The composite Euler method for stiff stochastic differential equations

In this paper we present the composite Euler method for the strong solution of stochastic differential equations driven by d-dimensional Wiener processes. This method is a combination of the semi-implicit Euler method and the implicit Euler method. At each step either the semi-implicit Euler method or the implicit Euler method is used in order to obtain better stability properties. We give criteria for selecting the semi-implicit Euler method or the implicit Euler method. For the linear test equation, the convergence properties of the composite Euler method depend on the criteria for selecting the methods. Numerical results suggest that the convergence properties of the composite Euler method applied to nonlinear SDEs is the same as those applied to linear equations. The stability properties of the composite Euler method are shown to be far superior to those of the Euler methods, and numerical results show that the composite Euler method is a very promising method. (C) 2001 Elsevier Science B.V. All rights reserved.

Infiltration effects on sediment mobility under waves

Sediment mobility measurements with a horizontal sand bed under non-breaking waves are reported. Conditions include no seepage and steady downward seepage corresponding to head gradients up to 2.5. The results indicate that infiltration tends to inhibit sediment mobility for a horizontal bcd of 0.2 mm quartz sand exposed to moderated wave induced bed shear stresses. The effect is weak for the parameter range of the present study. The two opposing effects of shear stress increase due to boundary layer thinning and the stabilizing downward drag are successfully accounted for through the modified Shields parameter of Nielsen [Nielsen, P., 1997. Coastal groundwater dynamics. Proc. Coastal Dynamics '97, Plymouth, ASCE, Dp, 546-555] using coefficients derived from independent studies. That is, from the shear stress experiments of Conley [Conley, D.C., 1993. Ventilated oscillatory boundary layers. PhD Thesis, University of California, San Diego, 74 pp.] and the slope stability experiments of Martin and Aral [Martin, C.S. and M.M. Aral, 1971. Seepage force on interfacial bed particles. J. Hydraulics Div., proc. ASCE, Vol. 97, No. Hy7, pp. 1081-1100]. (C) 2001 Elsevier Science B.V. All rights reserved.

Implicit Taylor methods for stiff stochastic differential equations

In this paper we discuss implicit Taylor methods for stiff Ito stochastic differential equations. Based on the relationship between Ito stochastic integrals and backward stochastic integrals, we introduce three implicit Taylor methods: the implicit Euler-Taylor method with strong order 0.5, the implicit Milstein-Taylor method with strong order 1.0 and the implicit Taylor method with strong order 1.5. The mean-square stability properties of the implicit Euler-Taylor and Milstein-Taylor methods are much better than those of the corresponding semi-implicit Euler and Milstein methods and these two implicit methods can be used to solve stochastic differential equations which are stiff in both the deterministic and the stochastic components. Numerical results are reported to show the convergence properties and the stability properties of these three implicit Taylor methods. The stability analysis and numerical results show that the implicit Euler-Taylor and Milstein-Taylor methods are very promising methods for stiff stochastic differential equations.

Hemin reconstitutes proton extrusion in an H+-ATPase-negative mutant of Lactococcus lactis

H+-ATPase is considered essential for growth of Lactococcus lactis. However, media containing hemin restored the aerobic growth of an H+-ATPase-negative mutant, suggesting that hemin complements proton extrusion. We show that inverted membrane vesicles prepared from hemin-grown L. lactis cells are capable of coupling NADH oxidation to proton translocation.

Causal and localizable quantum operations

We examine constraints on quantum operations imposed by relativistic causality. A bipartite superoperator is said to be localizable if it can be implemented by two parties (Alice and Bob) who share entanglement but do not communicate, it is causal if the superoperator does not convey information from Alice to Bob or from Bob to Alice. We characterize the general structure of causal complete-measurement superoperators, and exhibit examples that are causal but not localizable. We construct another class of causal bipartite superoperators that are not localizable by invoking bounds on the strength of correlations among the parts of a quantum system. A bipartite superoperator is said to be semilocalizable if it can be implemented with one-way quantum communication from Alice to Bob, and it is semicausal if it conveys no information from Bob to Alice. We show that all semicausal complete-measurement superoperators are semi localizable, and we establish a general criterion for semicausality. In the multipartite case, we observe that a measurement superoperator that projects onto the eigenspaces of a stabilizer code is localizable.

Characterizing mixing and measurement in quantum mechanics

What fundamental constraints characterize the relationship between a mixture rho = Sigma (i)p(i)rho (i) of quantum states, the states rho (i) being mixed, and the probabilities p(i)? What fundamental constraints characterize the relationship between prior and posterior states in a quantum measurement? In this paper we show that then are many surprisingly strong constraints on these mixing and measurement processes that can be expressed simply in terms of the eigenvalues of the quantum states involved. These constraints capture in a succinct fashion what it means to say that a quantum measurement acquires information about the system being measured, and considerably simplify the proofs of many results about entanglement transformation.

Separable states are more disordered globally than locally

A remarkable feature of quantum entanglement is that an entangled state of two parties, Alice (A) and Bob (B), may be more disordered locally than globally. That is, S(A) > S(A, B), where S() is the von Neumann entropy. It is known that satisfaction of this inequality implies that a state is nonseparable. In this paper we prove the stronger result that for separable states the vector of eigenvalues of the density matrix of system AB is majorized by the vector of eigenvalues of the density matrix of system A alone. This gives a strong sense in which a separable state is more disordered globally than locally and a new necessary condition for separability of bipartite states in arbitrary dimensions.

The GRIP domain is a specific targeting sequence for a population of trans-Golgi network derived tubulo-vesicular carriers

Vesicular carriers for intracellular transport associate with unique sets of accessory molecules that dictate budding and docking on specific membrane domains. Although many of these accessory molecules are peripheral membrane proteins, in most cases the targeting sequences responsible for their membrane recruitment have yet to be identified. We have previously defined a novel Golgi targeting domain (GRIP) shared by a family of coiled-coil peripheral membrane Golgi proteins implicated in membrane trafficking. We show here that the docking site for the GRIP motif of p230 is a specific domain of Golgi. membranes. By immunoelectron microscopy of HeLa cells stably expressing a green fluorescent protein (GFP)-p230(GRIP) fusion protein, we show binding specifically to a subset of membranes of the trans-Golgi network (TGN). Real-time imaging of live HeLa cells revealed that the GFP-p230(GRIP) was associated with highly dynamic tubular extensions of the TGN, which have the appearance and behaviour of transport carriers. To further define the nature of the GRIP membrane binding site, in vitro budding assays were performed using purified rat liver Golgi membranes and cytosol from GFP-p230(GRIP) transfected cells. Analysis of Golgi-derived vesicles by sucrose gradient fractionation demonstrated that GFP-p230(GRIP) binds to a specific population of vesicles distinct from those labelled for beta -COP or gamma -adaptin. The GFP-p230(GRIP) fusion protein is recruited to the same vesicle population as full-length p230, demonstrating that the GRIP domain is solely proficient as a targeting signal for membrane binding of the native molecule. Therefore, p230 GRIP is a targeting signal for recruitment to a highly selective membrane attachment site on a specific population of trans-Golgi network tubulovesicular carriers.

Shear stress and sediment transport calculations for swash zone modelling

It is shown that the observed difference in sediment transporting efficiency by the swash uprush, compared with the downrush, could be mainly due to greater bed shear stress for a given velocity in the more abruptly accelerated uprush. The bed shear stress generated by an arbitrary free stream velocity time series is modelled in terms of usual wave boundary layer models plus a phase lead (phi(tau) of the bed shear stress compared with the free stream velocity at the peak frequency. With this approach, the total transport amounts in uprush and downrush can be modelled satisfactorily with the same sediment transport formula, without the need for different uprush and downrush coefficients. While the adaptation of sediment transport formulae from steady flow can thus lead to the right total amounts of sediment moved by this method, the timing of the instantaneous sediment transport rates are probably not accurately modelled due to the highly unsteady nature of the swash and the presence of pre-suspended sediment in the uprush. Nevertheless, the proposed method is a useful intermediate step before we have a complete understanding of sediment transport under very rapid accelerations and of the relative contribution of pre-suspended sediment to the onshore sediment transport in swash zones. (C) 2002 Published by Elsevier Science B.V.

Shear stress and sediment transport calculations for sheet flow under waves

A simple method is provided for calculating transport rates of not too fine (d(50) greater than or equal to 0.20 mm) sand under sheet flow conditions. The method consists of a Meyer-Peter-type transport formula operating on a time-varying Shields parameter, which accounts for both acceleration-asymmetry and boundary layer streaming. While velocity moment formulae, e.g.., = Constant x calibrated against U-tube measurements, fail spectacularly under some real waves (Ribberink, J.S., Dohmen-Janssen, C.M., Hanes, D.M., McLean, S.R., Vincent, C., 2000. Near-bed sand transport mechanisms under waves. Proc. 27th Int. Conf. Coastal Engineering, Sydney, ASCE, New York, pp. 3263-3276, Fig. 12), the new method predicts the real wave observations equally well. The reason that the velocity moment formulae fail under these waves is partly the presence of boundary layer streaming and partly the saw-tooth asymmetry, i.e., the front of the waves being steeper than the back. Waves with saw-tooth asymmetry may generate a net landward sediment transport even if = 0, because of the more abrupt acceleration under the steep front. More abrupt accelerations are associated with thinner boundary layers and greater pressure gradients for a given velocity magnitude. The two real wave effects are incorporated in a model of the form Q(s)(t) = Q(s)[theta(t)] rather than Q(S)(t) = Q(S)[u(infinity)(t)], i.e., by expressing the transport rate in terms of an instantaneous Shields parameter rather than in terms of the free stream velocity, and accounting for both streaming and accelerations in the 0(t) calculations. The instantaneous friction velocities u(*)(t) and subsequently theta(t) are calculated as follows. Firstly, a linear filter incorporating the grain roughness friction factor f(2.5) and a phase angle phi(tau) is applied to u(infinity)(t). This delivers u(*)(t) which is used to calculate an instantaneous grain roughness Shields parameter theta(2.5)(t). Secondly, a constant bed shear stress is added which corresponds to the streaming related bed shear stress -rho ($) over bar((u) over tilde(w) over tilde)(infinity) . The method can be applied to any u(infinity)(t) time series, but further experimental validation is recommended before application to conditions that differ strongly from the ones considered below. The method is not recommended for rippled beds or for sheet flow with typical prototype wave periods and d(50) < 0.20 turn. In such scenarios, time lags related to vertical sediment movement become important, and these are not considered by the present model. (C) 2002 Elsevier Science B.V. All rights reserved.

Vertical fluxes of sediment in oscillatory sheet flow

Time series of vertical sediment fluxes are derived from concentration time series in sheet flow under waves. While the concentrations C(z,t) vary very little with time for \z\ < 10d(50), the measured vertical sediment fluxes Q(zs)(z,t) vary strongly with time in this vertical band and their time variation follows, to some extent, the variation of the grain roughness Shields parameter 02,5(t). Thus, sediment distribution models based on the pickup function boundary condition are in some qualitative agreement with the measurements. However, the pickup function models are only able to model the upward bursts of sediment during the accelerating phases of the flow. They are, so far, unable to model the following strong downward sediment fluxes, which are observed during the periods of flow deceleration. Classical pickup functions, which essentially depend on the Shields parameter, are also incapable of modelling the secondary entrainment fluxes, which sometimes occur at free stream velocity reversal. The measured vertical fluxes indicate that the effective sediment settling velocity in the high [(0.3 < C(z,t) < 0.4] concentration area is typically only a few percent of the clear water settling velocity, while the measurements of Richardson and Jeronimo [Chem. Eng. Sci. 34 (1979) 1419], from a different physical setting, lead to estimates of the order 20%. The data does not support gradient diffusion as a model for sediment entrainment from the bed. That is, detailed modelling of the observed near-bed fluxes would require diffusivities that go negative during periods of flow deceleration. An observed general trend for concentration variability to increase with elevation close to the bed is also irreconcilable with diffusion models driven by a bottom boundary condition. (C) 2002 Published by Elsevier Science B.V.

Universal quantum computation and simulation using any entangling Hamiltonian and local unitaries

What interactions are sufficient to simulate arbitrary quantum dynamics in a composite quantum system? We provide an efficient algorithm to simulate any desired two-body Hamiltonian evolution using any fixed two-body entangling n-qubit Hamiltonian and local unitary operations. It follows that universal quantum computation can be performed using any entangling interaction and local unitary operations.

Universal simulation of Hamiltonian dynamics for quantum systems with finite-dimensional state spaces

What interactions are sufficient to simulate arbitrary quantum dynamics in a composite quantum system? Dodd [Phys. Rev. A 65, 040301(R) (2002)] provided a partial solution to this problem in the form of an efficient algorithm to simulate any desired two-body Hamiltonian evolution using any fixed two-body entangling N-qubit Hamiltonian, and local unitaries. We extend this result to the case where the component systems are qudits, that is, have D dimensions. As a consequence we explain how universal quantum computation can be performed with any fixed two-body entangling N-qudit Hamiltonian, and local unitaries.