A semigroup approach to the strong ergodic theorem of the multistate stable population process.

PubMed

Inaba, H

1988-01-01

"In this paper we first formulate the dynamics of multistate stable population processes as a partial differential equation. Next, we rewrite this equation as an abstract differential equation in a Banach space, and solve it by using the theory of strongly continuous semigroups of bounded linear operators. Subsequently, we investigate the asymptotic behavior of this semigroup to show the strong ergodic theorem which states that there exists a stable distribution independent of the initial distribution. Finally, we introduce the dual problem in order to obtain a logical definition for the reproductive value and we discuss its applications." (SUMMARY IN FRE) excerpt

Integrability versus Thermalizability in Isolated Quantum Systems

NASA Astrophysics Data System (ADS)

Olshanii, Maxim

2012-02-01

The purpose of this presentation is to assess the status of our understanding of the transition from integrability to thermalizability in isolated quantum systems. In Classical Mechanics, the boundary stripe between the two is relatively sharp: its integrability edge is marked by the appearance of finite Lyapunov's exponents that further converge to a unique value when the ergodicity edge is reached. Classical ergodicity is a universal property: if a system is ergodic, then every observable attains its microcanonical value in the infinite time average over the trajectory. On the contrary, in Quantum Mechanics, Lyapunov's exponents are always zero. Furthermore, since quantum dynamics necessarily invokes coherent superpositions of eigenstates of different energy, projectors to the eigenstates become more relevant; those in turn never thermalize. All of the above indicates that in quantum many-body systems, (a) the integrability-thermalizability transition is smooth, and (b) the degree of thermalizability is not absolute like in classical mechanics, but it is relative to the class of observables of interest. In accordance with these observations, we propose a concrete measure of the degree of quantum thermalizability, consistent with the expected empirical manifestations of it. As a practical application of this measure, we devise a unified recipe for choosing an optimal set of conserved quantities to govern the after-relaxation values of observables, in both integrable quantum systems and in quantum systems in between integrable and thermalizable.

Broken Ergodicity in MHD Turbulence in a Spherical Domain

NASA Technical Reports Server (NTRS)

Shebalin, John V.; wang, Yifan

2011-01-01

Broken ergodicity (BE) occurs in Fourier method numerical simulations of ideal, homogeneous, incompressible magnetohydrodynamic (MHD) turbulence. Although naive statistical theory predicts that Fourier coefficients of fluid velocity and magnetic field are zero-mean random variables, numerical simulations clearly show that low-wave-number coefficients have non-zero mean values that can be very large compared to the associated standard deviation. In other words, large-scale coherent structure (i.e., broken ergodicity) in homogeneous MHD turbulence can spontaneously grow out of random initial conditions. Eigenanalysis of the modal covariance matrices in the probability density functions of ideal statistical theory leads to a theoretical explanation of observed BE in homogeneous MHD turbulence. Since dissipation is minimal at the largest scales, BE is also relevant for resistive magnetofluids, as evidenced in numerical simulations. Here, we move beyond model magnetofluids confined by periodic boxes to examine BE in rotating magnetofluids in spherical domains using spherical harmonic expansions along with suitable boundary conditions. We present theoretical results for 3-D and 2-D spherical models and also present computational results from dynamical simulations of 2-D MHD turbulence on a rotating spherical surface. MHD turbulence on a 2-D sphere is affected by Coriolus forces, while MHD turbulence on a 2-D plane is not, so that 2-D spherical models are a useful (and simpler) intermediate stage on the path to understanding the much more complex 3-D spherical case.

On Another Edge of Defocusing: Hyperbolicity of Asymmetric Lemon Billiards

NASA Astrophysics Data System (ADS)

Bunimovich, Leonid; Zhang, Hong-Kun; Zhang, Pengfei

2016-02-01

Defocusing mechanism provides a way to construct chaotic (hyperbolic) billiards with focusing components by separating all regular components of the boundary of a billiard table sufficiently far away from each focusing component. If all focusing components of the boundary of the billiard table are circular arcs, then the above separation requirement reduces to that all circles obtained by completion of focusing components are contained in the billiard table. In the present paper we demonstrate that a class of convex tables— asymmetric lemons, whose boundary consists of two circular arcs, generate hyperbolic billiards. This result is quite surprising because the focusing components of the asymmetric lemon table are extremely close to each other, and because these tables are perturbations of the first convex ergodic billiard constructed more than 40 years ago.

Stability and instability towards delocalization in many-body localization systems

NASA Astrophysics Data System (ADS)

De Roeck, Wojciech; Huveneers, François

2017-04-01

We propose a theory that describes quantitatively the (in)stability of fully many-body localization (MBL) systems due to ergodic, i.e., delocalized, grains, that can be, for example, due to disorder fluctuations. The theory is based on the ETH hypothesis and elementary notions of perturbation theory. The main idea is that we assume as much chaoticity as is consistent with conservation laws. The theory describes correctly—even without relying on the theory of local integrals of motion (LIOM)—the MBL phase in one dimension at strong disorder. It yields an explicit and quantitative picture of the spatial boundary between localized and ergodic systems. We provide numerical evidence for this picture. When the theory is taken to its extreme logical consequences, it predicts that the MBL phase is destabilised in the long time limit whenever (1) interactions decay slower than exponentially in d =1 and (2) always in d >1 . Finer numerics is required to assess these predictions.

The three-body problem and equivariant Riemannian geometry

NASA Astrophysics Data System (ADS)

Alvarez-Ramírez, M.; García, A.; Meléndez, J.; Reyes-Victoria, J. G.

2017-08-01

We study the planar three-body problem with 1/r2 potential using the Jacobi-Maupertuis metric, making appropriate reductions by Riemannian submersions. We give a different proof of the Gaussian curvature's sign and the completeness of the space reported by Montgomery [Ergodic Theory Dyn. Syst. 25, 921-947 (2005)]. Moreover, we characterize the geodesics contained in great circles.

A simple condition for uniqueness of the absolutely continuous ergodic measure and its application to economic models

NASA Astrophysics Data System (ADS)

Sato, Kenji; Yano, Makoto

2012-09-01

Unique existence of the absolutely continuous ergodic measure, or existence of ergodic chaos (in a strong sense), has been considered important in economics since it explains the mechanism underlying economic fluctuations. In the present study, a simple sufficient condition for ergodic chaos is proved and applied to economic models.

Watchers of the multiverse

DOE Office of Scientific and Technical Information (OSTI.GOV)

Garriga, Jaume; Vilenkin, Alexander, E-mail: jaume.garriga@ub.edu, E-mail: vilenkin@cosmos.phy.tufts.edu

2013-05-01

An unresolved question in inflationary cosmology is the assignment of probabilities to different types of events that can occur in the eternally inflating multiverse. We explore the possibility that the resolution of this ''measure problem'' may rely on non-standard dynamics in regions of high curvature. In particular, ''big crunch'' singularities at the future boundary of bubbles with negative vacuum energy density may lead to bounces, where contraction is replaced by inflationary expansion driven by different vacua in the landscape. Similarly, singularities inside of black holes might be gateways to other inflating vacua. This would drastically affect the global structure ofmore » the inflating multiverse. We consider a measure based on a probe geodesic which undergoes an infinite number of passages through crunches. This can be thought of as the world-line of an eternal ''watcher{sup ,} collecting data in an orderly fashion. We compare this to previous approaches to the measure problem. The watcher's measure is independent of initial conditions and does not suffer from ambiguities associated with the choice of a cut-off surface. Another potential benefit from passing through crunches is that the observations collected by the watcher may easily depart from ergodicity, in very generic landscapes. This may significantly alleviate the problem of Boltzmann Brain dominance.« less

Broken Ergodicity in Two-Dimensional Homogeneous Magnetohydrodynamic Turbulence

NASA Technical Reports Server (NTRS)

Shebalin, John V.

2010-01-01

Two-dimensional (2-D) homogeneous magnetohydrodynamic (MHD) turbulence has many of the same qualitative features as three-dimensional (3-D) homogeneous MHD turbulence.The se features include several ideal invariants, along with the phenomenon of broken ergodicity. Broken ergodicity appears when certain modes act like random variables with mean values that are large compared to their standard deviations, indicating a coherent structure or dynamo.Recently, the origin of broken ergodicity in 3-D MHD turbulence that is manifest in the lowest wavenumbers was explained. Here, a detailed description of the origins of broken ergodicity in 2-D MHD turbulence is presented. It will be seen that broken ergodicity in ideal 2-D MHD turbulence can be manifest in the lowest wavenumbers of a finite numerical model for certain initial conditions or in the highest wavenumbers for another set of initial conditions.T he origins of broken ergodicity in ideal 2-D homogeneous MHD turbulence are found through an eigen analysis of the covariance matrices of the modal probability density functions.It will also be shown that when the lowest wavenumber magnetic field becomes quasi-stationary, the higher wavenumber modes can propagate as Alfven waves on these almost static large-scale magnetic structures

Ergodicity of the generalized lemon billiards

DOE Office of Scientific and Technical Information (OSTI.GOV)

Chen, Jingyu; Mohr, Luke; Zhang, Hong-Kun, E-mail: hongkun@math.umass.edu

2013-12-15

In this paper, we study a two-parameter family of convex billiard tables, by taking the intersection of two round disks (with different radii) in the plane. These tables give a generalization of the one-parameter family of lemon-shaped billiards. Initially, there is only one ergodic table among all lemon tables. In our generalized family, we observe numerically the prevalence of ergodicity among the some perturbations of that table. Moreover, numerical estimates of the mixing rate of the billiard dynamics on some ergodic tables are also provided.

Ergodicity and model quality in template-restrained canonical and temperature/Hamiltonian replica exchange coarse-grained molecular dynamics simulations of proteins.

PubMed

Karczyńska, Agnieszka S; Czaplewski, Cezary; Krupa, Paweł; Mozolewska, Magdalena A; Joo, Keehyoung; Lee, Jooyoung; Liwo, Adam

2017-12-05

Molecular simulations restrained to single or multiple templates are commonly used in protein-structure modeling. However, the restraints introduce additional barriers, thus impairing the ergodicity of simulations, which can affect the quality of the resulting models. In this work, the effect of restraint types and simulation schemes on ergodicity and model quality was investigated by performing template-restrained canonical molecular dynamics (MD), multiplexed replica-exchange molecular dynamics, and Hamiltonian replica exchange molecular dynamics (HREMD) simulations with the coarse-grained UNRES force field on nine selected proteins, with pseudo-harmonic log-Gaussian (unbounded) or Lorentzian (bounded) restraint functions. The best ergodicity was exhibited by HREMD. It has been found that non-ergodicity does not affect model quality if good templates are used to generate restraints. However, when poor-quality restraints not covering the entire protein are used, the improved ergodicity of HREMD can lead to significantly improved protein models. © 2017 Wiley Periodicals, Inc. © 2017 Wiley Periodicals, Inc.

Efficiency bounds for nonequilibrium heat engines

DOE Office of Scientific and Technical Information (OSTI.GOV)

Mehta, Pankaj; Polkovnikov, Anatoli, E-mail: asp@bu.edu

2013-05-15

We analyze the efficiency of thermal engines (either quantum or classical) working with a single heat reservoir like an atmosphere. The engine first gets an energy intake, which can be done in an arbitrary nonequilibrium way e.g. combustion of fuel. Then the engine performs the work and returns to the initial state. We distinguish two general classes of engines where the working body first equilibrates within itself and then performs the work (ergodic engine) or when it performs the work before equilibrating (non-ergodic engine). We show that in both cases the second law of thermodynamics limits their efficiency. For ergodicmore » engines we find a rigorous upper bound for the efficiency, which is strictly smaller than the equivalent Carnot efficiency. I.e. the Carnot efficiency can be never achieved in single reservoir heat engines. For non-ergodic engines the efficiency can be higher and can exceed the equilibrium Carnot bound. By extending the fundamental thermodynamic relation to nonequilibrium processes, we find a rigorous thermodynamic bound for the efficiency of both ergodic and non-ergodic engines and show that it is given by the relative entropy of the nonequilibrium and initial equilibrium distributions. These results suggest a new general strategy for designing more efficient engines. We illustrate our ideas by using simple examples. -- Highlights: ► Derived efficiency bounds for heat engines working with a single reservoir. ► Analyzed both ergodic and non-ergodic engines. ► Showed that non-ergodic engines can be more efficient. ► Extended fundamental thermodynamic relation to arbitrary nonequilibrium processes.« less

Supervised self-organization of homogeneous swarms using ergodic projections of Markov chains.

PubMed

Chattopadhyay, Ishanu; Ray, Asok

2009-12-01

This paper formulates a self-organization algorithm to address the problem of global behavior supervision in engineered swarms of arbitrarily large population sizes. The swarms considered in this paper are assumed to be homogeneous collections of independent identical finite-state agents, each of which is modeled by an irreducible finite Markov chain. The proposed algorithm computes the necessary perturbations in the local agents' behavior, which guarantees convergence to the desired observed state of the swarm. The ergodicity property of the swarm, which is induced as a result of the irreducibility of the agent models, implies that while the local behavior of the agents converges to the desired behavior only in the time average, the overall swarm behavior converges to the specification and stays there at all times. A simulation example illustrates the underlying concept.

Ergodicity in natural earthquake fault networks

DOE Office of Scientific and Technical Information (OSTI.GOV)

Tiampo, K. F.; Rundle, J. B.; Holliday, J.

2007-06-15

Numerical simulations have shown that certain driven nonlinear systems can be characterized by mean-field statistical properties often associated with ergodic dynamics [C. D. Ferguson, W. Klein, and J. B. Rundle, Phys. Rev. E 60, 1359 (1999); D. Egolf, Science 287, 101 (2000)]. These driven mean-field threshold systems feature long-range interactions and can be treated as equilibriumlike systems with statistically stationary dynamics over long time intervals. Recently the equilibrium property of ergodicity was identified in an earthquake fault system, a natural driven threshold system, by means of the Thirumalai-Mountain (TM) fluctuation metric developed in the study of diffusive systems [K. F.more » Tiampo, J. B. Rundle, W. Klein, J. S. Sa Martins, and C. D. Ferguson, Phys. Rev. Lett. 91, 238501 (2003)]. We analyze the seismicity of three naturally occurring earthquake fault networks from a variety of tectonic settings in an attempt to investigate the range of applicability of effective ergodicity, using the TM metric and other related statistics. Results suggest that, once variations in the catalog data resulting from technical and network issues are accounted for, all of these natural earthquake systems display stationary periods of metastable equilibrium and effective ergodicity that are disrupted by large events. We conclude that a constant rate of events is an important prerequisite for these periods of punctuated ergodicity and that, while the level of temporal variability in the spatial statistics is the controlling factor in the ergodic behavior of seismic networks, no single statistic is sufficient to ensure quantification of ergodicity. Ergodicity in this application not only requires that the system be stationary for these networks at the applicable spatial and temporal scales, but also implies that they are in a state of metastable equilibrium, one in which the ensemble averages can be substituted for temporal averages in studying their spatiotemporal evolution.« less

Linear and nonlinear stability of periodic orbits in annular billiards.

PubMed

Dettmann, Carl P; Fain, Vitaly

2017-04-01

An annular billiard is a dynamical system in which a particle moves freely in a disk except for elastic collisions with the boundary and also a circular scatterer in the interior of the disk. We investigate the stability properties of some periodic orbits in annular billiards in which the scatterer is touching or close to the boundary. We analytically show that there exist linearly stable periodic orbits of an arbitrary period for scatterers with decreasing radii that are located near the boundary of the disk. As the position of the scatterer moves away from a symmetry line of a periodic orbit, the stability of periodic orbits changes from elliptic to hyperbolic, corresponding to a saddle-center bifurcation. When the scatterer is tangent to the boundary, the periodic orbit is parabolic. We prove that slightly changing the reflection angle of the orbit in the tangential situation leads to the existence of Kolmogorov-Arnold-Moser islands. Thus, we show that there exists a decreasing to zero sequence of open intervals of scatterer radii, along which the billiard table is not ergodic.

Linear and nonlinear stability of periodic orbits in annular billiards

NASA Astrophysics Data System (ADS)

Dettmann, Carl P.; Fain, Vitaly

2017-04-01

An annular billiard is a dynamical system in which a particle moves freely in a disk except for elastic collisions with the boundary and also a circular scatterer in the interior of the disk. We investigate the stability properties of some periodic orbits in annular billiards in which the scatterer is touching or close to the boundary. We analytically show that there exist linearly stable periodic orbits of an arbitrary period for scatterers with decreasing radii that are located near the boundary of the disk. As the position of the scatterer moves away from a symmetry line of a periodic orbit, the stability of periodic orbits changes from elliptic to hyperbolic, corresponding to a saddle-center bifurcation. When the scatterer is tangent to the boundary, the periodic orbit is parabolic. We prove that slightly changing the reflection angle of the orbit in the tangential situation leads to the existence of Kolmogorov-Arnold-Moser islands. Thus, we show that there exists a decreasing to zero sequence of open intervals of scatterer radii, along which the billiard table is not ergodic.

On the analogues of Szegő's theorem for ergodic operators

DOE Office of Scientific and Technical Information (OSTI.GOV)

Kirsch, W; Pastur, L A

2015-01-31

Szegő's theorem on the asymptotic behaviour of the determinants of large Toeplitz matrices is generalized to the class of ergodic operators. The generalization is formulated in terms of a triple consisting of an ergodic operator and two functions, the symbol and the test function. It is shown that in the case of the one-dimensional discrete Schrödinger operator with random ergodic or quasiperiodic potential and various choices of the symbol and the test function this generalization leads to asymptotic formulae which have no analogues in the situation of Toeplitz operators. Bibliography: 22 titles.

Ergodic Transition in a Simple Model of the Continuous Double Auction

PubMed Central

Radivojević, Tijana; Anselmi, Jonatha; Scalas, Enrico

2014-01-01

We study a phenomenological model for the continuous double auction, whose aggregate order process is equivalent to two independent queues. The continuous double auction defines a continuous-time random walk for trade prices. The conditions for ergodicity of the auction are derived and, as a consequence, three possible regimes in the behavior of prices and logarithmic returns are observed. In the ergodic regime, prices are unstable and one can observe a heteroskedastic behavior in the logarithmic returns. On the contrary, non-ergodicity triggers stability of prices, even if two different regimes can be seen. PMID:24558377

Ergodic transition in a simple model of the continuous double auction.

PubMed

Radivojević, Tijana; Anselmi, Jonatha; Scalas, Enrico

2014-01-01

We study a phenomenological model for the continuous double auction, whose aggregate order process is equivalent to two independent M/M/1 queues. The continuous double auction defines a continuous-time random walk for trade prices. The conditions for ergodicity of the auction are derived and, as a consequence, three possible regimes in the behavior of prices and logarithmic returns are observed. In the ergodic regime, prices are unstable and one can observe a heteroskedastic behavior in the logarithmic returns. On the contrary, non-ergodicity triggers stability of prices, even if two different regimes can be seen.

A statistical evaluation of non-ergodic variogram estimators

USGS Publications Warehouse

Curriero, F.C.; Hohn, M.E.; Liebhold, A.M.; Lele, S.R.

2002-01-01

Geostatistics is a set of statistical techniques that is increasingly used to characterize spatial dependence in spatially referenced ecological data. A common feature of geostatistics is predicting values at unsampled locations from nearby samples using the kriging algorithm. Modeling spatial dependence in sampled data is necessary before kriging and is usually accomplished with the variogram and its traditional estimator. Other types of estimators, known as non-ergodic estimators, have been used in ecological applications. Non-ergodic estimators were originally suggested as a method of choice when sampled data are preferentially located and exhibit a skewed frequency distribution. Preferentially located samples can occur, for example, when areas with high values are sampled more intensely than other areas. In earlier studies the visual appearance of variograms from traditional and non-ergodic estimators were compared. Here we evaluate the estimators' relative performance in prediction. We also show algebraically that a non-ergodic version of the variogram is equivalent to the traditional variogram estimator. Simulations, designed to investigate the effects of data skewness and preferential sampling on variogram estimation and kriging, showed the traditional variogram estimator outperforms the non-ergodic estimators under these conditions. We also analyzed data on carabid beetle abundance, which exhibited large-scale spatial variability (trend) and a skewed frequency distribution. Detrending data followed by robust estimation of the residual variogram is demonstrated to be a successful alternative to the non-ergodic approach.

Are there ergodic limits to evolution? Ergodic exploration of genome space and convergence.

PubMed

McLeish, Tom C B

2015-12-06

We examine the analogy between evolutionary dynamics and statistical mechanics to include the fundamental question of ergodicity-the representative exploration of the space of possible states (in the case of evolution this is genome space). Several properties of evolutionary dynamics are identified that allow a generalization of the ergodic dynamics, familiar in dynamical systems theory, to evolution. Two classes of evolved biological structure then arise, differentiated by the qualitative duration of their evolutionary time scales. The first class has an ergodicity time scale (the time required for representative genome exploration) longer than available evolutionary time, and has incompletely explored the genotypic and phenotypic space of its possibilities. This case generates no expectation of convergence to an optimal phenotype or possibility of its prediction. The second, more interesting, class exhibits an evolutionary form of ergodicity-essentially all of the structural space within the constraints of slower evolutionary variables have been sampled; the ergodicity time scale for the system evolution is less than the evolutionary time. In this case, some convergence towards similar optima may be expected for equivalent systems in different species where both possess ergodic evolutionary dynamics. When the fitness maximum is set by physical, rather than co-evolved, constraints, it is additionally possible to make predictions of some properties of the evolved structures and systems. We propose four structures that emerge from evolution within genotypes whose fitness is induced from their phenotypes. Together, these result in an exponential speeding up of evolution, when compared with complete exploration of genomic space. We illustrate a possible case of application and a prediction of convergence together with attaining a physical fitness optimum in the case of invertebrate compound eye resolution.

Granular Contact Forces: Proof of "Self-Ergodicity" by Generalizing Boltzmann's Stosszahlansatz and H Theorem

NASA Technical Reports Server (NTRS)

Metzger, Philip T.

2006-01-01

Ergodicity is proved for granular contact forces. To obtain this proof from first principles, this paper generalizes Boltzmann's stosszahlansatz (molecular chaos) so that it maintains the necessary correlations and symmetries of granular packing ensembles. Then it formally counts granular contact force states and thereby defines the proper analog of Boltzmann's H functional. This functional is used to prove that (essentially) all static granular packings must exist at maximum entropy with respect to their contact forces. Therefore, the propagation of granular contact forces through a packing is a truly ergodic process in the Boltzmannian sense, or better, it is self-ergodic. Self-ergodicity refers to the non-dynamic, internal relationships that exist between the layer-by-layer and column-by-column subspaces contained within the phase space locus of any particular granular packing microstate. The generalized H Theorem also produces a recursion equation that may be solved numerically to obtain the density of single particle states and hence the distribution of granular contact forces corresponding to the condition of self-ergodicity. The predictions of the theory are overwhelmingly validated by comparison to empirical data from discrete element modeling.

Production model in the conditions of unstable demand taking into account the influence of trading infrastructure: Ergodicity and its application

NASA Astrophysics Data System (ADS)

Obrosova, N. K.; Shananin, A. A.

2015-04-01

A production model with allowance for a working capital deficit and a restricted maximum possible sales volume is proposed and analyzed. The study is motivated by an attempt to analyze the problems of functioning of low competitive macroeconomic structures. The model is formalized in the form of a Bellman equation, for which a closed-form solution is found. The stochastic process of product stock variations is proved to be ergodic and its final probability distribution is found. Expressions for the average production load and the average product stock are found by analyzing the stochastic process. A system of model equations relating the model variables to official statistical parameters is derived. The model is identified using data from the Fiat and KAMAZ companies. The influence of the credit interest rate on the firm market value assessment and the production load level are analyzed using comparative statics methods.

Ergodicity, configurational entropy and free energy in pigment solutions and plant photosystems: influence of excited state lifetime.

PubMed

Jennings, Robert C; Zucchelli, Giuseppe

2014-01-01

We examine ergodicity and configurational entropy for a dilute pigment solution and for a suspension of plant photosystem particles in which both ground and excited state pigments are present. It is concluded that the pigment solution, due to the extreme brevity of the excited state lifetime, is non-ergodic and the configurational entropy approaches zero. Conversely, due to the rapid energy transfer among pigments, each photosystem is ergodic and the configurational entropy is positive. This decreases the free energy of the single photosystem pigment array by a small amount. On the other hand, the suspension of photosystems is non-ergodic and the configurational entropy approaches zero. The overall configurational entropy which, in principle, includes contributions from both the single excited photosystems and the suspension which contains excited photosystems, also approaches zero. Thus the configurational entropy upon photon absorption by either a pigment solution or a suspension of photosystem particles is approximately zero. Copyright © 2014 Elsevier B.V. All rights reserved.

On the relationship between cell cycle analysis with ergodic principles and age-structured cell population models.

PubMed

Kuritz, K; Stöhr, D; Pollak, N; Allgöwer, F

2017-02-07

Cyclic processes, in particular the cell cycle, are of great importance in cell biology. Continued improvement in cell population analysis methods like fluorescence microscopy, flow cytometry, CyTOF or single-cell omics made mathematical methods based on ergodic principles a powerful tool in studying these processes. In this paper, we establish the relationship between cell cycle analysis with ergodic principles and age structured population models. To this end, we describe the progression of a single cell through the cell cycle by a stochastic differential equation on a one dimensional manifold in the high dimensional dataspace of cell cycle markers. Given the assumption that the cell population is in a steady state, we derive transformation rules which transform the number density on the manifold to the steady state number density of age structured population models. Our theory facilitates the study of cell cycle dependent processes including local molecular events, cell death and cell division from high dimensional "snapshot" data. Ergodic analysis can in general be applied to every process that exhibits a steady state distribution. By combining ergodic analysis with age structured population models we furthermore provide the theoretic basis for extensions of ergodic principles to distribution that deviate from their steady state. Copyright © 2016 Elsevier Ltd. All rights reserved.

Principle of Parsimony, Fake Science, and Scales

NASA Astrophysics Data System (ADS)

Yeh, T. C. J.; Wan, L.; Wang, X. S.

2017-12-01

Considering difficulties in predicting exact motions of water molecules, and the scale of our interests (bulk behaviors of many molecules), Fick's law (diffusion concept) has been created to predict solute diffusion process in space and time. G.I. Taylor (1921) demonstrated that random motion of the molecules reach the Fickian regime in less a second if our sampling scale is large enough to reach ergodic condition. Fick's law is widely accepted for describing molecular diffusion as such. This fits the definition of the parsimony principle at the scale of our concern. Similarly, advection-dispersion or convection-dispersion equation (ADE or CDE) has been found quite satisfactory for analysis of concentration breakthroughs of solute transport in uniformly packed soil columns. This is attributed to the solute is often released over the entire cross-section of the column, which has sampled many pore-scale heterogeneities and met the ergodicity assumption. Further, the uniformly packed column contains a large number of stationary pore-size heterogeneity. The solute thus reaches the Fickian regime after traveling a short distance along the column. Moreover, breakthrough curves are concentrations integrated over the column cross-section (the scale of our interest), and they meet the ergodicity assumption embedded in the ADE and CDE. To the contrary, scales of heterogeneity in most groundwater pollution problems evolve as contaminants travel. They are much larger than the scale of our observations and our interests so that the ergodic and the Fickian conditions are difficult. Upscaling the Fick's law for solution dispersion, and deriving universal rules of the dispersion to the field- or basin-scale pollution migrations are merely misuse of the parsimony principle and lead to a fake science ( i.e., the development of theories for predicting processes that can not be observed.) The appropriate principle of parsimony for these situations dictates mapping of large-scale heterogeneities as detailed as possible and adapting the Fick's law for effects of small-scale heterogeneity resulting from our inability to characterize them in detail.

Mixing, ergodicity and slow relaxation phenomena

NASA Astrophysics Data System (ADS)

Costa, I. V. L.; Vainstein, M. H.; Lapas, L. C.; Batista, A. A.; Oliveira, F. A.

2006-11-01

Investigations on diffusion in systems with memory [I.V.L. Costa, R. Morgado, M.V.B.T. Lima, F.A. Oliveira, Europhys. Lett. 63 (2003) 173] have established a hierarchical connection between mixing, ergodicity, and the fluctuation-dissipation theorem (FDT). This hierarchy means that ergodicity is a necessary condition for the validity of the FDT, and mixing is a necessary condition for ergodicity. In this work, we compare those results with recent investigations using the Lee recurrence relations method [M.H. Lee, Phys. Rev. B 26 (1982) 2547; M.H. Lee, Phys. Rev. Lett. 87 (2001) 250601; M.H. Lee, J. Phys. A: Math. Gen. 39 (2006) 4651]. Lee shows that ergodicity is violated in the dynamics of the electron gas [M.H. Lee, J. Phys. A: Math. Gen. 39 (2006) 4651]. This reinforces both works and implies that the results of [I.V.L. Costa, R. Morgado, M.V.B.T. Lima, F.A. Oliveira, Europhys. Lett. 63 (2003) 173] are more general than the framework in which they were obtained. Some applications to slow relaxation phenomena are discussed.

A new approach to measuring tortuosity

NASA Astrophysics Data System (ADS)

Wert, Amanda; Scott, Sherry E.

2012-03-01

The detection and measurement of the tortuosity - i.e. the bending and winding - of vessels has been shown to be potentially useful in the assessment of cancer progression and treatment response. Although several metrics for tortuosity are used, no single one measure is able to capture all types of tortuosity. This report presents a new multiscale technique for measuring vessel tortuosity. The approach is based on a method - called the ergodicity defect - which gives a scale-dependent measure of deviation from ergodicity. Ergodicity is a concept that captures the manner in which trajectories or signals sample the space; thus, ergodicity and vessel tortuosity both involve the notion of how a signal samples space. Here we begin to explore this connection. We first apply the ergodicity defect tortuosity measure to both 2D and 3D synthetic data in order to demonstrate the response of the method to three types of tortuosity observed in clinical patterns. We then implement the technique on segmented vessels extracted from brain tumor MRA images. Results indicate that the method can be effectively used to detect and measure several types of vessel tortuosity.

Nonlinear dynamics and predictability in the atmospheric sciences

NASA Technical Reports Server (NTRS)

Ghil, M.; Kimoto, M.; Neelin, J. D.

1991-01-01

Systematic applications of nonlinear dynamics to studies of the atmosphere and climate are reviewed for the period 1987-1990. Problems discussed include paleoclimatic applications, low-frequency atmospheric variability, and interannual variability of the ocean-atmosphere system. Emphasis is placed on applications of the successive bifurcation approach and the ergodic theory of dynamical systems to understanding and prediction of intraseasonal, interannual, and Quaternary climate changes.

Decentralized learning in Markov games.

PubMed

Vrancx, Peter; Verbeeck, Katja; Nowé, Ann

2008-08-01

Learning automata (LA) were recently shown to be valuable tools for designing multiagent reinforcement learning algorithms. One of the principal contributions of the LA theory is that a set of decentralized independent LA is able to control a finite Markov chain with unknown transition probabilities and rewards. In this paper, we propose to extend this algorithm to Markov games--a straightforward extension of single-agent Markov decision problems to distributed multiagent decision problems. We show that under the same ergodic assumptions of the original theorem, the extended algorithm will converge to a pure equilibrium point between agent policies.

An Estimation of the Logarithmic Timescale in Ergodic Dynamics

NASA Astrophysics Data System (ADS)

Gomez, Ignacio S.

An estimation of the logarithmic timescale in quantum systems having an ergodic dynamics in the semiclassical limit, is presented. The estimation is based on an extension of the Krieger’s finite generator theorem for discretized σ-algebras and using the time rescaling property of the Kolmogorov-Sinai entropy. The results are in agreement with those obtained in the literature but with a simpler mathematics and within the context of the ergodic theory. Moreover, some consequences of the Poincaré’s recurrence theorem are also explored.

Uncountably many maximizing measures for a dense subset of continuous functions

NASA Astrophysics Data System (ADS)

Shinoda, Mao

2018-05-01

Ergodic optimization aims to single out dynamically invariant Borel probability measures which maximize the integral of a given ‘performance’ function. For a continuous self-map of a compact metric space and a dense set of continuous functions, we show the existence of uncountably many ergodic maximizing measures. We also show that, for a topologically mixing subshift of finite type and a dense set of continuous functions there exist uncountably many ergodic maximizing measures with full support and positive entropy.

In Vivo Anomalous Diffusion and Weak Ergodicity Breaking of Lipid Granules

NASA Astrophysics Data System (ADS)

Jeon, Jae-Hyung; Tejedor, Vincent; Burov, Stas; Barkai, Eli; Selhuber-Unkel, Christine; Berg-Sørensen, Kirstine; Oddershede, Lene; Metzler, Ralf

2011-01-01

Combining extensive single particle tracking microscopy data of endogenous lipid granules in living fission yeast cells with analytical results we show evidence for anomalous diffusion and weak ergodicity breaking. Namely we demonstrate that at short times the granules perform subdiffusion according to the laws of continuous time random walk theory. The associated violation of ergodicity leads to a characteristic turnover between two scaling regimes of the time averaged mean squared displacement. At longer times the granule motion is consistent with fractional Brownian motion.

Statistical Mechanics of Turbulent Dynamos

NASA Technical Reports Server (NTRS)

Shebalin, John V.

2014-01-01

Incompressible magnetohydrodynamic (MHD) turbulence and magnetic dynamos, which occur in magnetofluids with large fluid and magnetic Reynolds numbers, will be discussed. When Reynolds numbers are large and energy decays slowly, the distribution of energy with respect to length scale becomes quasi-stationary and MHD turbulence can be described statistically. In the limit of infinite Reynolds numbers, viscosity and resistivity become zero and if these values are used in the MHD equations ab initio, a model system called ideal MHD turbulence results. This model system is typically confined in simple geometries with some form of homogeneous boundary conditions, allowing for velocity and magnetic field to be represented by orthogonal function expansions. One advantage to this is that the coefficients of the expansions form a set of nonlinearly interacting variables whose behavior can be described by equilibrium statistical mechanics, i.e., by a canonical ensemble theory based on the global invariants (energy, cross helicity and magnetic helicity) of ideal MHD turbulence. Another advantage is that truncated expansions provide a finite dynamical system whose time evolution can be numerically simulated to test the predictions of the associated statistical mechanics. If ensemble predictions are the same as time averages, then the system is said to be ergodic; if not, the system is nonergodic. Although it had been implicitly assumed in the early days of ideal MHD statistical theory development that these finite dynamical systems were ergodic, numerical simulations provided sufficient evidence that they were, in fact, nonergodic. Specifically, while canonical ensemble theory predicted that expansion coefficients would be (i) zero-mean random variables with (ii) energy that decreased with length scale, it was found that although (ii) was correct, (i) was not and the expected ergodicity was broken. The exact cause of this broken ergodicity was explained, after much investigation, by greatly extending the statistical theory of ideal MHD turbulence. The mathematical details of broken ergodicity, in fact, give a quantitative explanation of how coherent structure, dynamic alignment and force-free states appear in turbulent magnetofluids. The relevance of these ideal results to real MHD turbulence occurs because broken ergodicity is most manifest in the ideal case at the largest length scales and it is in these largest scales that a real magnetofluid has the least dissipation, i.e., most closely approaches the behavior of an ideal magnetofluid. Furthermore, the effects grow stronger when cross and magnetic helicities grow large with respect to energy, and this is exactly what occurs with time in a real magnetofluid, where it is called selective decay. The relevance of these results found in ideal MHD turbulence theory to the real world is that they provide at least a qualitative explanation of why confined turbulent magnetofluids, such as the liquid iron that fills the Earth's outer core, produce stationary, large-scale magnetic fields, i.e., the geomagnetic field. These results should also apply to other planets as well as to plasma confinement devices on Earth and in space, and the effects should be manifest if Reynolds numbers are high enough and there is enough time for stationarity to occur, at least approximately. In the presentation, details will be given for both theoretical and numerical results, and references will be provided.

MHD Turbulence and Magnetic Dynamos

NASA Technical Reports Server (NTRS)

Shebalin, John V

2014-01-01

Incompressible magnetohydrodynamic (MHD) turbulence and magnetic dynamos, which occur in magnetofluids with large fluid and magnetic Reynolds numbers, will be discussed. When Reynolds numbers are large and energy decays slowly, the distribution of energy with respect to length scale becomes quasi-stationary and MHD turbulence can be described statistically. In the limit of infinite Reynolds numbers, viscosity and resistivity become zero and if these values are used in the MHD equations ab initio, a model system called ideal MHD turbulence results. This model system is typically confined in simple geometries with some form of homogeneous boundary conditions, allowing for velocity and magnetic field to be represented by orthogonal function expansions. One advantage to this is that the coefficients of the expansions form a set of nonlinearly interacting variables whose behavior can be described by equilibrium statistical mechanics, i.e., by a canonical ensemble theory based on the global invariants (energy, cross helicity and magnetic helicity) of ideal MHD turbulence. Another advantage is that truncated expansions provide a finite dynamical system whose time evolution can be numerically simulated to test the predictions of the associated statistical mechanics. If ensemble predictions are the same as time averages, then the system is said to be ergodic; if not, the system is nonergodic. Although it had been implicitly assumed in the early days of ideal MHD statistical theory development that these finite dynamical systems were ergodic, numerical simulations provided sufficient evidence that they were, in fact, nonergodic. Specifically, while canonical ensemble theory predicted that expansion coefficients would be (i) zero-mean random variables with (ii) energy that decreased with length scale, it was found that although (ii) was correct, (i) was not and the expected ergodicity was broken. The exact cause of this broken ergodicity was explained, after much investigation, by greatly extending the statistical theory of ideal MHD turbulence. The mathematical details of broken ergodicity, in fact, give a quantitative explanation of how coherent structure, dynamic alignment and force-free states appear in turbulent magnetofluids. The relevance of these ideal results to real MHD turbulence occurs because broken ergodicity is most manifest in the ideal case at the largest length scales and it is in these largest scales that a real magnetofluid has the least dissipation, i.e., most closely approaches the behavior of an ideal magnetofluid. Furthermore, the effects grow stronger when cross and magnetic helicities grow large with respect to energy, and this is exactly what occurs with time in a real magnetofluid, where it is called selective decay. The relevance of these results found in ideal MHD turbulence theory to the real world is that they provide at least a qualitative explanation of why confined turbulent magnetofluids, such as the liquid iron that fills the Earth's outer core, produce stationary, large-scale magnetic fields, i.e., the geomagnetic field. These results should also apply to other planets as well as to plasma confinement devices on Earth and in space, and the effects should be manifest if Reynolds numbers are high enough and there is enough time for stationarity to occur, at least approximately. In the presentation, details will be given for both theoretical and numerical results, and references will be provided.

Improved Scheduling Mechanisms for Synchronous Information and Energy Transmission.

PubMed

Qin, Danyang; Yang, Songxiang; Zhang, Yan; Ma, Jingya; Ding, Qun

2017-06-09

Wireless energy collecting technology can effectively reduce the network time overhead and prolong the wireless sensor network (WSN) lifetime. However, the traditional energy collecting technology cannot achieve the balance between ergodic channel capacity and average collected energy. In order to solve the problem of the network transmission efficiency and the limited energy of wireless devices, three improved scheduling mechanisms are proposed: improved signal noise ratio (SNR) scheduling mechanism (IS2M), improved N-SNR scheduling mechanism (INS2M) and an improved Equal Throughput scheduling mechanism (IETSM) for different channel conditions to improve the whole network performance. Meanwhile, the average collected energy of single users and the ergodic channel capacity of three scheduling mechanisms can be obtained through the order statistical theory in Rayleig, Ricean, Nakagami- m and Weibull fading channels. It is concluded that the proposed scheduling mechanisms can achieve better balance between energy collection and data transmission, so as to provide a new solution to realize synchronous information and energy transmission for WSNs.

Nanoprobe diffusion in entangled polymer solutions: Linear vs. unconcatenated ring chains

NASA Astrophysics Data System (ADS)

Nahali, Negar; Rosa, Angelo

2018-05-01

We employ large-scale molecular dynamics computer simulations to study the problem of nanoprobe diffusion in entangled solutions of linear polymers and unknotted and unconcatenated circular (ring) polymers. By tuning both the diameter of the nanoprobe and the density of the solution, we show that nanoprobes of diameter smaller than the entanglement distance (tube diameter) of the solution display the same (Rouse-like) behavior in solutions of both polymer architectures. Instead, nanoprobes with larger diameters appear to diffuse markedly faster in solutions of rings than in solutions of linear chains. Finally, by analysing the distribution functions of spatial displacements, we find that nanoprobe motion in rings' solutions shows both Gaussian and ergodic behaviors, in all regimes considered, while, in solutions of linear chains, nanoprobes exceeding the size of the tube diameter show a transition to non-Gaussian and non-ergodic motion. Our results emphasize the role of chain architecture in the motion of nanoprobes dispersed in polymer solutions.

Improved Scheduling Mechanisms for Synchronous Information and Energy Transmission

PubMed Central

Qin, Danyang; Yang, Songxiang; Zhang, Yan; Ma, Jingya; Ding, Qun

2017-01-01

Wireless energy collecting technology can effectively reduce the network time overhead and prolong the wireless sensor network (WSN) lifetime. However, the traditional energy collecting technology cannot achieve the balance between ergodic channel capacity and average collected energy. In order to solve the problem of the network transmission efficiency and the limited energy of wireless devices, three improved scheduling mechanisms are proposed: improved signal noise ratio (SNR) scheduling mechanism (IS2M), improved N-SNR scheduling mechanism (INS2M) and an improved Equal Throughput scheduling mechanism (IETSM) for different channel conditions to improve the whole network performance. Meanwhile, the average collected energy of single users and the ergodic channel capacity of three scheduling mechanisms can be obtained through the order statistical theory in Rayleig, Ricean, Nakagami-m and Weibull fading channels. It is concluded that the proposed scheduling mechanisms can achieve better balance between energy collection and data transmission, so as to provide a new solution to realize synchronous information and energy transmission for WSNs. PMID:28598395

On the continuing relevance of Mandelbrot's non-ergodic fractional renewal models of 1963 to 1967

NASA Astrophysics Data System (ADS)

Watkins, Nicholas W.

2017-12-01

The problem of "1/f" noise has been with us for about a century. Because it is so often framed in Fourier spectral language, the most famous solutions have tended to be the stationary long range dependent (LRD) models such as Mandelbrot's fractional Gaussian noise. In view of the increasing importance to physics of non-ergodic fractional renewal models, and their links to the CTRW, I present preliminary results of my research into the history of Mandelbrot's very little known work in that area from 1963 to 1967. I speculate about how the lack of awareness of this work in the physics and statistics communities may have affected the development of complexity science, and I discuss the differences between the Hurst effect, "1/f" noise and LRD, concepts which are often treated as equivalent. Contribution to the "Topical Issue: Continuous Time Random Walk Still Trendy: Fifty-year History, Current State and Outlook", edited by Ryszard Kutner and Jaume Masoliver.

Random walk to a nonergodic equilibrium concept

NASA Astrophysics Data System (ADS)

Bel, G.; Barkai, E.

2006-01-01

Random walk models, such as the trap model, continuous time random walks, and comb models, exhibit weak ergodicity breaking, when the average waiting time is infinite. The open question is, what statistical mechanical theory replaces the canonical Boltzmann-Gibbs theory for such systems? In this paper a nonergodic equilibrium concept is investigated, for a continuous time random walk model in a potential field. In particular we show that in the nonergodic phase the distribution of the occupation time of the particle in a finite region of space approaches U- or W-shaped distributions related to the arcsine law. We show that when conditions of detailed balance are applied, these distributions depend on the partition function of the problem, thus establishing a relation between the nonergodic dynamics and canonical statistical mechanics. In the ergodic phase the distribution function of the occupation times approaches a δ function centered on the value predicted based on standard Boltzmann-Gibbs statistics. The relation of our work to single-molecule experiments is briefly discussed.

Local and global approaches to the problem of Poincaré recurrences. Applications in nonlinear dynamics

NASA Astrophysics Data System (ADS)

Anishchenko, V. S.; Boev, Ya. I.; Semenova, N. I.; Strelkova, G. I.

2015-07-01

We review rigorous and numerical results on the statistics of Poincaré recurrences which are related to the modern development of the Poincaré recurrence problem. We analyze and describe the rigorous results which are achieved both in the classical (local) approach and in the recently developed global approach. These results are illustrated by numerical simulation data for simple chaotic and ergodic systems. It is shown that the basic theoretical laws can be applied to noisy systems if the probability measure is ergodic and stationary. Poincaré recurrences are studied numerically in nonautonomous systems. Statistical characteristics of recurrences are analyzed in the framework of the global approach for the cases of positive and zero topological entropy. We show that for the positive entropy, there is a relationship between the Afraimovich-Pesin dimension, Lyapunov exponents and the Kolmogorov-Sinai entropy either without and in the presence of external noise. The case of zero topological entropy is exemplified by numerical results for the Poincare recurrence statistics in the circle map. We show and prove that the dependence of minimal recurrence times on the return region size demonstrates universal properties for the golden and the silver ratio. The behavior of Poincaré recurrences is analyzed at the critical point of Feigenbaum attractor birth. We explore Poincaré recurrences for an ergodic set which is generated in the stroboscopic section of a nonautonomous oscillator and is similar to a circle shift. Based on the obtained results we show how the Poincaré recurrence statistics can be applied for solving a number of nonlinear dynamics issues. We propose and illustrate alternative methods for diagnosing effects of external and mutual synchronization of chaotic systems in the context of the local and global approaches. The properties of the recurrence time probability density can be used to detect the stochastic resonance phenomenon. We also discuss how the fractal dimension of chaotic attractors can be estimated using the Poincaré recurrence statistics.

Self-averaging and weak ergodicity breaking of diffusion in heterogeneous media

NASA Astrophysics Data System (ADS)

Russian, Anna; Dentz, Marco; Gouze, Philippe

2017-08-01

Diffusion in natural and engineered media is quantified in terms of stochastic models for the heterogeneity-induced fluctuations of particle motion. However, fundamental properties such as ergodicity and self-averaging and their dependence on the disorder distribution are often not known. Here, we investigate these questions for diffusion in quenched disordered media characterized by spatially varying retardation properties, which account for particle retention due to physical or chemical interactions with the medium. We link self-averaging and ergodicity to the disorder sampling efficiency Rn, which quantifies the number of disorder realizations a noise ensemble may sample in a single disorder realization. Diffusion for disorder scenarios characterized by a finite mean transition time is ergodic and self-averaging for any dimension. The strength of the sample to sample fluctuations decreases with increasing spatial dimension. For an infinite mean transition time, particle motion is weakly ergodicity breaking in any dimension because single particles cannot sample the heterogeneity spectrum in finite time. However, even though the noise ensemble is not representative of the single-particle time statistics, subdiffusive motion in q ≥2 dimensions is self-averaging, which means that the noise ensemble in a single realization samples a representative part of the heterogeneity spectrum.

Ergodic Theory, Interpretations of Probability and the Foundations of Statistical Mechanics

NASA Astrophysics Data System (ADS)

van Lith, Janneke

The traditional use of ergodic theory in the foundations of equilibrium statistical mechanics is that it provides a link between thermodynamic observables and microcanonical probabilities. First of all, the ergodic theorem demonstrates the equality of microcanonical phase averages and infinite time averages (albeit for a special class of systems, and up to a measure zero set of exceptions). Secondly, one argues that actual measurements of thermodynamic quantities yield time averaged quantities, since measurements take a long time. The combination of these two points is held to be an explanation why calculating microcanonical phase averages is a successful algorithm for predicting the values of thermodynamic observables. It is also well known that this account is problematic. This survey intends to show that ergodic theory nevertheless may have important roles to play, and it explores three other uses of ergodic theory. Particular attention is paid, firstly, to the relevance of specific interpretations of probability, and secondly, to the way in which the concern with systems in thermal equilibrium is translated into probabilistic language. With respect to the latter point, it is argued that equilibrium should not be represented as a stationary probability distribution as is standardly done; instead, a weaker definition is presented.

Possible ergodic-nonergodic regions in the quantum Sherrington-Kirkpatrick spin glass model and quantum annealing

NASA Astrophysics Data System (ADS)

Mukherjee, Sudip; Rajak, Atanu; Chakrabarti, Bikas K.

2018-02-01

We explore the behavior of the order parameter distribution of the quantum Sherrington-Kirkpatrick model in the spin glass phase using Monte Carlo technique for the effective Suzuki-Trotter Hamiltonian at finite temperatures and that at zero temperature obtained using the exact diagonalization method. Our numerical results indicate the existence of a low- but finite-temperature quantum-fluctuation-dominated ergodic region along with the classical fluctuation-dominated high-temperature nonergodic region in the spin glass phase of the model. In the ergodic region, the order parameter distribution gets narrower around the most probable value of the order parameter as the system size increases. In the other region, the Parisi order distribution function has nonvanishing value everywhere in the thermodynamic limit, indicating nonergodicity. We also show that the average annealing time for convergence (to a low-energy level of the model, within a small error range) becomes system size independent for annealing down through the (quantum-fluctuation-dominated) ergodic region. It becomes strongly system size dependent for annealing through the nonergodic region. Possible finite-size scaling-type behavior for the extent of the ergodic region is also addressed.

Bistability, non-ergodicity, and inhibition in pairwise maximum-entropy models

PubMed Central

Grün, Sonja; Helias, Moritz

2017-01-01

Pairwise maximum-entropy models have been used in neuroscience to predict the activity of neuronal populations, given only the time-averaged correlations of the neuron activities. This paper provides evidence that the pairwise model, applied to experimental recordings, would produce a bimodal distribution for the population-averaged activity, and for some population sizes the second mode would peak at high activities, that experimentally would be equivalent to 90% of the neuron population active within time-windows of few milliseconds. Several problems are connected with this bimodality: 1. The presence of the high-activity mode is unrealistic in view of observed neuronal activity and on neurobiological grounds. 2. Boltzmann learning becomes non-ergodic, hence the pairwise maximum-entropy distribution cannot be found: in fact, Boltzmann learning would produce an incorrect distribution; similarly, common variants of mean-field approximations also produce an incorrect distribution. 3. The Glauber dynamics associated with the model is unrealistically bistable and cannot be used to generate realistic surrogate data. This bimodality problem is first demonstrated for an experimental dataset from 159 neurons in the motor cortex of macaque monkey. Evidence is then provided that this problem affects typical neural recordings of population sizes of a couple of hundreds or more neurons. The cause of the bimodality problem is identified as the inability of standard maximum-entropy distributions with a uniform reference measure to model neuronal inhibition. To eliminate this problem a modified maximum-entropy model is presented, which reflects a basic effect of inhibition in the form of a simple but non-uniform reference measure. This model does not lead to unrealistic bimodalities, can be found with Boltzmann learning, and has an associated Glauber dynamics which incorporates a minimal asymmetric inhibition. PMID:28968396

Bistability, non-ergodicity, and inhibition in pairwise maximum-entropy models.

PubMed

Rostami, Vahid; Porta Mana, PierGianLuca; Grün, Sonja; Helias, Moritz

2017-10-01

Pairwise maximum-entropy models have been used in neuroscience to predict the activity of neuronal populations, given only the time-averaged correlations of the neuron activities. This paper provides evidence that the pairwise model, applied to experimental recordings, would produce a bimodal distribution for the population-averaged activity, and for some population sizes the second mode would peak at high activities, that experimentally would be equivalent to 90% of the neuron population active within time-windows of few milliseconds. Several problems are connected with this bimodality: 1. The presence of the high-activity mode is unrealistic in view of observed neuronal activity and on neurobiological grounds. 2. Boltzmann learning becomes non-ergodic, hence the pairwise maximum-entropy distribution cannot be found: in fact, Boltzmann learning would produce an incorrect distribution; similarly, common variants of mean-field approximations also produce an incorrect distribution. 3. The Glauber dynamics associated with the model is unrealistically bistable and cannot be used to generate realistic surrogate data. This bimodality problem is first demonstrated for an experimental dataset from 159 neurons in the motor cortex of macaque monkey. Evidence is then provided that this problem affects typical neural recordings of population sizes of a couple of hundreds or more neurons. The cause of the bimodality problem is identified as the inability of standard maximum-entropy distributions with a uniform reference measure to model neuronal inhibition. To eliminate this problem a modified maximum-entropy model is presented, which reflects a basic effect of inhibition in the form of a simple but non-uniform reference measure. This model does not lead to unrealistic bimodalities, can be found with Boltzmann learning, and has an associated Glauber dynamics which incorporates a minimal asymmetric inhibition.

Persistence and ergodicity of plant disease model with markov conversion and impulsive toxicant input

NASA Astrophysics Data System (ADS)

Zhao, Wencai; Li, Juan; Zhang, Tongqian; Meng, Xinzhu; Zhang, Tonghua

2017-07-01

Taking into account of both white and colored noises, a stochastic mathematical model with impulsive toxicant input is formulated. Based on this model, we investigate dynamics, such as the persistence and ergodicity, of plant infectious disease model with Markov conversion in a polluted environment. The thresholds of extinction and persistence in mean are obtained. By using Lyapunov functions, we prove that the system is ergodic and has a stationary distribution under certain sufficient conditions. Finally, numerical simulations are employed to illustrate our theoretical analysis.

Quantum ergodicity in the SYK model

NASA Astrophysics Data System (ADS)

Altland, Alexander; Bagrets, Dmitry

2018-05-01

We present a replica path integral approach describing the quantum chaotic dynamics of the SYK model at large time scales. The theory leads to the identification of non-ergodic collective modes which relax and eventually give way to an ergodic long time regime (describable by random matrix theory). These modes, which play a role conceptually similar to the diffusion modes of dirty metals, carry quantum numbers which we identify as the generators of the Clifford algebra: each of the 2N different products that can be formed from N Majorana operators defines one effective mode. The competition between a decay rate quickly growing in the order of the product and a density of modes exponentially growing in the same parameter explains the characteristics of the system's approach to the ergodic long time regime. We probe this dynamics through various spectral correlation functions and obtain favorable agreement with existing numerical data.

Weak ergodicity breaking, irreproducibility, and ageing in anomalous diffusion processes

DOE Office of Scientific and Technical Information (OSTI.GOV)

Metzler, Ralf

2014-01-14

Single particle traces are standardly evaluated in terms of time averages of the second moment of the position time series r(t). For ergodic processes, one can interpret such results in terms of the known theories for the corresponding ensemble averaged quantities. In anomalous diffusion processes, that are widely observed in nature over many orders of magnitude, the equivalence between (long) time and ensemble averages may be broken (weak ergodicity breaking), and these time averages may no longer be interpreted in terms of ensemble theories. Here we detail some recent results on weakly non-ergodic systems with respect to the time averagedmore » mean squared displacement, the inherent irreproducibility of individual measurements, and methods to determine the exact underlying stochastic process. We also address the phenomenon of ageing, the dependence of physical observables on the time span between initial preparation of the system and the start of the measurement.« less

Unbiased Sampling of Globular Lattice Proteins in Three Dimensions

NASA Astrophysics Data System (ADS)

Jacobsen, Jesper Lykke

2008-03-01

We present a Monte Carlo method that allows efficient and unbiased sampling of Hamiltonian walks on a cubic lattice. Such walks are self-avoiding and visit each lattice site exactly once. They are often used as simple models of globular proteins, upon adding suitable local interactions. Our algorithm can easily be equipped with such interactions, but we study here mainly the flexible homopolymer case where each conformation is generated with uniform probability. We argue that the algorithm is ergodic and has dynamical exponent z=0. We then use it to study polymers of size up to 643=262144 monomers. Results are presented for the effective interaction between end points, and the interaction with the boundaries of the system.

Ergodicity bounds for birth-death processes with particularities

NASA Astrophysics Data System (ADS)

Zeifman, Alexander I.; Satin, Yacov; Korotysheva, Anna; Shilova, Galina; Kiseleva, Ksenia; Korolev, Victor Yu.; Bening, Vladimir E.; Shorgin, Sergey Ya.

2016-06-01

We introduce an inhomogeneous birth-death process with birth rates λk(t), death rates µk(t), and possible transitions to/from zero with rates βk(t), rk(t) respectively, and obtain ergodicity bounds for this process.

Ergodicity of a singly-thermostated harmonic oscillator

NASA Astrophysics Data System (ADS)

Hoover, William Graham; Sprott, Julien Clinton; Hoover, Carol Griswold

2016-03-01

Although Nosé's thermostated mechanics is formally consistent with Gibbs' canonical ensemble, the thermostated Nosé-Hoover (harmonic) oscillator, with its mean kinetic temperature controlled, is far from ergodic. Much of its phase space is occupied by regular conservative tori. Oscillator ergodicity has previously been achieved by controlling two oscillator moments with two thermostat variables. Here we use computerized searches in conjunction with visualization to find singly-thermostated motion equations for the oscillator which are consistent with Gibbs' canonical distribution. Such models are the simplest able to bridge the gap between Gibbs' statistical ensembles and Newtonian single-particle dynamics.

Delaunay-based derivative-free optimization for efficient minimization of time-averaged statistics of turbulent flows

NASA Astrophysics Data System (ADS)

Beyhaghi, Pooriya

2016-11-01

This work considers the problem of the efficient minimization of the infinite time average of a stationary ergodic process in the space of a handful of independent parameters which affect it. Problems of this class, derived from physical or numerical experiments which are sometimes expensive to perform, are ubiquitous in turbulence research. In such problems, any given function evaluation, determined with finite sampling, is associated with a quantifiable amount of uncertainty, which may be reduced via additional sampling. This work proposes the first algorithm of this type. Our algorithm remarkably reduces the overall cost of the optimization process for problems of this class. Further, under certain well-defined conditions, rigorous proof of convergence is established to the global minimum of the problem considered.

Ergodicity of two hard balls in integrable polygons

NASA Astrophysics Data System (ADS)

Bálint, Péter; Troubetzkoy, Serge

2004-11-01

We prove the hyperbolicity, ergodicity and thus the Bernoulli property of two hard balls in one of the following four polygons: the square, the equilateral triangle, the 45°-45°-90° triangle or the 30°-60°-90° triangle.

Are there ergodic limits to evolution? Ergodic exploration of genome space and convergence

PubMed Central

McLeish, Tom C. B.

2015-01-01

We examine the analogy between evolutionary dynamics and statistical mechanics to include the fundamental question of ergodicity—the representative exploration of the space of possible states (in the case of evolution this is genome space). Several properties of evolutionary dynamics are identified that allow a generalization of the ergodic dynamics, familiar in dynamical systems theory, to evolution. Two classes of evolved biological structure then arise, differentiated by the qualitative duration of their evolutionary time scales. The first class has an ergodicity time scale (the time required for representative genome exploration) longer than available evolutionary time, and has incompletely explored the genotypic and phenotypic space of its possibilities. This case generates no expectation of convergence to an optimal phenotype or possibility of its prediction. The second, more interesting, class exhibits an evolutionary form of ergodicity—essentially all of the structural space within the constraints of slower evolutionary variables have been sampled; the ergodicity time scale for the system evolution is less than the evolutionary time. In this case, some convergence towards similar optima may be expected for equivalent systems in different species where both possess ergodic evolutionary dynamics. When the fitness maximum is set by physical, rather than co-evolved, constraints, it is additionally possible to make predictions of some properties of the evolved structures and systems. We propose four structures that emerge from evolution within genotypes whose fitness is induced from their phenotypes. Together, these result in an exponential speeding up of evolution, when compared with complete exploration of genomic space. We illustrate a possible case of application and a prediction of convergence together with attaining a physical fitness optimum in the case of invertebrate compound eye resolution. PMID:26640648

Two-way DF relaying assisted D2D communication: ergodic rate and power allocation

NASA Astrophysics Data System (ADS)

Ni, Yiyang; Wang, Yuxi; Jin, Shi; Wong, Kai-Kit; Zhu, Hongbo

2017-12-01

In this paper, we investigate the ergodic rate for a device-to-device (D2D) communication system aided by a two-way decode-and-forward (DF) relay node. We first derive closed-form expressions for the ergodic rate of the D2D link under asymmetric and symmetric cases, respectively. We subsequently discuss two special scenarios including weak interference case and high signal-to-noise ratio case. Then we derive the tight approximations for each of the considered scenarios. Assuming that each transmitter only has access to its own statistical channel state information (CSI), we further derive closed-form power allocation strategy to improve the system performance according to the analytical results of the ergodic rate. Furthermore, some insights are provided for the power allocation strategy based on the analytical results. The strategies are easy to compute and require to know only the channel statistics. Numerical results show the accuracy of the analysis results under various conditions and test the availability of the power allocation strategy.

How a Small Quantum Bath Can Thermalize Long Localized Chains

NASA Astrophysics Data System (ADS)

Luitz, David J.; Huveneers, François; De Roeck, Wojciech

2017-10-01

We investigate the stability of the many-body localized phase for a system in contact with a single ergodic grain modeling a Griffiths region with low disorder. Our numerical analysis provides evidence that even a small ergodic grain consisting of only three qubits can delocalize a localized chain as soon as the localization length exceeds a critical value separating localized and extended regimes of the whole system. We present a simple theory, consistent with De Roeck and Huveneers's arguments in [Phys. Rev. B 95, 155129 (2017), 10.1103/PhysRevB.95.155129] that assumes a system to be locally ergodic unless the local relaxation time determined by Fermi's golden rule is larger than the inverse level spacing. This theory predicts a critical value for the localization length that is perfectly consistent with our numerical calculations. We analyze in detail the behavior of local operators inside and outside the ergodic grain and find excellent agreement of numerics and theory.

A fast ergodic algorithm for generating ensembles of equilateral random polygons

NASA Astrophysics Data System (ADS)

Varela, R.; Hinson, K.; Arsuaga, J.; Diao, Y.

2009-03-01

Knotted structures are commonly found in circular DNA and along the backbone of certain proteins. In order to properly estimate properties of these three-dimensional structures it is often necessary to generate large ensembles of simulated closed chains (i.e. polygons) of equal edge lengths (such polygons are called equilateral random polygons). However finding efficient algorithms that properly sample the space of equilateral random polygons is a difficult problem. Currently there are no proven algorithms that generate equilateral random polygons with its theoretical distribution. In this paper we propose a method that generates equilateral random polygons in a 'step-wise uniform' way. We prove that this method is ergodic in the sense that any given equilateral random polygon can be generated by this method and we show that the time needed to generate an equilateral random polygon of length n is linear in terms of n. These two properties make this algorithm a big improvement over the existing generating methods. Detailed numerical comparisons of our algorithm with other widely used algorithms are provided.

O the Derivation of the Schroedinger Equation from Stochastic Mechanics.

NASA Astrophysics Data System (ADS)

Wallstrom, Timothy Clarke

The thesis is divided into four largely independent chapters. The first three chapters treat mathematical problems in the theory of stochastic mechanics. The fourth chapter deals with stochastic mechanisms as a physical theory and shows that the Schrodinger equation cannot be derived from existing formulations of stochastic mechanics, as had previously been believed. Since the drift coefficients of stochastic mechanical diffusions are undefined on the nodes, or zeros of the density, an important problem has been to show that the sample paths stay away from the nodes. In Chapter 1, it is shown that for a smooth wavefunction, the closest approach to the nodes can be bounded solely in terms of the time -integrated energy. The ergodic properties of stochastic mechanical diffusions are greatly complicated by the tendency of the particles to avoid the nodes. In Chapter 2, it is shown that a sufficient condition for a stationary process to be ergodic is that there exist positive t and c such that for all x and y, p^{t} (x,y) > cp(y), and this result is applied to show that the set of spin-1over2 diffusions is uniformly ergodic. In stochastic mechanics, the Bopp-Haag-Dankel diffusions on IR^3times SO(3) are used to represent particles with spin. Nelson has conjectured that in the limit as the particle's moment of inertia I goes to zero, the projections of the Bopp -Haag-Dankel diffusions onto IR^3 converge to a Markovian limit process. This conjecture is proved for the spin-1over2 case in Chapter 3, and the limit process identified as the diffusion naturally associated with the solution to the regular Pauli equation. In Chapter 4 it is shown that the general solution of the stochastic Newton equation does not correspond to a solution of the Schrodinger equation, and that there are solutions to the Schrodinger equation which do not satisfy the Guerra-Morato Lagrangian variational principle. These observations are shown to apply equally to other existing formulations of stochastic mechanics, and it is argued that these difficulties represent fundamental inadequacies in the physical foundation of stochastic mechanics.

Nonequilibrium viscosity of glass

NASA Astrophysics Data System (ADS)

Mauro, John C.; Allan, Douglas C.; Potuzak, Marcel

2009-09-01

Since glass is a nonequilibrium material, its properties depend on both composition and thermal history. While most prior studies have focused on equilibrium liquid viscosity, an accurate description of nonequilibrium viscosity is essential for understanding the low temperature dynamics of glass. Departure from equilibrium occurs as a glass-forming system is cooled through the glass transition range. The glass transition involves a continuous breakdown of ergodicity as the system gradually becomes trapped in a subset of the available configurational phase space. At very low temperatures a glass is perfectly nonergodic (or “isostructural”), and the viscosity is described well by an Arrhenius form. However, the behavior of viscosity during the glass transition range itself is not yet understood. In this paper, we address the problem of glass viscosity using the enthalpy landscape model of Mauro and Loucks [Phys. Rev. B 76, 174202 (2007)] for selenium, an elemental glass former. To study a wide range of thermal histories, we compute nonequilibrium viscosity with cooling rates from 10-12 to 1012K/s . Based on these detailed landscape calculations, we propose a simplified phenomenological model capturing the essential physics of glass viscosity. The phenomenological model incorporates an ergodicity parameter that accounts for the continuous breakdown of ergodicity at the glass transition. We show a direct relationship between the nonequilibrium viscosity parameters and the fragility of the supercooled liquid. The nonequilibrium viscosity model is validated against experimental measurements of Corning EAGLE XG™ glass. The measurements are performed using a specially designed beam-bending apparatus capable of accurate nonequilibrium viscosity measurements up to 1016Pas . Using a common set of parameters, the phenomenological model provides an accurate description of EAGLE XG™ viscosity over the full range of measured temperatures and fictive temperatures.

Special ergodic theorems and dynamical large deviations

NASA Astrophysics Data System (ADS)

Kleptsyn, Victor; Ryzhov, Dmitry; Minkov, Stanislav

2012-11-01

Let f : M → M be a self-map of a compact Riemannian manifold M, admitting a global SRB measure μ. For a continuous test function \\varphi\\colon M\\to R and a constant α > 0, consider the set Kφ,α of the initial points for which the Birkhoff time averages of the function φ differ from its μ-space average by at least α. As the measure μ is a global SRB one, the set Kφ,α should have zero Lebesgue measure. The special ergodic theorem, whenever it holds, claims that, moreover, this set has a Hausdorff dimension less than the dimension of M. We prove that for Lipschitz maps, the special ergodic theorem follows from the dynamical large deviations principle. We also define and prove analogous result for flows. Applying the theorems of Young and of Araújo and Pacifico, we conclude that the special ergodic theorem holds for transitive hyperbolic attractors of C2-diffeomorphisms, as well as for some other known classes of maps (including the one of partially hyperbolic non-uniformly expanding maps) and flows.

Nanoscale mapping of heterogeneity of the polarization reversal in lead-free relaxor–ferroelectric ceramic composites

DOE PAGES

Gobeljic, D.; Shvartsman, V. V.; Belianinov, A.; ...

2016-01-05

Relaxor/ferroelectric ceramic/ceramic composites have shown to be promising in generating large electromechanical strain at moderate electric fields. However, the mechanisms of polarization and strain coupling between grains of different nature in the composites remain unclear. To rationalize the coupling mechanisms we performed advanced piezoresponse force microscopy (PFM) studies of 0.92BNT-0.06BT-0.02KNN/0.93BNT-0.07BT (ergodic/non-ergodic relaxor) composites. PFM is able to distinguish grains of different phases by characteristic domain patterns. Polarization switching has been probed locally, on a sub-grain scale. k-Means clustering analysis applied to arrays of local hysteresis loops reveals variations of polarization switching characteristics between the ergodic and non-ergodic relaxor grains. Here,more » we report a different set of switching parameters for grains in the composites as opposed to the pure phase samples. These results confirm ceramic/ceramic composites to be a viable approach to tailor the piezoelectric properties and optimize the macroscopic electromechanical characteristics.« less

Deterministic time-reversible thermostats: chaos, ergodicity, and the zeroth law of thermodynamics

NASA Astrophysics Data System (ADS)

Patra, Puneet Kumar; Sprott, Julien Clinton; Hoover, William Graham; Griswold Hoover, Carol

2015-09-01

The relative stability and ergodicity of deterministic time-reversible thermostats, both singly and in coupled pairs, are assessed through their Lyapunov spectra. Five types of thermostat are coupled to one another through a single Hooke's-law harmonic spring. The resulting dynamics shows that three specific thermostat types, Hoover-Holian, Ju-Bulgac, and Martyna-Klein-Tuckerman, have very similar Lyapunov spectra in their equilibrium four-dimensional phase spaces and when coupled in equilibrium or nonequilibrium pairs. All three of these oscillator-based thermostats are shown to be ergodic, with smooth analytic Gaussian distributions in their extended phase spaces (coordinate, momentum, and two control variables). Evidently these three ergodic and time-reversible thermostat types are particularly useful as statistical-mechanical thermometers and thermostats. Each of them generates Gibbs' universal canonical distribution internally as well as for systems to which they are coupled. Thus they obey the zeroth law of thermodynamics, as a good heat bath should. They also provide dissipative heat flow with relatively small nonlinearity when two or more such temperature baths interact and provide useful deterministic replacements for the stochastic Langevin equation.

Impact of nonzero boresight pointing error on ergodic capacity of MIMO FSO communication systems.

PubMed

Boluda-Ruiz, Rubén; García-Zambrana, Antonio; Castillo-Vázquez, Beatriz; Castillo-Vázquez, Carmen

2016-02-22

A thorough investigation of the impact of nonzero boresight pointing errors on the ergodic capacity of multiple-input/multiple-output (MIMO) free-space optical (FSO) systems with equal gain combining (EGC) reception under different turbulence models, which are modeled as statistically independent, but not necessarily identically distributed (i.n.i.d.) is addressed in this paper. Novel closed-form asymptotic expressions at high signal-to-noise ratio (SNR) for the ergodic capacity of MIMO FSO systems are derived when different geometric arrangements of the receive apertures at the receiver are considered in order to reduce the effect of nonzero inherent boresight displacement, which is inevitably present when more than one receive aperture is considered. As a result, the asymptotic ergodic capacity of MIMO FSO systems is evaluated over log-normal (LN), gamma-gamma (GG) and exponentiated Weibull (EW) atmospheric turbulence in order to study different turbulence conditions, different sizes of receive apertures as well as different aperture averaging conditions. It is concluded that the use of single-input/multiple-output (SIMO) and MIMO techniques can significantly increase the ergodic capacity respect to the direct path link when the inherent boresight displacement takes small values, i.e. when the spacing among receive apertures is not too big. The effect of nonzero additional boresight errors, which is due to the thermal expansion of the building, is evaluated in multiple-input/single-output (MISO) and single-input/single-output (SISO) FSO systems. Simulation results are further included to confirm the analytical results.

Competitive agents in a market: Statistical physics of the minority game

NASA Astrophysics Data System (ADS)

Sherrington, David

2007-10-01

A brief review is presented of the minority game, a simple frustrated many-body system stimulated by considerations of a market of competitive speculative agents. Its cooperative behaviour exhibits phase transitions and both ergodic and non-ergodic regimes. It provides novel challenges to statistical physics, reminiscent of those of mean-field spin glasses.

Ergodicity convergence test suggests telomere motion obeys fractional dynamics

NASA Astrophysics Data System (ADS)

Kepten, E.; Bronshtein, I.; Garini, Y.

2011-04-01

Anomalous diffusion, observed in many biological processes, is a generalized description of a wide variety of processes, all obeying the same law of mean-square displacement. Identifying the basic mechanisms of these observations is important for deducing the nature of the biophysical systems measured. We implement a previously suggested method for distinguishing between fractional Langevin dynamics, fractional Brownian motion, and continuous time random walk based on the ergodic nature of the data. We apply the method together with the recently suggested P-variation test and the displacement correlation to the lately measured dynamics of telomeres in the nucleus of mammalian cells and find strong evidence that the telomeres motion obeys fractional dynamics. The ergodic dynamics are observed experimentally to fit fractional Brownian or Langevin dynamics.

Robust Criterion for the Existence of Nonhyperbolic Ergodic Measures

NASA Astrophysics Data System (ADS)

Bochi, Jairo; Bonatti, Christian; Díaz, Lorenzo J.

2016-06-01

We give explicit C 1-open conditions that ensure that a diffeomorphism possesses a nonhyperbolic ergodic measure with positive entropy. Actually, our criterion provides the existence of a partially hyperbolic compact set with one-dimensional center and positive topological entropy on which the center Lyapunov exponent vanishes uniformly. The conditions of the criterion are met on a C 1-dense and open subset of the set of diffeomorphisms having a robust cycle. As a corollary, there exists a C 1-open and dense subset of the set of non-Anosov robustly transitive diffeomorphisms consisting of systems with nonhyperbolic ergodic measures with positive entropy. The criterion is based on a notion of a blender defined dynamically in terms of strict invariance of a family of discs.

Larger than Life's Extremes: Rigorous Results for Simplified Rules and Speculation on the Phase Boundaries

NASA Astrophysics Data System (ADS)

Evans, Kellie Michele

Larger than Life (LtL), is a four-parameter family of two-dimensional cellular automata that generalizes John Conway's Game of Life (Life) to large neighborhoods and general birth and survival thresholds. LtL was proposed by David Griffeath in the early 1990s to explore whether Life might be a clue to a critical phase point in the threshold-range scaling limit. The LtL family of rules includes Life as well as a rich set of two-dimensional rules, some of which exhibit dynamics vastly different from Life. In this chapter we present rigorous results and conjectures about the ergodic classifications of several sets of "simplified" LtL rules, each of which has a property that makes the rule easier to analyze. For example, these include symmetric rules such as the threshold voter automaton and the anti-voter automaton, monotone rules such as the threshold growth models, and others. We also provide qualitative results and speculation about LtL rules on various phase boundaries and summarize results and open questions about our favorite "Life-like" LtL rules.

Theoretical foundations for finite-time transient stability and sensitivity analysis of power systems

NASA Astrophysics Data System (ADS)

Dasgupta, Sambarta

Transient stability and sensitivity analysis of power systems are problems of enormous academic and practical interest. These classical problems have received renewed interest, because of the advancement in sensor technology in the form of phasor measurement units (PMUs). The advancement in sensor technology has provided unique opportunity for the development of real-time stability monitoring and sensitivity analysis tools. Transient stability problem in power system is inherently a problem of stability analysis of the non-equilibrium dynamics, because for a short time period following a fault or disturbance the system trajectory moves away from the equilibrium point. The real-time stability decision has to be made over this short time period. However, the existing stability definitions and hence analysis tools for transient stability are asymptotic in nature. In this thesis, we discover theoretical foundations for the short-term transient stability analysis of power systems, based on the theory of normally hyperbolic invariant manifolds and finite time Lyapunov exponents, adopted from geometric theory of dynamical systems. The theory of normally hyperbolic surfaces allows us to characterize the rate of expansion and contraction of co-dimension one material surfaces in the phase space. The expansion and contraction rates of these material surfaces can be computed in finite time. We prove that the expansion and contraction rates can be used as finite time transient stability certificates. Furthermore, material surfaces with maximum expansion and contraction rate are identified with the stability boundaries. These stability boundaries are used for computation of stability margin. We have used the theoretical framework for the development of model-based and model-free real-time stability monitoring methods. Both the model-based and model-free approaches rely on the availability of high resolution time series data from the PMUs for stability prediction. The problem of sensitivity analysis of power system, subjected to changes or uncertainty in load parameters and network topology, is also studied using the theory of normally hyperbolic manifolds. The sensitivity analysis is used for the identification and rank ordering of the critical interactions and parameters in the power network. The sensitivity analysis is carried out both in finite time and in asymptotic. One of the distinguishing features of the asymptotic sensitivity analysis is that the asymptotic dynamics of the system is assumed to be a periodic orbit. For asymptotic sensitivity analysis we employ combination of tools from ergodic theory and geometric theory of dynamical systems.

Chaotic attractors and physical measures for some density dependent Leslie population models

NASA Astrophysics Data System (ADS)

Ugarcovici, Ilie; Weiss, Howard

2007-12-01

Following ecologists' discoveries, mathematicians have begun studying extensions of the ubiquitous age structured Leslie population model that allow some survival probabilities and/or fertility rates to depend on population densities. These nonlinear extensions commonly exhibit very complicated dynamics: through computer studies, some authors have discovered robust Hénon-like strange attractors in several families. Population biologists and demographers frequently wish to average a function over many generations and conclude that the average is independent of the initial population distribution. This type of 'ergodicity' seems to be a fundamental tenet in population biology. In this paper we develop the first rigorous ergodic theoretic framework for density dependent Leslie population models. We study two generation models with Ricker and Hassell (recruitment type) fertility terms. We prove that for some parameter regions these models admit a chaotic (ergodic) attractor which supports a unique physical probability measure. This physical measure, having full Lebesgue measure basin, satisfies in the strongest possible sense the population biologist's requirement for ergodicity in their population models. We use the celebrated work of Wang and Young 2001 Commun. Math. Phys. 218 1-97, and our results are the first applications of their method to biology, ecology or demography.

Applications of Ergodic Theory to Coverage Analysis

NASA Technical Reports Server (NTRS)

Lo, Martin W.

2003-01-01

The study of differential equations, or dynamical systems in general, has two fundamentally different approaches. We are most familiar with the construction of solutions to differential equations. Another approach is to study the statistical behavior of the solutions. Ergodic Theory is one of the most developed methods to study the statistical behavior of the solutions of differential equations. In the theory of satellite orbits, the statistical behavior of the orbits is used to produce 'Coverage Analysis' or how often a spacecraft is in view of a site on the ground. In this paper, we consider the use of Ergodic Theory for Coverage Analysis. This allows us to greatly simplify the computation of quantities such as the total time for which a ground station can see a satellite without ever integrating the trajectory, see Lo 1,2. More over, for any quantity which is an integrable function of the ground track, its average may be computed similarly without the integration of the trajectory. For example, the data rate for a simple telecom system is a function of the distance between the satellite and the ground station. We show that such a function may be averaged using the Ergodic Theorem.

Dynamics of hot random quantum spin chains: from anyons to Heisenberg spins

NASA Astrophysics Data System (ADS)

Parameswaran, Siddharth; Potter, Andrew; Vasseur, Romain

2015-03-01

We argue that the dynamics of the random-bond Heisenberg spin chain are ergodic at infinite temperature, in contrast to the many-body localized behavior seen in its random-field counterpart. First, we show that excited-state real-space renormalization group (RSRG-X) techniques suffer from a fatal breakdown of perturbation theory due to the proliferation of large effective spins that grow without bound. We repair this problem by deforming the SU (2) symmetry of the Heisenberg chain to its `anyonic' version, SU(2)k , where the growth of effective spins is truncated at spin S = k / 2 . This enables us to construct a self-consistent RSRG-X scheme that is particularly simple at infinite temperature. Solving the flow equations, we compute the excited-state entanglement and show that it crosses over from volume-law to logarithmic scaling at a length scale ξk ~eαk3 . This reveals that (a) anyon chains have random-singlet-like excited states for any finite k; and (b) ergodicity is restored in the Heisenberg limit k --> ∞ . We acknowledge support from the Quantum Materials program of LBNL (RV), the Gordon and Betty Moore Foundation (ACP), and UC Irvine startup funds (SAP).

Ergodicity, Maximum Entropy Production, and Steepest Entropy Ascent in the Proofs of Onsager's Reciprocal Relations

NASA Astrophysics Data System (ADS)

Benfenati, Francesco; Beretta, Gian Paolo

2018-04-01

We show that to prove the Onsager relations using the microscopic time reversibility one necessarily has to make an ergodic hypothesis, or a hypothesis closely linked to that. This is true in all the proofs of the Onsager relations in the literature: from the original proof by Onsager, to more advanced proofs in the context of linear response theory and the theory of Markov processes, to the proof in the context of the kinetic theory of gases. The only three proofs that do not require any kind of ergodic hypothesis are based on additional hypotheses on the macroscopic evolution: Ziegler's maximum entropy production principle (MEPP), the principle of time reversal invariance of the entropy production, or the steepest entropy ascent principle (SEAP).

Ergodic actions of SμU(2) on C∗-algebras from II1 subfactors

NASA Astrophysics Data System (ADS)

Pinzari, Claudia; Roberts, John E.

2010-03-01

To a proper inclusion N⊂M of II factors of finite Jones index [M:N], we associate an ergodic C∗-action of the quantum group SμU(2) (or more generally of certain groups Ao(F)). The higher relative commutant N'∩M can be identified with the spectral space of the rth tensor power u of the defining representation of the quantum group. The index and the deformation parameter are related by -1≤μ<0 and [M:N]=|μ+μ-1|. This ergodic action may be thought of as a virtual subgroup of SμU(2) in the sense of Mackey arising from the tensor category generated by the N-bimodule NMN. μ is negative as NMN is a real bimodule.

Singularities and non-hyperbolic manifolds do not coincide

NASA Astrophysics Data System (ADS)

Simányi, Nándor

2013-06-01

We consider the billiard flow of elastically colliding hard balls on the flat ν-torus (ν ⩾ 2), and prove that no singularity manifold can even locally coincide with a manifold describing future non-hyperbolicity of the trajectories. As a corollary, we obtain the ergodicity (actually the Bernoulli mixing property) of all such systems, i.e. the verification of the Boltzmann-Sinai ergodic hypothesis.

Optimal harvesting of a stochastic delay logistic model with Lévy jumps

NASA Astrophysics Data System (ADS)

Qiu, Hong; Deng, Wenmin

2016-10-01

The optimal harvesting problem of a stochastic time delay logistic model with Lévy jumps is considered in this article. We first show that the model has a unique global positive solution and discuss the uniform boundedness of its pth moment with harvesting. Then we prove that the system is globally attractive and asymptotically stable in distribution under our assumptions. Furthermore, we obtain the existence of the optimal harvesting effort by the ergodic method, and then we give the explicit expression of the optimal harvesting policy and maximum yield.

Quantifying nonergodicity in nonautonomous dissipative dynamical systems: An application to climate change

NASA Astrophysics Data System (ADS)

Drótos, Gábor; Bódai, Tamás; Tél, Tamás

2016-08-01

In nonautonomous dynamical systems, like in climate dynamics, an ensemble of trajectories initiated in the remote past defines a unique probability distribution, the natural measure of a snapshot attractor, for any instant of time, but this distribution typically changes in time. In cases with an aperiodic driving, temporal averages taken along a single trajectory would differ from the corresponding ensemble averages even in the infinite-time limit: ergodicity does not hold. It is worth considering this difference, which we call the nonergodic mismatch, by taking time windows of finite length for temporal averaging. We point out that the probability distribution of the nonergodic mismatch is qualitatively different in ergodic and nonergodic cases: its average is zero and typically nonzero, respectively. A main conclusion is that the difference of the average from zero, which we call the bias, is a useful measure of nonergodicity, for any window length. In contrast, the standard deviation of the nonergodic mismatch, which characterizes the spread between different realizations, exhibits a power-law decrease with increasing window length in both ergodic and nonergodic cases, and this implies that temporal and ensemble averages differ in dynamical systems with finite window lengths. It is the average modulus of the nonergodic mismatch, which we call the ergodicity deficit, that represents the expected deviation from fulfilling the equality of temporal and ensemble averages. As an important finding, we demonstrate that the ergodicity deficit cannot be reduced arbitrarily in nonergodic systems. We illustrate via a conceptual climate model that the nonergodic framework may be useful in Earth system dynamics, within which we propose the measure of nonergodicity, i.e., the bias, as an order-parameter-like quantifier of climate change.

Finite Beta Boundary Magnetic Fields of NCSX

NASA Astrophysics Data System (ADS)

Grossman, A.; Kaiser, T.; Mioduszewski, P.

2004-11-01

The magnetic field between the plasma surface and wall of the National Compact Stellarator (NCSX), which uses quasi-symmetry to combine the best features of the tokamak and stellarator in a configuration of low aspect ratio is mapped via field line tracing in a range of finite beta in which part of the rotational transform is generated by the bootstrap current. We adopt the methodology developed for W7-X, in which an equilibrium solution is computed by an inverse equilibrium solver based on an energy minimizing variational moments code, VMEC2000[1], which solves directly for the shape of the flux surfaces given the external coils and their currents as well as a bootstrap current provided by a separate transport calculation. The VMEC solution and the Biot-Savart vacuum fields are coupled to the magnetic field solver for finite-beta equilibrium (MFBE2001)[2] code to determine the magnetic field on a 3D grid over a computational domain. It is found that the edge plasma is more stellarator-like, with a complex 3D structure, and less like the ordered 2D symmetric structure of a tokamak. The field lines make a transition from ergodically covering a surface to ergodically covering a volume, as the distance from the last closed magnetic surface is increased. The results are compared with the PIES[3] calculations. [1] S.P. Hirshman et al. Comput. Phys. Commun. 43 (1986) 143. [2] E. Strumberger, et al. Nucl. Fusion 42 (2002) 827. [3] A.H. Reiman and H.S. Greenside, Comput. Phys. Commun. 43, 157 (1986).

Broken Ergodicity in Ideal, Homogeneous, Incompressible Turbulence

NASA Technical Reports Server (NTRS)

Morin, Lee; Shebalin, John; Fu, Terry; Nguyen, Phu; Shum, Victor

2010-01-01

We discuss the statistical mechanics of numerical models of ideal homogeneous, incompressible turbulence and their relevance for dissipative fluids and magnetofluids. These numerical models are based on Fourier series and the relevant statistical theory predicts that Fourier coefficients of fluid velocity and magnetic fields (if present) are zero-mean random variables. However, numerical simulations clearly show that certain coefficients have a non-zero mean value that can be very large compared to the associated standard deviation. We explain this phenomena in terms of broken ergodicity', which is defined to occur when dynamical behavior does not match ensemble predictions on very long time-scales. We review the theoretical basis of broken ergodicity, apply it to 2-D and 3-D fluid and magnetohydrodynamic simulations of homogeneous turbulence, and show new results from simulations using GPU (graphical processing unit) computers.

Ergodicity Breaking in Geometric Brownian Motion

NASA Astrophysics Data System (ADS)

Peters, O.; Klein, W.

2013-03-01

Geometric Brownian motion (GBM) is a model for systems as varied as financial instruments and populations. The statistical properties of GBM are complicated by nonergodicity, which can lead to ensemble averages exhibiting exponential growth while any individual trajectory collapses according to its time average. A common tactic for bringing time averages closer to ensemble averages is diversification. In this Letter, we study the effects of diversification using the concept of ergodicity breaking.

Occupation times and ergodicity breaking in biased continuous time random walks

NASA Astrophysics Data System (ADS)

Bel, Golan; Barkai, Eli

2005-12-01

Continuous time random walk (CTRW) models are widely used to model diffusion in condensed matter. There are two classes of such models, distinguished by the convergence or divergence of the mean waiting time. Systems with finite average sojourn time are ergodic and thus Boltzmann-Gibbs statistics can be applied. We investigate the statistical properties of CTRW models with infinite average sojourn time; in particular, the occupation time probability density function is obtained. It is shown that in the non-ergodic phase the distribution of the occupation time of the particle on a given lattice point exhibits bimodal U or trimodal W shape, related to the arcsine law. The key points are as follows. (a) In a CTRW with finite or infinite mean waiting time, the distribution of the number of visits on a lattice point is determined by the probability that a member of an ensemble of particles in equilibrium occupies the lattice point. (b) The asymmetry parameter of the probability distribution function of occupation times is related to the Boltzmann probability and to the partition function. (c) The ensemble average is given by Boltzmann-Gibbs statistics for either finite or infinite mean sojourn time, when detailed balance conditions hold. (d) A non-ergodic generalization of the Boltzmann-Gibbs statistical mechanics for systems with infinite mean sojourn time is found.

Information, Consistent Estimation and Dynamic System Identification.

DTIC Science & Technology

1976-11-01

Washington,DC 232129 Tj-CUOSITORING AGENCY NAMIE 6 AOORESS(lI dittevmet Itroo CuooottaaII Offics) IS.- SECURITY CLASS. (of this *.part) SCHEDULE ’B...representative model from a given model set, applicable to infinite and even non-compact model sets. S-UNCLASSIFIED SECURITY CLASSIFICATION OF THIS PAOrj(*whe...ergodicity. For a thorough development of ergodic theory the reader is referred to, e.g., Doob [1953], Halmos [1956] and Chacon and Ornstein [1959

Ergodic model for the expansion of spherical nanoplasmas.

PubMed

Peano, F; Coppa, G; Peinetti, F; Mulas, R; Silva, L O

2007-06-01

Recently, the collisionless expansion of spherical nanoplasmas has been analyzed with a new ergodic model, clarifying the transition from hydrodynamiclike to Coulomb-explosion regimes, and providing accurate laws for the relevant features of the phenomenon. A complete derivation of the model is presented here. The important issue of the self-consistent initial conditions is addressed by analyzing the initial charging transient due to the electron expansion, in the approximation of immobile ions. A comparison among different kinetic models for the expansion is presented, showing that the ergodic model provides a simplified description, which retains the essential information on the electron distribution, in particular, the energy spectrum. Results are presented for a wide range of initial conditions (determined from a single dimensionless parameter), in excellent agreement with calculations from the exact Vlasov-Poisson theory, thus providing a complete and detailed characterization of all the stages of the expansion.

The condition of a finite Markov chain and perturbation bounds for the limiting probabilities

NASA Technical Reports Server (NTRS)

Meyer, C. D., Jr.

1979-01-01

The inequalities bounding the relative error the norm of w- w squiggly/the norm of w are exhibited by a very simple function of E and A. Let T denote the transition matrix of an ergodic chain, C, and let A = I - T. Let E be a perturbation matrix such that T squiggly = T - E is also the transition matrix of an ergodic chain, C squiggly. Let w and w squiggly denote the limiting probability (row) vectors for C and C squiggly. The inequality is the best one possible. This bound can be significant in the numerical determination of the limiting probabilities for an ergodic chain. In addition to presenting a sharp bound for the norm of w-w squiggly/the norm of w an explicit expression for w squiggly will be derived in which w squiggly is given as a function of E, A, w and some other related terms.

Ergodicity-breaking bifurcations and tunneling in hyperbolic transport models

NASA Astrophysics Data System (ADS)

Giona, M.; Brasiello, A.; Crescitelli, S.

2015-11-01

One of the main differences between parabolic transport, associated with Langevin equations driven by Wiener processes, and hyperbolic models related to generalized Kac equations driven by Poisson processes, is the occurrence in the latter of multiple stable invariant densities (Frobenius multiplicity) in certain regions of the parameter space. This phenomenon is associated with the occurrence in linear hyperbolic balance equations of a typical bifurcation, referred to as the ergodicity-breaking bifurcation, the properties of which are thoroughly analyzed.

Quantifying non-ergodic dynamics of force-free granular gases.

PubMed

Bodrova, Anna; Chechkin, Aleksei V; Cherstvy, Andrey G; Metzler, Ralf

2015-09-14

Brownian motion is ergodic in the Boltzmann-Khinchin sense that long time averages of physical observables such as the mean squared displacement provide the same information as the corresponding ensemble average, even at out-of-equilibrium conditions. This property is the fundamental prerequisite for single particle tracking and its analysis in simple liquids. We study analytically and by event-driven molecular dynamics simulations the dynamics of force-free cooling granular gases and reveal a violation of ergodicity in this Boltzmann-Khinchin sense as well as distinct ageing of the system. Such granular gases comprise materials such as dilute gases of stones, sand, various types of powders, or large molecules, and their mixtures are ubiquitous in Nature and technology, in particular in Space. We treat-depending on the physical-chemical properties of the inter-particle interaction upon their pair collisions-both a constant and a velocity-dependent (viscoelastic) restitution coefficient ε. Moreover we compare the granular gas dynamics with an effective single particle stochastic model based on an underdamped Langevin equation with time dependent diffusivity. We find that both models share the same behaviour of the ensemble mean squared displacement (MSD) and the velocity correlations in the limit of weak dissipation. Qualitatively, the reported non-ergodic behaviour is generic for granular gases with any realistic dependence of ε on the impact velocity of particles.

On an adaptive preconditioned Crank-Nicolson MCMC algorithm for infinite dimensional Bayesian inference

NASA Astrophysics Data System (ADS)

Hu, Zixi; Yao, Zhewei; Li, Jinglai

2017-03-01

Many scientific and engineering problems require to perform Bayesian inference for unknowns of infinite dimension. In such problems, many standard Markov Chain Monte Carlo (MCMC) algorithms become arbitrary slow under the mesh refinement, which is referred to as being dimension dependent. To this end, a family of dimensional independent MCMC algorithms, known as the preconditioned Crank-Nicolson (pCN) methods, were proposed to sample the infinite dimensional parameters. In this work we develop an adaptive version of the pCN algorithm, where the covariance operator of the proposal distribution is adjusted based on sampling history to improve the simulation efficiency. We show that the proposed algorithm satisfies an important ergodicity condition under some mild assumptions. Finally we provide numerical examples to demonstrate the performance of the proposed method.

Spectra of random operators with absolutely continuous integrated density of states

DOE Office of Scientific and Technical Information (OSTI.GOV)

Rio, Rafael del, E-mail: delrio@iimas.unam.mx, E-mail: delriomagia@gmail.com

2014-04-15

The structure of the spectrum of random operators is studied. It is shown that if the density of states measure of some subsets of the spectrum is zero, then these subsets are empty. In particular follows that absolute continuity of the integrated density of states implies singular spectra of ergodic operators is either empty or of positive measure. Our results apply to Anderson and alloy type models, perturbed Landau Hamiltonians, almost periodic potentials, and models which are not ergodic.

Topology-driven phase transitions in the classical monomer-dimer-loop model.

PubMed

Li, Sazi; Li, Wei; Chen, Ziyu

2015-06-01

In this work, we investigate the classical loop models doped with monomers and dimers on a square lattice, whose partition function can be expressed as a tensor network (TN). In the thermodynamic limit, we use the boundary matrix product state technique to contract the partition function TN, and determine the thermodynamic properties with high accuracy. In this monomer-dimer-loop model, we find a second-order phase transition between a trivial monomer-condensation and a loop-condensation (LC) phase, which cannot be distinguished by any local order parameter, while nevertheless the two phases have distinct topological properties. In the LC phase, we find two degenerate dominating eigenvalues in the transfer-matrix spectrum, as well as a nonvanishing (nonlocal) string order parameter, both of which identify the topological ergodicity breaking in the LC phase and can serve as the order parameter for detecting the phase transitions.

Speckle dynamics under ergodicity breaking

NASA Astrophysics Data System (ADS)

Sdobnov, Anton; Bykov, Alexander; Molodij, Guillaume; Kalchenko, Vyacheslav; Jarvinen, Topias; Popov, Alexey; Kordas, Krisztian; Meglinski, Igor

2018-04-01

Laser speckle contrast imaging (LSCI) is a well-known and versatile approach for the non-invasive visualization of flows and microcirculation localized in turbid scattering media, including biological tissues. In most conventional implementations of LSCI the ergodic regime is typically assumed valid. However, most composite turbid scattering media, especially biological tissues, are non-ergodic, containing a mixture of dynamic and static centers of light scattering. In the current study, we examined the speckle contrast in different dynamic conditions with the aim of assessing limitations in the quantitative interpretation of speckle contrast images. Based on a simple phenomenological approach, we introduced a coefficient of speckle dynamics to quantitatively assess the ratio of the dynamic part of a scattering medium to the static one. The introduced coefficient allows one to distinguish real changes in motion from the mere appearance of static components in the field of view. As examples of systems with static/dynamic transitions, thawing and heating of Intralipid samples were studied by the LSCI approach.

Tracking single Kv2.1 channels in live cells reveals anomalous subdiffusion and ergodicity breaking

NASA Astrophysics Data System (ADS)

Weigel, Aubrey; Simon, Blair; Tamkun, Michael; Krapf, Diego

2011-03-01

The dynamic organization of the plasma membrane is responsible for essential cellular processes, such as receptor trafficking and signaling. By studying the dynamics of transmembrane proteins a greater understanding of these processes as a whole can be achieved. It is broadly observed that the diffusion pattern of membrane protein displays anomalous subdiffusion. However, the mechanisms responsible for this behavior are not yet established. We explore the dynamics of the voltage gated potassium channel Kv2.1 by using single-particle tracking. We analyze Kv2.1 channel trajectories in terms of the time and ensemble distributions of square displacements. Our results reveal that all Kv2.1 channels experience anomalous subdiffusion and we observe that the Kv2.1 diffusion pattern is non-ergodic. We further investigated the role of the actin cytoskeleton in these channel dynamics by applying actin depolymerizing drugs. It is seen that with the breakdown of the actin cytoskeleton the Kv2.1 channel trajectories recover ergodicity.

The significance of heterogeneity of evolving scales to transport in porous formations

NASA Astrophysics Data System (ADS)

Dagan, Gedeon

1994-12-01

Flow takes place in a heterogeneous formation of spatially variable conductivity, which is modeled as a stationary space random function. To model the variability at the regional scale, the formation is viewed as one of a two-dimensional, horizontal structure. A constant head gradient is applied on the formation boundary such that the flow is uniform in the mean. A plume of inert solute is injected at t = 0 in a volume V0. Under ergodic conditions the plume centroid moves with the constant, mean flow velocity U, and a longitudinal macrodispersion coefficient dL may be defined as half of the time rate of change of the plume second spatial moment with respect to the centroid. For a log-conductivity covariance CY of finite integral scale I, at first order in the variance σY2 and for a travel distance L = Ut ≫ I, dL → σY2UI and transport is coined as Fickian. Ergodicity of the moments is ensured if l ≫ I, where l is the initial plume scale. Some field observations have suggested that heterogeneity may be of evolving scales and that the macrodispersion coefficient may grow with L without reaching a constant limit (anomalous diffusion). To model such a behavior, previous studies have assumed that CY is stationary but of unbounded integral scale with CY ˜ arβ (-1 < β < 0) for large lag r. Under ergodic conditions, it was found that asymptotically dL ˜ aUL1+β, i.e., non-Fickian behavior and anomalous dispersion. The present study claims that an ergodic behavior is not possible for a given finite plume of initial size l, since the basic requirement that l ≫ I cannot be satisfied for CY of unbounded scale. For instance, the centroid does not move any more with U but is random (Figure 1), owing to the large-scale heterogeneity. In such a situation the actual effective dispersion coefficient DL is defined as half the rate of change of the mean second spatial moment with respect to the plume centroid in each realization. This is the accessible entity in a given experiment. We show that in contrast with dL, the behavior of DL is controlled by l and it has the Fickian limit DL ˜ aUl1+β (Figure 3). We also discuss the case in which Y is of stationary increments and is characterized by its variogram γy. Then U and dL can be defined only if γY is truncated (equivalently, an "infrared cutoff" is carried out in the spectrum of Y). However, for a bounded U it is shown that DL depends only on γY. Furthermore, for γY = arβ, DL ˜ aUl2Lβ-1; i.e., dispersion is Fickian for 0 < β < 1, whereas for 1 < β < 2, transport is non-Fickian. Since β < 2, DL cannot grow faster than L = Ut. This is in contrast with a recently proposed model (Neuman, 1990) in which the dispersion coefficient is independent of the plume size and it grows approximately like L1.5.

Ergodic channel capacity of spatial correlated multiple-input multiple-output free space optical links using multipulse pulse-position modulation

NASA Astrophysics Data System (ADS)

Wang, Huiqin; Wang, Xue; Cao, Minghua

2017-02-01

The spatial correlation extensively exists in the multiple-input multiple-output (MIMO) free space optical (FSO) communication systems due to the channel fading and the antenna space limitation. Wilkinson's method was utilized to investigate the impact of spatial correlation on the MIMO FSO communication system employing multipulse pulse-position modulation. Simulation results show that the existence of spatial correlation reduces the ergodic channel capacity, and the reception diversity is more competent to resist this kind of performance degradation.

Turbulent fluid motion IV-averages, Reynolds decomposition, and the closure problem

NASA Technical Reports Server (NTRS)

Deissler, Robert G.

1992-01-01

Ensemble, time, and space averages as applied to turbulent quantities are discussed, and pertinent properties of the averages are obtained. Those properties, together with Reynolds decomposition, are used to derive the averaged equations of motion and the one- and two-point moment or correlation equations. The terms in the various equations are interpreted. The closure problem of the averaged equations is discussed, and possible closure schemes are considered. Those schemes usually require an input of supplemental information unless the averaged equations are closed by calculating their terms by a numerical solution of the original unaveraged equations. The law of the wall for velocities and temperatures, the velocity- and temperature-defect laws, and the logarithmic laws for velocities and temperatures are derived. Various notions of randomness and their relation to turbulence are considered in light of ergodic theory.

Topics in quantum chaos

NASA Astrophysics Data System (ADS)

Jordan, Andrew Noble

2002-09-01

In this dissertation, we study the quantum mechanics of classically chaotic dynamical systems. We begin by considering the decoherence effects a quantum chaotic system has on a simple quantum few state system. Typical time evolution of a quantum system whose classical limit is chaotic generates structures in phase space whose size is much smaller than Planck's constant. A naive application of Heisenberg's uncertainty principle indicates that these structures are not physically relevant. However, if we take the quantum chaotic system in question to be an environment which interacts with a simple two state quantum system (qubit), we show that these small phase-space structures cause the qubit to generically lose quantum coherence if and only if the environment has many degrees of freedom, such as a dilute gas. This implies that many-body environments may be crucial for the phenomenon of quantum decoherence. Next, we turn to an analysis of statistical properties of time correlation functions and matrix elements of quantum chaotic systems. A semiclassical evaluation of matrix elements of an operator indicates that the dominant contribution will be related to a classical time correlation function over the energy surface. For a highly chaotic class of dynamics, these correlation functions may be decomposed into sums of Ruelle resonances, which control exponential decay to the ergodic distribution. The theory is illustrated both numerically and theoretically on the Baker map. For this system, we are able to isolate individual Ruelle modes. We further consider dynamical systems whose approach to ergodicity is given by a power law rather than an exponential in time. We propose a billiard with diffusive boundary conditions, whose classical solution may be calculated analytically. We go on to compare the exact solution with an approximation scheme, as well calculate asympotic corrections. Quantum spectral statistics are calculated assuming the validity of the Again, Altshuler and Andreev ansatz. We find singular behavior of the two point spectral correlator in the limit of small spacing. Finally, we analyse the effect that slow decay to ergodicity has on the structure of the quantum propagator, as well as wavefunction localization. We introduce a statistical quantum description of systems that are composed of both an orderly region and a random region. By averaging over the random region only, we find that measures of localization in momentum space semiclassically diverge with the dimension of the Hilbert space. We illustrate this numerically with quantum maps and suggest various other systems where this behavior should be important.

A statistical mechanical model of economics

NASA Astrophysics Data System (ADS)

Lubbers, Nicholas Edward Williams

Statistical mechanics pursues low-dimensional descriptions of systems with a very large number of degrees of freedom. I explore this theme in two contexts. The main body of this dissertation explores and extends the Yard Sale Model (YSM) of economic transactions using a combination of simulations and theory. The YSM is a simple interacting model for wealth distributions which has the potential to explain the empirical observation of Pareto distributions of wealth. I develop the link between wealth condensation and the breakdown of ergodicity due to nonlinear diffusion effects which are analogous to the geometric random walk. Using this, I develop a deterministic effective theory of wealth transfer in the YSM that is useful for explaining many quantitative results. I introduce various forms of growth to the model, paying attention to the effect of growth on wealth condensation, inequality, and ergodicity. Arithmetic growth is found to partially break condensation, and geometric growth is found to completely break condensation. Further generalizations of geometric growth with growth in- equality show that the system is divided into two phases by a tipping point in the inequality parameter. The tipping point marks the line between systems which are ergodic and systems which exhibit wealth condensation. I explore generalizations of the YSM transaction scheme to arbitrary betting functions to develop notions of universality in YSM-like models. I find that wealth vi condensation is universal to a large class of models which can be divided into two phases. The first exhibits slow, power-law condensation dynamics, and the second exhibits fast, finite-time condensation dynamics. I find that the YSM, which exhibits exponential dynamics, is the critical, self-similar model which marks the dividing line between the two phases. The final chapter develops a low-dimensional approach to materials microstructure quantification. Modern materials design harnesses complex microstructure effects to develop high-performance materials, but general microstructure quantification is an unsolved problem. Motivated by statistical physics, I envision microstructure as a low-dimensional manifold, and construct this manifold by leveraging multiple machine learning approaches including transfer learning, dimensionality reduction, and computer vision breakthroughs with convolutional neural networks.

On base station cooperation using statistical CSI in jointly correlated MIMO downlink channels

NASA Astrophysics Data System (ADS)

Zhang, Jun; Jiang, Bin; Jin, Shi; Gao, Xiqi; Wong, Kai-Kit

2012-12-01

This article studies the transmission of a single cell-edge user's signal using statistical channel state information at cooperative base stations (BSs) with a general jointly correlated multiple-input multiple-output (MIMO) channel model. We first present an optimal scheme to maximize the ergodic sum capacity with per-BS power constraints, revealing that the transmitted signals of all BSs are mutually independent and the optimum transmit directions for each BS align with the eigenvectors of the BS's own transmit correlation matrix of the channel. Then, we employ matrix permanents to derive a closed-form tight upper bound for the ergodic sum capacity. Based on these results, we develop a low-complexity power allocation solution using convex optimization techniques and a simple iterative water-filling algorithm (IWFA) for power allocation. Finally, we derive a necessary and sufficient condition for which a beamforming approach achieves capacity for all BSs. Simulation results demonstrate that the upper bound of ergodic sum capacity is tight and the proposed cooperative transmission scheme increases the downlink system sum capacity considerably.

Inhomogeneous diffusion and ergodicity breaking induced by global memory effects

NASA Astrophysics Data System (ADS)

Budini, Adrián A.

2016-11-01

We introduce a class of discrete random-walk model driven by global memory effects. At any time, the right-left transitions depend on the whole previous history of the walker, being defined by an urnlike memory mechanism. The characteristic function is calculated in an exact way, which allows us to demonstrate that the ensemble of realizations is ballistic. Asymptotically, each realization is equivalent to that of a biased Markovian diffusion process with transition rates that strongly differs from one trajectory to another. Using this "inhomogeneous diffusion" feature, the ergodic properties of the dynamics are analytically studied through the time-averaged moments. Even in the long-time regime, they remain random objects. While their average over realizations recovers the corresponding ensemble averages, departure between time and ensemble averages is explicitly shown through their probability densities. For the density of the second time-averaged moment, an ergodic limit and the limit of infinite lag times do not commutate. All these effects are induced by the memory effects. A generalized Einstein fluctuation-dissipation relation is also obtained for the time-averaged moments.

Fluctuations around equilibrium laws in ergodic continuous-time random walks.

PubMed

Schulz, Johannes H P; Barkai, Eli

2015-06-01

We study occupation time statistics in ergodic continuous-time random walks. Under thermal detailed balance conditions, the average occupation time is given by the Boltzmann-Gibbs canonical law. But close to the nonergodic phase, the finite-time fluctuations around this mean are large and nontrivial. They exhibit dual time scaling and distribution laws: the infinite density of large fluctuations complements the Lévy-stable density of bulk fluctuations. Neither of the two should be interpreted as a stand-alone limiting law, as each has its own deficiency: the infinite density has an infinite norm (despite particle conservation), while the stable distribution has an infinite variance (although occupation times are bounded). These unphysical divergences are remedied by consistent use and interpretation of both formulas. Interestingly, while the system's canonical equilibrium laws naturally determine the mean occupation time of the ergodic motion, they also control the infinite and Lévy-stable densities of fluctuations. The duality of stable and infinite densities is in fact ubiquitous for these dynamics, as it concerns the time averages of general physical observables.

Evaluating gambles using dynamics

NASA Astrophysics Data System (ADS)

Peters, O.; Gell-Mann, M.

2016-02-01

Gambles are random variables that model possible changes in wealth. Classic decision theory transforms money into utility through a utility function and defines the value of a gamble as the expectation value of utility changes. Utility functions aim to capture individual psychological characteristics, but their generality limits predictive power. Expectation value maximizers are defined as rational in economics, but expectation values are only meaningful in the presence of ensembles or in systems with ergodic properties, whereas decision-makers have no access to ensembles, and the variables representing wealth in the usual growth models do not have the relevant ergodic properties. Simultaneously addressing the shortcomings of utility and those of expectations, we propose to evaluate gambles by averaging wealth growth over time. No utility function is needed, but a dynamic must be specified to compute time averages. Linear and logarithmic "utility functions" appear as transformations that generate ergodic observables for purely additive and purely multiplicative dynamics, respectively. We highlight inconsistencies throughout the development of decision theory, whose correction clarifies that our perspective is legitimate. These invalidate a commonly cited argument for bounded utility functions.

Boundary-integral methods in elasticity and plasticity. [solutions of boundary value problems

NASA Technical Reports Server (NTRS)

Mendelson, A.

1973-01-01

Recently developed methods that use boundary-integral equations applied to elastic and elastoplastic boundary value problems are reviewed. Direct, indirect, and semidirect methods using potential functions, stress functions, and displacement functions are described. Examples of the use of these methods for torsion problems, plane problems, and three-dimensional problems are given. It is concluded that the boundary-integral methods represent a powerful tool for the solution of elastic and elastoplastic problems.

Chaos, ergodic convergence, and fractal instability for a thermostated canonical harmonic oscillator

NASA Astrophysics Data System (ADS)

Hoover, Wm. G.; Hoover, Carol G.; Isbister, Dennis J.

2001-02-01

The authors thermostat a qp harmonic oscillator using the two additional control variables ζ and ξ to simulate Gibbs' canonical distribution. In contrast to the motion of purely Hamiltonian systems, the thermostated oscillator motion is completely ergodic, covering the full four-dimensional \\{q,p,ζ,ξ\\} phase space. The local Lyapunov spectrum (instantaneous growth rates of a comoving corotating phase-space hypersphere) exhibits singularities like those found earlier for Hamiltonian chaos, reinforcing the notion that chaos requires kinetic-as opposed to statistical-study, both at and away from equilibrium. The exponent singularities appear to have a fractal character.

Asymptotic proportionality (weak ergodicity) and conditional asymptotic equality of solutions to time-heterogeneous sublinear difference and differential equations

NASA Astrophysics Data System (ADS)

Thieme, Horst R.

The concept of asymptotic proportionality and conditional asymptotic equality which is presented here aims at making global asymptotic stability statements for time-heterogeneous difference and differential equations. For such non-autonomous problems (apart from special cases) no prominent special solutions (equilibra, periodic solutions) exist which are natural candidates for the asymptotic behaviour of arbitrary solutions. One way out of this dilemma consists in looking for conditions under which any two solutions to the problem (with different initial conditions) behave in a similar or even the same way as time tends to infinity. We study a general sublinear difference equation in an ordered Banach space and, for illustration, time-heterogeneous versions of several well-known differential equations modelling the spread of gonorrhea in a heterogeneous population, the spread of a vector-borne infectious disease, and the dynamics of a logistically growing spatially diffusing population.

Lipschitz regularity for integro-differential equations with coercive Hamiltonians and application to large time behavior

NASA Astrophysics Data System (ADS)

Barles, Guy; Ley, Olivier; Topp, Erwin

2017-02-01

In this paper, we provide suitable adaptations of the ‘weak version of Bernstein method’ introduced by the first author in 1991, in order to obtain Lipschitz regularity results and Lipschitz estimates for nonlinear integro-differential elliptic and parabolic equations set in the whole space. Our interest is to obtain such Lipschitz results to possibly degenerate equations, or to equations which are indeed ‘uniformly elliptic’ (maybe in the nonlocal sense) but which do not satisfy the usual ‘growth condition’ on the gradient term allowing to use (for example) the Ishii-Lions’ method. We treat the case of a model equation with a superlinear coercivity on the gradient term which has a leading role in the equation. This regularity result together with comparison principle provided for the problem allow to obtain the ergodic large time behavior of the evolution problem in the periodic setting.

Hierarchical layered and semantic-based image segmentation using ergodicity map

NASA Astrophysics Data System (ADS)

Yadegar, Jacob; Liu, Xiaoqing

2010-04-01

Image segmentation plays a foundational role in image understanding and computer vision. Although great strides have been made and progress achieved on automatic/semi-automatic image segmentation algorithms, designing a generic, robust, and efficient image segmentation algorithm is still challenging. Human vision is still far superior compared to computer vision, especially in interpreting semantic meanings/objects in images. We present a hierarchical/layered semantic image segmentation algorithm that can automatically and efficiently segment images into hierarchical layered/multi-scaled semantic regions/objects with contextual topological relationships. The proposed algorithm bridges the gap between high-level semantics and low-level visual features/cues (such as color, intensity, edge, etc.) through utilizing a layered/hierarchical ergodicity map, where ergodicity is computed based on a space filling fractal concept and used as a region dissimilarity measurement. The algorithm applies a highly scalable, efficient, and adaptive Peano- Cesaro triangulation/tiling technique to decompose the given image into a set of similar/homogenous regions based on low-level visual cues in a top-down manner. The layered/hierarchical ergodicity map is built through a bottom-up region dissimilarity analysis. The recursive fractal sweep associated with the Peano-Cesaro triangulation provides efficient local multi-resolution refinement to any level of detail. The generated binary decomposition tree also provides efficient neighbor retrieval mechanisms for contextual topological object/region relationship generation. Experiments have been conducted within the maritime image environment where the segmented layered semantic objects include the basic level objects (i.e. sky/land/water) and deeper level objects in the sky/land/water surfaces. Experimental results demonstrate the proposed algorithm has the capability to robustly and efficiently segment images into layered semantic objects/regions with contextual topological relationships.

Stochastic optimal control as non-equilibrium statistical mechanics: calculus of variations over density and current

NASA Astrophysics Data System (ADS)

Chernyak, Vladimir Y.; Chertkov, Michael; Bierkens, Joris; Kappen, Hilbert J.

2014-01-01

In stochastic optimal control (SOC) one minimizes the average cost-to-go, that consists of the cost-of-control (amount of efforts), cost-of-space (where one wants the system to be) and the target cost (where one wants the system to arrive), for a system participating in forced and controlled Langevin dynamics. We extend the SOC problem by introducing an additional cost-of-dynamics, characterized by a vector potential. We propose derivation of the generalized gauge-invariant Hamilton-Jacobi-Bellman equation as a variation over density and current, suggest hydrodynamic interpretation and discuss examples, e.g., ergodic control of a particle-within-a-circle, illustrating non-equilibrium space-time complexity.

The emergent Copenhagen interpretation of quantum mechanics

NASA Astrophysics Data System (ADS)

Hollowood, Timothy J.

2014-05-01

We introduce a new and conceptually simple interpretation of quantum mechanics based on reduced density matrices of sub-systems from which the standard Copenhagen interpretation emerges as an effective description of macroscopically large systems. This interpretation describes a world in which definite measurement results are obtained with probabilities that reproduce the Born rule. Wave function collapse is seen to be a useful but fundamentally unnecessary piece of prudent book keeping which is only valid for macro-systems. The new interpretation lies in a class of modal interpretations in that it applies to quantum systems that interact with a much larger environment. However, we show that it does not suffer from the problems that have plagued similar modal interpretations like macroscopic superpositions and rapid flipping between macroscopically distinct states. We describe how the interpretation fits neatly together with fully quantum formulations of statistical mechanics and that a measurement process can be viewed as a process of ergodicity breaking analogous to a phase transition. The key feature of the new interpretation is that joint probabilities for the ergodic subsets of states of disjoint macro-systems only arise as emergent quantities. Finally we give an account of the EPR-Bohm thought experiment and show that the interpretation implies the violation of the Bell inequality characteristic of quantum mechanics but in a way that is rather novel. The final conclusion is that the Copenhagen interpretation gives a completely satisfactory phenomenology of macro-systems interacting with micro-systems.

The use of MACSYMA for solving elliptic boundary value problems

NASA Technical Reports Server (NTRS)

Thejll, Peter; Gilbert, Robert P.

1990-01-01

A boundary method is presented for the solution of elliptic boundary value problems. An approach based on the use of complete systems of solutions is emphasized. The discussion is limited to the Dirichlet problem, even though the present method can possibly be adapted to treat other boundary value problems.

Local conditional entropy in measure for covers with respect to a fixed partition

NASA Astrophysics Data System (ADS)

Romagnoli, Pierre-Paul

2018-05-01

In this paper we introduce two measure theoretical notions of conditional entropy for finite measurable covers conditioned to a finite measurable partition and prove that they are equal. Using this we state a local variational principle with respect to the notion of conditional entropy defined by Misiurewicz (1976 Stud. Math. 55 176–200) for the case of open covers. This in particular extends the work done in Romagnoli (2003 Ergod. Theor. Dynam. Syst. 23 1601–10), Glasner and Weiss (2006 Handbook of Dynamical Systems vol 1B (Amsterdam: Elsevier)) and Huang et al (2006 Ergod. Theor. Dynam. Syst. 26 219–45).

Dynamically induced many-body localization

NASA Astrophysics Data System (ADS)

Choi, Soonwon; Abanin, Dmitry A.; Lukin, Mikhail D.

2018-03-01

We show that a quantum phase transition from ergodic to many-body localized (MBL) phases can be induced via periodic pulsed manipulation of spin systems. Such a transition is enabled by the interplay between weak disorder and slow heating rates. Specifically, we demonstrate that the Hamiltonian of a weakly disordered ergodic spin system can be effectively engineered, by using sufficiently fast coherent controls, to yield a stable MBL phase, which in turn completely suppresses the energy absorption from external control field. Our results imply that a broad class of existing many-body systems can be used to probe nonequilibrium phases of matter for a long time, limited only by coupling to external environment.

Quantitative quasiperiodicity

NASA Astrophysics Data System (ADS)

Das, Suddhasattwa; Saiki, Yoshitaka; Sander, Evelyn; Yorke, James A.

2017-11-01

The Birkhoff ergodic theorem concludes that time averages, i.e. Birkhoff averages, B_N( f):=Σn=0N-1 f(x_n)/N of a function f along a length N ergodic trajectory (x_n) of a function T converge to the space average \\int f dμ , where μ is the unique invariant probability measure. Convergence of the time average to the space average is slow. We use a modified average of f(x_n) by giving very small weights to the ‘end’ terms when n is near 0 or N-1 . When (x_n) is a trajectory on a quasiperiodic torus and f and T are C^∞ , our weighted Birkhoff average (denoted \

Decryption of pure-position permutation algorithms.

PubMed

Zhao, Xiao-Yu; Chen, Gang; Zhang, Dan; Wang, Xiao-Hong; Dong, Guang-Chang

2004-07-01

Pure position permutation image encryption algorithms, commonly used as image encryption investigated in this work are unfortunately frail under known-text attack. In view of the weakness of pure position permutation algorithm, we put forward an effective decryption algorithm for all pure-position permutation algorithms. First, a summary of the pure position permutation image encryption algorithms is given by introducing the concept of ergodic matrices. Then, by using probability theory and algebraic principles, the decryption probability of pure-position permutation algorithms is verified theoretically; and then, by defining the operation system of fuzzy ergodic matrices, we improve a specific decryption algorithm. Finally, some simulation results are shown.

Multi-fractal characterization of bacterial swimming dynamics: a case study on real and simulated Serratia marcescens

PubMed Central

Bogdan, Paul; Wei, Guopeng; Marculescu, Radu; Zhuang, Jiang; Carlsen, Rika Wright; Sitti, Metin

2017-01-01

To add to the current state of knowledge about bacterial swimming dynamics, in this paper, we study the fractal swimming dynamics of populations of Serratia marcescens bacteria both in vitro and in silico, while accounting for realistic conditions like volume exclusion, chemical interactions, obstacles and distribution of chemoattractant in the environment. While previous research has shown that bacterial motion is non-ergodic, we demonstrate that, besides the non-ergodicity, the bacterial swimming dynamics is multi-fractal in nature. Finally, we demonstrate that the multi-fractal characteristic of bacterial dynamics is strongly affected by bacterial density and chemoattractant concentration. PMID:28804259

Electric Field-Induced Large Strain in Ni/Sb-co Doped (Bi0.5Na0.5) TiO3-Based Lead-Free Ceramics

NASA Astrophysics Data System (ADS)

Li, Liangliang; Hao, Jigong; Xu, Zhijun; Li, Wei; Chu, Ruiqing

2018-02-01

Lead-free piezoelectric ceramics (Bi0.5Na0.5)0.935Ba0.065Ti1- x (Ni0.5Sb0.5) x O3 (BNBT6.5- xNS) have been fabricated using conventional solid sintering technique. The effect of (Ni, Sb) doping on the phase structure and electrical properties of BNBT6.5 ceramics were systematically investigated. Results show that the addition of (Ni, Sb) destroyed the ferroelectric long-range order of BNBT6.5 and shifted the ferroelectric-relaxor transition temperature ( T F-R) down to room temperature. Thus, this process induced an ergodic relaxor phase at zero field in samples with x = 0.005. Under the electric field, the ergodic relaxor phase could reversibly transform to ferroelectric phase, which promotes the strain response with peak value of 0.38% (at 80 kV/cm, corresponding to d 33 * = 479 pm/V) at x = 0.005. Temperature-dependent measurements of both polarization and strain confirmed that the large strain originated from a reversible field-induced ergodic relaxor to ferroelectric phase transformation. The proposed material exhibits potential for nonlinear actuators.

Ergodicity, hidden bias and the growth rate gain

NASA Astrophysics Data System (ADS)

Rochman, Nash D.; Popescu, Dan M.; Sun, Sean X.

2018-05-01

Many single-cell observables are highly heterogeneous. A part of this heterogeneity stems from age-related phenomena: the fact that there is a nonuniform distribution of cells with different ages. This has led to a renewed interest in analytic methodologies including use of the ‘von Foerster equation’ for predicting population growth and cell age distributions. Here we discuss how some of the most popular implementations of this machinery assume a strong condition on the ergodicity of the cell cycle duration ensemble. We show that one common definition for the term ergodicity, ‘a single individual observed over many generations recapitulates the behavior of the entire ensemble’ is implied by the other, ‘the probability of observing any state is conserved across time and over all individuals’ in an ensemble with a fixed number of individuals but that this is not true when the ensemble is growing. We further explore the impact of generational correlations between cell cycle durations on the population growth rate. Finally, we explore the ‘growth rate gain’—the phenomenon that variations in the cell cycle duration leads to an improved population-level growth rate—in this context. We highlight that, fundamentally, this effect is due to asymmetric division.

Adaptive multi-node multiple input and multiple output (MIMO) transmission for mobile wireless multimedia sensor networks.

PubMed

Cho, Sunghyun; Choi, Ji-Woong; You, Cheolwoo

2013-10-02

Mobile wireless multimedia sensor networks (WMSNs), which consist of mobile sink or sensor nodes and use rich sensing information, require much faster and more reliable wireless links than static wireless sensor networks (WSNs). This paper proposes an adaptive multi-node (MN) multiple input and multiple output (MIMO) transmission to improve the transmission reliability and capacity of mobile sink nodes when they experience spatial correlation. Unlike conventional single-node (SN) MIMO transmission, the proposed scheme considers the use of transmission antennas from more than two sensor nodes. To find an optimal antenna set and a MIMO transmission scheme, a MN MIMO channel model is introduced first, followed by derivation of closed-form ergodic capacity expressions with different MIMO transmission schemes, such as space-time transmit diversity coding and spatial multiplexing. The capacity varies according to the antenna correlation and the path gain from multiple sensor nodes. Based on these statistical results, we propose an adaptive MIMO mode and antenna set switching algorithm that maximizes the ergodic capacity of mobile sink nodes. The ergodic capacity of the proposed scheme is compared with conventional SN MIMO schemes, where the gain increases as the antenna correlation and path gain ratio increase.

Adaptive Multi-Node Multiple Input and Multiple Output (MIMO) Transmission for Mobile Wireless Multimedia Sensor Networks

PubMed Central

Cho, Sunghyun; Choi, Ji-Woong; You, Cheolwoo

2013-01-01

Mobile wireless multimedia sensor networks (WMSNs), which consist of mobile sink or sensor nodes and use rich sensing information, require much faster and more reliable wireless links than static wireless sensor networks (WSNs). This paper proposes an adaptive multi-node (MN) multiple input and multiple output (MIMO) transmission to improve the transmission reliability and capacity of mobile sink nodes when they experience spatial correlation. Unlike conventional single-node (SN) MIMO transmission, the proposed scheme considers the use of transmission antennas from more than two sensor nodes. To find an optimal antenna set and a MIMO transmission scheme, a MN MIMO channel model is introduced first, followed by derivation of closed-form ergodic capacity expressions with different MIMO transmission schemes, such as space-time transmit diversity coding and spatial multiplexing. The capacity varies according to the antenna correlation and the path gain from multiple sensor nodes. Based on these statistical results, we propose an adaptive MIMO mode and antenna set switching algorithm that maximizes the ergodic capacity of mobile sink nodes. The ergodic capacity of the proposed scheme is compared with conventional SN MIMO schemes, where the gain increases as the antenna correlation and path gain ratio increase. PMID:24152920

Making sense of snapshot data: ergodic principle for clonal cell populations

PubMed Central

2017-01-01

Population growth is often ignored when quantifying gene expression levels across clonal cell populations. We develop a framework for obtaining the molecule number distributions in an exponentially growing cell population taking into account its age structure. In the presence of generation time variability, the average acquired across a population snapshot does not obey the average of a dividing cell over time, apparently contradicting ergodicity between single cells and the population. Instead, we show that the variation observed across snapshots with known cell age is captured by cell histories, a single-cell measure obtained from tracking an arbitrary cell of the population back to the ancestor from which it originated. The correspondence between cells of known age in a population with their histories represents an ergodic principle that provides a new interpretation of population snapshot data. We illustrate the principle using analytical solutions of stochastic gene expression models in cell populations with arbitrary generation time distributions. We further elucidate that the principle breaks down for biochemical reactions that are under selection, such as the expression of genes conveying antibiotic resistance, which gives rise to an experimental criterion with which to probe selection on gene expression fluctuations. PMID:29187636

Making sense of snapshot data: ergodic principle for clonal cell populations.

PubMed

Thomas, Philipp

2017-11-01

Population growth is often ignored when quantifying gene expression levels across clonal cell populations. We develop a framework for obtaining the molecule number distributions in an exponentially growing cell population taking into account its age structure. In the presence of generation time variability, the average acquired across a population snapshot does not obey the average of a dividing cell over time, apparently contradicting ergodicity between single cells and the population. Instead, we show that the variation observed across snapshots with known cell age is captured by cell histories, a single-cell measure obtained from tracking an arbitrary cell of the population back to the ancestor from which it originated. The correspondence between cells of known age in a population with their histories represents an ergodic principle that provides a new interpretation of population snapshot data. We illustrate the principle using analytical solutions of stochastic gene expression models in cell populations with arbitrary generation time distributions. We further elucidate that the principle breaks down for biochemical reactions that are under selection, such as the expression of genes conveying antibiotic resistance, which gives rise to an experimental criterion with which to probe selection on gene expression fluctuations. © 2017 The Author(s).

Statistical characterization of discrete conservative systems: The web map

NASA Astrophysics Data System (ADS)

Ruiz, Guiomar; Tirnakli, Ugur; Borges, Ernesto P.; Tsallis, Constantino

2017-10-01

We numerically study the two-dimensional, area preserving, web map. When the map is governed by ergodic behavior, it is, as expected, correctly described by Boltzmann-Gibbs statistics, based on the additive entropic functional SB G[p (x ) ] =-k ∫d x p (x ) lnp (x ) . In contrast, possible ergodicity breakdown and transitory sticky dynamical behavior drag the map into the realm of generalized q statistics, based on the nonadditive entropic functional Sq[p (x ) ] =k 1/-∫d x [p(x ) ] q q -1 (q ∈R ;S1=SB G ). We statistically describe the system (probability distribution of the sum of successive iterates, sensitivity to the initial condition, and entropy production per unit time) for typical values of the parameter that controls the ergodicity of the map. For small (large) values of the external parameter K , we observe q -Gaussian distributions with q =1.935 ⋯ (Gaussian distributions), like for the standard map. In contrast, for intermediate values of K , we observe a different scenario, due to the fractal structure of the trajectories embedded in the chaotic sea. Long-standing non-Gaussian distributions are characterized in terms of the kurtosis and the box-counting dimension of chaotic sea.

Solving Fluid Structure Interaction Problems with an Immersed Boundary Method

NASA Technical Reports Server (NTRS)

Barad, Michael F.; Brehm, Christoph; Kiris, Cetin C.

2016-01-01

An immersed boundary method for the compressible Navier-Stokes equations can be used for moving boundary problems as well as fully coupled fluid-structure interaction is presented. The underlying Cartesian immersed boundary method of the Launch Ascent and Vehicle Aerodynamics (LAVA) framework, based on the locally stabilized immersed boundary method previously presented by the authors, is extended to account for unsteady boundary motion and coupled to linear and geometrically nonlinear structural finite element solvers. The approach is validated for moving boundary problems with prescribed body motion and fully coupled fluid structure interaction problems. Keywords: Immersed Boundary Method, Higher-Order Finite Difference Method, Fluid Structure Interaction.

A numerical solution of a singular boundary value problem arising in boundary layer theory.

PubMed

Hu, Jiancheng

2016-01-01

In this paper, a second-order nonlinear singular boundary value problem is presented, which is equivalent to the well-known Falkner-Skan equation. And the one-dimensional third-order boundary value problem on interval [Formula: see text] is equivalently transformed into a second-order boundary value problem on finite interval [Formula: see text]. The finite difference method is utilized to solve the singular boundary value problem, in which the amount of computational effort is significantly less than the other numerical methods. The numerical solutions obtained by the finite difference method are in agreement with those obtained by previous authors.

The Boundary Function Method. Fundamentals

NASA Astrophysics Data System (ADS)

Kot, V. A.

2017-03-01

The boundary function method is proposed for solving applied problems of mathematical physics in the region defined by a partial differential equation of the general form involving constant or variable coefficients with a Dirichlet, Neumann, or Robin boundary condition. In this method, the desired function is defined by a power polynomial, and a boundary function represented in the form of the desired function or its derivative at one of the boundary points is introduced. Different sequences of boundary equations have been set up with the use of differential operators. Systems of linear algebraic equations constructed on the basis of these sequences allow one to determine the coefficients of a power polynomial. Constitutive equations have been derived for initial boundary-value problems of all the main types. With these equations, an initial boundary-value problem is transformed into the Cauchy problem for the boundary function. The determination of the boundary function by its derivative with respect to the time coordinate completes the solution of the problem.

The complex variable boundary element method: Applications in determining approximative boundaries

USGS Publications Warehouse

Hromadka, T.V.

1984-01-01

The complex variable boundary element method (CVBEM) is used to determine approximation functions for boundary value problems of the Laplace equation such as occurs in potential theory. By determining an approximative boundary upon which the CVBEM approximator matches the desired constant (level curves) boundary conditions, the CVBEM is found to provide the exact solution throughout the interior of the transformed problem domain. Thus, the acceptability of the CVBEM approximation is determined by the closeness-of-fit of the approximative boundary to the study problem boundary. ?? 1984.

Scalar discrete nonlinear multipoint boundary value problems

NASA Astrophysics Data System (ADS)

Rodriguez, Jesus; Taylor, Padraic

2007-06-01

In this paper we provide sufficient conditions for the existence of solutions to scalar discrete nonlinear multipoint boundary value problems. By allowing more general boundary conditions and by imposing less restrictions on the nonlinearities, we obtain results that extend previous work in the area of discrete boundary value problems [Debra L. Etheridge, Jesus Rodriguez, Periodic solutions of nonlinear discrete-time systems, Appl. Anal. 62 (1996) 119-137; Debra L. Etheridge, Jesus Rodriguez, Scalar discrete nonlinear two-point boundary value problems, J. Difference Equ. Appl. 4 (1998) 127-144].

Error analysis of finite difference schemes applied to hyperbolic initial boundary value problems

NASA Technical Reports Server (NTRS)

Skollermo, G.

1979-01-01

Finite difference methods for the numerical solution of mixed initial boundary value problems for hyperbolic equations are studied. The reported investigation has the objective to develop a technique for the total error analysis of a finite difference scheme, taking into account initial approximations, boundary conditions, and interior approximation. Attention is given to the Cauchy problem and the initial approximation, the homogeneous problem in an infinite strip with inhomogeneous boundary data, the reflection of errors in the boundaries, and two different boundary approximations for the leapfrog scheme with a fourth order accurate difference operator in space.

The Entropy of Non-Ergodic Complex Systems — a Derivation from First Principles

NASA Astrophysics Data System (ADS)

Thurner, Stefan; Hanel, Rudolf

In information theory the 4 Shannon-Khinchin1,2 (SK) axioms determine Boltzmann Gibbs entropy, S -∑i pilog pi, as the unique entropy. Physics is different from information in the sense that physical systems can be non-ergodic or non-Markovian. To characterize such strongly interacting, statistical systems - complex systems in particular - within a thermodynamical framework it might be necessary to introduce generalized entropies. A series of such entropies have been proposed in the past decades. Until now the understanding of their fundamental origin and their deeper relations to complex systems remains unclear. To clarify the situation we note that non-ergodicity explicitly violates the fourth SK axiom. We show that by relaxing this axiom the entropy generalizes to, S ∑i Γ(d + 1, 1 - c log pi), where Γ is the incomplete Gamma function, and c and d are scaling exponents. All recently proposed entropies compatible with the first 3 SK axioms appear to be special cases. We prove that each statistical system is uniquely characterized by the pair of the two scaling exponents (c, d), which defines equivalence classes for all systems. The corresponding distribution functions are special forms of Lambert-W exponentials containing, as special cases, Boltzmann, stretched exponential and Tsallis distributions (power-laws) - all widely abundant in nature. This derivation is the first ab initio justification for generalized entropies. We next show how the phasespace volume of a system is related to its generalized entropy, and provide a concise criterion when it is not of Boltzmann-Gibbs type but assumes a generalized form. We show that generalized entropies only become relevant when the dynamically (statistically) relevant fraction of degrees of freedom in a system vanishes in the thermodynamic limit. These are systems where the bulk of the degrees of freedom is frozen. Systems governed by generalized entropies are therefore systems whose phasespace volume effectively collapses to a lower-dimensional 'surface'. We explicitly illustrate the situation for accelerating random walks, and a spin system on a constant-conectancy network. We argue that generalized entropies should be relevant for self-organized critical systems such as sand piles, for spin systems which form meta-structures such as vortices, domains, instantons, etc., and for problems associated with anomalous diffusion.

Fuzzy fractals, chaos, and noise

DOE Office of Scientific and Technical Information (OSTI.GOV)

Zardecki, A.

1997-05-01

To distinguish between chaotic and noisy processes, the authors analyze one- and two-dimensional chaotic mappings, supplemented by the additive noise terms. The predictive power of a fuzzy rule-based system allows one to distinguish ergodic and chaotic time series: in an ergodic series the likelihood of finding large numbers is small compared to the likelihood of finding them in a chaotic series. In the case of two dimensions, they consider the fractal fuzzy sets whose {alpha}-cuts are fractals, arising in the context of a quadratic mapping in the extended complex plane. In an example provided by the Julia set, the conceptmore » of Hausdorff dimension enables one to decide in favor of chaotic or noisy evolution.« less

Conductance fluctuations in high mobility monolayer graphene: Nonergodicity, lack of determinism and chaotic behavior

PubMed Central

da Cunha, C. R.; Mineharu, M.; Matsunaga, M.; Matsumoto, N.; Chuang, C.; Ochiai, Y.; Kim, G.-H.; Watanabe, K.; Taniguchi, T.; Ferry, D. K.; Aoki, N.

2016-01-01

We have fabricated a high mobility device, composed of a monolayer graphene flake sandwiched between two sheets of hexagonal boron nitride. Conductance fluctuations as functions of a back gate voltage and magnetic field were obtained to check for ergodicity. Non-linear dynamics concepts were used to study the nature of these fluctuations. The distribution of eigenvalues was estimated from the conductance fluctuations with Gaussian kernels and it indicates that the carrier motion is chaotic at low temperatures. We argue that a two-phase dynamical fluid model best describes the transport in this system and can be used to explain the violation of the so-called ergodic hypothesis found in graphene. PMID:27609184

Conductance fluctuations in high mobility monolayer graphene: Nonergodicity, lack of determinism and chaotic behavior.

PubMed

da Cunha, C R; Mineharu, M; Matsunaga, M; Matsumoto, N; Chuang, C; Ochiai, Y; Kim, G-H; Watanabe, K; Taniguchi, T; Ferry, D K; Aoki, N

2016-09-09

We have fabricated a high mobility device, composed of a monolayer graphene flake sandwiched between two sheets of hexagonal boron nitride. Conductance fluctuations as functions of a back gate voltage and magnetic field were obtained to check for ergodicity. Non-linear dynamics concepts were used to study the nature of these fluctuations. The distribution of eigenvalues was estimated from the conductance fluctuations with Gaussian kernels and it indicates that the carrier motion is chaotic at low temperatures. We argue that a two-phase dynamical fluid model best describes the transport in this system and can be used to explain the violation of the so-called ergodic hypothesis found in graphene.

Lipschitz regularity results for nonlinear strictly elliptic equations and applications

NASA Astrophysics Data System (ADS)

Ley, Olivier; Nguyen, Vinh Duc

2017-10-01

Most of Lipschitz regularity results for nonlinear strictly elliptic equations are obtained for a suitable growth power of the nonlinearity with respect to the gradient variable (subquadratic for instance). For equations with superquadratic growth power in gradient, one usually uses weak Bernstein-type arguments which require regularity and/or convex-type assumptions on the gradient nonlinearity. In this article, we obtain new Lipschitz regularity results for a large class of nonlinear strictly elliptic equations with possibly arbitrary growth power of the Hamiltonian with respect to the gradient variable using some ideas coming from Ishii-Lions' method. We use these bounds to solve an ergodic problem and to study the regularity and the large time behavior of the solution of the evolution equation.

Self-consistent approach to many-body localization and subdiffusion

NASA Astrophysics Data System (ADS)

Prelovšek, P.; Herbrych, J.

2017-07-01

An analytical theory, based on the perturbative treatment of the disorder and extended into a self-consistent set of equations for the dynamical density correlations, is developed and applied to the prototype one-dimensional model of many-body localization. Results show a qualitative agreement with the numerically obtained dynamical structure factor in the whole range of frequencies and wave vectors, as well as across the transition to nonergodic behavior. The theory reveals the singular nature of the one-dimensional problem, whereby on the ergodic side the dynamics is subdiffusive with dynamical conductivity σ (ω ) ∝|ω| α , i.e., with vanishing dc limit σ0=0 and α <1 varying with disorder, while we get α >1 in the localized phase.

Numerical Boundary Conditions for Computational Aeroacoustics Benchmark Problems

NASA Technical Reports Server (NTRS)

Tam, Chritsopher K. W.; Kurbatskii, Konstantin A.; Fang, Jun

1997-01-01

Category 1, Problems 1 and 2, Category 2, Problem 2, and Category 3, Problem 2 are solved computationally using the Dispersion-Relation-Preserving (DRP) scheme. All these problems are governed by the linearized Euler equations. The resolution requirements of the DRP scheme for maintaining low numerical dispersion and dissipation as well as accurate wave speeds in solving the linearized Euler equations are now well understood. As long as 8 or more mesh points per wavelength is employed in the numerical computation, high quality results are assured. For the first three categories of benchmark problems, therefore, the real challenge is to develop high quality numerical boundary conditions. For Category 1, Problems 1 and 2, it is the curved wall boundary conditions. For Category 2, Problem 2, it is the internal radiation boundary conditions inside the duct. For Category 3, Problem 2, they are the inflow and outflow boundary conditions upstream and downstream of the blade row. These are the foci of the present investigation. Special nonhomogeneous radiation boundary conditions that generate the incoming disturbances and at the same time allow the outgoing reflected or scattered acoustic disturbances to leave the computation domain without significant reflection are developed. Numerical results based on these boundary conditions are provided.

Existence and non-uniqueness of similarity solutions of a boundary-layer problem

NASA Technical Reports Server (NTRS)

Hussaini, M. Y.; Lakin, W. D.

1986-01-01

A Blasius boundary value problem with inhomogeneous lower boundary conditions f(0) = 0 and f'(0) = - lambda with lambda strictly positive was considered. The Crocco variable formulation of this problem has a key term which changes sign in the interval of interest. It is shown that solutions of the boundary value problem do not exist for values of lambda larger than a positive critical value lambda. The existence of solutions is proven for 0 lambda lambda by considering an equivalent initial value problem. It is found however that for 0 lambda lambda, solutions of the boundary value problem are nonunique. Physically, this nonuniqueness is related to multiple values of the skin friction.

Existence and non-uniqueness of similarity solutions of a boundary layer problem

NASA Technical Reports Server (NTRS)

Hussaini, M. Y.; Lakin, W. D.

1984-01-01

A Blasius boundary value problem with inhomogeneous lower boundary conditions f(0) = 0 and f'(0) = - lambda with lambda strictly positive was considered. The Crocco variable formulation of this problem has a key term which changes sign in the interval of interest. It is shown that solutions of the boundary value problem do not exist for values of lambda larger than a positive critical value lambda. The existence of solutions is proven for 0 lambda lambda by considering an equivalent initial value problem. It is found however that for 0 lambda lambda, solutions of the boundary value problem are nonunique. Physically, this nonuniqueness is related to multiple values of the skin friction.

Resonances in a Chaotic Attractor Crisis of the Lorenz Flow

NASA Astrophysics Data System (ADS)

Tantet, Alexis; Lucarini, Valerio; Dijkstra, Henk A.

2018-02-01

Local bifurcations of stationary points and limit cycles have successfully been characterized in terms of the critical exponents of these solutions. Lyapunov exponents and their associated covariant Lyapunov vectors have been proposed as tools for supporting the understanding of critical transitions in chaotic dynamical systems. However, it is in general not clear how the statistical properties of dynamical systems change across a boundary crisis during which a chaotic attractor collides with a saddle. This behavior is investigated here for a boundary crisis in the Lorenz flow, for which neither the Lyapunov exponents nor the covariant Lyapunov vectors provide a criterion for the crisis. Instead, the convergence of the time evolution of probability densities to the invariant measure, governed by the semigroup of transfer operators, is expected to slow down at the approach of the crisis. Such convergence is described by the eigenvalues of the generator of this semigroup, which can be divided into two families, referred to as the stable and unstable Ruelle-Pollicott resonances, respectively. The former describes the convergence of densities to the attractor (or escape from a repeller) and is estimated from many short time series sampling the state space. The latter is responsible for the decay of correlations, or mixing, and can be estimated from a long times series, invoking ergodicity. It is found numerically for the Lorenz flow that the stable resonances do approach the imaginary axis during the crisis, as is indicative of the loss of global stability of the attractor. On the other hand, the unstable resonances, and a fortiori the decay of correlations, do not flag the proximity of the crisis, thus questioning the usual design of early warning indicators of boundary crises of chaotic attractors and the applicability of response theory close to such crises.

Resonances in a Chaotic Attractor Crisis of the Lorenz Flow

NASA Astrophysics Data System (ADS)

Tantet, Alexis; Lucarini, Valerio; Dijkstra, Henk A.

2017-12-01

Local bifurcations of stationary points and limit cycles have successfully been characterized in terms of the critical exponents of these solutions. Lyapunov exponents and their associated covariant Lyapunov vectors have been proposed as tools for supporting the understanding of critical transitions in chaotic dynamical systems. However, it is in general not clear how the statistical properties of dynamical systems change across a boundary crisis during which a chaotic attractor collides with a saddle. This behavior is investigated here for a boundary crisis in the Lorenz flow, for which neither the Lyapunov exponents nor the covariant Lyapunov vectors provide a criterion for the crisis. Instead, the convergence of the time evolution of probability densities to the invariant measure, governed by the semigroup of transfer operators, is expected to slow down at the approach of the crisis. Such convergence is described by the eigenvalues of the generator of this semigroup, which can be divided into two families, referred to as the stable and unstable Ruelle-Pollicott resonances, respectively. The former describes the convergence of densities to the attractor (or escape from a repeller) and is estimated from many short time series sampling the state space. The latter is responsible for the decay of correlations, or mixing, and can be estimated from a long times series, invoking ergodicity. It is found numerically for the Lorenz flow that the stable resonances do approach the imaginary axis during the crisis, as is indicative of the loss of global stability of the attractor. On the other hand, the unstable resonances, and a fortiori the decay of correlations, do not flag the proximity of the crisis, thus questioning the usual design of early warning indicators of boundary crises of chaotic attractors and the applicability of response theory close to such crises.

Preserving the Boltzmann ensemble in replica-exchange molecular dynamics.

PubMed

Cooke, Ben; Schmidler, Scott C

2008-10-28

We consider the convergence behavior of replica-exchange molecular dynamics (REMD) [Sugita and Okamoto, Chem. Phys. Lett. 314, 141 (1999)] based on properties of the numerical integrators in the underlying isothermal molecular dynamics (MD) simulations. We show that a variety of deterministic algorithms favored by molecular dynamics practitioners for constant-temperature simulation of biomolecules fail either to be measure invariant or irreducible, and are therefore not ergodic. We then show that REMD using these algorithms also fails to be ergodic. As a result, the entire configuration space may not be explored even in an infinitely long simulation, and the simulation may not converge to the desired equilibrium Boltzmann ensemble. Moreover, our analysis shows that for initial configurations with unfavorable energy, it may be impossible for the system to reach a region surrounding the minimum energy configuration. We demonstrate these failures of REMD algorithms for three small systems: a Gaussian distribution (simple harmonic oscillator dynamics), a bimodal mixture of Gaussians distribution, and the alanine dipeptide. Examination of the resulting phase plots and equilibrium configuration densities indicates significant errors in the ensemble generated by REMD simulation. We describe a simple modification to address these failures based on a stochastic hybrid Monte Carlo correction, and prove that this is ergodic.

Constructing local integrals of motion in the many-body localized phase

NASA Astrophysics Data System (ADS)

Chandran, Anushya; Kim, Isaac H.; Vidal, Guifre; Abanin, Dmitry A.

2015-02-01

Many-body localization provides a generic mechanism of ergodicity breaking in quantum systems. In contrast to conventional ergodic systems, many-body-localized (MBL) systems are characterized by extensively many local integrals of motion (LIOM), which underlie the absence of transport and thermalization in these systems. Here we report a physically motivated construction of local integrals of motion in the MBL phase. We show that any local operator (e.g., a local particle number or a spin-flip operator), evolved with the system's Hamiltonian and averaged over time, becomes a LIOM in the MBL phase. Such operators have a clear physical meaning, describing the response of the MBL system to a local perturbation. In particular, when a local operator represents a density of some globally conserved quantity, the corresponding LIOM describes how this conserved quantity propagates through the MBL phase. Being uniquely defined and experimentally measurable, these LIOMs provide a natural tool for characterizing the properties of the MBL phase, in both experiments and numerical simulations. We demonstrate the latter by numerically constructing an extensive set of LIOMs in the MBL phase of a disordered spin-chain model. We show that the resulting LIOMs are quasilocal and use their decay to extract the localization length and establish the location of the transition between the MBL and ergodic phases.

The free versus fixed geodetic boundary value problem for different combinations of geodetic observables

NASA Astrophysics Data System (ADS)

Grafarend, E. W.; Heck, B.; Knickmeyer, E. H.

1985-03-01

Various formulations of the geodetic fixed and free boundary value problem are presented, depending upon the type of boundary data. For the free problem, boundary data of type astronomical latitude, astronomical longitude and a pair of the triplet potential, zero and first-order vertical gradient of gravity are presupposed. For the fixed problem, either the potential or gravity or the vertical gradient of gravity is assumed to be given on the boundary. The potential and its derivatives on the boundary surface are linearized with respect to a reference potential and a reference surface by Taylor expansion. The Eulerian and Lagrangean concepts of a perturbation theory of the nonlinear geodetic boundary value problem are reviewed. Finally the boundary value problems are solved by Hilbert space techniques leading to new generalized Stokes and Hotine functions. Reduced Stokes and Hotine functions are recommended for numerical reasons. For the case of a boundary surface representing the topography a base representation of the solution is achieved by solving an infinite dimensional system of equations. This system of equations is obtained by means of the product-sum-formula for scalar surface spherical harmonics with Wigner 3j-coefficients.

Characterization of microstructure, viscoelasticity, heterogeneity and ergodicity in pectin-laponite-CTAB-calcium nanocomposite hydrogels.

PubMed

Joshi, Nidhi; Rawat, Kamla; Bohidar, H B

2016-01-20

In order to customize the viscoelastic properties of pectin gels, it is necessary to work on a composite platform. Herein, the gelation kinetics, and viscoelastic characterization of anionic polysaccharide pectin dispersion prepared in presence of nanoclay laponite are reported using dynamic light scattering and rheology measurements. The ratio Rg/Rh (Rg and Rh are radius of gyration and hydrodynamic radius respectively) determined from light scattering data revealed the presence of random coils of pectin chains inside the gel matrix. When nanoclay laponite was added to the pectin chains solution, two-phase separation was noticed instantaneously. Therefore, the surfactant cetyltrimethylammonium bromide [CTAB] was added to exfoliate the clay platelets in the dispersion, and also in its gel phase. The exfoliating agent cetyltrimethylammonium bromide ([CTAB]≈ cmc/10) helped to enhance the homogeneity and stability of the pectin-clay sols and gels. The storage and loss moduli (G' and G") of the composite gel changed significantly as function of nanoclay laponite content for concentration up to 0.03% (w/v) causing the softening of the gels (gel strength reduced by close to 50%) compared to pectin-calcium gel. However, as the concentration of nanoclay laponite was maintained between 0.01% and 0.03% (w/v), the gel rigidity (G') recovered by 30% (35-45 Pa). The transition from ergodic to non-ergodic state occurred during sol-gel transition owing to the presence of the nanoclay laponite. The gelation time was not too different from the ergodicity breaking time. Thus, the presence of nanoclay laponite in such minute concentration is shown to cause considerable change in the thermo-physical property of the composite gels. This material property modulation will facilitate designing of soft gels having storage modulus continuously varying in the wide range of 10-70 Pa while keeping the gelation temperature mostly unaltered. Copyright © 2015 Elsevier Ltd. All rights reserved.

Developments in boundary element methods - 2

NASA Astrophysics Data System (ADS)

Banerjee, P. K.; Shaw, R. P.

This book is a continuation of the effort to demonstrate the power and versatility of boundary element methods which began in Volume 1 of this series. While Volume 1 was designed to introduce the reader to a selected range of problems in engineering for which the method has been shown to be efficient, the present volume has been restricted to time-dependent problems in engineering. Boundary element formulation for melting and solidification problems in considered along with transient flow through porous elastic media, applications of boundary element methods to problems of water waves, and problems of general viscous flow. Attention is given to time-dependent inelastic deformation of metals by boundary element methods, the determination of eigenvalues by boundary element methods, transient stress analysis of tunnels and caverns of arbitrary shape due to traveling waves, an analysis of hydrodynamic loads by boundary element methods, and acoustic emissions from submerged structures.

An iterative kernel based method for fourth order nonlinear equation with nonlinear boundary condition

NASA Astrophysics Data System (ADS)

Azarnavid, Babak; Parand, Kourosh; Abbasbandy, Saeid

2018-06-01

This article discusses an iterative reproducing kernel method with respect to its effectiveness and capability of solving a fourth-order boundary value problem with nonlinear boundary conditions modeling beams on elastic foundations. Since there is no method of obtaining reproducing kernel which satisfies nonlinear boundary conditions, the standard reproducing kernel methods cannot be used directly to solve boundary value problems with nonlinear boundary conditions as there is no knowledge about the existence and uniqueness of the solution. The aim of this paper is, therefore, to construct an iterative method by the use of a combination of reproducing kernel Hilbert space method and a shooting-like technique to solve the mentioned problems. Error estimation for reproducing kernel Hilbert space methods for nonlinear boundary value problems have yet to be discussed in the literature. In this paper, we present error estimation for the reproducing kernel method to solve nonlinear boundary value problems probably for the first time. Some numerical results are given out to demonstrate the applicability of the method.

Advances in Numerical Boundary Conditions for Computational Aeroacoustics

NASA Technical Reports Server (NTRS)

Tam, Christopher K. W.

1997-01-01

Advances in Computational Aeroacoustics (CAA) depend critically on the availability of accurate, nondispersive, least dissipative computation algorithm as well as high quality numerical boundary treatments. This paper focuses on the recent developments of numerical boundary conditions. In a typical CAA problem, one often encounters two types of boundaries. Because a finite computation domain is used, there are external boundaries. On the external boundaries, boundary conditions simulating the solution outside the computation domain are to be imposed. Inside the computation domain, there may be internal boundaries. On these internal boundaries, boundary conditions simulating the presence of an object or surface with specific acoustic characteristics are to be applied. Numerical boundary conditions, both external or internal, developed for simple model problems are reviewed and examined. Numerical boundary conditions for real aeroacoustic problems are also discussed through specific examples. The paper concludes with a description of some much needed research in numerical boundary conditions for CAA.

On solvability of boundary value problems for hyperbolic fourth-order equations with nonlocal boundary conditions of integral type

NASA Astrophysics Data System (ADS)

Popov, Nikolay S.

2017-11-01

Solvability of some initial-boundary value problems for linear hyperbolic equations of the fourth order is studied. A condition on the lateral boundary in these problems relates the values of a solution or the conormal derivative of a solution to the values of some integral operator applied to a solution. Nonlocal boundary-value problems for one-dimensional hyperbolic second-order equations with integral conditions on the lateral boundary were considered in the articles by A.I. Kozhanov. Higher-dimensional hyperbolic equations of higher order with integral conditions on the lateral boundary were not studied earlier. The existence and uniqueness theorems of regular solutions are proven. The method of regularization and the method of continuation in a parameter are employed to establish solvability.

Three dimensional cross-correlation dynamic light scattering by non-ergodic turbid media.

PubMed

Haro-Pérez, C; Ojeda-Mendoza, G J; Rojas-Ochoa, L F

2011-06-28

We investigate dynamic light scattering by non-ergodic turbid media with an adapted version of the method proposed by Pusey and van Megen [Physica A 157, 705 (1989)]. Our formulation follows the derivation of the original method by extending it to the three dimensional cross-correlation scheme (3DDLS). The main finding is an expression to obtain the dynamic structure factor from light scattering that takes into account the system turbidity and the peculiarities of the 3D geometry. From 3DDLS measurements in well-controlled solid-like systems of different turbidity, we confirm that our results can be interpreted reasonably well by the theoretical approach described here. Good agreement is found with earlier reported results on similar systems.

Unusual strain glassy phase in Fe doped Ni2Mn1.5In0.5

NASA Astrophysics Data System (ADS)

Nevgi, R.; Priolkar, K. R.

2018-01-01

Fe doped Ni2Mn1.5In0.5, particularly, Ni2Mn1.4Fe0.1In0.5, despite having an incommensurate, modulated 7M martensitic structure at room temperature exhibits frequency dependent behavior of storage modulus and loss which obeys the Vogel-Fulcher law as well as shows ergodicity breaking between zero field cooled and field cooled strain measurements just above the transition temperature. Both frequency dependence and ergodicity breaking are characteristics of a strain glassy phase and occur due to the presence of strain domains which are large enough to present signatures of long range martensitic order in diffraction but are non-interacting with other strain domains due to the presence of Fe impurities.

Natural Divertor Spherical Tokamak Plasmas with bean shape and ergodic limiter

NASA Astrophysics Data System (ADS)

Ribeiro, Celso; Herrera, Julio; Chavez, Esteban; Tritz, Kevin

2013-10-01

The former spherical tokamak (ST) MEDUSA (Madison EDUcation Small Aspect.ratio tokamak, R < 0.14 m, a < 0.10 m, BT < 0.5T, Ip < 40 kA, 3 ms pulse) is being recommissioned in Costa Rica Institute of Technology. The main objectives of the MEDUSA-CR project are training and to clarify several issues in relevant physics for conventional and mainly STs, including beta studies in bean-shaped ST plasmas, transport, heating and current drive via Alfvén wave, and natural divertor STs with ergodic magnetic limiter. We report here improvements in the self-consistency of these equilibrium comparisons and a preliminary study of their MHD stability beta limits. VIE-ITCR, IAEA-CRP contract 17592, National Instruments of Costa Rica.

Ergodicity breaking and ageing of underdamped Brownian dynamics with quenched disorder

NASA Astrophysics Data System (ADS)

Guo, Wei; Li, Yong; Song, Wen-Hua; Du, Lu-Chun

2018-03-01

The dynamics of an underdamped Brownian particle moving in one-dimensional quenched disorder under the action of an external force is investigated. Within the tailored parameter regime, the transiently anomalous diffusion and ergodicity breaking, spanning several orders of magnitude in time, have been obtained. The ageing nature of the system weakens as the dissipation of the system increases for other given parameters. Its origin is ascribed to the highly local heterogeneity of the disorder. Two kinds of approximations (in the stationary state), respectively, for large bias and large damping are derived. These results may be helpful in further understanding the nontrivial response of nonlinear dynamics, and also have potential applications to experiments and activities of biological processes.

Mixed boundary value problems in mechanics

NASA Technical Reports Server (NTRS)

Erdogan, F.

1975-01-01

Certain boundary value problems were studied over a domain D which may contain the point at infinity and may be multiply connected. Contours forming the boundary are assumed to consist of piecewise smooth arcs. Mixed boundary value problems are those with points of flux singularity on the boundary; these are points on the surface, either side of which at least one of the differential operator has different behavior. The physical system was considered to be described by two quantities, the potential and the flux type quantities. Some of the examples that were illustrated included problems in potential theory and elasticity.

Positivity and Almost Positivity of Biharmonic Green's Functions under Dirichlet Boundary Conditions

NASA Astrophysics Data System (ADS)

Grunau, Hans-Christoph; Robert, Frédéric

2010-03-01

In general, for higher order elliptic equations and boundary value problems like the biharmonic equation and the linear clamped plate boundary value problem, neither a maximum principle nor a comparison principle or—equivalently—a positivity preserving property is available. The problem is rather involved since the clamped boundary conditions prevent the boundary value problem from being reasonably written as a system of second order boundary value problems. It is shown that, on the other hand, for bounded smooth domains {Ω subsetmathbb{R}^n} , the negative part of the corresponding Green’s function is “small” when compared with its singular positive part, provided {n≥q 3} . Moreover, the biharmonic Green’s function in balls {Bsubsetmathbb{R}^n} under Dirichlet (that is, clamped) boundary conditions is known explicitly and is positive. It has been known for some time that positivity is preserved under small regular perturbations of the domain, if n = 2. In the present paper, such a stability result is proved for {n≥q 3}.

Numerical methods for stiff systems of two-point boundary value problems

NASA Technical Reports Server (NTRS)

Flaherty, J. E.; Omalley, R. E., Jr.

1983-01-01

Numerical procedures are developed for constructing asymptotic solutions of certain nonlinear singularly perturbed vector two-point boundary value problems having boundary layers at one or both endpoints. The asymptotic approximations are generated numerically and can either be used as is or to furnish a general purpose two-point boundary value code with an initial approximation and the nonuniform computational mesh needed for such problems. The procedures are applied to a model problem that has multiple solutions and to problems describing the deformation of thin nonlinear elastic beam that is resting on an elastic foundation.

Higher modes of the Orr-Sommerfeld problem for boundary layer flows

NASA Technical Reports Server (NTRS)

Lakin, W. D.; Grosch, C. E.

1983-01-01

The discrete spectrum of the Orr-Sommerfeld problem of hydrodynamic stability for boundary layer flows in semi-infinite regions is examined. Related questions concerning the continuous spectrum are also addressed. Emphasis is placed on the stability problem for the Blasius boundary layer profile. A general theoretical result is given which proves that the discrete spectrum of the Orr-Sommerfeld problem for boundary layer profiles (U(y), 0,0) has only a finite number of discrete modes when U(y) has derivatives of all orders. Details are given of a highly accurate numerical technique based on collocation with splines for the calculation of stability characteristics. The technique includes replacement of 'outer' boundary conditions by asymptotic forms based on the proper large parameter in the stability problem. Implementation of the asymptotic boundary conditions is such that there is no need to make apriori distinctions between subcases of the discrete spectrum or between the discrete and continuous spectrums. Typical calculations for the usual Blasius problem are presented.

Texture Analysis of Chaotic Coupled Map Lattices Based Image Encryption Algorithm

NASA Astrophysics Data System (ADS)

Khan, Majid; Shah, Tariq; Batool, Syeda Iram

2014-09-01

As of late, data security is key in different enclosures like web correspondence, media frameworks, therapeutic imaging, telemedicine and military correspondence. In any case, a large portion of them confronted with a few issues, for example, the absence of heartiness and security. In this letter, in the wake of exploring the fundamental purposes of the chaotic trigonometric maps and the coupled map lattices, we have presented the algorithm of chaos-based image encryption based on coupled map lattices. The proposed mechanism diminishes intermittent impact of the ergodic dynamical systems in the chaos-based image encryption. To assess the security of the encoded image of this scheme, the association of two nearby pixels and composition peculiarities were performed. This algorithm tries to minimize the problems arises in image encryption.

Bi-Exact Groups, Strongly Ergodic Actions and Group Measure Space Type III Factors with No Central Sequence

NASA Astrophysics Data System (ADS)

Houdayer, Cyril; Isono, Yusuke

2016-12-01

We investigate the asymptotic structure of (possibly type III) crossed product von Neumann algebras {M = B rtimes Γ} arising from arbitrary actions {Γ \\curvearrowright B} of bi-exact discrete groups (e.g. free groups) on amenable von Neumann algebras. We prove a spectral gap rigidity result for the central sequence algebra {N' \\cap M^ω} of any nonamenable von Neumann subalgebra with normal expectation {N subset M}. We use this result to show that for any strongly ergodic essentially free nonsingular action {Γ \\curvearrowright (X, μ)} of any bi-exact countable discrete group on a standard probability space, the corresponding group measure space factor {L^∞(X) rtimes Γ} has no nontrivial central sequence. Using recent results of Boutonnet et al. (Local spectral gap in simple Lie groups and applications, 2015), we construct, for every {0 < λ ≤ 1}, a type {III_λ} strongly ergodic essentially free nonsingular action {F_∞ \\curvearrowright (X_λ, μ_λ)} of the free group {{F}_∞} on a standard probability space so that the corresponding group measure space type {III_λ} factor {L^∞(X_λ, μ_λ) rtimes F_∞} has no nontrivial central sequence by our main result. In particular, we obtain the first examples of group measure space type {III} factors with no nontrivial central sequence.

Forced cubic Schrödinger equation with Robin boundary data: large-time asymptotics

PubMed Central

Kaikina, Elena I.

2013-01-01

We consider the initial-boundary-value problem for the cubic nonlinear Schrödinger equation, formulated on a half-line with inhomogeneous Robin boundary data. We study traditionally important problems of the theory of nonlinear partial differential equations, such as the global-in-time existence of solutions to the initial-boundary-value problem and the asymptotic behaviour of solutions for large time. PMID:24204185

A non-local free boundary problem arising in a theory of financial bubbles

PubMed Central

Berestycki, Henri; Monneau, Regis; Scheinkman, José A.

2014-01-01

We consider an evolution non-local free boundary problem that arises in the modelling of speculative bubbles. The solution of the model is the speculative component in the price of an asset. In the framework of viscosity solutions, we show the existence and uniqueness of the solution. We also show that the solution is convex in space, and establish several monotonicity properties of the solution and of the free boundary with respect to parameters of the problem. To study the free boundary, we use, in particular, the fact that the odd part of the solution solves a more standard obstacle problem. We show that the free boundary is and describe the asymptotics of the free boundary as c, the cost of transacting the asset, goes to zero. PMID:25288815

A fast direct solver for boundary value problems on locally perturbed geometries

NASA Astrophysics Data System (ADS)

Zhang, Yabin; Gillman, Adrianna

2018-03-01

Many applications including optimal design and adaptive discretization techniques involve solving several boundary value problems on geometries that are local perturbations of an original geometry. This manuscript presents a fast direct solver for boundary value problems that are recast as boundary integral equations. The idea is to write the discretized boundary integral equation on a new geometry as a low rank update to the discretized problem on the original geometry. Using the Sherman-Morrison formula, the inverse can be expressed in terms of the inverse of the original system applied to the low rank factors and the right hand side. Numerical results illustrate for problems where perturbation is localized the fast direct solver is three times faster than building a new solver from scratch.

The generalized Lyapunov theorem and its application to quantum channels

NASA Astrophysics Data System (ADS)

Burgarth, Daniel; Giovannetti, Vittorio

2007-05-01

We give a simple and physically intuitive necessary and sufficient condition for a map acting on a compact metric space to be mixing (i.e. infinitely many applications of the map transfer any input into a fixed convergency point). This is a generalization of the 'Lyapunov direct method'. First we prove this theorem in topological spaces and for arbitrary continuous maps. Finally we apply our theorem to maps which are relevant in open quantum systems and quantum information, namely quantum channels. In this context, we also discuss the relations between mixing and ergodicity (i.e. the property that there exists only a single input state which is left invariant by a single application of the map) showing that the two are equivalent when the invariant point of the ergodic map is pure.

Effective ergodicity breaking in an exclusion process with varying system length

NASA Astrophysics Data System (ADS)

Schultens, Christoph; Schadschneider, Andreas; Arita, Chikashi

2015-09-01

Stochastic processes of interacting particles in systems with varying length are relevant e.g. for several biological applications. We try to explore what kind of new physical effects one can expect in such systems. As an example, we extend the exclusive queueing process that can be viewed as a one-dimensional exclusion process with varying length, by introducing Langmuir kinetics. This process can be interpreted as an effective model for a queue that interacts with other queues by allowing incoming and leaving of customers in the bulk. We find surprising indications for breaking of ergodicity in a certain parameter regime, where the asymptotic growth behavior depends on the initial length. We show that a random walk with site-dependent hopping probabilities exhibits qualitatively the same behavior.

Structure of chaotic magnetic field lines in IR-T1 tokamak due to ergodic magnetic limiter

NASA Astrophysics Data System (ADS)

Ahmadi, S.; Salar Elahi, A.; Ghorannevis, M.

2018-03-01

In this paper we have studied an Ergodic Magnetic Limiter (EML) based chaotic magnetic field for transport control in the edge plasma of IR-T1 tokamak. The resonance created by the EML causes perturbation of the equilibrium field line in tokamak and as a result, the field lines are chaotic in the vicinity of the dimerized island chains. Transport barriers are formed in the chaotic field line and actually observe in tokamak with reverse magnetic shear. We used area-preserving non-twist (and twist) Poincaré maps to describe the formation of transport barriers, which are actually features of Hamiltonian systems. This transport barrier is useful in reducing radial diffusion of the field line and thus improving the plasma confinement.

Kinetic control of the coverage of oil droplets by DNA-functionalized colloids

PubMed Central

Joshi, Darshana; Bargteil, Dylan; Caciagli, Alessio; Burelbach, Jerome; Xing, Zhongyang; Nunes, André S.; Pinto, Diogo E. P.; Araújo, Nuno A. M.; Brujic, Jasna; Eiser, Erika

2016-01-01

We report a study of reversible adsorption of DNA-coated colloids on complementary functionalized oil droplets. We show that it is possible to control the surface coverage of oil droplets using colloidal particles by exploiting the fact that, during slow adsorption, compositional arrest takes place well before structural arrest occurs. As a consequence, we can prepare colloid-coated oil droplets with a “frozen” degree of loading but with fully ergodic colloidal dynamics on the droplets. We illustrate the equilibrium nature of the adsorbed colloidal phase by exploring the quasi–two-dimensional phase behavior of the adsorbed colloids under the influence of depletion interactions and present simulations of a simple model that illustrates the nature of the compositional arrest and the structural ergodicity. PMID:27532053

Many-body delocalization with random vector potentials

NASA Astrophysics Data System (ADS)

Cheng, Chen; Mondaini, Rubem

2016-11-01

We study the ergodic properties of excited states in a model of interacting fermions in quasi-one-dimensional chains subjected to a random vector potential. In the noninteracting limit, we show that arbitrarily small values of this complex off-diagonal disorder trigger localization for the whole spectrum; the divergence of the localization length in the single-particle basis is characterized by a critical exponent ν which depends on the energy density being investigated. When short-range interactions are included, the localization is lost, and the system is ergodic regardless of the magnitude of disorder in finite chains. Our numerical results suggest a delocalization scheme for arbitrary small values of interactions. This finding indicates that the standard scenario of the many-body localization cannot be obtained in a model with random gauge fields.

Integral Method of Boundary Characteristics: Neumann Condition

NASA Astrophysics Data System (ADS)

Kot, V. A.

2018-05-01

A new algorithm, based on systems of identical equalities with integral and differential boundary characteristics, is proposed for solving boundary-value problems on the heat conduction in bodies canonical in shape at a Neumann boundary condition. Results of a numerical analysis of the accuracy of solving heat-conduction problems with variable boundary conditions with the use of this algorithm are presented. The solutions obtained with it can be considered as exact because their errors comprise hundredths and ten-thousandths of a persent for a wide range of change in the parameters of a problem.

Stress-intensity factor calculations using the boundary force method

NASA Technical Reports Server (NTRS)

Tan, P. W.; Raju, I. S.; Newman, J. C., Jr.

1987-01-01

The Boundary Force Method (BFM) was formulated for the three fundamental problems of elasticity: the stress boundary value problem, the displacement boundary value problem, and the mixed boundary value problem. Because the BFM is a form of an indirect boundary element method, only the boundaries of the region of interest are modeled. The elasticity solution for the stress distribution due to concentrated forces and a moment applied at an arbitrary point in a cracked infinite plate is used as the fundamental solution. Thus, unlike other boundary element methods, here the crack face need not be modeled as part of the boundary. The formulation of the BFM is described and the accuracy of the method is established by analyzing a center-cracked specimen subjected to mixed boundary conditions and a three-hole cracked configuration subjected to traction boundary conditions. The results obtained are in good agreement with accepted numerical solutions. The method is then used to generate stress-intensity solutions for two common cracked configurations: an edge crack emanating from a semi-elliptical notch, and an edge crack emanating from a V-notch. The BFM is a versatile technique that can be used to obtain very accurate stress intensity factors for complex crack configurations subjected to stress, displacement, or mixed boundary conditions. The method requires a minimal amount of modeling effort.

New Boundary Constraints for Elliptic Systems used in Grid Generation Problems

NASA Technical Reports Server (NTRS)

Kaul, Upender K.; Clancy, Daniel (Technical Monitor)

2002-01-01

This paper discusses new boundary constraints for elliptic partial differential equations as used in grid generation problems in generalized curvilinear coordinate systems. These constraints, based on the principle of local conservation of thermal energy in the vicinity of the boundaries, are derived using the Green's Theorem. They uniquely determine the so called decay parameters in the source terms of these elliptic systems. These constraints' are designed for boundary clustered grids where large gradients in physical quantities need to be resolved adequately. It is observed that the present formulation also works satisfactorily for mild clustering. Therefore, a closure for the decay parameter specification for elliptic grid generation problems has been provided resulting in a fully automated elliptic grid generation technique. Thus, there is no need for a parametric study of these decay parameters since the new constraints fix them uniquely. It is also shown that for Neumann type boundary conditions, these boundary constraints uniquely determine the solution to the internal elliptic problem thus eliminating the non-uniqueness of the solution of an internal Neumann boundary value grid generation problem.

A characterization of linearly repetitive cut and project sets

NASA Astrophysics Data System (ADS)

Haynes, Alan; Koivusalo, Henna; Walton, James

2018-02-01

For the development of a mathematical theory which can be used to rigorously investigate physical properties of quasicrystals, it is necessary to understand regularity of patterns in special classes of aperiodic point sets in Euclidean space. In one dimension, prototypical mathematical models for quasicrystals are provided by Sturmian sequences and by point sets generated by substitution rules. Regularity properties of such sets are well understood, thanks mostly to well known results by Morse and Hedlund, and physicists have used this understanding to study one dimensional random Schrödinger operators and lattice gas models. A key fact which plays an important role in these problems is the existence of a subadditive ergodic theorem, which is guaranteed when the corresponding point set is linearly repetitive. In this paper we extend the one-dimensional model to cut and project sets, which generalize Sturmian sequences in higher dimensions, and which are frequently used in mathematical and physical literature as models for higher dimensional quasicrystals. By using a combination of algebraic, geometric, and dynamical techniques, together with input from higher dimensional Diophantine approximation, we give a complete characterization of all linearly repetitive cut and project sets with cubical windows. We also prove that these are precisely the collection of such sets which satisfy subadditive ergodic theorems. The results are explicit enough to allow us to apply them to known classical models, and to construct linearly repetitive cut and project sets in all pairs of dimensions and codimensions in which they exist. Research supported by EPSRC grants EP/L001462, EP/J00149X, EP/M023540. HK also gratefully acknowledges the support of the Osk. Huttunen foundation.

Formation of Low Symmetry Ordered Phases in Block Polymer Melts

NASA Astrophysics Data System (ADS)

Bates, Frank

Until recently the phase behavior of asymmetric AB diblock copolymers in the melt state was universally accepted as a solved problem: spherical domains packed on a body centered cubic (BCC) lattice. Recent experiments with low molecular weight diblocks have upended this picture, beginning with the discovery of the Frank-Kasper sigma phase in poly(isoprene)- b-poly(lactide) (PI-PLA) followed recently by the identification of a dodecagonal quasicrystal phase (DDQC) as a metastable state that evolves from the supercooled disordered liquid. Self-consistent mean-field theory shows that introducing conformational asymmetry (bA >bB where b is the statistical segment length) opens a window in the phase portrait at fA <<1/2 that supports the formation of various low symmetry ordered phases. However, contrary to the widely accepted mean-field picture, the disordered state near the order-disorder transition (ODT) is highly structured and rapid cooling of this micellar fluid several tens of degrees below the ODT temperature arrests macromolecular chain exchange transitioning the material from an ergodic to non-ergodic state. We have explored the evolution of order following such temperature quenches and during subsequent reheating using synchrotron small-angle X-ray scattering (SAXS) revealing surprising analogies with the behavior of metal alloys. This presentation will associate the formation of ordered low symmetry phases with the concept of sphericity, the tendency for the self-assembled nanoparticles to be spherical in competition with the constraints imposed by periodic and aperiodic packing without voids and subject to the condition of incompressibility. Supported by NSF-DMR-1104368. This work was conducted in collaboration with Kyungtae Kim, Morgan Schulze, Akash Arora, Ronald Lewis, Timothy Gillard, Sangwoo Lee, Kevin Dorfman and Marc Hillmyer.

A Scalable Computational Framework for Establishing Long-Term Behavior of Stochastic Reaction Networks

PubMed Central

Khammash, Mustafa

2014-01-01

Reaction networks are systems in which the populations of a finite number of species evolve through predefined interactions. Such networks are found as modeling tools in many biological disciplines such as biochemistry, ecology, epidemiology, immunology, systems biology and synthetic biology. It is now well-established that, for small population sizes, stochastic models for biochemical reaction networks are necessary to capture randomness in the interactions. The tools for analyzing such models, however, still lag far behind their deterministic counterparts. In this paper, we bridge this gap by developing a constructive framework for examining the long-term behavior and stability properties of the reaction dynamics in a stochastic setting. In particular, we address the problems of determining ergodicity of the reaction dynamics, which is analogous to having a globally attracting fixed point for deterministic dynamics. We also examine when the statistical moments of the underlying process remain bounded with time and when they converge to their steady state values. The framework we develop relies on a blend of ideas from probability theory, linear algebra and optimization theory. We demonstrate that the stability properties of a wide class of biological networks can be assessed from our sufficient theoretical conditions that can be recast as efficient and scalable linear programs, well-known for their tractability. It is notably shown that the computational complexity is often linear in the number of species. We illustrate the validity, the efficiency and the wide applicability of our results on several reaction networks arising in biochemistry, systems biology, epidemiology and ecology. The biological implications of the results as well as an example of a non-ergodic biological network are also discussed. PMID:24968191

The infinitesimal operator for the semigroup of the Frobenius-Perron operator from image sequence data: vector fields and transport barriers from movies.

PubMed

Santitissadeekorn, N; Bollt, E M

2007-06-01

In this paper, we present an approach to approximate the Frobenius-Perron transfer operator from a sequence of time-ordered images, that is, a movie dataset. Unlike time-series data, successive images do not provide a direct access to a trajectory of a point in a phase space; more precisely, a pixel in an image plane. Therefore, we reconstruct the velocity field from image sequences based on the infinitesimal generator of the Frobenius-Perron operator. Moreover, we relate this problem to the well-known optical flow problem from the computer vision community and we validate the continuity equation derived from the infinitesimal operator as a constraint equation for the optical flow problem. Once the vector field and then a discrete transfer operator are found, then, in addition, we present a graph modularity method as a tool to discover basin structure in the phase space. Together with a tool to reconstruct a velocity field, this graph-based partition method provides us with a way to study transport behavior and other ergodic properties of measurable dynamical systems captured only through image sequences.

Completed Beltrami-Michell formulation for analyzing mixed boundary value problems in elasticity

NASA Technical Reports Server (NTRS)

Patnaik, Surya N.; Kaljevic, Igor; Hopkins, Dale A.; Saigal, Sunil

1995-01-01

In elasticity, the method of forces, wherein stress parameters are considered as the primary unknowns, is known as the Beltrami-Michell formulation (BMF). The existing BMF can only solve stress boundary value problems; it cannot handle the more prevalent displacement of mixed boundary value problems of elasticity. Therefore, this formulation, which has restricted application, could not become a true alternative to the Navier's displacement method, which can solve all three types of boundary value problems. The restrictions in the BMF have been alleviated by augmenting the classical formulation with a novel set of conditions identified as the boundary compatibility conditions. This new method, which completes the classical force formulation, has been termed the completed Beltrami-Michell formulation (CBMF). The CBMF can solve general elasticity problems with stress, displacement, and mixed boundary conditions in terms of stresses as the primary unknowns. The CBMF is derived from the stationary condition of the variational functional of the integrated force method. In the CBMF, stresses for kinematically stable structures can be obtained without any reference to the displacements either in the field or on the boundary. This paper presents the CBMF and its derivation from the variational functional of the integrated force method. Several examples are presented to demonstrate the applicability of the completed formulation for analyzing mixed boundary value problems under thermomechanical loads. Selected example problems include a cylindrical shell wherein membrane and bending responses are coupled, and a composite circular plate.

The canonical quantization of chaotic maps on the torus

NASA Astrophysics Data System (ADS)

Rubin, Ron Shai

In this thesis, a quantization method for classical maps on the torus is presented. The quantum algebra of observables is defined as the quantization of measurable functions on the torus with generators exp (2/pi ix) and exp (2/pi ip). The Hilbert space we use remains the infinite-dimensional L2/ (/IR, dx). The dynamics is given by a unitary quantum propagator such that as /hbar /to 0, the classical dynamics is returned. We construct such a quantization for the Kronecker map, the cat map, the baker's map, the kick map, and the Harper map. For the cat map, we find the same for the propagator on the plane the same integral kernel conjectured in (HB) using semiclassical methods. We also define a quantum 'integral over phase space' as a trace over the quantum algebra. Using this definition, we proceed to define quantum ergodicity and mixing for maps on the torus. We prove that the quantum cat map and Kronecker map are both ergodic, but only the cat map is mixing, true to its classical origins. For Planck's constant satisfying the integrality condition h = 1/N, with N/in doubz+, we construct an explicit isomorphism between L2/ (/IR, dx) and the Hilbert space of sections of an N-dimensional vector bundle over a θ-torus T2 of boundary conditions. The basis functions are distributions in L2/ (/IR, dx), given by an infinite comb of Dirac δ-functions. In Bargmann space these distributions take on the form of Jacobi ϑ-functions. Transformations from position to momentum representation can be implemented via a finite N-dimensional discrete Fourier transform. With the θ-torus, we provide a connection between the finite-dimensional quantum maps given in the physics literature and the canonical quantization presented here and found in the language of pseudo-differential operators elsewhere in mathematics circles. Specifically, at a fixed point of the dynamics on the θ-torus, we return a finite-dimensional matrix propagator. We present this connection explicitly for several examples.

Accurate boundary conditions for exterior problems in gas dynamics

NASA Technical Reports Server (NTRS)

Hagstrom, Thomas; Hariharan, S. I.

1988-01-01

The numerical solution of exterior problems is typically accomplished by introducing an artificial, far field boundary and solving the equations on a truncated domain. For hyperbolic systems, boundary conditions at this boundary are often derived by imposing a principle of no reflection. However, waves with spherical symmetry in gas dynamics satisfy equations where incoming and outgoing Riemann variables are coupled. This suggests that natural reflections may be important. A reflecting boundary condition is proposed based on an asymptotic solution of the far field equations. Nonlinear energy estimates are obtained for the truncated problem and numerical experiments presented to validate the theory.

Accurate boundary conditions for exterior problems in gas dynamics

NASA Technical Reports Server (NTRS)

Hagstrom, Thomas; Hariharan, S. I.

1988-01-01

The numerical solution of exterior problems is typically accomplished by introducing an artificial, far-field boundary and solving the equations on a truncated domain. For hyperbolic systems, boundary conditions at this boundary are often derived by imposing a principle of no reflection. However, waves with spherical symmetry in gas dynamics satisfy equations where incoming and outgoing Riemann variables are coupled. This suggests that natural reflections may be important. A reflecting boundary condition is proposed based on an asymptotic solution of the far-field equations. Nonlinear energy estimates are obtained for the truncated problem and numerical experiments presented to validate the theory.

Computation of the shock-wave boundary layer interaction with flow separation

NASA Technical Reports Server (NTRS)

Ardonceau, P.; Alziary, T.; Aymer, D.

1980-01-01

The boundary layer concept is used to describe the flow near the wall. The external flow is approximated by a pressure displacement relationship (tangent wedge in linearized supersonic flow). The boundary layer equations are solved in finite difference form and the question of the presence and unicity of the solution is considered for the direct problem (assumed pressure) or converse problem (assumed displacement thickness, friction ratio). The coupling algorithm presented implicitly processes the downstream boundary condition necessary to correctly define the interacting boundary layer problem. The algorithm uses a Newton linearization technique to provide a fast convergence.

Efficient algorithms for analyzing the singularly perturbed boundary value problems of fractional order

NASA Astrophysics Data System (ADS)

Sayevand, K.; Pichaghchi, K.

2018-04-01

In this paper, we were concerned with the description of the singularly perturbed boundary value problems in the scope of fractional calculus. We should mention that, one of the main methods used to solve these problems in classical calculus is the so-called matched asymptotic expansion method. However we shall note that, this was not achievable via the existing classical definitions of fractional derivative, because they do not obey the chain rule which one of the key elements of the matched asymptotic expansion method. In order to accommodate this method to fractional derivative, we employ a relatively new derivative so-called the local fractional derivative. Using the properties of local fractional derivative, we extend the matched asymptotic expansion method to the scope of fractional calculus and introduce a reliable new algorithm to develop approximate solutions of the singularly perturbed boundary value problems of fractional order. In the new method, the original problem is partitioned into inner and outer solution equations. The reduced equation is solved with suitable boundary conditions which provide the terminal boundary conditions for the boundary layer correction. The inner solution problem is next solved as a solvable boundary value problem. The width of the boundary layer is approximated using appropriate resemblance function. Some theoretical results are established and proved. Some illustrating examples are solved and the results are compared with those of matched asymptotic expansion method and homotopy analysis method to demonstrate the accuracy and efficiency of the method. It can be observed that, the proposed method approximates the exact solution very well not only in the boundary layer, but also away from the layer.

Analytic Approximations to the Free Boundary and Multi-dimensional Problems in Financial Derivatives Pricing

NASA Astrophysics Data System (ADS)

Lau, Chun Sing

This thesis studies two types of problems in financial derivatives pricing. The first type is the free boundary problem, which can be formulated as a partial differential equation (PDE) subject to a set of free boundary condition. Although the functional form of the free boundary condition is given explicitly, the location of the free boundary is unknown and can only be determined implicitly by imposing continuity conditions on the solution. Two specific problems are studied in details, namely the valuation of fixed-rate mortgages and CEV American options. The second type is the multi-dimensional problem, which involves multiple correlated stochastic variables and their governing PDE. One typical problem we focus on is the valuation of basket-spread options, whose underlying asset prices are driven by correlated geometric Brownian motions (GBMs). Analytic approximate solutions are derived for each of these three problems. For each of the two free boundary problems, we propose a parametric moving boundary to approximate the unknown free boundary, so that the original problem transforms into a moving boundary problem which can be solved analytically. The governing parameter of the moving boundary is determined by imposing the first derivative continuity condition on the solution. The analytic form of the solution allows the price and the hedging parameters to be computed very efficiently. When compared against the benchmark finite-difference method, the computational time is significantly reduced without compromising the accuracy. The multi-stage scheme further allows the approximate results to systematically converge to the benchmark results as one recasts the moving boundary into a piecewise smooth continuous function. For the multi-dimensional problem, we generalize the Kirk (1995) approximate two-asset spread option formula to the case of multi-asset basket-spread option. Since the final formula is in closed form, all the hedging parameters can also be derived in closed form. Numerical examples demonstrate that the pricing and hedging errors are in general less than 1% relative to the benchmark prices obtained by numerical integration or Monte Carlo simulation. By exploiting an explicit relationship between the option price and the underlying probability distribution, we further derive an approximate distribution function for the general basket-spread variable. It can be used to approximate the transition probability distribution of any linear combination of correlated GBMs. Finally, an implicit perturbation is applied to reduce the pricing errors by factors of up to 100. When compared against the existing methods, the basket-spread option formula coupled with the implicit perturbation turns out to be one of the most robust and accurate approximation methods.

COMPLEX VARIABLE BOUNDARY ELEMENT METHOD: APPLICATIONS.

USGS Publications Warehouse

Hromadka, T.V.; Yen, C.C.; Guymon, G.L.

1985-01-01

The complex variable boundary element method (CVBEM) is used to approximate several potential problems where analytical solutions are known. A modeling result produced from the CVBEM is a measure of relative error in matching the known boundary condition values of the problem. A CVBEM error-reduction algorithm is used to reduce the relative error of the approximation by adding nodal points in boundary regions where error is large. From the test problems, overall error is reduced significantly by utilizing the adaptive integration algorithm.

Well-posedness of the free boundary problem in compressible elastodynamics

NASA Astrophysics Data System (ADS)

Trakhinin, Yuri

2018-02-01

We study the free boundary problem for the flow of a compressible isentropic inviscid elastic fluid. At the free boundary moving with the velocity of the fluid particles the columns of the deformation gradient are tangent to the boundary and the pressure vanishes outside the flow domain. We prove the local-in-time existence of a unique smooth solution of the free boundary problem provided that among three columns of the deformation gradient there are two which are non-collinear vectors at each point of the initial free boundary. If this non-collinearity condition fails, the local-in-time existence is proved under the classical Rayleigh-Taylor sign condition satisfied at the first moment. By constructing an Hadamard-type ill-posedness example for the frozen coefficients linearized problem we show that the simultaneous failure of the non-collinearity condition and the Rayleigh-Taylor sign condition leads to Rayleigh-Taylor instability.

Exact solution for a two-phase Stefan problem with variable latent heat and a convective boundary condition at the fixed face

NASA Astrophysics Data System (ADS)

Bollati, Julieta; Tarzia, Domingo A.

2018-04-01

Recently, in Tarzia (Thermal Sci 21A:1-11, 2017) for the classical two-phase Lamé-Clapeyron-Stefan problem an equivalence between the temperature and convective boundary conditions at the fixed face under a certain restriction was obtained. Motivated by this article we study the two-phase Stefan problem for a semi-infinite material with a latent heat defined as a power function of the position and a convective boundary condition at the fixed face. An exact solution is constructed using Kummer functions in case that an inequality for the convective transfer coefficient is satisfied generalizing recent works for the corresponding one-phase free boundary problem. We also consider the limit to our problem when that coefficient goes to infinity obtaining a new free boundary problem, which has been recently studied in Zhou et al. (J Eng Math 2017. https://doi.org/10.1007/s10665-017-9921-y).

Optimal state points of the subadditive ergodic theorem

NASA Astrophysics Data System (ADS)

Dai, Xiongping

2011-05-01

Let T\\colon (X,\\mathscr{B},\\mu)\\rightarrow(X,\\mathscr{B},\\mu) be an ergodic measure-preserving Borel measurable transformation of a separable metric space X that is not necessarily compact, and suppose that \\{\\varphi_n\\}_{n\\ge1}\\colon X\\rightarrow{R}\\cup\\{-\\infty\\} is a T-subadditive sequence of \\mathscr{B} -measurable upper-bounded functions. In this paper, we prove that, if the sets D_{\\varphi_n} of phivn-discontinuities are of μ-measure 0 for all n >= 1 and if the growth rates \\[ \\begin{equation*} {\\bvarphi}^*(x):=\\limsup_{n\\to+\\infty}\\frac{1}{n}\\varphi_n(x)<0\\tqs for \\mu-a.e. x\\in X, \\end{equation*} \\] then bold varphi*(x) < 0 for all points x in the basin BT(μ) of (T, μ). We apply this to considering the Oseledets regular points.

Robustness of Many-Body Localization in the Presence of Dissipation

NASA Astrophysics Data System (ADS)

Levi, Emanuele; Heyl, Markus; Lesanovsky, Igor; Garrahan, Juan P.

2016-06-01

Many-body localization (MBL) has emerged as a novel paradigm for robust ergodicity breaking in closed quantum many-body systems. However, it is not yet clear to which extent MBL survives in the presence of dissipative processes induced by the coupling to an environment. Here we study heating and ergodicity for a paradigmatic MBL system—an interacting fermionic chain subject to quenched disorder—in the presence of dephasing. We find that, even though the system is eventually driven into an infinite-temperature state, heating as monitored by the von Neumann entropy can progress logarithmically slowly, implying exponentially large time scales for relaxation. This slow loss of memory of initial conditions makes signatures of nonergodicity visible over a long, but transient, time regime. We point out a potential controlled realization of the considered setup with cold atomic gases held in optical lattices.

A method for determining the weak statistical stationarity of a random process

NASA Technical Reports Server (NTRS)

Sadeh, W. Z.; Koper, C. A., Jr.

1978-01-01

A method for determining the weak statistical stationarity of a random process is presented. The core of this testing procedure consists of generating an equivalent ensemble which approximates a true ensemble. Formation of an equivalent ensemble is accomplished through segmenting a sufficiently long time history of a random process into equal, finite, and statistically independent sample records. The weak statistical stationarity is ascertained based on the time invariance of the equivalent-ensemble averages. Comparison of these averages with their corresponding time averages over a single sample record leads to a heuristic estimate of the ergodicity of a random process. Specific variance tests are introduced for evaluating the statistical independence of the sample records, the time invariance of the equivalent-ensemble autocorrelations, and the ergodicity. Examination and substantiation of these procedures were conducted utilizing turbulent velocity signals.

A symmetric version of the generalized alternating direction method of multipliers for two-block separable convex programming.

PubMed

Liu, Jing; Duan, Yongrui; Sun, Min

2017-01-01

This paper introduces a symmetric version of the generalized alternating direction method of multipliers for two-block separable convex programming with linear equality constraints, which inherits the superiorities of the classical alternating direction method of multipliers (ADMM), and which extends the feasible set of the relaxation factor α of the generalized ADMM to the infinite interval [Formula: see text]. Under the conditions that the objective function is convex and the solution set is nonempty, we establish the convergence results of the proposed method, including the global convergence, the worst-case [Formula: see text] convergence rate in both the ergodic and the non-ergodic senses, where k denotes the iteration counter. Numerical experiments to decode a sparse signal arising in compressed sensing are included to illustrate the efficiency of the new method.

Revisitation of the dipole tracer test for heterogeneous porous formations

NASA Astrophysics Data System (ADS)

Zech, Alraune; D'Angelo, Claudia; Attinger, Sabine; Fiori, Aldo

2018-05-01

In this paper, a new analytical solution for interpreting dipole tests in heterogeneous media is derived by associating the shape of the tracer breakthrough curve with the log-conductivity variance. It is presented how the solution can be used for interpretation of dipole field test in view of geostatistical aquifer characterization on three illustrative examples. The analytical solution for the tracer breakthrough curve at the pumping well in a dipole tracer test is developed by considering a perfectly stratified formation. The analysis is carried out making use of the travel time of a generic solute particle, from the injection to the pumping well. Injection conditions are adapted to different possible field setting. Solutions are presented for resident and flux proportional injection mode as well as for an instantaneous pulse of solute and continuous solute injections. The analytical form of the solution allows a detailed investigation on the impact of heterogeneity, the tracer input conditions and ergodicity conditions at the well. The impact of heterogeneity manifests in a significant spreading of solute particles that increases the natural tendency to spreading induced by the dipole setup. Furthermore, with increasing heterogeneity the number of layers needed to reach ergodic conditions become larger. Thus, dipole test in highly heterogeneous aquifers might take place under non-ergodic conditions giving that the log-conductivity variance is underestimated. The method is a promising geostatistical analyzing tool being the first analytical solution for dipole tracer test analysis taking heterogeneity of hydraulic conductivity into account.

Topological order and memory time in marginally-self-correcting quantum memory

NASA Astrophysics Data System (ADS)

Siva, Karthik; Yoshida, Beni

2017-03-01

We examine two proposals for marginally-self-correcting quantum memory: the cubic code by Haah and the welded code by Michnicki. In particular, we prove explicitly that they are absent of topological order above zero temperature, as their Gibbs ensembles can be prepared via a short-depth quantum circuit from classical ensembles. Our proof technique naturally gives rise to the notion of free energy associated with excitations. Further, we develop a framework for an ergodic decomposition of Davies generators in CSS codes which enables formal reduction to simpler classical memory problems. We then show that memory time in the welded code is doubly exponential in inverse temperature via the Peierls argument. These results introduce further connections between thermal topological order and self-correction from the viewpoint of free energy and quantum circuit depth.

Dynamic Nuclear Polarization and the Paradox of Quantum Thermalization.

PubMed

De Luca, Andrea; Rosso, Alberto

2015-08-21

Dynamic nuclear polarization (DNP) is to date the most effective technique to increase the nuclear polarization opening disruptive perspectives for medical applications. In a DNP setting, the interacting spin system is quasi-isolated and brought out of equilibrium by microwave irradiation. Here we show that the resulting stationary state strongly depends on the ergodicity properties of the spin many-body eigenstates. In particular, the dipolar interactions compete with the disorder induced by local magnetic fields resulting in two distinct dynamical phases: while for weak interaction, only a small enhancement of polarization is observed, for strong interactions the spins collectively equilibrate to an extremely low effective temperature that boosts DNP efficiency. We argue that these two phases are intimately related to the problem of thermalization in closed quantum systems where a many-body localization transition can occur varying the strength of the interactions.

Numerical solution of system of boundary value problems using B-spline with free parameter

NASA Astrophysics Data System (ADS)

Gupta, Yogesh

2017-01-01

This paper deals with method of B-spline solution for a system of boundary value problems. The differential equations are useful in various fields of science and engineering. Some interesting real life problems involve more than one unknown function. These result in system of simultaneous differential equations. Such systems have been applied to many problems in mathematics, physics, engineering etc. In present paper, B-spline and B-spline with free parameter methods for the solution of a linear system of second-order boundary value problems are presented. The methods utilize the values of cubic B-spline and its derivatives at nodal points together with the equations of the given system and boundary conditions, ensuing into the linear matrix equation.

State space approach to mixed boundary value problems.

NASA Technical Reports Server (NTRS)

Chen, C. F.; Chen, M. M.

1973-01-01

A state-space procedure for the formulation and solution of mixed boundary value problems is established. This procedure is a natural extension of the method used in initial value problems; however, certain special theorems and rules must be developed. The scope of the applications of the approach includes beam, arch, and axisymmetric shell problems in structural analysis, boundary layer problems in fluid mechanics, and eigenvalue problems for deformable bodies. Many classical methods in these fields developed by Holzer, Prohl, Myklestad, Thomson, Love-Meissner, and others can be either simplified or unified under new light shed by the state-variable approach. A beam problem is included as an illustration.

On the Formulation of Weakly Singular Displacement/Traction Integral Equations; and Their Solution by the MLPG Method

NASA Technical Reports Server (NTRS)

Atluri, Satya N.; Shen, Shengping

2002-01-01

In this paper, a very simple method is used to derive the weakly singular traction boundary integral equation based on the integral relationships for displacement gradients. The concept of the MLPG method is employed to solve the integral equations, especially those arising in solid mechanics. A moving Least Squares (MLS) interpolation is selected to approximate the trial functions in this paper. Five boundary integral Solution methods are introduced: direct solution method; displacement boundary-value problem; traction boundary-value problem; mixed boundary-value problem; and boundary variational principle. Based on the local weak form of the BIE, four different nodal-based local test functions are selected, leading to four different MLPG methods for each BIE solution method. These methods combine the advantages of the MLPG method and the boundary element method.

Computation of Transonic Nozzle Sound Transmission and Rotor Problems by the Dispersion-Relation-Preserving Scheme

NASA Technical Reports Server (NTRS)

Tam, Christopher K. W.; Aganin, Alexei

2000-01-01

The transonic nozzle transmission problem and the open rotor noise radiation problem are solved computationally. Both are multiple length scales problems. For efficient and accurate numerical simulation, the multiple-size-mesh multiple-time-step Dispersion-Relation-Preserving scheme is used to calculate the time periodic solution. To ensure an accurate solution, high quality numerical boundary conditions are also needed. For the nozzle problem, a set of nonhomogeneous, outflow boundary conditions are required. The nonhomogeneous boundary conditions not only generate the incoming sound waves but also, at the same time, allow the reflected acoustic waves and entropy waves, if present, to exit the computation domain without reflection. For the open rotor problem, there is an apparent singularity at the axis of rotation. An analytic extension approach is developed to provide a high quality axis boundary treatment.

Computer analysis of multicircuit shells of revolution by the field method

NASA Technical Reports Server (NTRS)

Cohen, G. A.

1975-01-01

The field method, presented previously for the solution of even-order linear boundary value problems defined on one-dimensional open branch domains, is extended to boundary value problems defined on one-dimensional domains containing circuits. This method converts the boundary value problem into two successive numerically stable initial value problems, which may be solved by standard forward integration techniques. In addition, a new method for the treatment of singular boundary conditions is presented. This method, which amounts to a partial interchange of the roles of force and displacement variables, is problem independent with respect to both accuracy and speed of execution. This method was implemented in a computer program to calculate the static response of ring stiffened orthotropic multicircuit shells of revolution to asymmetric loads. Solutions are presented for sample problems which illustrate the accuracy and efficiency of the method.

Fermionic edge states and new physics

NASA Astrophysics Data System (ADS)

Govindarajan, T. R.; Tibrewala, Rakesh

2015-08-01

We investigate the properties of the Dirac operator on manifolds with boundaries in the presence of the Atiyah-Patodi-Singer boundary condition. An exact counting of the number of edge states for boundaries with isometry of a sphere is given. We show that the problem with the above boundary condition can be mapped to one where the manifold is extended beyond the boundary and the boundary condition is replaced by a delta function potential of suitable strength. We also briefly highlight how the problem of the self-adjointness of the operators in the presence of moving boundaries can be simplified by suitable transformations which render the boundary fixed and modify the Hamiltonian and the boundary condition to reflect the effect of moving boundary.

A classical Perron method for existence of smooth solutions to boundary value and obstacle problems for degenerate-elliptic operators via holomorphic maps

NASA Astrophysics Data System (ADS)

Feehan, Paul M. N.

2017-09-01

We prove existence of solutions to boundary value problems and obstacle problems for degenerate-elliptic, linear, second-order partial differential operators with partial Dirichlet boundary conditions using a new version of the Perron method. The elliptic operators considered have a degeneracy along a portion of the domain boundary which is similar to the degeneracy of a model linear operator identified by Daskalopoulos and Hamilton [9] in their study of the porous medium equation or the degeneracy of the Heston operator [21] in mathematical finance. Existence of a solution to the partial Dirichlet problem on a half-ball, where the operator becomes degenerate on the flat boundary and a Dirichlet condition is only imposed on the spherical boundary, provides the key additional ingredient required for our Perron method. Surprisingly, proving existence of a solution to this partial Dirichlet problem with ;mixed; boundary conditions on a half-ball is more challenging than one might expect. Due to the difficulty in developing a global Schauder estimate and due to compatibility conditions arising where the ;degenerate; and ;non-degenerate boundaries; touch, one cannot directly apply the continuity or approximate solution methods. However, in dimension two, there is a holomorphic map from the half-disk onto the infinite strip in the complex plane and one can extend this definition to higher dimensions to give a diffeomorphism from the half-ball onto the infinite ;slab;. The solution to the partial Dirichlet problem on the half-ball can thus be converted to a partial Dirichlet problem on the slab, albeit for an operator which now has exponentially growing coefficients. The required Schauder regularity theory and existence of a solution to the partial Dirichlet problem on the slab can nevertheless be obtained using previous work of the author and C. Pop [16]. Our Perron method relies on weak and strong maximum principles for degenerate-elliptic operators, concepts of continuous subsolutions and supersolutions for boundary value and obstacle problems for degenerate-elliptic operators, and maximum and comparison principle estimates previously developed by the author [13].

DOE Office of Scientific and Technical Information (OSTI.GOV)

Luo, Yousong, E-mail: yousong.luo@rmit.edu.au

This paper deals with a class of optimal control problems governed by an initial-boundary value problem of a parabolic equation. The case of semi-linear boundary control is studied where the control is applied to the system via the Wentzell boundary condition. The differentiability of the state variable with respect to the control is established and hence a necessary condition is derived for the optimal solution in the case of both unconstrained and constrained problems. The condition is also sufficient for the unconstrained convex problems. A second order condition is also derived.

Development of stress boundary conditions in smoothed particle hydrodynamics (SPH) for the modeling of solids deformation

NASA Astrophysics Data System (ADS)

Douillet-Grellier, Thomas; Pramanik, Ranjan; Pan, Kai; Albaiz, Abdulaziz; Jones, Bruce D.; Williams, John R.

2017-10-01

This paper develops a method for imposing stress boundary conditions in smoothed particle hydrodynamics (SPH) with and without the need for dummy particles. SPH has been used for simulating phenomena in a number of fields, such as astrophysics and fluid mechanics. More recently, the method has gained traction as a technique for simulation of deformation and fracture in solids, where the meshless property of SPH can be leveraged to represent arbitrary crack paths. Despite this interest, application of boundary conditions within the SPH framework is typically limited to imposed velocity or displacement using fictitious dummy particles to compensate for the lack of particles beyond the boundary interface. While this is enough for a large variety of problems, especially in the case of fluid flow, for problems in solid mechanics there is a clear need to impose stresses upon boundaries. In addition to this, the use of dummy particles to impose a boundary condition is not always suitable or even feasibly, especially for those problems which include internal boundaries. In order to overcome these difficulties, this paper first presents an improved method for applying stress boundary conditions in SPH with dummy particles. This is then followed by a proposal of a formulation which does not require dummy particles. These techniques are then validated against analytical solutions to two common problems in rock mechanics, the Brazilian test and the penny-shaped crack problem both in 2D and 3D. This study highlights the fact that SPH offers a good level of accuracy to solve these problems and that results are reliable. This validation work serves as a foundation for addressing more complex problems involving plasticity and fracture propagation.

NASA Ames three-dimensional potential flow analyses system (POTFAN) boundary condition code (BCDN), version 1

NASA Technical Reports Server (NTRS)

Davis, J. E.; Medan, R. T.

1977-01-01

This segment of the POTFAN system is used to generate right hand sides (boundary conditions) of the system of equations associated with the flow field under consideration. These specified flow boundary conditions are encountered in the oblique derivative boundary value problem (boundary value problem of the third kind) and contain the Neumann boundary condition as a special case. Arbitrary angle of attack and/or sideslip and/or rotation rates may be specified, as well as an arbitrary, nonuniform external flow field and the influence of prescribed singularity distributions.

Guidance and flight control law development for hypersonic vehicles

NASA Technical Reports Server (NTRS)

Calise, A. J.; Markopoulos, N.

1993-01-01

During the third reporting period our efforts were focused on a reformulation of the optimal control problem involving active state-variable inequality constraints. In the reformulated problem the optimization is carried out not with respect to all controllers, but only with respect to asymptotic controllers leading to the state constraint boundary. Intimately connected with the traditional formulation is the fact that when the reduced solution for such problems lies on a state constraint boundary, the corresponding boundary layer transitions are of finite time in the stretched time scale. Thus, it has been impossible so far to apply the classical asymptotic boundary layer theory to such problems. Moreover, the traditional formulation leads to optimal controllers that are one-sided, that is, they break down when a disturbance throws the system on the prohibited side of the state constraint boundary.

Comments on numerical solution of boundary value problems of the Laplace equation and calculation of eigenvalues by the grid method

NASA Technical Reports Server (NTRS)

Lyusternik, L. A.

1980-01-01

The mathematics involved in numerically solving for the plane boundary value of the Laplace equation by the grid method is developed. The approximate solution of a boundary value problem for the domain of the Laplace equation by the grid method consists of finding u at the grid corner which satisfies the equation at the internal corners (u=Du) and certain boundary value conditions at the boundary corners.

Boundary regularized integral equation formulation of the Helmholtz equation in acoustics.

PubMed

Sun, Qiang; Klaseboer, Evert; Khoo, Boo-Cheong; Chan, Derek Y C

2015-01-01

A boundary integral formulation for the solution of the Helmholtz equation is developed in which all traditional singular behaviour in the boundary integrals is removed analytically. The numerical precision of this approach is illustrated with calculation of the pressure field owing to radiating bodies in acoustic wave problems. This method facilitates the use of higher order surface elements to represent boundaries, resulting in a significant reduction in the problem size with improved precision. Problems with extreme geometric aspect ratios can also be handled without diminished precision. When combined with the CHIEF method, uniqueness of the solution of the exterior acoustic problem is assured without the need to solve hypersingular integrals.

Boundary regularized integral equation formulation of the Helmholtz equation in acoustics

PubMed Central

Sun, Qiang; Klaseboer, Evert; Khoo, Boo-Cheong; Chan, Derek Y. C.

2015-01-01

A boundary integral formulation for the solution of the Helmholtz equation is developed in which all traditional singular behaviour in the boundary integrals is removed analytically. The numerical precision of this approach is illustrated with calculation of the pressure field owing to radiating bodies in acoustic wave problems. This method facilitates the use of higher order surface elements to represent boundaries, resulting in a significant reduction in the problem size with improved precision. Problems with extreme geometric aspect ratios can also be handled without diminished precision. When combined with the CHIEF method, uniqueness of the solution of the exterior acoustic problem is assured without the need to solve hypersingular integrals. PMID:26064591

Investigation of Saltwater Intrusion and Recirculation of Seawater for Henry Constant Dispersion and Velocity-Dependent Dispersion Problems and Field-Scale Problem

NASA Astrophysics Data System (ADS)

Motz, L. H.; Kalakan, C.

2013-12-01

Three problems regarding saltwater intrusion, namely the Henry constant dispersion and velocity-dependent dispersion problems and a larger, field-scale velocity-dependent dispersion problem, have been investigated to determine quantitatively how saltwater intrusion and the recirculation of seawater at a coastal boundary are related to the freshwater inflow and the density-driven buoyancy flux. Based on dimensional analysis, saltwater intrusion and the recirculation of seawater are dependent functions of the independent ratio of freshwater advective flux relative to the density-driven vertical buoyancy flux, defined as az (or a for an isotropic aquifer), and the aspect ratio of horizontal and vertical dimensions of the cross-section. For the Henry constant dispersion problem, in which the aquifer is isotropic, saltwater intrusion and recirculation are related to an additional independent dimensionless parameter that is the ratio of the constant dispersion coefficient treated as a scalar quantity, the porosity, and the freshwater advective flux, defined as b. For the Henry velocity-dependent dispersion problem, the ratio b is zero, and saltwater intrusion and recirculation are related to an additional independent dimensionless parameter that is the ratio of the vertical and horizontal dispersivities, or rα = αz/αx. For an anisotropic aquifer, saltwater intrusion and recirculation are also dependent on the ratio of vertical and horizontal hydraulic conductivities, or rK = Kz/Kx. For the field-scale velocity-dependent dispersion problem, saltwater intrusion and recirculation are dependent on the same independent ratios as the Henry velocity-dependent dispersion problem. In the two-dimensional cross-section for all three problems, freshwater inflow occurs at an upgradient boundary, and recirculated seawater outflow occurs at a downgradient coastal boundary. The upgradient boundary is a specified-flux boundary with zero freshwater concentration, and the downgradient boundary is a specified-head boundary with a specified concentration equal to seawater. Equivalent freshwater heads are specified at the downstream boundary to account for density differences between freshwater and saltwater at the downstream boundary. The three problems were solved using the numerical groundwater flow and transport code SEAWAT for two conditions, i.e., first for the uncoupled condition in which the fluid density is constant and thus the flow and transport equations are uncoupled in a constant-density flowfield, and then for the coupled condition in which the fluid density is a function of the total dissolved solids concentration and thus the flow and transport equations are coupled in a variable-density flowfield. A wide range of results for the landward extent of saltwater intrusion and the amount of recirculation of seawater at the coastal boundary was obtained by varying the independent dimensionless ratio az (or a in problem one) in all three problems. The dimensionless dispersion ratio b was also varied in problem one, and the dispersivity ratio rα and the hydraulic conductivity ratio rK were also varied in problems two and three.

Integrable boundary value problems for elliptic type Toda lattice in a disk

DOE Office of Scientific and Technical Information (OSTI.GOV)

Guerses, Metin; Habibullin, Ismagil; Zheltukhin, Kostyantyn

The concept of integrable boundary value problems for soliton equations on R and R{sub +} is extended to regions enclosed by smooth curves. Classes of integrable boundary conditions in a disk for the Toda lattice and its reductions are found.

Estimates of green tensors for certain boundary value problems

NASA Technical Reports Server (NTRS)

Solonnikov, V.

1988-01-01

Consider the first boundary value problem for a stationary Navier-Stokes system in a bounded three-dimensional region Omega with the boundary S: delta v = grad p+f, div v=0, v/s=0. Odqvist (1930) developed the potential theory and formulated the Green tensor for the above problem. The basic singular solution used by Odqvist to express the Green tensor is given. A theorem generalizing his results is presented along with four associated theorems. A specific problem associated with the study of the differential properties of the solution of stationary problems of magnetohydrodynamics is examined.

Persistence and ergodicity of a stochastic single species model with Allee effect under regime switching

NASA Astrophysics Data System (ADS)

Yu, Xingwang; Yuan, Sanling; Zhang, Tonghua

2018-06-01

Allee effect can interact with environment stochasticity and is active when population numbers are small. Our goal of this paper is to investigate such effect on population dynamics. More precisely, we develop and investigate a stochastic single species model with Allee effect under regime switching. We first prove the existence of global positive solution of the model. Then, we perform the survival analysis to seek sufficient conditions for the extinction, non-persistence in mean, persistence in mean and stochastic permanence. By constructing a suitable Lyapunov function, we show that the model is positive recurrent and ergodic. Our results indicate that the regime switching can suppress the extinction of the species. Finally, numerical simulations are carried out to illustrate the obtained theoretical results, where a real-life example is also discussed showing the inclusion of Allee effect in the model provides a better match to the data.

Understanding the impact of Light cone effect on the EoR/CD 21-cm power spectrum

NASA Astrophysics Data System (ADS)

Datta, Kanan K.; Mondal, Rajesh; Ghara, Raghunath; Bharadwaj, Somnath; Choudhury, T. Roy

2018-05-01

Redshifted HI 21-cm signal from the cosmic dawn and epoch of reionization evolve considerably along the LoS. We study the impact of this evolution (so called the light cone effect) on the HI 21-cm power spectrum. It is found that the LC effect has a significant impact on the 3D power spectrum and the change could be up to a factor of few. The LC effect is particularly strong during the cosmic dawn near the `peaks' and `dips' in the power spectrum when plotted with redshift. We also show that the 3D power spectrum, which could fully describe ergodic and periodic signal, losses out some information regarding the second order statistics of the signal as the EoR/CD 21-cm signal is non-ergodic and non-periodic along the line of sight. We show that the multi-frequency angular power spectrum (MAPS) \\ell (\

Ergodic theory and visualization. II. Fourier mesochronic plots visualize (quasi)periodic sets

DOE Office of Scientific and Technical Information (OSTI.GOV)

Levnajić, Zoran; Department of Mechanical Engineering, University of California Santa Barbara, Santa Barbara, California 93106; Mezić, Igor

We present an application and analysis of a visualization method for measure-preserving dynamical systems introduced by I. Mezić and A. Banaszuk [Physica D 197, 101 (2004)], based on frequency analysis and Koopman operator theory. This extends our earlier work on visualization of ergodic partition [Z. Levnajić and I. Mezić, Chaos 20, 033114 (2010)]. Our method employs the concept of Fourier time average [I. Mezić and A. Banaszuk, Physica D 197, 101 (2004)], and is realized as a computational algorithms for visualization of periodic and quasi-periodic sets in the phase space. The complement of periodic phase space partition contains chaotic zone,more » and we show how to identify it. The range of method's applicability is illustrated using well-known Chirikov standard map, while its potential in illuminating higher-dimensional dynamics is presented by studying the Froeschlé map and the Extended Standard Map.« less

Ergodic theory and visualization. II. Fourier mesochronic plots visualize (quasi)periodic sets.

PubMed

Levnajić, Zoran; Mezić, Igor

2015-05-01

We present an application and analysis of a visualization method for measure-preserving dynamical systems introduced by I. Mezić and A. Banaszuk [Physica D 197, 101 (2004)], based on frequency analysis and Koopman operator theory. This extends our earlier work on visualization of ergodic partition [Z. Levnajić and I. Mezić, Chaos 20, 033114 (2010)]. Our method employs the concept of Fourier time average [I. Mezić and A. Banaszuk, Physica D 197, 101 (2004)], and is realized as a computational algorithms for visualization of periodic and quasi-periodic sets in the phase space. The complement of periodic phase space partition contains chaotic zone, and we show how to identify it. The range of method's applicability is illustrated using well-known Chirikov standard map, while its potential in illuminating higher-dimensional dynamics is presented by studying the Froeschlé map and the Extended Standard Map.

Temporal correlation functions of concentration fluctuations: an anomalous case.

PubMed

Lubelski, Ariel; Klafter, Joseph

2008-10-09

We calculate, within the framework of the continuous time random walk (CTRW) model, multiparticle temporal correlation functions of concentration fluctuations (CCF) in systems that display anomalous subdiffusion. The subdiffusion stems from the nonstationary nature of the CTRW waiting times, which also lead to aging and ergodicity breaking. Due to aging, a system of diffusing particles tends to slow down as time progresses, and therefore, the temporal correlation functions strongly depend on the initial time of measurement. As a consequence, time averages of the CCF differ from ensemble averages, displaying therefore ergodicity breaking. We provide a simple example that demonstrates the difference between these two averages, a difference that might be amenable to experimental tests. We focus on the case of ensemble averaging and assume that the preparation time of the system coincides with the starting time of the measurement. Our analytical calculations are supported by computer simulations based on the CTRW model.

Performance analysis of OOK-based FSO systems in Gamma-Gamma turbulence with imprecise channel models

NASA Astrophysics Data System (ADS)

Feng, Jianfeng; Zhao, Xiaohui

2017-11-01

For an FSO communication system with imprecise channel model, we investigate its system performance based on outage probability, average BEP and ergodic capacity. The exact FSO links are modeled as Gamma-Gamma fading channel in consideration of both atmospheric turbulence and pointing errors, and the imprecise channel model is treated as the superposition of exact channel gain and a Gaussian random variable. After we derive the PDF, CDF and nth moment of the imprecise channel gain, and based on these statistics the expressions for the outage probability, the average BEP and the ergodic capacity in terms of the Meijer's G functions are obtained. Both numerical and analytical results are presented. The simulation results show that the communication performance deteriorates in the imprecise channel model, and approaches to the exact performance curves as the channel model becomes accurate.

Moments distributions of single dye molecule spectra in a low-temperature polymer: Analysis of system ergodicity

NASA Astrophysics Data System (ADS)

Anikushina, T. A.; Naumov, A. V.

2013-12-01

This article demonstrates the principal advantages of the technique for analysis of the long-term spectral evolution of single molecules (SM) in the study of the microscopic nature of the dynamic processes in low-temperature polymers. We performed the detailed analysis of the spectral trail of single tetra-tert-butylterrylene (TBT) molecule in an amorphous polyisobutylene matrix, measured over 5 hours at T = 7K. It has been shown that the slow temporal dynamics is in qualitative agreement with the standard model of two-level systems and stochastic sudden-jump model. At the same time the distributions of the first four moments (cumulants) of the spectra of the selected SM measured at different time points were found not consistent with the standard theory prediction. It was considered as evidence that in a given time interval the system is not ergodic

Surface-induced dissociation of methanol cations: A non-ergodic process

DOE PAGES

Shukla, Anil K.

2017-09-01

Here, dissociation of methanol molecular cations, CH 3OH +, to CH 2OH + on collision with a self-assembled monolayer surface of fluorinated alkyl thiol on gold 111 crystal has been studied at 12.5 eV collision energy. Two energetically and spatially distinct processes contribute to the dissociation process: one involving loss of very large amount of energy approaching the initial kinetic energy of the primary ions with scattering of fragment ions over a broad angular range between surface normal and surface parallel while the second process results from small amount of energy loss with fragment ions scattered over a narrow angularmore » range close to the surface parallel. There is a third process with relatively small contribution to total dissociation whose characteristics are very similar to the low energy loss process. Finally, these results demonstrate that surface-induced dissociation of methanol cations via hydrogen loss is non-ergodic.« less

Reformulation of time-convolutionless mode-coupling theory near the glass transition

NASA Astrophysics Data System (ADS)

Tokuyama, Michio

2017-10-01

The time-convolutionless mode-coupling theory (TMCT) recently proposed is reformulated under the condition that one of two approximations, which have been used to formulate the original TMCT in addition to the MCT approximations done on a derivation of nonlinear memory function in terms of the intermediate-scattering function, is not employed because it causes unphysical results for intermediate times. The improved TMCT equation is then derived consistently under another approximation. It is first checked that the ergodic to non-ergodic transition obtained by a new equation is exactly the same as that obtained by an old one because the long-time dynamics of both equations coincides with each other. However, it is emphasized that a difference between them appears in the intermediate-time dynamics of physical quantities. Such a difference is explored numerically in the dynamics of a non-Gaussian parameter by employing the Percus-Yevick static structure factor to calculate the nonlinear memory function.

Surface-induced dissociation of methanol cations: A non-ergodic process

DOE Office of Scientific and Technical Information (OSTI.GOV)

Shukla, Anil K.

Here, dissociation of methanol molecular cations, CH 3OH +, to CH 2OH + on collision with a self-assembled monolayer surface of fluorinated alkyl thiol on gold 111 crystal has been studied at 12.5 eV collision energy. Two energetically and spatially distinct processes contribute to the dissociation process: one involving loss of very large amount of energy approaching the initial kinetic energy of the primary ions with scattering of fragment ions over a broad angular range between surface normal and surface parallel while the second process results from small amount of energy loss with fragment ions scattered over a narrow angularmore » range close to the surface parallel. There is a third process with relatively small contribution to total dissociation whose characteristics are very similar to the low energy loss process. Finally, these results demonstrate that surface-induced dissociation of methanol cations via hydrogen loss is non-ergodic.« less

Comment on “A similarity solution for laminar thermal boundary layer over a flat plate with a convective surface boundary condition” by A. Aziz, Comm. Nonlinear Sci. Numer. Simul. 2009;14:1064-8

NASA Astrophysics Data System (ADS)

Magyari, Eugen

2011-01-01

In a recent paper published in this Journal the title problem has been investigated numerically. In the present paper the exact solution for the temperature boundary layer is given in terms of the solution of the flow problem (the Blasius problem) in a compact integral form.

A boundary element alternating method for two-dimensional mixed-mode fracture problems

NASA Technical Reports Server (NTRS)

Raju, I. S.; Krishnamurthy, T.

1992-01-01

A boundary element alternating method, denoted herein as BEAM, is presented for two dimensional fracture problems. This is an iterative method which alternates between two solutions. An analytical solution for arbitrary polynomial normal and tangential pressure distributions applied to the crack faces of an embedded crack in an infinite plate is used as the fundamental solution in the alternating method. A boundary element method for an uncracked finite plate is the second solution. For problems of edge cracks a technique of utilizing finite elements with BEAM is presented to overcome the inherent singularity in boundary element stress calculation near the boundaries. Several computational aspects that make the algorithm efficient are presented. Finally, the BEAM is applied to a variety of two dimensional crack problems with different configurations and loadings to assess the validity of the method. The method gives accurate stress intensity factors with minimal computing effort.

Constant-concentration boundary condition: Lessons from the HYDROCOIN variable-density groundwater benchmark problem

USGS Publications Warehouse

Konikow, Leonard F.; Sanford, W.E.; Campbell, P.J.

1997-01-01

In a solute-transport model, if a constant-concentration boundary condition is applied at a node in an active flow field, a solute flux can occur by both advective and dispersive processes. The potential for advective release is demonstrated by reexamining the Hydrologic Code Intercomparison (HYDROCOIN) project case 5 problem, which represents a salt dome overlain by a shallow groundwater system. The resulting flow field includes significant salinity and fluid density variations. Several independent teams simulated this problem using finite difference or finite element numerical models. We applied a method-of-characteristics model (MOCDENSE). The previous numerical implementations by HYDROCOIN teams of a constant-concentration boundary to represent salt release by lateral dispersion only (as stipulated in the original problem definition) was flawed because this boundary condition allows the release of salt into the flow field by both dispersion and advection. When the constant-concentration boundary is modified to allow salt release by dispersion only, significantly less salt is released into the flow field. The calculated brine distribution for case 5 depends very little on which numerical model is used, as long as the selected model is solving the proper equations. Instead, the accuracy of the solution depends strongly on the proper conceptualization of the problem, including the detailed design of the constant-concentration boundary condition. The importance and sensitivity to the manner of specification of this boundary does not appear to have been recognized previously in the analysis of this problem.

Flow and transport in digitized images of Berea sandstone: ergodicity, stationarity and upscaling

NASA Astrophysics Data System (ADS)

Puyguiraud, A.; Dentz, M.; Gouze, P.

2017-12-01

We perform Stokes flow simulations on digitized images of a Berea sandstone sample obtained through micro-tomography imaging and segmentation processes. We obtain accurate information on the transport using a streamline reconstruction algorithm which uses the velocity field obtained from the flow simulation as input data. This technique is based on the method proposed by Pollock (Groundwater, 1988) but employs a quadratic interpolation near the rock mesh cells of the domain similarly to Mostaghimi et al. (SPE, 2012). This allows an accurate resolution of the velocity field near the solid interface which plays an important role on the transport characteristics, such as the probability density of first arrival times and the growth of the mean squared displacement, among others, which exhibit non-Fickian behavior. We analyze Lagrangian and Eulerian velocity statistics and their relation, and then focus on the ergodicity and the stationarity properties of the transport.We analyze the temporal evolution of Lagrangian velocity statistics for different injection conditions, and findd quick convergence to a limiting velocity distribution, indicating the transport to be near-stationary. The equivalence between velocity samplings within and across streamlines, as well as the independency of the statistics on the number of sampled streamlines, lead as to conclude that the transport may be modeled as ergodic.These characteristics then allow us to upscale the 3-dimensional simulations using a 1-dimensional Continuous Time Random Walk model. This model, parametrized by the velocity results and the characteristic correlation length obtained from the above mentioned simulations, is able to efficiently reproduce the results and to predict larger scale behaviors.

Symmetry, Statistics and Structure in MHD Turbulence

NASA Technical Reports Server (NTRS)

Shebalin, John V.

2007-01-01

Here, we examine homogeneous MHD turbulence in terms of truncated Fourier series. The ideal MHD equations and the associated statistical theory of absolute equilibrium ensembles are symmetric under P, C and T. However, the presence of invariant helicities, which are pseudoscalars under P and C, dynamically breaks this symmetry. This occurs because the surface of constant energy in phase space has disjoint parts, called components: while ensemble averages are taken over all components, a dynamical phase trajectory is confined to only one component. As the Birkhoff-Khinchin theorem tells us, ideal MHD turbulence is thus non-ergodic. This non-ergodicity manifests itself in low-wave number Fourier modes that have large mean values (while absolute ensemble theory predicts mean values of zero). Therefore, we have coherent structure in ideal MHD turbulence. The level of non-ergodicity and amount of energy contained in the associated coherent structure depends on the values of the helicities, as well as on the presence, or not, of a mean magnetic field and/or overall rotation. In addition to the well known cross and magnetic helicities, we also present a new invariant, which we call the parallel helicity, since it occurs when mean field and rotation axis are aligned. The question of applicability of these results to real (i.e., dissipative) MHD turbulence is also examined. Several long-time numerical simulations on a 64(exp 3) grid are given as examples. It is seen that coherent structure begins to form before decay dominates over nonlinearity. The connection of these results with inverse spectral cascades, selective decay, and magnetic dynamos is also discussed.

A system-approach to the elastohydrodynamic lubrication point-contact problem

NASA Technical Reports Server (NTRS)

Lim, Sang Gyu; Brewe, David E.

1991-01-01

The classical EHL (elastohydrodynamic lubrication) point contact problem is solved using a new system-approach, similar to that introduced by Houpert and Hamrock for the line-contact problem. Introducing a body-fitted coordinate system, the troublesome free-boundary is transformed to a fixed domain. The Newton-Raphson method can then be used to determine the pressure distribution and the cavitation boundary subject to the Reynolds boundary condition. This method provides an efficient and rigorous way of solving the EHL point contact problem with the aid of a supercomputer and a promising method to deal with the transient EHL point contact problem. A typical pressure distribution and film thickness profile are presented and the minimum film thicknesses are compared with the solution of Hamrock and Dowson. The details of the cavitation boundaries for various operating parameters are discussed.

An inverse problem in thermal imaging

NASA Technical Reports Server (NTRS)

Bryan, Kurt; Caudill, Lester F., Jr.

1994-01-01

This paper examines uniqueness and stability results for an inverse problem in thermal imaging. The goal is to identify an unknown boundary of an object by applying a heat flux and measuring the induced temperature on the boundary of the sample. The problem is studied both in the case in which one has data at every point on the boundary of the region and the case in which only finitely many measurements are available. An inversion procedure is developed and used to study the stability of the inverse problem for various experimental configurations.

An accurate boundary element method for the exterior elastic scattering problem in two dimensions

NASA Astrophysics Data System (ADS)

Bao, Gang; Xu, Liwei; Yin, Tao

2017-11-01

This paper is concerned with a Galerkin boundary element method solving the two dimensional exterior elastic wave scattering problem. The original problem is first reduced to the so-called Burton-Miller [1] boundary integral formulation, and essential mathematical features of its variational form are discussed. In numerical implementations, a newly-derived and analytically accurate regularization formula [2] is employed for the numerical evaluation of hyper-singular boundary integral operator. A new computational approach is employed based on the series expansions of Hankel functions for the computation of weakly-singular boundary integral operators during the reduction of corresponding Galerkin equations into a discrete linear system. The effectiveness of proposed numerical methods is demonstrated using several numerical examples.

Generalized Riemann hypothesis and stochastic time series

NASA Astrophysics Data System (ADS)

Mussardo, Giuseppe; LeClair, André

2018-06-01

Using the Dirichlet theorem on the equidistribution of residue classes modulo q and the Lemke Oliver–Soundararajan conjecture on the distribution of pairs of residues on consecutive primes, we show that the domain of convergence of the infinite product of Dirichlet L-functions of non-principal characters can be extended from down to , without encountering any zeros before reaching this critical line. The possibility of doing so can be traced back to a universal diffusive random walk behavior of a series C N over the primes which underlies the convergence of the infinite product of the Dirichlet functions. The series C N presents several aspects in common with stochastic time series and its control requires to address a problem similar to the single Brownian trajectory problem in statistical mechanics. In the case of the Dirichlet functions of non principal characters, we show that this problem can be solved in terms of a self-averaging procedure based on an ensemble of block variables computed on extended intervals of primes. Those intervals, called inertial intervals, ensure the ergodicity and stationarity of the time series underlying the quantity C N . The infinity of primes also ensures the absence of rare events which would have been responsible for a different scaling behavior than the universal law of the random walks.

Completed Beltrami-Michell Formulation for Analyzing Radially Symmetrical Bodies

NASA Technical Reports Server (NTRS)

Kaljevic, Igor; Saigal, Sunil; Hopkins, Dale A.; Patnaik, Surya N.

1994-01-01

A force method formulation, the completed Beltrami-Michell formulation (CBMF), has been developed for analyzing boundary value problems in elastic continua. The CBMF is obtained by augmenting the classical Beltrami-Michell formulation with novel boundary compatibility conditions. It can analyze general elastic continua with stress, displacement, or mixed boundary conditions. The CBMF alleviates the limitations of the classical formulation, which can solve stress boundary value problems only. In this report, the CBMF is specialized for plates and shells. All equations of the CBMF, including the boundary compatibility conditions, are derived from the variational formulation of the integrated force method (IFM). These equations are defined only in terms of stresses. Their solution for kinematically stable elastic continua provides stress fields without any reference to displacements. In addition, a stress function formulation for plates and shells is developed by augmenting the classical Airy's formulation with boundary compatibility conditions expressed in terms of the stress function. The versatility of the CBMF and the augmented stress function formulation is demonstrated through analytical solutions of several mixed boundary value problems. The example problems include a composite circular plate and a composite circular cylindrical shell under the simultaneous actions of mechanical and thermal loads.

Magnetohydrodynamic Turbulence and the Geodynamo

NASA Technical Reports Server (NTRS)

Shebalin, John V.

2014-01-01

The ARES Directorate at JSC has researched the physical processes that create planetary magnetic fields through dynamo action since 2007. The "dynamo problem" has existed since 1600, when William Gilbert, physician to Queen Elizabeth I, recognized that the Earth was a giant magnet. In 1919, Joseph Larmor proposed that solar (and by implication, planetary) magnetism was due to magnetohydrodynamics (MHD), but full acceptance did not occur until Glatzmaier and Roberts solved the MHD equations numerically and simulated a geomagnetic reversal in 1995. JSC research produced a unique theoretical model in 2012 that provided a novel explanation of these physical observations and computational results as an essential manifestation of broken ergodicity in MHD turbulence. Research is ongoing, and future work is aimed at understanding quantitative details of magnetic dipole alignment in the Earth as well as in Mercury, Jupiter and its moon Ganymede, Saturn, Uranus, Neptune, and the Sun and other stars.

Application of boundary integral equations to elastoplastic problems

NASA Technical Reports Server (NTRS)

Mendelson, A.; Albers, L. U.

1975-01-01

The application of boundary integral equations to elastoplastic problems is reviewed. Details of the analysis as applied to torsion problems and to plane problems is discussed. Results are presented for the elastoplastic torsion of a square cross section bar and for the plane problem of notched beams. A comparison of different formulations as well as comparisons with experimental results are presented.

Variational data assimilation for limited-area models: solution of the open boundary control problem and its application for the Gulf of Finland

NASA Astrophysics Data System (ADS)

Sheloput, Tatiana; Agoshkov, Valery

2017-04-01

The problem of modeling water areas with `liquid' (open) lateral boundaries is discussed. There are different known methods dealing with open boundaries in limited-area models, and one of the most efficient is data assimilation. Although this method is popular, there are not so many articles concerning its implementation for recovering boundary functions. However, the problem of specifying boundary conditions at the open boundary of a limited area is still actual and important. The mathematical model of the Baltic Sea circulation, developed in INM RAS, is considered. It is based on the system of thermo-hydrodynamic equations in the Boussinesq and hydrostatic approximations. The splitting method that is used for time approximation in the model allows to consider the data assimilation problem as a sequence of linear problems. One of such `simple' temperature (salinity) assimilation problem is investigated in the study. Using well known techniques of study and solution of inverse problems and optimal control problems [1], we propose an iterative solution algorithm and we obtain conditions for existence of the solution, for unique and dense solvability of the problem and for convergence of the iterative algorithm. The investigation shows that if observations satisfy certain conditions, the proposed algorithm converges to the solution of the boundary control problem. Particularly, it converges when observational data are given on the `liquid' boundary [2]. Theoretical results are confirmed by the results of numerical experiments. The numerical algorithm was implemented to water area of the Baltic Sea. Two numerical experiments were carried out in the Gulf of Finland: one with the application of the assimilation procedure and the other without. The analyses have shown that the surface temperature field in the first experiment is close to the observed one, while the result of the second experiment misfits. Number of iterations depends on the regularisation parameter, but generally the algorithm converges after 10 iterations. The results of the numerical experiments show that the usage of the proposed method makes sense. The work was supported by the Russian Science Foundation (project 14-11-00609, the formulation of the iterative process and numerical experiments) and by the Russian Foundation for Basic Research (project 16-01-00548, the formulation of the problem and its study). [1] Agoshkov V. I. Methods of Optimal Control and Adjoint Equations in Problems of Mathematical Physics. INM RAS, Moscow, 2003 (in Russian). [2] Agoshkov V.I., Sheloput T.O. The study and numerical solution of the problem of heat and salinity transfer assuming 'liquid' boundaries // Russ. J. Numer. Anal. Math. Modelling. 2016. Vol. 31, No. 2. P. 71-80.

Numerical solution of the electron transport equation

NASA Astrophysics Data System (ADS)

Woods, Mark

The electron transport equation has been solved many times for a variety of reasons. The main difficulty in its numerical solution is that it is a very stiff boundary value problem. The most common numerical methods for solving boundary value problems are symmetric collocation methods and shooting methods. Both of these types of methods can only be applied to the electron transport equation if the boundary conditions are altered with unrealistic assumptions because they require too many points to be practical. Further, they result in oscillating and negative solutions, which are physically meaningless for the problem at hand. For these reasons, all numerical methods for this problem to date are a bit unusual because they were designed to try and avoid the problem of extreme stiffness. This dissertation shows that there is no need to introduce spurious boundary conditions or invent other numerical methods for the electron transport equation. Rather, there already exists methods for very stiff boundary value problems within the numerical analysis literature. We demonstrate one such method in which the fast and slow modes of the boundary value problem are essentially decoupled. This allows for an upwind finite difference method to be applied to each mode as is appropriate. This greatly reduces the number of points needed in the mesh, and we demonstrate how this eliminates the need to define new boundary conditions. This method is verified by showing that under certain restrictive assumptions, the electron transport equation has an exact solution that can be written as an integral. We show that the solution from the upwind method agrees with the quadrature evaluation of the exact solution. This serves to verify that the upwind method is properly solving the electron transport equation. Further, it is demonstrated that the output of the upwind method can be used to compute auroral light emissions.

Stability of semidiscrete approximations for hyperbolic initial-boundary-value problems: Stationary modes

NASA Technical Reports Server (NTRS)

Warming, Robert F.; Beam, Richard M.

1988-01-01

Spatially discrete difference approximations for hyperbolic initial-boundary-value problems (IBVPs) require numerical boundary conditions in addition to the analytical boundary conditions specified for the differential equations. Improper treatment of a numerical boundary condition can cause instability of the discrete IBVP even though the approximation is stable for the pure initial-value or Cauchy problem. In the discrete IBVP stability literature there exists a small class of discrete approximations called borderline cases. For nondissipative approximations, borderline cases are unstable according to the theory of the Gustafsson, Kreiss, and Sundstrom (GKS) but they may be Lax-Richtmyer stable or unstable in the L sub 2 norm on a finite domain. It is shown that borderline approximation can be characterized by the presence of a stationary mode for the finite-domain problem. A stationary mode has the property that it does not decay with time and a nontrivial stationary mode leads to algebraic growth of the solution norm with mesh refinement. An analytical condition is given which makes it easy to detect a stationary mode; several examples of numerical boundary conditions are investigated corresponding to borderline cases.

Nonsteady Problem for an Elastic Half-Plane with Mixed Boundary Conditions

NASA Astrophysics Data System (ADS)

Kubenko, V. D.

2016-03-01

An approach to studying nonstationary wave processes in an elastic half-plane with mixed boundary conditions of the fourth boundary-value problem of elasticity is proposed. The Laplace and Fourier transforms are used. The sequential inversion of these transforms or the inversion of the joint transform by the Cagniard method allows obtaining the required solution (stresses, displacements) in a closed analytic form. With this approach, the problem can be solved for various types of loads

On the Measure and the Structure of the Free Boundary of the Lower Dimensional Obstacle Problem

NASA Astrophysics Data System (ADS)

Focardi, Matteo; Spadaro, Emanuele

2018-04-01

We provide a thorough description of the free boundary for the lower dimensional obstacle problem in R^{n+1} up to sets of null H^{n-1} measure. In particular, we prove (i) local finiteness of the (n-1)-dimensional Hausdorff measure of the free boundary, (ii) H^{n-1}-rectifiability of the free boundary, (iii) classification of the frequencies up to a set of Hausdorff dimension at most (n-2) and classification of the blow-ups at H^{n-1} almost every free boundary point.

A wideband fast multipole boundary element method for half-space/plane-symmetric acoustic wave problems

NASA Astrophysics Data System (ADS)

Zheng, Chang-Jun; Chen, Hai-Bo; Chen, Lei-Lei

2013-04-01

This paper presents a novel wideband fast multipole boundary element approach to 3D half-space/plane-symmetric acoustic wave problems. The half-space fundamental solution is employed in the boundary integral equations so that the tree structure required in the fast multipole algorithm is constructed for the boundary elements in the real domain only. Moreover, a set of symmetric relations between the multipole expansion coefficients of the real and image domains are derived, and the half-space fundamental solution is modified for the purpose of applying such relations to avoid calculating, translating and saving the multipole/local expansion coefficients of the image domain. The wideband adaptive multilevel fast multipole algorithm associated with the iterative solver GMRES is employed so that the present method is accurate and efficient for both lowand high-frequency acoustic wave problems. As for exterior acoustic problems, the Burton-Miller method is adopted to tackle the fictitious eigenfrequency problem involved in the conventional boundary integral equation method. Details on the implementation of the present method are described, and numerical examples are given to demonstrate its accuracy and efficiency.

A boundary-value problem for a first-order hyperbolic system in a two-dimensional domain

NASA Astrophysics Data System (ADS)

Zhura, N. A.; Soldatov, A. P.

2017-06-01

We consider a strictly hyperbolic first-order system of three equations with constant coefficients in a bounded piecewise-smooth domain. The boundary of the domain is assumed to consist of six smooth non-characteristic arcs. A boundary-value problem in this domain is posed by alternately prescribing one or two linear combinations of the components of the solution on these arcs. We show that this problem has a unique solution under certain additional conditions on the coefficients of these combinations, the boundary of the domain and the behaviour of the solution near the characteristics passing through the corner points of the domain.

High order solution of Poisson problems with piecewise constant coefficients and interface jumps

NASA Astrophysics Data System (ADS)

Marques, Alexandre Noll; Nave, Jean-Christophe; Rosales, Rodolfo Ruben

2017-04-01

We present a fast and accurate algorithm to solve Poisson problems in complex geometries, using regular Cartesian grids. We consider a variety of configurations, including Poisson problems with interfaces across which the solution is discontinuous (of the type arising in multi-fluid flows). The algorithm is based on a combination of the Correction Function Method (CFM) and Boundary Integral Methods (BIM). Interface and boundary conditions can be treated in a fast and accurate manner using boundary integral equations, and the associated BIM. Unfortunately, BIM can be costly when the solution is needed everywhere in a grid, e.g. fluid flow problems. We use the CFM to circumvent this issue. The solution from the BIM is used to rewrite the problem as a series of Poisson problems in rectangular domains-which requires the BIM solution at interfaces/boundaries only. These Poisson problems involve discontinuities at interfaces, of the type that the CFM can handle. Hence we use the CFM to solve them (to high order of accuracy) with finite differences and a Fast Fourier Transform based fast Poisson solver. We present 2-D examples of the algorithm applied to Poisson problems involving complex geometries, including cases in which the solution is discontinuous. We show that the algorithm produces solutions that converge with either 3rd or 4th order of accuracy, depending on the type of boundary condition and solution discontinuity.

Boundary layer flow of air over water on a flat plate

NASA Technical Reports Server (NTRS)

Nelson, John; Alving, Amy E.; Joseph, Daniel D.

1993-01-01

A non-similar boundary layer theory for air blowing over a water layer on a flat plate is formulated and studied as a two-fluid problem in which the position of the interface is unknown. The problem is considered at large Reynolds number (based on x), away from the leading edge. A simple non-similar analytic solution of the problem is derived for which the interface height is proportional to x(sub 1/4) and the water and air flow satisfy the Blasius boundary layer equations, with a linear profile in the water and a Blasius profile in the air. Numerical studies of the initial value problem suggests that this asymptotic, non-similar air-water boundary layer solution is a global attractor for all initial conditions.

Extraction of a group-pair relation: problem-solving relation from web-board documents.

PubMed

Pechsiri, Chaveevan; Piriyakul, Rapepun

2016-01-01

This paper aims to extract a group-pair relation as a Problem-Solving relation, for example a DiseaseSymptom-Treatment relation and a CarProblem-Repair relation, between two event-explanation groups, a problem-concept group as a symptom/CarProblem-concept group and a solving-concept group as a treatment-concept/repair concept group from hospital-web-board and car-repair-guru-web-board documents. The Problem-Solving relation (particularly Symptom-Treatment relation) including the graphical representation benefits non-professional persons by supporting knowledge of primarily solving problems. The research contains three problems: how to identify an EDU (an Elementary Discourse Unit, which is a simple sentence) with the event concept of either a problem or a solution; how to determine a problem-concept EDU boundary and a solving-concept EDU boundary as two event-explanation groups, and how to determine the Problem-Solving relation between these two event-explanation groups. Therefore, we apply word co-occurrence to identify a problem-concept EDU and a solving-concept EDU, and machine-learning techniques to solve a problem-concept EDU boundary and a solving-concept EDU boundary. We propose using k-mean and Naïve Bayes to determine the Problem-Solving relation between the two event-explanation groups involved with clustering features. In contrast to previous works, the proposed approach enables group-pair relation extraction with high accuracy.

Time-Domain Impedance Boundary Conditions for Computational Aeroacoustics

NASA Technical Reports Server (NTRS)

Tam, Christopher K. W.; Auriault, Laurent

1996-01-01

It is an accepted practice in aeroacoustics to characterize the properties of an acoustically treated surface by a quantity known as impedance. Impedance is a complex quantity. As such, it is designed primarily for frequency-domain analysis. Time-domain boundary conditions that are the equivalent of the frequency-domain impedance boundary condition are proposed. Both single frequency and model broadband time-domain impedance boundary conditions are provided. It is shown that the proposed boundary conditions, together with the linearized Euler equations, form well-posed initial boundary value problems. Unlike ill-posed problems, they are free from spurious instabilities that would render time-marching computational solutions impossible.

An arbitrary boundary with ghost particles incorporated in coupled FEM-SPH model for FSI problems

NASA Astrophysics Data System (ADS)

Long, Ting; Hu, Dean; Wan, Detao; Zhuang, Chen; Yang, Gang

2017-12-01

It is important to treat the arbitrary boundary of Fluid-Structure Interaction (FSI) problems in computational mechanics. In order to ensure complete support condition and restore the first-order consistency near the boundary of Smoothed Particle Hydrodynamics (SPH) method for coupling Finite Element Method (FEM) with SPH model, a new ghost particle method is proposed by dividing the interceptive area of kernel support domain into subareas corresponding to boundary segments of structure. The ghost particles are produced automatically for every fluid particle at each time step, and the properties of ghost particles, such as density, mass and velocity, are defined by using the subareas to satisfy the boundary condition. In the coupled FEM-SPH model, the normal and shear forces from a boundary segment of structure to a fluid particle are calculated through the corresponding ghost particles, and its opposite forces are exerted on the corresponding boundary segment, then the momentum of the present method is conservation and there is no matching requirements between the size of elements and the size of particles. The performance of the present method is discussed and validated by several FSI problems with complex geometry boundary and moving boundary.

Analysis of the incomplete Galerkin method for modelling of smoothly-irregular transition between planar waveguides

NASA Astrophysics Data System (ADS)

Divakov, D.; Sevastianov, L.; Nikolaev, N.

2017-01-01

The paper deals with a numerical solution of the problem of waveguide propagation of polarized light in smoothly-irregular transition between closed regular waveguides using the incomplete Galerkin method. This method consists in replacement of variables in the problem of reduction of the Helmholtz equation to the system of differential equations by the Kantorovich method and in formulation of the boundary conditions for the resulting system. The formulation of the boundary problem for the ODE system is realized in computer algebra system Maple. The stated boundary problem is solved using Maples libraries of numerical methods.

Hunting Solomonoff's Swans: Exploring the Boundary Between Physics and Statistics in Hydrological Modeling

NASA Astrophysics Data System (ADS)

Nearing, G. S.

2014-12-01

Statistical models consistently out-perform conceptual models in the short term, however to account for a nonstationary future (or an unobserved past) scientists prefer to base predictions on unchanging and commutable properties of the universe - i.e., physics. The problem with physically-based hydrology models is, of course, that they aren't really based on physics - they are based on statistical approximations of physical interactions, and we almost uniformly lack an understanding of the entropy associated with these approximations. Thermodynamics is successful precisely because entropy statistics are computable for homogeneous (well-mixed) systems, and ergodic arguments explain the success of Newton's laws to describe systems that are fundamentally quantum in nature. Unfortunately, similar arguments do not hold for systems like watersheds that are heterogeneous at a wide range of scales. Ray Solomonoff formalized the situation in 1968 by showing that given infinite evidence, simultaneously minimizing model complexity and entropy in predictions always leads to the best possible model. The open question in hydrology is about what happens when we don't have infinite evidence - for example, when the future will not look like the past, or when one watershed does not behave like another. How do we isolate stationary and commutable components of watershed behavior? I propose that one possible answer to this dilemma lies in a formal combination of physics and statistics. In this talk I outline my recent analogue (Solomonoff's theorem was digital) of Solomonoff's idea that allows us to quantify the complexity/entropy tradeoff in a way that is intuitive to physical scientists. I show how to formally combine "physical" and statistical methods for model development in a way that allows us to derive the theoretically best possible model given any given physics approximation(s) and available observations. Finally, I apply an analogue of Solomonoff's theorem to evaluate the tradeoff between model complexity and prediction power.

Application of shifted Jacobi pseudospectral method for solving (in)finite-horizon min-max optimal control problems with uncertainty

NASA Astrophysics Data System (ADS)

Nikooeinejad, Z.; Delavarkhalafi, A.; Heydari, M.

2018-03-01

The difficulty of solving the min-max optimal control problems (M-MOCPs) with uncertainty using generalised Euler-Lagrange equations is caused by the combination of split boundary conditions, nonlinear differential equations and the manner in which the final time is treated. In this investigation, the shifted Jacobi pseudospectral method (SJPM) as a numerical technique for solving two-point boundary value problems (TPBVPs) in M-MOCPs for several boundary states is proposed. At first, a novel framework of approximate solutions which satisfied the split boundary conditions automatically for various boundary states is presented. Then, by applying the generalised Euler-Lagrange equations and expanding the required approximate solutions as elements of shifted Jacobi polynomials, finding a solution of TPBVPs in nonlinear M-MOCPs with uncertainty is reduced to the solution of a system of algebraic equations. Moreover, the Jacobi polynomials are particularly useful for boundary value problems in unbounded domain, which allow us to solve infinite- as well as finite and free final time problems by domain truncation method. Some numerical examples are given to demonstrate the accuracy and efficiency of the proposed method. A comparative study between the proposed method and other existing methods shows that the SJPM is simple and accurate.

Construction Method of Analytical Solutions to the Mathematical Physics Boundary Problems for Non-Canonical Domains

NASA Astrophysics Data System (ADS)

Mobarakeh, Pouyan Shakeri; Grinchenko, Victor T.

2015-06-01

The majority of practical cases of acoustics problems requires solving the boundary problems in non-canonical domains. Therefore construction of analytical solutions of mathematical physics boundary problems for non-canonical domains is both lucrative from the academic viewpoint, and very instrumental for elaboration of efficient algorithms of quantitative estimation of the field characteristics under study. One of the main solving ideologies for such problems is based on the superposition method that allows one to analyze a wide class of specific problems with domains which can be constructed as the union of canonically-shaped subdomains. It is also assumed that an analytical solution (or quasi-solution) can be constructed for each subdomain in one form or another. However, this case implies some difficulties in the construction of calculation algorithms, insofar as the boundary conditions are incompletely defined in the intervals, where the functions appearing in the general solution are orthogonal to each other. We discuss several typical examples of problems with such difficulties, we study their nature and identify the optimal methods to overcome them.

Gas evolution from spheres

NASA Astrophysics Data System (ADS)

Longhurst, G. R.

1991-04-01

Gas evolution from spherical solids or liquids where no convective processes are active is analyzed. Three problem classes are considered: (1) constant concentration boundary, (2) Henry's law (first order) boundary, and (3) Sieverts' law (second order) boundary. General expressions are derived for dimensionless times and transport parameters appropriate to each of the classes considered. However, in the second order case, the non-linearities of the problem require the presence of explicit dimensional variables in the solution. Sample problems are solved to illustrate the method.

The Boundary Element Method Applied to the Two Dimensional Stefan Moving Boundary Problem

DTIC Science & Technology

1991-03-15

Unc), - ( UGt )t - (UG,,),,] - (UG), If we integrate this equation with respect to r from 0 to t - c and with respect to and ij on the region 11(r...and others. "Moving Boundary Problems in Phase Change Mod- els," SIGNUM Newsletter, 20: 8-12 (1985). 21. Stefan, J. "Ober einige Probleme der Theorie ...ier Wirmelcitung," S.-B. \\Vein. Akad. Mat. Natur., 98: 173-484 (1889). 22.-. "flber (lie Theorie der Eisbildung insbesondere fiber die lisbildung im

An adjoint view on flux consistency and strong wall boundary conditions to the Navier–Stokes equations

DOE Office of Scientific and Technical Information (OSTI.GOV)

Stück, Arthur, E-mail: arthur.stueck@dlr.de

2015-11-15

Inconsistent discrete expressions in the boundary treatment of Navier–Stokes solvers and in the definition of force objective functionals can lead to discrete-adjoint boundary treatments that are not a valid representation of the boundary conditions to the corresponding adjoint partial differential equations. The underlying problem is studied for an elementary 1D advection–diffusion problem first using a node-centred finite-volume discretisation. The defect of the boundary operators in the inconsistently defined discrete-adjoint problem leads to oscillations and becomes evident with the additional insight of the continuous-adjoint approach. A homogenisation of the discretisations for the primal boundary treatment and the force objective functional yieldsmore » second-order functional accuracy and eliminates the defect in the discrete-adjoint boundary treatment. Subsequently, the issue is studied for aerodynamic Reynolds-averaged Navier–Stokes problems in conjunction with a standard finite-volume discretisation on median-dual grids and a strong implementation of noslip walls, found in many unstructured general-purpose flow solvers. Going out from a base-line discretisation of force objective functionals which is independent of the boundary treatment in the flow solver, two improved flux-consistent schemes are presented; based on either body wall-defined or farfield-defined control-volumes they resolve the dual inconsistency. The behaviour of the schemes is investigated on a sequence of grids in 2D and 3D.« less

A Method of Computing Electric Field Parameters on Boundaries between Two Media

ERIC Educational Resources Information Center

Rizhov, Alexander

2010-01-01

Many problems of electric field strength on a boundary between two media require college-level mathematical analysis. However, when the boundary between media is represented by a sphere or a flat plane, these types of problems can be solved algebraically, placing them within reach of high school students. This article presents a solution analysis…

[Boundaries and integrity in the "Social Contract for Spanish Science", 1907-1939].

PubMed

Gómez, Amparo

2014-01-01

This article analyzes the relationship between science and politics in Spain in the early 20th century from the perspective of the Social Contract for Science. The article shows that a genuine social contract for science was instituted in Spain during this period, although some boundary and integrity problems emerged. These problems are analyzed, showing that the boundary problems were a product of the conservative viewpoint on the relationship between science and politics, while the integrity problems involved the activation of networks of influence in the awarding of scholarships to study abroad. Finally, the analysis reveals that these problems did not invalidate the Spanish social contract for science.

Principal Eigenvalue Minimization for an Elliptic Problem with Indefinite Weight and Robin Boundary Conditions

DOE Office of Scientific and Technical Information (OSTI.GOV)

Hintermueller, M., E-mail: hint@math.hu-berlin.de; Kao, C.-Y., E-mail: Ckao@claremontmckenna.edu; Laurain, A., E-mail: laurain@math.hu-berlin.de

2012-02-15

This paper focuses on the study of a linear eigenvalue problem with indefinite weight and Robin type boundary conditions. We investigate the minimization of the positive principal eigenvalue under the constraint that the absolute value of the weight is bounded and the total weight is a fixed negative constant. Biologically, this minimization problem is motivated by the question of determining the optimal spatial arrangement of favorable and unfavorable regions for a species to survive. For rectangular domains with Neumann boundary condition, it is known that there exists a threshold value such that if the total weight is below this thresholdmore » value then the optimal favorable region is like a section of a disk at one of the four corners; otherwise, the optimal favorable region is a strip attached to the shorter side of the rectangle. Here, we investigate the same problem with mixed Robin-Neumann type boundary conditions and study how this boundary condition affects the optimal spatial arrangement.« less

Resonances and vibrations in an elevator cable system due to boundary sway

NASA Astrophysics Data System (ADS)

Gaiko, Nick V.; van Horssen, Wim T.

2018-06-01

In this paper, an analytical method is presented to study an initial-boundary value problem describing the transverse displacements of a vertically moving beam under boundary excitation. The length of the beam is linearly varying in time, i.e., the axial, vertical velocity of the beam is assumed to be constant. The bending stiffness of the beam is assumed to be small. This problem may be regarded as a model describing the lateral vibrations of an elevator cable excited at its boundaries by the wind-induced building sway. Slow variation of the cable length leads to a singular perturbation problem which is expressed in slowly changing, time-dependent coefficients in the governing differential equation. By providing an interior layer analysis, infinitely many resonance manifolds are detected. Further, the initial-boundary value problem is studied in detail using a three-timescales perturbation method. The constructed formal approximations of the solutions are in agreement with the numerical results.

A method of boundary equations for unsteady hyperbolic problems in 3D

NASA Astrophysics Data System (ADS)

Petropavlovsky, S.; Tsynkov, S.; Turkel, E.

2018-07-01

We consider interior and exterior initial boundary value problems for the three-dimensional wave (d'Alembert) equation. First, we reduce a given problem to an equivalent operator equation with respect to unknown sources defined only at the boundary of the original domain. In doing so, the Huygens' principle enables us to obtain the operator equation in a form that involves only finite and non-increasing pre-history of the solution in time. Next, we discretize the resulting boundary equation and solve it efficiently by the method of difference potentials (MDP). The overall numerical algorithm handles boundaries of general shape using regular structured grids with no deterioration of accuracy. For long simulation times it offers sub-linear complexity with respect to the grid dimension, i.e., is asymptotically cheaper than the cost of a typical explicit scheme. In addition, our algorithm allows one to share the computational cost between multiple similar problems. On multi-processor (multi-core) platforms, it benefits from what can be considered an effective parallelization in time.

On some problems in a theory of thermally and mechanically interacting continuous media. Ph.D. Thesis; [linearized theory of interacting mixture of elastic solid and viscous fluid

NASA Technical Reports Server (NTRS)

Lee, Y. M.

1971-01-01

Using a linearized theory of thermally and mechanically interacting mixture of linear elastic solid and viscous fluid, we derive a fundamental relation in an integral form called a reciprocity relation. This reciprocity relation relates the solution of one initial-boundary value problem with a given set of initial and boundary data to the solution of a second initial-boundary value problem corresponding to a different initial and boundary data for a given interacting mixture. From this general integral relation, reciprocity relations are derived for a heat-conducting linear elastic solid, and for a heat-conducting viscous fluid. An initial-boundary value problem is posed and solved for the mixture of linear elastic solid and viscous fluid. With the aid of the Laplace transform and the contour integration, a real integral representation for the displacement of the solid constituent is obtained as one of the principal results of the analysis.

An iterative truncation method for unbounded electromagnetic problems using varying order finite elements

NASA Astrophysics Data System (ADS)

Paul, Prakash

2009-12-01

The finite element method (FEM) is used to solve three-dimensional electromagnetic scattering and radiation problems. Finite element (FE) solutions of this kind contain two main types of error: discretization error and boundary error. Discretization error depends on the number of free parameters used to model the problem, and on how effectively these parameters are distributed throughout the problem space. To reduce the discretization error, the polynomial order of the finite elements is increased, either uniformly over the problem domain or selectively in those areas with the poorest solution quality. Boundary error arises from the condition applied to the boundary that is used to truncate the computational domain. To reduce the boundary error, an iterative absorbing boundary condition (IABC) is implemented. The IABC starts with an inexpensive boundary condition and gradually improves the quality of the boundary condition as the iteration continues. An automatic error control (AEC) is implemented to balance the two types of error. With the AEC, the boundary condition is improved when the discretization error has fallen to a low enough level to make this worth doing. The AEC has these characteristics: (i) it uses a very inexpensive truncation method initially; (ii) it allows the truncation boundary to be very close to the scatterer/radiator; (iii) it puts more computational effort on the parts of the problem domain where it is most needed; and (iv) it can provide as accurate a solution as needed depending on the computational price one is willing to pay. To further reduce the computational cost, disjoint scatterers and radiators that are relatively far from each other are bounded separately and solved using a multi-region method (MRM), which leads to savings in computational cost. A simple analytical way to decide whether the MRM or the single region method will be computationally cheaper is also described. To validate the accuracy and savings in computation time, different shaped metallic and dielectric obstacles (spheres, ogives, cube, flat plate, multi-layer slab etc.) are used for the scattering problems. For the radiation problems, waveguide excited antennas (horn antenna, waveguide with flange, microstrip patch antenna) are used. Using the AEC the peak reduction in computation time during the iteration is typically a factor of 2, compared to the IABC using the same element orders throughout. In some cases, it can be as high as a factor of 4.

Introducing Differential Equations Students to the Fredholm Alternative--In Staggered Doses

ERIC Educational Resources Information Center

Savoye, Philippe

2011-01-01

The development, in an introductory differential equations course, of boundary value problems in parallel with initial value problems and the Fredholm Alternative. Examples are provided of pairs of homogeneous and nonhomogeneous boundary value problems for which existence and uniqueness issues are considered jointly. How this heightens students'…

A family of position- and orientation-independent embedded boundary methods for viscous flow and fluid-structure interaction problems

NASA Astrophysics Data System (ADS)

Huang, Daniel Z.; De Santis, Dante; Farhat, Charbel

2018-07-01

The Finite Volume method with Exact two-material Riemann Problems (FIVER) is both a computational framework for multi-material flows characterized by large density jumps, and an Embedded Boundary Method (EBM) for computational fluid dynamics and highly nonlinear Fluid-Structure Interaction (FSI) problems. This paper deals with the EBM aspect of FIVER. For FSI problems, this EBM has already demonstrated the ability to address viscous effects along wall boundaries, and large deformations and topological changes of such boundaries. However, like for most EBMs - also known as immersed boundary methods - the performance of FIVER in the vicinity of a wall boundary can be sensitive with respect to the position and orientation of this boundary relative to the embedding mesh. This is mainly due to ill-conditioning issues that arise when an embedded interface becomes too close to a node of the embedding mesh, which may lead to spurious oscillations in the computed solution gradients at the wall boundary. This paper resolves these issues by introducing an alternative definition of the active/inactive status of a mesh node that leads to the removal of all sources of potential ill-conditioning from all spatial approximations performed by FIVER in the vicinity of a fluid-structure interface. It also makes two additional contributions. The first one is a new procedure for constructing the fluid-structure half Riemann problem underlying the semi-discretization by FIVER of the convective fluxes. This procedure eliminates one extrapolation from the conventional treatment of the wall boundary conditions and replaces it by an interpolation, which improves robustness. The second contribution is a post-processing algorithm for computing quantities of interest at the wall that achieves smoothness in the computed solution and its gradients. Lessons learned from these enhancements and contributions that are triggered by the new definition of the status of a mesh node are then generalized and exploited to eliminate from the original version of the FIVER method its sensitivities with respect to both of the position and orientation of the wall boundary relative to the embedding mesh, while maintaining the original definition of the status of a mesh node. This leads to a family of second-generation FIVER methods whose performance is illustrated in this paper for several flow and FSI problems. These include a challenging flow problem over a bird wing characterized by a feather-induced surface roughness, and a complex flexible flapping wing problem for which experimental data is available.

Ergodicity of Truncated Stochastic Navier Stokes with Deterministic Forcing and Dispersion

NASA Astrophysics Data System (ADS)

Majda, Andrew J.; Tong, Xin T.

2016-10-01

Turbulence in idealized geophysical flows is a very rich and important topic. The anisotropic effects of explicit deterministic forcing, dispersive effects from rotation due to the β -plane and F-plane, and topography together with random forcing all combine to produce a remarkable number of realistic phenomena. These effects have been studied through careful numerical experiments in the truncated geophysical models. These important results include transitions between coherent jets and vortices, and direct and inverse turbulence cascades as parameters are varied, and it is a contemporary challenge to explain these diverse statistical predictions. Here we contribute to these issues by proving with full mathematical rigor that for any values of the deterministic forcing, the β - and F-plane effects and topography, with minimal stochastic forcing, there is geometric ergodicity for any finite Galerkin truncation. This means that there is a unique smooth invariant measure which attracts all statistical initial data at an exponential rate. In particular, this rigorous statistical theory guarantees that there are no bifurcations to multiple stable and unstable statistical steady states as geophysical parameters are varied in contrast to claims in the applied literature. The proof utilizes a new statistical Lyapunov function to account for enstrophy exchanges between the statistical mean and the variance fluctuations due to the deterministic forcing. It also requires careful proofs of hypoellipticity with geophysical effects and uses geometric control theory to establish reachability. To illustrate the necessity of these conditions, a two-dimensional example is developed which has the square of the Euclidean norm as the Lyapunov function and is hypoelliptic with nonzero noise forcing, yet fails to be reachable or ergodic.

Temporal behavior of the effective diffusion coefficients for transport in heterogeneous saturated aquifers

NASA Astrophysics Data System (ADS)

Suciu, N.; Vamos, C.; Vereecken, H.; Vanderborght, J.; Hardelauf, H.

2003-04-01

When the small scale transport is modeled by a Wiener process and the large scale heterogeneity by a random velocity field, the effective coefficients, Deff, can be decomposed as sums between the local coefficient, D, a contribution of the random advection, Dadv, and a contribution of the randomness of the trajectory of plume center of mass, Dcm: Deff=D+Dadv-Dcm. The coefficient Dadv is similar to that introduced by Taylor in 1921, and more recent works associate it with the thermodynamic equilibrium. The ``ergodic hypothesis'' says that over large time intervals Dcm vanishes and the effect of the heterogeneity is described by Dadv=Deff-D. In this work we investigate numerically the long time behavior of the effective coefficients as well as the validity of the ergodic hypothesis. The transport in every realization of the velocity field is modeled with the Global Random Walk Algorithm, which is able to track as many particles as necessary to achieve a statistically reliable simulation of the process. Averages over realizations are further used to estimate mean coefficients and standard deviations. In order to remain in the frame of most of the theoretical approaches, the velocity field was generated in a linear approximation and the logarithm of the hydraulic conductivity was taken to be exponential decaying correlated with variance equal to 0.1. Our results show that even in these idealized conditions, the effective coefficients tend to asymptotic constant values only when the plume travels thousands of correlations lengths (while the first order theories usually predict Fickian behavior after tens of correlations lengths) and that the ergodicity conditions are still far from being met.

Single-Station Sigma for the Iranian Strong Motion Stations

NASA Astrophysics Data System (ADS)

Zafarani, H.; Soghrat, M. R.

2017-11-01

In development of ground motion prediction equations (GMPEs), the residuals are assumed to have a log-normal distribution with a zero mean and a standard deviation, designated as sigma. Sigma has significant effect on evaluation of seismic hazard for designing important infrastructures such as nuclear power plants and dams. Both aleatory and epistemic uncertainties are involved in the sigma parameter. However, ground-motion observations over long time periods are not available at specific sites and the GMPEs have been derived using observed data from multiple sites for a small number of well-recorded earthquakes. Therefore, sigma is dominantly related to the statistics of the spatial variability of ground motion instead of temporal variability at a single point (ergodic assumption). The main purpose of this study is to reduce the variability of the residuals so as to handle it as epistemic uncertainty. In this regard, it is tried to partially apply the non-ergodic assumption by removing repeatable site effects from total variability of six GMPEs driven from the local, Europe-Middle East and worldwide data. For this purpose, we used 1837 acceleration time histories from 374 shallow earthquakes with moment magnitudes ranging from M w 4.0 to 7.3 recorded at 370 stations with at least two recordings per station. According to estimated single-station sigma for the Iranian strong motion stations, the ratio of event-corrected single-station standard deviation ( Φ ss) to within-event standard deviation ( Φ) is about 0.75. In other words, removing the ergodic assumption on site response resulted in 25% reduction of the within-event standard deviation that reduced the total standard deviation by about 15%.

Ground Motion Uncertainty and Variability (single-station sigma): Insights from Euroseistest, Greece

NASA Astrophysics Data System (ADS)

Ktenidou, O. J.; Roumelioti, Z.; Abrahamson, N. A.; Cotton, F.; Pitilakis, K.

2014-12-01

Despite recent improvements in networks and data, the global aleatory uncertainty (sigma) in GMPEs is still large. One reason is the ergodic approach, where we combine data in space to make up for lack of data in time. By estimating the systematic site response, we can make site-specific GMPEs and use a lower, site-specific uncertainty: single-station sigma. In this study we use the EUROSEISTEST database (http://euroseisdb.civil.auth.gr), which has two distinct advantages: good existing knowledge of site conditions at all stations, and careful relocation of the recorded events. Constraining the site and source parameters as best we can, we minimise the within- and between-events components of the global, ergodic sigma. Following that, knowledge of the site response from empirical and theoretical approaches permits us to move on to single-station sigma. The variability per site is not clearly correlated to the site class. We show that in some cases knowledge of Vs30 is not sufficient, and that site-specific data are needed to capture the response, possibly due to 2D/3D effects from complex geometry. Our values of single-station sigma are low compared to the literature. This may be due to the good ray coverage we have in all directions for small, nearby records. Indeed, our single-station sigma values are similar to published single-path values, which means that they may correspond to a fully -rather than partially- non-ergodic approach. We find larger ground motion variability for short distances and small magnitudes. This may be related to the uncertainty in the depth affecting nearby records more, or to stress drop and causing trade-offs between the source and site terms for small magnitudes.

Locating CVBEM collocation points for steady state heat transfer problems

USGS Publications Warehouse

Hromadka, T.V.

1985-01-01

The Complex Variable Boundary Element Method or CVBEM provides a highly accurate means of developing numerical solutions to steady state two-dimensional heat transfer problems. The numerical approach exactly solves the Laplace equation and satisfies the boundary conditions at specified points on the boundary by means of collocation. The accuracy of the approximation depends upon the nodal point distribution specified by the numerical analyst. In order to develop subsequent, refined approximation functions, four techniques for selecting additional collocation points are presented. The techniques are compared as to the governing theory, representation of the error of approximation on the problem boundary, the computational costs, and the ease of use by the numerical analyst. ?? 1985.

Automatic Control via Thermostats of a Hyperbolic Stefan Problem with Memory

DOE Office of Scientific and Technical Information (OSTI.GOV)

Colli, P.; Grasselli, M.; Sprekels, J.

1999-03-15

A hyperbolic Stefan problem based on the linearized Gurtin-Pipkin heat conduction law is considered. The temperature and free boundary are controlled by a thermostat acting on the boundary. This feedback control is based on temperature measurements performed by real thermal sensors located within the domain containing the two-phase system and/or at its boundary. Three different types of thermostats are analyzed: simple switch, relay switch, and a Preisach hysteresis operator. The resulting models lead to integrodifferential hyperbolic Stefan problems with nonlinear and nonlocal boundary conditions. Existence results are proved in all the cases. Uniqueness is also shown, except in the situationmore » corresponding to the ideal switch.« less

Solutions of the benchmark problems by the dispersion-relation-preserving scheme

NASA Technical Reports Server (NTRS)

Tam, Christopher K. W.; Shen, H.; Kurbatskii, K. A.; Auriault, L.

1995-01-01

The 7-point stencil Dispersion-Relation-Preserving scheme of Tam and Webb is used to solve all the six categories of the CAA benchmark problems. The purpose is to show that the scheme is capable of solving linear, as well as nonlinear aeroacoustics problems accurately. Nonlinearities, inevitably, lead to the generation of spurious short wave length numerical waves. Often, these spurious waves would overwhelm the entire numerical solution. In this work, the spurious waves are removed by the addition of artificial selective damping terms to the discretized equations. Category 3 problems are for testing radiation and outflow boundary conditions. In solving these problems, the radiation and outflow boundary conditions of Tam and Webb are used. These conditions are derived from the asymptotic solutions of the linearized Euler equations. Category 4 problems involved solid walls. Here, the wall boundary conditions for high-order schemes of Tam and Dong are employed. These conditions require the use of one ghost value per boundary point per physical boundary condition. In the second problem of this category, the governing equations, when written in cylindrical coordinates, are singular along the axis of the radial coordinate. The proper boundary conditions at the axis are derived by applying the limiting process of r approaches 0 to the governing equations. The Category 5 problem deals with the numerical noise issue. In the present approach, the time-independent mean flow solution is computed first. Once the residual drops to the machine noise level, the incident sound wave is turned on gradually. The solution is marched in time until a time-periodic state is reached. No exact solution is known for the Category 6 problem. Because of this, the problem is formulated in two totally different ways, first as a scattering problem then as a direct simulation problem. There is good agreement between the two numerical solutions. This offers confidence in the computed results. Both formulations are solved as initial value problems. As such, no Kutta condition is required at the trailing edge of the airfoil.

Revisiting Boundary Perturbation Theory for Inhomogeneous Transport Problems

DOE PAGES

Favorite, Jeffrey A.; Gonzalez, Esteban

2017-03-10

Adjoint-based first-order perturbation theory is applied again to boundary perturbation problems. Rahnema developed a perturbation estimate that gives an accurate first-order approximation of a flux or reaction rate within a radioactive system when the boundary is perturbed. When the response of interest is the flux or leakage current on the boundary, the Roussopoulos perturbation estimate has long been used. The Rahnema and Roussopoulos estimates differ in one term. Our paper shows that the Rahnema and Roussopoulos estimates can be derived consistently, using different responses, from a single variational functional (due to Gheorghiu and Rahnema), resolving any apparent contradiction. In analyticmore » test problems, Rahnema’s estimate and the Roussopoulos estimate produce exact first derivatives of the response of interest when appropriately applied. We also present a realistic, nonanalytic test problem.« less

Non-local sub-characteristic zones of influence in unsteady interactive boundary-layers

NASA Technical Reports Server (NTRS)

Rothmayer, A. P.

1992-01-01

The properties of incompressible, unsteady, interactive, boundary layers are examined for a model hypersonic boundary layer and internal flow past humps or, equivalently, external flow past short-scaled humps. Using a linear high frequency analysis, it is shown that the domains of dependence within the viscous sublayer may be a strong function of position within the sublayer and may be strongly influenced by the pressure displacement interaction, or the prescribed displacement condition. Detailed calculations are presented for the hypersonic boundary layer. This effect is found to carry over directly to the fully viscous problem as well as the nonlinear problem. In the fully viscous problem, the non-local character of the domains of dependence manifests itself in the sub-characteristics. Potential implications of the domain of dependence structure on finite difference computations of unsteady boundary layers are briefly discussed.

Solving free-plasma-boundary problems with the SIESTA MHD code

NASA Astrophysics Data System (ADS)

Sanchez, R.; Peraza-Rodriguez, H.; Reynolds-Barredo, J. M.; Tribaldos, V.; Geiger, J.; Hirshman, S. P.; Cianciosa, M.

2017-10-01

SIESTA is a recently developed MHD equilibrium code designed to perform fast and accurate calculations of ideal MHD equilibria for 3D magnetic configurations. It is an iterative code that uses the solution obtained by the VMEC code to provide a background coordinate system and an initial guess of the solution. The final solution that SIESTA finds can exhibit magnetic islands and stochastic regions. In its original implementation, SIESTA addressed only fixed-boundary problems. This fixed boundary condition somewhat restricts its possible applications. In this contribution we describe a recent extension of SIESTA that enables it to address free-plasma-boundary situations, opening up the possibility of investigating problems with SIESTA in which the plasma boundary is perturbed either externally or internally. As an illustration, the extended version of SIESTA is applied to a configuration of the W7-X stellarator.

Applying the method of fundamental solutions to harmonic problems with singular boundary conditions

NASA Astrophysics Data System (ADS)

Valtchev, Svilen S.; Alves, Carlos J. S.

2017-07-01

The method of fundamental solutions (MFS) is known to produce highly accurate numerical results for elliptic boundary value problems (BVP) with smooth boundary conditions, posed in analytic domains. However, due to the analyticity of the shape functions in its approximation basis, the MFS is usually disregarded when the boundary functions possess singularities. In this work we present a modification of the classical MFS which can be applied for the numerical solution of the Laplace BVP with Dirichlet boundary conditions exhibiting jump discontinuities. In particular, a set of harmonic functions with discontinuous boundary traces is added to the MFS basis. The accuracy of the proposed method is compared with the results form the classical MFS.

Application of the perturbation iteration method to boundary layer type problems.

PubMed

Pakdemirli, Mehmet

2016-01-01

The recently developed perturbation iteration method is applied to boundary layer type singular problems for the first time. As a preliminary work on the topic, the simplest algorithm of PIA(1,1) is employed in the calculations. Linear and nonlinear problems are solved to outline the basic ideas of the new solution technique. The inner and outer solutions are determined with the iteration algorithm and matched to construct a composite expansion valid within all parts of the domain. The solutions are contrasted with the available exact or numerical solutions. It is shown that the perturbation-iteration algorithm can be effectively used for solving boundary layer type problems.

Re-Innovating Recycling for Turbulent Boundary Layer Simulations

NASA Astrophysics Data System (ADS)

Ruan, Joseph; Blanquart, Guillaume

2017-11-01

Historically, turbulent boundary layers along a flat plate have been expensive to simulate numerically, in part due to the difficulty of initializing the inflow with ``realistic'' turbulence, but also due to boundary layer growth. The former has been resolved in several ways, primarily dedicating a region of at least 10 boundary layer thicknesses in width to rescale and recycle flow or by extending the region far enough downstream to allow a laminar flow to develop into turbulence. Both of these methods are relatively costly. We propose a new method to remove the need for an inflow region, thus reducing computational costs significantly. Leveraging the scale similarity of the mean flow profiles, we introduce a coordinate transformation so that the boundary layer problem can be solved as a parallel flow problem with additional source terms. The solutions in the new coordinate system are statistically homogeneous in the downstream direction and so the problem can be solved with periodic boundary conditions. The present study shows the stability of this method, its implementation and its validation for a few laminar and turbulent boundary layer cases.

Boundary elements; Proceedings of the Fifth International Conference, Hiroshima, Japan, November 8-11, 1983

NASA Astrophysics Data System (ADS)

Brebbia, C. A.; Futagami, T.; Tanaka, M.

The boundary-element method (BEM) in computational fluid and solid mechanics is examined in reviews and reports of theoretical studies and practical applications. Topics presented include the fundamental mathematical principles of BEMs, potential problems, EM-field problems, heat transfer, potential-wave problems, fluid flow, elasticity problems, fracture mechanics, plates and shells, inelastic problems, geomechanics, dynamics, industrial applications of BEMs, optimization methods based on the BEM, numerical techniques, and coupling.

On solving wave equations on fixed bounded intervals involving Robin boundary conditions with time-dependent coefficients

NASA Astrophysics Data System (ADS)

van Horssen, Wim T.; Wang, Yandong; Cao, Guohua

2018-06-01

In this paper, it is shown how characteristic coordinates, or equivalently how the well-known formula of d'Alembert, can be used to solve initial-boundary value problems for wave equations on fixed, bounded intervals involving Robin type of boundary conditions with time-dependent coefficients. A Robin boundary condition is a condition that specifies a linear combination of the dependent variable and its first order space-derivative on a boundary of the interval. Analytical methods, such as the method of separation of variables (SOV) or the Laplace transform method, are not applicable to those types of problems. The obtained analytical results by applying the proposed method, are in complete agreement with those obtained by using the numerical, finite difference method. For problems with time-independent coefficients in the Robin boundary condition(s), the results of the proposed method also completely agree with those as for instance obtained by the method of separation of variables, or by the finite difference method.

Transient anomalous diffusion in periodic systems: ergodicity, symmetry breaking and velocity relaxation

PubMed Central

Spiechowicz, Jakub; Łuczka, Jerzy; Hänggi, Peter

2016-01-01

We study far from equilibrium transport of a periodically driven inertial Brownian particle moving in a periodic potential. As detected for a SQUID ratchet dynamics, the mean square deviation of the particle position from its average may involve three distinct intermediate, although extended diffusive regimes: initially as superdiffusion, followed by subdiffusion and finally, normal diffusion in the asymptotic long time limit. Even though these anomalies are transient effects, their lifetime can be many, many orders of magnitude longer than the characteristic time scale of the setup and turns out to be extraordinarily sensitive to the system parameters like temperature or the potential asymmetry. In the paper we reveal mechanisms of diffusion anomalies related to ergodicity of the system, symmetry breaking of the periodic potential and ultraslow relaxation of the particle velocity towards its steady state. Similar sequences of the diffusive behaviours could be detected in various systems including, among others, colloidal particles in random potentials, glass forming liquids and granular gases. PMID:27492219

Fractional Stochastic Differential Equations Satisfying Fluctuation-Dissipation Theorem

NASA Astrophysics Data System (ADS)

Li, Lei; Liu, Jian-Guo; Lu, Jianfeng

2017-10-01

We propose in this work a fractional stochastic differential equation (FSDE) model consistent with the over-damped limit of the generalized Langevin equation model. As a result of the `fluctuation-dissipation theorem', the differential equations driven by fractional Brownian noise to model memory effects should be paired with Caputo derivatives, and this FSDE model should be understood in an integral form. We establish the existence of strong solutions for such equations and discuss the ergodicity and convergence to Gibbs measure. In the linear forcing regime, we show rigorously the algebraic convergence to Gibbs measure when the `fluctuation-dissipation theorem' is satisfied, and this verifies that satisfying `fluctuation-dissipation theorem' indeed leads to the correct physical behavior. We further discuss possible approaches to analyze the ergodicity and convergence to Gibbs measure in the nonlinear forcing regime, while leave the rigorous analysis for future works. The FSDE model proposed is suitable for systems in contact with heat bath with power-law kernel and subdiffusion behaviors.

Non-thermalization in trapped atomic ion spin chains

NASA Astrophysics Data System (ADS)

Hess, P. W.; Becker, P.; Kaplan, H. B.; Kyprianidis, A.; Lee, A. C.; Neyenhuis, B.; Pagano, G.; Richerme, P.; Senko, C.; Smith, J.; Tan, W. L.; Zhang, J.; Monroe, C.

2017-10-01

Linear arrays of trapped and laser-cooled atomic ions are a versatile platform for studying strongly interacting many-body quantum systems. Effective spins are encoded in long-lived electronic levels of each ion and made to interact through laser-mediated optical dipole forces. The advantages of experiments with cold trapped ions, including high spatio-temporal resolution, decoupling from the external environment and control over the system Hamiltonian, are used to measure quantum effects not always accessible in natural condensed matter samples. In this review, we highlight recent work using trapped ions to explore a variety of non-ergodic phenomena in long-range interacting spin models, effects that are heralded by the memory of out-of-equilibrium initial conditions. We observe long-lived memory in static magnetizations for quenched many-body localization and prethermalization, while memory is preserved in the periodic oscillations of a driven discrete time crystal state. This article is part of the themed issue 'Breakdown of ergodicity in quantum systems: from solids to synthetic matter'.

Non-thermalization in trapped atomic ion spin chains.

PubMed

Hess, P W; Becker, P; Kaplan, H B; Kyprianidis, A; Lee, A C; Neyenhuis, B; Pagano, G; Richerme, P; Senko, C; Smith, J; Tan, W L; Zhang, J; Monroe, C

2017-12-13

Linear arrays of trapped and laser-cooled atomic ions are a versatile platform for studying strongly interacting many-body quantum systems. Effective spins are encoded in long-lived electronic levels of each ion and made to interact through laser-mediated optical dipole forces. The advantages of experiments with cold trapped ions, including high spatio-temporal resolution, decoupling from the external environment and control over the system Hamiltonian, are used to measure quantum effects not always accessible in natural condensed matter samples. In this review, we highlight recent work using trapped ions to explore a variety of non-ergodic phenomena in long-range interacting spin models, effects that are heralded by the memory of out-of-equilibrium initial conditions. We observe long-lived memory in static magnetizations for quenched many-body localization and prethermalization, while memory is preserved in the periodic oscillations of a driven discrete time crystal state.This article is part of the themed issue 'Breakdown of ergodicity in quantum systems: from solids to synthetic matter'. © 2017 The Author(s).

Nonadditive entropy Sq and nonextensive statistical mechanics: Applications in geophysics and elsewhere

NASA Astrophysics Data System (ADS)

Tsallis, Constantino

2012-06-01

The celebrated Boltzmann-Gibbs (BG) entropy, S BG = -kΣi p i ln p i, and associated statistical mechanics are essentially based on hypotheses such as ergodicity, i.e., when ensemble averages coincide with time averages. This dynamical simplification occurs in classical systems (and quantum counterparts) whose microscopic evolution is governed by a positive largest Lyapunov exponent (LLE). Under such circumstances, relevant microscopic variables behave, from the probabilistic viewpoint, as (nearly) independent. Many phenomena exist, however, in natural, artificial and social systems (geophysics, astrophysics, biophysics, economics, and others) that violate ergodicity. To cover a (possibly) wide class of such systems, a generalization (nonextensive statistical mechanics) of the BG theory was proposed in 1988. This theory is based on nonadditive entropies such as S_q = kfrac{{1 - sumnolimits_i {p_i^q } }} {{q - 1}}left( {S_1 = S_{BG} } right). Here we comment some central aspects of this theory, and briefly review typical predictions, verifications and applications in geophysics and elsewhere, as illustrated through theoretical, experimental, observational, and computational results.

A model relating radiated power and impurity concentrations during Ne, N and Ar injection in Tore Supra

NASA Astrophysics Data System (ADS)

Hogan, J.; Demichelis, C.; Monier-Garbet, P.; Guirlet, R.; Hess, W.; Schunke, B.

2000-10-01

A model combining the MIST (core symmetric) and BBQ (SOL asymmetric) codes is used to study the relation between impurity density and radiated power for representative cases from Tore Supra experiments on strong radiation regimes using the ergodic divertor. Transport predictions of external radiation are compared with observation to estimate the absolute impurity density. BBQ provides the incoming distribution of recycling impurity charge states for the radial transport calculation. The shots studied use the ergodic divertor and high ICRH power. Power is first applied and then the extrinsic impurity (Ne, N or Ar) is injected. Separate time dependent intrinsic (C and O) impurity transport calculations match radiation levels before and during the high power and impurity injection phases. Empirical diffusivities are sought to reproduce the UV (CV R, I lines), CVI Lya, OVIII Lya, Zeff, and horizontal bolometer data. The model has been used to calculate the relative radiative efficiency (radiated power / extrinsically contributed electron) for the sample database.

Fractional Brownian motion and motion governed by the fractional Langevin equation in confined geometries.

PubMed

Jeon, Jae-Hyung; Metzler, Ralf

2010-02-01

Motivated by subdiffusive motion of biomolecules observed in living cells, we study the stochastic properties of a non-Brownian particle whose motion is governed by either fractional Brownian motion or the fractional Langevin equation and restricted to a finite domain. We investigate by analytic calculations and simulations how time-averaged observables (e.g., the time-averaged mean-squared displacement and displacement correlation) are affected by spatial confinement and dimensionality. In particular, we study the degree of weak ergodicity breaking and scatter between different single trajectories for this confined motion in the subdiffusive domain. The general trend is that deviations from ergodicity are decreased with decreasing size of the movement volume and with increasing dimensionality. We define the displacement correlation function and find that this quantity shows distinct features for fractional Brownian motion, fractional Langevin equation, and continuous time subdiffusion, such that it appears an efficient measure to distinguish these different processes based on single-particle trajectory data.

Power-law decay exponents: A dynamical criterion for predicting thermalization

NASA Astrophysics Data System (ADS)

Távora, Marco; Torres-Herrera, E. J.; Santos, Lea F.

2017-01-01

From the analysis of the relaxation process of isolated lattice many-body quantum systems quenched far from equilibrium, we deduce a criterion for predicting when they are certain to thermalize. It is based on the algebraic behavior ∝t-γ of the survival probability at long times. We show that the value of the power-law exponent γ depends on the shape and filling of the weighted energy distribution of the initial state. Two scenarios are explored in detail: γ ≥2 and γ <1 . Exponents γ ≥2 imply that the energy distribution of the initial state is ergodically filled and the eigenstates are uncorrelated, so thermalization is guaranteed to happen. In this case, the power-law behavior is caused by bounds in the energy spectrum. Decays with γ <1 emerge when the energy eigenstates are correlated and signal lack of ergodicity. They are typical of systems undergoing localization due to strong onsite disorder and are found also in clean integrable systems.

Channel characterization and empirical model for ergodic capacity of free-space optical communication link

NASA Astrophysics Data System (ADS)

Alimi, Isiaka; Shahpari, Ali; Ribeiro, Vítor; Sousa, Artur; Monteiro, Paulo; Teixeira, António

2017-05-01

In this paper, we present experimental results on channel characterization of single input single output (SISO) free-space optical (FSO) communication link that is based on channel measurements. The histograms of the FSO channel samples and the log-normal distribution fittings are presented along with the measured scintillation index. Furthermore, we extend our studies to diversity schemes and propose a closed-form expression for determining ergodic channel capacity of multiple input multiple output (MIMO) FSO communication systems over atmospheric turbulence fading channels. The proposed empirical model is based on SISO FSO channel characterization. Also, the scintillation effects on the system performance are analyzed and results for different turbulence conditions are presented. Moreover, we observed that the histograms of the FSO channel samples that we collected from a 1548.51 nm link have good fits with log-normal distributions and the proposed model for MIMO FSO channel capacity is in conformity with the simulation results in terms of normalized mean-square error (NMSE).

Many-body delocalization with random vector potentials

NASA Astrophysics Data System (ADS)

Cheng, Chen; Mondaini, Rubem

In this talk we present the ergodic properties of excited states in a model of interacting fermions in quasi-one dimensional chains subjected to a random vector potential. In the non-interacting limit, we show that arbitrarily small values of this complex off-diagonal disorder triggers localization for the whole spectrum; the divergence of the localization length in the single particle basis is characterized by a critical exponent ν which depends on the energy density being investigated. However, when short-ranged interactions are included, the localization is lost and the system is ergodic regardless of the magnitude of disorder in finite chains. Our numerical results suggest a delocalization scheme for arbitrary small values of interactions. This finding indicates that the standard scenario of the many-body localization cannot be obtained in a model with random gauge fields. This research is financially supported by the National Natural Science Foundation of China (NSFC) (Grant Nos. U1530401 and 11674021). RM also acknowledges support from NSFC (Grant No. 11650110441).

The behavior of plasma with an arbitrary degree of degeneracy of electron gas in the conductive layer

NASA Astrophysics Data System (ADS)

Latyshev, A. V.; Gordeeva, N. M.

2017-09-01

We obtain an analytic solution of the boundary problem for the behavior (fluctuations) of an electron plasma with an arbitrary degree of degeneracy of the electron gas in the conductive layer in an external electric field. We use the kinetic Vlasov-Boltzmann equation with the Bhatnagar-Gross-Krook collision integral and the Maxwell equation for the electric field. We use the mirror boundary conditions for the reflections of electrons from the layer boundary. The boundary problem reduces to a one-dimensional problem with a single velocity. For this, we use the method of consecutive approximations, linearization of the equations with respect to the absolute distribution of the Fermi-Dirac electrons, and the conservation law for the number of particles. Separation of variables then helps reduce the problem equations to a characteristic system of equations. In the space of generalized functions, we find the eigensolutions of the initial system, which correspond to the continuous spectrum (Van Kampen mode). Solving the dispersion equation, we then find the eigensolutions corresponding to the adjoint and discrete spectra (Drude and Debye modes). We then construct the general solution of the boundary problem by decomposing it into the eigensolutions. The coefficients of the decomposition are given by the boundary conditions. This allows obtaining the decompositions of the distribution function and the electric field in explicit form.

Weak stability of the plasma-vacuum interface problem

NASA Astrophysics Data System (ADS)

Catania, Davide; D'Abbicco, Marcello; Secchi, Paolo

2016-09-01

We consider the free boundary problem for the two-dimensional plasma-vacuum interface in ideal compressible magnetohydrodynamics (MHD). In the plasma region, the flow is governed by the usual compressible MHD equations, while in the vacuum region we consider the Maxwell system for the electric and the magnetic fields. At the free interface, driven by the plasma velocity, the total pressure is continuous and the magnetic field on both sides is tangent to the boundary. We study the linear stability of rectilinear plasma-vacuum interfaces by computing the Kreiss-Lopatinskiĭ determinant of an associated linearized boundary value problem. Apart from possible resonances, we obtain that the piecewise constant plasma-vacuum interfaces are always weakly linearly stable, independently of the size of tangential velocity, magnetic and electric fields on both sides of the characteristic discontinuity. We also prove that solutions to the linearized problem obey an energy estimate with a loss of regularity with respect to the source terms, both in the interior domain and on the boundary, due to the failure of the uniform Kreiss-Lopatinskiĭ condition, as the Kreiss-Lopatinskiĭ determinant associated with this linearized boundary value problem has roots on the boundary of the frequency space. In the proof of the a priori estimates, a crucial part is played by the construction of symmetrizers for a reduced differential system, which has poles at which the Kreiss-Lopatinskiĭ condition may fail simultaneously.

Initial-boundary value problems associated with the Ablowitz-Ladik system

NASA Astrophysics Data System (ADS)

Xia, Baoqiang; Fokas, A. S.

2018-02-01

We employ the Ablowitz-Ladik system as an illustrative example in order to demonstrate how to analyze initial-boundary value problems for integrable nonlinear differential-difference equations via the unified transform (Fokas method). In particular, we express the solutions of the integrable discrete nonlinear Schrödinger and integrable discrete modified Korteweg-de Vries equations in terms of the solutions of appropriate matrix Riemann-Hilbert problems. We also discuss in detail, for both the above discrete integrable equations, the associated global relations and the process of eliminating of the unknown boundary values.

On Compressible Vortex Sheets

NASA Astrophysics Data System (ADS)

Secchi, Paolo

2005-05-01

We introduce the main known results of the theory of incompressible and compressible vortex sheets. Moreover, we present recent results obtained by the author with J. F. Coulombel about supersonic compressible vortex sheets in two space dimensions. The problem is a nonlinear free boundary hyperbolic problem with two difficulties: the free boundary is characteristic and the Lopatinski condition holds only in a weak sense, yielding losses of derivatives. Under a supersonic condition that precludes violent instabilities, we prove an energy estimate for the boundary value problem obtained by linearization around an unsteady piecewise solution.

Global and blowup solutions of a mixed problem with nonlinear boundary conditions for a one-dimensional semilinear wave equation

NASA Astrophysics Data System (ADS)

Kharibegashvili, S. S.; Jokhadze, O. M.

2014-04-01

A mixed problem for a one-dimensional semilinear wave equation with nonlinear boundary conditions is considered. Conditions of this type occur, for example, in the description of the longitudinal oscillations of a spring fastened elastically at one end, but not in accordance with Hooke's linear law. Uniqueness and existence questions are investigated for global and blowup solutions to this problem, in particular how they depend on the nature of the nonlinearities involved in the equation and the boundary conditions. Bibliography: 14 titles.

Boundary Approximation Methods for Sloving Elliptic Problems on Unbounded Domains

NASA Astrophysics Data System (ADS)

Li, Zi-Cai; Mathon, Rudolf

1990-08-01

Boundary approximation methods with partial solutions are presented for solving a complicated problem on an unbounded domain, with both a crack singularity and a corner singularity. Also an analysis of partial solutions near the singular points is provided. These methods are easy to apply, have good stability properties, and lead to highly accurate solutions. Hence, boundary approximation methods with partial solutions are recommended for the treatment of elliptic problems on unbounded domains provided that piecewise solution expansions, in particular, asymptotic solutions near the singularities and infinity, can be found.

Towards Understanding the Mechanism of Receptivity and Bypass Dynamics in Laminar Boundary Layers

NASA Technical Reports Server (NTRS)

Lasseigne, D. G.; Criminale, W. O.; Joslin, R. D.; Jackson, T. L.

1999-01-01

Three problems concerning laminar-turbulent transition are addressed by solving a series of initial value problems. The first problem is the calculation of resonance within the continuous spectrum of the Blasius boundary layer. The second is calculation of the growth of Tollmien-Schlichting waves that are a direct result of disturbances that only lie outside of the boundary layer. And, the third problem is the calculation of non-parallel effects. Together, these problems represent a unified approach to the study of freestream disturbance effects that could lead to transition. Solutions to the temporal, initial-value problem with an inhomogeneous forcing term imposed upon the flow is sought. By solving a series of problems, it is shown that: A transient disturbance lying completely outside of the boundary layer can lead to the growth of an unstable Tollmien-Schlichting wave. A resonance with the continuous spectrum leads to strong amplification that may provide a mechanism for bypass transition once nonlinear effects are considered. A disturbance with a very weak unstable Tollmien-Schlichting wave can lead to a much stronger Tollmien-Schlichting wave downstream, if the original disturbance has a significant portion of its energy in the continuum modes.

Heading off boundary problems: clinical supervision as risk management.

PubMed

Walker, R; Clark, J J

1999-11-01

The effective management of risk in clinical practice includes steps to limit harm to clients resulting from ethical violations or professional misconduct. Boundary problems constitute some of the most damaging ethical violations. The authors propose an active use of clinical supervision to anticipate and head off possible ethical violations by intervening when signs of boundary problems appear. The authors encourage a facilitative, Socratic method, rather than directive approaches, to help supervisees maximize their learning about ethical complexities. Building on the idea of a slippery slope, in which seemingly insignificant acts can lead to unethical patterns of behavior, the authors discuss ten cues to potential boundary problems, including strong feelings about a client; extended sessions with clients; gift giving between clinician and client; loans, barter, and sale of goods; clinician self-disclosures; and touching and sex. The authors outline supervisory interventions to be made when the cues are detected.

A Conserving Discretization for the Free Boundary in a Two-Dimensional Stefan Problem

NASA Astrophysics Data System (ADS)

Segal, Guus; Vuik, Kees; Vermolen, Fred

1998-03-01

The dissolution of a disk-likeAl2Cuparticle is considered. A characteristic property is that initially the particle has a nonsmooth boundary. The mathematical model of this dissolution process contains a description of the particle interface, of which the position varies in time. Such a model is called a Stefan problem. It is impossible to obtain an analytical solution for a general two-dimensional Stefan problem, so we use the finite element method to solve this problem numerically. First, we apply a classical moving mesh method. Computations show that after some time steps the predicted particle interface becomes very unrealistic. Therefore, we derive a new method for the displacement of the free boundary based on the balance of atoms. This method leads to good results, also, for nonsmooth boundaries. Some numerical experiments are given for the dissolution of anAl2Cuparticle in anAl-Cualloy.

Boundary value problem for the solution of magnetic cutoff rigidities and some special applications

NASA Technical Reports Server (NTRS)

Edmonds, Larry

1987-01-01

Since a planet's magnetic field can sometimes provide a spacecraft with some protection against cosmic ray and solar flare particles, it is important to be able to quantify this protection. This is done by calculating cutoff rigidities. An alternate to the conventional method (particle trajectory tracing) is introduced, which is to treat the problem as a boundary value problem. In this approach trajectory tracing is only needed to supply boundary conditions. In some special cases, trajectory tracing is not needed at all because the problem can be solved analytically. A differential equation governing cutoff rigidities is derived for static magnetic fields. The presense of solid objects, which can block a trajectory and other force fields are not included. A few qualititative comments, on existence and uniqueness of solutions, are made which may be useful when deciding how the boundary conditions should be set up. Also included are topics on axially symmetric fields.

Elasto visco-plastic flow with special attention to boundary conditions

NASA Technical Reports Server (NTRS)

Shimazaki, Y.; Thompson, E. G.

1981-01-01

A simple but nontrivial steady-state creeping elasto visco-plastic (Maxwell fluid) radial flow problem is analyzed, with special attention given to the effects of the boundary conditions. Solutions are obtained through integration of a governing equation on stress using the Runge-Kutta method for initial value problems and finite differences for boundary value problems. A more general approach through the finite element method, an approach that solves for the velocity field rather than the stress field and that is applicable to a wide range of problems, is presented and tested using the radial flow example. It is found that steady-state flows of elasto visco-plastic materials are strongly influenced by the state of stress of material as it enters the region of interest. The importance of this boundary or initial condition in analyses involving materials coming into control volumes from unusual stress environments is emphasized.

Techniques for determining physical zones of influence

DOEpatents

Hamann, Hendrik F; Lopez-Marrero, Vanessa

2013-11-26

Techniques for analyzing flow of a quantity in a given domain are provided. In one aspect, a method for modeling regions in a domain affected by a flow of a quantity is provided which includes the following steps. A physical representation of the domain is provided. A grid that contains a plurality of grid-points in the domain is created. Sources are identified in the domain. Given a vector field that defines a direction of flow of the quantity within the domain, a boundary value problem is defined for each of one or more of the sources identified in the domain. Each of the boundary value problems is solved numerically to obtain a solution for the boundary value problems at each of the grid-points. The boundary problem solutions are post-processed to model the regions affected by the flow of the quantity on the physical representation of the domain.

Extension of the SIESTA MHD equilibrium code to free-plasma-boundary problems

DOE PAGES

Peraza-Rodriguez, Hugo; Reynolds-Barredo, J. M.; Sanchez, Raul; ...

2017-08-28

Here, SIESTA is a recently developed MHD equilibrium code designed to perform fast and accurate calculations of ideal MHD equilibria for three-dimensional magnetic configurations. Since SIESTA does not assume closed magnetic surfaces, the solution can exhibit magnetic islands and stochastic regions. In its original implementation SIESTA addressed only fixed-boundary problems. That is, the shape of the plasma edge, assumed to be a magnetic surface, was kept fixed as the solution iteratively converges to equilibrium. This condition somewhat restricts the possible applications of SIESTA. In this paper we discuss an extension that will enable SIESTA to address free-plasma-boundary problems, opening upmore » the possibility of investigating problems in which the plasma boundary is perturbed either externally or internally. As an illustration, SIESTA is applied to a configuration of the W7-X stellarator.« less

Extension of the SIESTA MHD equilibrium code to free-plasma-boundary problems

DOE Office of Scientific and Technical Information (OSTI.GOV)

Peraza-Rodriguez, Hugo; Reynolds-Barredo, J. M.; Sanchez, Raul

Here, SIESTA is a recently developed MHD equilibrium code designed to perform fast and accurate calculations of ideal MHD equilibria for three-dimensional magnetic configurations. Since SIESTA does not assume closed magnetic surfaces, the solution can exhibit magnetic islands and stochastic regions. In its original implementation SIESTA addressed only fixed-boundary problems. That is, the shape of the plasma edge, assumed to be a magnetic surface, was kept fixed as the solution iteratively converges to equilibrium. This condition somewhat restricts the possible applications of SIESTA. In this paper we discuss an extension that will enable SIESTA to address free-plasma-boundary problems, opening upmore » the possibility of investigating problems in which the plasma boundary is perturbed either externally or internally. As an illustration, SIESTA is applied to a configuration of the W7-X stellarator.« less

A Chebyshev Collocation Method for Moving Boundaries, Heat Transfer, and Convection During Directional Solidification

NASA Technical Reports Server (NTRS)

Zhang, Yiqiang; Alexander, J. I. D.; Ouazzani, J.

1994-01-01

Free and moving boundary problems require the simultaneous solution of unknown field variables and the boundaries of the domains on which these variables are defined. There are many technologically important processes that lead to moving boundary problems associated with fluid surfaces and solid-fluid boundaries. These include crystal growth, metal alloy and glass solidification, melting and name propagation. The directional solidification of semi-conductor crystals by the Bridgman-Stockbarger method is a typical example of such a complex process. A numerical model of this growth method must solve the appropriate heat, mass and momentum transfer equations and determine the location of the melt-solid interface. In this work, a Chebyshev pseudospectra collocation method is adapted to the problem of directional solidification. Implementation involves a solution algorithm that combines domain decomposition, finite-difference preconditioned conjugate minimum residual method and a Picard type iterative scheme.

Bifurcation approach to a logistic elliptic equation with a homogeneous incoming flux boundary condition

NASA Astrophysics Data System (ADS)

Umezu, Kenichiro

In this paper, we consider a semilinear elliptic boundary value problem in a smooth bounded domain, having the so-called logistic nonlinearity that originates from population dynamics, with a nonlinear boundary condition. Although the logistic nonlinearity has an absorption effect in the problem, the nonlinear boundary condition is induced by the homogeneous incoming flux on the boundary. The objective of our study is to analyze the existence of a bifurcation component of positive solutions from trivial solutions and its asymptotic behavior and stability. We perform this analysis using the method developed by Lyapunov and Schmidt, based on a scaling argument.

Some boundary-value problems for anisotropic quarter plane

NASA Astrophysics Data System (ADS)

Arkhypenko, K. M.; Kryvyi, O. F.

2018-04-01

To solve the mixed boundary-value problems of the anisotropic elasticity for the anisotropic quarter plane, a method based on the use of the space of generalized functions {\\Im }{\\prime }({\\text{R}}+2) with slow growth properties was developed. The two-dimensional integral Fourier transform was used to construct the system of fundamental solutions for the anisotropic quarter plane in this space and a system of eight boundary integral relations was obtained, which allows one to reduce the mixed boundary-value problems for the anisotropic quarter plane directly to systems of singular integral equations with fixed singularities. The exact solutions of these systems were found by using the integral Mellin transform. The asymptotic behavior of solutions was investigated at the vertex of the quarter plane.

Multispectral processing based on groups of resolution elements

NASA Technical Reports Server (NTRS)

Richardson, W.; Gleason, J. M.

1975-01-01

Several nine-point rules are defined and compared with previously studied rules. One of the rules performed well in boundary areas, but with reduced efficiency in field interiors; another combined best performance on field interiors with good sensitivity to boundary detail. The basic threshold gradient and some modifications were investigated as a means of boundary point detection. The hypothesis testing methods of closed-boundary formation were also tested and evaluated. An analysis of the boundary detection problem was initiated, employing statistical signal detection and parameter estimation techniques to analyze various formulations of the problem. These formulations permit the atmospheric and sensor system effects on the data to be thoroughly analyzed. Various boundary features and necessary assumptions can also be investigated in this manner.

DOE Office of Scientific and Technical Information (OSTI.GOV)

Jo, J.C.; Shin, W.K.; Choi, C.Y.

Transient heat transfer problems with phase changes (Stefan problems) occur in many engineering situations, including potential core melting and solidification during pressurized-water-reactor severe accidents, ablation of thermal shields, melting and solidification of alloys, and many others. This article addresses the numerical analysis of nonlinear transient heat transfer with melting or solidification. An effective and simple procedure is presented for the simulation of the motion of the boundary and the transient temperature field during the phase change process. To accomplish this purpose, an iterative implicit solution algorithm has been developed by employing the dual-reciprocity boundary-element method. The dual-reciprocity boundary-element approach providedmore » in this article is much simpler than the usual boundary-element method in applying a reciprocity principle and an available technique for dealing with the domain integral of the boundary element formulation simultaneously. In this article, attention is focused on two-dimensional melting (ablation)/solidification problems for simplicity. The accuracy and effectiveness of the present analysis method have been illustrated through comparisons of the calculation results of some examples of one-phase ablation/solidification problems with their known semianalytical or numerical solutions where available.« less

Recursive recovery of Markov transition probabilities from boundary value data

DOE Office of Scientific and Technical Information (OSTI.GOV)

Patch, Sarah Kathyrn

1994-04-01

In an effort to mathematically describe the anisotropic diffusion of infrared radiation in biological tissue Gruenbaum posed an anisotropic diffusion boundary value problem in 1989. In order to accommodate anisotropy, he discretized the temporal as well as the spatial domain. The probabilistic interpretation of the diffusion equation is retained; radiation is assumed to travel according to a random walk (of sorts). In this random walk the probabilities with which photons change direction depend upon their previous as well as present location. The forward problem gives boundary value data as a function of the Markov transition probabilities. The inverse problem requiresmore » finding the transition probabilities from boundary value data. Problems in the plane are studied carefully in this thesis. Consistency conditions amongst the data are derived. These conditions have two effects: they prohibit inversion of the forward map but permit smoothing of noisy data. Next, a recursive algorithm which yields a family of solutions to the inverse problem is detailed. This algorithm takes advantage of all independent data and generates a system of highly nonlinear algebraic equations. Pluecker-Grassmann relations are instrumental in simplifying the equations. The algorithm is used to solve the 4 x 4 problem. Finally, the smallest nontrivial problem in three dimensions, the 2 x 2 x 2 problem, is solved.« less

Analytical methods for solving boundary value heat conduction problems with heterogeneous boundary conditions on lines. I - Review

NASA Astrophysics Data System (ADS)

Kartashov, E. M.

1986-10-01

Analytical methods for solving boundary value problems for the heat conduction equation with heterogeneous boundary conditions on lines, on a plane, and in space are briefly reviewed. In particular, the method of dual integral equations and summator series is examined with reference to stationary processes. A table of principal solutions to dual integral equations and pair summator series is proposed which presents the known results in a systematic manner. Newly obtained results are presented in addition to the known ones.

Boundary-element modelling of dynamics in external poroviscoelastic problems

NASA Astrophysics Data System (ADS)

Igumnov, L. A.; Litvinchuk, S. Yu; Ipatov, A. A.; Petrov, A. N.

2018-04-01

A problem of a spherical cavity in porous media is considered. Porous media are assumed to be isotropic poroelastic or isotropic poroviscoelastic. The poroviscoelastic formulation is treated as a combination of Biot’s theory of poroelasticity and elastic-viscoelastic correspondence principle. Such viscoelastic models as Kelvin–Voigt, Standard linear solid, and a model with weakly singular kernel are considered. Boundary field study is employed with the help of the boundary element method. The direct approach is applied. The numerical scheme is based on the collocation method, regularized boundary integral equation, and Radau stepped scheme.

Research related to improved computer aided design software package. [comparative efficiency of finite, boundary, and hybrid element methods in elastostatics

NASA Technical Reports Server (NTRS)

Walston, W. H., Jr.

1986-01-01

The comparative computational efficiencies of the finite element (FEM), boundary element (BEM), and hybrid boundary element-finite element (HVFEM) analysis techniques are evaluated for representative bounded domain interior and unbounded domain exterior problems in elastostatics. Computational efficiency is carefully defined in this study as the computer time required to attain a specified level of solution accuracy. The study found the FEM superior to the BEM for the interior problem, while the reverse was true for the exterior problem. The hybrid analysis technique was found to be comparable or superior to both the FEM and BEM for both the interior and exterior problems.

Use of Green's functions in the numerical solution of two-point boundary value problems

NASA Technical Reports Server (NTRS)

Gallaher, L. J.; Perlin, I. E.

1974-01-01

This study investigates the use of Green's functions in the numerical solution of the two-point boundary value problem. The first part deals with the role of the Green's function in solving both linear and nonlinear second order ordinary differential equations with boundary conditions and systems of such equations. The second part describes procedures for numerical construction of Green's functions and considers briefly the conditions for their existence. Finally, there is a description of some numerical experiments using nonlinear problems for which the known existence, uniqueness or convergence theorems do not apply. Examples here include some problems in finding rendezvous orbits of the restricted three body system.

Mixed boundary-value problem for an orthotropic rectangular strip with variable coefficients of elasticity

NASA Astrophysics Data System (ADS)

Sargsyan, M. Z.; Poghosyan, H. M.

2018-04-01

A dynamical problem for a rectangular strip with variable coefficients of elasticity is solved by an asymptotic method. It is assumed that the strip is orthotropic, the elasticity coefficients are exponential functions of y, and mixed boundary conditions are posed. The solution of the inner problem is obtained using Bessel functions.

A Boundary Value Problem for Introductory Physics?

ERIC Educational Resources Information Center

Grundberg, Johan

2008-01-01

The Laplace equation has applications in several fields of physics, and problems involving this equation serve as paradigms for boundary value problems. In the case of the Laplace equation in a disc there is a well-known explicit formula for the solution: Poisson's integral. We show how one can derive this formula, and in addition two equivalent…

Optimal control of singularly perturbed nonlinear systems with state-variable inequality constraints

NASA Technical Reports Server (NTRS)

Calise, A. J.; Corban, J. E.

1990-01-01

The established necessary conditions for optimality in nonlinear control problems that involve state-variable inequality constraints are applied to a class of singularly perturbed systems. The distinguishing feature of this class of two-time-scale systems is a transformation of the state-variable inequality constraint, present in the full order problem, to a constraint involving states and controls in the reduced problem. It is shown that, when a state constraint is active in the reduced problem, the boundary layer problem can be of finite time in the stretched time variable. Thus, the usual requirement for asymptotic stability of the boundary layer system is not applicable, and cannot be used to construct approximate boundary layer solutions. Several alternative solution methods are explored and illustrated with simple examples.

Markov Chain Monte Carlo Inference of Parametric Dictionaries for Sparse Bayesian Approximations

PubMed Central

Chaspari, Theodora; Tsiartas, Andreas; Tsilifis, Panagiotis; Narayanan, Shrikanth

2016-01-01

Parametric dictionaries can increase the ability of sparse representations to meaningfully capture and interpret the underlying signal information, such as encountered in biomedical problems. Given a mapping function from the atom parameter space to the actual atoms, we propose a sparse Bayesian framework for learning the atom parameters, because of its ability to provide full posterior estimates, take uncertainty into account and generalize on unseen data. Inference is performed with Markov Chain Monte Carlo, that uses block sampling to generate the variables of the Bayesian problem. Since the parameterization of dictionary atoms results in posteriors that cannot be analytically computed, we use a Metropolis-Hastings-within-Gibbs framework, according to which variables with closed-form posteriors are generated with the Gibbs sampler, while the remaining ones with the Metropolis Hastings from appropriate candidate-generating densities. We further show that the corresponding Markov Chain is uniformly ergodic ensuring its convergence to a stationary distribution independently of the initial state. Results on synthetic data and real biomedical signals indicate that our approach offers advantages in terms of signal reconstruction compared to previously proposed Steepest Descent and Equiangular Tight Frame methods. This paper demonstrates the ability of Bayesian learning to generate parametric dictionaries that can reliably represent the exemplar data and provides the foundation towards inferring the entire variable set of the sparse approximation problem for signal denoising, adaptation and other applications. PMID:28649173

The penalty immersed boundary method and its application to aerodynamics

NASA Astrophysics Data System (ADS)

Kim, Yongsam

The Immersed Boundary (IB) method has been widely applied to problems involving a moving elastic boundary that is immersed in fluid and interacting with it. But most applications of the IB method have involved a massless elastic boundary. Extending the method to cover the case of a massive boundary has required spreading the boundary mass out onto the fluid grid and then solving the Navier-Stokes equations with a variable mass density. The variable mass density makes Fourier transform methods inapplicable, and requires a multigrid solver. Here we propose a new and simple way to give mass to the elastic boundary. The key idea of the method is to introduce two representations of each boundary: one is a massive boundary which does not interact with the fluid, and the other is messless and plays the same role as the boundary of the IB method with the massless assumption. Although they are almost the same, we allow these two representations of the boundary to be different as long as the gap between them is small. This can be ensured by connecting them with a stiff spring with a zero rest length which generates force acting on both boundaries and pulling them together. We call this the 'Penalty IB method'. It does not spread mass to the fluid grid, retains the use of Fourier transform methodology, and is easy to implement in the context of an existing IB method code for the massless case. This thesis introduces the Penalty IB method and applies it to several problems in which the mass of the boundary is important. These problems are filaments in a flowing soap film, flows past a cylinder, windsocks, flags, and parachutes.

Transport Phenomena of Water in Molecular Fluidic Channels

PubMed Central

Vo, Truong Quoc; Kim, BoHung

2016-01-01

In molecular-level fluidic transport, where the discrete characteristics of a molecular system are not negligible (in contrast to a continuum description), the response of the molecular water system might still be similar to the continuum description if the time and ensemble averages satisfy the ergodic hypothesis and the scale of the average is enough to recover the classical thermodynamic properties. However, even in such cases, the continuum description breaks down on the material interfaces. In short, molecular-level liquid flows exhibit substantially different physics from classical fluid transport theories because of (i) the interface/surface force field, (ii) thermal/velocity slip, (iii) the discreteness of fluid molecules at the interface and (iv) local viscosity. Therefore, in this study, we present the result of our investigations using molecular dynamics (MD) simulations with continuum-based energy equations and check the validity and limitations of the continuum hypothesis. Our study shows that when the continuum description is subjected to the proper treatment of the interface effects via modified boundary conditions, the so-called continuum-based modified-analytical solutions, they can adequately predict nanoscale fluid transport phenomena. The findings in this work have broad effects in overcoming current limitations in modeling/predicting the fluid behaviors of molecular fluidic devices. PMID:27650138

Soliton Turbulence in Shallow Water Ocean Surface Waves

NASA Astrophysics Data System (ADS)

Costa, Andrea; Osborne, Alfred R.; Resio, Donald T.; Alessio, Silvia; Chrivı, Elisabetta; Saggese, Enrica; Bellomo, Katinka; Long, Chuck E.

2014-09-01

We analyze shallow water wind waves in Currituck Sound, North Carolina and experimentally confirm, for the first time, the presence of soliton turbulence in ocean waves. Soliton turbulence is an exotic form of nonlinear wave motion where low frequency energy may also be viewed as a dense soliton gas, described theoretically by the soliton limit of the Korteweg-deVries equation, a completely integrable soliton system: Hence the phrase "soliton turbulence" is synonymous with "integrable soliton turbulence." For periodic-quasiperiodic boundary conditions the ergodic solutions of Korteweg-deVries are exactly solvable by finite gap theory (FGT), the basis of our data analysis. We find that large amplitude measured wave trains near the energetic peak of a storm have low frequency power spectra that behave as ˜ω-1. We use the linear Fourier transform to estimate this power law from the power spectrum and to filter densely packed soliton wave trains from the data. We apply FGT to determine the soliton spectrum and find that the low frequency ˜ω-1 region is soliton dominated. The solitons have random FGT phases, a soliton random phase approximation, which supports our interpretation of the data as soliton turbulence. From the probability density of the solitons we are able to demonstrate that the solitons are dense in time and highly non-Gaussian.

Second-Order Two-Sided Estimates in Nonlinear Elliptic Problems

NASA Astrophysics Data System (ADS)

Cianchi, Andrea; Maz'ya, Vladimir G.

2018-05-01

Best possible second-order regularity is established for solutions to p-Laplacian type equations with {p \\in (1, ∞)} and a square-integrable right-hand side. Our results provide a nonlinear counterpart of the classical L 2-coercivity theory for linear problems, which is missing in the existing literature. Both local and global estimates are obtained. The latter apply to solutions to either Dirichlet or Neumann boundary value problems. Minimal regularity on the boundary of the domain is required, although our conclusions are new even for smooth domains. If the domain is convex, no regularity of its boundary is needed at all.

Program for the solution of multipoint boundary value problems of quasilinear differential equations

NASA Technical Reports Server (NTRS)

1973-01-01

Linear equations are solved by a method of superposition of solutions of a sequence of initial value problems. For nonlinear equations and/or boundary conditions, the solution is iterative and in each iteration a problem like the linear case is solved. A simple Taylor series expansion is used for the linearization of both nonlinear equations and nonlinear boundary conditions. The perturbation method of solution is used in preference to quasilinearization because of programming ease, and smaller storage requirements; and experiments indicate that the desired convergence properties exist although no proof or convergence is given.

Meshless method for solving fixed boundary problem of plasma equilibrium

NASA Astrophysics Data System (ADS)

Imazawa, Ryota; Kawano, Yasunori; Itami, Kiyoshi

2015-07-01

This study solves the Grad-Shafranov equation with a fixed plasma boundary by utilizing a meshless method for the first time. Previous studies have utilized a finite element method (FEM) to solve an equilibrium inside the fixed separatrix. In order to avoid difficulties of FEM (such as mesh problem, difficulty of coding, expensive calculation cost), this study focuses on the meshless methods, especially RBF-MFS and KANSA's method to solve the fixed boundary problem. The results showed that CPU time of the meshless methods was ten to one hundred times shorter than that of FEM to obtain the same accuracy.

The first boundary-value problem for a fractional diffusion-wave equation in a non-cylindrical domain

NASA Astrophysics Data System (ADS)

Pskhu, A. V.

2017-12-01

We solve the first boundary-value problem in a non-cylindrical domain for a diffusion-wave equation with the Dzhrbashyan- Nersesyan operator of fractional differentiation with respect to the time variable. We prove an existence and uniqueness theorem for this problem, and construct a representation of the solution. We show that a sufficient condition for unique solubility is the condition of Hölder smoothness for the lateral boundary of the domain. The corresponding results for equations with Riemann- Liouville and Caputo derivatives are particular cases of results obtained here.

When Time Makes a Difference: Addressing Ergodicity and Complexity in Education

ERIC Educational Resources Information Center

Koopmans, Matthijs

2015-01-01

The detection of complexity in behavioral outcomes often requires an estimation of their variability over a prolonged time spectrum to assess processes of stability and transformation. Conventional scholarship typically relies on time-independent measures, "snapshots", to analyze those outcomes, assuming that group means and their…

Coherence Properties of Strongly Interacting Atomic Vapors in Waveguides

DTIC Science & Technology

2011-12-31

lattice in the mean-field regime [22]. There the goal was to repeat, for our system, the Chirikiov-lzrailev program for Fermi- Pasta -Ulam chain and...define a typical deviation from ergodicity), we introduce a geometric structure— based on the Frobenius or Hilbert-Schmidt inner product—to the space of

Asymptotic solution of the problem for a thin axisymmetric cavern

NASA Technical Reports Server (NTRS)

Serebriakov, V. V.

1973-01-01

The boundary value problem which describes the axisymmetric separation of the flow around a body by a stationary infinite stream is considered. It is understood that the cavitation number varies over the length of the cavern. Using the asymptotic expansions for the potential of a thin body, the orders of magnitude of terms in the equations of the problem are estimated. Neglecting small quantities, a simplified boundary value problem is obtained.

The boundary element method applied to 3D magneto-electro-elastic dynamic problems

NASA Astrophysics Data System (ADS)

Igumnov, L. A.; Markov, I. P.; Kuznetsov, Iu A.

2017-11-01

Due to the coupling properties, the magneto-electro-elastic materials possess a wide number of applications. They exhibit general anisotropic behaviour. Three-dimensional transient analyses of magneto-electro-elastic solids can hardly be found in the literature. 3D direct boundary element formulation based on the weakly-singular boundary integral equations in Laplace domain is presented in this work for solving dynamic linear magneto-electro-elastic problems. Integral expressions of the three-dimensional fundamental solutions are employed. Spatial discretization is based on a collocation method with mixed boundary elements. Convolution quadrature method is used as a numerical inverse Laplace transform scheme to obtain time domain solutions. Numerical examples are provided to illustrate the capability of the proposed approach to treat highly dynamic problems.

On the accurate long-time solution of the wave equation in exterior domains: Asymptotic expansions and corrected boundary conditions

NASA Technical Reports Server (NTRS)

Hagstrom, Thomas; Hariharan, S. I.; Maccamy, R. C.

1993-01-01

We consider the solution of scattering problems for the wave equation using approximate boundary conditions at artificial boundaries. These conditions are explicitly viewed as approximations to an exact boundary condition satisfied by the solution on the unbounded domain. We study the short and long term behavior of the error. It is provided that, in two space dimensions, no local in time, constant coefficient boundary operator can lead to accurate results uniformly in time for the class of problems we consider. A variable coefficient operator is developed which attains better accuracy (uniformly in time) than is possible with constant coefficient approximations. The theory is illustrated by numerical examples. We also analyze the proposed boundary conditions using energy methods, leading to asymptotically correct error bounds.

The theoretical accuracy of Runge-Kutta time discretizations for the initial boundary value problem: A careful study of the boundary error

NASA Technical Reports Server (NTRS)

Carpenter, Mark H.; Gottlieb, David; Abarbanel, Saul; Don, Wai-Sun

1993-01-01

The conventional method of imposing time dependent boundary conditions for Runge-Kutta (RK) time advancement reduces the formal accuracy of the space-time method to first order locally, and second order globally, independently of the spatial operator. This counter intuitive result is analyzed in this paper. Two methods of eliminating this problem are proposed for the linear constant coefficient case: (1) impose the exact boundary condition only at the end of the complete RK cycle, (2) impose consistent intermediate boundary conditions derived from the physical boundary condition and its derivatives. The first method, while retaining the RK accuracy in all cases, results in a scheme with much reduced CFL condition, rendering the RK scheme less attractive. The second method retains the same allowable time step as the periodic problem. However it is a general remedy only for the linear case. For non-linear hyperbolic equations the second method is effective only for for RK schemes of third order accuracy or less. Numerical studies are presented to verify the efficacy of each approach.

Teaching an Old Dog an Old Trick: FREE-FIX and Free-Boundary Axisymmetric MHD Equilibrium

NASA Astrophysics Data System (ADS)

Guazzotto, Luca

2015-11-01

A common task in plasma physics research is the calculation of an axisymmetric equilibrium for tokamak modeling. The main unknown of the problem is the magnetic poloidal flux ψ. The easiest approach is to assign the shape of the plasma and only solve the equilibrium problem in the plasma / closed-field-lines region (the ``fixed-boundary approach''). Often, one may also need the vacuum fields, i.e. the equilibrium in the open-field-lines region, requiring either coil currents or ψ on some closed curve outside the plasma to be assigned (the ``free-boundary approach''). Going from one approach to the other is a textbook problem, involving the calculation of Green's functions and surface integrals in the plasma. However, no tools are readily available to perform this task. Here we present a code (FREE-FIX) to compute a boundary condition for a free-boundary equilibrium given only the corresponding fixed-boundary equilibrium. An improvement to the standard solution method, allowing for much faster calculations, is presented. Applications are discussed. PPPL fund 245139 and DOE grant G00009102.

The numerical-analytical implementation of the cross-sections method to the open waveguide transition of the "horn" type

NASA Astrophysics Data System (ADS)

Divakov, Dmitriy; Malykh, Mikhail; Sevastianov, Leonid; Sevastianov, Anton; Tiutiunnik, Anastasiia

2017-04-01

In the paper we construct a method for approximate solution of the waveguide problem for guided modes of an open irregular waveguide transition. The method is based on straightening of the curved waveguide boundaries by introducing new variables and applying the Kantorovich method to the problem formulated in the new variables to get a system of ordinary second-order differential equations. In the method, the boundary conditions are formulated by analogy with the partial radiation conditions in the similar problem for closed waveguide transitions. The method is implemented in the symbolic-numeric form using the Maple computer algebra system. The coefficient matrices of the system of differential equations and boundary conditions are calculated symbolically, and then the obtained boundary-value problem is solved numerically using the finite difference method. The chosen coordinate functions of Kantorovich expansions provide good conditionality of the coefficient matrices. The numerical experiment simulating the propagation of guided modes in the open waveguide transition confirms the validity of the method proposed to solve the problem.

Initial-Boundary Value Problem for Two-Component Gerdjikov-Ivanov Equation with 3 × 3 Lax Pair on Half-Line

NASA Astrophysics Data System (ADS)

Zhu, Qiao-Zhen; Fan, En-Gui; Xu, Jian

2017-10-01

The Fokas unified method is used to analyze the initial-boundary value problem of two-component Gerdjikov-Ivanonv equation on the half-line. It is shown that the solution of the initial-boundary problem can be expressed in terms of the solution of a 3 × 3 Riemann-Hilbert problem. The Dirichlet to Neumann map is obtained through the global relation. Supported by grants from the National Science Foundation of China under Grant No. 11671095, National Science Foundation of China under Grant No. 11501365, Shanghai Sailing Program supported by Science and Technology Commission of Shanghai Municipality under Grant No 15YF1408100, and the Hujiang Foundation of China (B14005)

Application of the boundary integral method to immiscible displacement problems

DOE Office of Scientific and Technical Information (OSTI.GOV)

Masukawa, J.; Horne, R.N.

1988-08-01

This paper presents an application of the boundary integral method (BIM) to fluid displacement problems to demonstrate its usefulness in reservoir simulation. A method for solving two-dimensional (2D), piston-like displacement for incompressible fluids with good accuracy has been developed. Several typical example problems with repeated five-spot patterns were solved for various mobility ratios. The solutions were compared with the analytical solutions to demonstrate accuracy. Singularity programming was found to be a major advantage in handling flow in the vicinity of wells. The BIM was found to be an excellent way to solve immiscible displacement problems. Unlike analytic methods, it canmore » accommodate complex boundary shapes and does not suffer from numerical dispersion at the front.« less

A locally refined rectangular grid finite element method - Application to computational fluid dynamics and computational physics

NASA Technical Reports Server (NTRS)

Young, David P.; Melvin, Robin G.; Bieterman, Michael B.; Johnson, Forrester T.; Samant, Satish S.

1991-01-01

The present FEM technique addresses both linear and nonlinear boundary value problems encountered in computational physics by handling general three-dimensional regions, boundary conditions, and material properties. The box finite elements used are defined by a Cartesian grid independent of the boundary definition, and local refinements proceed by dividing a given box element into eight subelements. Discretization employs trilinear approximations on the box elements; special element stiffness matrices are included for boxes cut by any boundary surface. Illustrative results are presented for representative aerodynamics problems involving up to 400,000 elements.

An overview of unconstrained free boundary problems

PubMed Central

Figalli, Alessio; Shahgholian, Henrik

2015-01-01

In this paper, we present a survey concerning unconstrained free boundary problems of type where B1 is the unit ball, Ω is an unknown open set, F1 and F2 are elliptic operators (admitting regular solutions), and is a functions space to be specified in each case. Our main objective is to discuss a unifying approach to the optimal regularity of solutions to the above matching problems, and list several open problems in this direction. PMID:26261367

High Order Finite Difference Methods, Multidimensional Linear Problems and Curvilinear Coordinates

NASA Technical Reports Server (NTRS)

Nordstrom, Jan; Carpenter, Mark H.

1999-01-01

Boundary and interface conditions are derived for high order finite difference methods applied to multidimensional linear problems in curvilinear coordinates. The boundary and interface conditions lead to conservative schemes and strict and strong stability provided that certain metric conditions are met.

Solving transient acoustic boundary value problems with equivalent sources using a lumped parameter approach.

PubMed

Fahnline, John B

2016-12-01

An equivalent source method is developed for solving transient acoustic boundary value problems. The method assumes the boundary surface is discretized in terms of triangular or quadrilateral elements and that the solution is represented using the acoustic fields of discrete sources placed at the element centers. Also, the boundary condition is assumed to be specified for the normal component of the surface velocity as a function of time, and the source amplitudes are determined to match the known elemental volume velocity vector at a series of discrete time steps. Equations are given for marching-on-in-time schemes to solve for the source amplitudes at each time step for simple, dipole, and tripole source formulations. Several example problems are solved to illustrate the results and to validate the formulations, including problems with closed boundary surfaces where long-time numerical instabilities typically occur. A simple relationship between the simple and dipole source amplitudes in the tripole source formulation is derived so that the source radiates primarily in the direction of the outward surface normal. The tripole source formulation is shown to eliminate interior acoustic resonances and long-time numerical instabilities.

The Lp Robin problem for Laplace equations in Lipschitz and (semi-)convex domains

NASA Astrophysics Data System (ADS)

Yang, Sibei; Yang, Dachun; Yuan, Wen

2018-01-01

Let n ≥ 3 and Ω be a bounded Lipschitz domain in Rn. Assume that p ∈ (2 , ∞) and the function b ∈L∞ (∂ Ω) is non-negative, where ∂Ω denotes the boundary of Ω. Denote by ν the outward unit normal to ∂Ω. In this article, the authors give two necessary and sufficient conditions for the unique solvability of the Robin problem for the Laplace equation Δu = 0 in Ω with boundary data ∂ u / ∂ ν + bu = f ∈Lp (∂ Ω), respectively, in terms of a weak reverse Hölder inequality with exponent p or the unique solvability of the Robin problem with boundary data in some weighted L2 (∂ Ω) space. As applications, the authors obtain the unique solvability of the Robin problem for the Laplace equation in the bounded (semi-)convex domain Ω with boundary data in (weighted) Lp (∂ Ω) for any given p ∈ (1 , ∞).

Combining pressure and temperature control in dynamics on energy landscapes

NASA Astrophysics Data System (ADS)

Hoffmann, Karl Heinz; Christian Schön, J.

2017-05-01

Complex systems from science, technology or mathematics usually appear to be very different in their specific dynamical evolution. However, the concept of an energy landscape with its basins corresponding to locally ergodic regions separated by energy barriers provides a unifying approach to the description of complex systems dynamics. In such systems one is often confronted with the task to control the dynamics such that a certain basin is reached with the highest possible probability. Typically one aims for the global minimum, e.g. when dealing with global optimization problems, but frequently other local minima such as the metastable compounds in materials science are of primary interest. Here we show how this task can be solved by applying control theory using magnesium fluoride as an example system, where different modifications of MgF2 are considered as targets. In particular, we generalize previous work restricted to temperature controls only and present controls which simultaneously adjust temperature and pressure in an optimal fashion.

Boundary shape identification problems in two-dimensional domains related to thermal testing of materials

NASA Technical Reports Server (NTRS)

Banks, H. T.; Kojima, Fumio

1988-01-01

The identification of the geometrical structure of the system boundary for a two-dimensional diffusion system is reported. The domain identification problem treated here is converted into an optimization problem based on a fit-to-data criterion and theoretical convergence results for approximate identification techniques are discussed. Results of numerical experiments to demonstrate the efficacy of the theoretical ideas are reported.

Numerical Solution of Time-Dependent Problems with a Fractional-Power Elliptic Operator

NASA Astrophysics Data System (ADS)

Vabishchevich, P. N.

2018-03-01

A time-dependent problem in a bounded domain for a fractional diffusion equation is considered. The first-order evolution equation involves a fractional-power second-order elliptic operator with Robin boundary conditions. A finite-element spatial approximation with an additive approximation of the operator of the problem is used. The time approximation is based on a vector scheme. The transition to a new time level is ensured by solving a sequence of standard elliptic boundary value problems. Numerical results obtained for a two-dimensional model problem are presented.

A uniformly valid approximation algorithm for nonlinear ordinary singular perturbation problems with boundary layer solutions.

PubMed

Cengizci, Süleyman; Atay, Mehmet Tarık; Eryılmaz, Aytekin

2016-01-01

This paper is concerned with two-point boundary value problems for singularly perturbed nonlinear ordinary differential equations. The case when the solution only has one boundary layer is examined. An efficient method so called Successive Complementary Expansion Method (SCEM) is used to obtain uniformly valid approximations to this kind of solutions. Four test problems are considered to check the efficiency and accuracy of the proposed method. The numerical results are found in good agreement with exact and existing solutions in literature. The results confirm that SCEM has a superiority over other existing methods in terms of easy-applicability and effectiveness.

Numerical computations on one-dimensional inverse scattering problems

NASA Technical Reports Server (NTRS)

Dunn, M. H.; Hariharan, S. I.

1983-01-01

An approximate method to determine the index of refraction of a dielectric obstacle is presented. For simplicity one dimensional models of electromagnetic scattering are treated. The governing equations yield a second order boundary value problem, in which the index of refraction appears as a functional parameter. The availability of reflection coefficients yield two additional boundary conditions. The index of refraction by a k-th order spline which can be written as a linear combination of B-splines is approximated. For N distinct reflection coefficients, the resulting N boundary value problems yield a system of N nonlinear equations in N unknowns which are the coefficients of the B-splines.

BOUNDARY VALUE PROBLEM INVOLVING THE p-LAPLACIAN ON THE SIERPIŃSKI GASKET

NASA Astrophysics Data System (ADS)

Priyadarshi, Amit; Sahu, Abhilash

In this paper, we study the following boundary value problem involving the weak p-Laplacian. -Δpu=λa(x)|u|q-1u + b(x)|u|l-1uin 𝒮∖𝒮 0; u=0on 𝒮0, where 𝒮 is the Sierpiński gasket in ℝ2, 𝒮0 is its boundary, λ > 0, p > 1, 0 < q < p - 1 < l and a,b : 𝒮→ ℝ are bounded nonnegative functions. We will show the existence of at least two nontrivial weak solutions to the above problem for a certain range of λ using the analysis of fibering maps on suitable subsets.

Computational approach to Thornley's problem by bivariate operational calculus

NASA Astrophysics Data System (ADS)

Bazhlekova, E.; Dimovski, I.

2012-10-01

Thornley's problem is an initial-boundary value problem with a nonlocal boundary condition for linear onedimensional reaction-diffusion equation, used as a mathematical model of spiral phyllotaxis in botany. Applying a bivariate operational calculus we find explicit representation of the solution, containing two convolution products of special solutions and the arbitrary initial and boundary functions. We use a non-classical convolution with respect to the space variable, extending in this way the classical Duhamel principle. The special solutions involved are represented in the form of fast convergent series. Numerical examples are considered to show the application of the present technique and to analyze the character of the solution.

High-Order Accurate Solutions to the Helmholtz Equation in the Presence of Boundary Singularities

NASA Astrophysics Data System (ADS)

Britt, Darrell Steven, Jr.

Problems of time-harmonic wave propagation arise in important fields of study such as geological surveying, radar detection/evasion, and aircraft design. These often involve highfrequency waves, which demand high-order methods to mitigate the dispersion error. We propose a high-order method for computing solutions to the variable-coefficient inhomogeneous Helmholtz equation in two dimensions on domains bounded by piecewise smooth curves of arbitrary shape with a finite number of boundary singularities at known locations. We utilize compact finite difference (FD) schemes on regular structured grids to achieve highorder accuracy due to their efficiency and simplicity, as well as the capability to approximate variable-coefficient differential operators. In this work, a 4th-order compact FD scheme for the variable-coefficient Helmholtz equation on a Cartesian grid in 2D is derived and tested. The well known limitation of finite differences is that they lose accuracy when the boundary curve does not coincide with the discretization grid, which is a severe restriction on the geometry of the computational domain. Therefore, the algorithm presented in this work combines high-order FD schemes with the method of difference potentials (DP), which retains the efficiency of FD while allowing for boundary shapes that are not aligned with the grid without sacrificing the accuracy of the FD scheme. Additionally, the theory of DP allows for the universal treatment of the boundary conditions. One of the significant contributions of this work is the development of an implementation that accommodates general boundary conditions (BCs). In particular, Robin BCs with discontinuous coefficients are studied, for which we introduce a piecewise parameterization of the boundary curve. Problems with discontinuities in the boundary data itself are also studied. We observe that the design convergence rate suffers whenever the solution loses regularity due to the boundary conditions. This is because the FD scheme is only consistent for classical solutions of the PDE. For this reason, we implement the method of singularity subtraction as a means for restoring the design accuracy of the scheme in the presence of singularities at the boundary. While this method is well studied for low order methods and for problems in which singularities arise from the geometry (e.g., corners), we adapt it to our high-order scheme for curved boundaries via a conformal mapping and show that it can also be used to restore accuracy when the singularity arises from the BCs rather than the geometry. Altogether, the proposed methodology for 2D boundary value problems is computationally efficient, easily handles a wide class of boundary conditions and boundary shapes that are not aligned with the discretization grid, and requires little modification for solving new problems.

Nonstationary Deformation of an Elastic Layer with Mixed Boundary Conditions

NASA Astrophysics Data System (ADS)

Kubenko, V. D.

2016-11-01

The analytic solution to the plane problem for an elastic layer under a nonstationary surface load is found for mixed boundary conditions: normal stress and tangential displacement are specified on one side of the layer (fourth boundary-value problem of elasticity) and tangential stress and normal displacement are specified on the other side of the layer (second boundary-value problem of elasticity). The Laplace and Fourier integral transforms are applied. The inverse Laplace and Fourier transforms are found exactly using tabulated formulas and convolution theorems for various nonstationary loads. Explicit analytical expressions for stresses and displacements are derived. Loads applied to a constant surface area and to a surface area varying in a prescribed manner are considered. Computations demonstrate the dependence of the normal stress on time and spatial coordinates. Features of wave processes are analyzed

Evolving a Puncture Black Hole with Fixed Mesh Refinement

NASA Technical Reports Server (NTRS)

Imbiriba, Breno; Baker, John; Choi, Dae-II; Centrella, Joan; Fiske. David R.; Brown, J. David; vanMeter, James R.; Olson, Kevin

2004-01-01

We present a detailed study of the effects of mesh refinement boundaries on the convergence and stability of simulations of black hole spacetimes. We find no technical problems. In our applications of this technique to the evolution of puncture initial data, we demonstrate that it is possible to simulaneously maintain second order convergence near the puncture and extend the outer boundary beyond 100M, thereby approaching the asymptotically flat region in which boundary condition problems are less difficult.

Convenient stability criteria for difference approximations of hyperbolic initial-boundary value problems

NASA Technical Reports Server (NTRS)

Goldberg, M.; Tadmor, E.

1985-01-01

New convenient stability criteria are provided in this paper for a large class of finite difference approximations to initial-boundary value problems associated with the hyperbolic system u sub t = au sub x + Bu + f in the quarter plane x or = 0, t or = 0. Using the new criteria, stability is easily established for numerous combinations of well known basic schemes and boundary conditins, thus generalizing many special cases studied in recent literature.

The application of MINIQUASI to thermal program boundary and initial value problems

NASA Technical Reports Server (NTRS)

1974-01-01

The feasibility of applying the solution techniques of Miniquasi to the set of equations which govern a thermoregulatory model is investigated. For solving nonlinear equations and/or boundary conditions, a Taylor Series expansion is required for linearization of both equations and boundary conditions. The solutions are iterative and in each iteration, a problem like the linear case is solved. It is shown that Miniquasi cannot be applied to the thermoregulatory model as originally planned.

Convenient stability criteria for difference approximations of hyperbolic initial-boundary value problems

NASA Technical Reports Server (NTRS)

Goldberg, M.; Tadmor, E.

1983-01-01

New convenient stability criteria are provided in this paper for a large class of finite difference approximations to initial-boundary value problems associated with the hyperbolic system u sub t = au sub x + Bu + f in the quarter plane x or = 0, t or = 0. Using the new criteria, stability is easily established for numerous combinations of well known basic schemes and boundary conditions, thus generalizing many special cases studied in recent literature.

A collocation-shooting method for solving fractional boundary value problems

NASA Astrophysics Data System (ADS)

Al-Mdallal, Qasem M.; Syam, Muhammed I.; Anwar, M. N.

2010-12-01

In this paper, we discuss the numerical solution of special class of fractional boundary value problems of order 2. The method of solution is based on a conjugating collocation and spline analysis combined with shooting method. A theoretical analysis about the existence and uniqueness of exact solution for the present class is proven. Two examples involving Bagley-Torvik equation subject to boundary conditions are also presented; numerical results illustrate the accuracy of the present scheme.

Boundary-layer stability and airfoil design

NASA Technical Reports Server (NTRS)

Viken, Jeffrey K.

1986-01-01

Several different natural laminar flow (NLF) airfoils have been analyzed for stability of the laminar boundary layer using linear stability codes. The NLF airfoils analyzed come from three different design conditions: incompressible; compressible with no sweep; and compressible with sweep. Some of the design problems are discussed, concentrating on those problems associated with keeping the boundary layer laminar. Also, there is a discussion on how a linear stability analysis was effectively used to improve the design for some of the airfoils.

[Kinetic theory and boundary conditions for highly inelastic spheres]. Quarterly progress report, April 1, 1993--June 30, 1993

DOE Office of Scientific and Technical Information (OSTI.GOV)

Richman, M.

1993-12-31

In this quarter, a kinetic theory was employed to set up the boundary value problem for steady, fully developed, gravity-driven flows of identical, smooth, highly inelastic spheres down bumpy inclines. The solid fraction, mean velocity, and components of the full second moment of fluctuation velocity were treated as mean fields. In addition to the balance equations for mass and momentum, the balance of the full second moment of fluctuation velocity was treated as an equation that must be satisfied by the mean fields. However, in order to simplify the resulting boundary value problem, fluxes of second moments in its isotropicmore » piece only were retained. The constitutive relations for the stresses and collisional source of second moment depend explicitly on the second moment of fluctuation velocity, and the constitutive relation for the energy flux depends on gradients of granular temperature, solid fraction, and components of the second moment. The boundary conditions require that the flows are free of stress and energy flux at their tops, and that momentum and energy are balanced at the bumpy base. The details of the boundary value problem are provided. In the next quarter, a solution procedure will be developed, and it will be employed to obtain sample numerical solutions to the boundary value problem described here.« less

Time-dependent boundary conditions for hyperbolic systems. II

NASA Technical Reports Server (NTRS)

Thompson, Kevin W.

1990-01-01

A general boundary condition formalism is developed for all types of boundary conditions to which hyperbolic systems are subject; the formalism makes possible a 'cookbook' approach to boundary conditions, by means of which novel boundary 'recipes' may be derived and previously devised ones may be consulted as required. Numerous useful conditions are derived for such CFD problems as subsonic and supersonic inflows and outflows, nonreflecting boundaries, force-free boundaries, constant pressure boundaries, and constant mass flux. Attention is given to the computation and integration of time derivatives.

Time-dependent boundary conditions for hyperbolic systems. II

NASA Astrophysics Data System (ADS)

Thompson, Kevin W.

1990-08-01

A general boundary condition formalism is developed for all types of boundary conditions to which hyperbolic systems are subject; the formalism makes possible a 'cookbook' approach to boundary conditions, by means of which novel boundary 'recipes' may be derived and previously devised ones may be consulted as required. Numerous useful conditions are derived for such CFD problems as subsonic and supersonic inflows and outflows, nonreflecting boundaries, force-free boundaries, constant pressure boundaries, and constant mass flux. Attention is given to the computation and integration of time derivatives.

A new approach to implement absorbing boundary condition in biomolecular electrostatics.

PubMed

Goni, Md Osman

2013-01-01

This paper discusses a novel approach to employ the absorbing boundary condition in conjunction with the finite-element method (FEM) in biomolecular electrostatics. The introduction of Bayliss-Turkel absorbing boundary operators in electromagnetic scattering problem has been incorporated by few researchers. However, in the area of biomolecular electrostatics, this boundary condition has not been investigated yet. The objective of this paper is twofold. First, to solve nonlinear Poisson-Boltzmann equation using Newton's method and second, to find an efficient and acceptable solution with minimum number of unknowns. In this work, a Galerkin finite-element formulation is used along with a Bayliss-Turkel absorbing boundary operator that explicitly accounts for the open field problem by mapping the Sommerfeld radiation condition from the far field to near field. While the Bayliss-Turkel condition works well when the artificial boundary is far from the scatterer, an acceptable tolerance of error can be achieved with the second order operator. Numerical results on test case with simple sphere show that the treatment is able to reach the same level of accuracy achieved by the analytical method while using a lower grid density. Bayliss-Turkel absorbing boundary condition (BTABC) combined with the FEM converges to the exact solution of scattering problems to within discretization error.

Integral methods of solving boundary-value problems of nonstationary heat conduction and their comparative analysis

NASA Astrophysics Data System (ADS)

Kot, V. A.

2017-11-01

The modern state of approximate integral methods used in applications, where the processes of heat conduction and heat and mass transfer are of first importance, is considered. Integral methods have found a wide utility in different fields of knowledge: problems of heat conduction with different heat-exchange conditions, simulation of thermal protection, Stefantype problems, microwave heating of a substance, problems on a boundary layer, simulation of a fluid flow in a channel, thermal explosion, laser and plasma treatment of materials, simulation of the formation and melting of ice, inverse heat problems, temperature and thermal definition of nanoparticles and nanoliquids, and others. Moreover, polynomial solutions are of interest because the determination of a temperature (concentration) field is an intermediate stage in the mathematical description of any other process. The following main methods were investigated on the basis of the error norms: the Tsoi and Postol’nik methods, the method of integral relations, the Gudman integral method of heat balance, the improved Volkov integral method, the matched integral method, the modified Hristov method, the Mayer integral method, the Kudinov method of additional boundary conditions, the Fedorov boundary method, the method of weighted temperature function, the integral method of boundary characteristics. It was established that the two last-mentioned methods are characterized by high convergence and frequently give solutions whose accuracy is not worse that the accuracy of numerical solutions.

Analysis of a class of boundary value problems depending on left and right Caputo fractional derivatives

NASA Astrophysics Data System (ADS)

Antunes, Pedro R. S.; Ferreira, Rui A. C.

2017-07-01

In this work we study boundary value problems associated to a nonlinear fractional ordinary differential equation involving left and right Caputo derivatives. We discuss the regularity of the solutions of such problems and, in particular, give precise necessary conditions so that the solutions are C1([0, 1]). Taking into account our analytical results, we address the numerical solution of those problems by the augmented -RBF method. Several examples illustrate the good performance of the numerical method.

A Manifesto on Psychology as Idiographic Science: Bringing the Person Back into Scientific Psychology, This Time Forever

ERIC Educational Resources Information Center

Molenaar, Peter C. M.

2004-01-01

Psychology is focused on variation between cases (interindividual variation). Results thus obtained are considered to be generalizable to the understanding and explanation of variation within single cases (intraindividual variation). It is indicated, however, that the direct consequences of the classical ergodic theorems for psychology and…

A Proposal for Research on Complex Media, Imagining and Uncertainty Quantification

DTIC Science & Technology

2013-11-26

demonstration that the Green’s function for wave propagation in an ergodic cavity can be recovered exactly by cross correlation of signals at two points...the continuation of a project in which we have developed autofocus methods based on a phase space formulation ( Wigner transform) of the array data and

From localization to anomalous diffusion in the dynamics of coupled kicked rotors

NASA Astrophysics Data System (ADS)

Notarnicola, Simone; Iemini, Fernando; Rossini, Davide; Fazio, Rosario; Silva, Alessandro; Russomanno, Angelo

2018-02-01

We study the effect of many-body quantum interference on the dynamics of coupled periodically kicked systems whose classical dynamics is chaotic and shows an unbounded energy increase. We specifically focus on an N -coupled kicked rotors model: We find that the interplay of quantumness and interactions dramatically modifies the system dynamics, inducing a transition between energy saturation and unbounded energy increase. We discuss this phenomenon both numerically and analytically through a mapping onto an N -dimensional Anderson model. The thermodynamic limit N →∞ , in particular, always shows unbounded energy growth. This dynamical delocalization is genuinely quantum and very different from the classical one: Using a mean-field approximation, we see that the system self-organizes so that the energy per site increases in time as a power law with exponent smaller than 1. This wealth of phenomena is a genuine effect of quantum interference: The classical system for N ≥2 always behaves ergodically with an energy per site linearly increasing in time. Our results show that quantum mechanics can deeply alter the regularity or ergodicity properties of a many-body-driven system.

Revealing nonergodic dynamics in living cells from a single particle trajectory

NASA Astrophysics Data System (ADS)

Lanoiselée, Yann; Grebenkov, Denis S.

2016-05-01

We propose the improved ergodicity and mixing estimators to identify nonergodic dynamics from a single particle trajectory. The estimators are based on the time-averaged characteristic function of the increments and can thus capture additional information on the process as compared to the conventional time-averaged mean-square displacement. The estimators are first investigated and validated for several models of anomalous diffusion, such as ergodic fractional Brownian motion and diffusion on percolating clusters, and nonergodic continuous-time random walks and scaled Brownian motion. The estimators are then applied to two sets of earlier published trajectories of mRNA molecules inside live Escherichia coli cells and of Kv2.1 potassium channels in the plasma membrane. These statistical tests did not reveal nonergodic features in the former set, while some trajectories of the latter set could be classified as nonergodic. Time averages along such trajectories are thus not representative and may be strongly misleading. Since the estimators do not rely on ensemble averages, the nonergodic features can be revealed separately for each trajectory, providing a more flexible and reliable analysis of single-particle tracking experiments in microbiology.

Statistical Analysis of the First Passage Path Ensemble of Jump Processes

NASA Astrophysics Data System (ADS)

von Kleist, Max; Schütte, Christof; Zhang, Wei

2018-02-01

The transition mechanism of jump processes between two different subsets in state space reveals important dynamical information of the processes and therefore has attracted considerable attention in the past years. In this paper, we study the first passage path ensemble of both discrete-time and continuous-time jump processes on a finite state space. The main approach is to divide each first passage path into nonreactive and reactive segments and to study them separately. The analysis can be applied to jump processes which are non-ergodic, as well as continuous-time jump processes where the waiting time distributions are non-exponential. In the particular case that the jump processes are both Markovian and ergodic, our analysis elucidates the relations between the study of the first passage paths and the study of the transition paths in transition path theory. We provide algorithms to numerically compute statistics of the first passage path ensemble. The computational complexity of these algorithms scales with the complexity of solving a linear system, for which efficient methods are available. Several examples demonstrate the wide applicability of the derived results across research areas.

A Spectral Approach for Quenched Limit Theorems for Random Expanding Dynamical Systems

NASA Astrophysics Data System (ADS)

Dragičević, D.; Froyland, G.; González-Tokman, C.; Vaienti, S.

2018-06-01

We prove quenched versions of (i) a large deviations principle (LDP), (ii) a central limit theorem (CLT), and (iii) a local central limit theorem for non-autonomous dynamical systems. A key advance is the extension of the spectral method, commonly used in limit laws for deterministic maps, to the general random setting. We achieve this via multiplicative ergodic theory and the development of a general framework to control the regularity of Lyapunov exponents of twisted transfer operator cocycles with respect to a twist parameter. While some versions of the LDP and CLT have previously been proved with other techniques, the local central limit theorem is, to our knowledge, a completely new result, and one that demonstrates the strength of our method. Applications include non-autonomous (piecewise) expanding maps, defined by random compositions of the form {T_{σ^{n-1} ω} circ\\cdotscirc T_{σω}circ T_ω}. An important aspect of our results is that we only assume ergodicity and invertibility of the random driving {σ:Ω\\toΩ} ; in particular no expansivity or mixing properties are required.

Ideas of Flat and Curved Space in History of Physics

NASA Astrophysics Data System (ADS)

Berezin, Alexander A.

2006-04-01

Since ``everything which is not prohibited is compulsory'' (assigned to Gell-Mann) we can postulate infinite flat Cartesian N-dimensional (N: any integer) space-time (ST) as embedding for any curved ST. Ergodicity raises quest of whether total number of inflationary and/or Everett bubbles (mini-verses) is finite, countably infinite (aleph-zero) or uncountably infinite (aleph-one). Are these bubbles form Gaussian distribution or form some non-random subsetting? Perhaps, communication between mini-verses (idea of D.Deutsch) can be facilitated by a kind of minimax non-local dynamics akin to Fermat principle? (Minimax Principle in Bubble Cosmology). Even such classical effects as magnetism and polarization have some non-local features. Can we go below the Planck length to perhaps Compton wavelength of our ``Hubble's bubble'' (h/Mc = 10 to minus 95 m, if M = 10 to 54 kg)? When talking about time loops and ergodicity (eternal return paradigm) is there some hysterisis in the way quantum states are accessed in ``forward'' or ``reverse'' direction? (reverse direction implies backward causality of J.Wheeler and/or Aristotelian final causation).

Linking density functional and mode coupling models for supercooled liquids

DOE Office of Scientific and Technical Information (OSTI.GOV)

Premkumar, Leishangthem; Bidhoodi, Neeta; Das, Shankar P.

2016-03-28

We compare predictions from two familiar models of the metastable supercooled liquid, respectively, constructed with thermodynamic and dynamic approaches. In the so called density functional theory the free energy F[ρ] of the liquid is a functional of the inhomogeneous density ρ(r). The metastable state is identified as a local minimum of F[ρ]. The sharp density profile characterizing ρ(r) is identified as a single particle oscillator, whose frequency is obtained from the parameters of the optimum density function. On the other hand, a dynamic approach to supercooled liquids is taken in the mode coupling theory (MCT) which predict a sharp ergodicity-non-ergodicitymore » transition at a critical density. The single particle dynamics in the non-ergodic state, treated approximately, represents a propagating mode whose characteristic frequency is computed from the corresponding memory function of the MCT. The mass localization parameters in the above two models (treated in their simplest forms) are obtained, respectively, in terms of the corresponding natural frequencies depicted and are shown to have comparable magnitudes.« less

A Spectral Approach for Quenched Limit Theorems for Random Expanding Dynamical Systems

NASA Astrophysics Data System (ADS)

Dragičević, D.; Froyland, G.; González-Tokman, C.; Vaienti, S.

2018-01-01

We prove quenched versions of (i) a large deviations principle (LDP), (ii) a central limit theorem (CLT), and (iii) a local central limit theorem for non-autonomous dynamical systems. A key advance is the extension of the spectral method, commonly used in limit laws for deterministic maps, to the general random setting. We achieve this via multiplicative ergodic theory and the development of a general framework to control the regularity of Lyapunov exponents of twisted transfer operator cocycles with respect to a twist parameter. While some versions of the LDP and CLT have previously been proved with other techniques, the local central limit theorem is, to our knowledge, a completely new result, and one that demonstrates the strength of our method. Applications include non-autonomous (piecewise) expanding maps, defined by random compositions of the form {T_{σ^{n-1} ω} circ\\cdotscirc T_{σω}circ T_ω} . An important aspect of our results is that we only assume ergodicity and invertibility of the random driving {σ:Ω\\toΩ} ; in particular no expansivity or mixing properties are required.

Collision-induced evaporation of water clusters and contribution of momentum transfer

NASA Astrophysics Data System (ADS)

Calvo, Florent; Berthias, Francis; Feketeová, Linda; Abdoul-Carime, Hassan; Farizon, Bernadette; Farizon, Michel

2017-05-01

The evaporation of water molecules from high-velocity argon atoms impinging on protonated water clusters has been computationally investigated using molecular dynamics simulations with the reactive OSS2 potential to model water clusters and the ZBL pair potential to represent their interaction with the projectile. Swarms of trajectories and an event-by-event analysis reveal the conditions under which a specific number of molecular evaporation events is found one nanosecond after impact, thereby excluding direct knockout events from the analysis. These simulations provide velocity distributions that exhibit two main features, with a major statistical component arising from a global redistribution of the collision energy into intermolecular degrees of freedom, and another minor but non-ergodic feature at high velocities. The latter feature is produced by direct impacts on the peripheral water molecules and reflects a more complete momentum transfer. These two components are consistent with recent experimental measurements and confirm that electronic processes are not explicitly needed to explain the observed non-ergodic behavior. Contribution to the Topical Issue "Dynamics of Systems at the Nanoscale", edited by Andrey Solov'yov and Andrei Korol.

SEACAS Theory Manuals: Part 1. Problem Formulation in Nonlinear Solid Mechancis

DOE Office of Scientific and Technical Information (OSTI.GOV)

Attaway, S.W.; Laursen, T.A.; Zadoks, R.I.

1998-08-01

This report gives an introduction to the basic concepts and principles involved in the formulation of nonlinear problems in solid mechanics. By way of motivation, the discussion begins with a survey of some of the important sources of nonlinearity in solid mechanics applications, using wherever possible simple one dimensional idealizations to demonstrate the physical concepts. This discussion is then generalized by presenting generic statements of initial/boundary value problems in solid mechanics, using linear elasticity as a template and encompassing such ideas as strong and weak forms of boundary value problems, boundary and initial conditions, and dynamic and quasistatic idealizations. Themore » notational framework used for the linearized problem is then extended to account for finite deformation of possibly inelastic solids, providing the context for the descriptions of nonlinear continuum mechanics, constitutive modeling, and finite element technology given in three companion reports.« less

DOE Office of Scientific and Technical Information (OSTI.GOV)

Kılıç, Emre, E-mail: emre.kilic@tum.de; Eibert, Thomas F.

An approach combining boundary integral and finite element methods is introduced for the solution of three-dimensional inverse electromagnetic medium scattering problems. Based on the equivalence principle, unknown equivalent electric and magnetic surface current densities on a closed surface are utilized to decompose the inverse medium problem into two parts: a linear radiation problem and a nonlinear cavity problem. The first problem is formulated by a boundary integral equation, the computational burden of which is reduced by employing the multilevel fast multipole method (MLFMM). Reconstructed Cauchy data on the surface allows the utilization of the Lorentz reciprocity and the Poynting's theorems.more » Exploiting these theorems, the noise level and an initial guess are estimated for the cavity problem. Moreover, it is possible to determine whether the material is lossy or not. In the second problem, the estimated surface currents form inhomogeneous boundary conditions of the cavity problem. The cavity problem is formulated by the finite element technique and solved iteratively by the Gauss–Newton method to reconstruct the properties of the object. Regularization for both the first and the second problems is achieved by a Krylov subspace method. The proposed method is tested against both synthetic and experimental data and promising reconstruction results are obtained.« less

An H(mo) Interpolation Result

DTIC Science & Technology

1989-11-14

9] V. A. Kondrat’ev. Boundary problems for parabolic equations in closed domains. Trans. Mosc . Math. Soc., 15:450-504, 1966. [10] V. A. Kondrat’ev...Boundary problems for elliptic equations in domains with conical or angular points. Trans. Mosc . Math. Soc., 16:227-313, 1967. [11] Y. Maday. Analysis

Extreme values and the level-crossing problem: An application to the Feller process

NASA Astrophysics Data System (ADS)

Masoliver, Jaume

2014-04-01

We review the question of the extreme values attained by a random process. We relate it to level crossings to one boundary (first-passage problems) as well as to two boundaries (escape problems). The extremes studied are the maximum, the minimum, the maximum absolute value, and the range or span. We specialize in diffusion processes and present detailed results for the Wiener and Feller processes.

A finite element algorithm for high-lying eigenvalues with Neumann and Dirichlet boundary conditions

NASA Astrophysics Data System (ADS)

Báez, G.; Méndez-Sánchez, R. A.; Leyvraz, F.; Seligman, T. H.

2014-01-01

We present a finite element algorithm that computes eigenvalues and eigenfunctions of the Laplace operator for two-dimensional problems with homogeneous Neumann or Dirichlet boundary conditions, or combinations of either for different parts of the boundary. We use an inverse power plus Gauss-Seidel algorithm to solve the generalized eigenvalue problem. For Neumann boundary conditions the method is much more efficient than the equivalent finite difference algorithm. We checked the algorithm by comparing the cumulative level density of the spectrum obtained numerically with the theoretical prediction given by the Weyl formula. We found a systematic deviation due to the discretization, not to the algorithm itself.

An Immersed Boundary Method for Solving the Compressible Navier-Stokes Equations with Fluid Structure Interaction

NASA Technical Reports Server (NTRS)

Brehm, Christoph; Barad, Michael F.; Kiris, Cetin C.

2016-01-01

An immersed boundary method for the compressible Navier-Stokes equation and the additional infrastructure that is needed to solve moving boundary problems and fully coupled fluid-structure interaction is described. All the methods described in this paper were implemented in NASA's LAVA solver framework. The underlying immersed boundary method is based on the locally stabilized immersed boundary method that was previously introduced by the authors. In the present paper this method is extended to account for all aspects that are involved for fluid structure interaction simulations, such as fast geometry queries and stencil computations, the treatment of freshly cleared cells, and the coupling of the computational fluid dynamics solver with a linear structural finite element method. The current approach is validated for moving boundary problems with prescribed body motion and fully coupled fluid structure interaction problems in 2D and 3D. As part of the validation procedure, results from the second AIAA aeroelastic prediction workshop are also presented. The current paper is regarded as a proof of concept study, while more advanced methods for fluid structure interaction are currently being investigated, such as geometric and material nonlinearities, and advanced coupling approaches.

Boundary particle method for Laplace transformed time fractional diffusion equations

NASA Astrophysics Data System (ADS)

Fu, Zhuo-Jia; Chen, Wen; Yang, Hai-Tian

2013-02-01

This paper develops a novel boundary meshless approach, Laplace transformed boundary particle method (LTBPM), for numerical modeling of time fractional diffusion equations. It implements Laplace transform technique to obtain the corresponding time-independent inhomogeneous equation in Laplace space and then employs a truly boundary-only meshless boundary particle method (BPM) to solve this Laplace-transformed problem. Unlike the other boundary discretization methods, the BPM does not require any inner nodes, since the recursive composite multiple reciprocity technique (RC-MRM) is used to convert the inhomogeneous problem into the higher-order homogeneous problem. Finally, the Stehfest numerical inverse Laplace transform (NILT) is implemented to retrieve the numerical solutions of time fractional diffusion equations from the corresponding BPM solutions. In comparison with finite difference discretization, the LTBPM introduces Laplace transform and Stehfest NILT algorithm to deal with time fractional derivative term, which evades costly convolution integral calculation in time fractional derivation approximation and avoids the effect of time step on numerical accuracy and stability. Consequently, it can effectively simulate long time-history fractional diffusion systems. Error analysis and numerical experiments demonstrate that the present LTBPM is highly accurate and computationally efficient for 2D and 3D time fractional diffusion equations.

On the boundary treatment in spectral methods for hyperbolic systems

NASA Technical Reports Server (NTRS)

Canuto, C.; Quarteroni, A.

1986-01-01

Spectral methods were successfully applied to the simulation of slow transients in gas transportation networks. Implicit time advancing techniques are naturally suggested by the nature of the problem. The correct treatment of the boundary conditions are clarified in order to avoid any stability restriction originated by the boundaries. The Beam and Warming and the Lerat schemes are unconditionally linearly stable when used with a Chebyshev pseudospectral method. Engineering accuracy for a gas transportation problem is achieved at Courant numbers up to 100.

On the boundary treatment in spectral methods for hyperbolic systems

NASA Technical Reports Server (NTRS)

Canuto, Claudio; Quarteroni, Alfio

1987-01-01

Spectral methods were successfully applied to the simulation of slow transients in gas transportation networks. Implicit time advancing techniques are naturally suggested by the nature of the problem. The correct treatment of the boundary conditions is clarified in order to avoid any stability restriction originated by the boundaries. The Beam and Warming and the Lerat schemes are unconditionally linearly stable when used with a Chebyshev pseudospectral method. Engineering accuracy for a gas transportation problem is achieved at Courant numbers up to 100.

Boundary Korn Inequality and Neumann Problems in Homogenization of Systems of Elasticity

NASA Astrophysics Data System (ADS)

Geng, Jun; Shen, Zhongwei; Song, Liang

2017-06-01

This paper is concerned with a family of elliptic systems of linear elasticity with rapidly oscillating periodic coefficients, arising in the theory of homogenization. We establish uniform optimal regularity estimates for solutions of Neumann problems in a bounded Lipschitz domain with L 2 boundary data. The proof relies on a boundary Korn inequality for solutions of systems of linear elasticity and uses a large-scale Rellich estimate obtained in Shen (Anal PDE, arXiv:1505.00694v2).

A Pumping Algorithm for Ergodic Stochastic Mean Payoff Games with Perfect Information

NASA Astrophysics Data System (ADS)

Boros, Endre; Elbassioni, Khaled; Gurvich, Vladimir; Makino, Kazuhisa

In this paper, we consider two-person zero-sum stochastic mean payoff games with perfect information, or BWR-games, given by a digraph G = (V = V B ∪ V W ∪ V R , E), with local rewards r: E to { R}, and three types of vertices: black V B , white V W , and random V R . The game is played by two players, White and Black: When the play is at a white (black) vertex v, White (Black) selects an outgoing arc (v,u). When the play is at a random vertex v, a vertex u is picked with the given probability p(v,u). In all cases, Black pays White the value r(v,u). The play continues forever, and White aims to maximize (Black aims to minimize) the limiting mean (that is, average) payoff. It was recently shown in [7] that BWR-games are polynomially equivalent with the classical Gillette games, which include many well-known subclasses, such as cyclic games, simple stochastic games (SSG's), stochastic parity games, and Markov decision processes. In this paper, we give a new algorithm for solving BWR-games in the ergodic case, that is when the optimal values do not depend on the initial position. Our algorithm solves a BWR-game by reducing it, using a potential transformation, to a canonical form in which the optimal strategies of both players and the value for every initial position are obvious, since a locally optimal move in it is optimal in the whole game. We show that this algorithm is pseudo-polynomial when the number of random nodes is constant. We also provide an almost matching lower bound on its running time, and show that this bound holds for a wider class of algorithms. Let us add that the general (non-ergodic) case is at least as hard as SSG's, for which no pseudo-polynomial algorithm is known.

Parallel computing in enterprise modeling.

DOE Office of Scientific and Technical Information (OSTI.GOV)

Goldsby, Michael E.; Armstrong, Robert C.; Shneider, Max S.

2008-08-01

This report presents the results of our efforts to apply high-performance computing to entity-based simulations with a multi-use plugin for parallel computing. We use the term 'Entity-based simulation' to describe a class of simulation which includes both discrete event simulation and agent based simulation. What simulations of this class share, and what differs from more traditional models, is that the result sought is emergent from a large number of contributing entities. Logistic, economic and social simulations are members of this class where things or people are organized or self-organize to produce a solution. Entity-based problems never have an a priorimore » ergodic principle that will greatly simplify calculations. Because the results of entity-based simulations can only be realized at scale, scalable computing is de rigueur for large problems. Having said that, the absence of a spatial organizing principal makes the decomposition of the problem onto processors problematic. In addition, practitioners in this domain commonly use the Java programming language which presents its own problems in a high-performance setting. The plugin we have developed, called the Parallel Particle Data Model, overcomes both of these obstacles and is now being used by two Sandia frameworks: the Decision Analysis Center, and the Seldon social simulation facility. While the ability to engage U.S.-sized problems is now available to the Decision Analysis Center, this plugin is central to the success of Seldon. Because Seldon relies on computationally intensive cognitive sub-models, this work is necessary to achieve the scale necessary for realistic results. With the recent upheavals in the financial markets, and the inscrutability of terrorist activity, this simulation domain will likely need a capability with ever greater fidelity. High-performance computing will play an important part in enabling that greater fidelity.« less

Professional boundaries in the era of the Internet.

PubMed

Gabbard, Glen O; Kassaw, Kristin A; Perez-Garcia, Gonzalo

2011-01-01

The era of the Internet presents new dilemmas in educating psychiatrists about professional boundaries. The objective of this overview is to clarify those dilemmas and offer recommendations for dealing with them. The characteristics of social networking sites, blogs, and search engines are reviewed with a specific focus on their potential to present problems of professional boundaries for psychiatrists. The professional boundary questions that have arisen in the expanded world of online communication can be subdivided into three areas: ethical concerns, professionalism issues, and clinical dilemmas. Only the first category involves true boundary problems as normally defined. The expansion of the Internet has redefined traditional areas of privacy and anonymity in the clinical setting. Guidelines are proposed to manage the alteration of professional boundaries, as well as issues of professionalism and clinical work, that have arisen from the complexities of cyberspace. The author discusses implications for residency training.

Theoretical investigations of plasma processes in the ion bombardment thruster

NASA Technical Reports Server (NTRS)

Wilhelm, H. E.

1975-01-01

A physical model for a thruster discharge was developed, consisting of a spatially diverging plasma sustained electrically between a small ring cathode and a larger ring anode in a cylindrical chamber with an axial magnetic field. The associated boundary-value problem for the coupled partial differential equations with mixed boundary conditions, which describe the electric potential and the plasma velocity fields, was solved in closed form. By means of quantum-mechanical perturbation theory, a formula for the number S(E) of atoms sputtered on the average by an ion of energy E was derived from first principles. The boundary-value problem describing the diffusion of the sputtered atoms through the surrounding rarefied electron-ion plasma to the system surfaces of ion propulsion systems was formulated and treated analytically. It is shown that outer boundary-value problems of this type lead to a complex integral equation, which requires numerical resolution.

Evaluation of Far-Field Boundary Conditions for the Gust Response Problem

NASA Technical Reports Server (NTRS)

Scott, James R.; Kreider, Kevin L.; Heminger, John A.

2002-01-01

This paper presents a detailed situ dy of four far-field boundary conditions used in solving the single airfoil gust response problem. The boundary conditions, examined are the partial Sommerfeld radiation condition with only radial derivatives, the full Sommerfeld radiation condition with both radial and tangential derivatives, the Bayliss-Turkel condition of order one, and the Hagstrom-Hariharan condition of order one. The main objectives of the study were to determine which far-field boundary condition was most accurate, which condition was least sensitive to changes in grid. and which condition was best overall in terms of both accuracy and efficiency. Through a systematic study of the flat plate gust response problem, it was determined that the Hagstrom-Hariharan condition was most accurate, the Bayliss-Turkel condition was least sensitive to changes in grid, and Bayliss-Turkel was best in terms of both accuracy and efficiency.

Diffuse-interface polycrystal plasticity: expressing grain boundaries as geometrically necessary dislocations

NASA Astrophysics Data System (ADS)

Admal, Nikhil Chandra; Po, Giacomo; Marian, Jaime

2017-12-01

The standard way of modeling plasticity in polycrystals is by using the crystal plasticity model for single crystals in each grain, and imposing suitable traction and slip boundary conditions across grain boundaries. In this fashion, the system is modeled as a collection of boundary-value problems with matching boundary conditions. In this paper, we develop a diffuse-interface crystal plasticity model for polycrystalline materials that results in a single boundary-value problem with a single crystal as the reference configuration. Using a multiplicative decomposition of the deformation gradient into lattice and plastic parts, i.e. F( X,t)= F L( X,t) F P( X,t), an initial stress-free polycrystal is constructed by imposing F L to be a piecewise constant rotation field R 0( X), and F P= R 0( X)T, thereby having F( X,0)= I, and zero elastic strain. This model serves as a precursor to higher order crystal plasticity models with grain boundary energy and evolution.

Two Legendre-Dual-Petrov-Galerkin Algorithms for Solving the Integrated Forms of High Odd-Order Boundary Value Problems

PubMed Central

Abd-Elhameed, Waleed M.; Doha, Eid H.; Bassuony, Mahmoud A.

2014-01-01

Two numerical algorithms based on dual-Petrov-Galerkin method are developed for solving the integrated forms of high odd-order boundary value problems (BVPs) governed by homogeneous and nonhomogeneous boundary conditions. Two different choices of trial functions and test functions which satisfy the underlying boundary conditions of the differential equations and the dual boundary conditions are used for this purpose. These choices lead to linear systems with specially structured matrices that can be efficiently inverted, hence greatly reducing the cost. The various matrix systems resulting from these discretizations are carefully investigated, especially their complexities and their condition numbers. Numerical results are given to illustrate the efficiency of the proposed algorithms, and some comparisons with some other methods are made. PMID:24616620

Analysis of random structure-acoustic interaction problems using coupled boundary element and finite element methods

NASA Technical Reports Server (NTRS)

Mei, Chuh; Pates, Carl S., III

1994-01-01

A coupled boundary element (BEM)-finite element (FEM) approach is presented to accurately model structure-acoustic interaction systems. The boundary element method is first applied to interior, two and three-dimensional acoustic domains with complex geometry configurations. Boundary element results are very accurate when compared with limited exact solutions. Structure-interaction problems are then analyzed with the coupled FEM-BEM method, where the finite element method models the structure and the boundary element method models the interior acoustic domain. The coupled analysis is compared with exact and experimental results for a simplistic model. Composite panels are analyzed and compared with isotropic results. The coupled method is then extended for random excitation. Random excitation results are compared with uncoupled results for isotropic and composite panels.

On steady motion of viscoelastic fluid of Oldroyd type

DOE Office of Scientific and Technical Information (OSTI.GOV)

Baranovskii, E. S., E-mail: esbaranovskii@gmail.com

2014-06-01

We consider a mathematical model describing the steady motion of a viscoelastic medium of Oldroyd type under the Navier slip condition at the boundary. In the rheological relation, we use the objective regularized Jaumann derivative. We prove the solubility of the corresponding boundary-value problem in the weak setting. We obtain an estimate for the norm of a solution in terms of the data of the problem. We show that the solution set is sequentially weakly closed. Furthermore, we give an analytic solution of the boundary-value problem describing the flow of a viscoelastic fluid in a flat channel under a slipmore » condition at the walls. Bibliography: 13 titles. (paper)« less

A Novel Numerical Method for Fuzzy Boundary Value Problems

NASA Astrophysics Data System (ADS)

Can, E.; Bayrak, M. A.; Hicdurmaz

2016-05-01

In the present paper, a new numerical method is proposed for solving fuzzy differential equations which are utilized for the modeling problems in science and engineering. Fuzzy approach is selected due to its important applications on processing uncertainty or subjective information for mathematical models of physical problems. A second-order fuzzy linear boundary value problem is considered in particular due to its important applications in physics. Moreover, numerical experiments are presented to show the effectiveness of the proposed numerical method on specific physical problems such as heat conduction in an infinite plate and a fin.

Solving the Problem of Linear Viscoelasticity for Piecewise-Homogeneous Anisotropic Plates

NASA Astrophysics Data System (ADS)

Kaloerov, S. A.; Koshkin, A. A.

2017-11-01

An approximate method for solving the problem of linear viscoelasticity for thin anisotropic plates subject to transverse bending is proposed. The method of small parameter is used to reduce the problem to a sequence of boundary problems of applied theory of bending of plates solved using complex potentials. The general form of complex potentials in approximations and the boundary conditions for determining them are obtained. Problems for a plate with elliptic elastic inclusions are solved as an example. The numerical results for a plate with one, two elliptical (circular), and linear inclusions are analyzed.

Asymptotic traveling wave solution for a credit rating migration problem

NASA Astrophysics Data System (ADS)

Liang, Jin; Wu, Yuan; Hu, Bei

2016-07-01

In this paper, an asymptotic traveling wave solution of a free boundary model for pricing a corporate bond with credit rating migration risk is studied. This is the first study to associate the asymptotic traveling wave solution to the credit rating migration problem. The pricing problem with credit rating migration risk is modeled by a free boundary problem. The existence, uniqueness and regularity of the solution are obtained. Under some condition, we proved that the solution of our credit rating problem is convergent to a traveling wave solution, which has an explicit form. Furthermore, numerical examples are presented.

A walkthrough solution to the boundary overlap problem

Treesearch

Mark J. Ducey; Jeffrey H. Gove; Harry T. Valentine

2004-01-01

Existing methods for eliminating bias due to boundary overlap suffer some disadvantages in practical use, including the need to work outside the tract, restrictions on the kinds of boundaries to which they are applicable, and the possibility of significantly increased variance as a price for unbiasedness. We propose a new walkthrough method for reducing boundary...

Some observations on boundary conditions for numerical conservation laws

NASA Technical Reports Server (NTRS)

Kamowitz, David

1988-01-01

Four choices of outflow boundary conditions are considered for numerical conservation laws. All four methods are stable for linear problems, for which examples are presented where either a boundary layer forms or the numerical scheme, together with the boundary condition, is unstable due to the formation of a reflected shock. A simple heuristic argument is presented for determining the suitability of the boundary condition.

Internal and external 2-d boundary layer flows

NASA Technical Reports Server (NTRS)

Crawford, M. E.; Kays, W. M.

1978-01-01

Computer program computes general two dimensional turbulent boundary-layer flow using finite-difference techniques. Structure allows for user modification to accommodate unique problems. Program should prove useful in many applications where accurate boundary-layer flow calculations are required.

A New Homotopy Perturbation Scheme for Solving Singular Boundary Value Problems Arising in Various Physical Models

NASA Astrophysics Data System (ADS)

Roul, Pradip; Warbhe, Ujwal

2017-08-01

The classical homotopy perturbation method proposed by J. H. He, Comput. Methods Appl. Mech. Eng. 178, 257 (1999) is useful for obtaining the approximate solutions for a wide class of nonlinear problems in terms of series with easily calculable components. However, in some cases, it has been found that this method results in slowly convergent series. To overcome the shortcoming, we present a new reliable algorithm called the domain decomposition homotopy perturbation method (DDHPM) to solve a class of singular two-point boundary value problems with Neumann and Robin-type boundary conditions arising in various physical models. Five numerical examples are presented to demonstrate the accuracy and applicability of our method, including thermal explosion, oxygen-diffusion in a spherical cell and heat conduction through a solid with heat generation. A comparison is made between the proposed technique and other existing seminumerical or numerical techniques. Numerical results reveal that only two or three iterations lead to high accuracy of the solution and this newly improved technique introduces a powerful improvement for solving nonlinear singular boundary value problems (SBVPs).

Numerical solution of the general coupled nonlinear Schrödinger equations on unbounded domains.

PubMed

Li, Hongwei; Guo, Yue

2017-12-01

The numerical solution of the general coupled nonlinear Schrödinger equations on unbounded domains is considered by applying the artificial boundary method in this paper. In order to design the local absorbing boundary conditions for the coupled nonlinear Schrödinger equations, we generalize the unified approach previously proposed [J. Zhang et al., Phys. Rev. E 78, 026709 (2008)PLEEE81539-375510.1103/PhysRevE.78.026709]. Based on the methodology underlying the unified approach, the original problem is split into two parts, linear and nonlinear terms, and we then achieve a one-way operator to approximate the linear term to make the wave out-going, and finally we combine the one-way operator with the nonlinear term to derive the local absorbing boundary conditions. Then we reduce the original problem into an initial boundary value problem on the bounded domain, which can be solved by the finite difference method. The stability of the reduced problem is also analyzed by introducing some auxiliary variables. Ample numerical examples are presented to verify the accuracy and effectiveness of our proposed method.

Boundary layers at the interface of two different shear flows

NASA Astrophysics Data System (ADS)

Weidman, Patrick D.; Wang, C. Y.

2018-05-01

We present solutions for the boundary layer between two uniform shear flows flowing in the same direction. In the upper layer, the flow has shear strength a, fluid density ρ1, and kinematic viscosity ν1, while the lower layer has shear strength b, fluid density ρ2, and kinematic viscosity ν2. Similarity transformations reduce the boundary-layer equations to a pair of ordinary differential equations governed by three dimensionless parameters: the shear strength ratio γ = b/a, the density ratio ρ = ρ2/ρ1, and the viscosity ratio ν = ν2/ν1. Further analysis shows that an affine transformation reduces this multi-parameter problem to a single ordinary differential equation which may be efficiently integrated as an initial-value problem. Solutions of the original boundary-value problem are shown to agree with the initial-value integrations, but additional dual and quadruple solutions are found using this method. We argue on physical grounds and through bifurcation analysis that these additional solutions are not tenable. The present problem is applicable to the trailing edge flow over a thin airfoil with camber.

Abraham Pais Prize Lecture: Shifting Problems and Boundaries in the History of Modern Physics

NASA Astrophysics Data System (ADS)

Nye, Mary-Jo

A long established category of study in the history of science is the ``history of physical sciences.'' It is a category that immediately begs the question of disciplinary boundaries for the problems and subjects addressed in historical inquiry. As a historian of the physical sciences, I often have puzzled over disciplinary boundaries and the means used to create or justify them. Scientists most often have been professionally identified with specific institutionalized fields since the late 19th century, but the questions they ask and the problems they solve are not neatly carved up by disciplinary perimeters. Like institutional departments or professorships, the Nobel Prizes in the 20th century often have delineated the scope of ``Physics'' or ``Chemistry'' (and ``Physiology or Medicine''), but the Prizes do not reflect disciplinary rigidity, despite some standard core subjects. In this paper I examine trends in Nobel Prize awards that indicate shifts in problem solving and in boundaries in twentieth century physics, tying those developments to changing themes in the history of physics and physical science in recent decades.

BODYFIT-1FE: a computer code for three-dimensional steady-state/transient single-phase rod-bundle thermal-hydraulic analysis. Draft report

DOE Office of Scientific and Technical Information (OSTI.GOV)

Chen, B.C.J.; Sha, W.T.; Doria, M.L.

1980-11-01

The governing equations, i.e., conservation equations for mass, momentum, and energy, are solved as a boundary-value problem in space and an initial-value problem in time. BODYFIT-1FE code uses the technique of boundary-fitted coordinate systems where all the physical boundaries are transformed to be coincident with constant coordinate lines in the transformed space. By using this technique, one can prescribe boundary conditions accurately without interpolation. The transformed governing equations in terms of the boundary-fitted coordinates are then solved by using implicit cell-by-cell procedure with a choice of either central or upwind convective derivatives. It is a true benchmark rod-bundle code withoutmore » invoking any assumptions in the case of laminar flow. However, for turbulent flow, some empiricism must be employed due to the closure problem of turbulence modeling. The detailed velocity and temperature distributions calculated from the code can be used to benchmark and calibrate empirical coefficients employed in subchannel codes and porous-medium analyses.« less

Immersed boundary methods for simulating fluid-structure interaction

NASA Astrophysics Data System (ADS)

Sotiropoulos, Fotis; Yang, Xiaolei

2014-02-01

Fluid-structure interaction (FSI) problems commonly encountered in engineering and biological applications involve geometrically complex flexible or rigid bodies undergoing large deformations. Immersed boundary (IB) methods have emerged as a powerful simulation tool for tackling such flows due to their inherent ability to handle arbitrarily complex bodies without the need for expensive and cumbersome dynamic re-meshing strategies. Depending on the approach such methods adopt to satisfy boundary conditions on solid surfaces they can be broadly classified as diffused and sharp interface methods. In this review, we present an overview of the fundamentals of both classes of methods with emphasis on solution algorithms for simulating FSI problems. We summarize and juxtapose different IB approaches for imposing boundary conditions, efficient iterative algorithms for solving the incompressible Navier-Stokes equations in the presence of dynamic immersed boundaries, and strong and loose coupling FSI strategies. We also present recent results from the application of such methods to study a wide range of problems, including vortex-induced vibrations, aquatic swimming, insect flying, human walking and renewable energy. Limitations of such methods and the need for future research to mitigate them are also discussed.

SPH for impact force and ricochet behavior of water-entry bodies

NASA Astrophysics Data System (ADS)

Omidvar, Pourya; Farghadani, Omid; Nikeghbali, Pooyan

The numerical modeling of fluid interaction with a bouncing body has many applications in scientific and engineering application. In this paper, the problem of water impact of a body on free-surface is investigated, where the fixed ghost boundary condition is added to the open source code SPHysics2D1 to rectify the oscillations in pressure distributions with the repulsive boundary condition. First, after introducing the methodology of SPH and the option of boundary conditions, the still water problem is simulated using two types of boundary conditions. It is shown that the fixed ghost boundary condition gives a better result for a hydrostatics pressure. Then, the dam-break problem, which is a bench mark test case in SPH, is simulated and compared with available data. In order to show the behavior of the hydrostatics forces on bodies, a fix/floating cylinder is placed on free surface looking carefully at the force and heaving profile. Finally, the impact of a body on free-surface is successfully simulated for different impact angles and velocities.

Modified Taylor series method for solving nonlinear differential equations with mixed boundary conditions defined on finite intervals.

PubMed

Vazquez-Leal, Hector; Benhammouda, Brahim; Filobello-Nino, Uriel Antonio; Sarmiento-Reyes, Arturo; Jimenez-Fernandez, Victor Manuel; Marin-Hernandez, Antonio; Herrera-May, Agustin Leobardo; Diaz-Sanchez, Alejandro; Huerta-Chua, Jesus

2014-01-01

In this article, we propose the application of a modified Taylor series method (MTSM) for the approximation of nonlinear problems described on finite intervals. The issue of Taylor series method with mixed boundary conditions is circumvented using shooting constants and extra derivatives of the problem. In order to show the benefits of this proposal, three different kinds of problems are solved: three-point boundary valued problem (BVP) of third-order with a hyperbolic sine nonlinearity, two-point BVP for a second-order nonlinear differential equation with an exponential nonlinearity, and a two-point BVP for a third-order nonlinear differential equation with a radical nonlinearity. The result shows that the MTSM method is capable to generate easily computable and highly accurate approximations for nonlinear equations. 34L30.

Marine geodesy a multipurpose approach to solve oceanic problems. [including submersible navigation under iced seas, demarcation and determination of boundaries in deep ocean, tsunamis, and ecology

NASA Technical Reports Server (NTRS)

Saxena, N.

1974-01-01

Various current and future problem areas of marine geodesy are identified. These oceanic problem areas are highly diversified and include submersible navigation under ice seas, demarcation and determination of boundaries in deep ocean, tsunamis, ecology, etc., etc. Their achieved as well as desired positional accuracy estimates, based upon publications and discussions, are also given. A multipurpose approach to solve these problems is described. An optimum configuration of an ocean-bottom control-net unit is provided.

An integral transform approach for a mixed boundary problem involving a flowing partially penetrating well with infinitesimal well skin

NASA Astrophysics Data System (ADS)

Chang, Chien-Chieh; Chen, Chia-Shyun

2002-06-01

A flowing partially penetrating well with infinitesimal well skin is a mixed boundary because a Cauchy condition is prescribed along the screen length and a Neumann condition of no flux is stipulated over the remaining unscreened part. An analytical approach based on the integral transform technique is developed to determine the Laplace domain solution for such a mixed boundary problem in a confined aquifer of finite thickness. First, the mixed boundary is changed into a homogeneous Neumann boundary by substituting the Cauchy condition with a Neumann condition in terms of well bore flux that varies along the screen length and is time dependent. Despite the well bore flux being unknown a priori, the modified model containing this homogeneous Neumann boundary can be solved with the Laplace and the finite Fourier cosine transforms. To determine well bore flux, screen length is discretized into a finite number of segments, to which the Cauchy condition is reinstated. This reinstatement also restores the relation between the original model and the solutions obtained. For a given time, the numerical inversion of the Laplace domain solution yields the drawdown distributions, well bore flux, and the well discharge. This analytical approach provides an alternative for dealing with the mixed boundary problems, especially when aquifer thickness is assumed to be finite.

Solution of Eshelby's inclusion problem with a bounded domain and Eshelby's tensor for a spherical inclusion in a finite spherical matrix based on a simplified strain gradient elasticity theory

NASA Astrophysics Data System (ADS)

Gao, X.-L.; Ma, H. M.

2010-05-01

A solution for Eshelby's inclusion problem of a finite homogeneous isotropic elastic body containing an inclusion prescribed with a uniform eigenstrain and a uniform eigenstrain gradient is derived in a general form using a simplified strain gradient elasticity theory (SSGET). An extended Betti's reciprocal theorem and an extended Somigliana's identity based on the SSGET are proposed and utilized to solve the finite-domain inclusion problem. The solution for the disturbed displacement field is expressed in terms of the Green's function for an infinite three-dimensional elastic body in the SSGET. It contains a volume integral term and a surface integral term. The former is the same as that for the infinite-domain inclusion problem based on the SSGET, while the latter represents the boundary effect. The solution reduces to that of the infinite-domain inclusion problem when the boundary effect is not considered. The problem of a spherical inclusion embedded concentrically in a finite spherical elastic body is analytically solved by applying the general solution, with the Eshelby tensor and its volume average obtained in closed forms. This Eshelby tensor depends on the position, inclusion size, matrix size, and material length scale parameter, and, as a result, can capture the inclusion size and boundary effects, unlike existing Eshelby tensors. It reduces to the classical Eshelby tensor for the spherical inclusion in an infinite matrix if both the strain gradient and boundary effects are suppressed. Numerical results quantitatively show that the inclusion size effect can be quite large when the inclusion is very small and that the boundary effect can dominate when the inclusion volume fraction is very high. However, the inclusion size effect is diminishing as the inclusion becomes large enough, and the boundary effect is vanishing as the inclusion volume fraction gets sufficiently low.

Dynamics of a stochastic tuberculosis model with constant recruitment and varying total population size

NASA Astrophysics Data System (ADS)

Liu, Qun; Jiang, Daqing; Shi, Ningzhong; Hayat, Tasawar; Alsaedi, Ahmed

2017-03-01

In this paper, we develop a mathematical model for a tuberculosis model with constant recruitment and varying total population size by incorporating stochastic perturbations. By constructing suitable stochastic Lyapunov functions, we establish sufficient conditions for the existence of an ergodic stationary distribution as well as extinction of the disease to the stochastic system.

Parallel computation using boundary elements in solid mechanics

NASA Technical Reports Server (NTRS)

Chien, L. S.; Sun, C. T.

1990-01-01

The inherent parallelism of the boundary element method is shown. The boundary element is formulated by assuming the linear variation of displacements and tractions within a line element. Moreover, MACSYMA symbolic program is employed to obtain the analytical results for influence coefficients. Three computational components are parallelized in this method to show the speedup and efficiency in computation. The global coefficient matrix is first formed concurrently. Then, the parallel Gaussian elimination solution scheme is applied to solve the resulting system of equations. Finally, and more importantly, the domain solutions of a given boundary value problem are calculated simultaneously. The linear speedups and high efficiencies are shown for solving a demonstrated problem on Sequent Symmetry S81 parallel computing system.

Stability of an oscillating boundary layer

NASA Technical Reports Server (NTRS)

Levchenko, V. Y.; Solovyev, A. S.

1985-01-01

Levchenko and Solov'ev (1972, 1974) have developed a stability theory for space periodic flows, assuming that the Floquet theory is applicable to partial differential equations. In the present paper, this approach is extended to unsteady periodic flows. A complete unsteady formulation of the stability problem is obtained, and the stability characteristics over an oscillating period are determined from the solution of the problem. Calculations carried out for an oscillating incompressible boundary layer on a plate showed that the boundary layer flow may be regarded as a locally parallel flow.

Many-Body Quantum Chaos: Analytic Connection to Random Matrix Theory

NASA Astrophysics Data System (ADS)

Kos, Pavel; Ljubotina, Marko; Prosen, Tomaž

2018-04-01

A key goal of quantum chaos is to establish a relationship between widely observed universal spectral fluctuations of clean quantum systems and random matrix theory (RMT). Most prominent features of such RMT behavior with respect to a random spectrum, both encompassed in the spectral pair correlation function, are statistical suppression of small level spacings (correlation hole) and enhanced stiffness of the spectrum at large spectral ranges. For single-particle systems with fully chaotic classical counterparts, the problem has been partly solved by Berry [Proc. R. Soc. A 400, 229 (1985), 10.1098/rspa.1985.0078] within the so-called diagonal approximation of semiclassical periodic-orbit sums, while the derivation of the full RMT spectral form factor K (t ) (Fourier transform of the spectral pair correlation function) from semiclassics has been completed by Müller et al. [Phys. Rev. Lett. 93, 014103 (2004), 10.1103/PhysRevLett.93.014103]. In recent years, the questions of long-time dynamics at high energies, for which the full many-body energy spectrum becomes relevant, are coming to the forefront even for simple many-body quantum systems, such as locally interacting spin chains. Such systems display two universal types of behaviour which are termed the "many-body localized phase" and "ergodic phase." In the ergodic phase, the spectral fluctuations are excellently described by RMT, even for very simple interactions and in the absence of any external source of disorder. Here we provide a clear theoretical explanation for these observations. We compute K (t ) in the leading two orders in t and show its agreement with RMT for nonintegrable, time-reversal invariant many-body systems without classical counterparts, a generic example of which are Ising spin-1 /2 models in a periodically kicking transverse field. In particular, we relate K (t ) to partition functions of a class of twisted classical Ising models on a ring of size t ; hence, the leading-order RMT behavior K (t )≃2 t is a consequence of translation and reflection symmetry of the Ising partition function.

New algorithms for solving third- and fifth-order two point boundary value problems based on nonsymmetric generalized Jacobi Petrov–Galerkin method

PubMed Central

Doha, E.H.; Abd-Elhameed, W.M.; Youssri, Y.H.

2014-01-01

Two families of certain nonsymmetric generalized Jacobi polynomials with negative integer indexes are employed for solving third- and fifth-order two point boundary value problems governed by homogeneous and nonhomogeneous boundary conditions using a dual Petrov–Galerkin method. The idea behind our method is to use trial functions satisfying the underlying boundary conditions of the differential equations and the test functions satisfying the dual boundary conditions. The resulting linear systems from the application of our method are specially structured and they can be efficiently inverted. The use of generalized Jacobi polynomials simplify the theoretical and numerical analysis of the method and also leads to accurate and efficient numerical algorithms. The presented numerical results indicate that the proposed numerical algorithms are reliable and very efficient. PMID:26425358

Stability of semidiscrete approximations for hyperbolic initial-boundary-value problems: An eigenvalue analysis

NASA Technical Reports Server (NTRS)

Warming, Robert F.; Beam, Richard M.

1986-01-01

A hyperbolic initial-boundary-value problem can be approximated by a system of ordinary differential equations (ODEs) by replacing the spatial derivatives by finite-difference approximations. The resulting system of ODEs is called a semidiscrete approximation. A complication is the fact that more boundary conditions are required for the spatially discrete approximation than are specified for the partial differential equation. Consequently, additional numerical boundary conditions are required and improper treatment of these additional conditions can lead to instability. For a linear initial-boundary-value problem (IBVP) with homogeneous analytical boundary conditions, the semidiscrete approximation results in a system of ODEs of the form du/dt = Au whose solution can be written as u(t) = exp(At)u(O). Lax-Richtmyer stability requires that the matrix norm of exp(At) be uniformly bounded for O less than or = t less than or = T independent of the spatial mesh size. Although the classical Lax-Richtmyer stability definition involves a conventional vector norm, there is no known algebraic test for the uniform boundedness of the matrix norm of exp(At) for hyperbolic IBVPs. An alternative but more complicated stability definition is used in the theory developed by Gustafsson, Kreiss, and Sundstrom (GKS). The two methods are compared.

Numerical Leak Detection in a Pipeline Network of Complex Structure with Unsteady Flow

NASA Astrophysics Data System (ADS)

Aida-zade, K. R.; Ashrafova, E. R.

2017-12-01

An inverse problem for a pipeline network of complex loopback structure is solved numerically. The problem is to determine the locations and amounts of leaks from unsteady flow characteristics measured at some pipeline points. The features of the problem include impulse functions involved in a system of hyperbolic differential equations, the absence of classical initial conditions, and boundary conditions specified as nonseparated relations between the states at the endpoints of adjacent pipeline segments. The problem is reduced to a parametric optimal control problem without initial conditions, but with nonseparated boundary conditions. The latter problem is solved by applying first-order optimization methods. Results of numerical experiments are presented.

Mathematical modeling of moving boundary problems in thermal energy storage

NASA Technical Reports Server (NTRS)

Solomon, A. D.

1980-01-01

The capability for predicting the performance of thermal energy storage (RES) subsystems and components using PCM's based on mathematical and physical models is developed. Mathematical models of the dynamic thermal behavior of (TES) subsystems using PCM's based on solutions of the moving boundary thermal conduction problem and on heat and mass transfer engineering correlations are also discussed.

Estimation of coefficients and boundary parameters in hyperbolic systems

NASA Technical Reports Server (NTRS)

Banks, H. T.; Murphy, K. A.

1984-01-01

Semi-discrete Galerkin approximation schemes are considered in connection with inverse problems for the estimation of spatially varying coefficients and boundary condition parameters in second order hyperbolic systems typical of those arising in 1-D surface seismic problems. Spline based algorithms are proposed for which theoretical convergence results along with a representative sample of numerical findings are given.

Versions of the collocation and least squares method for solving biharmonic equations in non-canonical domains

NASA Astrophysics Data System (ADS)

Belyaev, V. A.; Shapeev, V. P.

2017-10-01

New versions of the collocations and least squares method of high-order accuracy are proposed and implemented for the numerical solution of the boundary value problems for the biharmonic equation in non-canonical domains. The solution of the biharmonic equation is used for simulating the stress-strain state of an isotropic plate under the action of transverse load. The differential problem is projected into a space of fourth-degree polynomials by the CLS method. The boundary conditions for the approximate solution are put down exactly on the boundary of the computational domain. The versions of the CLS method are implemented on the grids which are constructed in two different ways. It is shown that the approximate solution of problems converges with high order. Thus it matches with high accuracy with the analytical solution of the test problems in the case of known solution in the numerical experiments on the convergence of the solution of various problems on a sequence of grids.

On Interactions of Oscillation Modes for a Weakly Non-Linear Undamped Elastic Beam with AN External Force

NASA Astrophysics Data System (ADS)

BOERTJENS, G. J.; VAN HORSSEN, W. T.

2000-08-01

In this paper an initial-boundary value problem for the vertical displacement of a weakly non-linear elastic beam with an harmonic excitation in the horizontal direction at the ends of the beam is studied. The initial-boundary value problem can be regarded as a simple model describing oscillations of flexible structures like suspension bridges or iced overhead transmission lines. Using a two-time-scales perturbation method an approximation of the solution of the initial-boundary value problem is constructed. Interactions between different oscillation modes of the beam are studied. It is shown that for certain external excitations, depending on the phase of an oscillation mode, the amplitude of specific oscillation modes changes.

Exact solution of two collinear cracks normal to the boundaries of a 1D layered hexagonal piezoelectric quasicrystal

NASA Astrophysics Data System (ADS)

Zhou, Y.-B.; Li, X.-F.

2018-07-01

The electroelastic problem related to two collinear cracks of equal length and normal to the boundaries of a one-dimensional hexagonal piezoelectric quasicrystal layer is analysed. By using the finite Fourier transform, a mixed boundary value problem is solved when antiplane mechanical loading and inplane electric loading are applied. The problem is reduce to triple series equations, which are then transformed to a singular integral equation. For uniform remote loading, an exact solution is obtained in closed form, and explicit expressions for the electroelastic field are determined. The intensity factors of the electroelastic field and the energy release rate at the inner and outer crack tips are given and presented graphically.

Similarity solution of the Boussinesq equation

NASA Astrophysics Data System (ADS)

Lockington, D. A.; Parlange, J.-Y.; Parlange, M. B.; Selker, J.

Similarity transforms of the Boussinesq equation in a semi-infinite medium are available when the boundary conditions are a power of time. The Boussinesq equation is reduced from a partial differential equation to a boundary-value problem. Chen et al. [Trans Porous Media 1995;18:15-36] use a hodograph method to derive an integral equation formulation of the new differential equation which they solve by numerical iteration. In the present paper, the convergence of their scheme is improved such that numerical iteration can be avoided for all practical purposes. However, a simpler analytical approach is also presented which is based on Shampine's transformation of the boundary value problem to an initial value problem. This analytical approximation is remarkably simple and yet more accurate than the analytical hodograph approximations.

Numerical reconstruction of unknown Robin inclusions inside a heat conductor by a non-iterative method

NASA Astrophysics Data System (ADS)

Nakamura, Gen; Wang, Haibing

2017-05-01

Consider the problem of reconstructing unknown Robin inclusions inside a heat conductor from boundary measurements. This problem arises from active thermography and is formulated as an inverse boundary value problem for the heat equation. In our previous works, we proposed a sampling-type method for reconstructing the boundary of the Robin inclusion and gave its rigorous mathematical justification. This method is non-iterative and based on the characterization of the solution to the so-called Neumann- to-Dirichlet map gap equation. In this paper, we give a further investigation of the reconstruction method from both the theoretical and numerical points of view. First, we clarify the solvability of the Neumann-to-Dirichlet map gap equation and establish a relation of its solution to the Green function associated with an initial-boundary value problem for the heat equation inside the Robin inclusion. This naturally provides a way of computing this Green function from the Neumann-to-Dirichlet map and explains what is the input for the linear sampling method. Assuming that the Neumann-to-Dirichlet map gap equation has a unique solution, we also show the convergence of our method for noisy measurements. Second, we give the numerical implementation of the reconstruction method for two-dimensional spatial domains. The measurements for our inverse problem are simulated by solving the forward problem via the boundary integral equation method. Numerical results are presented to illustrate the efficiency and stability of the proposed method. By using a finite sequence of transient input over a time interval, we propose a new sampling method over the time interval by single measurement which is most likely to be practical.

Free boundary problems in shock reflection/diffraction and related transonic flow problems

PubMed Central

Chen, Gui-Qiang; Feldman, Mikhail

2015-01-01

Shock waves are steep wavefronts that are fundamental in nature, especially in high-speed fluid flows. When a shock hits an obstacle, or a flying body meets a shock, shock reflection/diffraction phenomena occur. In this paper, we show how several long-standing shock reflection/diffraction problems can be formulated as free boundary problems, discuss some recent progress in developing mathematical ideas, approaches and techniques for solving these problems, and present some further open problems in this direction. In particular, these shock problems include von Neumann's problem for shock reflection–diffraction by two-dimensional wedges with concave corner, Lighthill's problem for shock diffraction by two-dimensional wedges with convex corner, and Prandtl-Meyer's problem for supersonic flow impinging onto solid wedges, which are also fundamental in the mathematical theory of multidimensional conservation laws. PMID:26261363

Eigenmode Analysis of Boundary Conditions for One-Dimensional Preconditioned Euler Equations

NASA Technical Reports Server (NTRS)

Darmofal, David L.

1998-01-01

An analysis of the effect of local preconditioning on boundary conditions for the subsonic, one-dimensional Euler equations is presented. Decay rates for the eigenmodes of the initial boundary value problem are determined for different boundary conditions. Riemann invariant boundary conditions based on the unpreconditioned Euler equations are shown to be reflective with preconditioning, and, at low Mach numbers, disturbances do not decay. Other boundary conditions are investigated which are non-reflective with preconditioning and numerical results are presented confirming the analysis.

A physical approach to the numerical treatment of boundaries in gas dynamics

NASA Technical Reports Server (NTRS)

Moretti, G.

1981-01-01

Two types of boundaries are considered: rigid walls, and artificial (open) boundaries which were arbitrarily drawn somewhere across a wider flow field. A set of partial differential equations (typically, the Euler equations) has an infinite number of solutions, each one defined by a set of initial and boundary conditions. The initial conditions remaining the same, any change in the boundary conditions will produce a new solution. To pose the problem well, a necessary and sufficient number of boundary conditions are prescribed.

On the Boussinesq-Burgers equations driven by dynamic boundary conditions

NASA Astrophysics Data System (ADS)

Zhu, Neng; Liu, Zhengrong; Zhao, Kun

2018-02-01

We study the qualitative behavior of the Boussinesq-Burgers equations on a finite interval subject to the Dirichlet type dynamic boundary conditions. Assuming H1 ×H2 initial data which are compatible with boundary conditions and utilizing energy methods, we show that under appropriate conditions on the dynamic boundary data, there exist unique global-in-time solutions to the initial-boundary value problem, and the solutions converge to the boundary data as time goes to infinity, regardless of the magnitude of the initial data.

A Duality Theory for Non-convex Problems in the Calculus of Variations

NASA Astrophysics Data System (ADS)

Bouchitté, Guy; Fragalà, Ilaria

2018-07-01

We present a new duality theory for non-convex variational problems, under possibly mixed Dirichlet and Neumann boundary conditions. The dual problem reads nicely as a linear programming problem, and our main result states that there is no duality gap. Further, we provide necessary and sufficient optimality conditions, and we show that our duality principle can be reformulated as a min-max result which is quite useful for numerical implementations. As an example, we illustrate the application of our method to a celebrated free boundary problem. The results were announced in Bouchitté and Fragalà (C R Math Acad Sci Paris 353(4):375-379, 2015).

Solution of internal ballistic problem for SRM with grain of complex shape during main firing phase

NASA Astrophysics Data System (ADS)

Kiryushkin, A. E.; Minkov, L. L.

2017-10-01

Solid rocket motor (SRM) internal ballistics problems are related to the problems with moving boundaries. The algorithm able to solve similar problems in axisymmetric formulation on Cartesian mesh with an arbitrary order of accuracy is considered in this paper. The base of this algorithm is the ghost point extrapolation using inverse Lax-Wendroff procedure. Level set method is used as an implicit representation of the domain boundary. As an example, the internal ballistics problem for SRM with umbrella type grain was solved during the main firing phase. In addition, flow parameters distribution in the combustion chamber was obtained for different time moments.

A Duality Theory for Non-convex Problems in the Calculus of Variations

NASA Astrophysics Data System (ADS)

Bouchitté, Guy; Fragalà, Ilaria

2018-02-01

We present a new duality theory for non-convex variational problems, under possibly mixed Dirichlet and Neumann boundary conditions. The dual problem reads nicely as a linear programming problem, and our main result states that there is no duality gap. Further, we provide necessary and sufficient optimality conditions, and we show that our duality principle can be reformulated as a min-max result which is quite useful for numerical implementations. As an example, we illustrate the application of our method to a celebrated free boundary problem. The results were announced in Bouchitté and Fragalà (C R Math Acad Sci Paris 353(4):375-379, 2015).

Adaptive boundary concentration control using Zakai equation

NASA Astrophysics Data System (ADS)

Tenno, R.; Mendelson, A.

2010-06-01

A mean-variance control problem is formulated with respect to a partially observed nonlinear system that includes unknown constant parameters. A physical prototype of the system is the cathode surface reaction in an electrolysis cell, where the controller aim is to keep the boundary concentration of species in the near vicinity of the cathode surface low but not zero. The boundary concentration is a diffusion-controlled process observed through the measured current density and, in practice, controlled through the applied voltage. The former incomplete data control problem is converted to complete data-to the so-called separated control problem whose solution is given by the infinite-dimensional Zakai equation. In this article, the separated control problem is solved numerically using pathwise integration of the Zakai equation. This article demonstrates precise tracking of the target trajectory with a rapid convergence of estimates to unknown parameters, which take place simultaneously with control.

Time and Measurement Days

NASA Technical Reports Server (NTRS)

Scargle, Jeffrey D.

2017-01-01

Questions in data analysis involving the concepts of time and measurement are often pushed into the background or reserved for a philosophical discussion. Some examples are: a) Is causality a consequence of the laws of physics, or can the arrow of time be reversed? b) Can we determine the arrow of time of an event? c) Do we need the continuum hypothesis for the underlying function in any measurement process? d) Can we say anything about the analyticity of the underlying process of an event? e) Would it be valid to model a non-analytical process as function of time? f) What are the implications of all these questions for classical Fourier techniques? However, in the age of big data gathered either from space missions supplying ultra-precise long time series, or e.g. LIGO data from the ground, the moment to bring these questions to the foreground seems arrived. The limitations of our understanding of some fundamental processes is emphasized by the lack of solution for problems open for more than 2 decades, such as the non-detection of solar g-modes, or the modal identification of main sequence stellar pulsators like delta Scuti stars. Flicker noise or 1/f noise, for example, attributed in solar-like stars to granulation, is analyzed mostly only to apply noise reduction techniques, neither considering the classical problem of 1/f noise that was introduced a 100 years ago, nor taking into account ergodic or non-ergodic solutions that make inapplicable spectral analysis techniques in practice. This topic was discussed by Nicholas W. Watkins during the ITISE meeting held in Granada in 2016. There he presented preliminary results of his research on Mandelbrot's related work. We reproduce here his quotation of Mandelbrot (1999) "There is a sharp contrast between a highly anomalous ("non-white") noise that proceeds in ordinary clock time and a noise whose principal anomaly is that it is restricted to fractal time", suggesting a connection with the above proposed topics that could be phrased as the following additional questions:a) Is self-organized criticality (SOC) frequent in astrophysical phenomena? b) Could all fractals in nature be considered stochastic? c) Could we establish mathematical/physical relationships between chaotic and fractal behaviors in time series? d) Could the differences between fractals and chaos in terms of analyticity be used to understand the residuals of the fitting of stellar light curves? In this meeting we would like to approximate these problems from a holistic and multidisciplinary perspective, taking into account not only technical issues but also the deeper implications. In particular the concept of connectivity (introduced in Pascual-Granado et al. A&A, 2015) could be used to implement, within the framework of ARMA processes, an "arrow of time" (see attached document), and so studying the possible implications in the concept of time as envisaged by Watkins.

Window and Overlap Processing Effects on Power Estimates from Spectra

NASA Astrophysics Data System (ADS)

Trethewey, M. W.

2000-03-01

Fast Fourier transform (FFT) spectral processing is based on the assumption of stationary ergodic data. In engineering practice, the assumption is often violated and non-stationary data processed. Data windows are commonly used to reduce leakage by decreasing the signal amplitudes near the boundaries of the discrete samples. With certain combinations of non-stationary signals and windows, the temporal weighting may attenuate important signal characteristics to adversely affect any subsequent processing. In other words, the window artificially reduces a significant section of the time signal. Consequently, spectra and overall power estimated from the affected samples are unreliable. FFT processing can be particularly problematic when the signal consists of randomly occurring transients superimposed on a more continuous signal. Overlap processing is commonly used in this situation to improve the estimates. However, the results again depend on the temporal character of the signal in relation to the window weighting. A worst-case scenario, a short-duration half sine pulse, is used to illustrate the relationship between overlap percentage and resulting power estimates. The power estimates are shown to depend on the temporal behaviour of the square of overlapped window segments. An analysis shows that power estimates may be obtained to within 0.27 dB for the following windows and overlap combinations: rectangular (0% overlap), Hanning (62.5% overlap), Hamming (60.35% overlap) and flat-top (82.25% overlap).

Comment on "Advective transport in heterogeneous aquifers: Are proxy models predictive?" by A. Fiori, A. Zarlenga, H. Gotovac, I. Jankovic, E. Volpi, V. Cvetkovic, and G. Dagan

NASA Astrophysics Data System (ADS)

Neuman, Shlomo P.

2016-07-01

Fiori et al. (2015) examine the predictive capabilities of (among others) two "proxy" non-Fickian transport models, MRMT (Multi-Rate Mass Transfer) and CTRW (Continuous-Time Random Walk). In particular, they compare proxy model predictions of mean breakthrough curves (BTCs) at a sequence of control planes with near-ergodic BTCs generated through two- and three-dimensional simulations of nonreactive, mean-uniform advective transport in single realizations of stationary, randomly heterogeneous porous media. The authors find fitted proxy model parameters to be nonunique and devoid of clear physical meaning. This notwithstanding, they conclude optimistically that "i. Fitting the proxy models to match the BTC at [one control plane] automatically ensures prediction at downstream control planes [and thus] ii. … the measured BTC can be used directly for prediction, with no need to use models underlain by fitting." I show that (a) the authors' findings follow directly from (and thus confirm) theoretical considerations discussed earlier by Neuman and Tartakovsky (2009), which (b) additionally demonstrate that proxy models will lack similar predictive capabilities under more realistic, non-Markovian flow and transport conditions that prevail under flow through nonstationary (e.g., multiscale) media in the presence of boundaries and/or nonuniformly distributed sources, and/or when flow/transport are conditioned on measurements.

Turbulent Combustion Study of Scramjet Problem

DTIC Science & Technology

2015-08-01

boundary layer model for 2D simulations of a supersonic flat plate boundary layer . The inflow O2 has an average density of...flow above the flat plate has a transition from a laminar boundary layer to a turbulent boundary layer at a position downstream from the inlet. The...δ. Chapman [13] estimated the number of cells need to resolve the outer layer is proportional to Re0.4 for flat plat boundary layer and

DOE Office of Scientific and Technical Information (OSTI.GOV)

Zanetti, F.M.; Vicentini, E.; Luz, M.G.E. da

It was proposed about a decade ago [M.G.E. da Luz, A.S. Lupu-Sax, E.J. Heller, Phys. Rev. E 56 (1997) 2496] a simple approach for obtaining scattering states for arbitrary disconnected open or closed boundaries C, with different boundary conditions. Since then, the so called boundary wall method has been successfully used to solve different open boundary problems. However, its applicability to closed shapes has not been fully explored. In this contribution we present a complete account of how to use the boundary wall to the case of billiard systems. We review the general ideas and particularize them to single connectedmore » closed shapes, assuming Dirichlet boundary conditions for the C's. We discuss the mathematical aspects that lead to both the inside and outside solutions. We also present a different way to calculate the exterior scattering S matrix. From it, we revisit the important inside-outside duality for billiards. Finally, we give some numerical examples, illustrating the efficiency and flexibility of the method to treat this type of problem.« less

Buffering effect in continuous chains of unidirectionally coupled generators

NASA Astrophysics Data System (ADS)

Glyzin, S. D.; Kolesov, A. Yu.; Rozov, N. Kh.

2014-11-01

We propose a mathematical model of a continuous annular chain of unidirectionally coupled generators given by some nonlinear advection-type hyperbolic boundary value problem. Such problems are constructed by a limit transition from annular chains of unidirectionally coupled ordinary differential equations with an unbounded increase in the number of links. We find that a certain buffering phenomenon is realized in our boundary value problem. Namely, we show that any preassigned finite number of stable periodic motions of the traveling-wave type can coexist in the model.

Singularities of the quad curl problem

NASA Astrophysics Data System (ADS)

Nicaise, Serge

2018-04-01

We consider the quad curl problem in smooth and non smooth domains of the space. We first give an augmented variational formulation equivalent to the one from [25] if the datum is divergence free. We describe the singularities of the variational space which correspond to the ones of the Maxwell system with perfectly conducting boundary conditions. The edge and corner singularities of the solution of the corresponding boundary value problem with smooth data are also characterized. We finally obtain some regularity results of the variational solution.

Compact scheme for systems of equations applied to fundamental problems of mechanics of continua

NASA Technical Reports Server (NTRS)

Klimkowski, Jerzy Z.

1990-01-01

Compact scheme formulation was used in the treatment of boundary conditions for a system of coupled diffusion and Poisson equations. Models and practical solutions of specific engineering problems arising in solid mechanics, chemical engineering, heat transfer and fuid mechanics are described and analyzed for efficiency and accuracy. Only 2-D cases are discussed and a new method of numerical treatment of boundary conditions common in the fundamental problems of mechanics of continua is presented.

Thermoplasticity of coupled bodies in the case of stress-dependent heat transfer

NASA Technical Reports Server (NTRS)

Kilikovskaya, O. A.

1987-01-01

The problem of the thermal stresses in coupled deformable bodies is formulated for the case where the heat-transfer coefficient at the common boundary depends on the stress-strain state of the bodies (e.g., is a function of the normal pressure at the common boundary). Several one-dimensional problems are solved in this formulation. Among these problems is the determination of the thermal stresses in an n-layer plate and in a two-layer cylinder.

An algorithm for full parametric solution of problems on the statics of orthotropic plates by the method of boundary states with perturbations

NASA Astrophysics Data System (ADS)

Penkov, V. B.; Ivanychev, D. A.; Novikova, O. S.; Levina, L. V.

2018-03-01

The article substantiates the possibility of building full parametric analytical solutions of mathematical physics problems in arbitrary regions by means of computer systems. The suggested effective means for such solutions is the method of boundary states with perturbations, which aptly incorporates all parameters of an orthotropic medium in a general solution. We performed check calculations of elastic fields of an anisotropic rectangular region (test and calculation problems) for a generalized plane stress state.

Boundary as Bridge: An Analysis of the Educational Neuroscience Literature from a Boundary Perspective

ERIC Educational Resources Information Center

Beauchamp, Catherine; Beauchamp, Miriam H.

2013-01-01

Within the emerging field of educational neuroscience, concerns exist that the impact of neuroscience research on education has been less effective than hoped. In seeking a way forward, it may be useful to consider the problems of integrating two complex fields in the context of disciplinary boundaries. Here, a boundary perspective is used as a…

Modifying PASVART to solve singular nonlinear 2-point boundary problems

NASA Technical Reports Server (NTRS)

Fulton, James P.

1988-01-01

To study the buckling and post-buckling behavior of shells and various other structures, one must solve a nonlinear 2-point boundary problem. Since closed-form analytic solutions for such problems are virtually nonexistent, numerical approximations are inevitable. This makes the availability of accurate and reliable software indispensable. In a series of papers Lentini and Pereyra, expanding on the work of Keller, developed PASVART: an adaptive finite difference solver for nonlinear 2-point boundary problems. While the program does produce extremely accurate solutions with great efficiency, it is hindered by a major limitation. PASVART will only locate isolated solutions of the problem. In buckling problems, the solution set is not unique. It will contain singular or bifurcation points, where different branches of the solution set may intersect. Thus, PASVART is useless precisely when the problem becomes interesting. To resolve this deficiency we propose a modification of PASVART that will enable the user to perform a more complete bifurcation analysis. PASVART would be combined with the Thurston bifurcation solution: as adaptation of Newton's method that was motivated by the work of Koiter 3 are reinterpreted in terms of an iterative computational method by Thurston.

Computing Evans functions numerically via boundary-value problems

NASA Astrophysics Data System (ADS)

Barker, Blake; Nguyen, Rose; Sandstede, Björn; Ventura, Nathaniel; Wahl, Colin

2018-03-01

The Evans function has been used extensively to study spectral stability of travelling-wave solutions in spatially extended partial differential equations. To compute Evans functions numerically, several shooting methods have been developed. In this paper, an alternative scheme for the numerical computation of Evans functions is presented that relies on an appropriate boundary-value problem formulation. Convergence of the algorithm is proved, and several examples, including the computation of eigenvalues for a multi-dimensional problem, are given. The main advantage of the scheme proposed here compared with earlier methods is that the scheme is linear and scalable to large problems.

Some problems of the calculation of three-dimensional boundary layer flows on general configurations

NASA Technical Reports Server (NTRS)

Cebeci, T.; Kaups, K.; Mosinskis, G. J.; Rehn, J. A.

1973-01-01

An accurate solution of the three-dimensional boundary layer equations over general configurations such as those encountered in aircraft and space shuttle design requires a very efficient, fast, and accurate numerical method with suitable turbulence models for the Reynolds stresses. The efficiency, speed, and accuracy of a three-dimensional numerical method together with the turbulence models for the Reynolds stresses are examined. The numerical method is the implicit two-point finite difference approach (Box Method) developed by Keller and applied to the boundary layer equations by Keller and Cebeci. In addition, a study of some of the problems that may arise in the solution of these equations for three-dimensional boundary layer flows over general configurations.

A magnetic boundary layer at the magnetopause

NASA Astrophysics Data System (ADS)

Kartalev, M. D.; Simeonov, G.

A new approach in the boundary layer description of the magnetopause is proposed. The magnetopause is considered as a mixing region of two streams of plasma with different parameters. The assumption is made that wave-particle interactions cause the plasma to be resistive. Thus only the magnetic viscosity is supposed to be essential. Other dissipation effects are neglected. The plasma and magnetic field conditions at the outer boundary of the layer can be obtained from the solution of the nondissipative problem for the magnetosheath. The magnetic field is assumed to be known at the inner boundary. No further conditions are needed in our formulation of the problem. The variation of the flow parameters and the magnetic field can be obtained numerically.

A QR accelerated volume-to-surface boundary condition for finite element solution of eddy current problems

DOE Office of Scientific and Technical Information (OSTI.GOV)

White, D; Fasenfest, B; Rieben, R

2006-09-08

We are concerned with the solution of time-dependent electromagnetic eddy current problems using a finite element formulation on three-dimensional unstructured meshes. We allow for multiple conducting regions, and our goal is to develop an efficient computational method that does not require a computational mesh of the air/vacuum regions. This requires a sophisticated global boundary condition specifying the total fields on the conductor boundaries. We propose a Biot-Savart law based volume-to-surface boundary condition to meet this requirement. This Biot-Savart approach is demonstrated to be very accurate. In addition, this approach can be accelerated via a low-rank QR approximation of the discretizedmore » Biot-Savart law.« less

External Boundary Conditions for Three-Dimensional Problems of Computational Aerodynamics

NASA Technical Reports Server (NTRS)

Tsynkov, Semyon V.

1997-01-01

We consider an unbounded steady-state flow of viscous fluid over a three-dimensional finite body or configuration of bodies. For the purpose of solving this flow problem numerically, we discretize the governing equations (Navier-Stokes) on a finite-difference grid. The grid obviously cannot stretch from the body up to infinity, because the number of the discrete variables in that case would not be finite. Therefore, prior to the discretization we truncate the original unbounded flow domain by introducing some artificial computational boundary at a finite distance of the body. Typically, the artificial boundary is introduced in a natural way as the external boundary of the domain covered by the grid. The flow problem formulated only on the finite computational domain rather than on the original infinite domain is clearly subdefinite unless some artificial boundary conditions (ABC's) are specified at the external computational boundary. Similarly, the discretized flow problem is subdefinite (i.e., lacks equations with respect to unknowns) unless a special closing procedure is implemented at this artificial boundary. The closing procedure in the discrete case is called the ABC's as well. In this paper, we present an innovative approach to constructing highly accurate ABC's for three-dimensional flow computations. The approach extends our previous technique developed for the two-dimensional case; it employs the finite-difference counterparts to Calderon's pseudodifferential boundary projections calculated in the framework of the difference potentials method (DPM) by Ryaben'kii. The resulting ABC's appear spatially nonlocal but particularly easy to implement along with the existing solvers. The new boundary conditions have been successfully combined with the NASA-developed production code TLNS3D and used for the analysis of wing-shaped configurations in subsonic (including incompressible limit) and transonic flow regimes. As demonstrated by the computational experiments and comparisons with the standard (local) methods, the DPM-based ABC's allow one to greatly reduce the size of the computational domain while still maintaining high accuracy of the numerical solution. Moreover, they may provide for a noticeable increase of the convergence rate of multigrid iterations.

Bifurcation of solutions to Hamiltonian boundary value problems

NASA Astrophysics Data System (ADS)

McLachlan, R. I.; Offen, C.

2018-06-01

A bifurcation is a qualitative change in a family of solutions to an equation produced by varying parameters. In contrast to the local bifurcations of dynamical systems that are often related to a change in the number or stability of equilibria, bifurcations of boundary value problems are global in nature and may not be related to any obvious change in dynamical behaviour. Catastrophe theory is a well-developed framework which studies the bifurcations of critical points of functions. In this paper we study the bifurcations of solutions of boundary-value problems for symplectic maps, using the language of (finite-dimensional) singularity theory. We associate certain such problems with a geometric picture involving the intersection of Lagrangian submanifolds, and hence with the critical points of a suitable generating function. Within this framework, we then study the effect of three special cases: (i) some common boundary conditions, such as Dirichlet boundary conditions for second-order systems, restrict the possible types of bifurcations (for example, in generic planar systems only the A-series beginning with folds and cusps can occur); (ii) integrable systems, such as planar Hamiltonian systems, can exhibit a novel periodic pitchfork bifurcation; and (iii) systems with Hamiltonian symmetries or reversing symmetries can exhibit restricted bifurcations associated with the symmetry. This approach offers an alternative to the analysis of critical points in function spaces, typically used in the study of bifurcation of variational problems, and opens the way to the detection of more exotic bifurcations than the simple folds and cusps that are often found in examples.

The spectral method and the central limit theorem for general Markov chains

NASA Astrophysics Data System (ADS)

Nagaev, S. V.

2017-12-01

We consider Markov chains with an arbitrary phase space and develop a modification of the spectral method that enables us to prove the central limit theorem (CLT) for non-uniformly ergodic Markov chains. The conditions imposed on the transition function are more general than those by Athreya-Ney and Nummelin. Our proof of the CLT is purely analytical.

A Nonlinear Transfer Operator Theorem

NASA Astrophysics Data System (ADS)

Pollicott, Mark

2017-02-01

In recent papers, Kenyon et al. (Ergod Theory Dyn Syst 32:1567-1584 2012), and Fan et al. (C R Math Acad Sci Paris 349:961-964 2011, Adv Math 295:271-333 2016) introduced a form of non-linear thermodynamic formalism based on solutions to a non-linear equation using matrices. In this note we consider the more general setting of Hölder continuous functions.

James Clerk Maxwell and the Kinetic Theory of Gases: A Review Based on Recent Historical Studies

ERIC Educational Resources Information Center

Brush, Stephen G.

1971-01-01

Maxwell's four major papers and some shorter publications relating to kinetic theory and statistical mechanics are discussed in the light of subsequent research. Reviews Maxwell's ideas on such topics as velocity, distribution law, the theory of heat conduction, the mechanism of the radiometer effect, the ergodic hypothesis, and his views on the…

High-order finite-volume solutions of the steady-state advection-diffusion equation with nonlinear Robin boundary conditions

NASA Astrophysics Data System (ADS)

Lin, Zhi; Zhang, Qinghai

2017-09-01

We propose high-order finite-volume schemes for numerically solving the steady-state advection-diffusion equation with nonlinear Robin boundary conditions. Although the original motivation comes from a mathematical model of blood clotting, the nonlinear boundary conditions may also apply to other scientific problems. The main contribution of this work is a generic algorithm for generating third-order, fourth-order, and even higher-order explicit ghost-filling formulas to enforce nonlinear Robin boundary conditions in multiple dimensions. Under the framework of finite volume methods, this appears to be the first algorithm of its kind. Numerical experiments on boundary value problems show that the proposed fourth-order formula can be much more accurate and efficient than a simple second-order formula. Furthermore, the proposed ghost-filling formulas may also be useful for solving other partial differential equations.

The Ablowitz–Ladik system on a finite set of integers

NASA Astrophysics Data System (ADS)

Xia, Baoqiang

2018-07-01

We show how to solve initial-boundary value problems for integrable nonlinear differential–difference equations on a finite set of integers. The method we employ is the discrete analogue of the unified transform (Fokas method). The implementation of this method to the Ablowitz–Ladik system yields the solution in terms of the unique solution of a matrix Riemann–Hilbert problem, which has a jump matrix with explicit -dependence involving certain functions referred to as spectral functions. Some of these functions are defined in terms of the initial value, while the remaining spectral functions are defined in terms of two sets of boundary values. These spectral functions are not independent but satisfy an algebraic relation called global relation. We analyze the global relation to characterize the unknown boundary values in terms of the given initial and boundary values. We also discuss the linearizable boundary conditions.

Iterative methods for plasma sheath calculations: Application to spherical probe

NASA Technical Reports Server (NTRS)

Parker, L. W.; Sullivan, E. C.

1973-01-01

The computer cost of a Poisson-Vlasov iteration procedure for the numerical solution of a steady-state collisionless plasma-sheath problem depends on: (1) the nature of the chosen iterative algorithm, (2) the position of the outer boundary of the grid, and (3) the nature of the boundary condition applied to simulate a condition at infinity (as in three-dimensional probe or satellite-wake problems). Two iterative algorithms, in conjunction with three types of boundary conditions, are analyzed theoretically and applied to the computation of current-voltage characteristics of a spherical electrostatic probe. The first algorithm was commonly used by physicists, and its computer costs depend primarily on the boundary conditions and are only slightly affected by the mesh interval. The second algorithm is not commonly used, and its costs depend primarily on the mesh interval and slightly on the boundary conditions.

Quasi-stationary mechanics of elastic continua with bending stiffness wrapping on a pulley system

NASA Astrophysics Data System (ADS)

Kaczmarczyk, S.; Mirhadizadeh, S.

2016-05-01

In many engineering applications elastic continua such as ropes and belts often are subject to bending when they pass over pulleys / sheaves. In this paper the quasi-stationary mechanics of a cable-pulley system is studied. The cable is modelled as a moving Euler- Bernoulli beam. The distribution of tension is non-uniform along its span and due to the bending stiffness the contact points at the pulley-beam boundaries are not unknown. The system is described by a set of nonlinear ordinary differential equations with undetermined boundary conditions. The resulting nonlinear Boundary Value Problem (BVP) with unknown boundaries is solved by converting the problem into the ‘standard’ form defined over a fixed interval. Numerical results obtained for a range of typical configurations with relevant boundary conditions applied demonstrate that due to the effects of bending stiffness the angels of wrap are reduced and the span tensions are increased.

space and time in ergodic gemorphology

NASA Astrophysics Data System (ADS)

Seyed Ebrahimi, S.

2009-04-01

Epistemological perspectives rank among the main factors contributing to word coinage in scientific literature. New words come into existence as new epistemological fields evolve (Sack1992). Each field, however, tends to impose its own interpretation on the words associated with it. To illustrate the point, certain words retain formal structure and relate to the same subject area, but can nonetheless be employed in totally different epistemological fields. The semantic content undergoes a drastic change in each case. Granted that numerous theoretical stances can be identified within the discipline of geomorphology, acquaintance with the semantic content of certain words should help toward a more realistic understanding of what the theorists and practitioners in this field have in mind. This paper, which is based on an analysis of these three theoretical positions aims to highlight the importance of the semantic content of the term equilibrium as utilized in ergodic geomorphology, and the ways in which it is construed from different viewpoints. For this purpose, the authors have of necessity availed themselves of dated sources, rather than up-to-date ones. The paper also argues that familiarity with concepts such as these will ensure a better grasp of the paradigms in question.

Electric-field-temperature phase diagram of Mn-doped Bi{sub 0.5}(Na{sub 0.9}K{sub 0.1}){sub 0.5}TiO{sub 3} ceramics

DOE Office of Scientific and Technical Information (OSTI.GOV)

Ehara, Yoshitaka, E-mail: Ehara@ceramics.tu-darmstadt.de; Novak, Nikola; Yasui, Shintaro

2015-12-28

An electric field–temperature (E-T) phase diagram for a lead-free 0.5 mol. % Mn-doped Bi(Na{sub 0.1}K{sub 0.9})TiO{sub 3} ceramics was investigated. The x-ray diffraction, dielectric and polarization measurements revealed relaxor behavior and were used to characterize the stability regions of the non-ergodic relaxor, ergodic relaxor and electric field induced ferroelectric states. As indicated by the polarization–current density profiles, transformation between two electric fields, induced ferroelectric states with opposite polarization direction arise via a two-step process through an intermediate relaxor state. Interplay between the ferroelectric state conversion and intermediate relaxor state is governed by the dynamics of polarization relaxation. The presented E-T phase diagrammore » revealed the effects of the applied electric field and temperature on stability regions. This is of special interest since the Bi{sub 0.5}(Na{sub 0.1}K{sub 0.9}){sub 0.5}TiO{sub 3} ceramics were proposed as a potential piezoceramic material.« less

Multipoint entanglement in disordered systems

NASA Astrophysics Data System (ADS)

Magán, Javier M.; Paganelli, Simone; Oganesyan, Vadim

2017-02-01

We develop an approach to characterize excited states of disordered many-body systems using spatially resolved structures of entanglement. We show that the behavior of the mutual information (MI) between two parties of a many-body system can signal a qualitative difference between thermal and localized phases - MI is finite in insulators while it approaches zero in the thermodynamic limit in the ergodic phase. Related quantities, such as the recently introduced Codification Volume (CV), are shown to be suitable to quantify the correlation length of the system. These ideas are illustrated using prototypical non-interacting wavefunctions of localized and extended particles and then applied to characterize states of strongly excited interacting spin chains. We especially focus on evolution of spatial structure of quantum information between high temperature diffusive and many-body localized (MBL) phases believed to exist in these models. We study MI as a function of disorder strength both averaged over the eigenstates and in time-evolved product states drawn from continuously deformed family of initial states realizable experimentally. As expected, spectral and time-evolved averages coincide inside the ergodic phase and differ significantly outside. We also highlight dispersion among the initial states within the localized phase - some of these show considerable generation and delocalization of quantum information.

Transport in the barrier billiard

NASA Astrophysics Data System (ADS)

Saberi Fathi, S. M.; Ettoumi, W.; Courbage, M.

2016-06-01

We investigate transport properties of an ensemble of particles moving inside an infinite periodic horizontal planar barrier billiard. A particle moves among bars and elastically reflects on them. The motion is a uniform translation along the bars' axis. When the tangent of the incidence angle, α , is fixed and rational, the second moment of the displacement along the orthogonal axis at time n , , is either bounded or asymptotic to K n2 , when n →∞ . For irrational α , the collision map is ergodic and has a family of weakly mixing observables, the transport is not ballistic, and autocorrelation functions decay only in time average, but may not decay for a family of irrational α 's. An exhaustive numerical computation shows that the transport may be superdiffusive or subdiffusive with various rates or bounded strongly depending on the values of α . The variety of transport behaviors sounds reminiscent of well-known behavior of conservative systems. Considering then an ensemble of particles with nonfixed α , the system is nonergodic and certainly not mixing and has anomalous diffusion with self-similar space-time properties. However, we verified that such a system decomposes into ergodic subdynamics breaking self-similarity.

Ergodicity of the Stochastic Nosé-Hoover Heat Bath

NASA Astrophysics Data System (ADS)

Wei Chung Lo,; Baowen Li,

2010-07-01

We numerically study the ergodicity of the stochastic Nosé-Hoover heat bath whose formalism is based on the Markovian approximation for the Nosé-Hoover equation [J. Phys. Soc. Jpn. 77 (2008) 103001]. The approximation leads to a Langevin-like equation driven by a fluctuating dissipative force and multiplicative Gaussian white noise. The steady state solution of the associated Fokker-Planck equation is the canonical distribution. We investigate the dynamics of this method for the case of (i) free particle, (ii) nonlinear oscillators and (iii) lattice chains. We derive the Fokker-Planck equation for the free particle and present approximate analytical solution for the stationary distribution in the context of the Markovian approximation. Numerical simulation results for nonlinear oscillators show that this method results in a Gaussian distribution for the particles velocity. We also employ the method as heat baths to study nonequilibrium heat flow in one-dimensional Fermi-Pasta-Ulam (FPU-β) and Frenkel-Kontorova (FK) lattices. The establishment of well-defined temperature profiles are observed only when the lattice size is large. Our results provide numerical justification for such Markovian approximation for classical single- and many-body systems.

Quasi-equilibria in reduced Liouville spaces.

PubMed

Halse, Meghan E; Dumez, Jean-Nicolas; Emsley, Lyndon

2012-06-14

The quasi-equilibrium behaviour of isolated nuclear spin systems in full and reduced Liouville spaces is discussed. We focus in particular on the reduced Liouville spaces used in the low-order correlations in Liouville space (LCL) simulation method, a restricted-spin-space approach to efficiently modelling the dynamics of large networks of strongly coupled spins. General numerical methods for the calculation of quasi-equilibrium expectation values of observables in Liouville space are presented. In particular, we treat the cases of a time-independent Hamiltonian, a time-periodic Hamiltonian (with and without stroboscopic sampling) and powder averaging. These quasi-equilibrium calculation methods are applied to the example case of spin diffusion in solid-state nuclear magnetic resonance. We show that there are marked differences between the quasi-equilibrium behaviour of spin systems in the full and reduced spaces. These differences are particularly interesting in the time-periodic-Hamiltonian case, where simulations carried out in the reduced space demonstrate ergodic behaviour even for small spins systems (as few as five homonuclei). The implications of this ergodic property on the success of the LCL method in modelling the dynamics of spin diffusion in magic-angle spinning experiments of powders is discussed.

A Chebyshev matrix method for spatial modes of the Orr-Sommerfeld equation

NASA Technical Reports Server (NTRS)

Danabasoglu, G.; Biringen, S.

1989-01-01

The Chebyshev matrix collocation method is applied to obtain the spatial modes of the Orr-Sommerfeld equation for Poiseuille flow and the Blausius boundary layer. The problem is linearized by the companion matrix technique for semi-infinite domain using a mapping transformation. The method can be easily adapted to problems with different boundary conditions requiring different transformations.

Recovering an unknown source in a fractional diffusion problem

NASA Astrophysics Data System (ADS)

Rundell, William; Zhang, Zhidong

2018-09-01

A standard inverse problem is to determine a source which is supported in an unknown domain D from external boundary measurements. Here we consider the case of a time-independent situation where the source is equal to unity in an unknown subdomain D of a larger given domain Ω and the boundary of D has the star-like shape, i.e.

An Investigation of Starting Point Preferences in Human Performance on Traveling Salesman Problems

ERIC Educational Resources Information Center

MacGregor, James N.

2014-01-01

Previous studies have shown that people start traveling sales problem tours significantly more often from boundary than from interior nodes. There are a number of possible reasons for such a tendency: first, it may arise as a direct result of the processes involved in tour construction; second, boundary points may be perceptually more salient than…

A review of hybrid implicit explicit finite difference time domain method

NASA Astrophysics Data System (ADS)

Chen, Juan

2018-06-01

The finite-difference time-domain (FDTD) method has been extensively used to simulate varieties of electromagnetic interaction problems. However, because of its Courant-Friedrich-Levy (CFL) condition, the maximum time step size of this method is limited by the minimum size of cell used in the computational domain. So the FDTD method is inefficient to simulate the electromagnetic problems which have very fine structures. To deal with this problem, the Hybrid Implicit Explicit (HIE)-FDTD method is developed. The HIE-FDTD method uses the hybrid implicit explicit difference in the direction with fine structures to avoid the confinement of the fine spatial mesh on the time step size. So this method has much higher computational efficiency than the FDTD method, and is extremely useful for the problems which have fine structures in one direction. In this paper, the basic formulations, time stability condition and dispersion error of the HIE-FDTD method are presented. The implementations of several boundary conditions, including the connect boundary, absorbing boundary and periodic boundary are described, then some applications and important developments of this method are provided. The goal of this paper is to provide an historical overview and future prospects of the HIE-FDTD method.

Solvability of a fourth-order boundary value problem with periodic boundary conditions II

DOE Office of Scientific and Technical Information (OSTI.GOV)

Gupta, Chaitan P.

1991-01-01

Lemore » t f : [ 0 , 1 ] × R 4 → R be a function satisfying Caratheodory's conditions and e ( x ) ∈ L 1 [ 0 , 1 ] . This paper is concerned with the solvability of the fourth-order fully quasilinear boundary value problem d 4 u d x 4 + f ( x , u ( x ) , u ′ ( x ) , u ″ ( x ) , u ‴ ( x ) ) = e ( x ) ,    0 < x < 1 , with u ( 0 ) − u ( 1 ) = u ′ ( 0 ) − u ′ ( 1 ) = u ″ ( 0 ) - u ″ ( 1 ) = u ‴ ( 0 ) - u ‴ ( 1 ) = 0 . This problem was studied earlier by the author in the special case when f was of the form f ( x , u ( x ) ) , i.e., independent of u ′ ( x ) , u ″ ( x ) , u ‴ ( x ) . It turns out that the earlier methods do not apply in this general case. The conditions need to be related to both of the linear eigenvalue problems d 4 u d x 4 = λ 4 u and d 4 u d x 4 = − λ 2 d 2 u d x 2 with periodic boundary conditions.« less

Development of an integrated BEM approach for hot fluid structure interaction

NASA Technical Reports Server (NTRS)

Dargush, G. F.; Banerjee, P. K.; Shi, Y.

1991-01-01

The development of a comprehensive fluid-structure interaction capability within a boundary element computer code is described. This new capability is implemented in a completely general manner, so that quite arbitrary geometry, material properties and boundary conditions may be specified. Thus, a single analysis code can be used to run structures-only problems, fluids-only problems, or the combined fluid-structure problem. In all three cases, steady or transient conditions can be selected, with or without thermal effects. Nonlinear analyses can be solved via direct iteration or by employing a modified Newton-Raphson approach. A number of detailed numerical examples are included at the end of these two sections to validate the formulations and to emphasize both the accuracy and generality of the computer code. A brief review of the recent applicable boundary element literature is included for completeness. The fluid-structure interaction facility is discussed. Once again, several examples are provided to highlight this unique capability. A collection of potential boundary element applications that have been uncovered as a result of work related to the present grant is given. For most of those problems, satisfactory analysis techniques do not currently exist.

Effective matrix-free preconditioning for the augmented immersed interface method

NASA Astrophysics Data System (ADS)

Xia, Jianlin; Li, Zhilin; Ye, Xin

2015-12-01

We present effective and efficient matrix-free preconditioning techniques for the augmented immersed interface method (AIIM). AIIM has been developed recently and is shown to be very effective for interface problems and problems on irregular domains. GMRES is often used to solve for the augmented variable(s) associated with a Schur complement A in AIIM that is defined along the interface or the irregular boundary. The efficiency of AIIM relies on how quickly the system for A can be solved. For some applications, there are substantial difficulties involved, such as the slow convergence of GMRES (particularly for free boundary and moving interface problems), and the inconvenience in finding a preconditioner (due to the situation that only the products of A and vectors are available). Here, we propose matrix-free structured preconditioning techniques for AIIM via adaptive randomized sampling, using only the products of A and vectors to construct a hierarchically semiseparable matrix approximation to A. Several improvements over existing schemes are shown so as to enhance the efficiency and also avoid potential instability. The significance of the preconditioners includes: (1) they do not require the entries of A or the multiplication of AT with vectors; (2) constructing the preconditioners needs only O (log ⁡ N) matrix-vector products and O (N) storage, where N is the size of A; (3) applying the preconditioners needs only O (N) flops; (4) they are very flexible and do not require any a priori knowledge of the structure of A. The preconditioners are observed to significantly accelerate the convergence of GMRES, with heuristical justifications of the effectiveness. Comprehensive tests on several important applications are provided, such as Navier-Stokes equations on irregular domains with traction boundary conditions, interface problems in incompressible flows, mixed boundary problems, and free boundary problems. The preconditioning techniques are also useful for several other problems and methods.

3DGRAPE - THREE DIMENSIONAL GRIDS ABOUT ANYTHING BY POISSON'S EQUATION

NASA Technical Reports Server (NTRS)

Sorenson, R. L.

1994-01-01

The ability to treat arbitrary boundary shapes is one of the most desirable characteristics of a method for generating grids. 3DGRAPE is designed to make computational grids in or about almost any shape. These grids are generated by the solution of Poisson's differential equations in three dimensions. The program automatically finds its own values for inhomogeneous terms which give near-orthogonality and controlled grid cell height at boundaries. Grids generated by 3DGRAPE have been applied to both viscous and inviscid aerodynamic problems, and to problems in other fluid-dynamic areas. 3DGRAPE uses zones to solve the problem of warping one cube into the physical domain in real-world computational fluid dynamics problems. In a zonal approach, a physical domain is divided into regions, each of which maps into its own computational cube. It is believed that even the most complicated physical region can be divided into zones, and since it is possible to warp a cube into each zone, a grid generator which is oriented to zones and allows communication across zonal boundaries (where appropriate) solves the problem of topological complexity. 3DGRAPE expects to read in already-distributed x,y,z coordinates on the bodies of interest, coordinates which will remain fixed during the entire grid-generation process. The 3DGRAPE code makes no attempt to fit given body shapes and redistribute points thereon. Body-fitting is a formidable problem in itself. The user must either be working with some simple analytical body shape, upon which a simple analytical distribution can be easily effected, or must have available some sophisticated stand-alone body-fitting software. 3DGRAPE does not require the user to supply the block-to-block boundaries nor the shapes of the distribution of points. 3DGRAPE will typically supply those block-to-block boundaries simply as surfaces in the elliptic grid. Thus at block-to-block boundaries the following conditions are obtained: (1) grids lines will match up as they approach the block-to-block boundary from either side, (2) grid lines will cross the boundary with no slope discontinuity, (3) the spacing of points along the line piercing the boundary will be continuous, (4) the shape of the boundary will be consistent with the surrounding grid, and (5) the distribution of points on the boundary will be reasonable in view of the surrounding grid. 3DGRAPE offers a powerful building-block approach to complex 3-D grid generation, but is a low-level tool. Users may build each face of each block as they wish, from a wide variety of resources. 3DGRAPE uses point-successive-over-relaxation (point-SOR) to solve the Poisson equations. This method is slow, although it does vectorize nicely. Any number of sophisticated graphics programs may be used on the stored output file of 3DGRAPE though it lacks interactive graphics. Versatility was a prominent consideration in developing the code. The block structure allows a great latitude in the problems it can treat. As the acronym implies, this program should be able to handle just about any physical region into which a computational cube or cubes can be warped. 3DGRAPE was written in FORTRAN 77 and should be machine independent. It was originally developed on a Cray under COS and tested on a MicroVAX 3200 under VMS 5.1.

On the existence of solutions to a one-dimensional degenerate nonlinear wave equation

NASA Astrophysics Data System (ADS)

Hu, Yanbo

2018-07-01

This paper is concerned with the degenerate initial-boundary value problem to the one-dimensional nonlinear wave equation utt =((1 + u) aux) x which arises in a number of various physical contexts. The global existence of smooth solutions to the degenerate problem was established under relaxed conditions on the initial-boundary data by the characteristic decomposition method. Moreover, we show that the solution is uniformly C 1 , α continuous up to the degenerate boundary and the degenerate curve is C 1 , α continuous for α ∈ (0 , min ⁡ a/1+a, 1/1+a).

Numerical solution of the time fractional reaction-diffusion equation with a moving boundary

NASA Astrophysics Data System (ADS)

Zheng, Minling; Liu, Fawang; Liu, Qingxia; Burrage, Kevin; Simpson, Matthew J.

2017-06-01

A fractional reaction-diffusion model with a moving boundary is presented in this paper. An efficient numerical method is constructed to solve this moving boundary problem. Our method makes use of a finite difference approximation for the temporal discretization, and spectral approximation for the spatial discretization. The stability and convergence of the method is studied, and the errors of both the semi-discrete and fully-discrete schemes are derived. Numerical examples, motivated by problems from developmental biology, show a good agreement with the theoretical analysis and illustrate the efficiency of our method.

On similarity solutions of a boundary layer problem with an upstream moving wall

NASA Technical Reports Server (NTRS)

Hussaini, M. Y.; Lakin, W. D.; Nachman, A.

1986-01-01

The problem of a boundary layer on a flat plate which has a constant velocity opposite in direction to that of the uniform mainstream is examined. It was previously shown that the solution of this boundary value problem is crucially dependent on the parameter which is the ratio of the velocity of the plate to the velocity of the free stream. In particular, it was proved that a solution exists only if this parameter does not exceed a certain critical value, and numerical evidence was adduced to show that this solution is nonunique. Using Crocco formulation the present work proves this nonuniqueness. Also considered are the analyticity of solutions and the derivation of upper bounds on the critical value of wall velocity parameter.

Solution of free-boundary problems using finite-element/Newton methods and locally refined grids - Application to analysis of solidification microstructure

NASA Technical Reports Server (NTRS)

Tsiveriotis, K.; Brown, R. A.

1993-01-01

A new method is presented for the solution of free-boundary problems using Lagrangian finite element approximations defined on locally refined grids. The formulation allows for direct transition from coarse to fine grids without introducing non-conforming basis functions. The calculation of elemental stiffness matrices and residual vectors are unaffected by changes in the refinement level, which are accounted for in the loading of elemental data to the global stiffness matrix and residual vector. This technique for local mesh refinement is combined with recently developed mapping methods and Newton's method to form an efficient algorithm for the solution of free-boundary problems, as demonstrated here by sample calculations of cellular interfacial microstructure during directional solidification of a binary alloy.

Frequency of postlicensure registered nurse boundary violations with patients in the state of Ohio: a comparison based on type of prelicensure registered nurse education.

PubMed

Jones, Jeffrey S; Fitzpatrick, Joyce J; Drake, Virginia K

2008-12-01

Nurse-Patient boundary violations remain a problem. Efforts to address the problem through postlicensure education and stronger disciplinary measures are well documented. However, efforts to understand this problem based on prelicensure components are less studied. Using data from The Ohio Board of Nursing from 2002 to 2006, the difference in frequency of incidents of violations between associate degree-prepared registered nurses and baccalaureate degree-prepared registered nurses was studied. A statistically significant difference was found through chi-square analysis: Associate degree-prepared nurses had higher frequency of boundary violations. Further studies on prelicensure curricular influences on registered nurses' postlicensure behavior, particularly in relation to curricular content focused on interpersonal skill development, are recommended.

DOE Office of Scientific and Technical Information (OSTI.GOV)

Favorite, Jeffrey A.; Gonzalez, Esteban

Adjoint-based first-order perturbation theory is applied again to boundary perturbation problems. Rahnema developed a perturbation estimate that gives an accurate first-order approximation of a flux or reaction rate within a radioactive system when the boundary is perturbed. When the response of interest is the flux or leakage current on the boundary, the Roussopoulos perturbation estimate has long been used. The Rahnema and Roussopoulos estimates differ in one term. Our paper shows that the Rahnema and Roussopoulos estimates can be derived consistently, using different responses, from a single variational functional (due to Gheorghiu and Rahnema), resolving any apparent contradiction. In analyticmore » test problems, Rahnema’s estimate and the Roussopoulos estimate produce exact first derivatives of the response of interest when appropriately applied. We also present a realistic, nonanalytic test problem.« less

A new approach to impulsive rendezvous near circular orbit

NASA Astrophysics Data System (ADS)

Carter, Thomas; Humi, Mayer

2012-04-01

A new approach is presented for the problem of planar optimal impulsive rendezvous of a spacecraft in an inertial frame near a circular orbit in a Newtonian gravitational field. The total characteristic velocity to be minimized is replaced by a related characteristic-value function and this related optimization problem can be solved in closed form. The solution of this problem is shown to approach the solution of the original problem in the limit as the boundary conditions approach those of a circular orbit. Using a form of primer-vector theory the problem is formulated in a way that leads to relatively easy calculation of the optimal velocity increments. A certain vector that can easily be calculated from the boundary conditions determines the number of impulses required for solution of the optimization problem and also is useful in the computation of these velocity increments. Necessary and sufficient conditions for boundary conditions to require exactly three nonsingular non-degenerate impulses for solution of the related optimal rendezvous problem, and a means of calculating these velocity increments are presented. A simple example of a three-impulse rendezvous problem is solved and the resulting trajectory is depicted. Optimal non-degenerate nonsingular two-impulse rendezvous for the related problem is found to consist of four categories of solutions depending on the four ways the primer vector locus intersects the unit circle. Necessary and sufficient conditions for each category of solutions are presented. The region of the boundary values that admit each category of solutions of the related problem are found, and in each case a closed-form solution of the optimal velocity increments is presented. Similar results are presented for the simpler optimal rendezvous that require only one-impulse. For brevity degenerate and singular solutions are not discussed in detail, but should be presented in a following study. Although this approach is thought to provide simpler computations than existing methods, its main contribution may be in establishing a new approach to the more general problem.

Estimation of Magnetic Field Growth and Construction of Adaptive Mesh in Corner Domain for the Magnetostatic Problem in Three-Dimensional Space

NASA Astrophysics Data System (ADS)

Perepelkin, Eugene; Tarelkin, Aleksandr

2018-02-01

A magnetostatics problem arises when searching for the distribution of the magnetic field generated by magnet systems of many physics research facilities, e.g., accelerators. The domain in which the boundary-value problem is solved often has a piecewise smooth boundary. In this case, numerical calculations of the problem require consideration of the solution behavior in the corner domain. In this work we obtained an upper estimation of the magnetic field growth using integral formulation of the magnetostatic problem and propose a method for condensing the differential mesh near the corner domain of the vacuum in the three-dimensional space based on this estimation.

Better, Cheaper, Faster Molecular Dynamics

NASA Technical Reports Server (NTRS)

Pohorille, Andrew; DeVincenzi, Donald L. (Technical Monitor)

2001-01-01

Recent, revolutionary progress in genomics and structural, molecular and cellular biology has created new opportunities for molecular-level computer simulations of biological systems by providing vast amounts of data that require interpretation. These opportunities are further enhanced by the increasing availability of massively parallel computers. For many problems, the method of choice is classical molecular dynamics (iterative solving of Newton's equations of motion). It focuses on two main objectives. One is to calculate the relative stability of different states of the system. A typical problem that has' such an objective is computer-aided drug design. Another common objective is to describe evolution of the system towards a low energy (possibly the global minimum energy), "native" state. Perhaps the best example of such a problem is protein folding. Both types of problems share the same difficulty. Often, different states of the system are separated by high energy barriers, which implies that transitions between these states are rare events. This, in turn, can greatly impede exploration of phase space. In some instances this can lead to "quasi non-ergodicity", whereby a part of phase space is inaccessible on time scales of the simulation. To overcome this difficulty and to extend molecular dynamics to "biological" time scales (millisecond or longer) new physical formulations and new algorithmic developments are required. To be efficient they should account for natural limitations of multi-processor computer architecture. I will present work along these lines done in my group. In particular, I will focus on a new approach to calculating the free energies (stability) of different states and to overcoming "the curse of rare events". I will also discuss algorithmic improvements to multiple time step methods and to the treatment of slowly decaying, log-ranged, electrostatic effects.

Uniform stabilization of wave equation with localized internal damping and acoustic boundary condition with viscoelastic damping

NASA Astrophysics Data System (ADS)

Frota, Cícero Lopes; Vicente, André

2018-06-01

In this paper, we deal with the uniform stabilization to the mixed problem for a nonlinear wave equation and acoustic boundary conditions on a non-locally reacting boundary. The main purpose is to study the stability when the internal damping acts only over a subset ω of the domain Ω and the boundary damping is of the viscoelastic type.

Modeling the urban boundary layer

NASA Technical Reports Server (NTRS)

Bergstrom, R. W., Jr.

1976-01-01

A summary and evaluation is given of the Workshop on Modeling the Urban Boundary Layer; held in Las Vegas on May 5, 1975. Edited summaries from each of the session chairpersons are also given. The sessions were: (1) formulation and solution techniques, (2) K-theory versus higher order closure, (3) surface heat and moisture balance, (4) initialization and boundary problems, (5) nocturnal boundary layer, and (6) verification of models.

Detection of expansion at large angle grain boundaries using electron diffraction

DOE Office of Scientific and Technical Information (OSTI.GOV)

Balluffi, R.W.; Bristowe, P.D.

1984-02-01

Lamarre and Sass (LS) (Scripta Metall. 17: 1141(1983)) observed a grain boundary electron diffraction effect from a large angle twist boundary which they claim can be used to obtain the volume expansion at the grain boundary in a direction normal to it. This paper considers the case where the intensity from the grain boundary region, is close to lattice reflections on the same element of the boundary diffraction lattice. Analysis of this complex problem show that the simplified model of LS is misleading in this case. (DLC)

Disturbance, scale, and boundary in wilderness management

Treesearch

Peter S. White; Jonathan Harrod; Joan L. Walker; Anke Jentsch

2000-01-01

Natural disturbances are critical to wilderness management. This paper reviews recent research on natural disturbance and addresses the problem of managing for disturbances in a world of human-imposed scales and boundaries. The dominant scale issue in disturbance management is the question of patch dynamic equilibrium. The dominant boundary issue in disturbance...

Listener Reliability in Assigning Utterance Boundaries in Children's Spontaneous Speech

ERIC Educational Resources Information Center

Stockman, Ida J.

2010-01-01

Research and clinical practices often rely on an utterance unit for spoken language analysis. This paper calls attention to the problems encountered when identifying utterance boundaries in young children's spontaneous conversational speech. The results of a reliability study of utterance boundary assignment are described for 20 females with…

Disturbance, Scale, and Boundary in Wilderness Management

Treesearch

Peter S. White; Jonathan Harrod; Joan L. Walker; Anke Jentsch

2000-01-01

Natural disturbances are critical to wilderness management. This paper reviews recent research on natural disturbance and addresses the problem of managing for disturbances in a world of human-imposed scales and boundaries. The dominant scale issue in disturbance management is the question of patch dynamic equilibrium. The dominant boundary issue in disturbance...

Incorporation of the planetary boundary layer in atmospheric models

NASA Technical Reports Server (NTRS)

Moeng, Chin-Hoh; Wyngaard, John; Pielke, Roger; Krueger, Steve

1993-01-01

The topics discussed include the following: perspectives on planetary boundary layer (PBL) measurements; current problems of PBL parameterization in mesoscale models; and convective cloud-PBL interactions.

A phase transition in the first passage of a Brownian process through a fluctuating boundary with implications for neural coding.

PubMed

Taillefumier, Thibaud; Magnasco, Marcelo O

2013-04-16

Finding the first time a fluctuating quantity reaches a given boundary is a deceptively simple-looking problem of vast practical importance in physics, biology, chemistry, neuroscience, economics, and industrial engineering. Problems in which the bound to be traversed is itself a fluctuating function of time include widely studied problems in neural coding, such as neuronal integrators with irregular inputs and internal noise. We show that the probability p(t) that a Gauss-Markov process will first exceed the boundary at time t suffers a phase transition as a function of the roughness of the boundary, as measured by its Hölder exponent H. The critical value occurs when the roughness of the boundary equals the roughness of the process, so for diffusive processes the critical value is Hc = 1/2. For smoother boundaries, H > 1/2, the probability density is a continuous function of time. For rougher boundaries, H < 1/2, the probability is concentrated on a Cantor-like set of zero measure: the probability density becomes divergent, almost everywhere either zero or infinity. The critical point Hc = 1/2 corresponds to a widely studied case in the theory of neural coding, in which the external input integrated by a model neuron is a white-noise process, as in the case of uncorrelated but precisely balanced excitatory and inhibitory inputs. We argue that this transition corresponds to a sharp boundary between rate codes, in which the neural firing probability varies smoothly, and temporal codes, in which the neuron fires at sharply defined times regardless of the intensity of internal noise.

Well-posedness of the plasma-vacuum interface problem

NASA Astrophysics Data System (ADS)

Secchi, Paolo; Trakhinin, Yuri

2014-01-01

We consider the free-boundary problem for the plasma-vacuum interface in ideal compressible magnetohydrodynamics (MHD). In the plasma region the flow is governed by the usual compressible MHD equations, while in the vacuum region we consider the pre-Maxwell dynamics for the magnetic field. At the free interface, driven by the plasma velocity, the total pressure is continuous and the magnetic field on both sides is tangent to the boundary. The plasma-vacuum system is not isolated from the outside world, because of a given surface current on the fixed boundary that forces oscillations. Under a suitable stability condition satisfied at each point of the initial interface, stating that the magnetic fields on either side of the interface are not collinear, we show the existence and uniqueness of the solution to the nonlinear plasma-vacuum interface problem in suitable anisotropic Sobolev spaces. The proof is based on the results proved in the companion paper (Secchi and Trakhinin 2013 Interfaces Free Boundaries 15 323-57), about the well-posedness of the homogeneous linearized problem and the proof of a basic a priori energy estimate. The proof of the resolution of the nonlinear problem given in the present paper follows from the analysis of the elliptic system for the vacuum magnetic field, a suitable tame estimate in Sobolev spaces for the full linearized equations, and a Nash-Moser iteration.

Geopotential coefficient determination and the gravimetric boundary value problem: A new approach

NASA Technical Reports Server (NTRS)

Sjoeberg, Lars E.

1989-01-01

New integral formulas to determine geopotential coefficients from terrestrial gravity and satellite altimetry data are given. The formulas are based on the integration of data over the non-spherical surface of the Earth. The effect of the topography to low degrees and orders of coefficients is estimated numerically. Formulas for the solution of the gravimetric boundary value problem are derived.

Disordered Berezinskii-Kosterlitz-Thouless transition and superinsulation

DOE PAGES

Sankar, S.; Vinokur, V. M.; Tripathi, V.

2018-01-22

Here, we investigate the critical Berezinskii-Kosterlitz-Thouless (BKT) behavior of disordered two-dimensional Josephson-junction arrays (JJA) on the insulating side of the superconductor-insulator transition (SIT) taking into account the effect of hitherto ignored residual random dipole moments of the superconducting grains. We show that for weak Josephson coupling the model is equivalent to a Coulomb gas subjected to a disorder potential with logarithmic correlations. We demonstrate that strong enough disorder transforms the BKT divergence of the correlation length, ξ BKT ∝ exp (const / √T-T BKT), characterizing the average distance between the unbound topological excitations of the opposite signs, into a moremore » singular Vogel-Fulcher-Tamman (VFT) behavior, ξ VFT ∝ exp [const / (T-T VFT)] , which is viewed as a hallmark of glass transitions in glass-forming materials. We further show that the VFT criticality is a precursor of the transition into a nonergodic superinsulating state, while the BKT critical behavior implies freezing into an ergodic confined BKT state. Finally, our finding sheds light on the yet unresolved problem of the origin of the VFT criticality.« less

Optimal harvesting of a stochastic delay tri-trophic food-chain model with Lévy jumps

NASA Astrophysics Data System (ADS)

Qiu, Hong; Deng, Wenmin

2018-02-01

In this paper, the optimal harvesting of a stochastic delay tri-trophic food-chain model with Lévy jumps is considered. We introduce two kinds of environmental perturbations in this model. One is called white noise which is continuous and is described by a stochastic integral with respect to the standard Brownian motion. And the other one is jumping noise which is modeled by a Lévy process. Under some mild assumptions, the critical values between extinction and persistent in the mean of each species are established. The sufficient and necessary criteria for the existence of optimal harvesting policy are established and the optimal harvesting effort and the maximum of sustainable yield are also obtained. We utilize the ergodic method to discuss the optimal harvesting problem. The results show that white noises and Lévy noises significantly affect the optimal harvesting policy while time delays is harmless for the optimal harvesting strategy in some cases. At last, some numerical examples are introduced to show the validity of our results.

DOE Office of Scientific and Technical Information (OSTI.GOV)

Sankar, S.; Vinokur, V. M.; Tripathi, V.

Here, we investigate the critical Berezinskii-Kosterlitz-Thouless (BKT) behavior of disordered two-dimensional Josephson-junction arrays (JJA) on the insulating side of the superconductor-insulator transition (SIT) taking into account the effect of hitherto ignored residual random dipole moments of the superconducting grains. We show that for weak Josephson coupling the model is equivalent to a Coulomb gas subjected to a disorder potential with logarithmic correlations. We demonstrate that strong enough disorder transforms the BKT divergence of the correlation length, ξ BKT ∝ exp (const / √T-T BKT), characterizing the average distance between the unbound topological excitations of the opposite signs, into a moremore » singular Vogel-Fulcher-Tamman (VFT) behavior, ξ VFT ∝ exp [const / (T-T VFT)] , which is viewed as a hallmark of glass transitions in glass-forming materials. We further show that the VFT criticality is a precursor of the transition into a nonergodic superinsulating state, while the BKT critical behavior implies freezing into an ergodic confined BKT state. Finally, our finding sheds light on the yet unresolved problem of the origin of the VFT criticality.« less

Turbulent Output-Based Anisotropic Adaptation

NASA Technical Reports Server (NTRS)

Park, Michael A.; Carlson, Jan-Renee

2010-01-01

Controlling discretization error is a remaining challenge for computational fluid dynamics simulation. Grid adaptation is applied to reduce estimated discretization error in drag or pressure integral output functions. To enable application to high O(10(exp 7)) Reynolds number turbulent flows, a hybrid approach is utilized that freezes the near-wall boundary layer grids and adapts the grid away from the no slip boundaries. The hybrid approach is not applicable to problems with under resolved initial boundary layer grids, but is a powerful technique for problems with important off-body anisotropic features. Supersonic nozzle plume, turbulent flat plate, and shock-boundary layer interaction examples are presented with comparisons to experimental measurements of pressure and velocity. Adapted grids are produced that resolve off-body features in locations that are not known a priori.