Kinematic reduction of reaction-diffusion fronts with multiplicative noise. Derivation of stochastic sharp-interface equations

We study the dynamics of generic reaction-diffusion fronts, including pulses and chemical waves, in the presence of multiplicative noise. We discuss the connection between the reaction-diffusion Langevin-like field equations and the kinematic (eikonal) description in terms of a stochastic moving-boundary or sharp-interface approximation. We find that the effective noise is additive and we relate its strength to the noise parameters in the original field equations, to first order in noise strength, but including a partial resummation to all orders which captures the singular dependence on the microscopic cutoff associated with the spatial correlation of the noise. This dependence is essential for a quantitative and qualitative understanding of fluctuating fronts, affecting both scaling properties and nonuniversal quantities. Our results predict phenomena such as the shift of the transition point between the pushed and pulled regimes of front propagation, in terms of the noise parameters, and the corresponding transition to a non-Kardar-Parisi-Zhang universality class. We assess the quantitative validity of the results in several examples including equilibrium fluctuations and kinetic roughening. We also predict and observe a noise-induced pushed-pulled transition. The analytical predictions are successfully tested against rigorous results and show excellent agreement with numerical simulations of reaction-diffusion field equations with multiplicative noise.

Generalized Langevin equations: Anomalous diffusion and probability distributions

We study the motion of a particle governed by a generalized Langevin equation. We show that, when no fluctuation-dissipation relation holds, the long-time behavior of the particle may be from stationary to superdiffusive, along with subdiffusive and diffusive. When the random force is Gaussian, we derive the exact equations for the joint and marginal probability density functions for the position and velocity of the particle and find their solutions.

Bistable elliptic equations with fractional diffusion

This work concerns the study of bounded solutions to elliptic nonlinear equations with fractional diffusion. More precisely, the aim of this thesis is to investigate some open questions related to a conjecture of De Giorgi about the one-dimensional symmetry of bounded monotone solutions in all space, at least up to dimension 8. This property on 1-D symmetry of monotone solutions for fractional equations was known in dimension n=2. The question remained open for n>2. In this work we establish new sharp energy estimates and one-dimensional symmetry property in dimension 3 for certain solutions of fractional equations. Moreover we study a particular type of solutions, called saddle-shaped solutions, which are the candidates to be global minimizers not one-dimensional in dimensions bigger or equal than 8. This is an open problem and it is expected to be true from the classical theory of minimal surfaces.

Preconditioning strategies for the numerical solution of convection-diffusion partial differential equations

Il trattamento numerico dell'equazione di convezione-diffusione con le relative condizioni al bordo, comporta la risoluzione di sistemi lineari algebrici di grandi dimensioni in cui la matrice dei coefficienti è non simmetrica. Risolutori iterativi basati sul sottospazio di Krylov sono ampiamente utilizzati per questi sistemi lineari la cui risoluzione risulta particolarmente impegnativa nel caso di convezione dominante. In questa tesi vengono analizzate alcune strategie di precondizionamento, atte ad accelerare la convergenza di questi metodi iterativi. Vengono confrontati sperimentalmente precondizionatori molto noti come ILU e iterazioni di tipo inner-outer flessibile. Nel caso in cui i coefficienti del termine di convezione siano a variabili separabili, proponiamo una nuova strategia di precondizionamento basata sull'approssimazione, mediante equazione matriciale, dell'operatore differenziale di convezione-diffusione. L'azione di questo nuovo precondizionatore sfrutta in modo opportuno recenti risolutori efficienti per equazioni matriciali lineari. Vengono riportati numerosi esperimenti numerici per studiare la dipendenza della performance dei diversi risolutori dalla scelta del termine di convezione, e dai parametri di discretizzazione.

Instability considerations for various difference equations derived from the diffusion equation,

"Prepared for American Mathematical Society Meeting, Los Angeles, California, Nov. 27, 1954."

Solving Fractional Diffusion-Wave Equations Using a New Iterative Method

Mathematics Subject Classification: 26A33, 31B10

Solutions of Fractional Diffusion-Wave Equations in Terms of H-functions

MSC 2010: 35R11, 42A38, 26A33, 33E12

Formulation and analysis of a diffusion-velocity particle model for transport-dispersion equations

The modelling of diffusive terms in particle methods is a delicate matter and several models were proposed in the literature to take such terms into account. The diffusion velocity method (DVM), originally designed for the diffusion of passive scalars, turns diffusive terms into convective ones by expressing them as a divergence involving a so-called diffusion velocity. In this paper, DVM is extended to the diffusion of vectorial quantities in the three-dimensional Navier–Stokes equations, in their incompressible, velocity–vorticity formulation. The integration of a large eddy simulation (LES) turbulence model is investigated and a DVM general formulation is proposed. Either with or without LES, a novel expression of the diffusion velocity is derived, which makes it easier to approximate and which highlights the analogy with the original formulation for scalar transport. From this statement, DVM is then analysed in one dimension, both analytically and numerically on test cases to point out its good behaviour.

A Separation Principle for the Continuous-Time LQ-Problem With Markovian Jump Parameters

In this paper, we devise a separation principle for the finite horizon quadratic optimal control problem of continuous-time Markovian jump linear systems driven by a Wiener process and with partial observations. We assume that the output variable and the jump parameters are available to the controller. It is desired to design a dynamic Markovian jump controller such that the closed loop system minimizes the quadratic functional cost of the system over a finite horizon period of time. As in the case with no jumps, we show that an optimal controller can be obtained from two coupled Riccati differential equations, one associated to the optimal control problem when the state variable is available, and the other one associated to the optimal filtering problem. This is a separation principle for the finite horizon quadratic optimal control problem for continuous-time Markovian jump linear systems. For the case in which the matrices are all time-invariant we analyze the asymptotic behavior of the solution of the derived interconnected Riccati differential equations to the solution of the associated set of coupled algebraic Riccati equations as well as the mean square stabilizing property of this limiting solution. When there is only one mode of operation our results coincide with the traditional ones for the LQG control of continuous-time linear systems.

On the Filtering Problem for Continuous-Time Markov Jump Linear Systems with no Observation of the Markov Chain

We consider in this paper the optimal stationary dynamic linear filtering problem for continuous-time linear systems subject to Markovian jumps in the parameters (LSMJP) and additive noise (Wiener process). It is assumed that only an output of the system is available and therefore the values of the jump parameter are not accessible. It is a well known fact that in this setting the optimal nonlinear filter is infinite dimensional, which makes the linear filtering a natural numerically, treatable choice. The goal is to design a dynamic linear filter such that the closed loop system is mean square stable and minimizes the stationary expected value of the mean square estimation error. It is shown that an explicit analytical solution to this optimal filtering problem is obtained from the stationary solution associated to a certain Riccati equation. It is also shown that the problem can be formulated using a linear matrix inequalities (LMI) approach, which can be extended to consider convex polytopic uncertainties on the parameters of the possible modes of operation of the system and on the transition rate matrix of the Markov process. As far as the authors are aware of this is the first time that this stationary filtering problem (exact and robust versions) for LSMJP with no knowledge of the Markov jump parameters is considered in the literature. Finally, we illustrate the results with an example.

Experimental Analysis of Froude Number Effect on Air Entrainment in the Hydraulic Jump

A hydraulic jump is characterized by strong energy dissipation and mixing, large-scale turbulence, air entrainment, waves and spray. Despite recent pertinent studies, the interaction between air bubbles diffusion and momentum transfer is not completely understood. The objective of this paper is to present experimental results from new measurements performed in rectangular horizontal flume with partially-developed inflow conditions. The vertical distributions of void fraction and air bubbles count rate were recorded for inflow Froude number Fr1 in the range from 5.2 to 14.3. Rapid detrainment process was observed near the jump toe, whereas the structure of the air diffusion layer was clearly observed over longer distances. These new data were compared with previous data generally collected at lower Froude numbers. The comparison demonstrated that, at a fixed distance from the jump toe, the maximum void fraction Cmax increases with the increasing Fr1. The vertical locations of the maximum void fraction and bubble count rate were consistent with previous studies. Finally, an empirical correlation between the upper boundary of the air diffusion layer and the distance from the impingement point was provided.

Continuous quantum measurement of two coupled quantum dots using a point contact: A quantum trajectory approach

We obtain the finite-temperature unconditional master equation of the density matrix for two coupled quantum dots (CQD's) when one dot is subjected to a measurement of its electron occupation number using a point contact (PC). To determine how the CQD system state depends on the actual current through the PC device, we use the so-called quantum trajectory method to derive the zero-temperature conditional master equation. We first treat the electron tunneling through the PC barrier as a classical stochastic point process (a quantum-jump model). Then we show explicitly that our results can be extended to the quantum-diffusive limit when the average electron tunneling rate is very large compared to the extra change of the tunneling rate due to the presence of the electron in the dot closer to the PC. We find that in both quantum-jump and quantum-diffusive cases, the conditional dynamics of the CQD system can be described by the stochastic Schrodinger equations for its conditioned state vector if and only if the information carried away from the CQD system by the PC reservoirs can be recovered by the perfect detection of the measurements.

Non-Markovian homodyne-mediated feedback on a two-level atom: a quantum trajectory treatment

Quantum feedback can stabilize a two-level atom against decoherence (spontaneous emission), putting it into an arbitrary (specified) pure state. This requires perfect homodyne detection of the atomic emission, and instantaneous feedback. Inefficient detection was considered previously by two of us. Here we allow for a non-zero delay time tau in the feedback circuit. Because a two-level atom is a non-linear optical system, an analytical solution is not possible. However, quantum trajectories allow a simple numerical simulation of the resulting non-Markovian process. We find the effect of the time delay to be qualitatively similar to chat of inefficient detection. The solution of the non-Markovian quantum trajectory will not remain fixed, so that the time-averaged state will be mixed, not pure. In the case where one tries to stabilize the atom in the excited state, an approximate analytical solution to the quantum trajectory is possible. The result, that the purity (P = 2Tr[rho (2)] - 1) of the average state is given by P = 1 - 4y tau (where gamma is the spontaneous emission rate) is found to agree very well with the numerical results. (C) 2001 Elsevier Science B.V. All rights reserved.

A unified model of flames as gasdynamic discontinuities

Viewed on a hydrodynamic scale, flames in experiments are often thin so that they may be described as gasdynamic discontinuities separating the dense cold fresh mixture from the light hot burned products. The original model of a flame as a gasdynamic discontinuity was due to Darrieus and to Landau. In addition to the fluid dynamical equations, the model consists of a flame speed relation describing the evolution of the discontinuity surface, and jump conditions across the surface which relate the fluid variables on the two sides of the surface. The Darrieus-Landau model predicts, in contrast to observations, that a uniformly propagating planar flame is absolutely unstable and that the strength of the instability grows with increasing perturbation wavenumber so that there is no high-wavenumber cutoff of the instability. The model was modified by Markstein to exhibit a high-wavenumber cutoff if a phenomenological constant in the model has an appropriate sign. Both models are postulated, rather than derived from first principles, and both ignore the flame structure, which depends on chemical kinetics and transport processes within the flame. At present, there are two models which have been derived, rather than postulated, and which are valid in two non-overlapping regions of parameter space. Sivashinsky derived a generalization of the Darrieus-Landau model which is valid for Lewis numbers (ratio of thermal diffusivity to mass diffusivity of the deficient reaction component) bounded away from unity. Matalon & Matkowsky derived a model valid for Lewis numbers close to unity. Each model has its own advantages and disadvantages. Under appropriate conditions the Matalon-Matkowsky model exhibits a high-wavenumber cutoff of the Darrieus-Landau instability. However, since the Lewis numbers considered lie too close to unity, the Matalon-Matkowsky model does not capture the pulsating instability. The Sivashinsky model does capture the pulsating instability, but does not exhibit its high-wavenumber cutoff. In this paper, we derive a model consisting of a new flame speed relation and new jump conditions, which is valid for arbitrary Lewis numbers. It captures the pulsating instability and exhibits the high-wavenumber cutoff of all instabilities. The flame speed relation includes the effect of short wavelengths, not previously considered, which leads to stabilizing transverse surface diffusion terms.