Physics of Hexagonal Limit-Periodic Phases: Thermodynamics, Formation and Vibrational Modes

Limit-periodic (LP) structures exhibit a type of nonperiodic order yet to be found in a natural material. A recent result in tiling theory, however, has shown that LP order can spontaneously emerge in a two-dimensional (2D) lattice model with nearest-and next-nearest-neighbor interactions. In this dissertation, we explore the question of what types of interactions can lead to a LP state and address the issue of whether the formation of a LP structure in experiments is possible. We study emergence of LP order in three-dimensional (3D) tiling models and bring the subject into the physical realm by investigating systems with realistic Hamiltonians and low energy LP states. Finally, we present studies of the vibrational modes of a simple LP ball and spring model whose results indicate that LP materials would exhibit novel physical properties.

A 2D lattice model defined on a triangular lattice with nearest- and next-nearest-neighbor interactions based on the Taylor-Socolar (TS) monotile is known to have a LP ground state. The system reaches that state during a slow quench through an infinite sequence of phase transitions. Surprisingly, even when the strength of the next-nearest-neighbor interactions is zero, in which case there is a large degenerate class of both crystalline and LP ground states, a slow quench yields the LP state. The first study in this dissertation introduces 3D models closely related to the 2D models that exhibit LP phases. The particular 3D models were designed such that next-nearest-neighbor interactions of the TS type are implemented using only nearest-neighbor interactions. For one of the 3D models, we show that the phase transitions are first order, with equilibrium structures that can be more complex than in the 2D case.

In the second study, we investigate systems with physical Hamiltonians based on one of the 2D tiling models with the goal of stimulating attempts to create a LP structure in experiments. We explore physically realizable particle designs while being mindful of particular features that may make the assembly of a LP structure in an experimental system difficult. Through Monte Carlo (MC) simulations, we have found that one particle design in particular is a promising template for a physical particle; a 2D system of identical disks with embedded dipoles is observed to undergo the series of phase transitions which leads to the LP state.

LP structures are well ordered but nonperiodic, and hence have nontrivial vibrational modes. In the third section of this dissertation, we study a ball and spring model with a LP pattern of spring stiffnesses and identify a set of extended modes with arbitrarily low participation ratios, a situation that appears to be unique to LP systems. The balls that oscillate with large amplitude in these modes live on periodic nets with arbitrarily large lattice constants. By studying periodic approximants to the LP structure, we present numerical evidence for the existence of such modes, and we give a heuristic explanation of their structure.

STABILITY ANALYSIS WITH APPLICATIONS OF A TWO-DIMENSIONAL DYNAMICAL SYSTEM ARISING FROM A STOCHASTIC MODEL FOR AN ASSET MARKET

We analyze the stability properties of equilibrium solutions and periodicity of orbits in a two-dimensional dynamical system whose orbits mimic the evolution of the price of an asset and the excess demand for that asset. The construction of the system is grounded upon a heterogeneous interacting agent model for a single risky asset market. An advantage of this construction procedure is that the resulting dynamical system becomes a macroscopic market model which mirrors the market quantities and qualities that would typically be taken into account solely at the microscopic level of modeling. The system`s parameters correspond to: (a) the proportion of speculators in a market; (b) the traders` speculative trend; (c) the degree of heterogeneity of idiosyncratic evaluations of the market agents with respect to the asset`s fundamental value; and (d) the strength of the feedback of the population excess demand on the asset price update increment. This correspondence allows us to employ our results in order to infer plausible causes for the emergence of price and demand fluctuations in a real asset market. The employment of dynamical systems for studying evolution of stochastic models of socio-economic phenomena is quite usual in the area of heterogeneous interacting agent models. However, in the vast majority of the cases present in the literature, these dynamical systems are one-dimensional. Our work is among the few in the area that construct and study analytically a two-dimensional dynamical system and apply it for explanation of socio-economic phenomena.

Biological monitoring and Biological Limit Values (BLV): the strategy of the European Union

Occupational standards concerning allowable concentrations of chemical compounds in the ambient air of workplaces have been established in several countries worldwide. With the integration of the European Union (EU), there has been a need of establishing harmonised Occupational Exposure Limits (OEL). The European Commission Directive 95/320/EC of 12 July 1995 has given the tasks to a Scientific Committee for Occupational Exposure Limits (SCOEL) to propose, based on scientific data and where appropriate, occupational limit values which may include the 8-h time-weighted average (TWA), short-term limits/excursion limits (STEL) and Biological Limit Values (BLVs). In 2000, the European Union issued a list of 62 chemical substances with Occupational Exposure Limits. Of these, 25 substances received a "skin" notation, indicating that toxicologically significant amounts may be taken up via the skin. For such substances, monitoring of concentrations in ambient air may not be sufficient, and biological monitoring strategies appear of potential importance in the medical surveillance of exposed workers. Recent progress has been made with respect to formulation of a strategy related to health-based BLVs.

Some limit theorems for regenerative queues

We consider a single server queue with the interarrival times and the service times forming a regenerative sequence. This traffic class includes the standard models: lid, periodic, Markov modulated (e.g., BMAP model of Lucantoni [18]) and their superpositions. This class also includes the recently proposed traffic models in high speed networks, exhibiting long range dependence. Under minimal conditions we obtain the rates of convergence to stationary distributions, finiteness of stationary moments, various functional limit theorems and the continuity of stationary distributions and moments. We use the continuity results to obtain approximations for stationary distributions and moments of an MMPP/GI/1 queue where the modulating chain has a countable state space. We extend all our results to feedforward networks where the external arrivals to each queue can be regenerative. In the end we show that the output process of a leaky bucket is regenerative if the input process is and hence our results extend to a queue with arrivals controlled by a leaky bucket.

Periodic oscillations in feedback systems with combined pulse modulation

This paper presents a systematic method of investigating the existence of limit cycle oscillations in feedback systems with combined integral pulse frequency-pulse width (IPF-P/V) modulation. The method is based on the non-linear discrete equivalence of the continuous feedback system containing the IPF-PW modulator.

Detection of a periodic structure hidden in random background: the role of signal amplitude in the matched filter detection method

The matched filter method for detecting a periodic structure on a surface hidden behind randomness is known to detect up to (r(0)/Lambda) gt;= 0.11, where r(0) is the coherence length of light on scattering from the rough part and 3 is the wavelength of the periodic part of the surface-the above limit being much lower than what is allowed by conventional detection methods. The primary goal of this technique is the detection and characterization of the periodic structure hidden behind randomness without the use of any complicated experimental or computational procedures. This paper examines this detection procedure for various values of the amplitude a of the periodic part beginning from a = 0 to small finite values of a. We thus address the importance of the following quantities: `(a)lambda) `, which scales the amplitude of the periodic part with the wavelength of light, and (r(0))Lambda),in determining the detectability of the intensity peaks.

On existence of periodic solutions for stable interval plants with odd, sector type nonlinearities

In several systems, the physical parameters of the system vary over time or operating points. A popular way of representing such plants with structured or parametric uncertainties is by means of interval polynomials. However, ensuring the stability of such systems is a robust control problem. Fortunately, Kharitonov's theorem enables the analysis of such interval plants and also provides tools for design of robust controllers in such cases. The present paper considers one such case, where the interval plant is connected with a timeinvariant, static, odd, sector type nonlinearity in its feedback path. This paper provides necessary conditions for the existence of self sustaining periodic oscillations in such interval plants, and indicates a possible design algorithm to avoid such periodic solutions or limit cycles. The describing function technique is used to approximate the nonlinearity and subsequently arrive at the results. Furthermore, the value set approach, along with Mikhailov conditions, are resorted to in providing graphical techniques for the derivation of the conditions and subsequent design algorithm of the controller.

Dynamical localization in a chain of hard core bosons under periodic driving

We study the dynamics of a one-dimensional lattice model of hard core bosons which is initially in a superfluid phase with a current being induced by applying a twist at the boundary. Subsequently, the twist is removed, and the system is subjected to periodic delta-function kicks in the staggered on-site potential. We present analytical expressions for the current and work done in the limit of an infinite number of kicks. Using these, we show that the current (work done) exhibits a number of dips (peaks) as a function of the driving frequency and eventually saturates to zero (a finite value) in the limit of large frequency. The vanishing of the current (and the saturation of the work done) can be attributed to a dynamic localization of the hard core bosons occurring as a consequence of the periodic driving. Remarkably, we show that for some specific values of the driving amplitude, the localization occurs for any value of the driving frequency. Moreover, starting from a half-filled lattice of hard core bosons with the particles localized in the central region, we show that the spreading of the particles occurs in a light-cone-like region with a group velocity that vanishes when the system is dynamically localized.

On the dynamic readout of sub-diffraction-limit pit arrays with a silver thin film

Fast moving arrays of periodic sub-diffraction-limit pits were dynamically read out via a silver thin film. The mechanism of the dynamic readout is analysed and discussed in detail, both experimentally and theoretically. The analysis and experiment show that, in the course of readout, surface plasmons can be excited at the silver/air interface by the focused laser beam and amplified by the silver thin film. The surface plasmons are transmitted into the substrate/silver interface with a large enhancement. The surface waves at the substrate/silver interface are scattered by the sinusoidal pits of sub-diffraction-limit size. The scattered waves are collected by a converging lens and guided into the detector for the readout.

Prediction of Limit Cycle Oscillations Using an Implicit Aeroelastic-Harmonic Balance Method

This work proposes a extends a novel approach to compute tran sonic Limit Cycle Oscillations using high fidelity analysis. CFD based Harmonic Balance methods have proven to be efficient tools to predict periodic phenomena. This paper’s contribution is to present a methodology to determine the unknown frequency of oscillations using an implicit for- mulation of the HB method to accurately capture Limit Cycle Oscillations (LCOs); this is achieved by defining a frequency updating procedure based on a coupled CFD/CSD Harmonic Balance formulation to find the LCO condition. A pitch/plunge aerofoil and respective linear structural models is used to exercise the new method. Results show consistent agreement between the proposed and time-marching methods for both LCO amplitude and frequency.

Investigation of Limit Cycle Oscillations Using Aeroelastic-Harmonic Balance Method

This work investigates limit cycle oscillations in the transonic regime. A novel approach to predict Limit Cycle Oscillations using high fidelity analysis is exploited to accelerate calculations. The method used is an Aeroeasltic Harmonic Balance approach, which has been proven to be efficient and able to predict periodic phenomena. The behaviour of limit cycle oscillations is analysed using uncertainty quantification tools based on polynomial chaos expansions. To improve the efficiency of the sampling process for the polynomial-chaos expansions an adaptive sampling procedure is used. These methods are exercised using two problems: a pitch/plunge aerofoil and a delta-wing. Results indicate that Mach n. variability is determinant to the amplitude of the LCO for the 2D test case, whereas for the wing case analysed here, variability in the Mach n. has an almost negligible influence in amplitude variation and the LCO frequency variability has an almost linear relation with Mach number. Further test cases are required to understand the generality of these results.

Prediction of limit cycle oscillations under uncertainty using a Harmonic Balance method

The Harmonic Balance method is an attractive solution for computing periodic responses and can be an alternative to time domain methods, at a reduced computational cost. The current paper investigates using a Harmonic Balance method for simulating limit cycle oscillations under uncertainty. The Harmonic Balance method is used in conjunction with a non-intrusive polynomial-chaos approach to propagate variability and is validated against Monte Carlo analysis. Results show the potential of the approach for a range of nonlinear dynamical systems, including a full wing configuration exhibiting supercritical and subcritical bifurcations, at a fraction of the cost of performing time domain simulations.

Prediction of Transonic Limit-Cycle Oscillations Using an Aeroelastic Harmonic Balance Method

This work proposes a novel approach to compute transonic limit-cycle oscillations using high-fidelity analysis. Computational-Fluid-Dynamics based harmonic balance methods have proven to be efficient tools to predict periodic phenomena. This paper’s contribution is to present a new methodology to determine the unknown frequency of oscillations, enabling harmonic balance methods to accurately capture limit-cycle oscillations; this is achieved by defining a frequency-updating procedure based on a coupled computational-fluid-dynamics/computational-structural-dynamics harmonic balance formulation to find the limit-cycle oscillation condition. A pitch/plunge airfoil and delta wing aerodynamic and respective linear structural models are used to validate the new method against conventional time-domain simulations. Results show consistent agreement between the proposed and time-marching methods for both limit-cycle oscillation amplitude and frequency while producing at least a one-order-of-magnitude reduction in computational time.