupled qubits

We present a technique to identify exact analytic expressions for the multiquantum eigenstates of a linear chain of coupled qubits. A choice of Hilbert subspaces is described that allows an exact solution of the stationary Schrodinger equation without imposing periodic boundary conditions and without neglecting end effects, fully including the dipole-dipole nearest-neighbor interaction between the atoms. The treatment is valid for an arbitrary coherent excitation in the atomic system, any number of atoms, any size of the chain relative to the resonant wavelength and arbitrary initial conditions of the atomic system. The procedure we develop is general enough to be adopted for the study of excitation in an arbitrary array of atoms including spin chains and one-dimensional Bose-Einstein condensates.

A Bethe ansatz solvable model for superpositions of Cooper pairs and condensed molecular bosons

We introduce a general Hamiltonian describing coherent superpositions of Cooper pairs and condensed molecular bosons. For particular choices of the coupling parameters, the model is integrable. One integrable manifold, as well as the Bethe ansatz solution, was found by Dukelsky et al. [J. Dukelsky, G.G. Dussel, C. Esebbag, S. Pittel, Phys. Rev. Lett. 93 (2004) 050403]. Here we show that there is a second integrable manifold, established using the boundary quantum inverse scattering method. In this manner we obtain the exact solution by means of the algebraic Bethe ansatz. In the case where the Cooper pair energies are degenerate we examine the relationship between the spectrum of these integrable Hamiltonians and the quasi-exactly solvable spectrum of particular Schrodinger operators. For the solution we derive here the potential of the Schrodinger operator is given in terms of hyperbolic functions. For the solution derived by Dukelsky et al., loc. cit. the potential is sextic and the wavefunctions obey PT-symmetric boundary conditions. This latter case provides a novel example of an integrable Hermitian Hamiltonian acting on a Fock space whose states map into a Hilbert space of PE-symmetric wavefunctions defined on a contour in the complex plane. (c) 2006 Elsevier B.V. All rights reserved.

Studies on Wilson loops, correlators and localization in supersymmetric quantum field theories

In this thesis we study at perturbative level correlation functions of Wilson loops (and local operators) and their relations to localization, integrability and other quantities of interest as the cusp anomalous dimension and the Bremsstrahlung function. First of all we consider a general class of 1/8 BPS Wilson loops and chiral primaries in N=4 Super Yang-Mills theory. We perform explicit two-loop computations, for some particular but still rather general configuration, that confirm the elegant results expected from localization procedure. We find notably full consistency with the multi-matrix model averages, obtained from 2D Yang-Mills theory on the sphere, when interacting diagrams do not cancel and contribute non-trivially to the final answer. We also discuss the near BPS expansion of the generalized cusp anomalous dimension with L units of R-charge. Integrability provides an exact solution, obtained by solving a general TBA equation in the appropriate limit: we propose here an alternative method based on supersymmetric localization. The basic idea is to relate the computation to the vacuum expectation value of certain 1/8 BPS Wilson loops with local operator insertions along the contour. Also these observables localize on a two-dimensional gauge theory on S^2, opening the possibility of exact calculations. As a test of our proposal, we reproduce the leading Luscher correction at weak coupling to the generalized cusp anomalous dimension. This result is also checked against a genuine Feynman diagram approach in N=4 super Yang-Mills theory. Finally we study the cusp anomalous dimension in N=6 ABJ(M) theory, identifying a scaling limit in which the ladder diagrams dominate. The resummation is encoded into a Bethe-Salpeter equation that is mapped to a Schroedinger problem, exactly solvable due to the surprising supersymmetry of the effective Hamiltonian. In the ABJ case the solution implies the diagonalization of the U(N) and U(M) building blocks, suggesting the existence of two independent cusp anomalous dimensions and an unexpected exponentation structure for the related Wilson loops.

Error-correcting code on a cactus:A solvable model

An exact solution to a family of parity check error-correcting codes is provided by mapping the problem onto a Husimi cactus. The solution obtained in the thermodynamic limit recovers the replica-symmetric theory results and provides a very good approximation to finite systems of moderate size. The probability propagation decoding algorithm emerges naturally from the analysis. A phase transition between decoding success and failure phases is found to coincide with an information-theoretic upper bound. The method is employed to compare Gallager and MN codes.

A comparison of variational and Markov chain Monte Carlo methods for inference in partially observed stochastic dynamic systems

In recent work we have developed a novel variational inference method for partially observed systems governed by stochastic differential equations. In this paper we provide a comparison of the Variational Gaussian Process Smoother with an exact solution computed using a Hybrid Monte Carlo approach to path sampling, applied to a stochastic double well potential model. It is demonstrated that the variational smoother provides us a very accurate estimate of mean path while conditional variance is slightly underestimated. We conclude with some remarks as to the advantages and disadvantages of the variational smoother. © 2008 Springer Science + Business Media LLC.

Gaussian process approximations of stochastic differential equations

Stochastic differential equations arise naturally in a range of contexts, from financial to environmental modeling. Current solution methods are limited in their representation of the posterior process in the presence of data. In this work, we present a novel Gaussian process approximation to the posterior measure over paths for a general class of stochastic differential equations in the presence of observations. The method is applied to two simple problems: the Ornstein-Uhlenbeck process, of which the exact solution is known and can be compared to, and the double-well system, for which standard approaches such as the ensemble Kalman smoother fail to provide a satisfactory result. Experiments show that our variational approximation is viable and that the results are very promising as the variational approximate solution outperforms standard Gaussian process regression for non-Gaussian Markov processes.

Rapid heuristic projection on simplicial cones

A very fast heuristic iterative method of projection on simplicial cones is presented. It consists in solving two linear systems at each step of the iteration. The extensive experiments indicate that the method furnishes the exact solution in more then 99.7 percent of the cases. The average number of steps is 5.67 (we have not found any examples which required more than 13 steps) and the relative number of steps with respect to the dimension decreases dramatically. Roughly speaking, for high enough dimensions the absolute number of steps is independent of the dimension.