Stochastic processes and their applications time dependent solutions for some queueing and inventory models

The objective of this thesis is to study the time dependent behaviour of some complex queueing and inventory models. It contains a detailed analysis of the basic stochastic processes underlying these models. In the theory of queues, analysis of time dependent behaviour is an area.very little developed compared to steady state theory. Tine dependence seems certainly worth studying from an application point of view but unfortunately, the analytic difficulties are considerable. Glosod form solutions are complicated even for such simple models as M/M /1. Outside M/>M/1, time dependent solutions have been found only in special cases and involve most often double transforms which provide very little insight into the behaviour of the queueing systems themselves. In inventory theory also There is not much results available giving the time dependent solution of the system size probabilities. Our emphasis is on explicit results free from all types of transforms and the method used may be of special interest to a wide variety of problems having regenerative structure.

Electron-Nuclear Correlation in Laser-Driven Diatomic Molecules

The interaction of short intense laser pulses with atoms/molecules produces a multitude of highly nonlinear processes requiring a non-perturbative treatment. Detailed study of these highly nonlinear processes by numerically solving the time-dependent Schrodinger equation becomes a daunting task when the number of degrees of freedom is large. Also the coupling between the electronic and nuclear degrees of freedom further aggravates the computational problems. In the present work we show that the time-dependent Hartree (TDH) approximation, which neglects the correlation effects, gives unreliable description of the system dynamics both in the absence and presence of an external field. A theoretical framework is required that treats the electrons and nuclei on equal footing and fully quantum mechanically. To address this issue we discuss two approaches, namely the multicomponent density functional theory (MCDFT) and the multiconfiguration time-dependent Hartree (MCTDH) method, that go beyond the TDH approximation and describe the correlated electron-nuclear dynamics accurately. In the MCDFT framework, where the time-dependent electronic and nuclear densities are the basic variables, we discuss an algorithm to calculate the exact Kohn-Sham (KS) potentials for small model systems. By simulating the photodissociation process in a model hydrogen molecular ion, we show that the exact KS potentials contain all the many-body effects and give an insight into the system dynamics. In the MCTDH approach, the wave function is expanded as a sum of products of single-particle functions (SPFs). The MCTDH method is able to describe the electron-nuclear correlation effects as the SPFs and the expansion coefficients evolve in time and give an accurate description of the system dynamics. We show that the MCTDH method is suitable to study a variety of processes such as the fragmentation of molecules, high-order harmonic generation, the two-center interference effect, and the lochfrass effect. We discuss these phenomena in a model hydrogen molecular ion and a model hydrogen molecule. Inclusion of absorbing boundaries in the mean-field approximation and its consequences are discussed using the model hydrogen molecular ion. To this end, two types of calculations are considered: (i) a variational approach with a complex absorbing potential included in the full many-particle Hamiltonian and (ii) an approach in the spirit of time-dependent density functional theory (TDDFT), including complex absorbing potentials in the single-particle equations. It is elucidated that for small grids the TDDFT approach is superior to the variational approach.

Efficient Characterisation and Optimal Control of Open Quantum Systems - Mathematical Foundations and Physical Applications

Since no physical system can ever be completely isolated from its environment, the study of open quantum systems is pivotal to reliably and accurately control complex quantum systems. In practice, reliability of the control field needs to be confirmed via certification of the target evolution while accuracy requires the derivation of high-fidelity control schemes in the presence of decoherence. In the first part of this thesis an algebraic framework is presented that allows to determine the minimal requirements on the unique characterisation of arbitrary unitary gates in open quantum systems, independent on the particular physical implementation of the employed quantum device. To this end, a set of theorems is devised that can be used to assess whether a given set of input states on a quantum channel is sufficient to judge whether a desired unitary gate is realised. This allows to determine the minimal input for such a task, which proves to be, quite remarkably, independent of system size. These results allow to elucidate the fundamental limits regarding certification and tomography of open quantum systems. The combination of these insights with state-of-the-art Monte Carlo process certification techniques permits a significant improvement of the scaling when certifying arbitrary unitary gates. This improvement is not only restricted to quantum information devices where the basic information carrier is the qubit but it also extends to systems where the fundamental informational entities can be of arbitary dimensionality, the so-called qudits. The second part of this thesis concerns the impact of these findings from the point of view of Optimal Control Theory (OCT). OCT for quantum systems utilises concepts from engineering such as feedback and optimisation to engineer constructive and destructive interferences in order to steer a physical process in a desired direction. It turns out that the aforementioned mathematical findings allow to deduce novel optimisation functionals that significantly reduce not only the required memory for numerical control algorithms but also the total CPU time required to obtain a certain fidelity for the optimised process. The thesis concludes by discussing two problems of fundamental interest in quantum information processing from the point of view of optimal control - the preparation of pure states and the implementation of unitary gates in open quantum systems. For both cases specific physical examples are considered: for the former the vibrational cooling of molecules via optical pumping and for the latter a superconducting phase qudit implementation. In particular, it is illustrated how features of the environment can be exploited to reach the desired targets.

Hybrid optimization schemes for quantum control

Optimal control theory is a powerful tool for solving control problems in quantum mechanics, ranging from the control of chemical reactions to the implementation of gates in a quantum computer. Gradient-based optimization methods are able to find high fidelity controls, but require considerable numerical effort and often yield highly complex solutions. We propose here to employ a two-stage optimization scheme to significantly speed up convergence and achieve simpler controls. The control is initially parametrized using only a few free parameters, such that optimization in this pruned search space can be performed with a simplex method. The result, considered now simply as an arbitrary function on a time grid, is the starting point for further optimization with a gradient-based method that can quickly converge to high fidelities. We illustrate the success of this hybrid technique by optimizing a geometric phase gate for two superconducting transmon qubits coupled with a shared transmission line resonator, showing that a combination of Nelder-Mead simplex and Krotov’s method yields considerably better results than either one of the two methods alone.

Possible solution of some essential zero problems in compositional data analysis

One of the tantalising remaining problems in compositional data analysis lies in how to deal with data sets in which there are components which are essential zeros. By an essential zero we mean a component which is truly zero, not something recorded as zero simply because the experimental design or the measuring instrument has not been sufficiently sensitive to detect a trace of the part. Such essential zeros occur in many compositional situations, such as household budget patterns, time budgets, palaeontological zonation studies, ecological abundance studies. Devices such as nonzero replacement and amalgamation are almost invariably ad hoc and unsuccessful in such situations. From consideration of such examples it seems sensible to build up a model in two stages, the first determining where the zeros will occur and the second how the unit available is distributed among the non-zero parts. In this paper we suggest two such models, an independent binomial conditional logistic normal model and a hierarchical dependent binomial conditional logistic normal model. The compositional data in such modelling consist of an incidence matrix and a conditional compositional matrix. Interesting statistical problems arise, such as the question of estimability of parameters, the nature of the computational process for the estimation of both the incidence and compositional parameters caused by the complexity of the subcompositional structure, the formation of meaningful hypotheses, and the devising of suitable testing methodology within a lattice of such essential zero-compositional hypotheses. The methodology is illustrated by application to both simulated and real compositional data

New delay-dependent stability criteria for uncertain neutral systems with mixed time-varying delays and nonlinear perturbations

The problem of stability analysis for a class of neutral systems with mixed time-varying neutral, discrete and distributed delays and nonlinear parameter perturbations is addressed. By introducing a novel Lyapunov-Krasovskii functional and combining the descriptor model transformation, the Leibniz-Newton formula, some free-weighting matrices, and a suitable change of variables, new sufficient conditions are established for the stability of the considered system, which are neutral-delay-dependent, discrete-delay-range dependent, and distributeddelay-dependent. The conditions are presented in terms of linear matrix inequalities (LMIs) and can be efficiently solved using convex programming techniques. Two numerical examples are given to illustrate the efficiency of the proposed method

Evolving graphs: dynamical models, inverse problems and propagation

Applications such as neuroscience, telecommunication, online social networking, transport and retail trading give rise to connectivity patterns that change over time. In this work, we address the resulting need for network models and computational algorithms that deal with dynamic links. We introduce a new class of evolving range-dependent random graphs that gives a tractable framework for modelling and simulation. We develop a spectral algorithm for calibrating a set of edge ranges from a sequence of network snapshots and give a proof of principle illustration on some neuroscience data. We also show how the model can be used computationally and analytically to investigate the scenario where an evolutionary process, such as an epidemic, takes place on an evolving network. This allows us to study the cumulative effect of two distinct types of dynamics.

Moving boundary value problems for the wave equation

We study certain boundary value problems for the one-dimensional wave equation posed in a time-dependent domain. The approach we propose is based on a general transform method for solving boundary value problems for integrable nonlinear PDE in two variables, that has been applied extensively to the study of linear parabolic and elliptic equations. Here we analyse the wave equation as a simple illustrative example to discuss the particular features of this method in the context of linear hyperbolic PDEs, which have not been studied before in this framework.

The Klein-Gordon equation in a domain with time-dependent boundary

We solve a Dirichlet boundary value problem for the Klein–Gordon equation posed in a time-dependent domain. Our approach is based on a general transform method for solving boundary value problems for linear and integrable nonlinear PDE in two variables. Our results consist of the inversion formula for a generalized Fourier transform, and of the application of this generalized transform to the solution of the boundary value problem.

Initial boundary value problems for the nonlinear Schrödinger equation

A new spectral method for solving initial boundary value problems for linear and integrable nonlinear partial differential equations in two independent variables is applied to the nonlinear Schrödinger equation and to its linearized version in the domain {x≥l(t), t≥0}. We show that there exist two cases: (a) if l″(t)<0, then the solution of the linear or nonlinear equations can be obtained by solving the respective scalar or matrix Riemann-Hilbert problem, which is defined on a time-dependent contour; (b) if l″(t)>0, then the Riemann-Hilbert problem is replaced by a respective scalar or matrix problem on a time-independent domain. In both cases, the solution is expressed in a spectrally decomposed form.

Integrable evolution equations in time-dependent domains

We discuss the implementation of a method of solving initial boundary value problems in the case of integrable evolution equations in a time-dependent domain. This method is applied to a dispersive linear evolution equation with spatial derivatives of arbitrary order and to the defocusing nonlinear Schrödinger equation, in the domain l(t)

Surprisingly slow reaction of dimethylsilylene with dimethylgermane: time-resolved kinetic studies and related quantum chemical calculations

Time-resolved studies of silylene, SiH2, and dimethylsilylene, SiMe2, generated by the 193 nm laser flash photolysis of appropriate precursor molecules have been carried out to obtain rate constants for their bimolecular reactions with dimethylgermane, Me2GeH2, in the gas phase. SiMe2 + Me2GeH2 was studied at five temperatures in the range 299-555 K. Problems of substrate UV absorption at 193 nm at temperatures above 400 K meant that only three temperatures could be used reliably for rate constant measurement. These rate constants gave the Arrhenius parameters log(A/cm(3) molecule(-1) s(-1)) = -13.25 +/- 0.16 and E-a = -(5.01 +/- 1.01) kJ mol(-1). Only room temperature studies of SiH2 were carried out. These gave values of (4.05 +/- 0.06) x 10(-10) cm(3) molecule(-1) s(-1) (SiH2 + Me2GeH2 at 295 K) and also (4.41 +/- 0.07) x 10(-10) cm(3) molecule(-1) s(-1) (SiH2 + MeGeH3 at 296 K). Rate constant comparisons show the surprising result that SiMe2 reacts 12.5 times slower with Me2GeH2 than with Me2SiH2. Quantum chemical calculations (G2(MP2,SVP)//B3LYP level) of the model Si-H and Ge-H insertion processes of SiMe2 with SiH4/MeSiH3 and GeH4/MeGeH3 support these findings and show that the lower reactivity of SiMe2 with Ge-H bonds is caused by a higher secondary barrier for rearrangement of the initially formed complexes. Full details of the structures of intermediate complexes and the discussion of their stabilities are given in the paper. Other, related, comparisons of silylene reactivity are also presented.

The addition reaction between silylene and ethyne: further isotope studies, pressure dependence studies, and quantum chemical calculations

Time-resolved kinetic studies of the reaction of dideutero-silylene, SiD2, generated by laser flash photolysis of phenylsilane-d(3), have been carried out to obtain rate constants for its bimolecular reaction with C2H2. The reaction was studied in the gas phase over the pressure range 1-100 Torr in SF6 bath gas, at five temperatures in the range 297-600 K. The second-order rate constants obtained by extrapolation to the high-pressure limits at each temperature fitted the Arrhenius equation log(k(infinity)/cm(3) molecule(-1) s(-1)) = (-10.05 +/- 0.05) + (3.43 +/- 0.36 kJ mol(-1))/RT ln 10. The rate constants were used to obtain a comprehensive set of isotope effects by comparison with earlier obtained rate constants for the reactions of SiH2 with C2H2 and C2D2. Additionally, pressure-dependent rate constants for the reaction of SiH2 with C2H2 in the presence of He (1-100 Tort) were obtained at 300, 399, and 613 K. Quantum chemical (ab initio) calculations of the SiC2H4 reaction system at the G3 level support the initial formation of silirene, which rapidly isomerizes to ethynylsilane as the major pathway. Reversible formation of vinylsilylene is also an important process. The calculations also indicate the involvement of several other intermediates, not previously suggested in the mechanism. RRKM calculations are in semiquantitative agreement with the pressure dependences and isotope effects suggested by the ab initio calculations, but residual discrepancies suggest the possible involvement of the minor reaction channel, SiH2 + C2H2 - SWPO + C2H4. The results are compared and contrasted with previous studies of this reaction system.

Investigation of the prototype silylene reaction, SiH2+H2O(and D2O): time-resolved gas-phase kinetic studies, isotope effects, RRKM calculations, and quantum chemical calculations of the reaction energy surface

Time-resolved kinetic studies of the reaction of silylene, SiH2, with H2O and with D2O have been carried out in the gas phase at 296 and at 339 K, using laser flash photolysis to generate and monitor SiH2. The reaction was studied over the pressure range 10-200 Torr with SF6 as bath gas. The second-order rate constants obtained were pressure dependent, indicating that the reaction is a third-body assisted association process. Rate constants at 339 K were about half those at 296 K. Isotope effects, k(H)/k(D), were small averaging 1.076 0.080, suggesting no involvement of H- (or D-) atom transfer in the rate determining step. RRKM modeling was undertaken based on a transition state appropriate to formation of the expected zwitterionic donoracceptor complex, H2Si...OH2. Because the reaction is close to the low pressure (third order) region, it is difficult to be definitive about the activated complex structure. Various structures were tried, both with and without the incorporation of rotational modes, leading to values for the high-pressure limiting (i.e., true secondorder) rate constant in the range 9.5 x 10(-11) to 5 x 10(-10) cm(3) molecule' s(-1). The RRKM modeling and mechanistic interpretation is supported by ab initio quantum calculations carried out at the G2 and G3 levels. The results are compared and contrasted with the previous studies.

Experimental and theoretical evidence for homogeneous catalysis in the gas-phase reaction of SiH2 with H2O (and D2O): a combined kinetic and quantum chemical study

Time-resolved kinetic studies of the reaction of silylene, SiH2, with H2O and with D2O have been carried out in the gas phase at 297 K and at 345 K, using laser flash photolysis to generate and monitor SiH2. The reaction was studied independently as a function of H2O (or D2O) and SF6 (bath gas) pressures. At a fixed pressure of SF6 (5 Torr), [SiH2] decay constants, k(obs), showed a quadratic dependence on [H2O] or [D2O]. At a fixed pressure of H2O or D2O, k(obs) Values were strongly dependent on [SF6]. The combined rate expression is consistent with a mechanism involving the reversible formation of a vibrationally excited zwitterionic donor-acceptor complex, H2Si...OH2 (or H2Si...OD2). This complex can then either be stabilized by SF6 or it reacts with a further molecule of H2O (or D2O) in the rate-determining step. Isotope effects are in the range 1.0-1.5 and are broadly consistent with this mechanism. The mechanism is further supported by RRKM theory, which shows the association reaction to be close to its third-order region of pressure (SF6) dependence. Ab initio quantum calculations, carried out at the G3 level, support the existence of a hydrated zwitterion H2Si...(OH2)(2), which can rearrange to hydrated silanol, with an energy barrier below the reaction energy threshold. This is the first example of a gas-phase-catalyzed silylene reaction.