Method of conditional moments (MCM) for the Chemical Master Equation: a unified framework for the method of moments and hybrid stochastic-deterministic models.

PubMed

Hasenauer, J; Wolf, V; Kazeroonian, A; Theis, F J

2014-09-01

The time-evolution of continuous-time discrete-state biochemical processes is governed by the Chemical Master Equation (CME), which describes the probability of the molecular counts of each chemical species. As the corresponding number of discrete states is, for most processes, large, a direct numerical simulation of the CME is in general infeasible. In this paper we introduce the method of conditional moments (MCM), a novel approximation method for the solution of the CME. The MCM employs a discrete stochastic description for low-copy number species and a moment-based description for medium/high-copy number species. The moments of the medium/high-copy number species are conditioned on the state of the low abundance species, which allows us to capture complex correlation structures arising, e.g., for multi-attractor and oscillatory systems. We prove that the MCM provides a generalization of previous approximations of the CME based on hybrid modeling and moment-based methods. Furthermore, it improves upon these existing methods, as we illustrate using a model for the dynamics of stochastic single-gene expression. This application example shows that due to the more general structure, the MCM allows for the approximation of multi-modal distributions.

A master equation and moment approach for biochemical systems with creation-time-dependent bimolecular rate functions

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

Chevalier, Michael W., E-mail: Michael.Chevalier@ucsf.edu; El-Samad, Hana, E-mail: Hana.El-Samad@ucsf.edu

Noise and stochasticity are fundamental to biology and derive from the very nature of biochemical reactions where thermal motion of molecules translates into randomness in the sequence and timing of reactions. This randomness leads to cell-to-cell variability even in clonal populations. Stochastic biochemical networks have been traditionally modeled as continuous-time discrete-state Markov processes whose probability density functions evolve according to a chemical master equation (CME). In diffusion reaction systems on membranes, the Markov formalism, which assumes constant reaction propensities is not directly appropriate. This is because the instantaneous propensity for a diffusion reaction to occur depends on the creation timesmore » of the molecules involved. In this work, we develop a chemical master equation for systems of this type. While this new CME is computationally intractable, we make rational dimensional reductions to form an approximate equation, whose moments are also derived and are shown to yield efficient, accurate results. This new framework forms a more general approach than the Markov CME and expands upon the realm of possible stochastic biochemical systems that can be efficiently modeled.« less

Hybrid discrete-time neural networks.

PubMed

Cao, Hongjun; Ibarz, Borja

2010-11-13

Hybrid dynamical systems combine evolution equations with state transitions. When the evolution equations are discrete-time (also called map-based), the result is a hybrid discrete-time system. A class of biological neural network models that has recently received some attention falls within this category: map-based neuron models connected by means of fast threshold modulation (FTM). FTM is a connection scheme that aims to mimic the switching dynamics of a neuron subject to synaptic inputs. The dynamic equations of the neuron adopt different forms according to the state (either firing or not firing) and type (excitatory or inhibitory) of their presynaptic neighbours. Therefore, the mathematical model of one such network is a combination of discrete-time evolution equations with transitions between states, constituting a hybrid discrete-time (map-based) neural network. In this paper, we review previous work within the context of these models, exemplifying useful techniques to analyse them. Typical map-based neuron models are low-dimensional and amenable to phase-plane analysis. In bursting models, fast-slow decomposition can be used to reduce dimensionality further, so that the dynamics of a pair of connected neurons can be easily understood. We also discuss a model that includes electrical synapses in addition to chemical synapses with FTM. Furthermore, we describe how master stability functions can predict the stability of synchronized states in these networks. The main results are extended to larger map-based neural networks.

Construction and accuracy of partial differential equation approximations to the chemical master equation.

PubMed

Grima, Ramon

2011-11-01

The mesoscopic description of chemical kinetics, the chemical master equation, can be exactly solved in only a few simple cases. The analytical intractability stems from the discrete character of the equation, and hence considerable effort has been invested in the development of Fokker-Planck equations, second-order partial differential equation approximations to the master equation. We here consider two different types of higher-order partial differential approximations, one derived from the system-size expansion and the other from the Kramers-Moyal expansion, and derive the accuracy of their predictions for chemical reactive networks composed of arbitrary numbers of unimolecular and bimolecular reactions. In particular, we show that the partial differential equation approximation of order Q from the Kramers-Moyal expansion leads to estimates of the mean number of molecules accurate to order Ω(-(2Q-3)/2), of the variance of the fluctuations in the number of molecules accurate to order Ω(-(2Q-5)/2), and of skewness accurate to order Ω(-(Q-2)). We also show that for large Q, the accuracy in the estimates can be matched only by a partial differential equation approximation from the system-size expansion of approximate order 2Q. Hence, we conclude that partial differential approximations based on the Kramers-Moyal expansion generally lead to considerably more accurate estimates in the mean, variance, and skewness than approximations of the same order derived from the system-size expansion.

Delay chemical master equation: direct and closed-form solutions

PubMed Central

Leier, Andre; Marquez-Lago, Tatiana T.

2015-01-01

The stochastic simulation algorithm (SSA) describes the time evolution of a discrete nonlinear Markov process. This stochastic process has a probability density function that is the solution of a differential equation, commonly known as the chemical master equation (CME) or forward-Kolmogorov equation. In the same way that the CME gives rise to the SSA, and trajectories of the latter are exact with respect to the former, trajectories obtained from a delay SSA are exact representations of the underlying delay CME (DCME). However, in contrast to the CME, no closed-form solutions have so far been derived for any kind of DCME. In this paper, we describe for the first time direct and closed solutions of the DCME for simple reaction schemes, such as a single-delayed unimolecular reaction as well as chemical reactions for transcription and translation with delayed mRNA maturation. We also discuss the conditions that have to be met such that such solutions can be derived. PMID:26345616

Delay chemical master equation: direct and closed-form solutions.

PubMed

Leier, Andre; Marquez-Lago, Tatiana T

2015-07-08

The stochastic simulation algorithm (SSA) describes the time evolution of a discrete nonlinear Markov process. This stochastic process has a probability density function that is the solution of a differential equation, commonly known as the chemical master equation (CME) or forward-Kolmogorov equation. In the same way that the CME gives rise to the SSA, and trajectories of the latter are exact with respect to the former, trajectories obtained from a delay SSA are exact representations of the underlying delay CME (DCME). However, in contrast to the CME, no closed-form solutions have so far been derived for any kind of DCME. In this paper, we describe for the first time direct and closed solutions of the DCME for simple reaction schemes, such as a single-delayed unimolecular reaction as well as chemical reactions for transcription and translation with delayed mRNA maturation. We also discuss the conditions that have to be met such that such solutions can be derived.

Stochastic modeling and simulation of reaction-diffusion system with Hill function dynamics.

PubMed

Chen, Minghan; Li, Fei; Wang, Shuo; Cao, Young

2017-03-14

Stochastic simulation of reaction-diffusion systems presents great challenges for spatiotemporal biological modeling and simulation. One widely used framework for stochastic simulation of reaction-diffusion systems is reaction diffusion master equation (RDME). Previous studies have discovered that for the RDME, when discretization size approaches zero, reaction time for bimolecular reactions in high dimensional domains tends to infinity. In this paper, we demonstrate that in the 1D domain, highly nonlinear reaction dynamics given by Hill function may also have dramatic change when discretization size is smaller than a critical value. Moreover, we discuss methods to avoid this problem: smoothing over space, fixed length smoothing over space and a hybrid method. Our analysis reveals that the switch-like Hill dynamics reduces to a linear function of discretization size when the discretization size is small enough. The three proposed methods could correctly (under certain precision) simulate Hill function dynamics in the microscopic RDME system.

Waiting time distribution for continuous stochastic systems

NASA Astrophysics Data System (ADS)

Gernert, Robert; Emary, Clive; Klapp, Sabine H. L.

2014-12-01

The waiting time distribution (WTD) is a common tool for analyzing discrete stochastic processes in classical and quantum systems. However, there are many physical examples where the dynamics is continuous and only approximately discrete, or where it is favourable to discuss the dynamics on a discretized and a continuous level in parallel. An example is the hindered motion of particles through potential landscapes with barriers. In the present paper we propose a consistent generalization of the WTD from the discrete case to situations where the particles perform continuous barrier crossing characterized by a finite duration. To this end, we introduce a recipe to calculate the WTD from the Fokker-Planck (Smoluchowski) equation. In contrast to the closely related first passage time distribution (FPTD), which is frequently used to describe continuous processes, the WTD contains information about the direction of motion. As an application, we consider the paradigmatic example of an overdamped particle diffusing through a washboard potential. To verify the approach and to elucidate its numerical implications, we compare the WTD defined via the Smoluchowski equation with data from direct simulation of the underlying Langevin equation and find full consistency provided that the jumps in the Langevin approach are defined properly. Moreover, for sufficiently large energy barriers, the WTD defined via the Smoluchowski equation becomes consistent with that resulting from the analytical solution of a (two-state) master equation model for the short-time dynamics developed previously by us [Phys. Rev. E 86, 061135 (2012), 10.1103/PhysRevE.86.061135]. Thus, our approach "interpolates" between these two types of stochastic motion. We illustrate our approach for both symmetric systems and systems under constant force.

Multiscale Modeling of Cell Interaction in Angiogenesis: From the Micro- to Macro-scale

NASA Astrophysics Data System (ADS)

Pillay, Samara; Maini, Philip; Byrne, Helen

Solid tumors require a supply of nutrients to grow in size. To this end, tumors induce the growth of new blood vessels from existing vasculature through the process of angiogenesis. In this work, we use a discrete agent-based approach to model the behavior of individual endothelial cells during angiogenesis. We incorporate crowding effects through volume exclusion, motility of cells through biased random walks, and include birth and death processes. We use the transition probabilities associated with the discrete models to determine collective cell behavior, in terms of partial differential equations, using a Markov chain and master equation framework. We find that the cell-level dynamics gives rise to a migrating cell front in the form of a traveling wave on the macro-scale. The behavior of this front depends on the cell interactions that are included and the extent to which volume exclusion is taken into account in the discrete micro-scale model. We also find that well-established continuum models of angiogenesis cannot distinguish between certain types of cell behavior on the micro-scale. This may impact drug development strategies based on these models.

Relaxation Processes and Time Scale Transformation.

DTIC Science & Technology

1982-03-01

the response function may be immediately recognized as being 14 of the Kubo - Green type in the classical regime. Given this general framework, it is now...discussions of the master equation, 2and has recently been applied in cumulative damage models with discrete time parameter .3 However, it does not seem to...development parameter is taken tG be a positive, cumulative function that increases from an origin monotonically. Consider two continuous time scales e and t

A Flow Solver for Three-Dimensional DRAGON Grids

NASA Technical Reports Server (NTRS)

Liou, Meng-Sing; Zheng, Yao

2002-01-01

DRAGONFLOW code has been developed to solve three-dimensional Navier-Stokes equations over a complex geometry whose flow domain is discretized with the DRAGON grid-a combination of Chimera grid and a collection of unstructured grids. In the DRAGONFLOW suite, both OVERFLOW and USM3D are presented in form of module libraries, and a master module controls the invoking of these individual modules. This report includes essential aspects, programming structures, benchmark tests and numerical simulations.

Finite state projection based bounds to compare chemical master equation models using single-cell data

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

Fox, Zachary; Neuert, Gregor; Department of Pharmacology, School of Medicine, Vanderbilt University, Nashville, Tennessee 37232

2016-08-21

Emerging techniques now allow for precise quantification of distributions of biological molecules in single cells. These rapidly advancing experimental methods have created a need for more rigorous and efficient modeling tools. Here, we derive new bounds on the likelihood that observations of single-cell, single-molecule responses come from a discrete stochastic model, posed in the form of the chemical master equation. These strict upper and lower bounds are based on a finite state projection approach, and they converge monotonically to the exact likelihood value. These bounds allow one to discriminate rigorously between models and with a minimum level of computational effort.more » In practice, these bounds can be incorporated into stochastic model identification and parameter inference routines, which improve the accuracy and efficiency of endeavors to analyze and predict single-cell behavior. We demonstrate the applicability of our approach using simulated data for three example models as well as for experimental measurements of a time-varying stochastic transcriptional response in yeast.« less

Stochastic Analysis of Reaction–Diffusion Processes

PubMed Central

Hu, Jifeng; Kang, Hye-Won

2013-01-01

Reaction and diffusion processes are used to model chemical and biological processes over a wide range of spatial and temporal scales. Several routes to the diffusion process at various levels of description in time and space are discussed and the master equation for spatially discretized systems involving reaction and diffusion is developed. We discuss an estimator for the appropriate compartment size for simulating reaction–diffusion systems and introduce a measure of fluctuations in a discretized system. We then describe a new computational algorithm for implementing a modified Gillespie method for compartmental systems in which reactions are aggregated into equivalence classes and computational cells are searched via an optimized tree structure. Finally, we discuss several examples that illustrate the issues that have to be addressed in general systems. PMID:23719732

Computational Cellular Dynamics Based on the Chemical Master Equation: A Challenge for Understanding Complexity

PubMed Central

Liang, Jie; Qian, Hong

2010-01-01

Modern molecular biology has always been a great source of inspiration for computational science. Half a century ago, the challenge from understanding macromolecular dynamics has led the way for computations to be part of the tool set to study molecular biology. Twenty-five years ago, the demand from genome science has inspired an entire generation of computer scientists with an interest in discrete mathematics to join the field that is now called bioinformatics. In this paper, we shall lay out a new mathematical theory for dynamics of biochemical reaction systems in a small volume (i.e., mesoscopic) in terms of a stochastic, discrete-state continuous-time formulation, called the chemical master equation (CME). Similar to the wavefunction in quantum mechanics, the dynamically changing probability landscape associated with the state space provides a fundamental characterization of the biochemical reaction system. The stochastic trajectories of the dynamics are best known through the simulations using the Gillespie algorithm. In contrast to the Metropolis algorithm, this Monte Carlo sampling technique does not follow a process with detailed balance. We shall show several examples how CMEs are used to model cellular biochemical systems. We shall also illustrate the computational challenges involved: multiscale phenomena, the interplay between stochasticity and nonlinearity, and how macroscopic determinism arises from mesoscopic dynamics. We point out recent advances in computing solutions to the CME, including exact solution of the steady state landscape and stochastic differential equations that offer alternatives to the Gilespie algorithm. We argue that the CME is an ideal system from which one can learn to understand “complex behavior” and complexity theory, and from which important biological insight can be gained. PMID:24999297

Computational Cellular Dynamics Based on the Chemical Master Equation: A Challenge for Understanding Complexity.

PubMed

Liang, Jie; Qian, Hong

2010-01-01

Modern molecular biology has always been a great source of inspiration for computational science. Half a century ago, the challenge from understanding macromolecular dynamics has led the way for computations to be part of the tool set to study molecular biology. Twenty-five years ago, the demand from genome science has inspired an entire generation of computer scientists with an interest in discrete mathematics to join the field that is now called bioinformatics. In this paper, we shall lay out a new mathematical theory for dynamics of biochemical reaction systems in a small volume (i.e., mesoscopic) in terms of a stochastic, discrete-state continuous-time formulation, called the chemical master equation (CME). Similar to the wavefunction in quantum mechanics, the dynamically changing probability landscape associated with the state space provides a fundamental characterization of the biochemical reaction system. The stochastic trajectories of the dynamics are best known through the simulations using the Gillespie algorithm. In contrast to the Metropolis algorithm, this Monte Carlo sampling technique does not follow a process with detailed balance. We shall show several examples how CMEs are used to model cellular biochemical systems. We shall also illustrate the computational challenges involved: multiscale phenomena, the interplay between stochasticity and nonlinearity, and how macroscopic determinism arises from mesoscopic dynamics. We point out recent advances in computing solutions to the CME, including exact solution of the steady state landscape and stochastic differential equations that offer alternatives to the Gilespie algorithm. We argue that the CME is an ideal system from which one can learn to understand "complex behavior" and complexity theory, and from which important biological insight can be gained.

Local error estimates for adaptive simulation of the Reaction–Diffusion Master Equation via operator splitting

PubMed Central

Hellander, Andreas; Lawson, Michael J; Drawert, Brian; Petzold, Linda

2015-01-01

The efficiency of exact simulation methods for the reaction-diffusion master equation (RDME) is severely limited by the large number of diffusion events if the mesh is fine or if diffusion constants are large. Furthermore, inherent properties of exact kinetic-Monte Carlo simulation methods limit the efficiency of parallel implementations. Several approximate and hybrid methods have appeared that enable more efficient simulation of the RDME. A common feature to most of them is that they rely on splitting the system into its reaction and diffusion parts and updating them sequentially over a discrete timestep. This use of operator splitting enables more efficient simulation but it comes at the price of a temporal discretization error that depends on the size of the timestep. So far, existing methods have not attempted to estimate or control this error in a systematic manner. This makes the solvers hard to use for practitioners since they must guess an appropriate timestep. It also makes the solvers potentially less efficient than if the timesteps are adapted to control the error. Here, we derive estimates of the local error and propose a strategy to adaptively select the timestep when the RDME is simulated via a first order operator splitting. While the strategy is general and applicable to a wide range of approximate and hybrid methods, we exemplify it here by extending a previously published approximate method, the Diffusive Finite-State Projection (DFSP) method, to incorporate temporal adaptivity. PMID:26865735

Local error estimates for adaptive simulation of the Reaction-Diffusion Master Equation via operator splitting.

PubMed

Hellander, Andreas; Lawson, Michael J; Drawert, Brian; Petzold, Linda

2014-06-01

The efficiency of exact simulation methods for the reaction-diffusion master equation (RDME) is severely limited by the large number of diffusion events if the mesh is fine or if diffusion constants are large. Furthermore, inherent properties of exact kinetic-Monte Carlo simulation methods limit the efficiency of parallel implementations. Several approximate and hybrid methods have appeared that enable more efficient simulation of the RDME. A common feature to most of them is that they rely on splitting the system into its reaction and diffusion parts and updating them sequentially over a discrete timestep. This use of operator splitting enables more efficient simulation but it comes at the price of a temporal discretization error that depends on the size of the timestep. So far, existing methods have not attempted to estimate or control this error in a systematic manner. This makes the solvers hard to use for practitioners since they must guess an appropriate timestep. It also makes the solvers potentially less efficient than if the timesteps are adapted to control the error. Here, we derive estimates of the local error and propose a strategy to adaptively select the timestep when the RDME is simulated via a first order operator splitting. While the strategy is general and applicable to a wide range of approximate and hybrid methods, we exemplify it here by extending a previously published approximate method, the Diffusive Finite-State Projection (DFSP) method, to incorporate temporal adaptivity.

Catalytic conversion reactions mediated by single-file diffusion in linear nanopores: hydrodynamic versus stochastic behavior.

PubMed

Ackerman, David M; Wang, Jing; Wendel, Joseph H; Liu, Da-Jiang; Pruski, Marek; Evans, James W

2011-03-21

We analyze the spatiotemporal behavior of species concentrations in a diffusion-mediated conversion reaction which occurs at catalytic sites within linear pores of nanometer diameter. Diffusion within the pores is subject to a strict single-file (no passing) constraint. Both transient and steady-state behavior is precisely characterized by kinetic Monte Carlo simulations of a spatially discrete lattice-gas model for this reaction-diffusion process considering various distributions of catalytic sites. Exact hierarchical master equations can also be developed for this model. Their analysis, after application of mean-field type truncation approximations, produces discrete reaction-diffusion type equations (mf-RDE). For slowly varying concentrations, we further develop coarse-grained continuum hydrodynamic reaction-diffusion equations (h-RDE) incorporating a precise treatment of single-file diffusion in this multispecies system. The h-RDE successfully describe nontrivial aspects of transient behavior, in contrast to the mf-RDE, and also correctly capture unreactive steady-state behavior in the pore interior. However, steady-state reactivity, which is localized near the pore ends when those regions are catalytic, is controlled by fluctuations not incorporated into the hydrodynamic treatment. The mf-RDE partly capture these fluctuation effects, but cannot describe scaling behavior of the reactivity.

Stability of continuous-time quantum filters with measurement imperfections

NASA Astrophysics Data System (ADS)

Amini, H.; Pellegrini, C.; Rouchon, P.

2014-07-01

The fidelity between the state of a continuously observed quantum system and the state of its associated quantum filter, is shown to be always a submartingale. The observed system is assumed to be governed by a continuous-time Stochastic Master Equation (SME), driven simultaneously by Wiener and Poisson processes and that takes into account incompleteness and errors in measurements. This stability result is the continuous-time counterpart of a similar stability result already established for discrete-time quantum systems and where the measurement imperfections are modelled by a left stochastic matrix.

Modified fluctuation-dissipation and Einstein relation at nonequilibrium steady states

NASA Astrophysics Data System (ADS)

Chaudhuri, Debasish; Chaudhuri, Abhishek

2012-02-01

Starting from the pioneering work of Agarwal [G. S. Agarwal, Zeitschrift für PhysikEPJAFV1434-600110.1007/BF01391621 252, 25 (1972)], we present a unified derivation of a number of modified fluctuation-dissipation relations (MFDR) that relate response to small perturbations around nonequilibrium steady states to steady-state correlations. Using this formalism we show the equivalence of velocity forms of MFDR derived using continuum Langevin and discrete master equation dynamics. The resulting additive correction to the Einstein relation is exemplified using a flashing ratchet model of molecular motors.

Stochastic approach to equilibrium and nonequilibrium thermodynamics.

PubMed

Tomé, Tânia; de Oliveira, Mário J

2015-04-01

We develop the stochastic approach to thermodynamics based on stochastic dynamics, which can be discrete (master equation) and continuous (Fokker-Planck equation), and on two assumptions concerning entropy. The first is the definition of entropy itself and the second the definition of entropy production rate, which is non-negative and vanishes in thermodynamic equilibrium. Based on these assumptions, we study interacting systems with many degrees of freedom in equilibrium or out of thermodynamic equilibrium and how the macroscopic laws are derived from the stochastic dynamics. These studies include the quasiequilibrium processes; the convexity of the equilibrium surface; the monotonic time behavior of thermodynamic potentials, including entropy; the bilinear form of the entropy production rate; the Onsager coefficients and reciprocal relations; and the nonequilibrium steady states of chemical reactions.

Combinatoric analysis of heterogeneous stochastic self-assembly.

PubMed

D'Orsogna, Maria R; Zhao, Bingyu; Berenji, Bijan; Chou, Tom

2013-09-28

We analyze a fully stochastic model of heterogeneous nucleation and self-assembly in a closed system with a fixed total particle number M, and a fixed number of seeds Ns. Each seed can bind a maximum of N particles. A discrete master equation for the probability distribution of the cluster sizes is derived and the corresponding cluster concentrations are found using kinetic Monte-Carlo simulations in terms of the density of seeds, the total mass, and the maximum cluster size. In the limit of slow detachment, we also find new analytic expressions and recursion relations for the cluster densities at intermediate times and at equilibrium. Our analytic and numerical findings are compared with those obtained from classical mass-action equations and the discrepancies between the two approaches analyzed.

Derivation of exact master equation with stochastic description: dissipative harmonic oscillator.

PubMed

Li, Haifeng; Shao, Jiushu; Wang, Shikuan

2011-11-01

A systematic procedure for deriving the master equation of a dissipative system is reported in the framework of stochastic description. For the Caldeira-Leggett model of the harmonic-oscillator bath, a detailed and elementary derivation of the bath-induced stochastic field is presented. The dynamics of the system is thereby fully described by a stochastic differential equation, and the desired master equation would be acquired with statistical averaging. It is shown that the existence of a closed-form master equation depends on the specificity of the system as well as the feature of the dissipation characterized by the spectral density function. For a dissipative harmonic oscillator it is observed that the correlation between the stochastic field due to the bath and the system can be decoupled, and the master equation naturally results. Such an equation possesses the Lindblad form in which time-dependent coefficients are determined by a set of integral equations. It is proved that the obtained master equation is equivalent to the well-known Hu-Paz-Zhang equation based on the path-integral technique. The procedure is also used to obtain the master equation of a dissipative harmonic oscillator in time-dependent fields.

Accurate hybrid stochastic simulation of a system of coupled chemical or biochemical reactions.

PubMed

Salis, Howard; Kaznessis, Yiannis

2005-02-01

The dynamical solution of a well-mixed, nonlinear stochastic chemical kinetic system, described by the Master equation, may be exactly computed using the stochastic simulation algorithm. However, because the computational cost scales with the number of reaction occurrences, systems with one or more "fast" reactions become costly to simulate. This paper describes a hybrid stochastic method that partitions the system into subsets of fast and slow reactions, approximates the fast reactions as a continuous Markov process, using a chemical Langevin equation, and accurately describes the slow dynamics using the integral form of the "Next Reaction" variant of the stochastic simulation algorithm. The key innovation of this method is its mechanism of efficiently monitoring the occurrences of slow, discrete events while simultaneously simulating the dynamics of a continuous, stochastic or deterministic process. In addition, by introducing an approximation in which multiple slow reactions may occur within a time step of the numerical integration of the chemical Langevin equation, the hybrid stochastic method performs much faster with only a marginal decrease in accuracy. Multiple examples, including a biological pulse generator and a large-scale system benchmark, are simulated using the exact and proposed hybrid methods as well as, for comparison, a previous hybrid stochastic method. Probability distributions of the solutions are compared and the weak errors of the first two moments are computed. In general, these hybrid methods may be applied to the simulation of the dynamics of a system described by stochastic differential, ordinary differential, and Master equations.

Computational methods for diffusion-influenced biochemical reactions.

PubMed

Dobrzynski, Maciej; Rodríguez, Jordi Vidal; Kaandorp, Jaap A; Blom, Joke G

2007-08-01

We compare stochastic computational methods accounting for space and discrete nature of reactants in biochemical systems. Implementations based on Brownian dynamics (BD) and the reaction-diffusion master equation are applied to a simplified gene expression model and to a signal transduction pathway in Escherichia coli. In the regime where the number of molecules is small and reactions are diffusion-limited predicted fluctuations in the product number vary between the methods, while the average is the same. Computational approaches at the level of the reaction-diffusion master equation compute the same fluctuations as the reference result obtained from the particle-based method if the size of the sub-volumes is comparable to the diameter of reactants. Using numerical simulations of reversible binding of a pair of molecules we argue that the disagreement in predicted fluctuations is due to different modeling of inter-arrival times between reaction events. Simulations for a more complex biological study show that the different approaches lead to different results due to modeling issues. Finally, we present the physical assumptions behind the mesoscopic models for the reaction-diffusion systems. Input files for the simulations and the source code of GMP can be found under the following address: http://www.cwi.nl/projects/sic/bioinformatics2007/

Mechanisms of stochastic focusing and defocusing in biological reaction networks: insight from accurate chemical master equation (ACME) solutions.

PubMed

Gursoy, Gamze; Terebus, Anna; Youfang Cao; Jie Liang

2016-08-01

Stochasticity plays important roles in regulation of biochemical reaction networks when the copy numbers of molecular species are small. Studies based on Stochastic Simulation Algorithm (SSA) has shown that a basic reaction system can display stochastic focusing (SF) by increasing the sensitivity of the network as a result of the signal noise. Although SSA has been widely used to study stochastic networks, it is ineffective in examining rare events and this becomes a significant issue when the tails of probability distributions are relevant as is the case of SF. Here we use the ACME method to solve the exact solution of the discrete Chemical Master Equations and to study a network where SF was reported. We showed that the level of SF depends on the degree of the fluctuations of signal molecule. We discovered that signaling noise under certain conditions in the same reaction network can lead to a decrease in the system sensitivities, thus the network can experience stochastic defocusing. These results highlight the fundamental role of stochasticity in biological reaction networks and the need for exact computation of probability landscape of the molecules in the system.

Master Skills Check List and Diagnostics.

ERIC Educational Resources Information Center

Cherokee Nation of Oklahoma, Tahlequah.

This publication contains master skills checklists originating from a project to develop instructional materials which are geared to individualized, self-paced learning strategies for Cherokee adults. These checklists break down learning into discrete components that can be sequentially mastered by the student. The master skills checklists are a…

Entrainment in the master equation.

PubMed

Margaliot, Michael; Grüne, Lars; Kriecherbauer, Thomas

2018-04-01

The master equation plays an important role in many scientific fields including physics, chemistry, systems biology, physical finance and sociodynamics. We consider the master equation with periodic transition rates. This may represent an external periodic excitation like the 24 h solar day in biological systems or periodic traffic lights in a model of vehicular traffic. Using tools from systems and control theory, we prove that under mild technical conditions every solution of the master equation converges to a periodic solution with the same period as the rates. In other words, the master equation entrains (or phase locks) to periodic excitations. We describe two applications of our theoretical results to important models from statistical mechanics and epidemiology.

Entrainment in the master equation

PubMed Central

Grüne, Lars; Kriecherbauer, Thomas

2018-01-01

The master equation plays an important role in many scientific fields including physics, chemistry, systems biology, physical finance and sociodynamics. We consider the master equation with periodic transition rates. This may represent an external periodic excitation like the 24 h solar day in biological systems or periodic traffic lights in a model of vehicular traffic. Using tools from systems and control theory, we prove that under mild technical conditions every solution of the master equation converges to a periodic solution with the same period as the rates. In other words, the master equation entrains (or phase locks) to periodic excitations. We describe two applications of our theoretical results to important models from statistical mechanics and epidemiology. PMID:29765669

Accuracy of perturbative master equations.

PubMed

Fleming, C H; Cummings, N I

2011-03-01

We consider open quantum systems with dynamics described by master equations that have perturbative expansions in the system-environment interaction. We show that, contrary to intuition, full-time solutions of order-2n accuracy require an order-(2n+2) master equation. We give two examples of such inaccuracies in the solutions to an order-2n master equation: order-2n inaccuracies in the steady state of the system and order-2n positivity violations. We show how these arise in a specific example for which exact solutions are available. This result has a wide-ranging impact on the validity of coupling (or friction) sensitive results derived from second-order convolutionless, Nakajima-Zwanzig, Redfield, and Born-Markov master equations.

Dynamic partitioning for hybrid simulation of the bistable HIV-1 transactivation network.

PubMed

Griffith, Mark; Courtney, Tod; Peccoud, Jean; Sanders, William H

2006-11-15

The stochastic kinetics of a well-mixed chemical system, governed by the chemical Master equation, can be simulated using the exact methods of Gillespie. However, these methods do not scale well as systems become more complex and larger models are built to include reactions with widely varying rates, since the computational burden of simulation increases with the number of reaction events. Continuous models may provide an approximate solution and are computationally less costly, but they fail to capture the stochastic behavior of small populations of macromolecules. In this article we present a hybrid simulation algorithm that dynamically partitions the system into subsets of continuous and discrete reactions, approximates the continuous reactions deterministically as a system of ordinary differential equations (ODE) and uses a Monte Carlo method for generating discrete reaction events according to a time-dependent propensity. Our approach to partitioning is improved such that we dynamically partition the system of reactions, based on a threshold relative to the distribution of propensities in the discrete subset. We have implemented the hybrid algorithm in an extensible framework, utilizing two rigorous ODE solvers to approximate the continuous reactions, and use an example model to illustrate the accuracy and potential speedup of the algorithm when compared with exact stochastic simulation. Software and benchmark models used for this publication can be made available upon request from the authors.

Quantum trajectories for time-dependent adiabatic master equations

NASA Astrophysics Data System (ADS)

Yip, Ka Wa; Albash, Tameem; Lidar, Daniel A.

2018-02-01

We describe a quantum trajectories technique for the unraveling of the quantum adiabatic master equation in Lindblad form. By evolving a complex state vector of dimension N instead of a complex density matrix of dimension N2, simulations of larger system sizes become feasible. The cost of running many trajectories, which is required to recover the master equation evolution, can be minimized by running the trajectories in parallel, making this method suitable for high performance computing clusters. In general, the trajectories method can provide up to a factor N advantage over directly solving the master equation. In special cases where only the expectation values of certain observables are desired, an advantage of up to a factor N2 is possible. We test the method by demonstrating agreement with direct solution of the quantum adiabatic master equation for 8-qubit quantum annealing examples. We also apply the quantum trajectories method to a 16-qubit example originally introduced to demonstrate the role of tunneling in quantum annealing, which is significantly more time consuming to solve directly using the master equation. The quantum trajectories method provides insight into individual quantum jump trajectories and their statistics, thus shedding light on open system quantum adiabatic evolution beyond the master equation.

A master equation for strongly interacting dipoles

NASA Astrophysics Data System (ADS)

Stokes, Adam; Nazir, Ahsan

2018-04-01

We consider a pair of dipoles such as Rydberg atoms for which direct electrostatic dipole–dipole interactions may be significantly larger than the coupling to transverse radiation. We derive a master equation using the Coulomb gauge, which naturally enables us to include the inter-dipole Coulomb energy within the system Hamiltonian rather than the interaction. In contrast, the standard master equation for a two-dipole system, which depends entirely on well-known gauge-invariant S-matrix elements, is usually derived using the multipolar gauge, wherein there is no explicit inter-dipole Coulomb interaction. We show using a generalised arbitrary-gauge light-matter Hamiltonian that this master equation is obtained in other gauges only if the inter-dipole Coulomb interaction is kept within the interaction Hamiltonian rather than the unperturbed part as in our derivation. Thus, our master equation depends on different S-matrix elements, which give separation-dependent corrections to the standard matrix elements describing resonant energy transfer and collective decay. The two master equations coincide in the large separation limit where static couplings are negligible. We provide an application of our master equation by finding separation-dependent corrections to the natural emission spectrum of the two-dipole system.

Principles of Discrete Time Mechanics

NASA Astrophysics Data System (ADS)

Jaroszkiewicz, George

2014-04-01

1. Introduction; 2. The physics of discreteness; 3. The road to calculus; 4. Temporal discretization; 5. Discrete time dynamics architecture; 6. Some models; 7. Classical cellular automata; 8. The action sum; 9. Worked examples; 10. Lee's approach to discrete time mechanics; 11. Elliptic billiards; 12. The construction of system functions; 13. The classical discrete time oscillator; 14. Type 2 temporal discretization; 15. Intermission; 16. Discrete time quantum mechanics; 17. The quantized discrete time oscillator; 18. Path integrals; 19. Quantum encoding; 20. Discrete time classical field equations; 21. The discrete time Schrodinger equation; 22. The discrete time Klein-Gordon equation; 23. The discrete time Dirac equation; 24. Discrete time Maxwell's equations; 25. The discrete time Skyrme model; 26. Discrete time quantum field theory; 27. Interacting discrete time scalar fields; 28. Space, time and gravitation; 29. Causality and observation; 30. Concluding remarks; Appendix A. Coherent states; Appendix B. The time-dependent oscillator; Appendix C. Quaternions; Appendix D. Quantum registers; References; Index.

Synchronization of Reaction-Diffusion Neural Networks With Dirichlet Boundary Conditions and Infinite Delays.

PubMed

Sheng, Yin; Zhang, Hao; Zeng, Zhigang

2017-10-01

This paper is concerned with synchronization for a class of reaction-diffusion neural networks with Dirichlet boundary conditions and infinite discrete time-varying delays. By utilizing theories of partial differential equations, Green's formula, inequality techniques, and the concept of comparison, algebraic criteria are presented to guarantee master-slave synchronization of the underlying reaction-diffusion neural networks via a designed controller. Additionally, sufficient conditions on exponential synchronization of reaction-diffusion neural networks with finite time-varying delays are established. The proposed criteria herein enhance and generalize some published ones. Three numerical examples are presented to substantiate the validity and merits of the obtained theoretical results.

Canonical form of master equations and characterization of non-Markovianity

NASA Astrophysics Data System (ADS)

Hall, Michael J. W.; Cresser, James D.; Li, Li; Andersson, Erika

2014-04-01

Master equations govern the time evolution of a quantum system interacting with an environment, and may be written in a variety of forms. Time-independent or memoryless master equations, in particular, can be cast in the well-known Lindblad form. Any time-local master equation, Markovian or non-Markovian, may in fact also be written in a Lindblad-like form. A diagonalization procedure results in a unique, and in this sense canonical, representation of the equation, which may be used to fully characterize the non-Markovianity of the time evolution. Recently, several different measures of non-Markovianity have been presented which reflect, to varying degrees, the appearance of negative decoherence rates in the Lindblad-like form of the master equation. We therefore propose using the negative decoherence rates themselves, as they appear in the canonical form of the master equation, to completely characterize non-Markovianity. The advantages of this are especially apparent when more than one decoherence channel is present. We show that a measure proposed by Rivas et al. [Phys. Rev. Lett. 105, 050403 (2010), 10.1103/PhysRevLett.105.050403] is a surprisingly simple function of the canonical decoherence rates, and give an example of a master equation that is non-Markovian for all times t >0, but to which nearly all proposed measures are blind. We also give necessary and sufficient conditions for trace distance and volume measures to witness non-Markovianity, in terms of the Bloch damping matrix.

Master Equation Analysis of Thermal and Nonthermal Microwave Effects.

PubMed

Ma, Jianyi

2016-10-11

Master equation is a successful model to describe the conventional heating reaction, it is expanded to capture the "microwave effect" in this work. The work equation of "microwave effect" included master equation presents the direct heating, indirect heating, and nonthermal effect about the microwave field. The modified master equation provides a clear physics picture to the nonthermal microwave effect: (1) The absorption and the emission of the microwave, which is dominated by the transition dipole moment between two corresponding states and the intensity of the microwave field, provides a new path to change the reaction rate constants. (2) In the strong microwave field, the distribution of internal states of the molecules will deviate from the equilibrium distribution, and the system temperature defined in the conventional heating reaction is no longer available. According to the general form of "microwave effect" included master equation, a two states model for unimolecular dissociation is proposed and is used to discuss the microwave nonthermal effect particularly. The average rate constants can be increased up to 2400 times for some given cases without the temperature changed in the two states model. Additionally, the simulation of a model system was executed using our State Specified Master Equation package. Three important conclusions can be obtained in present work: (1) A reasonable definition of the nonthermal microwave effect is given in the work equation of "microwave effect" included master equation. (2) Nonthermal microwave effect possibly exists theoretically. (3) The reaction rate constants perhaps can be changed obviously by the microwave field for the non-RRKM and the mode-specified reactions.

Discrete-state representation of ion permeation coupled to fast gating in a model of ClC chloride channels: comparison to multi-ion continuous space Brownian dynamics simulations.

PubMed

Coalson, Rob D; Cheng, Mary Hongying

2010-01-28

A discrete-state model of chloride ion motion in a ClC chloride channel is constructed, following a previously developed multi-ion continuous space model of the same system (Cheng, M. H.; Mamonov, A. B.; Dukes, J. W.; Coalson, R. D. J. Phys. Chem. B 2007, 111, 5956) that included a simplistic representation of the fast gate in this channel. The reducibility of the many-body continuous space to the eight discrete-state model considered in the present work is examined in detail by performing three-dimensional Brownian dynamics simulations of each allowed state-to-state transition in order to extract the appropriate rate constant for this process, and then inserting the pairwise rate constants thereby obtained into an appropriate set of kinetic master equations. Experimental properties of interest, including the rate of Cl(-) ion permeation through the open channel and the average rate of closing of the fast gate as a function of bulk Cl(-) ion concentrations in the intracellular and extracellular electrolyte reservoirs are computed. Good agreement is found between the results obtained via the eight discrete-state model versus the multi-ion continuous space model, thereby encouraging continued development of the discrete-state model to include more complex behaviors observed experimentally in these channels.

Model reduction for stochastic chemical systems with abundant species.

PubMed

Smith, Stephen; Cianci, Claudia; Grima, Ramon

2015-12-07

Biochemical processes typically involve many chemical species, some in abundance and some in low molecule numbers. We first identify the rate constant limits under which the concentrations of a given set of species will tend to infinity (the abundant species) while the concentrations of all other species remains constant (the non-abundant species). Subsequently, we prove that, in this limit, the fluctuations in the molecule numbers of non-abundant species are accurately described by a hybrid stochastic description consisting of a chemical master equation coupled to deterministic rate equations. This is a reduced description when compared to the conventional chemical master equation which describes the fluctuations in both abundant and non-abundant species. We show that the reduced master equation can be solved exactly for a number of biochemical networks involving gene expression and enzyme catalysis, whose conventional chemical master equation description is analytically impenetrable. We use the linear noise approximation to obtain approximate expressions for the difference between the variance of fluctuations in the non-abundant species as predicted by the hybrid approach and by the conventional chemical master equation. Furthermore, we show that surprisingly, irrespective of any separation in the mean molecule numbers of various species, the conventional and hybrid master equations exactly agree for a class of chemical systems.

Open Group Transformations

NASA Astrophysics Data System (ADS)

Batalin, Igor; Marnelius, Robert

Open groups whose generators are in arbitrary involutions may be quantized within a ghost extended framework in terms of a nilpotent BFV-BRST charge operator. Previously we have shown that generalized quantum Maurer-Cartan equations for arbitrary open groups may be extracted from the quantum connection operators and that they also follow from a simple quantum master equation involving an extended nilpotent BFV-BRST charge and a master charge. Here we give further details of these results. In addition we establish the general structure of the solutions of the quantum master equation. We also construct an extended formulation whose properties are determined by the extended BRST charge in the master equation.

Nonintegrable semidiscrete Hirota equation: gauge-equivalent structures and dynamical properties.

PubMed

Ma, Li-Yuan; Zhu, Zuo-Nong

2014-09-01

In this paper, we investigate nonintegrable semidiscrete Hirota equations, including the nonintegrable semidiscrete Hirota(-) equation and the nonintegrable semidiscrete Hirota(+) equation. We focus on the topics on gauge-equivalent structures and dynamical behaviors for the two nonintegrable semidiscrete equations. By using the concept of the prescribed discrete curvature, we show that, under the discrete gauge transformations, the nonintegrable semidiscrete Hirota(-) equation and the nonintegrable semidiscrete Hirota(+) equation are, respectively, gauge equivalent to the nonintegrable generalized semidiscrete modified Heisenberg ferromagnet equation and the nonintegrable generalized semidiscrete Heisenberg ferromagnet equation. We prove that the two discrete gauge transformations are reversible. We study the dynamical properties for the two nonintegrable semidiscrete Hirota equations. The exact spatial period solutions of the two nonintegrable semidiscrete Hirota equations are obtained through the constructions of period orbits of the stationary discrete Hirota equations. We discuss the topic regarding whether the spatial period property of the solution to the nonintegrable semidiscrete Hirota equation is preserved to that of the corresponding gauge-equivalent nonintegrable semidiscrete equations under the action of discrete gauge transformation. By using the gauge equivalent, we obtain the exact solutions to the nonintegrable generalized semidiscrete modified Heisenberg ferromagnet equation and the nonintegrable generalized semidiscrete Heisenberg ferromagnet equation. We also give the numerical simulations for the stationary discrete Hirota equations. We find that their dynamics are much richer than the ones of stationary discrete nonlinear Schrödinger equations.

An integrable semi-discrete Degasperis-Procesi equation

NASA Astrophysics Data System (ADS)

Feng, Bao-Feng; Maruno, Ken-ichi; Ohta, Yasuhiro

2017-06-01

Based on our previous work on the Degasperis-Procesi equation (Feng et al J. Phys. A: Math. Theor. 46 045205) and the integrable semi-discrete analogue of its short wave limit (Feng et al J. Phys. A: Math. Theor. 48 135203), we derive an integrable semi-discrete Degasperis-Procesi equation by Hirota’s bilinear method. Furthermore, N-soliton solution to the semi-discrete Degasperis-Procesi equation is constructed. It is shown that both the proposed semi-discrete Degasperis-Procesi equation, and its N-soliton solution converge to ones of the original Degasperis-Procesi equation in the continuum limit.

Model reduction for stochastic chemical systems with abundant species

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

Smith, Stephen; Cianci, Claudia; Grima, Ramon

2015-12-07

Biochemical processes typically involve many chemical species, some in abundance and some in low molecule numbers. We first identify the rate constant limits under which the concentrations of a given set of species will tend to infinity (the abundant species) while the concentrations of all other species remains constant (the non-abundant species). Subsequently, we prove that, in this limit, the fluctuations in the molecule numbers of non-abundant species are accurately described by a hybrid stochastic description consisting of a chemical master equation coupled to deterministic rate equations. This is a reduced description when compared to the conventional chemical master equationmore » which describes the fluctuations in both abundant and non-abundant species. We show that the reduced master equation can be solved exactly for a number of biochemical networks involving gene expression and enzyme catalysis, whose conventional chemical master equation description is analytically impenetrable. We use the linear noise approximation to obtain approximate expressions for the difference between the variance of fluctuations in the non-abundant species as predicted by the hybrid approach and by the conventional chemical master equation. Furthermore, we show that surprisingly, irrespective of any separation in the mean molecule numbers of various species, the conventional and hybrid master equations exactly agree for a class of chemical systems.« less

Generalized graphs and unitary irrational central charge in the superconformal master equation

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

Halpern, M.B.; Obers, N.A.

1991-12-01

For each magic basis of Lie {ital g}, it is known that the Virasoro master equation on affine {ital g} contains a generalized graph theory of conformal level-families. In this paper, it is found that the superconformal master equation on affine {ital g}{times}SO(dim {ital g}) similarly contains a generalized graph theory of superconformal level-families for each magic basis of {ital g}. The superconformal level-families satisfy linear equations on the generalized graphs, and the first exact unitary irrational solutions of the superconformal master equation are obtained on the sine-area graphs of {ital g}=SU({ital n}), including the simplest unitary irrational central chargesmore » {ital c}=6{ital nx}/({ital nx}+8 sin{sup 2}(rs{pi}/n)) yet observed in the program.« less

Master equations and the theory of stochastic path integrals

NASA Astrophysics Data System (ADS)

Weber, Markus F.; Frey, Erwin

2017-04-01

This review provides a pedagogic and self-contained introduction to master equations and to their representation by path integrals. Since the 1930s, master equations have served as a fundamental tool to understand the role of fluctuations in complex biological, chemical, and physical systems. Despite their simple appearance, analyses of master equations most often rely on low-noise approximations such as the Kramers-Moyal or the system size expansion, or require ad-hoc closure schemes for the derivation of low-order moment equations. We focus on numerical and analytical methods going beyond the low-noise limit and provide a unified framework for the study of master equations. After deriving the forward and backward master equations from the Chapman-Kolmogorov equation, we show how the two master equations can be cast into either of four linear partial differential equations (PDEs). Three of these PDEs are discussed in detail. The first PDE governs the time evolution of a generalized probability generating function whose basis depends on the stochastic process under consideration. Spectral methods, WKB approximations, and a variational approach have been proposed for the analysis of the PDE. The second PDE is novel and is obeyed by a distribution that is marginalized over an initial state. It proves useful for the computation of mean extinction times. The third PDE describes the time evolution of a ‘generating functional’, which generalizes the so-called Poisson representation. Subsequently, the solutions of the PDEs are expressed in terms of two path integrals: a ‘forward’ and a ‘backward’ path integral. Combined with inverse transformations, one obtains two distinct path integral representations of the conditional probability distribution solving the master equations. We exemplify both path integrals in analysing elementary chemical reactions. Moreover, we show how a well-known path integral representation of averaged observables can be recovered from them. Upon expanding the forward and the backward path integrals around stationary paths, we then discuss and extend a recent method for the computation of rare event probabilities. Besides, we also derive path integral representations for processes with continuous state spaces whose forward and backward master equations admit Kramers-Moyal expansions. A truncation of the backward expansion at the level of a diffusion approximation recovers a classic path integral representation of the (backward) Fokker-Planck equation. One can rewrite this path integral in terms of an Onsager-Machlup function and, for purely diffusive Brownian motion, it simplifies to the path integral of Wiener. To make this review accessible to a broad community, we have used the language of probability theory rather than quantum (field) theory and do not assume any knowledge of the latter. The probabilistic structures underpinning various technical concepts, such as coherent states, the Doi-shift, and normal-ordered observables, are thereby made explicit.

Master equations and the theory of stochastic path integrals.

PubMed

Weber, Markus F; Frey, Erwin

2017-04-01

This review provides a pedagogic and self-contained introduction to master equations and to their representation by path integrals. Since the 1930s, master equations have served as a fundamental tool to understand the role of fluctuations in complex biological, chemical, and physical systems. Despite their simple appearance, analyses of master equations most often rely on low-noise approximations such as the Kramers-Moyal or the system size expansion, or require ad-hoc closure schemes for the derivation of low-order moment equations. We focus on numerical and analytical methods going beyond the low-noise limit and provide a unified framework for the study of master equations. After deriving the forward and backward master equations from the Chapman-Kolmogorov equation, we show how the two master equations can be cast into either of four linear partial differential equations (PDEs). Three of these PDEs are discussed in detail. The first PDE governs the time evolution of a generalized probability generating function whose basis depends on the stochastic process under consideration. Spectral methods, WKB approximations, and a variational approach have been proposed for the analysis of the PDE. The second PDE is novel and is obeyed by a distribution that is marginalized over an initial state. It proves useful for the computation of mean extinction times. The third PDE describes the time evolution of a 'generating functional', which generalizes the so-called Poisson representation. Subsequently, the solutions of the PDEs are expressed in terms of two path integrals: a 'forward' and a 'backward' path integral. Combined with inverse transformations, one obtains two distinct path integral representations of the conditional probability distribution solving the master equations. We exemplify both path integrals in analysing elementary chemical reactions. Moreover, we show how a well-known path integral representation of averaged observables can be recovered from them. Upon expanding the forward and the backward path integrals around stationary paths, we then discuss and extend a recent method for the computation of rare event probabilities. Besides, we also derive path integral representations for processes with continuous state spaces whose forward and backward master equations admit Kramers-Moyal expansions. A truncation of the backward expansion at the level of a diffusion approximation recovers a classic path integral representation of the (backward) Fokker-Planck equation. One can rewrite this path integral in terms of an Onsager-Machlup function and, for purely diffusive Brownian motion, it simplifies to the path integral of Wiener. To make this review accessible to a broad community, we have used the language of probability theory rather than quantum (field) theory and do not assume any knowledge of the latter. The probabilistic structures underpinning various technical concepts, such as coherent states, the Doi-shift, and normal-ordered observables, are thereby made explicit.

Stochastic theory of nonequilibrium steady states and its applications. Part I

NASA Astrophysics Data System (ADS)

Zhang, Xue-Juan; Qian, Hong; Qian, Min

2012-01-01

The concepts of equilibrium and nonequilibrium steady states are introduced in the present review as mathematical concepts associated with stationary Markov processes. For both discrete stochastic systems with master equations and continuous diffusion processes with Fokker-Planck equations, the nonequilibrium steady state (NESS) is characterized in terms of several key notions which are originated from nonequilibrium physics: time irreversibility, breakdown of detailed balance, free energy dissipation, and positive entropy production rate. After presenting this NESS theory in pedagogically accessible mathematical terms that require only a minimal amount of prerequisites in nonlinear differential equations and the theory of probability, it is applied, in Part I, to two widely studied problems: the stochastic resonance (also known as coherent resonance) and molecular motors (also known as Brownian ratchet). Although both areas have advanced rapidly on their own with a vast amount of literature, the theory of NESS provides them with a unifying mathematical foundation. Part II of this review contains applications of the NESS theory to processes from cellular biochemistry, ranging from enzyme catalyzed reactions, kinetic proofreading, to zeroth-order ultrasensitivity.

The modified semi-discrete two-dimensional Toda lattice with self-consistent sources

NASA Astrophysics Data System (ADS)

Gegenhasi

2017-07-01

In this paper, we derive the Grammian determinant solutions to the modified semi-discrete two-dimensional Toda lattice equation, and then construct the semi-discrete two-dimensional Toda lattice equation with self-consistent sources via source generation procedure. The algebraic structure of the resulting coupled modified differential-difference equation is clarified by presenting its Grammian determinant solutions and Casorati determinant solutions. As an application of the Grammian determinant and Casorati determinant solution, the explicit one-soliton and two-soliton solution of the modified semi-discrete two-dimensional Toda lattice equation with self-consistent sources are given. We also construct another form of the modified semi-discrete two-dimensional Toda lattice equation with self-consistent sources which is the Bäcklund transformation for the semi-discrete two-dimensional Toda lattice equation with self-consistent sources.

Exact master equation and non-Markovian decoherence dynamics of Majorana zero modes under gate-induced charge fluctuations

NASA Astrophysics Data System (ADS)

Lai, Hon-Lam; Yang, Pei-Yun; Huang, Yu-Wei; Zhang, Wei-Min

2018-02-01

In this paper, we use the exact master equation approach to investigate the decoherence dynamics of Majorana zero modes in the Kitaev model, a 1D p -wave spinless topological superconducting chain (TSC) that is disturbed by gate-induced charge fluctuations. The exact master equation is derived by extending Feynman-Vernon influence functional technique to fermionic open systems involving pairing excitations. We obtain the exact master equation for the zero-energy Bogoliubov quasiparticle (bogoliubon) in the TSC, and then transfer it into the master equation for the Majorana zero modes. Within this exact master equation formalism, we can describe in detail the non-Markovian decoherence dynamics of the zero-energy bogoliubon as well as Majorana zero modes under local perturbations. We find that at zero temperature, local charge fluctuations induce level broadening to one of the Majorana zero modes but there is an isolated peak (localized bound state) located at zero energy that partially protects the Majorana zero mode from decoherence. At finite temperatures, the zero-energy localized bound state does not precisely exist, but the coherence of the Majorana zero mode can still be partially but weakly protected, due to the sharp dip of the spectral density near the zero frequency. The decoherence will be enhanced as one increases the charge fluctuations and/or the temperature of the gate.

The Limits of Master Narratives in History Textbooks: An Analysis of Representations of Martin Luther King, Jr.

ERIC Educational Resources Information Center

Alridge, Derrick P.

2006-01-01

In this study, I argue that American history textbooks present discrete, heroic, one-dimensional, and neatly packaged master narratives that deny students a complex, realistic, and rich understanding of people and events in American history. In making this argument, I examine the master narratives of Martin Luther King, Jr., in high school history…

Nonautonomous discrete bright soliton solutions and interaction management for the Ablowitz-Ladik equation.

PubMed

Yu, Fajun

2015-03-01

We present the nonautonomous discrete bright soliton solutions and their interactions in the discrete Ablowitz-Ladik (DAL) equation with variable coefficients, which possesses complicated wave propagation in time and differs from the usual bright soliton waves. The differential-difference similarity transformation allows us to relate the discrete bright soliton solutions of the inhomogeneous DAL equation to the solutions of the homogeneous DAL equation. Propagation and interaction behaviors of the nonautonomous discrete solitons are analyzed through the one- and two-soliton solutions. We study the discrete snaking behaviors, parabolic behaviors, and interaction behaviors of the discrete solitons. In addition, the interaction management with free functions and dynamic behaviors of these solutions is investigated analytically, which have certain applications in electrical and optical systems.

An effective rate equation approach to reaction kinetics in small volumes: theory and application to biochemical reactions in nonequilibrium steady-state conditions.

PubMed

Grima, R

2010-07-21

Chemical master equations provide a mathematical description of stochastic reaction kinetics in well-mixed conditions. They are a valid description over length scales that are larger than the reactive mean free path and thus describe kinetics in compartments of mesoscopic and macroscopic dimensions. The trajectories of the stochastic chemical processes described by the master equation can be ensemble-averaged to obtain the average number density of chemical species, i.e., the true concentration, at any spatial scale of interest. For macroscopic volumes, the true concentration is very well approximated by the solution of the corresponding deterministic and macroscopic rate equations, i.e., the macroscopic concentration. However, this equivalence breaks down for mesoscopic volumes. These deviations are particularly significant for open systems and cannot be calculated via the Fokker-Planck or linear-noise approximations of the master equation. We utilize the system-size expansion including terms of the order of Omega(-1/2) to derive a set of differential equations whose solution approximates the true concentration as given by the master equation. These equations are valid in any open or closed chemical reaction network and at both the mesoscopic and macroscopic scales. In the limit of large volumes, the effective mesoscopic rate equations become precisely equal to the conventional macroscopic rate equations. We compare the three formalisms of effective mesoscopic rate equations, conventional rate equations, and chemical master equations by applying them to several biochemical reaction systems (homodimeric and heterodimeric protein-protein interactions, series of sequential enzyme reactions, and positive feedback loops) in nonequilibrium steady-state conditions. In all cases, we find that the effective mesoscopic rate equations can predict very well the true concentration of a chemical species. This provides a useful method by which one can quickly determine the regions of parameter space in which there are maximum differences between the solutions of the master equation and the corresponding rate equations. We show that these differences depend sensitively on the Fano factors and on the inherent structure and topology of the chemical network. The theory of effective mesoscopic rate equations generalizes the conventional rate equations of physical chemistry to describe kinetics in systems of mesoscopic size such as biological cells.

Symmetries and Special Solutions of Reductions of the Lattice Potential KdV Equation

NASA Astrophysics Data System (ADS)

Ormerod, Christopher M.

2014-01-01

We identify a periodic reduction of the non-autonomous lattice potential Korteweg-de Vries equation with the additive discrete Painlevé equation with E_6^{(1)} symmetry. We present a description of a set of symmetries of the reduced equations and their relations to the symmetries of the discrete Painlevé equation. Finally, we exploit the simple symmetric form of the reduced equations to find rational and hypergeometric solutions of this discrete Painlevé equation.

Computing Flows Using Chimera and Unstructured Grids

NASA Technical Reports Server (NTRS)

Liou, Meng-Sing; Zheng, Yao

2006-01-01

DRAGONFLOW is a computer program that solves the Navier-Stokes equations of flows in complexly shaped three-dimensional regions discretized by use of a direct replacement of arbitrary grid overlapping by nonstructured (DRAGON) grid. A DRAGON grid (see figure) is a combination of a chimera grid (a composite of structured subgrids) and a collection of unstructured subgrids. DRAGONFLOW incorporates modified versions of two prior Navier-Stokes-equation-solving programs: OVERFLOW, which is designed to solve on chimera grids; and USM3D, which is used to solve on unstructured grids. A master module controls the invocation of individual modules in the libraries. At each time step of a simulated flow, DRAGONFLOW is invoked on the chimera portion of the DRAGON grid in alternation with USM3D, which is invoked on the unstructured subgrids of the DRAGON grid. The USM3D and OVERFLOW modules then immediately exchange their solutions and other data. As a result, USM3D and OVERFLOW are coupled seamlessly.

Telegraph noise in Markovian master equation for electron transport through molecular junctions

NASA Astrophysics Data System (ADS)

Kosov, Daniel S.

2018-05-01

We present a theoretical approach to solve the Markovian master equation for quantum transport with stochastic telegraph noise. Considering probabilities as functionals of a random telegraph process, we use Novikov's functional method to convert the stochastic master equation to a set of deterministic differential equations. The equations are then solved in the Laplace space, and the expression for the probability vector averaged over the ensemble of realisations of the stochastic process is obtained. We apply the theory to study the manifestations of telegraph noise in the transport properties of molecular junctions. We consider the quantum electron transport in a resonant-level molecule as well as polaronic regime transport in a molecular junction with electron-vibration interaction.

The Approach to Equilibrium: Detailed Balance and the Master Equation

ERIC Educational Resources Information Center

Alexander, Millard H.; Hall, Gregory E.; Dagdigian, Paul J.

2011-01-01

The approach to the equilibrium (Boltzmann) distribution of populations of internal states of a molecule is governed by inelastic collisions in the gas phase and with surfaces. The set of differential equations governing the time evolution of the internal state populations is commonly called the master equation. An analytic solution to the master…

Operator Approach to the Master Equation for the One-Step Process

NASA Astrophysics Data System (ADS)

Hnatič, M.; Eferina, E. G.; Korolkova, A. V.; Kulyabov, D. S.; Sevastyanov, L. A.

2016-02-01

Background. Presentation of the probability as an intrinsic property of the nature leads researchers to switch from deterministic to stochastic description of the phenomena. The kinetics of the interaction has recently attracted attention because it often occurs in the physical, chemical, technical, biological, environmental, economic, and sociological systems. However, there are no general methods for the direct study of this equation. The expansion of the equation in a formal Taylor series (the so called Kramers-Moyal's expansion) is used in the procedure of stochastization of one-step processes. Purpose. However, this does not eliminate the need for the study of the master equation. Method. It is proposed to use quantum field perturbation theory for the statistical systems (the so-called Doi method). Results: This work is a methodological material that describes the principles of master equation solution based on quantum field perturbation theory methods. The characteristic property of the work is that it is intelligible for non-specialists in quantum field theory. Conclusions: We show the full equivalence of the operator and combinatorial methods of obtaining and study of the one-step process master equation.

Stochastic Evolution Equations Driven by Fractional Noises

DTIC Science & Technology

2016-11-28

rate of convergence to zero or the error and the limit in distribution of the error fluctuations. We have studied time discrete numerical schemes...error fluctuations. We have studied time discrete numerical schemes based on Taylor expansions for rough differential equations and for stochastic...variations of the time discrete Taylor schemes for rough differential equations and for stochastic differential equations driven by fractional Brownian

Model dynamics for quantum computing

NASA Astrophysics Data System (ADS)

Tabakin, Frank

2017-08-01

A model master equation suitable for quantum computing dynamics is presented. In an ideal quantum computer (QC), a system of qubits evolves in time unitarily and, by virtue of their entanglement, interfere quantum mechanically to solve otherwise intractable problems. In the real situation, a QC is subject to decoherence and attenuation effects due to interaction with an environment and with possible short-term random disturbances and gate deficiencies. The stability of a QC under such attacks is a key issue for the development of realistic devices. We assume that the influence of the environment can be incorporated by a master equation that includes unitary evolution with gates, supplemented by a Lindblad term. Lindblad operators of various types are explored; namely, steady, pulsed, gate friction, and measurement operators. In the master equation, we use the Lindblad term to describe short time intrusions by random Lindblad pulses. The phenomenological master equation is then extended to include a nonlinear Beretta term that describes the evolution of a closed system with increasing entropy. An external Bath environment is stipulated by a fixed temperature in two different ways. Here we explore the case of a simple one-qubit system in preparation for generalization to multi-qubit, qutrit and hybrid qubit-qutrit systems. This model master equation can be used to test the stability of memory and the efficacy of quantum gates. The properties of such hybrid master equations are explored, with emphasis on the role of thermal equilibrium and entropy constraints. Several significant properties of time-dependent qubit evolution are revealed by this simple study.

On the structure of the master equation for a two-level system coupled to a thermal bath

NASA Astrophysics Data System (ADS)

de Vega, Inés

2015-04-01

We derive a master equation from the exact stochastic Liouville-von-Neumann (SLN) equation (Stockburger and Grabert 2002 Phys. Rev. Lett. 88 170407). The latter depends on two correlated noises and describes exactly the dynamics of an oscillator (which can be either harmonic or present an anharmonicity) coupled to an environment at thermal equilibrium. The newly derived master equation is obtained by performing analytically the average over different noise trajectories. It is found to have a complex hierarchical structure that might be helpful to explain the convergence problems occurring when performing numerically the stochastic average of trajectories given by the SLN equation (Koch et al 2008 Phys. Rev. Lett. 100 230402, Koch 2010 PhD thesis Fakultät Mathematik und Naturwissenschaften der Technischen Universitat Dresden).

Hybrid models for chemical reaction networks: Multiscale theory and application to gene regulatory systems.

PubMed

Winkelmann, Stefanie; Schütte, Christof

2017-09-21

Well-mixed stochastic chemical kinetics are properly modeled by the chemical master equation (CME) and associated Markov jump processes in molecule number space. If the reactants are present in large amounts, however, corresponding simulations of the stochastic dynamics become computationally expensive and model reductions are demanded. The classical model reduction approach uniformly rescales the overall dynamics to obtain deterministic systems characterized by ordinary differential equations, the well-known mass action reaction rate equations. For systems with multiple scales, there exist hybrid approaches that keep parts of the system discrete while another part is approximated either using Langevin dynamics or deterministically. This paper aims at giving a coherent overview of the different hybrid approaches, focusing on their basic concepts and the relation between them. We derive a novel general description of such hybrid models that allows expressing various forms by one type of equation. We also check in how far the approaches apply to model extensions of the CME for dynamics which do not comply with the central well-mixed condition and require some spatial resolution. A simple but meaningful gene expression system with negative self-regulation is analysed to illustrate the different approximation qualities of some of the hybrid approaches discussed. Especially, we reveal the cause of error in the case of small volume approximations.

Hybrid models for chemical reaction networks: Multiscale theory and application to gene regulatory systems

NASA Astrophysics Data System (ADS)

Winkelmann, Stefanie; Schütte, Christof

2017-09-01

Well-mixed stochastic chemical kinetics are properly modeled by the chemical master equation (CME) and associated Markov jump processes in molecule number space. If the reactants are present in large amounts, however, corresponding simulations of the stochastic dynamics become computationally expensive and model reductions are demanded. The classical model reduction approach uniformly rescales the overall dynamics to obtain deterministic systems characterized by ordinary differential equations, the well-known mass action reaction rate equations. For systems with multiple scales, there exist hybrid approaches that keep parts of the system discrete while another part is approximated either using Langevin dynamics or deterministically. This paper aims at giving a coherent overview of the different hybrid approaches, focusing on their basic concepts and the relation between them. We derive a novel general description of such hybrid models that allows expressing various forms by one type of equation. We also check in how far the approaches apply to model extensions of the CME for dynamics which do not comply with the central well-mixed condition and require some spatial resolution. A simple but meaningful gene expression system with negative self-regulation is analysed to illustrate the different approximation qualities of some of the hybrid approaches discussed. Especially, we reveal the cause of error in the case of small volume approximations.

Discontinuous Finite Element Quasidiffusion Methods

DOE PAGES

Anistratov, Dmitriy Yurievich; Warsa, James S.

2018-05-21

Here in this paper, two-level methods for solving transport problems in one-dimensional slab geometry based on the quasi-diffusion (QD) method are developed. A linear discontinuous finite element method (LDFEM) is derived for the spatial discretization of the low-order QD (LOQD) equations. It involves special interface conditions at the cell edges based on the idea of QD boundary conditions (BCs). We consider different kinds of QD BCs to formulate the necessary cell-interface conditions. We develop two-level methods with independent discretization of the high-order transport equation and LOQD equations, where the transport equation is discretized using the method of characteristics and themore » LDFEM is applied to the LOQD equations. We also formulate closures that lead to the discretization consistent with a LDFEM discretization of the transport equation. The proposed methods are studied by means of test problems formulated with the method of manufactured solutions. Numerical experiments are presented demonstrating the performance of the proposed methods. Lastly, we also show that the method with independent discretization has the asymptotic diffusion limit.« less

Discontinuous Finite Element Quasidiffusion Methods

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

Anistratov, Dmitriy Yurievich; Warsa, James S.

Here in this paper, two-level methods for solving transport problems in one-dimensional slab geometry based on the quasi-diffusion (QD) method are developed. A linear discontinuous finite element method (LDFEM) is derived for the spatial discretization of the low-order QD (LOQD) equations. It involves special interface conditions at the cell edges based on the idea of QD boundary conditions (BCs). We consider different kinds of QD BCs to formulate the necessary cell-interface conditions. We develop two-level methods with independent discretization of the high-order transport equation and LOQD equations, where the transport equation is discretized using the method of characteristics and themore » LDFEM is applied to the LOQD equations. We also formulate closures that lead to the discretization consistent with a LDFEM discretization of the transport equation. The proposed methods are studied by means of test problems formulated with the method of manufactured solutions. Numerical experiments are presented demonstrating the performance of the proposed methods. Lastly, we also show that the method with independent discretization has the asymptotic diffusion limit.« less

Control of Stochastic Master Equation Models of Genetic Regulatory Networks by Approximating Their Average Behavior

NASA Astrophysics Data System (ADS)

Umut Caglar, Mehmet; Pal, Ranadip

2010-10-01

The central dogma of molecular biology states that ``information cannot be transferred back from protein to either protein or nucleic acid.'' However, this assumption is not exactly correct in most of the cases. There are a lot of feedback loops and interactions between different levels of systems. These types of interactions are hard to analyze due to the lack of data in the cellular level and probabilistic nature of interactions. Probabilistic models like Stochastic Master Equation (SME) or deterministic models like differential equations (DE) can be used to analyze these types of interactions. SME models based on chemical master equation (CME) can provide detailed representation of genetic regulatory system, but their use is restricted by the large data requirements and computational costs of calculations. The differential equations models on the other hand, have low calculation costs and much more adequate to generate control procedures on the system; but they are not adequate to investigate the probabilistic nature of interactions. In this work the success of the mapping between SME and DE is analyzed, and the success of a control policy generated by DE model with respect to SME model is examined. Index Terms--- Stochastic Master Equation models, Differential Equation Models, Control Policy Design, Systems biology

Entropy-conservative spatial discretization of the multidimensional quasi-gasdynamic system of equations

NASA Astrophysics Data System (ADS)

Zlotnik, A. A.

2017-04-01

The multidimensional quasi-gasdynamic system written in the form of mass, momentum, and total energy balance equations for a perfect polytropic gas with allowance for a body force and a heat source is considered. A new conservative symmetric spatial discretization of these equations on a nonuniform rectangular grid is constructed (with the basic unknown functions—density, velocity, and temperature—defined on a common grid and with fluxes and viscous stresses defined on staggered grids). Primary attention is given to the analysis of entropy behavior: the discretization is specially constructed so that the total entropy does not decrease. This is achieved via a substantial revision of the standard discretization and applying numerous original features. A simplification of the constructed discretization serves as a conservative discretization with nondecreasing total entropy for the simpler quasi-hydrodynamic system of equations. In the absence of regularizing terms, the results also hold for the Navier-Stokes equations of a viscous compressible heat-conducting gas.

Nonequilibrium Fluctuations and Enhanced Diffusion of a Driven Particle in a Dense Environment

NASA Astrophysics Data System (ADS)

Illien, Pierre; Bénichou, Olivier; Oshanin, Gleb; Sarracino, Alessandro; Voituriez, Raphaël

2018-05-01

We study the diffusion of a tracer particle driven out of equilibrium by an external force and traveling in a dense environment of arbitrary density. The system evolves on a discrete lattice and its stochastic dynamics is described by a master equation. Relying on a decoupling approximation that goes beyond the naive mean-field treatment of the problem, we calculate the fluctuations of the position of the tracer around its mean value on a lattice of arbitrary dimension, and with different boundary conditions. We reveal intrinsically nonequilibrium effects, such as enhanced diffusivity of the tracer induced by both the crowding interactions and the external driving. We finally consider the high-density and low-density limits of the model and show that our approximation scheme becomes exact in these limits.

Direct Discrete Method for Neutronic Calculations

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

Vosoughi, Naser; Akbar Salehi, Ali; Shahriari, Majid

The objective of this paper is to introduce a new direct method for neutronic calculations. This method which is named Direct Discrete Method, is simpler than the neutron Transport equation and also more compatible with physical meaning of problems. This method is based on physic of problem and with meshing of the desired geometry, writing the balance equation for each mesh intervals and with notice to the conjunction between these mesh intervals, produce the final discrete equations series without production of neutron transport differential equation and mandatory passing from differential equation bridge. We have produced neutron discrete equations for amore » cylindrical shape with two boundary conditions in one group energy. The correction of the results from this method are tested with MCNP-4B code execution. (authors)« less

Homoclinic snaking in the discrete Swift-Hohenberg equation

NASA Astrophysics Data System (ADS)

Kusdiantara, R.; Susanto, H.

2017-12-01

We consider the discrete Swift-Hohenberg equation with cubic and quintic nonlinearity, obtained from discretizing the spatial derivatives of the Swift-Hohenberg equation using central finite differences. We investigate the discretization effect on the bifurcation behavior, where we identify three regions of the coupling parameter, i.e., strong, weak, and intermediate coupling. Within the regions, the discrete Swift-Hohenberg equation behaves either similarly or differently from the continuum limit. In the intermediate coupling region, multiple Maxwell points can occur for the periodic solutions and may cause irregular snaking and isolas. Numerical continuation is used to obtain and analyze localized and periodic solutions for each case. Theoretical analysis for the snaking and stability of the corresponding solutions is provided in the weak coupling region.

Quantum approach of mesoscopic magnet dynamics with spin transfer torque

NASA Astrophysics Data System (ADS)

Wang, Yong; Sham, L. J.

2013-05-01

We present a theory of magnetization dynamics driven by spin-polarized current in terms of the quantum master equation. In the spin coherent state representation, the master equation becomes a Fokker-Planck equation, which naturally includes the spin transfer and quantum fluctuation. The current electron scattering state is correlated to the magnet quantum states, giving rise to quantum correction to the electron transport properties in the usual semiclassical theory. In the large-spin limit, the magnetization dynamics is shown to obey the Hamilton-Jacobi equation or the Hamiltonian canonical equations.

Topographies and dynamics on multidimensional potential energy surfaces

NASA Astrophysics Data System (ADS)

Ball, Keith Douglas

The stochastic master equation is a valuable tool for elucidating potential energy surface (PES) details that govern structural relaxation in clusters, bulk systems, and protein folding. This work develops a comprehensive framework for studying non-equilibrium relaxation dynamics using the master equation. Since our master equations depend upon accurate partition function models for use in Rice-Ramsperger-Kassel-Marcus (RRK(M) transition state theory, this work introduces several such models employing various harmonic and anharmonic approximations and compares their predicted equilibrium population distributions with those determined from molecular dynamics. This comparison is performed for the fully-delineated surfaces (KCl)5 and Ar9 to evaluate model performance for potential surfaces with long- and short-range interactions, respectively. For each system, several models perform better than a simple harmonic approximation. While no model gives acceptable results for all minima, and optimal modeling strategies differ for (KCl)5 and Ar9, a particular one-parameter model gives the best agreement with simulation for both systems. We then construct master equations from these models and compare their isothermal relaxation predictions for (KCl)5 and Ar9 with molecular dynamics simulations. This is the first comprehensive test of the kinetic performance of partition function models of its kind. Our results show that accurate modeling of transition-state partition functions is more important for (KCl)5 than for Ar9 in reproducing simulation results, due to a marked stiffening anharmonicity in the transition-state normal modes of (KCl)5. For both systems, several models yield qualitative agreement with simulation over a large temperature range. To examine the robustness of the master equation when applied to larger systems, for which full topographical descriptions would be either impossible or infeasible, we compute relaxation predictions for Ar11 using a master equation constructed from data representing the full PES, and compare these predictions to those of reduced master equations based on statistical samples of the full PES. We introduce a sampling method which generates random, Boltzmann-weighted, energetically 'downhill' sequences. The study reveals that, at moderate temperatures, the slowest relaxation timescale converges as the number of sequences in a sample grows to ~1000. Furthermore, the asymptotic timescale is comparable to the full-PES value.

A semi-discrete Kadomtsev-Petviashvili equation and its coupled integrable system

NASA Astrophysics Data System (ADS)

Li, Chun-Xia; Lafortune, Stéphane; Shen, Shou-Feng

2016-05-01

We establish connections between two cascades of integrable systems generated from the continuum limits of the Hirota-Miwa equation and its remarkable nonlinear counterpart under the Miwa transformation, respectively. Among these equations, we are mainly concerned with the semi-discrete bilinear Kadomtsev-Petviashvili (KP) equation which is seldomly studied in literature. We present both of its Casorati and Grammian determinant solutions. Through the Pfaffianization procedure proposed by Hirota and Ohta, we are able to derive the coupled integrable system for the semi-discrete KP equation.

The discrete Toda equation revisited: dual β-Grothendieck polynomials, ultradiscretization, and static solitons

NASA Astrophysics Data System (ADS)

Iwao, Shinsuke; Nagai, Hidetomo

2018-04-01

This paper presents a study of the discrete Toda equation that was introduced in 1977. In this paper, it is proved that the determinantal solution of the discrete Toda equation, obtained via the Lax formalism, is naturally related to the dual Grothendieck polynomials, a K-theoretic generalization of the Schur polynomials. A tropical permanent solution to the ultradiscrete Toda equation is also derived. The proposed method gives a tropical algebraic representation of the static solitons. Lastly, a new cellular automaton realization of the ultradiscrete Toda equation is proposed.

The discrete adjoint method for parameter identification in multibody system dynamics.

PubMed

Lauß, Thomas; Oberpeilsteiner, Stefan; Steiner, Wolfgang; Nachbagauer, Karin

2018-01-01

The adjoint method is an elegant approach for the computation of the gradient of a cost function to identify a set of parameters. An additional set of differential equations has to be solved to compute the adjoint variables, which are further used for the gradient computation. However, the accuracy of the numerical solution of the adjoint differential equation has a great impact on the gradient. Hence, an alternative approach is the discrete adjoint method , where the adjoint differential equations are replaced by algebraic equations. Therefore, a finite difference scheme is constructed for the adjoint system directly from the numerical time integration method. The method provides the exact gradient of the discretized cost function subjected to the discretized equations of motion.

Height growth of solutions and a discrete Painlevé equation

NASA Astrophysics Data System (ADS)

Al-Ghassani, A.; Halburd, R. G.

2015-07-01

Consider the discrete equation where the right side is of degree two in yn and where the coefficients an, bn and cn are rational functions of n with rational coefficients. Suppose that there is a solution such that for all sufficiently large n, y_n\\in{Q} and the height of yn dominates the height of the coefficient functions an, bn and cn. We show that if the logarithmic height of yn grows no faster than a power of n then either the equation is a well known discrete Painlevé equation dPII or its autonomous version or yn is also an admissible solution of a discrete Riccati equation. This provides further evidence that slow height growth is a good detector of integrability.

Discrete fractional solutions of a Legendre equation

NASA Astrophysics Data System (ADS)

Yılmazer, Resat

2018-01-01

One of the most popular research interests of science and engineering is the fractional calculus theory in recent times. Discrete fractional calculus has also an important position in fractional calculus. In this work, we acquire new discrete fractional solutions of the homogeneous and non homogeneous Legendre differential equation by using discrete fractional nabla operator.

Effect of Dust Coagulation Dynamics on the Geometry of Aggregates

NASA Technical Reports Server (NTRS)

Nakamura, R.

1996-01-01

Master equation gives a more fundamental description of stochastic coagulation processes rather than popular Smoluchowski's equation. In order to examine the effect of the dynamics on the geometry of resulting aggregates, we study Master equation with a rigorous Monte Carlo algorithm. It is found that Cluster-Cluster aggregation model is a good approximation of orderly growth and the aggregates have fluffy structures with a fractal dimension approx. 2. A scaling analysis of Smoluchowski's equation also supports this conclusion.

Integrable structure in discrete shell membrane theory

PubMed Central

Schief, W. K.

2014-01-01

We present natural discrete analogues of two integrable classes of shell membranes. By construction, these discrete shell membranes are in equilibrium with respect to suitably chosen internal stresses and external forces. The integrability of the underlying equilibrium equations is proved by relating the geometry of the discrete shell membranes to discrete O surface theory. We establish connections with generalized barycentric coordinates and nine-point centres and identify a discrete version of the classical Gauss equation of surface theory. PMID:24808755

Integrable structure in discrete shell membrane theory.

PubMed

Schief, W K

2014-05-08

We present natural discrete analogues of two integrable classes of shell membranes. By construction, these discrete shell membranes are in equilibrium with respect to suitably chosen internal stresses and external forces. The integrability of the underlying equilibrium equations is proved by relating the geometry of the discrete shell membranes to discrete O surface theory. We establish connections with generalized barycentric coordinates and nine-point centres and identify a discrete version of the classical Gauss equation of surface theory.

Accurate artificial boundary conditions for the semi-discretized linear Schrödinger and heat equations on rectangular domains

NASA Astrophysics Data System (ADS)

Ji, Songsong; Yang, Yibo; Pang, Gang; Antoine, Xavier

2018-01-01

The aim of this paper is to design some accurate artificial boundary conditions for the semi-discretized linear Schrödinger and heat equations in rectangular domains. The Laplace transform in time and discrete Fourier transform in space are applied to get Green's functions of the semi-discretized equations in unbounded domains with single-source. An algorithm is given to compute these Green's functions accurately through some recurrence relations. Furthermore, the finite-difference method is used to discretize the reduced problem with accurate boundary conditions. Numerical simulations are presented to illustrate the accuracy of our method in the case of the linear Schrödinger and heat equations. It is shown that the reflection at the corners is correctly eliminated.

Evaluating four-loop conformal Feynman integrals by D-dimensional differential equations

NASA Astrophysics Data System (ADS)

Eden, Burkhard; Smirnov, Vladimir A.

2016-10-01

We evaluate a four-loop conformal integral, i.e. an integral over four four-dimensional coordinates, by turning to its dimensionally regularized version and applying differential equations for the set of the corresponding 213 master integrals. To solve these linear differential equations we follow the strategy suggested by Henn and switch to a uniformly transcendental basis of master integrals. We find a solution to these equations up to weight eight in terms of multiple polylogarithms. Further, we present an analytical result for the given four-loop conformal integral considered in four-dimensional space-time in terms of single-valued harmonic polylogarithms. As a by-product, we obtain analytical results for all the other 212 master integrals within dimensional regularization, i.e. considered in D dimensions.

Adaptively biased sequential importance sampling for rare events in reaction networks with comparison to exact solutions from finite buffer dCME method

PubMed Central

Cao, Youfang; Liang, Jie

2013-01-01

Critical events that occur rarely in biological processes are of great importance, but are challenging to study using Monte Carlo simulation. By introducing biases to reaction selection and reaction rates, weighted stochastic simulation algorithms based on importance sampling allow rare events to be sampled more effectively. However, existing methods do not address the important issue of barrier crossing, which often arises from multistable networks and systems with complex probability landscape. In addition, the proliferation of parameters and the associated computing cost pose significant problems. Here we introduce a general theoretical framework for obtaining optimized biases in sampling individual reactions for estimating probabilities of rare events. We further describe a practical algorithm called adaptively biased sequential importance sampling (ABSIS) method for efficient probability estimation. By adopting a look-ahead strategy and by enumerating short paths from the current state, we estimate the reaction-specific and state-specific forward and backward moving probabilities of the system, which are then used to bias reaction selections. The ABSIS algorithm can automatically detect barrier-crossing regions, and can adjust bias adaptively at different steps of the sampling process, with bias determined by the outcome of exhaustively generated short paths. In addition, there are only two bias parameters to be determined, regardless of the number of the reactions and the complexity of the network. We have applied the ABSIS method to four biochemical networks: the birth-death process, the reversible isomerization, the bistable Schlögl model, and the enzymatic futile cycle model. For comparison, we have also applied the finite buffer discrete chemical master equation (dCME) method recently developed to obtain exact numerical solutions of the underlying discrete chemical master equations of these problems. This allows us to assess sampling results objectively by comparing simulation results with true answers. Overall, ABSIS can accurately and efficiently estimate rare event probabilities for all examples, often with smaller variance than other importance sampling algorithms. The ABSIS method is general and can be applied to study rare events of other stochastic networks with complex probability landscape. PMID:23862966

State space truncation with quantified errors for accurate solutions to discrete Chemical Master Equation

PubMed Central

Cao, Youfang; Terebus, Anna; Liang, Jie

2016-01-01

The discrete chemical master equation (dCME) provides a general framework for studying stochasticity in mesoscopic reaction networks. Since its direct solution rapidly becomes intractable due to the increasing size of the state space, truncation of the state space is necessary for solving most dCMEs. It is therefore important to assess the consequences of state space truncations so errors can be quantified and minimized. Here we describe a novel method for state space truncation. By partitioning a reaction network into multiple molecular equivalence groups (MEG), we truncate the state space by limiting the total molecular copy numbers in each MEG. We further describe a theoretical framework for analysis of the truncation error in the steady state probability landscape using reflecting boundaries. By aggregating the state space based on the usage of a MEG and constructing an aggregated Markov process, we show that the truncation error of a MEG can be asymptotically bounded by the probability of states on the reflecting boundary of the MEG. Furthermore, truncating states of an arbitrary MEG will not undermine the estimated error of truncating any other MEGs. We then provide an overall error estimate for networks with multiple MEGs. To rapidly determine the appropriate size of an arbitrary MEG, we also introduce an a priori method to estimate the upper bound of its truncation error. This a priori estimate can be rapidly computed from reaction rates of the network, without the need of costly trial solutions of the dCME. As examples, we show results of applying our methods to the four stochastic networks of 1) the birth and death model, 2) the single gene expression model, 3) the genetic toggle switch model, and 4) the phage lambda bistable epigenetic switch model. We demonstrate how truncation errors and steady state probability landscapes can be computed using different sizes of the MEG(s) and how the results validate out theories. Overall, the novel state space truncation and error analysis methods developed here can be used to ensure accurate direct solutions to the dCME for a large number of stochastic networks. PMID:27105653

Adaptively biased sequential importance sampling for rare events in reaction networks with comparison to exact solutions from finite buffer dCME method

NASA Astrophysics Data System (ADS)

Cao, Youfang; Liang, Jie

2013-07-01

Critical events that occur rarely in biological processes are of great importance, but are challenging to study using Monte Carlo simulation. By introducing biases to reaction selection and reaction rates, weighted stochastic simulation algorithms based on importance sampling allow rare events to be sampled more effectively. However, existing methods do not address the important issue of barrier crossing, which often arises from multistable networks and systems with complex probability landscape. In addition, the proliferation of parameters and the associated computing cost pose significant problems. Here we introduce a general theoretical framework for obtaining optimized biases in sampling individual reactions for estimating probabilities of rare events. We further describe a practical algorithm called adaptively biased sequential importance sampling (ABSIS) method for efficient probability estimation. By adopting a look-ahead strategy and by enumerating short paths from the current state, we estimate the reaction-specific and state-specific forward and backward moving probabilities of the system, which are then used to bias reaction selections. The ABSIS algorithm can automatically detect barrier-crossing regions, and can adjust bias adaptively at different steps of the sampling process, with bias determined by the outcome of exhaustively generated short paths. In addition, there are only two bias parameters to be determined, regardless of the number of the reactions and the complexity of the network. We have applied the ABSIS method to four biochemical networks: the birth-death process, the reversible isomerization, the bistable Schlögl model, and the enzymatic futile cycle model. For comparison, we have also applied the finite buffer discrete chemical master equation (dCME) method recently developed to obtain exact numerical solutions of the underlying discrete chemical master equations of these problems. This allows us to assess sampling results objectively by comparing simulation results with true answers. Overall, ABSIS can accurately and efficiently estimate rare event probabilities for all examples, often with smaller variance than other importance sampling algorithms. The ABSIS method is general and can be applied to study rare events of other stochastic networks with complex probability landscape.

Adaptively biased sequential importance sampling for rare events in reaction networks with comparison to exact solutions from finite buffer dCME method.

PubMed

Cao, Youfang; Liang, Jie

2013-07-14

Critical events that occur rarely in biological processes are of great importance, but are challenging to study using Monte Carlo simulation. By introducing biases to reaction selection and reaction rates, weighted stochastic simulation algorithms based on importance sampling allow rare events to be sampled more effectively. However, existing methods do not address the important issue of barrier crossing, which often arises from multistable networks and systems with complex probability landscape. In addition, the proliferation of parameters and the associated computing cost pose significant problems. Here we introduce a general theoretical framework for obtaining optimized biases in sampling individual reactions for estimating probabilities of rare events. We further describe a practical algorithm called adaptively biased sequential importance sampling (ABSIS) method for efficient probability estimation. By adopting a look-ahead strategy and by enumerating short paths from the current state, we estimate the reaction-specific and state-specific forward and backward moving probabilities of the system, which are then used to bias reaction selections. The ABSIS algorithm can automatically detect barrier-crossing regions, and can adjust bias adaptively at different steps of the sampling process, with bias determined by the outcome of exhaustively generated short paths. In addition, there are only two bias parameters to be determined, regardless of the number of the reactions and the complexity of the network. We have applied the ABSIS method to four biochemical networks: the birth-death process, the reversible isomerization, the bistable Schlögl model, and the enzymatic futile cycle model. For comparison, we have also applied the finite buffer discrete chemical master equation (dCME) method recently developed to obtain exact numerical solutions of the underlying discrete chemical master equations of these problems. This allows us to assess sampling results objectively by comparing simulation results with true answers. Overall, ABSIS can accurately and efficiently estimate rare event probabilities for all examples, often with smaller variance than other importance sampling algorithms. The ABSIS method is general and can be applied to study rare events of other stochastic networks with complex probability landscape.

State Space Truncation with Quantified Errors for Accurate Solutions to Discrete Chemical Master Equation

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

Cao, Youfang; Terebus, Anna; Liang, Jie

The discrete chemical master equation (dCME) provides a general framework for studying stochasticity in mesoscopic reaction networks. Since its direct solution rapidly becomes intractable due to the increasing size of the state space, truncation of the state space is necessary for solving most dCMEs. It is therefore important to assess the consequences of state space truncations so errors can be quantified and minimized. Here we describe a novel method for state space truncation. By partitioning a reaction network into multiple molecular equivalence groups (MEGs), we truncate the state space by limiting the total molecular copy numbers in each MEG. Wemore » further describe a theoretical framework for analysis of the truncation error in the steady-state probability landscape using reflecting boundaries. By aggregating the state space based on the usage of a MEG and constructing an aggregated Markov process, we show that the truncation error of a MEG can be asymptotically bounded by the probability of states on the reflecting boundary of the MEG. Furthermore, truncating states of an arbitrary MEG will not undermine the estimated error of truncating any other MEGs. We then provide an overall error estimate for networks with multiple MEGs. To rapidly determine the appropriate size of an arbitrary MEG, we also introduce an a priori method to estimate the upper bound of its truncation error. This a priori estimate can be rapidly computed from reaction rates of the network, without the need of costly trial solutions of the dCME. As examples, we show results of applying our methods to the four stochastic networks of (1) the birth and death model, (2) the single gene expression model, (3) the genetic toggle switch model, and (4) the phage lambda bistable epigenetic switch model. We demonstrate how truncation errors and steady-state probability landscapes can be computed using different sizes of the MEG(s) and how the results validate our theories. Overall, the novel state space truncation and error analysis methods developed here can be used to ensure accurate direct solutions to the dCME for a large number of stochastic networks.« less

State Space Truncation with Quantified Errors for Accurate Solutions to Discrete Chemical Master Equation

DOE PAGES

Cao, Youfang; Terebus, Anna; Liang, Jie

2016-04-22

The discrete chemical master equation (dCME) provides a general framework for studying stochasticity in mesoscopic reaction networks. Since its direct solution rapidly becomes intractable due to the increasing size of the state space, truncation of the state space is necessary for solving most dCMEs. It is therefore important to assess the consequences of state space truncations so errors can be quantified and minimized. Here we describe a novel method for state space truncation. By partitioning a reaction network into multiple molecular equivalence groups (MEGs), we truncate the state space by limiting the total molecular copy numbers in each MEG. Wemore » further describe a theoretical framework for analysis of the truncation error in the steady-state probability landscape using reflecting boundaries. By aggregating the state space based on the usage of a MEG and constructing an aggregated Markov process, we show that the truncation error of a MEG can be asymptotically bounded by the probability of states on the reflecting boundary of the MEG. Furthermore, truncating states of an arbitrary MEG will not undermine the estimated error of truncating any other MEGs. We then provide an overall error estimate for networks with multiple MEGs. To rapidly determine the appropriate size of an arbitrary MEG, we also introduce an a priori method to estimate the upper bound of its truncation error. This a priori estimate can be rapidly computed from reaction rates of the network, without the need of costly trial solutions of the dCME. As examples, we show results of applying our methods to the four stochastic networks of (1) the birth and death model, (2) the single gene expression model, (3) the genetic toggle switch model, and (4) the phage lambda bistable epigenetic switch model. We demonstrate how truncation errors and steady-state probability landscapes can be computed using different sizes of the MEG(s) and how the results validate our theories. Overall, the novel state space truncation and error analysis methods developed here can be used to ensure accurate direct solutions to the dCME for a large number of stochastic networks.« less

On the Importance of the Dynamics of Discretizations

NASA Technical Reports Server (NTRS)

Sweby, Peter K.; Yee, H. C.; Rai, ManMohan (Technical Monitor)

1995-01-01

It has been realized recently that the discrete maps resulting from numerical discretizations of differential equations can possess asymptotic dynamical behavior quite different from that of the original systems. This is the case not only for systems of Ordinary Differential Equations (ODEs) but in a more complicated manner for Partial Differential Equations (PDEs) used to model complex physics. The impact of the modified dynamics may be mild and even not observed for some numerical methods. For other classes of discretizations the impact may be pronounced, but not always obvious depending on the nonlinear model equations, the time steps, the grid spacings and the initial conditions. Non-convergence or convergence to periodic solutions might be easily recognizable but convergence to incorrect but plausible solutions may not be so obvious - even for discretized parameters within the linearized stability constraint. Based on our past four years of research, we will illustrate some of the pathology of the dynamics of discretizations, its possible impact and the usage of these schemes for model nonlinear ODEs, convection-diffusion equations and grid adaptations.

Integrable Semi-discrete Kundu-Eckhaus Equation: Darboux Transformation, Breather, Rogue Wave and Continuous Limit Theory

NASA Astrophysics Data System (ADS)

Zhao, Hai-qiong; Yuan, Jinyun; Zhu, Zuo-nong

2018-02-01

To get more insight into the relation between discrete model and continuous counterpart, a new integrable semi-discrete Kundu-Eckhaus equation is derived from the reduction in an extended Ablowitz-Ladik hierarchy. The integrability of the semi-discrete model is confirmed by showing the existence of Lax pair and infinite number of conservation laws. The dynamic characteristics of the breather and rational solutions have been analyzed in detail for our semi-discrete Kundu-Eckhaus equation to reveal some new interesting phenomena which was not found in continuous one. It is shown that the theory of the discrete system including Lax pair, Darboux transformation and explicit solutions systematically yields their continuous counterparts in the continuous limit.

Dynamics of nonautonomous discrete rogue wave solutions for an Ablowitz-Musslimani equation with PT-symmetric potential.

PubMed

Yu, Fajun

2017-02-01

Starting from a discrete spectral problem, we derive a hierarchy of nonlinear discrete equations which include the Ablowitz-Ladik (AL) equation. We analytically study the discrete rogue-wave (DRW) solutions of AL equation with three free parameters. The trajectories of peaks and depressions of profiles for the first- and second-order DRWs are produced by means of analytical and numerical methods. In particular, we study the solutions with dispersion in parity-time ( PT) symmetric potential for Ablowitz-Musslimani equation. And we consider the non-autonomous DRW solutions, parameters controlling and their interactions with variable coefficients, and predict the long-living rogue wave solutions. Our results might provide useful information for potential applications of synthetic PT symmetric systems in nonlinear optics and condensed matter physics.

On a new semi-discrete integrable combination of Burgers and Sharma-Tasso-Olver equation

NASA Astrophysics Data System (ADS)

Zhao, Hai-qiong

2017-02-01

In this paper, a new semi-discrete integrable combination of Burgers and Sharma-Tasso-Olver equation is investigated. The underlying integrable structures like the Lax pair, the infinite number of conservation laws, the Darboux-Bäcklund transformation, and the solutions are presented in the explicit form. The theory of the semi-discrete equation including integrable properties yields the corresponding theory of the continuous counterpart in the continuous limit. Finally, numerical experiments are provided to demonstrate the effectiveness of the developed integrable semi-discretization algorithms.

Communication: Limitations of the stochastic quasi-steady-state approximation in open biochemical reaction networks

NASA Astrophysics Data System (ADS)

Thomas, Philipp; Straube, Arthur V.; Grima, Ramon

2011-11-01

It is commonly believed that, whenever timescale separation holds, the predictions of reduced chemical master equations obtained using the stochastic quasi-steady-state approximation are in very good agreement with the predictions of the full master equations. We use the linear noise approximation to obtain a simple formula for the relative error between the predictions of the two master equations for the Michaelis-Menten reaction with substrate input. The reduced approach is predicted to overestimate the variance of the substrate concentration fluctuations by as much as 30%. The theoretical results are validated by stochastic simulations using experimental parameter values for enzymes involved in proteolysis, gluconeogenesis, and fermentation.

Observability of discretized partial differential equations

NASA Technical Reports Server (NTRS)

Cohn, Stephen E.; Dee, Dick P.

1988-01-01

It is shown that complete observability of the discrete model used to assimilate data from a linear partial differential equation (PDE) system is necessary and sufficient for asymptotic stability of the data assimilation process. The observability theory for discrete systems is reviewed and applied to obtain simple observability tests for discretized constant-coefficient PDEs. Examples are used to show how numerical dispersion can result in discrete dynamics with multiple eigenvalues, thereby detracting from observability.

Mastering algebra retrains the visual system to perceive hierarchical structure in equations.

PubMed

Marghetis, Tyler; Landy, David; Goldstone, Robert L

2016-01-01

Formal mathematics is a paragon of abstractness. It thus seems natural to assume that the mathematical expert should rely more on symbolic or conceptual processes, and less on perception and action. We argue instead that mathematical proficiency relies on perceptual systems that have been retrained to implement mathematical skills. Specifically, we investigated whether the visual system-in particular, object-based attention-is retrained so that parsing algebraic expressions and evaluating algebraic validity are accomplished by visual processing. Object-based attention occurs when the visual system organizes the world into discrete objects, which then guide the deployment of attention. One classic signature of object-based attention is better perceptual discrimination within, rather than between, visual objects. The current study reports that object-based attention occurs not only for simple shapes but also for symbolic mathematical elements within algebraic expressions-but only among individuals who have mastered the hierarchical syntax of algebra. Moreover, among these individuals, increased object-based attention within algebraic expressions is associated with a better ability to evaluate algebraic validity. These results suggest that, in mastering the rules of algebra, people retrain their visual system to represent and evaluate abstract mathematical structure. We thus argue that algebraic expertise involves the regimentation and reuse of evolutionarily ancient perceptual processes. Our findings implicate the visual system as central to learning and reasoning in mathematics, leading us to favor educational approaches to mathematics and related STEM fields that encourage students to adapt, not abandon, their use of perception.

Conservative, unconditionally stable discretization methods for Hamiltonian equations, applied to wave motion in lattice equations modeling protein molecules

NASA Astrophysics Data System (ADS)

LeMesurier, Brenton

2012-01-01

A new approach is described for generating exactly energy-momentum conserving time discretizations for a wide class of Hamiltonian systems of DEs with quadratic momenta, including mechanical systems with central forces; it is well-suited in particular to the large systems that arise in both spatial discretizations of nonlinear wave equations and lattice equations such as the Davydov System modeling energetic pulse propagation in protein molecules. The method is unconditionally stable, making it well-suited to equations of broadly “Discrete NLS form”, including many arising in nonlinear optics. Key features of the resulting discretizations are exact conservation of both the Hamiltonian and quadratic conserved quantities related to continuous linear symmetries, preservation of time reversal symmetry, unconditional stability, and respecting the linearity of certain terms. The last feature allows a simple, efficient iterative solution of the resulting nonlinear algebraic systems that retain unconditional stability, avoiding the need for full Newton-type solvers. One distinction from earlier work on conservative discretizations is a new and more straightforward nearly canonical procedure for constructing the discretizations, based on a “discrete gradient calculus with product rule” that mimics the essential properties of partial derivatives. This numerical method is then used to study the Davydov system, revealing that previously conjectured continuum limit approximations by NLS do not hold, but that sech-like pulses related to NLS solitons can nevertheless sometimes arise.

Infinite Conservation Laws, Continuous Symmetries and Invariant Solutions of Some Discrete Integrable Equations

NASA Astrophysics Data System (ADS)

Zhang, Yu-Feng; Zhang, Xiang-Zhi; Dong, Huan-He

2017-12-01

Two new shift operators are introduced for which a few differential-difference equations are generated by applying the R-matrix method. These equations can be reduced to the standard Toda lattice equation and (1+1)-dimensional and (2+1)-dimensional Toda-type equations which have important applications in hydrodynamics, plasma physics, and so on. Based on these consequences, we deduce the Hamiltonian structures of two discrete systems. Finally, we obtain some new infinite conservation laws of two discrete equations and employ Lie-point transformation group to obtain some continuous symmetries and part of invariant solutions for the (1+1) and (2+1)-dimensional Toda-type equations. Supported by the Fundamental Research Funds for the Central University under Grant No. 2017XKZD11

On Reductions of the Hirota-Miwa Equation

NASA Astrophysics Data System (ADS)

Hone, Andrew N. W.; Kouloukas, Theodoros E.; Ward, Chloe

2017-07-01

The Hirota-Miwa equation (also known as the discrete KP equation, or the octahedron recurrence) is a bilinear partial difference equation in three independent variables. It is integrable in the sense that it arises as the compatibility condition of a linear system (Lax pair). The Hirota-Miwa equation has infinitely many reductions of plane wave type (including a quadratic exponential gauge transformation), defined by a triple of integers or half-integers, which produce bilinear ordinary difference equations of Somos/Gale-Robinson type. Here it is explained how to obtain Lax pairs and presymplectic structures for these reductions, in order to demonstrate Liouville integrability of some associated maps, certain of which are related to reductions of discrete Toda and discrete KdV equations.

Test Score Equating Using Discrete Anchor Items versus Passage-Based Anchor Items: A Case Study Using "SAT"® Data. Research Report. ETS RR-14-14

ERIC Educational Resources Information Center

Liu, Jinghua; Zu, Jiyun; Curley, Edward; Carey, Jill

2014-01-01

The purpose of this study is to investigate the impact of discrete anchor items versus passage-based anchor items on observed score equating using empirical data.This study compares an "SAT"® critical reading anchor that contains more discrete items proportionally, compared to the total tests to be equated, to another anchor that…

Coupling of Coastal Wave Transformation and Computational Fluid Dynamics Models for Seakeeping Analysis

DTIC Science & Technology

2017-04-03

setup in terms of temporal and spatial discretization . The second component was an extension of existing depth-integrated wave models to describe...equations (Abbott, 1976). Discretization schemes involve numerical dispersion and dissipation that distort the true character of the governing equations...represent a leading-order approximation of the Boussinesq-type equations. Tam and Webb (1993) proposed a wavenumber-based discretization scheme to preserve

A framework for discrete stochastic simulation on 3D moving boundary domains

DOE PAGES

Drawert, Brian; Hellander, Stefan; Trogdon, Michael; ...

2016-11-14

We have developed a method for modeling spatial stochastic biochemical reactions in complex, three-dimensional, and time-dependent domains using the reaction-diffusion master equation formalism. In particular, we look to address the fully coupled problems that arise in systems biology where the shape and mechanical properties of a cell are determined by the state of the biochemistry and vice versa. To validate our method and characterize the error involved, we compare our results for a carefully constructed test problem to those of a microscale implementation. Finally, we demonstrate the effectiveness of our method by simulating a model of polarization and shmoo formationmore » during the mating of yeast. The method is generally applicable to problems in systems biology where biochemistry and mechanics are coupled, and spatial stochastic effects are critical.« less

Unbound motion on a Schwarzschild background: Practical approaches to frequency domain computations

NASA Astrophysics Data System (ADS)

Hopper, Seth

2018-03-01

Gravitational perturbations due to a point particle moving on a static black hole background are naturally described in Regge-Wheeler gauge. The first-order field equations reduce to a single master wave equation for each radiative mode. The master function satisfying this wave equation is a linear combination of the metric perturbation amplitudes with a source term arising from the stress-energy tensor of the point particle. The original master functions were found by Regge and Wheeler (odd parity) and Zerilli (even parity). Subsequent work by Moncrief and then Cunningham, Price and Moncrief introduced new master variables which allow time domain reconstruction of the metric perturbation amplitudes. Here, I explore the relationship between these different functions and develop a general procedure for deriving new higher-order master functions from ones already known. The benefit of higher-order functions is that their source terms always converge faster at large distance than their lower-order counterparts. This makes for a dramatic improvement in both the speed and accuracy of frequency domain codes when analyzing unbound motion.

ACCURATE CHEMICAL MASTER EQUATION SOLUTION USING MULTI-FINITE BUFFERS

PubMed Central

Cao, Youfang; Terebus, Anna; Liang, Jie

2016-01-01

The discrete chemical master equation (dCME) provides a fundamental framework for studying stochasticity in mesoscopic networks. Because of the multi-scale nature of many networks where reaction rates have large disparity, directly solving dCMEs is intractable due to the exploding size of the state space. It is important to truncate the state space effectively with quantified errors, so accurate solutions can be computed. It is also important to know if all major probabilistic peaks have been computed. Here we introduce the Accurate CME (ACME) algorithm for obtaining direct solutions to dCMEs. With multi-finite buffers for reducing the state space by O(n!), exact steady-state and time-evolving network probability landscapes can be computed. We further describe a theoretical framework of aggregating microstates into a smaller number of macrostates by decomposing a network into independent aggregated birth and death processes, and give an a priori method for rapidly determining steady-state truncation errors. The maximal sizes of the finite buffers for a given error tolerance can also be pre-computed without costly trial solutions of dCMEs. We show exactly computed probability landscapes of three multi-scale networks, namely, a 6-node toggle switch, 11-node phage-lambda epigenetic circuit, and 16-node MAPK cascade network, the latter two with no known solutions. We also show how probabilities of rare events can be computed from first-passage times, another class of unsolved problems challenging for simulation-based techniques due to large separations in time scales. Overall, the ACME method enables accurate and efficient solutions of the dCME for a large class of networks. PMID:27761104

Event-driven Monte Carlo: Exact dynamics at all time scales for discrete-variable models

NASA Astrophysics Data System (ADS)

Mendoza-Coto, Alejandro; Díaz-Méndez, Rogelio; Pupillo, Guido

2016-06-01

We present an algorithm for the simulation of the exact real-time dynamics of classical many-body systems with discrete energy levels. In the same spirit of kinetic Monte Carlo methods, a stochastic solution of the master equation is found, with no need to define any other phase-space construction. However, unlike existing methods, the present algorithm does not assume any particular statistical distribution to perform moves or to advance the time, and thus is a unique tool for the numerical exploration of fast and ultra-fast dynamical regimes. By decomposing the problem in a set of two-level subsystems, we find a natural variable step size, that is well defined from the normalization condition of the transition probabilities between the levels. We successfully test the algorithm with known exact solutions for non-equilibrium dynamics and equilibrium thermodynamical properties of Ising-spin models in one and two dimensions, and compare to standard implementations of kinetic Monte Carlo methods. The present algorithm is directly applicable to the study of the real-time dynamics of a large class of classical Markovian chains, and particularly to short-time situations where the exact evolution is relevant.

On the Discrete Spectrum of the Nonstationary Schrödinger Equation and Multipole Lumps of the Kadomtsev-Petviashvili I Equation

NASA Astrophysics Data System (ADS)

Villarroel, Javier; Ablowitz, Mark J.

The discrete spectrum of the nonstationary Schrödinger equation and localized solutions of the Kadomtsev-Petviashvili-I (KPI) equation are studied via the inverse scattering transform. It is shown that there exist infinitely many real and rationally decaying potentials which correspond to a discrete spectrum whose related eigenfunctions have multiple poles in the spectral parameter. An index or winding number is asssociated with each of these solutions. The resulting localized solutions of KPI behave as collection of individual humps with nonuniform dynamics.

Modeling the Problem-Based Learning Preferences of McMaster University Undergraduate Medical Students Using a Discrete Choice Conjoint Experiment

ERIC Educational Resources Information Center

Cunningham, Charles E.; Deal, Ken; Neville, Alan; Rimas, Heather; Lohfeld, Lynne

2006-01-01

Objectives: To use methods from the field of marketing research to involve students in the redesign of McMaster University's small group, problem-based undergraduate medical education program. Methods: We used themes from a focus group conducted in an electronic decision support lab to compose 14 four-level educational attributes. Undergraduate…

Auto-Bäcklund transformations for a matrix partial differential equation

NASA Astrophysics Data System (ADS)

Gordoa, P. R.; Pickering, A.

2018-07-01

We derive auto-Bäcklund transformations, analogous to those of the matrix second Painlevé equation, for a matrix partial differential equation. We also then use these auto-Bäcklund transformations to derive matrix equations involving shifts in a discrete variable, a process analogous to the use of the auto-Bäcklund transformations of the matrix second Painlevé equation to derive a discrete matrix first Painlevé equation. The equations thus derived then include amongst other examples a semidiscrete matrix equation which can be considered to be an extension of this discrete matrix first Painlevé equation. The application of this technique to the auto-Bäcklund transformations of the scalar case of our partial differential equation has not been considered before, and so the results obtained here in this scalar case are also new. Other equations obtained here using this technique include a scalar semidiscrete equation which arises in the case of the second Painlevé equation, and which does not seem to have been thus derived previously.

Discrete exterior calculus discretization of incompressible Navier-Stokes equations over surface simplicial meshes

NASA Astrophysics Data System (ADS)

Mohamed, Mamdouh S.; Hirani, Anil N.; Samtaney, Ravi

2016-05-01

A conservative discretization of incompressible Navier-Stokes equations is developed based on discrete exterior calculus (DEC). A distinguishing feature of our method is the use of an algebraic discretization of the interior product operator and a combinatorial discretization of the wedge product. The governing equations are first rewritten using the exterior calculus notation, replacing vector calculus differential operators by the exterior derivative, Hodge star and wedge product operators. The discretization is then carried out by substituting with the corresponding discrete operators based on the DEC framework. Numerical experiments for flows over surfaces reveal a second order accuracy for the developed scheme when using structured-triangular meshes, and first order accuracy for otherwise unstructured meshes. By construction, the method is conservative in that both mass and vorticity are conserved up to machine precision. The relative error in kinetic energy for inviscid flow test cases converges in a second order fashion with both the mesh size and the time step.

Heisenberg-Langevin versus quantum master equation

NASA Astrophysics Data System (ADS)

Boyanovsky, Daniel; Jasnow, David

2017-12-01

The quantum master equation is an important tool in the study of quantum open systems. It is often derived under a set of approximations, chief among them the Born (factorization) and Markov (neglect of memory effects) approximations. In this article we study the paradigmatic model of quantum Brownian motion of a harmonic oscillator coupled to a bath of oscillators with a Drude-Ohmic spectral density. We obtain analytically the exact solution of the Heisenberg-Langevin equations, with which we study correlation functions in the asymptotic stationary state. We compare the exact correlation functions to those obtained in the asymptotic long time limit with the quantum master equation in the Born approximation with and without the Markov approximation. In the latter case we implement a systematic derivative expansion that yields the exact asymptotic limit under the factorization approximation only. We find discrepancies that could be significant when the bandwidth of the bath Λ is much larger than the typical scales of the system. We study the exact interaction energy as a proxy for the correlations missed by the Born approximation and find that its dependence on Λ is similar to the discrepancy between the exact solution and that of the quantum master equation in the Born approximation. We quantify the regime of validity of the quantum master equation in the Born approximation with or without the Markov approximation in terms of the system's relaxation rate γ , its unrenormalized natural frequency Ω and Λ : γ /Ω ≪1 and also γ Λ /Ω2≪1 . The reliability of the Born approximation is discussed within the context of recent experimental settings and more general environments.

Detailed Balance of Thermalization Dynamics in Rydberg-Atom Quantum Simulators.

PubMed

Kim, Hyosub; Park, YeJe; Kim, Kyungtae; Sim, H-S; Ahn, Jaewook

2018-05-04

Dynamics of large complex systems, such as relaxation towards equilibrium in classical statistical mechanics, often obeys a master equation that captures essential information from the complexities. Here, we find that thermalization of an isolated many-body quantum state can be described by a master equation. We observe sudden quench dynamics of quantum Ising-like models implemented in our quantum simulator, defect-free single-atom tweezers in conjunction with Rydberg-atom interaction. Saturation of their local observables, a thermalization signature, obeys a master equation experimentally constructed by monitoring the occupation probabilities of prequench states and imposing the principle of the detailed balance. Our experiment agrees with theories and demonstrates the detailed balance in a thermalization dynamics that does not require coupling to baths or postulated randomness.

Detailed Balance of Thermalization Dynamics in Rydberg-Atom Quantum Simulators

NASA Astrophysics Data System (ADS)

Kim, Hyosub; Park, YeJe; Kim, Kyungtae; Sim, H.-S.; Ahn, Jaewook

2018-05-01

Dynamics of large complex systems, such as relaxation towards equilibrium in classical statistical mechanics, often obeys a master equation that captures essential information from the complexities. Here, we find that thermalization of an isolated many-body quantum state can be described by a master equation. We observe sudden quench dynamics of quantum Ising-like models implemented in our quantum simulator, defect-free single-atom tweezers in conjunction with Rydberg-atom interaction. Saturation of their local observables, a thermalization signature, obeys a master equation experimentally constructed by monitoring the occupation probabilities of prequench states and imposing the principle of the detailed balance. Our experiment agrees with theories and demonstrates the detailed balance in a thermalization dynamics that does not require coupling to baths or postulated randomness.

Electronic structure, transport, and collective effects in molecular layered systems.

PubMed

Hahn, Torsten; Ludwig, Tim; Timm, Carsten; Kortus, Jens

2017-01-01

The great potential of organic heterostructures for organic device applications is exemplified by the targeted engineering of the electronic properties of phthalocyanine-based systems. The transport properties of two different phthalocyanine systems, a pure copper phthalocyanine (CoPc) and a flourinated copper phthalocyanine-manganese phthalocyanine (F 16 CoPc/MnPc) heterostructure, are investigated by means of density functional theory (DFT) and the non-equilibrium Green's function (NEGF) approach. Furthermore, a master-equation-based approach is used to include electronic correlations beyond the mean-field-type approximation of DFT. We describe the essential theoretical tools to obtain the parameters needed for the master equation from DFT results. Finally, an interacting molecular monolayer is considered within a master-equation approach.

Algebraic aspects of the driven dynamics in the density operator and correlation functions calculation for multi-level open quantum systems

NASA Astrophysics Data System (ADS)

Bogolubov, Nikolai N.; Soldatov, Andrey V.

2017-12-01

Exact and approximate master equations were derived by the projection operator method for the reduced statistical operator of a multi-level quantum system with finite number N of quantum eigenstates interacting with arbitrary external classical fields and dissipative environment simultaneously. It was shown that the structure of these equations can be simplified significantly if the free Hamiltonian driven dynamics of an arbitrary quantum multi-level system under the influence of the external driving fields as well as its Markovian and non-Markovian evolution, stipulated by the interaction with the environment, are described in terms of the SU(N) algebra representation. As a consequence, efficient numerical methods can be developed and employed to analyze these master equations for real problems in various fields of theoretical and applied physics. It was also shown that literally the same master equations hold not only for the reduced density operator but also for arbitrary nonequilibrium multi-time correlation functions as well under the only assumption that the system and the environment are uncorrelated at some initial moment of time. A calculational scheme was proposed to account for these lost correlations in a regular perturbative way, thus providing additional computable terms to the correspondent master equations for the correlation functions.

Almost periodic solutions to difference equations

NASA Technical Reports Server (NTRS)

Bayliss, A.

1975-01-01

The theory of Massera and Schaeffer relating the existence of unique almost periodic solutions of an inhomogeneous linear equation to an exponential dichotomy for the homogeneous equation was completely extended to discretizations by a strongly stable difference scheme. In addition it is shown that the almost periodic sequence solution will converge to the differential equation solution. The preceding theory was applied to a class of exponentially stable partial differential equations to which one can apply the Hille-Yoshida theorem. It is possible to prove the existence of unique almost periodic solutions of the inhomogeneous equation (which can be approximated by almost periodic sequences) which are the solutions to appropriate discretizations. Two methods of discretizations are discussed: the strongly stable scheme and the Lax-Wendroff scheme.

Non-autonomous equations with unpredictable solutions

NASA Astrophysics Data System (ADS)

Akhmet, Marat; Fen, Mehmet Onur

2018-06-01

To make research of chaos more amenable to investigating differential and discrete equations, we introduce the concepts of an unpredictable function and sequence. The topology of uniform convergence on compact sets is applied to define unpredictable functions [1,2]. The unpredictable sequence is defined as a specific unpredictable function on the set of integers. The definitions are convenient to be verified as solutions of differential and discrete equations. The topology is metrizable and easy for applications with integral operators. To demonstrate the effectiveness of the approach, the existence and uniqueness of the unpredictable solution for a delay differential equation are proved as well as for quasilinear discrete systems. As a corollary of the theorem, a similar assertion for a quasilinear ordinary differential equation is formulated. The results are demonstrated numerically, and an application to Hopfield neural networks is provided. In particular, Poincaré chaos near periodic orbits is observed. The completed research contributes to the theory of chaos as well as to the theory of differential and discrete equations, considering unpredictable solutions.

Space-Time Discrete KPZ Equation

NASA Astrophysics Data System (ADS)

Cannizzaro, G.; Matetski, K.

2018-03-01

We study a general family of space-time discretizations of the KPZ equation and show that they converge to its solution. The approach we follow makes use of basic elements of the theory of regularity structures (Hairer in Invent Math 198(2):269-504, 2014) as well as its discrete counterpart (Hairer and Matetski in Discretizations of rough stochastic PDEs, 2015. arXiv:1511.06937). Since the discretization is in both space and time and we allow non-standard discretization for the product, the methods mentioned above have to be suitably modified in order to accommodate the structure of the models under study.

High-order solution methods for grey discrete ordinates thermal radiative transfer

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

Maginot, Peter G., E-mail: maginot1@llnl.gov; Ragusa, Jean C., E-mail: jean.ragusa@tamu.edu; Morel, Jim E., E-mail: morel@tamu.edu

This work presents a solution methodology for solving the grey radiative transfer equations that is both spatially and temporally more accurate than the canonical radiative transfer solution technique of linear discontinuous finite element discretization in space with implicit Euler integration in time. We solve the grey radiative transfer equations by fully converging the nonlinear temperature dependence of the material specific heat, material opacities, and Planck function. The grey radiative transfer equations are discretized in space using arbitrary-order self-lumping discontinuous finite elements and integrated in time with arbitrary-order diagonally implicit Runge–Kutta time integration techniques. Iterative convergence of the radiation equation ismore » accelerated using a modified interior penalty diffusion operator to precondition the full discrete ordinates transport operator.« less

High-order solution methods for grey discrete ordinates thermal radiative transfer

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

Maginot, Peter G.; Ragusa, Jean C.; Morel, Jim E.

This paper presents a solution methodology for solving the grey radiative transfer equations that is both spatially and temporally more accurate than the canonical radiative transfer solution technique of linear discontinuous finite element discretization in space with implicit Euler integration in time. We solve the grey radiative transfer equations by fully converging the nonlinear temperature dependence of the material specific heat, material opacities, and Planck function. The grey radiative transfer equations are discretized in space using arbitrary-order self-lumping discontinuous finite elements and integrated in time with arbitrary-order diagonally implicit Runge–Kutta time integration techniques. Iterative convergence of the radiation equation ismore » accelerated using a modified interior penalty diffusion operator to precondition the full discrete ordinates transport operator.« less

High-order solution methods for grey discrete ordinates thermal radiative transfer

DOE PAGES

Maginot, Peter G.; Ragusa, Jean C.; Morel, Jim E.

2016-09-29

This paper presents a solution methodology for solving the grey radiative transfer equations that is both spatially and temporally more accurate than the canonical radiative transfer solution technique of linear discontinuous finite element discretization in space with implicit Euler integration in time. We solve the grey radiative transfer equations by fully converging the nonlinear temperature dependence of the material specific heat, material opacities, and Planck function. The grey radiative transfer equations are discretized in space using arbitrary-order self-lumping discontinuous finite elements and integrated in time with arbitrary-order diagonally implicit Runge–Kutta time integration techniques. Iterative convergence of the radiation equation ismore » accelerated using a modified interior penalty diffusion operator to precondition the full discrete ordinates transport operator.« less

Stochastic model simulation using Kronecker product analysis and Zassenhaus formula approximation.

PubMed

Caglar, Mehmet Umut; Pal, Ranadip

2013-01-01

Probabilistic Models are regularly applied in Genetic Regulatory Network modeling to capture the stochastic behavior observed in the generation of biological entities such as mRNA or proteins. Several approaches including Stochastic Master Equations and Probabilistic Boolean Networks have been proposed to model the stochastic behavior in genetic regulatory networks. It is generally accepted that Stochastic Master Equation is a fundamental model that can describe the system being investigated in fine detail, but the application of this model is computationally enormously expensive. On the other hand, Probabilistic Boolean Network captures only the coarse-scale stochastic properties of the system without modeling the detailed interactions. We propose a new approximation of the stochastic master equation model that is able to capture the finer details of the modeled system including bistabilities and oscillatory behavior, and yet has a significantly lower computational complexity. In this new method, we represent the system using tensors and derive an identity to exploit the sparse connectivity of regulatory targets for complexity reduction. The algorithm involves an approximation based on Zassenhaus formula to represent the exponential of a sum of matrices as product of matrices. We derive upper bounds on the expected error of the proposed model distribution as compared to the stochastic master equation model distribution. Simulation results of the application of the model to four different biological benchmark systems illustrate performance comparable to detailed stochastic master equation models but with considerably lower computational complexity. The results also demonstrate the reduced complexity of the new approach as compared to commonly used Stochastic Simulation Algorithm for equivalent accuracy.

Reaction rates for a generalized reaction-diffusion master equation

DOE PAGES

Hellander, Stefan; Petzold, Linda

2016-01-19

It has been established that there is an inherent limit to the accuracy of the reaction-diffusion master equation. Specifically, there exists a fundamental lower bound on the mesh size, below which the accuracy deteriorates as the mesh is refined further. In this paper we extend the standard reaction-diffusion master equation to allow molecules occupying neighboring voxels to react, in contrast to the traditional approach in which molecules react only when occupying the same voxel. We derive reaction rates, in two dimensions as well as three dimensions, to obtain an optimal match to the more fine-grained Smoluchowski model, and show inmore » two numerical examples that the extended algorithm is accurate for a wide range of mesh sizes, allowing us to simulate systems that are intractable with the standard reaction-diffusion master equation. In addition, we show that for mesh sizes above the fundamental lower limit of the standard algorithm, the generalized algorithm reduces to the standard algorithm. We derive a lower limit for the generalized algorithm which, in both two dimensions and three dimensions, is on the order of the reaction radius of a reacting pair of molecules.« less

Reaction rates for a generalized reaction-diffusion master equation

PubMed Central

Hellander, Stefan; Petzold, Linda

2016-01-01

It has been established that there is an inherent limit to the accuracy of the reaction-diffusion master equation. Specifically, there exists a fundamental lower bound on the mesh size, below which the accuracy deteriorates as the mesh is refined further. In this paper we extend the standard reaction-diffusion master equation to allow molecules occupying neighboring voxels to react, in contrast to the traditional approach in which molecules react only when occupying the same voxel. We derive reaction rates, in two dimensions as well as three dimensions, to obtain an optimal match to the more fine-grained Smoluchowski model, and show in two numerical examples that the extended algorithm is accurate for a wide range of mesh sizes, allowing us to simulate systems that are intractable with the standard reaction-diffusion master equation. In addition, we show that for mesh sizes above the fundamental lower limit of the standard algorithm, the generalized algorithm reduces to the standard algorithm. We derive a lower limit for the generalized algorithm which, in both two dimensions and three dimensions, is on the order of the reaction radius of a reacting pair of molecules. PMID:26871190

Direct Solution of the Chemical Master Equation Using Quantized Tensor Trains

PubMed Central

Kazeev, Vladimir; Khammash, Mustafa; Nip, Michael; Schwab, Christoph

2014-01-01

The Chemical Master Equation (CME) is a cornerstone of stochastic analysis and simulation of models of biochemical reaction networks. Yet direct solutions of the CME have remained elusive. Although several approaches overcome the infinite dimensional nature of the CME through projections or other means, a common feature of proposed approaches is their susceptibility to the curse of dimensionality, i.e. the exponential growth in memory and computational requirements in the number of problem dimensions. We present a novel approach that has the potential to “lift” this curse of dimensionality. The approach is based on the use of the recently proposed Quantized Tensor Train (QTT) formatted numerical linear algebra for the low parametric, numerical representation of tensors. The QTT decomposition admits both, algorithms for basic tensor arithmetics with complexity scaling linearly in the dimension (number of species) and sub-linearly in the mode size (maximum copy number), and a numerical tensor rounding procedure which is stable and quasi-optimal. We show how the CME can be represented in QTT format, then use the exponentially-converging -discontinuous Galerkin discretization in time to reduce the CME evolution problem to a set of QTT-structured linear equations to be solved at each time step using an algorithm based on Density Matrix Renormalization Group (DMRG) methods from quantum chemistry. Our method automatically adapts the “basis” of the solution at every time step guaranteeing that it is large enough to capture the dynamics of interest but no larger than necessary, as this would increase the computational complexity. Our approach is demonstrated by applying it to three different examples from systems biology: independent birth-death process, an example of enzymatic futile cycle, and a stochastic switch model. The numerical results on these examples demonstrate that the proposed QTT method achieves dramatic speedups and several orders of magnitude storage savings over direct approaches. PMID:24626049

On the Full-Discrete Extended Generalised q-Difference Toda System

NASA Astrophysics Data System (ADS)

Li, Chuanzhong; Meng, Anni

2017-08-01

In this paper, we construct a full-discrete integrable difference equation which is a full-discretisation of the generalised q-Toda equation. Meanwhile its soliton solutions are constructed to show its integrable property. Further the Lax pairs of an extended generalised full-discrete q-Toda hierarchy are also constructed. To show the integrability, the bi-Hamiltonian structure and tau symmetry of the extended full-discrete generalised q-Toda hierarchy are given.

Discretizing singular point sources in hyperbolic wave propagation problems

DOE PAGES

Petersson, N. Anders; O'Reilly, Ossian; Sjogreen, Bjorn; ...

2016-06-01

Here, we develop high order accurate source discretizations for hyperbolic wave propagation problems in first order formulation that are discretized by finite difference schemes. By studying the Fourier series expansions of the source discretization and the finite difference operator, we derive sufficient conditions for achieving design accuracy in the numerical solution. Only half of the conditions in Fourier space can be satisfied through moment conditions on the source discretization, and we develop smoothness conditions for satisfying the remaining accuracy conditions. The resulting source discretization has compact support in physical space, and is spread over as many grid points as themore » number of moment and smoothness conditions. In numerical experiments we demonstrate high order of accuracy in the numerical solution of the 1-D advection equation (both in the interior and near a boundary), the 3-D elastic wave equation, and the 3-D linearized Euler equations.« less

Convergence of discrete Aubry–Mather model in the continuous limit

NASA Astrophysics Data System (ADS)

Su, Xifeng; Thieullen, Philippe

2018-05-01

We develop two approximation schemes for solving the cell equation and the discounted cell equation using Aubry–Mather–Fathi theory. The Hamiltonian is supposed to be Tonelli, time-independent and periodic in space. By Legendre transform it is equivalent to find a fixed point of some nonlinear operator, called Lax-Oleinik operator, which may be discounted or not. By discretizing in time, we are led to solve an additive eigenvalue problem involving a discrete Lax–Oleinik operator. We show how to approximate the effective Hamiltonian and some weak KAM solutions by letting the time step in the discrete model tend to zero. We also obtain a selected discrete weak KAM solution as in Davini et al (2016 Invent. Math. 206 29–55), and show that it converges to a particular solution of the cell equation. In order to unify the two settings, continuous and discrete, we develop a more general formalism of the short-range interactions.

Laguerre-Freud Equations for the Recurrence Coefficients of Some Discrete Semi-Classical Orthogonal Polynomials of Class Two

NASA Astrophysics Data System (ADS)

Hounga, C.; Hounkonnou, M. N.; Ronveaux, A.

2006-10-01

In this paper, we give Laguerre-Freud equations for the recurrence coefficients of discrete semi-classical orthogonal polynomials of class two, when the polynomials in the Pearson equation are of the same degree. The case of generalized Charlier polynomials is also presented.

Properties of wavelet discretization of Black-Scholes equation

NASA Astrophysics Data System (ADS)

Finěk, Václav

2017-07-01

Using wavelet methods, the continuous problem is transformed into a well-conditioned discrete problem. And once a non-symmetric problem is given, squaring yields a symmetric positive definite formulation. However squaring usually makes the condition number of discrete problems substantially worse. This note is concerned with a wavelet based numerical solution of the Black-Scholes equation for pricing European options. We show here that in wavelet coordinates a symmetric part of the discretized equation dominates over an unsymmetric part in the standard economic environment with low interest rates. It provides some justification for using a fractional step method with implicit treatment of the symmetric part of the weak form of the Black-Scholes operator and with explicit treatment of its unsymmetric part. Then a well-conditioned discrete problem is obtained.

Reconstruction of the modified discrete Langevin equation from persistent time series

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

Czechowski, Zbigniew

The discrete Langevin-type equation, which can describe persistent processes, was introduced. The procedure of reconstruction of the equation from time series was proposed and tested on synthetic data, with short and long-tail distributions, generated by different Langevin equations. Corrections due to the finite sampling rates were derived. For an exemplary meteorological time series, an appropriate Langevin equation, which constitutes a stochastic macroscopic model of the phenomenon, was reconstructed.

Integrability of the Kruskal--Zabusky Discrete Equation by Multiscale Expansion

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

Levi, Decio; Scimiterna, Christian

2010-03-08

In 1965 Kruskal and Zabusky in a very famous article in Physical Review Letters introduced the notion of 'soliton' to describe the interaction of solitary waves solutions of the Korteweg de Vries equation (KdV). To do so they introduced a discrete approximation to the KdV, the Kruskal-Zabusky equation (KZ). Here we analyze the KZ equation using the multiscale expansion and show that the equation is only A{sub 2} integrable.

Bound states of moving potential wells in discrete wave mechanics

NASA Astrophysics Data System (ADS)

Longhi, S.

2017-10-01

Discrete wave mechanics describes the evolution of classical or matter waves on a lattice, which is governed by a discretized version of the Schrödinger equation. While for a vanishing lattice spacing wave evolution of the continuous Schrödinger equation is retrieved, spatial discretization and lattice effects can deeply modify wave dynamics. Here we discuss implications of breakdown of exact Galilean invariance of the discrete Schrödinger equation on the bound states sustained by a smooth potential well which is uniformly moving on the lattice with a drift velocity v. While in the continuous limit the number of bound states does not depend on the drift velocity v, as one expects from the covariance of ordinary Schrödinger equation for a Galilean boost, lattice effects can lead to a larger number of bound states for the moving potential well as compared to the potential well at rest. Moreover, for a moving potential bound states on a lattice become rather generally quasi-bound (resonance) states.

An energy-stable method for solving the incompressible Navier-Stokes equations with non-slip boundary condition

NASA Astrophysics Data System (ADS)

Lee, Byungjoon; Min, Chohong

2018-05-01

We introduce a stable method for solving the incompressible Navier-Stokes equations with variable density and viscosity. Our method is stable in the sense that it does not increase the total energy of dynamics that is the sum of kinetic energy and potential energy. Instead of velocity, a new state variable is taken so that the kinetic energy is formulated by the L2 norm of the new variable. Navier-Stokes equations are rephrased with respect to the new variable, and a stable time discretization for the rephrased equations is presented. Taking into consideration the incompressibility in the Marker-And-Cell (MAC) grid, we present a modified Lax-Friedrich method that is L2 stable. Utilizing the discrete integration-by-parts in MAC grid and the modified Lax-Friedrich method, the time discretization is fully discretized. An explicit CFL condition for the stability of the full discretization is given and mathematically proved.

Adjoint-Based Methodology for Time-Dependent Optimization

NASA Technical Reports Server (NTRS)

Yamaleev, N. K.; Diskin, B.; Nielsen, E. J.

2008-01-01

This paper presents a discrete adjoint method for a broad class of time-dependent optimization problems. The time-dependent adjoint equations are derived in terms of the discrete residual of an arbitrary finite volume scheme which approximates unsteady conservation law equations. Although only the 2-D unsteady Euler equations are considered in the present analysis, this time-dependent adjoint method is applicable to the 3-D unsteady Reynolds-averaged Navier-Stokes equations with minor modifications. The discrete adjoint operators involving the derivatives of the discrete residual and the cost functional with respect to the flow variables are computed using a complex-variable approach, which provides discrete consistency and drastically reduces the implementation and debugging cycle. The implementation of the time-dependent adjoint method is validated by comparing the sensitivity derivative with that obtained by forward mode differentiation. Our numerical results show that O(10) optimization iterations of the steepest descent method are needed to reduce the objective functional by 3-6 orders of magnitude for test problems considered.

Novel Methods for Electromagnetic Simulation and Design

DTIC Science & Technology

2016-08-03

The resulting discretized integral equations are compatible with fast multipoleaccelerated solvers and will form the basis for high fidelity...expansion”) which are high-order, efficient and easy to use on arbitrarily triangulated surfaces. The resulting discretized integral equations are...created a user interface compatible with both low and high order discretizations , and implemented the generalized Debye approach of [4]. The

Secure Hashing of Dynamic Hand Signatures Using Wavelet-Fourier Compression with BioPhasor Mixing and [InlineEquation not available: see fulltext.] Discretization

NASA Astrophysics Data System (ADS)

Wai Kuan, Yip; Teoh, Andrew B. J.; Ngo, David C. L.

2006-12-01

We introduce a novel method for secure computation of biometric hash on dynamic hand signatures using BioPhasor mixing and[InlineEquation not available: see fulltext.] discretization. The use of BioPhasor as the mixing process provides a one-way transformation that precludes exact recovery of the biometric vector from compromised hashes and stolen tokens. In addition, our user-specific[InlineEquation not available: see fulltext.] discretization acts both as an error correction step as well as a real-to-binary space converter. We also propose a new method of extracting compressed representation of dynamic hand signatures using discrete wavelet transform (DWT) and discrete fourier transform (DFT). Without the conventional use of dynamic time warping, the proposed method avoids storage of user's hand signature template. This is an important consideration for protecting the privacy of the biometric owner. Our results show that the proposed method could produce stable and distinguishable bit strings with equal error rates (EERs) of[InlineEquation not available: see fulltext.] and[InlineEquation not available: see fulltext.] for random and skilled forgeries for stolen token (worst case) scenario, and[InlineEquation not available: see fulltext.] for both forgeries in the genuine token (optimal) scenario.

A mass-energy preserving Galerkin FEM for the coupled nonlinear fractional Schrödinger equations

NASA Astrophysics Data System (ADS)

Zhang, Guoyu; Huang, Chengming; Li, Meng

2018-04-01

We consider the numerical simulation of the coupled nonlinear space fractional Schrödinger equations. Based on the Galerkin finite element method in space and the Crank-Nicolson (CN) difference method in time, a fully discrete scheme is constructed. Firstly, we focus on a rigorous analysis of conservation laws for the discrete system. The definitions of discrete mass and energy here correspond with the original ones in physics. Then, we prove that the fully discrete system is uniquely solvable. Moreover, we consider the unconditionally convergent properties (that is to say, we complete the error estimates without any mesh ratio restriction). We derive L2-norm error estimates for the nonlinear equations and L^{∞}-norm error estimates for the linear equations. Finally, some numerical experiments are included showing results in agreement with the theoretical predictions.

Modeling the neuroanatomic propagation of ALS in the spinal cord

NASA Astrophysics Data System (ADS)

Drawert, Brian; Thakore, Nimish; Mitchell, Brian; Pioro, Erik; Ravits, John; Petzold, Linda R.

2017-07-01

Recent hypotheses of amyotrophic lateral sclerosis (ALS) progression have posited a point-source origin of motor neuron death with neuroanatomic propagation either contiguously to adjacent regions, or along networks via axonal and synaptic connections. Although the molecular mechanisms of propagation are unknown, one leading hypothesis is a "prion-like" spread of misfolded and aggregated proteins, including SOD1 and TDP-43. We have developed a mathematical model representing cellular and molecular spread of ALS in the human spinal cord. Our model is based on the stochastic reaction-diffusion master equation approach using a tetrahedral discretized space to capture the complex geometry of the spinal cord. Domain dimension and shape was obtained by reconstructing human spinal cord from high-resolution magnetic resonance (MR) images and known gross and histological neuroanatomy. Our preliminary results qualitatively recapitulate the clinically observed pattern of spread of ALS thorough the spinal cord.

A Scale-Invariant ``Discrete-Time'' Balitsky--Kovchegov Equation

NASA Astrophysics Data System (ADS)

Bialas, A.; Peschanski, R.

2005-06-01

We consider a version of QCD dipole cascading corresponding to a finite number n of discrete Δ Y steps of branching in rapidity. Using the discretization scheme preserving the holomorphic factorizability and scale-invariance in position space of the dipole splitting function, we derive an exact recurrence formula from step to step which plays the rôle of a ``discrete-time'' Balitsky--Kovchegov equation. The BK solutions are recovered in the limit n=∞ and Δ Y=0.

Adaptive hybrid simulations for multiscale stochastic reaction networks

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

Hepp, Benjamin; Gupta, Ankit; Khammash, Mustafa

2015-01-21

The probability distribution describing the state of a Stochastic Reaction Network (SRN) evolves according to the Chemical Master Equation (CME). It is common to estimate its solution using Monte Carlo methods such as the Stochastic Simulation Algorithm (SSA). In many cases, these simulations can take an impractical amount of computational time. Therefore, many methods have been developed that approximate sample paths of the underlying stochastic process and estimate the solution of the CME. A prominent class of these methods include hybrid methods that partition the set of species and the set of reactions into discrete and continuous subsets. Such amore » partition separates the dynamics into a discrete and a continuous part. Simulating such a stochastic process can be computationally much easier than simulating the exact discrete stochastic process with SSA. Moreover, the quasi-stationary assumption to approximate the dynamics of fast subnetworks can be applied for certain classes of networks. However, as the dynamics of a SRN evolves, these partitions may have to be adapted during the simulation. We develop a hybrid method that approximates the solution of a CME by automatically partitioning the reactions and species sets into discrete and continuous components and applying the quasi-stationary assumption on identifiable fast subnetworks. Our method does not require any user intervention and it adapts to exploit the changing timescale separation between reactions and/or changing magnitudes of copy-numbers of constituent species. We demonstrate the efficiency of the proposed method by considering examples from systems biology and showing that very good approximations to the exact probability distributions can be achieved in significantly less computational time. This is especially the case for systems with oscillatory dynamics, where the system dynamics change considerably throughout the time-period of interest.« less

Adaptive hybrid simulations for multiscale stochastic reaction networks.

PubMed

Hepp, Benjamin; Gupta, Ankit; Khammash, Mustafa

2015-01-21

The probability distribution describing the state of a Stochastic Reaction Network (SRN) evolves according to the Chemical Master Equation (CME). It is common to estimate its solution using Monte Carlo methods such as the Stochastic Simulation Algorithm (SSA). In many cases, these simulations can take an impractical amount of computational time. Therefore, many methods have been developed that approximate sample paths of the underlying stochastic process and estimate the solution of the CME. A prominent class of these methods include hybrid methods that partition the set of species and the set of reactions into discrete and continuous subsets. Such a partition separates the dynamics into a discrete and a continuous part. Simulating such a stochastic process can be computationally much easier than simulating the exact discrete stochastic process with SSA. Moreover, the quasi-stationary assumption to approximate the dynamics of fast subnetworks can be applied for certain classes of networks. However, as the dynamics of a SRN evolves, these partitions may have to be adapted during the simulation. We develop a hybrid method that approximates the solution of a CME by automatically partitioning the reactions and species sets into discrete and continuous components and applying the quasi-stationary assumption on identifiable fast subnetworks. Our method does not require any user intervention and it adapts to exploit the changing timescale separation between reactions and/or changing magnitudes of copy-numbers of constituent species. We demonstrate the efficiency of the proposed method by considering examples from systems biology and showing that very good approximations to the exact probability distributions can be achieved in significantly less computational time. This is especially the case for systems with oscillatory dynamics, where the system dynamics change considerably throughout the time-period of interest.

On reinitializing level set functions

NASA Astrophysics Data System (ADS)

Min, Chohong

2010-04-01

In this paper, we consider reinitializing level functions through equation ϕt+sgn(ϕ0)(‖∇ϕ‖-1)=0[16]. The method of Russo and Smereka [11] is taken in the spatial discretization of the equation. The spatial discretization is, simply speaking, the second order ENO finite difference with subcell resolution near the interface. Our main interest is on the temporal discretization of the equation. We compare the three temporal discretizations: the second order Runge-Kutta method, the forward Euler method, and a Gauss-Seidel iteration of the forward Euler method. The fact that the time in the equation is fictitious makes a hypothesis that all the temporal discretizations result in the same result in their stationary states. The fact that the absolute stability region of the forward Euler method is not wide enough to include all the eigenvalues of the linearized semi-discrete system of the second order ENO spatial discretization makes another hypothesis that the forward Euler temporal discretization should invoke numerical instability. Our results in this paper contradict both the hypotheses. The Runge-Kutta and Gauss-Seidel methods obtain the second order accuracy, and the forward Euler method converges with order between one and two. Examining all their properties, we conclude that the Gauss-Seidel method is the best among the three. Compared to the Runge-Kutta, it is twice faster and requires memory two times less with the same accuracy.

Decoherence, discord, and the quantum master equation for cosmological perturbations

NASA Astrophysics Data System (ADS)

Hollowood, Timothy J.; McDonald, Jamie I.

2017-05-01

We examine environmental decoherence of cosmological perturbations in order to study the quantum-to-classical transition and the impact of noise on entanglement during inflation. Given an explicit interaction between the system and environment, we derive a quantum master equation for the reduced density matrix of perturbations, drawing parallels with quantum Brownian motion, where we see the emergence of fluctuation and dissipation terms. Although the master equation is not in Lindblad form, we see how typical solutions exhibit positivity on super-horizon scales, leading to a physically meaningful density matrix. This allows us to write down a Langevin equation with stochastic noise for the classical trajectories which emerge from the quantum system on super-horizon scales. In particular, we find that environmental decoherence increases in strength as modes exit the horizon, with the growth driven essentially by white noise coming from local contributions to environmental correlations. Finally, we use our master equation to quantify the strength of quantum correlations as captured by discord. We show that environmental interactions have a tendency to decrease the size of the discord and that these effects are determined by the relative strength of the expansion rate and interaction rate of the environment. We interpret this in terms of the competing effects of particle creation versus environmental fluctuations, which tend to increase and decrease the discord respectively.

Unification of the general non-linear sigma model and the Virasoro master equation

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

Boer, J. de; Halpern, M.B.

1997-06-01

The Virasoro master equation describes a large set of conformal field theories known as the affine-Virasoro constructions, in the operator algebra (affinie Lie algebra) of the WZW model, while the einstein equations of the general non-linear sigma model describe another large set of conformal field theories. This talk summarizes recent work which unifies these two sets of conformal field theories, together with a presumable large class of new conformal field theories. The basic idea is to consider spin-two operators of the form L{sub ij}{partial_derivative}x{sup i}{partial_derivative}x{sup j} in the background of a general sigma model. The requirement that these operators satisfymore » the Virasoro algebra leads to a set of equations called the unified Einstein-Virasoro master equation, in which the spin-two spacetime field L{sub ij} cuples to the usual spacetime fields of the sigma model. The one-loop form of this unified system is presented, and some of its algebraic and geometric properties are discussed.« less

Field Effect Transistor in Nanoscale

DTIC Science & Technology

2017-04-26

analogues) and BxCyNz (Napathalene analogues with x+y+z=10) molecules using quantum many body approach coupled with kinetic (master) equations...analogues with x +y+z=10) molecules using quantum many body approach coupled with kinetic (master) equations. Interestingly, various types of non-linear...Small molecules (such as benzene), double quantum dots (like GaAs-based QDs) which are coupled weakly to metallic electrodes have shown their

Generation of squeezed microwave states by a dc-pumped degenerate parametric Josephson junction oscillator

NASA Astrophysics Data System (ADS)

Kaertner, Franz X.; Russer, Peter

1990-11-01

The master equation for a dc-pumped degenerate Josephson parametric amplifier is derived. It is shown that the Wigner distribution representation of this master equation can be approximated by a Fokker-Planck equation. By using this equation, the dynamical behavior of this degenerate Josephson amplifier with respect to squeezing of the radiation field is investigated. It is shown that below threshold of parametric oscillation, a squeezed vacuum state can be generated, and above threshold a second bifurcation point exists, where the device generates amplitude squeezed radiation. Basic relations between the achievable amplitude squeezing, the output power, and the operation frequency are derived.

Group-kinetic theory of turbulence

NASA Technical Reports Server (NTRS)

Tchen, C. M.

1986-01-01

The two phases are governed by two coupled systems of Navier-Stokes equations. The couplings are nonlinear. These equations describe the microdynamical state of turbulence, and are transformed into a master equation. By scaling, a kinetic hierarchy is generated in the form of groups, representing the spectral evolution, the diffusivity and the relaxation. The loss of memory in formulating the relaxation yields the closure. The network of sub-distributions that participates in the relaxation is simulated by a self-consistent porous medium, so that the average effect on the diffusivity is to make it approach equilibrium. The kinetic equation of turbulence is derived. The method of moments reverts it to the continuum. The equation of spectral evolution is obtained and the transport properties are calculated. In inertia turbulence, the Kolmogoroff law for weak coupling and the spectrum for the strong coupling are found. As the fluid analog, the nonlinear Schrodinger equation has a driving force in the form of emission of solitons by velocity fluctuations, and is used to describe the microdynamical state of turbulence. In order for the emission together with the modulation to participate in the transport processes, the non-homogeneous Schrodinger equation is transformed into a homogeneous master equation. By group-scaling, the master equation is decomposed into a system of transport equations, replacing the Bogoliubov system of equations of many-particle distributions. It is in the relaxation that the memory is lost when the ensemble of higher-order distributions is simulated by an effective porous medium. The closure is thus found. The kinetic equation is derived and transformed into the equation of spectral flow.

Integrable Seven-Point Discrete Equations and Second-Order Evolution Chains

NASA Astrophysics Data System (ADS)

Adler, V. E.

2018-04-01

We consider differential-difference equations defining continuous symmetries for discrete equations on a triangular lattice. We show that a certain combination of continuous flows can be represented as a secondorder scalar evolution chain. We illustrate the general construction with a set of examples including an analogue of the elliptic Yamilov chain.

Elliptic Painlevé equations from next-nearest-neighbor translations on the E_8^{(1)} lattice

NASA Astrophysics Data System (ADS)

Joshi, Nalini; Nakazono, Nobutaka

2017-07-01

The well known elliptic discrete Painlevé equation of Sakai is constructed by a standard translation on the E_8(1) lattice, given by nearest neighbor vectors. In this paper, we give a new elliptic discrete Painlevé equation obtained by translations along next-nearest-neighbor vectors. This equation is a generic (8-parameter) version of a 2-parameter elliptic difference equation found by reduction from Adler’s partial difference equation, the so-called Q4 equation. We also provide a projective reduction of the well known equation of Sakai.

Exponential synchronization of neural networks with discrete and distributed delays under time-varying sampling.

PubMed

Wu, Zheng-Guang; Shi, Peng; Su, Hongye; Chu, Jian

2012-09-01

This paper investigates the problem of master-slave synchronization for neural networks with discrete and distributed delays under variable sampling with a known upper bound on the sampling intervals. An improved method is proposed, which captures the characteristic of sampled-data systems. Some delay-dependent criteria are derived to ensure the exponential stability of the error systems, and thus the master systems synchronize with the slave systems. The desired sampled-data controller can be achieved by solving a set of linear matrix inequalitys, which depend upon the maximum sampling interval and the decay rate. The obtained conditions not only have less conservatism but also have less decision variables than existing results. Simulation results are given to show the effectiveness and benefits of the proposed methods.

Sqeezing generated by a nonlinear master equation and by amplifying-dissipative Hamiltonians

NASA Technical Reports Server (NTRS)

Dodonov, V. V.; Marchiolli, M. A.; Mizrahi, Solomon S.; Moussa, M. H. Y.

1994-01-01

In the first part of this contribution we show that the master equation derived from the generalized version of the nonlinear Doebner-Goldin equation leads to the squeezing of one of the quadratures. In the second part we consider two familiar Hamiltonians, the Bateman- Caldirola-Kanai and the optical parametric oscillator; going back to their classical Lagrangian form we introduce a stochastic force and a dissipative factor. From this new Lagrangian we obtain a modified Hamiltonian that treats adequately the simultaneous amplification and dissipation phenomena, presenting squeezing, too.

Fiber-dependent deautonomization of integrable 2D mappings and discrete Painlevé equations

NASA Astrophysics Data System (ADS)

Carstea, Adrian Stefan; Dzhamay, Anton; Takenawa, Tomoyuki

2017-10-01

It is well known that two-dimensional mappings preserving a rational elliptic fibration, like the Quispel-Roberts-Thompson mappings, can be deautonomized to discrete Painlevé equations. However, the dependence of this procedure on the choice of a particular elliptic fiber has not been sufficiently investigated. In this paper we establish a way of performing the deautonomization for a pair of an autonomous mapping and a fiber. Starting from a single autonomous mapping but varying the type of a chosen fiber, we obtain different types of discrete Painlevé equations using this deautonomization procedure. We also introduce a technique for reconstructing a mapping from the knowledge of its induced action on the Picard group and some additional geometric data. This technique allows us to obtain factorized expressions of discrete Painlevé equations, including the elliptic case. Further, by imposing certain restrictions on such non-autonomous mappings we obtain new and simple elliptic difference Painlevé equations, including examples whose symmetry groups do not appear explicitly in Sakai’s classification.

Solving the Fluid Pressure Poisson Equation Using Multigrid-Evaluation and Improvements.

PubMed

Dick, Christian; Rogowsky, Marcus; Westermann, Rudiger

2016-11-01

In many numerical simulations of fluids governed by the incompressible Navier-Stokes equations, the pressure Poisson equation needs to be solved to enforce mass conservation. Multigrid solvers show excellent convergence in simple scenarios, yet they can converge slowly in domains where physically separated regions are combined at coarser scales. Moreover, existing multigrid solvers are tailored to specific discretizations of the pressure Poisson equation, and they cannot easily be adapted to other discretizations. In this paper we analyze the convergence properties of existing multigrid solvers for the pressure Poisson equation in different simulation domains, and we show how to further improve the multigrid convergence rate by using a graph-based extension to determine the coarse grid hierarchy. The proposed multigrid solver is generic in that it can be applied to different kinds of discretizations of the pressure Poisson equation, by using solely the specification of the simulation domain and pre-assembled computational stencils. We analyze the proposed solver in combination with finite difference and finite volume discretizations of the pressure Poisson equation. Our evaluations show that, despite the common assumption, multigrid schemes can exploit their potential even in the most complicated simulation scenarios, yet this behavior is obtained at the price of higher memory consumption.

Numerical solution of the Saint-Venant equations by an efficient hybrid finite-volume/finite-difference method

NASA Astrophysics Data System (ADS)

Lai, Wencong; Khan, Abdul A.

2018-04-01

A computationally efficient hybrid finite-volume/finite-difference method is proposed for the numerical solution of Saint-Venant equations in one-dimensional open channel flows. The method adopts a mass-conservative finite volume discretization for the continuity equation and a semi-implicit finite difference discretization for the dynamic-wave momentum equation. The spatial discretization of the convective flux term in the momentum equation employs an upwind scheme and the water-surface gradient term is discretized using three different schemes. The performance of the numerical method is investigated in terms of efficiency and accuracy using various examples, including steady flow over a bump, dam-break flow over wet and dry downstream channels, wetting and drying in a parabolic bowl, and dam-break floods in laboratory physical models. Numerical solutions from the hybrid method are compared with solutions from a finite volume method along with analytic solutions or experimental measurements. Comparisons demonstrates that the hybrid method is efficient, accurate, and robust in modeling various flow scenarios, including subcritical, supercritical, and transcritical flows. In this method, the QUICK scheme for the surface slope discretization is more accurate and less diffusive than the center difference and the weighted average schemes.

Discrete ellipsoidal statistical BGK model and Burnett equations

NASA Astrophysics Data System (ADS)

Zhang, Yu-Dong; Xu, Ai-Guo; Zhang, Guang-Cai; Chen, Zhi-Hua; Wang, Pei

2018-06-01

A new discrete Boltzmann model, the discrete ellipsoidal statistical Bhatnagar-Gross-Krook (ESBGK) model, is proposed to simulate nonequilibrium compressible flows. Compared with the original discrete BGK model, the discrete ES-BGK has a flexible Prandtl number. For the discrete ES-BGK model in the Burnett level, two kinds of discrete velocity model are introduced and the relations between nonequilibrium quantities and the viscous stress and heat flux in the Burnett level are established. The model is verified via four benchmark tests. In addition, a new idea is introduced to recover the actual distribution function through the macroscopic quantities and their space derivatives. The recovery scheme works not only for discrete Boltzmann simulation but also for hydrodynamic ones, for example, those based on the Navier-Stokes or the Burnett equations.

Understanding the importance of the temperature dependence of viscosity on the crystallization dynamics in the Ge2Sb2Te5 phase-change material

NASA Astrophysics Data System (ADS)

Aladool, A.; Aziz, M. M.; Wright, C. D.

2017-06-01

The crystallization dynamics in the phase-change material Ge2Sb2Te5 is modelled using the more detailed Master equation method over a wide range of heating rates commensurate with published ultrafast calorimetry experiments. Through the attachment and detachment of monomers, the Master rate equation naturally traces nucleation and growth of crystallites with temperature history to calculate the transient distribution of cluster sizes in the material. Both the attachment and detachment rates in this theory are strong functions of viscosity, and thus, the value of viscosity and its dependence on temperature significantly affect the crystallization process. In this paper, we use the physically realistic Mauro-Yue-Ellison-Gupta-Allan viscosity model in the Master equation approach to study the role of the viscosity model parameters on the crystallization dynamics in Ge2Sb2Te5 under ramped annealing conditions with heating rates up to 4 × 104 K/s. Furthermore, due to the relatively low computational cost of the Master equation method compared to atomistic level computations, an iterative numerical approach was developed to fit theoretical Kissinger plots simulated with the Master equation system to experimental Kissinger plots from ultrafast calorimetry measurements at increasing heating rates. This provided a more rigorous method (incorporating both nucleation and growth processes) to extract the viscosity model parameters from the analysis of experimental data. The simulations and analysis revealed the strong coupling between the glass transition temperature and fragility index in the viscosity and crystallization models and highlighted the role of the dependence of the glass transition temperature on the heating rate for the accurate estimation of the fragility index of phase-change materials from the analysis of experimental measurements.

Resummed memory kernels in generalized system-bath master equations

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

Mavros, Michael G.; Van Voorhis, Troy, E-mail: tvan@mit.edu

2014-08-07

Generalized master equations provide a concise formalism for studying reduced population dynamics. Usually, these master equations require a perturbative expansion of the memory kernels governing the dynamics; in order to prevent divergences, these expansions must be resummed. Resummation techniques of perturbation series are ubiquitous in physics, but they have not been readily studied for the time-dependent memory kernels used in generalized master equations. In this paper, we present a comparison of different resummation techniques for such memory kernels up to fourth order. We study specifically the spin-boson Hamiltonian as a model system bath Hamiltonian, treating the diabatic coupling between themore » two states as a perturbation. A novel derivation of the fourth-order memory kernel for the spin-boson problem is presented; then, the second- and fourth-order kernels are evaluated numerically for a variety of spin-boson parameter regimes. We find that resumming the kernels through fourth order using a Padé approximant results in divergent populations in the strong electronic coupling regime due to a singularity introduced by the nature of the resummation, and thus recommend a non-divergent exponential resummation (the “Landau-Zener resummation” of previous work). The inclusion of fourth-order effects in a Landau-Zener-resummed kernel is shown to improve both the dephasing rate and the obedience of detailed balance over simpler prescriptions like the non-interacting blip approximation, showing a relatively quick convergence on the exact answer. The results suggest that including higher-order contributions to the memory kernel of a generalized master equation and performing an appropriate resummation can provide a numerically-exact solution to system-bath dynamics for a general spectral density, opening the way to a new class of methods for treating system-bath dynamics.« less

Non-linear corrections to the time-covariance function derived from a multi-state chemical master equation.

PubMed

Scott, M

2012-08-01

The time-covariance function captures the dynamics of biochemical fluctuations and contains important information about the underlying kinetic rate parameters. Intrinsic fluctuations in biochemical reaction networks are typically modelled using a master equation formalism. In general, the equation cannot be solved exactly and approximation methods are required. For small fluctuations close to equilibrium, a linearisation of the dynamics provides a very good description of the relaxation of the time-covariance function. As the number of molecules in the system decrease, deviations from the linear theory appear. Carrying out a systematic perturbation expansion of the master equation to capture these effects results in formidable algebra; however, symbolic mathematics packages considerably expedite the computation. The authors demonstrate that non-linear effects can reveal features of the underlying dynamics, such as reaction stoichiometry, not available in linearised theory. Furthermore, in models that exhibit noise-induced oscillations, non-linear corrections result in a shift in the base frequency along with the appearance of a secondary harmonic.

Evolution in time of an N-atom system. I. A physical basis set for the projection of the master equation

NASA Astrophysics Data System (ADS)

Freedhoff, Helen

2004-01-01

We study an aggregate of N identical two-level atoms (TLA’s) coupled by the retarded interatomic interaction, using the Lehmberg-Agarwal master equation. First, we calculate the entangled eigenstates of the system; then, we use these eigenstates as a basis set for the projection of the master equation. We demonstrate that in this basis the equations of motion for the level populations, as well as the expressions for the emission and absorption spectra, assume a simple mathematical structure and allow for a transparent physical interpretation. To illustrate the use of the general theory in emission processes, we study an isosceles triangle of atoms, and present in the long wavelength limit the (cascade) emission spectrum for a hexagon of atoms fully excited at t=0. To illustrate its use for absorption processes, we tabulate (in the same limit) the biexciton absorption frequencies, linewidths, and relative intensities for polygons consisting of N=2,…,9 TLA’s.

Accurate chemical master equation solution using multi-finite buffers

DOE PAGES

Cao, Youfang; Terebus, Anna; Liang, Jie

2016-06-29

Here, the discrete chemical master equation (dCME) provides a fundamental framework for studying stochasticity in mesoscopic networks. Because of the multiscale nature of many networks where reaction rates have a large disparity, directly solving dCMEs is intractable due to the exploding size of the state space. It is important to truncate the state space effectively with quantified errors, so accurate solutions can be computed. It is also important to know if all major probabilistic peaks have been computed. Here we introduce the accurate CME (ACME) algorithm for obtaining direct solutions to dCMEs. With multifinite buffers for reducing the state spacemore » by $O(n!)$, exact steady-state and time-evolving network probability landscapes can be computed. We further describe a theoretical framework of aggregating microstates into a smaller number of macrostates by decomposing a network into independent aggregated birth and death processes and give an a priori method for rapidly determining steady-state truncation errors. The maximal sizes of the finite buffers for a given error tolerance can also be precomputed without costly trial solutions of dCMEs. We show exactly computed probability landscapes of three multiscale networks, namely, a 6-node toggle switch, 11-node phage-lambda epigenetic circuit, and 16-node MAPK cascade network, the latter two with no known solutions. We also show how probabilities of rare events can be computed from first-passage times, another class of unsolved problems challenging for simulation-based techniques due to large separations in time scales. Overall, the ACME method enables accurate and efficient solutions of the dCME for a large class of networks.« less

Accurate chemical master equation solution using multi-finite buffers

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

Cao, Youfang; Terebus, Anna; Liang, Jie

Here, the discrete chemical master equation (dCME) provides a fundamental framework for studying stochasticity in mesoscopic networks. Because of the multiscale nature of many networks where reaction rates have a large disparity, directly solving dCMEs is intractable due to the exploding size of the state space. It is important to truncate the state space effectively with quantified errors, so accurate solutions can be computed. It is also important to know if all major probabilistic peaks have been computed. Here we introduce the accurate CME (ACME) algorithm for obtaining direct solutions to dCMEs. With multifinite buffers for reducing the state spacemore » by $O(n!)$, exact steady-state and time-evolving network probability landscapes can be computed. We further describe a theoretical framework of aggregating microstates into a smaller number of macrostates by decomposing a network into independent aggregated birth and death processes and give an a priori method for rapidly determining steady-state truncation errors. The maximal sizes of the finite buffers for a given error tolerance can also be precomputed without costly trial solutions of dCMEs. We show exactly computed probability landscapes of three multiscale networks, namely, a 6-node toggle switch, 11-node phage-lambda epigenetic circuit, and 16-node MAPK cascade network, the latter two with no known solutions. We also show how probabilities of rare events can be computed from first-passage times, another class of unsolved problems challenging for simulation-based techniques due to large separations in time scales. Overall, the ACME method enables accurate and efficient solutions of the dCME for a large class of networks.« less

Stochastic thermodynamics, fluctuation theorems and molecular machines.

PubMed

Seifert, Udo

2012-12-01

Stochastic thermodynamics as reviewed here systematically provides a framework for extending the notions of classical thermodynamics such as work, heat and entropy production to the level of individual trajectories of well-defined non-equilibrium ensembles. It applies whenever a non-equilibrium process is still coupled to one (or several) heat bath(s) of constant temperature. Paradigmatic systems are single colloidal particles in time-dependent laser traps, polymers in external flow, enzymes and molecular motors in single molecule assays, small biochemical networks and thermoelectric devices involving single electron transport. For such systems, a first-law like energy balance can be identified along fluctuating trajectories. For a basic Markovian dynamics implemented either on the continuum level with Langevin equations or on a discrete set of states as a master equation, thermodynamic consistency imposes a local-detailed balance constraint on noise and rates, respectively. Various integral and detailed fluctuation theorems, which are derived here in a unifying approach from one master theorem, constrain the probability distributions for work, heat and entropy production depending on the nature of the system and the choice of non-equilibrium conditions. For non-equilibrium steady states, particularly strong results hold like a generalized fluctuation-dissipation theorem involving entropy production. Ramifications and applications of these concepts include optimal driving between specified states in finite time, the role of measurement-based feedback processes and the relation between dissipation and irreversibility. Efficiency and, in particular, efficiency at maximum power can be discussed systematically beyond the linear response regime for two classes of molecular machines, isothermal ones such as molecular motors, and heat engines such as thermoelectric devices, using a common framework based on a cycle decomposition of entropy production.

Discrete Morse flow for Ricci flow and porous medium equation

NASA Astrophysics Data System (ADS)

Ma, Li; Witt, Ingo

2018-06-01

In this paper, we study the discrete Morse flow for the Ricci flow on the American football, which is the 2-sphere with the north and south poles removed and equipped with a metric g0 of constant scalar curvature, and for the porous medium equation on a bounded regular domain in the plane. We show that under suitable assumptions on the initial metric g(0) one has a weak approximate discrete Morse flow for the approximated Ricci flow and porous medium equation on any time interval.

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.

PREFACE: Symmetries and integrability of difference equations Symmetries and integrability of difference equations

NASA Astrophysics Data System (ADS)

Levi, Decio; Olver, Peter; Thomova, Zora; Winternitz, Pavel

2009-11-01

The concept of integrability was introduced in classical mechanics in the 19th century for finite dimensional continuous Hamiltonian systems. It was extended to certain classes of nonlinear differential equations in the second half of the 20th century with the discovery of the inverse scattering transform and the birth of soliton theory. Also at the end of the 19th century Lie group theory was invented as a powerful tool for obtaining exact analytical solutions of large classes of differential equations. Together, Lie group theory and integrability theory in its most general sense provide the main tools for solving nonlinear differential equations. Like differential equations, difference equations play an important role in physics and other sciences. They occur very naturally in the description of phenomena that are genuinely discrete. Indeed, they may actually be more fundamental than differential equations if space-time is actually discrete at very short distances. On the other hand, even when treating continuous phenomena described by differential equations it is very often necessary to resort to numerical methods. This involves a discretization of the differential equation, i.e. a replacement of the differential equation by a difference one. Given the well developed and understood techniques of symmetry and integrability for differential equations a natural question to ask is whether it is possible to develop similar techniques for difference equations. The aim is, on one hand, to obtain powerful methods for solving `integrable' difference equations and to establish practical integrability criteria, telling us when the methods are applicable. On the other hand, Lie group methods can be adapted to solve difference equations analytically. Finally, integrability and symmetry methods can be combined with numerical methods to obtain improved numerical solutions of differential equations. The origin of the SIDE meetings goes back to the early 1990s and the first meeting with the name `Symmetries and Integrability of Discrete Equations (SIDE)' was held in Estérel, Québec, Canada. This was organized by D Levi, P Winternitz and L Vinet. After the success of the first meeting the scientific community decided to hold bi-annual SIDE meetings. They were held in 1996 at the University of Kent (UK), 1998 in Sabaudia (Italy), 2000 at the University of Tokyo (Japan), 2002 in Giens (France), 2004 in Helsinki (Finland) and in 2006 at the University of Melbourne (Australia). In 2008 the SIDE 8 meeting was again organized near Montreal, in Ste-Adèle, Québec, Canada. The SIDE 8 International Advisory Committee (also the SIDE steering committee) consisted of Frank Nijhoff, Alexander Bobenko, Basil Grammaticos, Jarmo Hietarinta, Nalini Joshi, Decio Levi, Vassilis Papageorgiou, Junkichi Satsuma, Yuri Suris, Claude Vialet and Pavel Winternitz. The local organizing committee consisted of Pavel Winternitz, John Harnad, Véronique Hussin, Decio Levi, Peter Olver and Luc Vinet. Financial support came from the Centre de Recherches Mathématiques in Montreal and the National Science Foundation (through the University of Minnesota). Proceedings of the first three SIDE meetings were published in the LMS Lecture Note series. Since 2000 the emphasis has been on publishing selected refereed articles in response to a general call for papers issued after the conference. This allows for a wider author base, since the call for papers is not restricted to conference participants. The SIDE topics thus are represented in special issues of Journal of Physics A: Mathematical and General 34 (48) and Journal of Physics A: Mathematical and Theoretical, 40 (42) (SIDE 4 and SIDE 7, respectively), Journal of Nonlinear Mathematical Physics 10 (Suppl. 2) and 12 (Suppl. 2) (SIDE 5 and SIDE 6 respectively). The SIDE 8 meeting was organized around several topics and the contributions to this special issue reflect the diversity presented during the meeting. The papers presented at the SIDE 8 meeting were organized into the following special sessions: geometry of discrete and continuous Painlevé equations; continuous symmetries of discrete equations—theory and computational applications; algebraic aspects of discrete equations; singularity confinement, algebraic entropy and Nevanlinna theory; discrete differential geometry; discrete integrable systems and isomonodromy transformations; special functions as solutions of difference and q-difference equations. This special issue of the journal is organized along similar lines. The first three articles are topical review articles appearing in alphabetical order (by first author). The article by Doliwa and Nieszporski describes the Darboux transformations in a discrete setting, namely for the discrete second order linear problem. The article by Grammaticos, Halburd, Ramani and Viallet concentrates on the integrability of the discrete systems, in particular they describe integrability tests for difference equations such as singularity confinement, algebraic entropy (growth and complexity), and analytic and arithmetic approaches. The topical review by Konopelchenko explores the relationship between the discrete integrable systems and deformations of associative algebras. All other articles are presented in alphabetical order (by first author). The contributions were solicited from all participants as well as from the general scientific community. The contributions published in this special issue can be loosely grouped into several overlapping topics, namely: •Geometry of discrete and continuous Painlevé equations (articles by Spicer and Nijhoff and by Lobb and Nijhoff). •Continuous symmetries of discrete equations—theory and applications (articles by Dorodnitsyn and Kozlov; Levi, Petrera and Scimiterna; Scimiterna; Ste-Marie and Tremblay; Levi and Yamilov; Rebelo and Winternitz). •Yang--Baxter maps (article by Xenitidis and Papageorgiou). •Algebraic aspects of discrete equations (articles by Doliwa and Nieszporski; Konopelchenko; Tsarev and Wolf). •Singularity confinement, algebraic entropy and Nevanlinna theory (articles by Grammaticos, Halburd, Ramani and Viallet; Grammaticos, Ramani and Tamizhmani). •Discrete integrable systems and isomonodromy transformations (article by Dzhamay). •Special functions as solutions of difference and q-difference equations (articles by Atakishiyeva, Atakishiyev and Koornwinder; Bertola, Gekhtman and Szmigielski; Vinet and Zhedanov). •Other topics (articles by Atkinson; Grünbaum Nagai, Kametaka and Watanabe; Nagiyev, Guliyeva and Jafarov; Sahadevan and Uma Maheswari; Svinin; Tian and Hu; Yao, Liu and Zeng). This issue is the result of the collaboration of many individuals. We would like to thank the authors who contributed and everyone else involved in the preparation of this special issue.

On the accuracy of the Padé-resummed master equation approach to dissipative quantum dynamics

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

Chen, Hsing-Ta; Reichman, David R.; Berkelbach, Timothy C.

2016-04-21

Well-defined criteria are proposed for assessing the accuracy of quantum master equations whose memory functions are approximated by Padé resummation of the first two moments in the electronic coupling. These criteria partition the parameter space into distinct levels of expected accuracy, ranging from quantitatively accurate regimes to regions of parameter space where the approach is not expected to be applicable. Extensive comparison of Padé-resummed master equations with numerically exact results in the context of the spin–boson model demonstrates that the proposed criteria correctly demarcate the regions of parameter space where the Padé approximation is reliable. The applicability analysis we presentmore » is not confined to the specifics of the Hamiltonian under consideration and should provide guidelines for other classes of resummation techniques.« less

Solving the master equation without kinetic Monte Carlo: Tensor train approximations for a CO oxidation model

NASA Astrophysics Data System (ADS)

Gelß, Patrick; Matera, Sebastian; Schütte, Christof

2016-06-01

In multiscale modeling of heterogeneous catalytic processes, one crucial point is the solution of a Markovian master equation describing the stochastic reaction kinetics. Usually, this is too high-dimensional to be solved with standard numerical techniques and one has to rely on sampling approaches based on the kinetic Monte Carlo method. In this study we break the curse of dimensionality for the direct solution of the Markovian master equation by exploiting the Tensor Train Format for this purpose. The performance of the approach is demonstrated on a first principles based, reduced model for the CO oxidation on the RuO2(110) surface. We investigate the complexity for increasing system size and for various reaction conditions. The advantage over the stochastic simulation approach is illustrated by a problem with increased stiffness.

Hierarchical quantum master equation approach to electronic-vibrational coupling in nonequilibrium transport through nanosystems

NASA Astrophysics Data System (ADS)

Schinabeck, C.; Erpenbeck, A.; Härtle, R.; Thoss, M.

2016-11-01

Within the hierarchical quantum master equation (HQME) framework, an approach is presented, which allows a numerically exact description of nonequilibrium charge transport in nanosystems with strong electronic-vibrational coupling. The method is applied to a generic model of vibrationally coupled transport considering a broad spectrum of parameters ranging from the nonadiabatic to the adiabatic regime and including both resonant and off-resonant transport. We show that nonequilibrium effects are important in all these regimes. In particular, in the off-resonant transport regime, the inelastic cotunneling signal is analyzed for a vibrational mode in full nonequilibrium, revealing a complex interplay of different transport processes and deviations from the commonly used G0/2 rule of thumb. In addition, the HQME approach is used to benchmark approximate master equation and nonequilibrium Green's function methods.

3D unstructured-mesh radiation transport codes

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

Morel, J.

1997-12-31

Three unstructured-mesh radiation transport codes are currently being developed at Los Alamos National Laboratory. The first code is ATTILA, which uses an unstructured tetrahedral mesh in conjunction with standard Sn (discrete-ordinates) angular discretization, standard multigroup energy discretization, and linear-discontinuous spatial differencing. ATTILA solves the standard first-order form of the transport equation using source iteration in conjunction with diffusion-synthetic acceleration of the within-group source iterations. DANTE is designed to run primarily on workstations. The second code is DANTE, which uses a hybrid finite-element mesh consisting of arbitrary combinations of hexahedra, wedges, pyramids, and tetrahedra. DANTE solves several second-order self-adjoint forms of the transport equation including the even-parity equation, the odd-parity equation, and a new equation called the self-adjoint angular flux equation. DANTE also offers three angular discretization options:more » $$S{_}n$$ (discrete-ordinates), $$P{_}n$$ (spherical harmonics), and $$SP{_}n$$ (simplified spherical harmonics). DANTE is designed to run primarily on massively parallel message-passing machines, such as the ASCI-Blue machines at LANL and LLNL. The third code is PERICLES, which uses the same hybrid finite-element mesh as DANTE, but solves the standard first-order form of the transport equation rather than a second-order self-adjoint form. DANTE uses a standard $$S{_}n$$ discretization in angle in conjunction with trilinear-discontinuous spatial differencing, and diffusion-synthetic acceleration of the within-group source iterations. PERICLES was initially designed to run on workstations, but a version for massively parallel message-passing machines will be built. The three codes will be described in detail and computational results will be presented.« less

Synchronization Analysis of Master-Slave Probabilistic Boolean Networks.

PubMed

Lu, Jianquan; Zhong, Jie; Li, Lulu; Ho, Daniel W C; Cao, Jinde

2015-08-28

In this paper, we analyze the synchronization problem of master-slave probabilistic Boolean networks (PBNs). The master Boolean network (BN) is a deterministic BN, while the slave BN is determined by a series of possible logical functions with certain probability at each discrete time point. In this paper, we firstly define the synchronization of master-slave PBNs with probability one, and then we investigate synchronization with probability one. By resorting to new approach called semi-tensor product (STP), the master-slave PBNs are expressed in equivalent algebraic forms. Based on the algebraic form, some necessary and sufficient criteria are derived to guarantee synchronization with probability one. Further, we study the synchronization of master-slave PBNs in probability. Synchronization in probability implies that for any initial states, the master BN can be synchronized by the slave BN with certain probability, while synchronization with probability one implies that master BN can be synchronized by the slave BN with probability one. Based on the equivalent algebraic form, some efficient conditions are derived to guarantee synchronization in probability. Finally, several numerical examples are presented to show the effectiveness of the main results.

Synchronization Analysis of Master-Slave Probabilistic Boolean Networks

PubMed Central

Lu, Jianquan; Zhong, Jie; Li, Lulu; Ho, Daniel W. C.; Cao, Jinde

2015-01-01

In this paper, we analyze the synchronization problem of master-slave probabilistic Boolean networks (PBNs). The master Boolean network (BN) is a deterministic BN, while the slave BN is determined by a series of possible logical functions with certain probability at each discrete time point. In this paper, we firstly define the synchronization of master-slave PBNs with probability one, and then we investigate synchronization with probability one. By resorting to new approach called semi-tensor product (STP), the master-slave PBNs are expressed in equivalent algebraic forms. Based on the algebraic form, some necessary and sufficient criteria are derived to guarantee synchronization with probability one. Further, we study the synchronization of master-slave PBNs in probability. Synchronization in probability implies that for any initial states, the master BN can be synchronized by the slave BN with certain probability, while synchronization with probability one implies that master BN can be synchronized by the slave BN with probability one. Based on the equivalent algebraic form, some efficient conditions are derived to guarantee synchronization in probability. Finally, several numerical examples are presented to show the effectiveness of the main results. PMID:26315380

An Analytical Framework for Studying Small-Number Effects in Catalytic Reaction Networks: A Probability Generating Function Approach to Chemical Master Equations

PubMed Central

Nakagawa, Masaki; Togashi, Yuichi

2016-01-01

Cell activities primarily depend on chemical reactions, especially those mediated by enzymes, and this has led to these activities being modeled as catalytic reaction networks. Although deterministic ordinary differential equations of concentrations (rate equations) have been widely used for modeling purposes in the field of systems biology, it has been pointed out that these catalytic reaction networks may behave in a way that is qualitatively different from such deterministic representation when the number of molecules for certain chemical species in the system is small. Apart from this, representing these phenomena by simple binary (on/off) systems that omit the quantities would also not be feasible. As recent experiments have revealed the existence of rare chemical species in cells, the importance of being able to model potential small-number phenomena is being recognized. However, most preceding studies were based on numerical simulations, and theoretical frameworks to analyze these phenomena have not been sufficiently developed. Motivated by the small-number issue, this work aimed to develop an analytical framework for the chemical master equation describing the distributional behavior of catalytic reaction networks. For simplicity, we considered networks consisting of two-body catalytic reactions. We used the probability generating function method to obtain the steady-state solutions of the chemical master equation without specifying the parameters. We obtained the time evolution equations of the first- and second-order moments of concentrations, and the steady-state analytical solution of the chemical master equation under certain conditions. These results led to the rank conservation law, the connecting state to the winner-takes-all state, and analysis of 2-molecules M-species systems. A possible interpretation of the theoretical conclusion for actual biochemical pathways is also discussed. PMID:27047384

Burst wait time simulation of CALIBAN reactor at delayed super-critical state

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

Humbert, P.; Authier, N.; Richard, B.

2012-07-01

In the past, the super prompt critical wait time probability distribution was measured on CALIBAN fast burst reactor [4]. Afterwards, these experiments were simulated with a very good agreement by solving the non-extinction probability equation [5]. Recently, the burst wait time probability distribution has been measured at CEA-Valduc on CALIBAN at different delayed super-critical states [6]. However, in the delayed super-critical case the non-extinction probability does not give access to the wait time distribution. In this case it is necessary to compute the time dependent evolution of the full neutron count number probability distribution. In this paper we present themore » point model deterministic method used to calculate the probability distribution of the wait time before a prescribed count level taking into account prompt neutrons and delayed neutron precursors. This method is based on the solution of the time dependent adjoint Kolmogorov master equations for the number of detections using the generating function methodology [8,9,10] and inverse discrete Fourier transforms. The obtained results are then compared to the measurements and Monte-Carlo calculations based on the algorithm presented in [7]. (authors)« less

Discrete adjoint of fractional step Navier-Stokes solver in generalized coordinates

NASA Astrophysics Data System (ADS)

Wang, Mengze; Mons, Vincent; Zaki, Tamer

2017-11-01

Optimization and control in transitional and turbulent flows require evaluation of gradients of the flow state with respect to the problem parameters. Using adjoint approaches, these high-dimensional gradients can be evaluated with a similar computational cost as the forward Navier-Stokes simulations. The adjoint algorithm can be obtained by discretizing the continuous adjoint Navier-Stokes equations or by deriving the adjoint to the discretized Navier-Stokes equations directly. The latter algorithm is necessary when the forward-adjoint relations must be satisfied to machine precision. In this work, our forward model is the fractional step solution to the Navier-Stokes equations in generalized coordinates, proposed by Rosenfeld, Kwak & Vinokur. We derive the corresponding discrete adjoint equations. We also demonstrate the accuracy of the combined forward-adjoint model, and its application to unsteady wall-bounded flows. This work has been partially funded by the Office of Naval Research (Grant N00014-16-1-2542).

Numerical Schemes for the Hamilton-Jacobi and Level Set Equations on Triangulated Domains

NASA Technical Reports Server (NTRS)

Barth, Timothy J.; Sethian, James A.

1997-01-01

Borrowing from techniques developed for conservation law equations, numerical schemes which discretize the Hamilton-Jacobi (H-J), level set, and Eikonal equations on triangulated domains are presented. The first scheme is a provably monotone discretization for certain forms of the H-J equations. Unfortunately, the basic scheme lacks proper Lipschitz continuity of the numerical Hamiltonian. By employing a virtual edge flipping technique, Lipschitz continuity of the numerical flux is restored on acute triangulations. Next, schemes are introduced and developed based on the weaker concept of positive coefficient approximations for homogeneous Hamiltonians. These schemes possess a discrete maximum principle on arbitrary triangulations and naturally exhibit proper Lipschitz continuity of the numerical Hamiltonian. Finally, a class of Petrov-Galerkin approximations are considered. These schemes are stabilized via a least-squares bilinear form. The Petrov-Galerkin schemes do not possess a discrete maximum principle but generalize to high order accuracy.

META 2f: Probabilistic, Compositional, Multi-dimension Model-Based Verification (PROMISE)

DTIC Science & Technology

2011-10-01

Equational Logic, Rewriting Logic, and Maude ................................................ 52  5.3  Results and Discussion...and its discrete transitions are left unchanged. However, the differential equations describing the continuous dynamics (in each mode) are replaced by...by replacing hard-to-analyze differential equations by discrete transitions. In principle, predicate and qualitative abstraction can be used on a

Multigrid method for the equilibrium equations of elasticity using a compact scheme

NASA Technical Reports Server (NTRS)

Taasan, S.

1986-01-01

A compact difference scheme is derived for treating the equilibrium equations of elasticity. The scheme is inconsistent and unstable. A multigrid method which takes into account these properties is described. The solution of the discrete equations, up to the level of discretization errors, is obtained by this method in just two multigrid cycles.

Discrete Calculus as a Bridge between Scales

NASA Astrophysics Data System (ADS)

Degiuli, Eric; McElwaine, Jim

2012-02-01

Understanding how continuum descriptions of disordered media emerge from the microscopic scale is a fundamental challenge in condensed matter physics. In many systems, it is necessary to coarse-grain balance equations at the microscopic scale to obtain macroscopic equations. We report development of an exact, discrete calculus, which allows identification of discrete microscopic equations with their continuum equivalent [1]. This allows the application of powerful techniques of calculus, such as the Helmholtz decomposition, the Divergence Theorem, and Stokes' Theorem. We illustrate our results with granular materials. In particular, we show how Newton's laws for a single grain reproduce their continuum equivalent in the calculus. This allows introduction of a discrete Airy stress function, exactly as in the continuum. As an application of the formalism, we show how these results give the natural mean-field variation of discrete quantities, in agreement with numerical simulations. The discrete calculus thus acts as a bridge between discrete microscale quantities and continuous macroscale quantities. [4pt] [1] E. DeGiuli & J. McElwaine, PRE 2011. doi: 10.1103/PhysRevE.84.041310

Multiple re-encounter approach to radical pair reactions and the role of nonlinear master equations.

PubMed

Clausen, Jens; Guerreschi, Gian Giacomo; Tiersch, Markus; Briegel, Hans J

2014-08-07

We formulate a multiple-encounter model of the radical pair mechanism that is based on a random coupling of the radical pair to a minimal model environment. These occasional pulse-like couplings correspond to the radical encounters and give rise to both dephasing and recombination. While this is in agreement with the original model of Haberkorn and its extensions that assume additional dephasing, we show how a nonlinear master equation may be constructed to describe the conditional evolution of the radical pairs prior to the detection of their recombination. We propose a nonlinear master equation for the evolution of an ensemble of independently evolving radical pairs whose nonlinearity depends on the record of the fluorescence signal. We also reformulate Haberkorn's original argument on the physicality of reaction operators using the terminology of quantum optics/open quantum systems. Our model allows one to describe multiple encounters within the exponential model and connects this with the master equation approach. We include hitherto neglected effects of the encounters, such as a separate dephasing in the triplet subspace, and predict potential new effects, such as Grover reflections of radical spins, that may be observed if the strength and time of the encounters can be experimentally controlled.

Discrete Variational Approach for Modeling Laser-Plasma Interactions

NASA Astrophysics Data System (ADS)

Reyes, J. Paxon; Shadwick, B. A.

2014-10-01

The traditional approach for fluid models of laser-plasma interactions begins by approximating fields and derivatives on a grid in space and time, leading to difference equations that are manipulated to create a time-advance algorithm. In contrast, by introducing the spatial discretization at the level of the action, the resulting Euler-Lagrange equations have particular differencing approximations that will exactly satisfy discrete versions of the relevant conservation laws. For example, applying a spatial discretization in the Lagrangian density leads to continuous-time, discrete-space equations and exact energy conservation regardless of the spatial grid resolution. We compare the results of two discrete variational methods using the variational principles from Chen and Sudan and Brizard. Since the fluid system conserves energy and momentum, the relative errors in these conserved quantities are well-motivated physically as figures of merit for a particular method. This work was supported by the U. S. Department of Energy under Contract No. DE-SC0008382 and by the National Science Foundation under Contract No. PHY-1104683.

Simulations of incompressible Navier Stokes equations on curved surfaces using discrete exterior calculus

NASA Astrophysics Data System (ADS)

Samtaney, Ravi; Mohamed, Mamdouh; Hirani, Anil

2015-11-01

We present examples of numerical solutions of incompressible flow on 2D curved domains. The Navier-Stokes equations are first rewritten using the exterior calculus notation, replacing vector calculus differential operators by the exterior derivative, Hodge star and wedge product operators. A conservative discretization of Navier-Stokes equations on simplicial meshes is developed based on discrete exterior calculus (DEC). The discretization is then carried out by substituting the corresponding discrete operators based on the DEC framework. By construction, the method is conservative in that both the discrete divergence and circulation are conserved up to machine precision. The relative error in kinetic energy for inviscid flow test cases converges in a second order fashion with both the mesh size and the time step. Numerical examples include Taylor vortices on a sphere, Stuart vortices on a sphere, and flow past a cylinder on domains with varying curvature. Supported by the KAUST Office of Competitive Research Funds under Award No. URF/1/1401-01.

Multigrid and Krylov Subspace Methods for the Discrete Stokes Equations

NASA Technical Reports Server (NTRS)

Elman, Howard C.

1996-01-01

Discretization of the Stokes equations produces a symmetric indefinite system of linear equations. For stable discretizations, a variety of numerical methods have been proposed that have rates of convergence independent of the mesh size used in the discretization. In this paper, we compare the performance of four such methods: variants of the Uzawa, preconditioned conjugate gradient, preconditioned conjugate residual, and multigrid methods, for solving several two-dimensional model problems. The results indicate that where it is applicable, multigrid with smoothing based on incomplete factorization is more efficient than the other methods, but typically by no more than a factor of two. The conjugate residual method has the advantage of being both independent of iteration parameters and widely applicable.

Coprimeness-preserving non-integrable extension to the two-dimensional discrete Toda lattice equation

NASA Astrophysics Data System (ADS)

Kamiya, Ryo; Kanki, Masataka; Mase, Takafumi; Tokihiro, Tetsuji

2017-01-01

We introduce a so-called coprimeness-preserving non-integrable extension to the two-dimensional Toda lattice equation. We believe that this equation is the first example of such discrete equations defined over a three-dimensional lattice. We prove that all the iterates of the equation are irreducible Laurent polynomials of the initial data and that every pair of two iterates is co-prime, which indicate confined singularities of the equation. By reducing the equation to two- or one-dimensional lattices, we obtain coprimeness-preserving non-integrable extensions to the one-dimensional Toda lattice equation and the Somos-4 recurrence.

FAST TRACK COMMUNICATION: Semiclassical Klein Kramers and Smoluchowski equations for the Brownian motion of a particle in an external potential

NASA Astrophysics Data System (ADS)

Coffey, W. T.; Kalmykov, Yu P.; Titov, S. V.; Mulligan, B. P.

2007-01-01

The quantum Brownian motion of a particle in an external potential V(x) is treated using the master equation for the Wigner distribution function W(x, p, t) in phase space (x, p). A heuristic method of determination of diffusion coefficients in the master equation is proposed. The time evolution equation so obtained contains explicit quantum correction terms up to o(planck4) and in the classical limit, planck → 0, reduces to the Klein-Kramers equation. For a quantum oscillator, the method yields an evolution equation for W(x, p, t) coinciding with that of Agarwal (1971 Phys. Rev. A 4 739). In the non-inertial regime, by applying the Brinkman expansion of the momentum distribution in Weber functions (Brinkman 1956 Physica 22 29), the corresponding semiclassical Smoluchowski equation is derived.

Vectorial finite elements for solving the radiative transfer equation

NASA Astrophysics Data System (ADS)

Badri, M. A.; Jolivet, P.; Rousseau, B.; Le Corre, S.; Digonnet, H.; Favennec, Y.

2018-06-01

The discrete ordinate method coupled with the finite element method is often used for the spatio-angular discretization of the radiative transfer equation. In this paper we attempt to improve upon such a discretization technique. Instead of using standard finite elements, we reformulate the radiative transfer equation using vectorial finite elements. In comparison to standard finite elements, this reformulation yields faster timings for the linear system assemblies, as well as for the solution phase when using scattering media. The proposed vectorial finite element discretization for solving the radiative transfer equation is cross-validated against a benchmark problem available in literature. In addition, we have used the method of manufactured solutions to verify the order of accuracy for our discretization technique within different absorbing, scattering, and emitting media. For solving large problems of radiation on parallel computers, the vectorial finite element method is parallelized using domain decomposition. The proposed domain decomposition method scales on large number of processes, and its performance is unaffected by the changes in optical thickness of the medium. Our parallel solver is used to solve a large scale radiative transfer problem of the Kelvin-cell radiation.

A fast semi-discrete Kansa method to solve the two-dimensional spatiotemporal fractional diffusion equation

NASA Astrophysics Data System (ADS)

Sun, HongGuang; Liu, Xiaoting; Zhang, Yong; Pang, Guofei; Garrard, Rhiannon

2017-09-01

Fractional-order diffusion equations (FDEs) extend classical diffusion equations by quantifying anomalous diffusion frequently observed in heterogeneous media. Real-world diffusion can be multi-dimensional, requiring efficient numerical solvers that can handle long-term memory embedded in mass transport. To address this challenge, a semi-discrete Kansa method is developed to approximate the two-dimensional spatiotemporal FDE, where the Kansa approach first discretizes the FDE, then the Gauss-Jacobi quadrature rule solves the corresponding matrix, and finally the Mittag-Leffler function provides an analytical solution for the resultant time-fractional ordinary differential equation. Numerical experiments are then conducted to check how the accuracy and convergence rate of the numerical solution are affected by the distribution mode and number of spatial discretization nodes. Applications further show that the numerical method can efficiently solve two-dimensional spatiotemporal FDE models with either a continuous or discrete mixing measure. Hence this study provides an efficient and fast computational method for modeling super-diffusive, sub-diffusive, and mixed diffusive processes in large, two-dimensional domains with irregular shapes.

Comparing the Discrete and Continuous Logistic Models

ERIC Educational Resources Information Center

Gordon, Sheldon P.

2008-01-01

The solutions of the discrete logistic growth model based on a difference equation and the continuous logistic growth model based on a differential equation are compared and contrasted. The investigation is conducted using a dynamic interactive spreadsheet. (Contains 5 figures.)

Lattice gas models for particle systems in an underdamped hopping regime

NASA Astrophysics Data System (ADS)

Gobron, Thierry

A model in which the state of the particle is described by a multicomponent vector, each possible kinetic state for the particle being associated with one of the components is presented. A master equation describes the evolution of the probability distribution in an independent particle model. From the master equation and with the help of the symmetry group that leaves the state transition operator invariant, physical quantities such as the diffusion constant are explicitly calculated for several lattices in one, two, and three dimensions. A Boltzmann equation is established and compared to the Rice and Roth proposal.

A Multilevel Algorithm for the Solution of Second Order Elliptic Differential Equations on Sparse Grids

NASA Technical Reports Server (NTRS)

Pflaum, Christoph

1996-01-01

A multilevel algorithm is presented that solves general second order elliptic partial differential equations on adaptive sparse grids. The multilevel algorithm consists of several V-cycles. Suitable discretizations provide that the discrete equation system can be solved in an efficient way. Numerical experiments show a convergence rate of order Omicron(1) for the multilevel algorithm.

Discretization and Numerical Solution of a Plane Problem in the Mechanics of Interfacial Cracks

NASA Astrophysics Data System (ADS)

Khoroshun, L. P.

2017-01-01

The Fourier transform is used to reduce the linear plane problem of the tension of a body with an interfacial crack to a system of dual equations for the transformed stresses and, then, to a system of integro-differential equations for the difference of displacements of the crack faces. After discretization, this latter system transforms into a system of algebraic equations for displacements of the crack faces. The effect of the bielastic constant and the number of discretization points on the half-length of the crack faces and the distribution of stresses at the interface is studied

Congruence Approximations for Entrophy Endowed Hyperbolic Systems

NASA Technical Reports Server (NTRS)

Barth, Timothy J.; Saini, Subhash (Technical Monitor)

1998-01-01

Building upon the standard symmetrization theory for hyperbolic systems of conservation laws, congruence properties of the symmetrized system are explored. These congruence properties suggest variants of several stabilized numerical discretization procedures for hyperbolic equations (upwind finite-volume, Galerkin least-squares, discontinuous Galerkin) that benefit computationally from congruence approximation. Specifically, it becomes straightforward to construct the spatial discretization and Jacobian linearization for these schemes (given a small amount of derivative information) for possible use in Newton's method, discrete optimization, homotopy algorithms, etc. Some examples will be given for the compressible Euler equations and the nonrelativistic MHD equations using linear and quadratic spatial approximation.

Kraus operator solutions to a fermionic master equation describing a thermal bath and their matrix representation

NASA Astrophysics Data System (ADS)

Xiang-Guo, Meng; Ji-Suo, Wang; Hong-Yi, Fan; Cheng-Wei, Xia

2016-04-01

We solve the fermionic master equation for a thermal bath to obtain its explicit Kraus operator solutions via the fermionic state approach. The normalization condition of the Kraus operators is proved. The matrix representation for these solutions is obtained, which is incongruous with the result in the book completed by Nielsen and Chuang [Quantum Computation and Quantum Information, Cambridge University Press, 2000]. As especial cases, we also present the Kraus operator solutions to master equations for describing the amplitude-decay model and the diffusion process at finite temperature. Project supported by the National Natural Science Foundation of China (Grant No. 11347026), the Natural Science Foundation of Shandong Province, China (Grant Nos. ZR2013AM012 and ZR2012AM004), and the Research Fund for the Doctoral Program and Scientific Research Project of Liaocheng University, Shandong Province, China.

Solving the master equation without kinetic Monte Carlo: Tensor train approximations for a CO oxidation model

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

Gelß, Patrick, E-mail: p.gelss@fu-berlin.de; Matera, Sebastian, E-mail: matera@math.fu-berlin.de; Schütte, Christof, E-mail: schuette@mi.fu-berlin.de

2016-06-01

In multiscale modeling of heterogeneous catalytic processes, one crucial point is the solution of a Markovian master equation describing the stochastic reaction kinetics. Usually, this is too high-dimensional to be solved with standard numerical techniques and one has to rely on sampling approaches based on the kinetic Monte Carlo method. In this study we break the curse of dimensionality for the direct solution of the Markovian master equation by exploiting the Tensor Train Format for this purpose. The performance of the approach is demonstrated on a first principles based, reduced model for the CO oxidation on the RuO{sub 2}(110) surface.more » We investigate the complexity for increasing system size and for various reaction conditions. The advantage over the stochastic simulation approach is illustrated by a problem with increased stiffness.« less

The Wronskian solution of the constrained discrete Kadomtsev-Petviashvili hierarchy

NASA Astrophysics Data System (ADS)

Li, Maohua; He, Jingsong

2016-05-01

From the constrained discrete Kadomtsev-Petviashvili (cdKP) hierarchy, the discrete nonlinear Schrödinger (DNLS) equations have been derived. By means of the gauge transformation, the Wronskian solution of DNLS equations have been given. The u1 of the cdKP hierarchy is a Y-type soliton solution for odd times of the gauge transformation, but it becomes a dark-bright soliton solution for even times of the gauge transformation. The role of the discrete variable n in the profile of the u1 is discussed.

Gröbner Bases and Generation of Difference Schemes for Partial Differential Equations

NASA Astrophysics Data System (ADS)

Gerdt, Vladimir P.; Blinkov, Yuri A.; Mozzhilkin, Vladimir V.

2006-05-01

In this paper we present an algorithmic approach to the generation of fully conservative difference schemes for linear partial differential equations. The approach is based on enlargement of the equations in their integral conservation law form by extra integral relations between unknown functions and their derivatives, and on discretization of the obtained system. The structure of the discrete system depends on numerical approximation methods for the integrals occurring in the enlarged system. As a result of the discretization, a system of linear polynomial difference equations is derived for the unknown functions and their partial derivatives. A difference scheme is constructed by elimination of all the partial derivatives. The elimination can be achieved by selecting a proper elimination ranking and by computing a Gröbner basis of the linear difference ideal generated by the polynomials in the discrete system. For these purposes we use the difference form of Janet-like Gröbner bases and their implementation in Maple. As illustration of the described methods and algorithms, we construct a number of difference schemes for Burgers and Falkowich-Karman equations and discuss their numerical properties.

Residual-based Methods for Controlling Discretization Error in CFD

DTIC Science & Technology

2015-08-24

discrete equations uh into Equation (3), then subtracting the original (continuous) governing equation 0)~( uL gives 0)()~()(  hhh uuLuL  . If...error from Equation (1) results in )()( hhh uL   (4) which for Burgers’ equation becomes  4 2 4 42 3 3 2 2 126 xO x dx udx dx ud u dx d dx d u...GTEE given in Equation (3) gives the continuous residual )()( hhh uuL  (8) which is analogous to the finite element residual (Ainsworth and

Asymptotic orderings and approximations of the Master kinetic equation for large hard spheres systems

NASA Astrophysics Data System (ADS)

Tessarotto, Massimo; Asci, Claudio

2017-05-01

In this paper the problem is posed of determining the physically-meaningful asymptotic orderings holding for the statistical description of a large N-body system of hard spheres, i.e., formed by N ≡1/ε ≫ 1 particles, which are allowed to undergo instantaneous and purely elastic unary, binary or multiple collisions. Starting point is the axiomatic treatment recently developed [Tessarotto et al., 2013-2016] and the related discovery of an exact kinetic equation realized by Master equation which advances in time the 1-body probability density function (PDF) for such a system. As shown in the paper the task involves introducing appropriate asymptotic orderings in terms of ε for all the physically-relevant parameters. The goal is that of identifying the relevant physically-meaningful asymptotic approximations applicable for the Master kinetic equation, together with their possible relationships with the Boltzmann and Enskog kinetic equations, and holding in appropriate asymptotic regimes. These correspond either to dilute or dense systems and are formed either by small-size or finite-size identical hard spheres, the distinction between the various cases depending on suitable asymptotic orderings in terms of ε.

Lévy targeting and the principle of detailed balance.

PubMed

Garbaczewski, Piotr; Stephanovich, Vladimir

2011-07-01

We investigate confining mechanisms for Lévy flights under premises of the principle of detailed balance. In this case, the master equation of the jump-type process admits a transformation to the Lévy-Schrödinger semigroup dynamics akin to a mapping of the Fokker-Planck equation into the generalized diffusion equation. This sets a correspondence between above two stochastic dynamical systems, within which we address a (stochastic) targeting problem for an arbitrary stability index μ ε (0,2) of symmetric Lévy drivers. Namely, given a probability density function, specify the semigroup potential, and thence the jump-type dynamics for which this PDF is actually a long-time asymptotic (target) solution of the master equation. Here, an asymptotic behavior of different μ-motion scenarios ceases to depend on μ. That is exemplified by considering Gaussian and Cauchy family target PDFs. A complementary problem of the reverse engineering is analyzed: given a priori a semigroup potential, quantify how sensitive upon the choice of the μ driver is an asymptotic behavior of solutions of the associated master equation and thus an invariant PDF itself. This task is accomplished for so-called μ family of Lévy oscillators.

Stabilization and discontinuity-capturing parameters for space-time flow computations with finite element and isogeometric discretizations

NASA Astrophysics Data System (ADS)

Takizawa, Kenji; Tezduyar, Tayfun E.; Otoguro, Yuto

2018-04-01

Stabilized methods, which have been very common in flow computations for many years, typically involve stabilization parameters, and discontinuity-capturing (DC) parameters if the method is supplemented with a DC term. Various well-performing stabilization and DC parameters have been introduced for stabilized space-time (ST) computational methods in the context of the advection-diffusion equation and the Navier-Stokes equations of incompressible and compressible flows. These parameters were all originally intended for finite element discretization but quite often used also for isogeometric discretization. The stabilization and DC parameters we present here for ST computations are in the context of the advection-diffusion equation and the Navier-Stokes equations of incompressible flows, target isogeometric discretization, and are also applicable to finite element discretization. The parameters are based on a direction-dependent element length expression. The expression is outcome of an easy to understand derivation. The key components of the derivation are mapping the direction vector from the physical ST element to the parent ST element, accounting for the discretization spacing along each of the parametric coordinates, and mapping what we have in the parent element back to the physical element. The test computations we present for pure-advection cases show that the parameters proposed result in good solution profiles.

Production of a sterile species: Quantum kinetics

NASA Astrophysics Data System (ADS)

Boyanovsky, D.; Ho, C. M.

2007-10-01

Production of a sterile species is studied within an effective model of active-sterile neutrino mixing in a medium in thermal equilibrium. The quantum kinetic equations for the distribution functions and coherences are obtained from two independent methods: the effective action and the quantum master equation. The decoherence time scale for active-sterile oscillations is τdec=2/Γaa, but the evolution of the distribution functions is determined by the two different time scales associated with the damping rates of the quasiparticle modes in the medium: Γ1=Γaacos⁡2θm; Γ2=Γaasin⁡2θm where Γaa is the interaction rate of the active species in the absence of mixing and θm the mixing angle in the medium. These two time scales are widely different away from Mikheyev-Smirnov-Wolfenstein resonances and preclude the kinetic description of active-sterile production in terms of a simple rate equation. We give the complete set of quantum kinetic equations for the active and sterile populations and coherences and discuss in detail the various approximations. A generalization of the active-sterile transition probability in a medium is provided via the quantum master equation. We derive explicitly the usual quantum kinetic equations in terms of the “polarization vector” and show their equivalence to those obtained from the quantum master equation and effective action.

Continuous relaxation and retardation spectrum method for viscoelastic characterization of asphalt concrete

NASA Astrophysics Data System (ADS)

Bhattacharjee, Sudip; Swamy, Aravind Krishna; Daniel, Jo S.

2012-08-01

This paper presents a simple and practical approach to obtain the continuous relaxation and retardation spectra of asphalt concrete directly from the complex (dynamic) modulus test data. The spectra thus obtained are continuous functions of relaxation and retardation time. The major advantage of this method is that the continuous form is directly obtained from the master curves which are readily available from the standard characterization tests of linearly viscoelastic behavior of asphalt concrete. The continuous spectrum method offers efficient alternative to the numerical computation of discrete spectra and can be easily used for modeling viscoelastic behavior. In this research, asphalt concrete specimens have been tested for linearly viscoelastic characterization. The linearly viscoelastic test data have been used to develop storage modulus and storage compliance master curves. The continuous spectra are obtained from the fitted sigmoid function of the master curves via the inverse integral transform. The continuous spectra are shown to be the limiting case of the discrete distributions. The continuous spectra and the time-domain viscoelastic functions (relaxation modulus and creep compliance) computed from the spectra matched very well with the approximate solutions. It is observed that the shape of the spectra is dependent on the master curve parameters. The continuous spectra thus obtained can easily be implemented in material mix design process. Prony-series coefficients can be easily obtained from the continuous spectra and used in numerical analysis such as finite element analysis.

A fast immersed boundary method for external incompressible viscous flows using lattice Green's functions

NASA Astrophysics Data System (ADS)

Liska, Sebastian; Colonius, Tim

2017-02-01

A new parallel, computationally efficient immersed boundary method for solving three-dimensional, viscous, incompressible flows on unbounded domains is presented. Immersed surfaces with prescribed motions are generated using the interpolation and regularization operators obtained from the discrete delta function approach of the original (Peskin's) immersed boundary method. Unlike Peskin's method, boundary forces are regarded as Lagrange multipliers that are used to satisfy the no-slip condition. The incompressible Navier-Stokes equations are discretized on an unbounded staggered Cartesian grid and are solved in a finite number of operations using lattice Green's function techniques. These techniques are used to automatically enforce the natural free-space boundary conditions and to implement a novel block-wise adaptive grid that significantly reduces the run-time cost of solutions by limiting operations to grid cells in the immediate vicinity and near-wake region of the immersed surface. These techniques also enable the construction of practical discrete viscous integrating factors that are used in combination with specialized half-explicit Runge-Kutta schemes to accurately and efficiently solve the differential algebraic equations describing the discrete momentum equation, incompressibility constraint, and no-slip constraint. Linear systems of equations resulting from the time integration scheme are efficiently solved using an approximation-free nested projection technique. The algebraic properties of the discrete operators are used to reduce projection steps to simple discrete elliptic problems, e.g. discrete Poisson problems, that are compatible with recent parallel fast multipole methods for difference equations. Numerical experiments on low-aspect-ratio flat plates and spheres at Reynolds numbers up to 3700 are used to verify the accuracy and physical fidelity of the formulation.

A Legendre–Fourier spectral method with exact conservation laws for the Vlasov–Poisson system

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

Manzini, Gianmarco; Delzanno, Gian Luca; Vencels, Juris

In this study, we present the design and implementation of an L 2-stable spectral method for the discretization of the Vlasov–Poisson model of a collisionless plasma in one space and velocity dimension. The velocity and space dependence of the Vlasov equation are resolved through a truncated spectral expansion based on Legendre and Fourier basis functions, respectively. The Poisson equation, which is coupled to the Vlasov equation, is also resolved through a Fourier expansion. The resulting system of ordinary differential equation is discretized by the implicit second-order accurate Crank–Nicolson time discretization. The non-linear dependence between the Vlasov and Poisson equations ismore » iteratively solved at any time cycle by a Jacobian-Free Newton–Krylov method. In this work we analyze the structure of the main conservation laws of the resulting Legendre–Fourier model, e.g., mass, momentum, and energy, and prove that they are exactly satisfied in the semi-discrete and discrete setting. The L 2-stability of the method is ensured by discretizing the boundary conditions of the distribution function at the boundaries of the velocity domain by a suitable penalty term. The impact of the penalty term on the conservation properties is investigated theoretically and numerically. An implementation of the penalty term that does not affect the conservation of mass, momentum and energy, is also proposed and studied. A collisional term is introduced in the discrete model to control the filamentation effect, but does not affect the conservation properties of the system. Numerical results on a set of standard test problems illustrate the performance of the method.« less

A Legendre–Fourier spectral method with exact conservation laws for the Vlasov–Poisson system

DOE PAGES

Manzini, Gianmarco; Delzanno, Gian Luca; Vencels, Juris; ...

2016-04-22

In this study, we present the design and implementation of an L 2-stable spectral method for the discretization of the Vlasov–Poisson model of a collisionless plasma in one space and velocity dimension. The velocity and space dependence of the Vlasov equation are resolved through a truncated spectral expansion based on Legendre and Fourier basis functions, respectively. The Poisson equation, which is coupled to the Vlasov equation, is also resolved through a Fourier expansion. The resulting system of ordinary differential equation is discretized by the implicit second-order accurate Crank–Nicolson time discretization. The non-linear dependence between the Vlasov and Poisson equations ismore » iteratively solved at any time cycle by a Jacobian-Free Newton–Krylov method. In this work we analyze the structure of the main conservation laws of the resulting Legendre–Fourier model, e.g., mass, momentum, and energy, and prove that they are exactly satisfied in the semi-discrete and discrete setting. The L 2-stability of the method is ensured by discretizing the boundary conditions of the distribution function at the boundaries of the velocity domain by a suitable penalty term. The impact of the penalty term on the conservation properties is investigated theoretically and numerically. An implementation of the penalty term that does not affect the conservation of mass, momentum and energy, is also proposed and studied. A collisional term is introduced in the discrete model to control the filamentation effect, but does not affect the conservation properties of the system. Numerical results on a set of standard test problems illustrate the performance of the method.« less

Elementary exact calculations of degree growth and entropy for discrete equations.

PubMed

Halburd, R G

2017-05-01

Second-order discrete equations are studied over the field of rational functions [Formula: see text], where z is a variable not appearing in the equation. The exact degree of each iterate as a function of z can be calculated easily using the standard calculations that arise in singularity confinement analysis, even when the singularities are not confined. This produces elementary yet rigorous entropy calculations.

Direct linearizing transform for three-dimensional discrete integrable systems: the lattice AKP, BKP and CKP equations.

PubMed

Fu, Wei; Nijhoff, Frank W

2017-07-01

A unified framework is presented for the solution structure of three-dimensional discrete integrable systems, including the lattice AKP, BKP and CKP equations. This is done through the so-called direct linearizing transform, which establishes a general class of integral transforms between solutions. As a particular application, novel soliton-type solutions for the lattice CKP equation are obtained.

Theory of strong turbulence by renormalization

NASA Technical Reports Server (NTRS)

Tchen, C. M.

1981-01-01

The hydrodynamical equations of turbulent motions are inhomogeneous and nonlinear in their inertia and force terms and will generate a hierarchy. A kinetic method was developed to transform the hydrodynamic equations into a master equation governing the velocity distribution, as a function of the time, the position and the velocity as an independent variable. The master equation presents the advantage of being homogeneous and having fewer nonlinear terms and is therefore simpler for the investigation of closure. After the closure by means of a cascade scaling procedure, the kinetic equation is derived and possesses a memory which represents the nonMarkovian character of turbulence. The kinetic equation is transformed back to the hydrodynamical form to yield an energy balance in the cascade form. Normal and anomalous transports are analyzed. The theory is described for incompressible, compressible and plasma turbulence. Applications of the method to problems relating to sound generation and the propagation of light in a nonfrozen turbulence are considered.

Decoherence and lead-induced interdot coupling in nonequilibrium electron transport through interacting quantum dots: A hierarchical quantum master equation approach

NASA Astrophysics Data System (ADS)

Härtle, R.; Cohen, G.; Reichman, D. R.; Millis, A. J.

2013-12-01

The interplay between interference effects and electron-electron interactions in electron transport through an interacting double quantum dot system is investigated using a hierarchical quantum master equation approach which becomes exact if carried to infinite order and converges well if the temperature is not too low. Decoherence due to electron-electron interactions is found to give rise to pronounced negative differential resistance, enhanced broadening of structures in current-voltage characteristics, and an inversion of the electronic population. Dependence on gate voltage is shown to be a useful method of distinguishing decoherence-induced phenomena from effects induced by other mechanisms such as the presence of a blocking state. Comparison of results obtained by the hierarchical quantum master equation approach to those obtained from the Born-Markov approximation to the Nakajima-Zwanzig equation and from the noncrossing approximation to the nonequilibrium Green's function reveals the importance of an interdot coupling that originates from the energy dependence of the conduction bands in the leads and the need for a systematic perturbative expansion.

Two modified symplectic partitioned Runge-Kutta methods for solving the elastic wave equation

NASA Astrophysics Data System (ADS)

Su, Bo; Tuo, Xianguo; Xu, Ling

2017-08-01

Based on a modified strategy, two modified symplectic partitioned Runge-Kutta (PRK) methods are proposed for the temporal discretization of the elastic wave equation. The two symplectic schemes are similar in form but are different in nature. After the spatial discretization of the elastic wave equation, the ordinary Hamiltonian formulation for the elastic wave equation is presented. The PRK scheme is then applied for time integration. An additional term associated with spatial discretization is inserted into the different stages of the PRK scheme. Theoretical analyses are conducted to evaluate the numerical dispersion and stability of the two novel PRK methods. A finite difference method is used to approximate the spatial derivatives since the two schemes are independent of the spatial discretization technique used. The numerical solutions computed by the two new schemes are compared with those computed by a conventional symplectic PRK. The numerical results, which verify the new method, are superior to those generated by traditional conventional methods in seismic wave modeling.

A High Order Finite Difference Scheme with Sharp Shock Resolution for the Euler Equations

NASA Technical Reports Server (NTRS)

Gerritsen, Margot; Olsson, Pelle

1996-01-01

We derive a high-order finite difference scheme for the Euler equations that satisfies a semi-discrete energy estimate, and present an efficient strategy for the treatment of discontinuities that leads to sharp shock resolution. The formulation of the semi-discrete energy estimate is based on a symmetrization of the Euler equations that preserves the homogeneity of the flux vector, a canonical splitting of the flux derivative vector, and the use of difference operators that satisfy a discrete analogue to the integration by parts procedure used in the continuous energy estimate. Around discontinuities or sharp gradients, refined grids are created on which the discrete equations are solved after adding a newly constructed artificial viscosity. The positioning of the sub-grids and computation of the viscosity are aided by a detection algorithm which is based on a multi-scale wavelet analysis of the pressure grid function. The wavelet theory provides easy to implement mathematical criteria to detect discontinuities, sharp gradients and spurious oscillations quickly and efficiently.

Shot-noise at a Fermi-edge singularity: Non-Markovian dynamics

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

Ubbelohde, N.; Maire, N.; Haug, R. J.

2013-12-04

For an InAs quantum dot we study the current shot noise at a Fermi-edge singularity in low temperature cross-correlation measurements. In the regime of the interaction effect the strong suppression of noise observed at zero magnetic field and the sequence of enhancement and suppression in magnetic field go beyond a Markovian master equation model. Qualitative and quantitative agreement can however be achieved by a generalized master equation model taking non-Markovian dynamics into account.

Breakdown of the reaction-diffusion master equation with nonelementary rates

NASA Astrophysics Data System (ADS)

Smith, Stephen; Grima, Ramon

2016-05-01

The chemical master equation (CME) is the exact mathematical formulation of chemical reactions occurring in a dilute and well-mixed volume. The reaction-diffusion master equation (RDME) is a stochastic description of reaction-diffusion processes on a spatial lattice, assuming well mixing only on the length scale of the lattice. It is clear that, for the sake of consistency, the solution of the RDME of a chemical system should converge to the solution of the CME of the same system in the limit of fast diffusion: Indeed, this has been tacitly assumed in most literature concerning the RDME. We show that, in the limit of fast diffusion, the RDME indeed converges to a master equation but not necessarily the CME. We introduce a class of propensity functions, such that if the RDME has propensities exclusively of this class, then the RDME converges to the CME of the same system, whereas if the RDME has propensities not in this class, then convergence is not guaranteed. These are revealed to be elementary and nonelementary propensities, respectively. We also show that independent of the type of propensity, the RDME converges to the CME in the simultaneous limit of fast diffusion and large volumes. We illustrate our results with some simple example systems and argue that the RDME cannot generally be an accurate description of systems with nonelementary rates.

A Simple "Boxed Molecular Kinetics" Approach To Accelerate Rare Events in the Stochastic Kinetic Master Equation.

PubMed

Shannon, Robin; Glowacki, David R

2018-02-15

The chemical master equation is a powerful theoretical tool for analyzing the kinetics of complex multiwell potential energy surfaces in a wide range of different domains of chemical kinetics spanning combustion, atmospheric chemistry, gas-surface chemistry, solution phase chemistry, and biochemistry. There are two well-established methodologies for solving the chemical master equation: a stochastic "kinetic Monte Carlo" approach and a matrix-based approach. In principle, the results yielded by both approaches are identical; the decision of which approach is better suited to a particular study depends on the details of the specific system under investigation. In this Article, we present a rigorous method for accelerating stochastic approaches by several orders of magnitude, along with a method for unbiasing the accelerated results to recover the "true" value. The approach we take in this paper is inspired by the so-called "boxed molecular dynamics" (BXD) method, which has previously only been applied to accelerate rare events in molecular dynamics simulations. Here we extend BXD to design a simple algorithmic strategy for accelerating rare events in stochastic kinetic simulations. Tests on a number of systems show that the results obtained using the BXD rare event strategy are in good agreement with unbiased results. To carry out these tests, we have implemented a kinetic Monte Carlo approach in MESMER, which is a cross-platform, open-source, and freely available master equation solver.

Multigrid Relaxation of a Factorizable, Conservative Discretization of the Compressible Flow Equations

NASA Technical Reports Server (NTRS)

Roberts, Thomas W.; Sidilkover, David; Thomas, J. L.

2000-01-01

The second-order factorizable discretization of the compressible Euler equations developed by Sidilkover is extended to conservation form on general curvilinear body-fitted grids. The discrete equations are solved by symmetric collective Gauss-Seidel relaxation and FAS multigrid. Solutions for flow in a channel with Mach numbers ranging from 0.0001 to a supercritical Mach number are shown, demonstrating uniform convergence rates and no loss of accuracy in the incompressible limit. A solution for the flow around the leading edge of a semi-infinite parabolic body demonstrates that the scheme maintains rapid convergence for a flow containing a stagnation point.

Exact results in the large system size limit for the dynamics of the chemical master equation, a one dimensional chain of equations.

PubMed

Martirosyan, A; Saakian, David B

2011-08-01

We apply the Hamilton-Jacobi equation (HJE) formalism to solve the dynamics of the chemical master equation (CME). We found exact analytical expressions (in large system-size limit) for the probability distribution, including explicit expression for the dynamics of variance of distribution. We also give the solution for some simple cases of the model with time-dependent rates. We derived the results of the Van Kampen method from the HJE approach using a special ansatz. Using the Van Kampen method, we give a system of ordinary differential equations (ODEs) to define the variance in a two-dimensional case. We performed numerics for the CME with stationary noise. We give analytical criteria for the disappearance of bistability in the case of stationary noise in one-dimensional CMEs.

Discrete rational and breather solution in the spatial discrete complex modified Korteweg-de Vries equation and continuous counterparts.

PubMed

Zhao, Hai-Qiong; Yu, Guo-Fu

2017-04-01

In this paper, a spatial discrete complex modified Korteweg-de Vries equation is investigated. The Lax pair, conservation laws, Darboux transformations, and breather and rational wave solutions to the semi-discrete system are presented. The distinguished feature of the model is that the discrete rational solution can possess new W-shape rational periodic-solitary waves that were not reported before. In addition, the first-order rogue waves reach peak amplitudes which are at least three times of the background amplitude, whereas their continuous counterparts are exactly three times the constant background. Finally, the integrability of the discrete system, including Lax pair, conservation laws, Darboux transformations, and explicit solutions, yields the counterparts of the continuous system in the continuum limit.

Computing generalized Langevin equations and generalized Fokker-Planck equations.

PubMed

Darve, Eric; Solomon, Jose; Kia, Amirali

2009-07-07

The Mori-Zwanzig formalism is an effective tool to derive differential equations describing the evolution of a small number of resolved variables. In this paper we present its application to the derivation of generalized Langevin equations and generalized non-Markovian Fokker-Planck equations. We show how long time scales rates and metastable basins can be extracted from these equations. Numerical algorithms are proposed to discretize these equations. An important aspect is the numerical solution of the orthogonal dynamics equation which is a partial differential equation in a high dimensional space. We propose efficient numerical methods to solve this orthogonal dynamics equation. In addition, we present a projection formalism of the Mori-Zwanzig type that is applicable to discrete maps. Numerical applications are presented from the field of Hamiltonian systems.

A New Linearized Crank-Nicolson Mixed Element Scheme for the Extended Fisher-Kolmogorov Equation

PubMed Central

Wang, Jinfeng; Li, Hong; He, Siriguleng; Gao, Wei

2013-01-01

We present a new mixed finite element method for solving the extended Fisher-Kolmogorov (EFK) equation. We first decompose the EFK equation as the two second-order equations, then deal with a second-order equation employing finite element method, and handle the other second-order equation using a new mixed finite element method. In the new mixed finite element method, the gradient ∇u belongs to the weaker (L 2(Ω))2 space taking the place of the classical H(div; Ω) space. We prove some a priori bounds for the solution for semidiscrete scheme and derive a fully discrete mixed scheme based on a linearized Crank-Nicolson method. At the same time, we get the optimal a priori error estimates in L 2 and H 1-norm for both the scalar unknown u and the diffusion term w = −Δu and a priori error estimates in (L 2)2-norm for its gradient χ = ∇u for both semi-discrete and fully discrete schemes. PMID:23864831

A new linearized Crank-Nicolson mixed element scheme for the extended Fisher-Kolmogorov equation.

PubMed

Wang, Jinfeng; Li, Hong; He, Siriguleng; Gao, Wei; Liu, Yang

2013-01-01

We present a new mixed finite element method for solving the extended Fisher-Kolmogorov (EFK) equation. We first decompose the EFK equation as the two second-order equations, then deal with a second-order equation employing finite element method, and handle the other second-order equation using a new mixed finite element method. In the new mixed finite element method, the gradient ∇u belongs to the weaker (L²(Ω))² space taking the place of the classical H(div; Ω) space. We prove some a priori bounds for the solution for semidiscrete scheme and derive a fully discrete mixed scheme based on a linearized Crank-Nicolson method. At the same time, we get the optimal a priori error estimates in L² and H¹-norm for both the scalar unknown u and the diffusion term w = -Δu and a priori error estimates in (L²)²-norm for its gradient χ = ∇u for both semi-discrete and fully discrete schemes.

A structure-preserving split finite element discretization of the split 1D linear shallow-water equations

NASA Astrophysics Data System (ADS)

Bauer, Werner; Behrens, Jörn

2017-04-01

We present a locally conservative, low-order finite element (FE) discretization of the covariant 1D linear shallow-water equations written in split form (cf. tet{[1]}). The introduction of additional differential forms (DF) that build pairs with the original ones permits a splitting of these equations into topological momentum and continuity equations and metric-dependent closure equations that apply the Hodge-star. Our novel discretization framework conserves this geometrical structure, in particular it provides for all DFs proper FE spaces such that the differential operators (here gradient and divergence) hold in strong form. The discrete topological equations simply follow by trivial projections onto piecewise constant FE spaces without need to partially integrate. The discrete Hodge-stars operators, representing the discretized metric equations, are realized by nontrivial Galerkin projections (GP). Here they follow by projections onto either a piecewise constant (GP0) or a piecewise linear (GP1) space. Our framework thus provides essentially three different schemes with significantly different behavior. The split scheme using twice GP1 is unstable and shares the same discrete dispersion relation and similar second-order convergence rates as the conventional P1-P1 FE scheme that approximates both velocity and height variables by piecewise linear spaces. The split scheme that applies both GP1 and GP0 is stable and shares the dispersion relation of the conventional P1-P0 FE scheme that approximates the velocity by a piecewise linear and the height by a piecewise constant space with corresponding second- and first-order convergence rates. Exhibiting for both velocity and height fields second-order convergence rates, we might consider the split GP1-GP0 scheme though as stable versions of the conventional P1-P1 FE scheme. For the split scheme applying twice GP0, we are not aware of a corresponding conventional formulation to compare with. Though exhibiting larger absolute error values, it shows similar convergence rates as the other split schemes, but does not provide a satisfactory approximation of the dispersion relation as short waves are propagated much to fast. Despite this, the finding of this new scheme illustrates the potential of our discretization framework as a toolbox to find and to study new FE schemes based on new combinations of FE spaces. [1] Bauer, W. [2016], A new hierarchically-structured n-dimensional covariant form of rotating equations of geophysical fluid dynamics, GEM - International Journal on Geomathematics, 7(1), 31-101.

Gravitational decoherence, alternative quantum theories and semiclassical gravity

NASA Astrophysics Data System (ADS)

Hu, B. L.

2014-04-01

In this report we discuss three aspects: 1) Semiclassical gravity theory (SCG): 4 levels of theories describing the interaction of quantum matter with classical gravity. 2) Alternative Quantum Theories: Discerning those which are derivable from general relativity (GR) plus quantum field theory (QFT) from those which are not 3) Gravitational Decoherence: derivation of a master equation and examination of the assumptions which led to the claims of observational possibilities. We list three sets of corresponding problems worthy of pursuit: a) Newton-Schrödinger Equations in relation to SCG; b) Master equation of gravity-induced effects serving as discriminator of 2); and c) Role of gravity in macroscopic quantum phenomena.

Stable multi-domain spectral penalty methods for fractional partial differential equations

NASA Astrophysics Data System (ADS)

Xu, Qinwu; Hesthaven, Jan S.

2014-01-01

We propose stable multi-domain spectral penalty methods suitable for solving fractional partial differential equations with fractional derivatives of any order. First, a high order discretization is proposed to approximate fractional derivatives of any order on any given grids based on orthogonal polynomials. The approximation order is analyzed and verified through numerical examples. Based on the discrete fractional derivative, we introduce stable multi-domain spectral penalty methods for solving fractional advection and diffusion equations. The equations are discretized in each sub-domain separately and the global schemes are obtained by weakly imposed boundary and interface conditions through a penalty term. Stability of the schemes are analyzed and numerical examples based on both uniform and nonuniform grids are considered to highlight the flexibility and high accuracy of the proposed schemes.

Numerical uncertainty in computational engineering and physics

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

Hemez, Francois M

2009-01-01

Obtaining a solution that approximates ordinary or partial differential equations on a computational mesh or grid does not necessarily mean that the solution is accurate or even 'correct'. Unfortunately assessing the quality of discrete solutions by questioning the role played by spatial and temporal discretizations generally comes as a distant third to test-analysis comparison and model calibration. This publication is contributed to raise awareness of the fact that discrete solutions introduce numerical uncertainty. This uncertainty may, in some cases, overwhelm in complexity and magnitude other sources of uncertainty that include experimental variability, parametric uncertainty and modeling assumptions. The concepts ofmore » consistency, convergence and truncation error are overviewed to explain the articulation between the exact solution of continuous equations, the solution of modified equations and discrete solutions computed by a code. The current state-of-the-practice of code and solution verification activities is discussed. An example in the discipline of hydro-dynamics illustrates the significant effect that meshing can have on the quality of code predictions. A simple method is proposed to derive bounds of solution uncertainty in cases where the exact solution of the continuous equations, or its modified equations, is unknown. It is argued that numerical uncertainty originating from mesh discretization should always be quantified and accounted for in the overall uncertainty 'budget' that supports decision-making for applications in computational physics and engineering.« less

Numerical discretization-based estimation methods for ordinary differential equation models via penalized spline smoothing with applications in biomedical research.

PubMed

Wu, Hulin; Xue, Hongqi; Kumar, Arun

2012-06-01

Differential equations are extensively used for modeling dynamics of physical processes in many scientific fields such as engineering, physics, and biomedical sciences. Parameter estimation of differential equation models is a challenging problem because of high computational cost and high-dimensional parameter space. In this article, we propose a novel class of methods for estimating parameters in ordinary differential equation (ODE) models, which is motivated by HIV dynamics modeling. The new methods exploit the form of numerical discretization algorithms for an ODE solver to formulate estimating equations. First, a penalized-spline approach is employed to estimate the state variables and the estimated state variables are then plugged in a discretization formula of an ODE solver to obtain the ODE parameter estimates via a regression approach. We consider three different order of discretization methods, Euler's method, trapezoidal rule, and Runge-Kutta method. A higher-order numerical algorithm reduces numerical error in the approximation of the derivative, which produces a more accurate estimate, but its computational cost is higher. To balance the computational cost and estimation accuracy, we demonstrate, via simulation studies, that the trapezoidal discretization-based estimate is the best and is recommended for practical use. The asymptotic properties for the proposed numerical discretization-based estimators are established. Comparisons between the proposed methods and existing methods show a clear benefit of the proposed methods in regards to the trade-off between computational cost and estimation accuracy. We apply the proposed methods t an HIV study to further illustrate the usefulness of the proposed approaches. © 2012, The International Biometric Society.

Analysis of high-speed rotating flow inside gas centrifuge casing

NASA Astrophysics Data System (ADS)

Pradhan, Sahadev, , Dr.

2017-10-01

The generalized analytical model for the radial boundary layer inside the gas centrifuge casing in which the inner cylinder is rotating at a constant angular velocity Ω_i while the outer one is stationary, is formulated for studying the secondary gas flow field due to wall thermal forcing, inflow/outflow of light gas along the boundaries, as well as due to the combination of the above two external forcing. The analytical model includes the sixth order differential equation for the radial boundary layer at the cylindrical curved surface in terms of master potential (χ) , which is derived from the equations of motion in an axisymmetric (r - z) plane. The linearization approximation is used, where the equations of motion are truncated at linear order in the velocity and pressure disturbances to the base flow, which is a solid-body rotation. Additional approximations in the analytical model include constant temperature in the base state (isothermal compressible Couette flow), high aspect ratio (length is large compared to the annular gap), high Reynolds number, but there is no limitation on the Mach number. The discrete eigenvalues and eigenfunctions of the linear operators (sixth-order in the radial direction for the generalized analytical equation) are obtained. The solutions for the secondary flow is determined in terms of these eigenvalues and eigenfunctions. These solutions are compared with direct simulation Monte Carlo (DSMC) simulations and found excellent agreement (with a difference of less than 15%) between the predictions of the analytical model and the DSMC simulations, provided the boundary conditions in the analytical model are accurately specified.

Analysis of high-speed rotating flow inside gas centrifuge casing

NASA Astrophysics Data System (ADS)

Pradhan, Sahadev, , Dr.

2017-09-01

The generalized analytical model for the radial boundary layer inside the gas centrifuge casing in which the inner cylinder is rotating at a constant angular velocity Ωi while the outer one is stationary, is formulated for studying the secondary gas flow field due to wall thermal forcing, inflow/outflow of light gas along the boundaries, as well as due to the combination of the above two external forcing. The analytical model includes the sixth order differential equation for the radial boundary layer at the cylindrical curved surface in terms of master potential (χ) , which is derived from the equations of motion in an axisymmetric (r - z) plane. The linearization approximation is used, where the equations of motion are truncated at linear order in the velocity and pressure disturbances to the base flow, which is a solid-body rotation. Additional approximations in the analytical model include constant temperature in the base state (isothermal compressible Couette flow), high aspect ratio (length is large compared to the annular gap), high Reynolds number, but there is no limitation on the Mach number. The discrete eigenvalues and eigenfunctions of the linear operators (sixth-order in the radial direction for the generalized analytical equation) are obtained. The solutions for the secondary flow is determined in terms of these eigenvalues and eigenfunctions. These solutions are compared with direct simulation Monte Carlo (DSMC) simulations and found excellent agreement (with a difference of less than 15%) between the predictions of the analytical model and the DSMC simulations, provided the boundary conditions in the analytical model are accurately specified.

Analysis of high-speed rotating flow inside gas centrifuge casing

NASA Astrophysics Data System (ADS)

Pradhan, Sahadev

2017-11-01

The generalized analytical model for the radial boundary layer inside the gas centrifuge casing in which the inner cylinder is rotating at a constant angular velocity Ωi while the outer one is stationary, is formulated for studying the secondary gas flow field due to wall thermal forcing, inflow/outflow of light gas along the boundaries, as well as due to the combination of the above two external forcing. The analytical model includes the sixth order differential equation for the radial boundary layer at the cylindrical curved surface in terms of master potential (χ) , which is derived from the equations of motion in an axisymmetric (r - z) plane. The linearization approximation is used, where the equations of motion are truncated at linear order in the velocity and pressure disturbances to the base flow, which is a solid-body rotation. Additional approximations in the analytical model include constant temperature in the base state (isothermal compressible Couette flow), high aspect ratio (length is large compared to the annular gap), high Reynolds number, but there is no limitation on the Mach number. The discrete eigenvalues and eigenfunctions of the linear operators (sixth-order in the radial direction for the generalized analytical equation) are obtained. The solutions for the secondary flow is determined in terms of these eigenvalues and eigenfunctions. These solutions are compared with direct simulation Monte Carlo (DSMC) simulations and found excellent agreement (with a difference of less than 15%) between the predictions of the analytical model and the DSMC simulations, provided the boundary conditions in the analytical model are accurately specified.

Discrete integration of continuous Kalman filtering equations for time invariant second-order structural systems

NASA Technical Reports Server (NTRS)

Park, K. C.; Belvin, W. Keith

1990-01-01

A general form for the first-order representation of the continuous second-order linear structural-dynamics equations is introduced to derive a corresponding form of first-order continuous Kalman filtering equations. Time integration of the resulting equations is carried out via a set of linear multistep integration formulas. It is shown that a judicious combined selection of computational paths and the undetermined matrices introduced in the general form of the first-order linear structural systems leads to a class of second-order discrete Kalman filtering equations involving only symmetric sparse N x N solution matrices.

Master equation for a kinetic model of a trading market and its analytic solution

NASA Astrophysics Data System (ADS)

Chatterjee, Arnab; Chakrabarti, Bikas K.; Stinchcombe, Robin B.

2005-08-01

We analyze an ideal-gas-like model of a trading market with quenched random saving factors for its agents and show that the steady state income (m) distribution P(m) in the model has a power law tail with Pareto index ν exactly equal to unity, confirming the earlier numerical studies on this model. The analysis starts with the development of a master equation for the time development of P(m) . Precise solutions are then obtained in some special cases.

Master equation for a kinetic model of a trading market and its analytic solution.

PubMed

Chatterjee, Arnab; Chakrabarti, Bikas K; Stinchcombe, Robin B

2005-08-01

We analyze an ideal-gas-like model of a trading market with quenched random saving factors for its agents and show that the steady state income (m) distribution P(m) in the model has a power law tail with Pareto index nu exactly equal to unity, confirming the earlier numerical studies on this model. The analysis starts with the development of a master equation for the time development of P(m) . Precise solutions are then obtained in some special cases.

Fourier's law of heat conduction: quantum mechanical master equation analysis.

PubMed

Wu, Lian-Ao; Segal, Dvira

2008-06-01

We derive the macroscopic Fourier's Law of heat conduction from the exact gain-loss time convolutionless quantum master equation under three assumptions for the interaction kernel. To second order in the interaction, we show that the first two assumptions are natural results of the long time limit. The third assumption can be satisfied by a family of interactions consisting of an exchange effect. The pure exchange model directly leads to energy diffusion in a weakly coupled spin- 12 chain.

Generalized chaos synchronization theorems for bidirectional differential equations and discrete systems with applications

NASA Astrophysics Data System (ADS)

Ji, Ye; Liu, Ting; Min, Lequan

2008-05-01

Two constructive generalized chaos synchronization (GCS) theorems for bidirectional differential equations and discrete systems are introduced. Using the two theorems, one can construct new chaos systems to make the system variables be in GCS. Five examples are presented to illustrate the effectiveness of the theoretical results.

Periodic solutions of second-order nonlinear difference equations containing a small parameter. IV - Multi-discrete time method

NASA Technical Reports Server (NTRS)

Mickens, Ronald E.

1987-01-01

It is shown that a discrete multi-time method can be constructed to obtain approximations to the periodic solutions of a special class of second-order nonlinear difference equations containing a small parameter. Three examples illustrating the method are presented.

Yang-Baxter maps, discrete integrable equations and quantum groups

NASA Astrophysics Data System (ADS)

Bazhanov, Vladimir V.; Sergeev, Sergey M.

2018-01-01

For every quantized Lie algebra there exists a map from the tensor square of the algebra to itself, which by construction satisfies the set-theoretic Yang-Baxter equation. This map allows one to define an integrable discrete quantum evolution system on quadrilateral lattices, where local degrees of freedom (dynamical variables) take values in a tensor power of the quantized Lie algebra. The corresponding equations of motion admit the zero curvature representation. The commuting Integrals of Motion are defined in the standard way via the Quantum Inverse Problem Method, utilizing Baxter's famous commuting transfer matrix approach. All elements of the above construction have a meaningful quasi-classical limit. As a result one obtains an integrable discrete Hamiltonian evolution system, where the local equation of motion are determined by a classical Yang-Baxter map and the action functional is determined by the quasi-classical asymptotics of the universal R-matrix of the underlying quantum algebra. In this paper we present detailed considerations of the above scheme on the example of the algebra Uq (sl (2)) leading to discrete Liouville equations, however the approach is rather general and can be applied to any quantized Lie algebra.

Entropy-stable summation-by-parts discretization of the Euler equations on general curved elements

NASA Astrophysics Data System (ADS)

Crean, Jared; Hicken, Jason E.; Del Rey Fernández, David C.; Zingg, David W.; Carpenter, Mark H.

2018-03-01

We present and analyze an entropy-stable semi-discretization of the Euler equations based on high-order summation-by-parts (SBP) operators. In particular, we consider general multidimensional SBP elements, building on and generalizing previous work with tensor-product discretizations. In the absence of dissipation, we prove that the semi-discrete scheme conserves entropy; significantly, this proof of nonlinear L2 stability does not rely on integral exactness. Furthermore, interior penalties can be incorporated into the discretization to ensure that the total (mathematical) entropy decreases monotonically, producing an entropy-stable scheme. SBP discretizations with curved elements remain accurate, conservative, and entropy stable provided the mapping Jacobian satisfies the discrete metric invariants; polynomial mappings at most one degree higher than the SBP operators automatically satisfy the metric invariants in two dimensions. In three-dimensions, we describe an elementwise optimization that leads to suitable Jacobians in the case of polynomial mappings. The properties of the semi-discrete scheme are verified and investigated using numerical experiments.

Smoothed Particle Hydrodynamics and its applications for multiphase flow and reactive transport in porous media

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

Tartakovsky, Alexandre M.; Trask, Nathaniel; Pan, K.

2016-03-11

Smoothed Particle Hydrodynamics (SPH) is a Lagrangian method based on a meshless discretization of partial differential equations. In this review, we present SPH discretization of the Navier-Stokes and Advection-Diffusion-Reaction equations, implementation of various boundary conditions, and time integration of the SPH equations, and we discuss applications of the SPH method for modeling pore-scale multiphase flows and reactive transport in porous and fractured media.

Calculating work in weakly driven quantum master equations: Backward and forward equations

NASA Astrophysics Data System (ADS)

Liu, Fei

2016-01-01

I present a technical report indicating that the two methods used for calculating characteristic functions for the work distribution in weakly driven quantum master equations are equivalent. One involves applying the notion of quantum jump trajectory [Phys. Rev. E 89, 042122 (2014), 10.1103/PhysRevE.89.042122], while the other is based on two energy measurements on the combined system and reservoir [Silaev et al., Phys. Rev. E 90, 022103 (2014), 10.1103/PhysRevE.90.022103]. These represent backward and forward methods, respectively, which adopt a very similar approach to that of the Kolmogorov backward and forward equations used in classical stochastic theory. The microscopic basis for the former method is also clarified. In addition, a previously unnoticed equality related to the heat is also revealed.

Generalized Master Equation with Non-Markovian Multichromophoric Förster Resonance Energy Transfer for Modular Exciton Densities

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

Jang, Seogjoo; Hoyer, Stephan; Fleming, Graham

2014-10-31

A generalized master equation (GME) governing quantum evolution of modular exciton density (MED) is derived for large scale light harvesting systems composed of weakly interacting modules of multiple chromophores. The GME-MED offers a practical framework to incorporate real time coherent quantum dynamics calculations of small length scales into dynamics over large length scales, and also provides a non-Markovian generalization and rigorous derivation of the Pauli master equation employing multichromophoric Förster resonance energy transfer rates. A test of the GME-MED for four sites of the Fenna-Matthews-Olson complex demonstrates how coherent dynamics of excitonic populations over coupled chromophores can be accurately describedmore » by transitions between subgroups (modules) of delocalized excitons. Application of the GME-MED to the exciton dynamics between a pair of light harvesting complexes in purple bacteria demonstrates its promise as a computationally efficient tool to investigate large scale exciton dynamics in complex environments.« less

Computation of Discrete Slanted Hole Film Cooling Flow Using the Navier-Stokes Equations.

DTIC Science & Technology

1982-07-01

7 -121 796 COMPUTATION OF DISCRETE SLANTED HOLE FILM COOLING FLOW i/ i USING THE NAVIER- ..(U) CIENTIFIC RESEARCH ASSOCIATES INC GLASTONBURY CT H...V U U6-IMSA P/ & .OS,-TR. 82-1004 Report R82-910002-4 / COMPUTATION OF DISCRETE SLAMED HOLE FILM COOLING FLOW ( USING THE XAVIER-STOKES EQUATIONS H...CL SIT %GE (f.en Dae Entere)04 REPORT DOCUMENTATION PAGE BEFORE COMPLETING FORM REPORT NUMBER 2. GOVT ACCESSION NO] S. RECIPIENT’S CATALOG NUMBERAO

The role of non-equilibrium fluxes in the relaxation processes of the linear chemical master equation

NASA Astrophysics Data System (ADS)

de Oliveira, Luciana Renata; Bazzani, Armando; Giampieri, Enrico; Castellani, Gastone C.

2014-08-01

We propose a non-equilibrium thermodynamical description in terms of the Chemical Master Equation (CME) to characterize the dynamics of a chemical cycle chain reaction among m different species. These systems can be closed or open for energy and molecules exchange with the environment, which determines how they relax to the stationary state. Closed systems reach an equilibrium state (characterized by the detailed balance condition (D.B.)), while open systems will reach a non-equilibrium steady state (NESS). The principal difference between D.B. and NESS is due to the presence of chemical fluxes. In the D.B. condition the fluxes are absent while for the NESS case, the chemical fluxes are necessary for the state maintaining. All the biological systems are characterized by their "far from equilibrium behavior," hence the NESS is a good candidate for a realistic description of the dynamical and thermodynamical properties of living organisms. In this work we consider a CME written in terms of a discrete Kolmogorov forward equation, which lead us to write explicitly the non-equilibrium chemical fluxes. For systems in NESS, we show that there is a non-conservative "external vector field" whose is linearly proportional to the chemical fluxes. We also demonstrate that the modulation of these external fields does not change their stationary distributions, which ensure us to study the same system and outline the differences in the system's behavior when it switches from the D.B. regime to NESS. We were interested to see how the non-equilibrium fluxes influence the relaxation process during the reaching of the stationary distribution. By performing analytical and numerical analysis, our central result is that the presence of the non-equilibrium chemical fluxes reduces the characteristic relaxation time with respect to the D.B. condition. Within a biochemical and biological perspective, this result can be related to the "plasticity property" of biological systems and to their capabilities to switch from one state to another as is observed during synaptic plasticity, cell fate determination, and differentiation.

The role of non-equilibrium fluxes in the relaxation processes of the linear chemical master equation.

PubMed

de Oliveira, Luciana Renata; Bazzani, Armando; Giampieri, Enrico; Castellani, Gastone C

2014-08-14

We propose a non-equilibrium thermodynamical description in terms of the Chemical Master Equation (CME) to characterize the dynamics of a chemical cycle chain reaction among m different species. These systems can be closed or open for energy and molecules exchange with the environment, which determines how they relax to the stationary state. Closed systems reach an equilibrium state (characterized by the detailed balance condition (D.B.)), while open systems will reach a non-equilibrium steady state (NESS). The principal difference between D.B. and NESS is due to the presence of chemical fluxes. In the D.B. condition the fluxes are absent while for the NESS case, the chemical fluxes are necessary for the state maintaining. All the biological systems are characterized by their "far from equilibrium behavior," hence the NESS is a good candidate for a realistic description of the dynamical and thermodynamical properties of living organisms. In this work we consider a CME written in terms of a discrete Kolmogorov forward equation, which lead us to write explicitly the non-equilibrium chemical fluxes. For systems in NESS, we show that there is a non-conservative "external vector field" whose is linearly proportional to the chemical fluxes. We also demonstrate that the modulation of these external fields does not change their stationary distributions, which ensure us to study the same system and outline the differences in the system's behavior when it switches from the D.B. regime to NESS. We were interested to see how the non-equilibrium fluxes influence the relaxation process during the reaching of the stationary distribution. By performing analytical and numerical analysis, our central result is that the presence of the non-equilibrium chemical fluxes reduces the characteristic relaxation time with respect to the D.B. condition. Within a biochemical and biological perspective, this result can be related to the "plasticity property" of biological systems and to their capabilities to switch from one state to another as is observed during synaptic plasticity, cell fate determination, and differentiation.

Factorizable Schemes for the Equations of Fluid Flow

NASA Technical Reports Server (NTRS)

Sidilkover, David

1999-01-01

We present an upwind high-resolution factorizable (UHF) discrete scheme for the compressible Euler equations that allows to distinguish between full-potential and advection factors at the discrete level. The scheme approximates equations in their general conservative form and is related to the family of genuinely multidimensional upwind schemes developed previously and demonstrated to have good shock-capturing capabilities. A unique property of this scheme is that in addition to the aforementioned features it is also factorizable, i.e., it allows to distinguish between full-potential and advection factors at the discrete level. The latter property facilitates the construction of optimally efficient multigrid solvers. This is done through a relaxation procedure that utilizes the factorizability property.

Lie Symmetry Analysis of the Inhomogeneous Toda Lattice Equation via Semi-Discrete Exterior Calculus

NASA Astrophysics Data System (ADS)

Liu, Jiang; Wang, Deng-Shan; Yin, Yan-Bin

2017-06-01

In this work, the Lie point symmetries of the inhomogeneous Toda lattice equation are obtained by semi-discrete exterior calculus, which is a semi-discrete version of Harrison and Estabrook’s geometric approach. A four-dimensional Lie algebra and its one-, two- and three-dimensional subalgebras are given. Two similarity reductions of the inhomogeneous Toda lattice equation are obtained by using the symmetry vectors. Supported by National Natural Science Foundation of China under Grant Nos. 11375030, 11472315, and Department of Science and Technology of Henan Province under Grant No. 162300410223 and Beijing Finance Funds of Natural Science Program for Excellent Talents under Grant No. 2014000026833ZK19

Dynamics and elastic interactions of the discrete multi-dark soliton solutions for the Kaup-Newell lattice equation

NASA Astrophysics Data System (ADS)

Liu, Nan; Wen, Xiao-Yong

2018-03-01

Under consideration in this paper is the Kaup-Newell (KN) lattice equation which is an integrable discretization of the KN equation. Infinitely, many conservation laws and discrete N-fold Darboux transformation (DT) for this system are constructed and established based on its Lax representation. Via the resulting N-fold DT, the discrete multi-dark soliton solutions in terms of determinants are derived from non-vanishing background. Propagation and elastic interaction structures of such solitons are shown graphically. Overtaking interaction phenomena between/among the two, three and four solitons are discussed. Numerical simulations are used to explore their dynamical behaviors of such multi-dark solitons. Numerical results show that their evolutions are stable against a small noise. Results in this paper might be helpful for understanding the propagation of nonlinear Alfvén waves in plasmas.

A new splitting scheme to the discrete Boltzmann equation for non-ideal gases on non-uniform meshes

NASA Astrophysics Data System (ADS)

Patel, Saumil; Lee, Taehun

2016-12-01

We present a novel numerical procedure for solving the discrete Boltzmann equations (DBE) on non-uniform meshes. Our scheme is based on the Strang splitting method where we seek to investigate two-phase flow applications. In this note, we investigate the onset of parasitic currents which arise in many computational two-phase algorithms. To the best of our knowledge, the results presented in this work show, for the first time, a spectral element discontinuous Galerkin (SEDG) discretization of a discrete Boltzmann equation which successfully eliminates parasitic currents on non-uniform meshes. With the hope that this technique can be used for applications in complex geometries, calculations are performed on non-uniform mesh distributions by using high-order (spectral), body-fitting quadrilateral elements. Validation and verification of our work is carried out by comparing results against the classical 2D Young-Laplace law problem for a static drop.

Quadratic Finite Element Method for 1D Deterministic Transport

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

Tolar, Jr., D R; Ferguson, J M

2004-01-06

In the discrete ordinates, or SN, numerical solution of the transport equation, both the spatial ({und r}) and angular ({und {Omega}}) dependences on the angular flux {psi}{und r},{und {Omega}}are modeled discretely. While significant effort has been devoted toward improving the spatial discretization of the angular flux, we focus on improving the angular discretization of {psi}{und r},{und {Omega}}. Specifically, we employ a Petrov-Galerkin quadratic finite element approximation for the differencing of the angular variable ({mu}) in developing the one-dimensional (1D) spherical geometry S{sub N} equations. We develop an algorithm that shows faster convergence with angular resolution than conventional S{sub N} algorithms.

Graph theory and the Virasoro master equation

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

Obers, N.A.J.

1991-04-01

A brief history of affine Lie algebra, the Virasoro algebra and its culmination in the Virasoro master equations is given. By studying ansaetze of the master equation, we obtain exact solutions and gain insight in the structure of large slices of affine-Virasoro space. We find an isomorphism between the constructions in the ansatz SO(n){sub diag}, which is a set of unitary, generically irrational affine-Virasoro constructions on SO(n), and the unlabelled graphs, while, conversely, a group-theoretic and conformal field-theoretic identification is obtained for every graph of graph theory. We also define a class of magic'' Lie group bases in which themore » Virasoro master equation admits a simple metric ansatz (gmetric), whose structure is visible in the high-level expansion. When a magic basis is real on compact g, the corresponding g{sub metric} is a large system of unitary, generically irrational conformal field theories. Examples in this class include the graph-theory ansatz SO(n){sub diag} in the Cartesian basis of SO(n), and the ansatz SU(n){sub metric} in the Pauli-like basis of SU(n). Finally, we define the sine-area graphs'' of SU(n), which label the conformal field theories of SU(n){sub metric}, and we note that, in similar fashion, each magic basis of g defines a generalized graph theory on g which labels the conformal field theories of g{sub metric}. 24 figs., 4 tabs.« less

HO + CO reaction rates and H/D kinetic isotope effects: master equation models with ab initio SCTST rate constants.

PubMed

Weston, Ralph E; Nguyen, Thanh Lam; Stanton, John F; Barker, John R

2013-02-07

Ab initio microcanonical rate constants were computed using Semi-Classical Transition State Theory (SCTST) and used in two master equation formulations (1D, depending on active energy with centrifugal corrections, and 2D, depending on total energy and angular momentum) to compute temperature-dependent rate constants for the title reactions using a potential energy surface obtained by sophisticated ab initio calculations. The 2D master equation was used at the P = 0 and P = ∞ limits, while the 1D master equation with centrifugal corrections and an empirical energy transfer parameter could be used over the entire pressure range. Rate constants were computed for 75 K ≤ T ≤ 2500 K and 0 ≤ [He] ≤ 10(23) cm(-3). For all temperatures and pressures important for combustion and for the terrestrial atmosphere, the agreement with the experimental rate constants is very good, but at very high pressures and T ≤ 200 K, the theoretical rate constants are significantly smaller than the experimental values. This effect is possibly due to the presence in the experiments of dimers and prereactive complexes, which were not included in the model calculations. The computed H/D kinetic isotope effects are in acceptable agreement with experimental data, which show considerable scatter. Overall, the agreement between experimental and theoretical H/D kinetic isotope effects is much better than in previous work, and an assumption of non-RRKM behavior does not appear to be needed to reproduce experimental observations.

First assembly times and equilibration in stochastic coagulation-fragmentation

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

D’Orsogna, Maria R.; Department of Mathematics, CSUN, Los Angeles, California 91330-8313; Lei, Qi

2015-07-07

We develop a fully stochastic theory for coagulation and fragmentation (CF) in a finite system with a maximum cluster size constraint. The process is modeled using a high-dimensional master equation for the probabilities of cluster configurations. For certain realizations of total mass and maximum cluster sizes, we find exact analytical results for the expected equilibrium cluster distributions. If coagulation is fast relative to fragmentation and if the total system mass is indivisible by the mass of the largest allowed cluster, we find a mean cluster-size distribution that is strikingly broader than that predicted by the corresponding mass-action equations. Combinations ofmore » total mass and maximum cluster size under which equilibration is accelerated, eluding late-stage coarsening, are also delineated. Finally, we compute the mean time it takes particles to first assemble into a maximum-sized cluster. Through careful state-space enumeration, the scaling of mean assembly times is derived for all combinations of total mass and maximum cluster size. We find that CF accelerates assembly relative to monomer kinetic only in special cases. All of our results hold in the infinite system limit and can be only derived from a high-dimensional discrete stochastic model, highlighting how classical mass-action models of self-assembly can fail.« less

Relation between random walks and quantum walks

NASA Astrophysics Data System (ADS)

Boettcher, Stefan; Falkner, Stefan; Portugal, Renato

2015-05-01

Based on studies of four specific networks, we conjecture a general relation between the walk dimensions dw of discrete-time random walks and quantum walks with the (self-inverse) Grover coin. In each case, we find that dw of the quantum walk takes on exactly half the value found for the classical random walk on the same geometry. Since walks on homogeneous lattices satisfy this relation trivially, our results for heterogeneous networks suggest that such a relation holds irrespective of whether translational invariance is maintained or not. To develop our results, we extend the renormalization-group analysis (RG) of the stochastic master equation to one with a unitary propagator. As in the classical case, the solution ρ (x ,t ) in space and time of this quantum-walk equation exhibits a scaling collapse for a variable xdw/t in the weak limit, which defines dw and illuminates fundamental aspects of the walk dynamics, e.g., its mean-square displacement. We confirm the collapse for ρ (x ,t ) in each case with extensive numerical simulation. The exact values for dw themselves demonstrate that RG is a powerful complementary approach to study the asymptotics of quantum walks that weak-limit theorems have not been able to access, such as for systems lacking translational symmetries beyond simple trees.

Applying Boundary Conditions Using a Time-Dependent Lagrangian for Modeling Laser-Plasma Interactions

NASA Astrophysics Data System (ADS)

Reyes, Jonathan; Shadwick, B. A.

2016-10-01

Modeling the evolution of a short, intense laser pulse propagating through an underdense plasma is of particular interest in the physics of laser-plasma interactions. Numerical models are typically created by first discretizing the equations of motion and then imposing boundary conditions. Using the variational principle of Chen and Sudan, we spatially discretize the Lagrangian density to obtain discrete equations of motion and a discrete energy conservation law which is exactly satisfied regardless of the spatial grid resolution. Modifying the derived equations of motion (e.g., enforcing boundary conditions) generally ruins energy conservation. However, time-dependent terms can be added to the Lagrangian which force the equations of motion to have the desired boundary conditions. Although some foresight is needed to choose these time-dependent terms, this approach provides a mechanism for energy to exit the closed system while allowing the conservation law to account for the loss. An appropriate time discretization scheme is selected based on stability analysis and resolution requirements. We present results using this variational approach in a co-moving coordinate system and compare such results to those using traditional second-order methods. This work was supported by the U. S. Department of Energy under Contract No. DE-SC0008382 and by the National Science Foundation under Contract No. PHY- 1104683.

Formation Flying Control Implementation in Highly Elliptical Orbits

NASA Technical Reports Server (NTRS)

Capo-Lugo, Pedro A.; Bainum, Peter M.

2009-01-01

The Tschauner-Hempel equations are widely used to correct the separation distance drifts between a pair of satellites within a constellation in highly elliptical orbits [1]. This set of equations was discretized in the true anomaly angle [1] to be used in a digital steady-state hierarchical controller [2]. This controller [2] performed the drift correction between a pair of satellites within the constellation. The objective of a discretized system is to develop a simple algorithm to be implemented in the computer onboard the satellite. The main advantage of the discrete systems is that the computational time can be reduced by selecting a suitable sampling interval. For this digital system, the amount of data will depend on the sampling interval in the true anomaly angle [3]. The purpose of this paper is to implement the discrete Tschauner-Hempel equations and the steady-state hierarchical controller in the computer onboard the satellite. This set of equations is expressed in the true anomaly angle in which a relation will be formulated between the time and the true anomaly angle domains.

A Discrete Probability Function Method for the Equation of Radiative Transfer

NASA Technical Reports Server (NTRS)

Sivathanu, Y. R.; Gore, J. P.

1993-01-01

A discrete probability function (DPF) method for the equation of radiative transfer is derived. The DPF is defined as the integral of the probability density function (PDF) over a discrete interval. The derivation allows the evaluation of the PDF of intensities leaving desired radiation paths including turbulence-radiation interactions without the use of computer intensive stochastic methods. The DPF method has a distinct advantage over conventional PDF methods since the creation of a partial differential equation from the equation of transfer is avoided. Further, convergence of all moments of intensity is guaranteed at the basic level of simulation unlike the stochastic method where the number of realizations for convergence of higher order moments increases rapidly. The DPF method is described for a representative path with approximately integral-length scale-sized spatial discretization. The results show good agreement with measurements in a propylene/air flame except for the effects of intermittency resulting from highly correlated realizations. The method can be extended to the treatment of spatial correlations as described in the Appendix. However, information regarding spatial correlations in turbulent flames is needed prior to the execution of this extension.

Lens elliptic gamma function solution of the Yang-Baxter equation at roots of unity

NASA Astrophysics Data System (ADS)

Kels, Andrew P.; Yamazaki, Masahito

2018-02-01

We study the root of unity limit of the lens elliptic gamma function solution of the star-triangle relation, for an integrable model with continuous and discrete spin variables. This limit involves taking an elliptic nome to a primitive rNth root of unity, where r is an existing integer parameter of the lens elliptic gamma function, and N is an additional integer parameter. This is a singular limit of the star-triangle relation, and at subleading order of an asymptotic expansion, another star-triangle relation is obtained for a model with discrete spin variables in {Z}rN . Some special choices of solutions of equation of motion are shown to result in well-known discrete spin solutions of the star-triangle relation. The saddle point equations themselves are identified with three-leg forms of ‘3D-consistent’ classical discrete integrable equations, known as Q4 and Q3(δ=0) . We also comment on the implications for supersymmetric gauge theories, and in particular comment on a close parallel with the works of Nekrasov and Shatashvili.

Specular reflection treatment for the 3D radiative transfer equation solved with the discrete ordinates method

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

Le Hardy, D.; Favennec, Y., E-mail: yann.favennec@univ-nantes.fr; Rousseau, B.

The contribution of this paper relies in the development of numerical algorithms for the mathematical treatment of specular reflection on borders when dealing with the numerical solution of radiative transfer problems. The radiative transfer equation being integro-differential, the discrete ordinates method allows to write down a set of semi-discrete equations in which weights are to be calculated. The calculation of these weights is well known to be based on either a quadrature or on angular discretization, making the use of such method straightforward for the state equation. Also, the diffuse contribution of reflection on borders is usually well taken intomore » account. However, the calculation of accurate partition ratio coefficients is much more tricky for the specular condition applied on arbitrary geometrical borders. This paper presents algorithms that calculate analytically partition ratio coefficients needed in numerical treatments. The developed algorithms, combined with a decentered finite element scheme, are validated with the help of comparisons with analytical solutions before being applied on complex geometries.« less

Stability of Dynamical Systems with Discontinuous Motions:

NASA Astrophysics Data System (ADS)

Michel, Anthony N.; Hou, Ling

In this paper we present a stability theory for discontinuous dynamical systems (DDS): continuous-time systems whose motions are not necessarily continuous with respect to time. We show that this theory is not only applicable in the analysis of DDS, but also in the analysis of continuous dynamical systems (continuous-time systems whose motions are continuous with respect to time), discrete-time dynamical systems (systems whose motions are defined at discrete points in time) and hybrid dynamical systems (HDS) (systems whose descriptions involve simultaneously continuous-time and discrete-time). We show that the stability results for DDS are in general less conservative than the corresponding well-known classical Lyapunov results for continuous dynamical systems and discrete-time dynamical systems. Although the DDS stability results are applicable to general dynamical systems defined on metric spaces (divorced from any kind of description by differential equations, or any other kinds of equations), we confine ourselves to finite-dimensional dynamical systems defined by ordinary differential equations and difference equations, to make this paper as widely accessible as possible. We present only sample results, namely, results for uniform asymptotic stability in the large.

Convergence of high order memory kernels in the Nakajima-Zwanzig generalized master equation and rate constants: Case study of the spin-boson model.

PubMed

Xu, Meng; Yan, Yaming; Liu, Yanying; Shi, Qiang

2018-04-28

The Nakajima-Zwanzig generalized master equation provides a formally exact framework to simulate quantum dynamics in condensed phases. Yet, the exact memory kernel is hard to obtain and calculations based on perturbative expansions are often employed. By using the spin-boson model as an example, we assess the convergence of high order memory kernels in the Nakajima-Zwanzig generalized master equation. The exact memory kernels are calculated by combining the hierarchical equation of motion approach and the Dyson expansion of the exact memory kernel. High order expansions of the memory kernels are obtained by extending our previous work to calculate perturbative expansions of open system quantum dynamics [M. Xu et al., J. Chem. Phys. 146, 064102 (2017)]. It is found that the high order expansions do not necessarily converge in certain parameter regimes where the exact kernel show a long memory time, especially in cases of slow bath, weak system-bath coupling, and low temperature. Effectiveness of the Padé and Landau-Zener resummation approaches is tested, and the convergence of higher order rate constants beyond Fermi's golden rule is investigated.

Convergence of high order memory kernels in the Nakajima-Zwanzig generalized master equation and rate constants: Case study of the spin-boson model

NASA Astrophysics Data System (ADS)

Xu, Meng; Yan, Yaming; Liu, Yanying; Shi, Qiang

2018-04-01

The Nakajima-Zwanzig generalized master equation provides a formally exact framework to simulate quantum dynamics in condensed phases. Yet, the exact memory kernel is hard to obtain and calculations based on perturbative expansions are often employed. By using the spin-boson model as an example, we assess the convergence of high order memory kernels in the Nakajima-Zwanzig generalized master equation. The exact memory kernels are calculated by combining the hierarchical equation of motion approach and the Dyson expansion of the exact memory kernel. High order expansions of the memory kernels are obtained by extending our previous work to calculate perturbative expansions of open system quantum dynamics [M. Xu et al., J. Chem. Phys. 146, 064102 (2017)]. It is found that the high order expansions do not necessarily converge in certain parameter regimes where the exact kernel show a long memory time, especially in cases of slow bath, weak system-bath coupling, and low temperature. Effectiveness of the Padé and Landau-Zener resummation approaches is tested, and the convergence of higher order rate constants beyond Fermi's golden rule is investigated.

Master equation for open two-band systems and its applications to Hall conductance

NASA Astrophysics Data System (ADS)

Shen, H. Z.; Zhang, S. S.; Dai, C. M.; Yi, X. X.

2018-02-01

Hall conductivity in the presence of a dephasing environment has recently been investigated with a dissipative term introduced phenomenologically. In this paper, we study the dissipative topological insulator (TI) and its topological transition in the presence of quantized electromagnetic environments. A Lindblad-type equation is derived to determine the dynamics of a two-band system. When the two-band model describes TIs, the environment may be the fluctuations of radiation that surround the TIs. We find the dependence of decay rates in the master equation on Bloch vectors in the two-band system, which leads to a mixing of the band occupations. Hence the environment-induced current is in general not perfectly topological in the presence of coupling to the environment, although deviations are small in the weak limit. As an illustration, we apply the Bloch-vector-dependent master equation to TIs and calculate the Hall conductance of tight-binding electrons in a two-dimensional lattice. The influence of environments on the Hall conductance is presented and discussed. The calculations show that the phase transition points of the TIs are robust against the quantized electromagnetic environment. The results might bridge the gap between quantum optics and topological photonic materials.

PsiQuaSP-A library for efficient computation of symmetric open quantum systems.

PubMed

Gegg, Michael; Richter, Marten

2017-11-24

In a recent publication we showed that permutation symmetry reduces the numerical complexity of Lindblad quantum master equations for identical multi-level systems from exponential to polynomial scaling. This is important for open system dynamics including realistic system bath interactions and dephasing in, for instance, the Dicke model, multi-Λ system setups etc. Here we present an object-oriented C++ library that allows to setup and solve arbitrary quantum optical Lindblad master equations, especially those that are permutationally symmetric in the multi-level systems. PsiQuaSP (Permutation symmetry for identical Quantum Systems Package) uses the PETSc package for sparse linear algebra methods and differential equations as basis. The aim of PsiQuaSP is to provide flexible, storage efficient and scalable code while being as user friendly as possible. It is easily applied to many quantum optical or quantum information systems with more than one multi-level system. We first review the basics of the permutation symmetry for multi-level systems in quantum master equations. The application of PsiQuaSP to quantum dynamical problems is illustrated with several typical, simple examples of open quantum optical systems.

The Master Equation for Two-Level Accelerated Systems at Finite Temperature

NASA Astrophysics Data System (ADS)

Tomazelli, J. L.; Cunha, R. O.

2016-10-01

In this work, we study the behaviour of two weakly coupled quantum systems, described by a separable density operator; one of them is a single oscillator, representing a microscopic system, while the other is a set of oscillators which perform the role of a reservoir in thermal equilibrium. From the Liouville-Von Neumann equation for the reduced density operator, we devise the master equation that governs the evolution of the microscopic system, incorporating the effects of temperature via Thermofield Dynamics formalism by suitably redefining the vacuum of the macroscopic system. As applications, we initially investigate the behaviour of a Fermi oscillator in the presence of a heat bath consisting of a set of Fermi oscillators and that of an atomic two-level system interacting with a scalar radiation field, considered as a reservoir, by constructing the corresponding master equation which governs the time evolution of both sub-systems at finite temperature. Finally, we calculate the energy variation rates for the atom and the field, as well as the atomic population levels, both in the inertial case and at constant proper acceleration, considering the two-level system as a prototype of an Unruh detector, for admissible couplings of the radiation field.

Multifractal analysis of time series generated by discrete Ito equations

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

Telesca, Luciano; Czechowski, Zbigniew; Lovallo, Michele

2015-06-15

In this study, we show that discrete Ito equations with short-tail Gaussian marginal distribution function generate multifractal time series. The multifractality is due to the nonlinear correlations, which are hidden in Markov processes and are generated by the interrelation between the drift and the multiplicative stochastic forces in the Ito equation. A link between the range of the generalized Hurst exponents and the mean of the squares of all averaged net forces is suggested.

Numerical solution of the Hele-Shaw equations

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

Whitaker, N.

1987-04-01

An algorithm is presented for approximating the motion of the interface between two immiscible fluids in a Hele-Shaw cell. The interface is represented by a set of volume fractions. We use the Simple Line Interface Calculation method along with the method of fractional steps to transport the interface. The equation of continuity leads to a Poisson equation for the pressure. The Poisson equation is discretized. Near the interface where the velocity field is discontinuous, the discretization is based on a weak formulation of the continuity equation. Interpolation is used on each side of the interface to increase the accuracy ofmore » the algorithm. The weak formulation as well as the interpolation are based on the computed volume fractions. This treatment of the interface is new. The discretized equations are solved by a modified conjugate gradient method. Surface tension is included and the curvature is computed through the use of osculating circles. For perturbations of small amplitude, a surprisingly good agreement is found between the numerical results and linearized perturbation theory. Numerical results are presented for the finite amplitude growth of unstable fingers. 62 refs., 13 figs.« less

Preserving the Helmholtz dispersion relation: One-way acoustic wave propagation using matrix square roots

NASA Astrophysics Data System (ADS)

Keefe, Laurence

2016-11-01

Parabolized acoustic propagation in transversely inhomogeneous media is described by the operator update equation U (x , y , z + Δz) =eik0 (- 1 +√{ 1 + Z }) U (x , y , z) for evolution of the envelope of a wavetrain solution to the original Helmholtz equation. Here the operator, Z =∇T2 + (n2 - 1) , involves the transverse Laplacian and the refractive index distribution. Standard expansion techniques (on the assumption Z << 1)) produce pdes that approximate, to greater or lesser extent, the full dispersion relation of the original Helmholtz equation, except that none of them describe evanescent/damped waves without special modifications to the expansion coefficients. Alternatively, a discretization of both the envelope and the operator converts the operator update equation into a matrix multiply, and existing theorems on matrix functions demonstrate that the complete (discrete) Helmholtz dispersion relation, including evanescent/damped waves, is preserved by this discretization. Propagation-constant/damping-rates contour comparisons for the operator equation and various approximations demonstrate this point, and how poorly the lowest-order, textbook, parabolized equation describes propagation in lined ducts.

New preconditioning strategy for Jacobian-free solvers for variably saturated flows with Richards’ equation

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

Lipnikov, Konstantin; Moulton, David; Svyatskiy, Daniil

2016-04-29

We develop a new approach for solving the nonlinear Richards’ equation arising in variably saturated flow modeling. The growing complexity of geometric models for simulation of subsurface flows leads to the necessity of using unstructured meshes and advanced discretization methods. Typically, a numerical solution is obtained by first discretizing PDEs and then solving the resulting system of nonlinear discrete equations with a Newton-Raphson-type method. Efficiency and robustness of the existing solvers rely on many factors, including an empiric quality control of intermediate iterates, complexity of the employed discretization method and a customized preconditioner. We propose and analyze a new preconditioningmore » strategy that is based on a stable discretization of the continuum Jacobian. We will show with numerical experiments for challenging problems in subsurface hydrology that this new preconditioner improves convergence of the existing Jacobian-free solvers 3-20 times. Furthermore, we show that the Picard method with this preconditioner becomes a more efficient nonlinear solver than a few widely used Jacobian-free solvers.« less

Stability analysis of implicit time discretizations for the Compton-scattering Fokker-Planck equation

NASA Astrophysics Data System (ADS)

Densmore, Jeffery D.; Warsa, James S.; Lowrie, Robert B.; Morel, Jim E.

2009-09-01

The Fokker-Planck equation is a widely used approximation for modeling the Compton scattering of photons in high energy density applications. In this paper, we perform a stability analysis of three implicit time discretizations for the Compton-Scattering Fokker-Planck equation. Specifically, we examine (i) a Semi-Implicit (SI) scheme that employs backward-Euler differencing but evaluates temperature-dependent coefficients at their beginning-of-time-step values, (ii) a Fully Implicit (FI) discretization that instead evaluates temperature-dependent coefficients at their end-of-time-step values, and (iii) a Linearized Implicit (LI) scheme, which is developed by linearizing the temperature dependence of the FI discretization within each time step. Our stability analysis shows that the FI and LI schemes are unconditionally stable and cannot generate oscillatory solutions regardless of time-step size, whereas the SI discretization can suffer from instabilities and nonphysical oscillations for sufficiently large time steps. With the results of this analysis, we present time-step limits for the SI scheme that prevent undesirable behavior. We test the validity of our stability analysis and time-step limits with a set of numerical examples.

First-Principles Modeling Of Electromagnetic Scattering By Discrete and Discretely Heterogeneous Random Media

NASA Technical Reports Server (NTRS)

Mishchenko, Michael I.; Dlugach, Janna M.; Yurkin, Maxim A.; Bi, Lei; Cairns, Brian; Liu, Li; Panetta, R. Lee; Travis, Larry D.; Yang, Ping; Zakharova, Nadezhda T.

2016-01-01

A discrete random medium is an object in the form of a finite volume of a vacuum or a homogeneous material medium filled with quasi-randomly and quasi-uniformly distributed discrete macroscopic impurities called small particles. Such objects are ubiquitous in natural and artificial environments. They are often characterized by analyzing theoretically the results of laboratory, in situ, or remote-sensing measurements of the scattering of light and other electromagnetic radiation. Electromagnetic scattering and absorption by particles can also affect the energy budget of a discrete random medium and hence various ambient physical and chemical processes. In either case electromagnetic scattering must be modeled in terms of appropriate optical observables, i.e., quadratic or bilinear forms in the field that quantify the reading of a relevant optical instrument or the electromagnetic energy budget. It is generally believed that time-harmonic Maxwell's equations can accurately describe elastic electromagnetic scattering by macroscopic particulate media that change in time much more slowly than the incident electromagnetic field. However, direct solutions of these equations for discrete random media had been impracticable until quite recently. This has led to a widespread use of various phenomenological approaches in situations when their very applicability can be questioned. Recently, however, a new branch of physical optics has emerged wherein electromagnetic scattering by discrete and discretely heterogeneous random media is modeled directly by using analytical or numerically exact computer solutions of the Maxwell equations. Therefore, the main objective of this Report is to formulate the general theoretical framework of electromagnetic scattering by discrete random media rooted in the Maxwell- Lorentz electromagnetics and discuss its immediate analytical and numerical consequences. Starting from the microscopic Maxwell-Lorentz equations, we trace the development of the first principles formalism enabling accurate calculations of monochromatic and quasi-monochromatic scattering by static and randomly varying multiparticle groups. We illustrate how this general framework can be coupled with state-of-the-art computer solvers of the Maxwell equations and applied to direct modeling of electromagnetic scattering by representative random multi-particle groups with arbitrary packing densities. This first-principles modeling yields general physical insights unavailable with phenomenological approaches. We discuss how the first-order-scattering approximation, the radiative transfer theory, and the theory of weak localization of electromagnetic waves can be derived as immediate corollaries of the Maxwell equations for very specific and well-defined kinds of particulate medium. These recent developments confirm the mesoscopic origin of the radiative transfer, weak localization, and effective-medium regimes and help evaluate the numerical accuracy of widely used approximate modeling methodologies.

First-principles modeling of electromagnetic scattering by discrete and discretely heterogeneous random media.

PubMed

Mishchenko, Michael I; Dlugach, Janna M; Yurkin, Maxim A; Bi, Lei; Cairns, Brian; Liu, Li; Panetta, R Lee; Travis, Larry D; Yang, Ping; Zakharova, Nadezhda T

2016-05-16

A discrete random medium is an object in the form of a finite volume of a vacuum or a homogeneous material medium filled with quasi-randomly and quasi-uniformly distributed discrete macroscopic impurities called small particles. Such objects are ubiquitous in natural and artificial environments. They are often characterized by analyzing theoretically the results of laboratory, in situ , or remote-sensing measurements of the scattering of light and other electromagnetic radiation. Electromagnetic scattering and absorption by particles can also affect the energy budget of a discrete random medium and hence various ambient physical and chemical processes. In either case electromagnetic scattering must be modeled in terms of appropriate optical observables, i.e., quadratic or bilinear forms in the field that quantify the reading of a relevant optical instrument or the electromagnetic energy budget. It is generally believed that time-harmonic Maxwell's equations can accurately describe elastic electromagnetic scattering by macroscopic particulate media that change in time much more slowly than the incident electromagnetic field. However, direct solutions of these equations for discrete random media had been impracticable until quite recently. This has led to a widespread use of various phenomenological approaches in situations when their very applicability can be questioned. Recently, however, a new branch of physical optics has emerged wherein electromagnetic scattering by discrete and discretely heterogeneous random media is modeled directly by using analytical or numerically exact computer solutions of the Maxwell equations. Therefore, the main objective of this Report is to formulate the general theoretical framework of electromagnetic scattering by discrete random media rooted in the Maxwell-Lorentz electromagnetics and discuss its immediate analytical and numerical consequences. Starting from the microscopic Maxwell-Lorentz equations, we trace the development of the first-principles formalism enabling accurate calculations of monochromatic and quasi-monochromatic scattering by static and randomly varying multiparticle groups. We illustrate how this general framework can be coupled with state-of-the-art computer solvers of the Maxwell equations and applied to direct modeling of electromagnetic scattering by representative random multi-particle groups with arbitrary packing densities. This first-principles modeling yields general physical insights unavailable with phenomenological approaches. We discuss how the first-order-scattering approximation, the radiative transfer theory, and the theory of weak localization of electromagnetic waves can be derived as immediate corollaries of the Maxwell equations for very specific and well-defined kinds of particulate medium. These recent developments confirm the mesoscopic origin of the radiative transfer, weak localization, and effective-medium regimes and help evaluate the numerical accuracy of widely used approximate modeling methodologies.

First-principles modeling of electromagnetic scattering by discrete and discretely heterogeneous random media

PubMed Central

Mishchenko, Michael I.; Dlugach, Janna M.; Yurkin, Maxim A.; Bi, Lei; Cairns, Brian; Liu, Li; Panetta, R. Lee; Travis, Larry D.; Yang, Ping; Zakharova, Nadezhda T.

2018-01-01

A discrete random medium is an object in the form of a finite volume of a vacuum or a homogeneous material medium filled with quasi-randomly and quasi-uniformly distributed discrete macroscopic impurities called small particles. Such objects are ubiquitous in natural and artificial environments. They are often characterized by analyzing theoretically the results of laboratory, in situ, or remote-sensing measurements of the scattering of light and other electromagnetic radiation. Electromagnetic scattering and absorption by particles can also affect the energy budget of a discrete random medium and hence various ambient physical and chemical processes. In either case electromagnetic scattering must be modeled in terms of appropriate optical observables, i.e., quadratic or bilinear forms in the field that quantify the reading of a relevant optical instrument or the electromagnetic energy budget. It is generally believed that time-harmonic Maxwell’s equations can accurately describe elastic electromagnetic scattering by macroscopic particulate media that change in time much more slowly than the incident electromagnetic field. However, direct solutions of these equations for discrete random media had been impracticable until quite recently. This has led to a widespread use of various phenomenological approaches in situations when their very applicability can be questioned. Recently, however, a new branch of physical optics has emerged wherein electromagnetic scattering by discrete and discretely heterogeneous random media is modeled directly by using analytical or numerically exact computer solutions of the Maxwell equations. Therefore, the main objective of this Report is to formulate the general theoretical framework of electromagnetic scattering by discrete random media rooted in the Maxwell–Lorentz electromagnetics and discuss its immediate analytical and numerical consequences. Starting from the microscopic Maxwell–Lorentz equations, we trace the development of the first-principles formalism enabling accurate calculations of monochromatic and quasi-monochromatic scattering by static and randomly varying multiparticle groups. We illustrate how this general framework can be coupled with state-of-the-art computer solvers of the Maxwell equations and applied to direct modeling of electromagnetic scattering by representative random multi-particle groups with arbitrary packing densities. This first-principles modeling yields general physical insights unavailable with phenomenological approaches. We discuss how the first-order-scattering approximation, the radiative transfer theory, and the theory of weak localization of electromagnetic waves can be derived as immediate corollaries of the Maxwell equations for very specific and well-defined kinds of particulate medium. These recent developments confirm the mesoscopic origin of the radiative transfer, weak localization, and effective-medium regimes and help evaluate the numerical accuracy of widely used approximate modeling methodologies. PMID:29657355

Resonance fluorescence in the resolvent-operator formalism

NASA Astrophysics Data System (ADS)

Debierre, V.; Harman, Z.

2017-10-01

The Mollow spectrum for the light scattered by a driven two-level atom is derived in the resolvent operator formalism. The derivation is based on the construction of a master equation from the resolvent operator of the atom-field system. We show that the natural linewidth of the excited atomic level remains essentially unmodified, to a very good level of approximation, even in the strong-field regime, where Rabi flopping becomes relevant inside the self-energy loop that yields the linewidth. This ensures that the obtained master equation and the spectrum derived matches that of Mollow.

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

Chen, Chuchu, E-mail: chenchuchu@lsec.cc.ac.cn; Hong, Jialin, E-mail: hjl@lsec.cc.ac.cn; Zhang, Liying, E-mail: lyzhang@lsec.cc.ac.cn

Stochastic Maxwell equations with additive noise are a system of stochastic Hamiltonian partial differential equations intrinsically, possessing the stochastic multi-symplectic conservation law. It is shown that the averaged energy increases linearly with respect to the evolution of time and the flow of stochastic Maxwell equations with additive noise preserves the divergence in the sense of expectation. Moreover, we propose three novel stochastic multi-symplectic methods to discretize stochastic Maxwell equations in order to investigate the preservation of these properties numerically. We make theoretical discussions and comparisons on all of the three methods to observe that all of them preserve the correspondingmore » discrete version of the averaged divergence. Meanwhile, we obtain the corresponding dissipative property of the discrete averaged energy satisfied by each method. Especially, the evolution rates of the averaged energies for all of the three methods are derived which are in accordance with the continuous case. Numerical experiments are performed to verify our theoretical results.« less

Derivation and computation of discrete-delay and continuous-delay SDEs in mathematical biology.

PubMed

Allen, Edward J

2014-06-01

Stochastic versions of several discrete-delay and continuous-delay differential equations, useful in mathematical biology, are derived from basic principles carefully taking into account the demographic, environmental, or physiological randomness in the dynamic processes. In particular, stochastic delay differential equation (SDDE) models are derived and studied for Nicholson's blowflies equation, Hutchinson's equation, an SIS epidemic model with delay, bacteria/phage dynamics, and glucose/insulin levels. Computational methods for approximating the SDDE models are described. Comparisons between computational solutions of the SDDEs and independently formulated Monte Carlo calculations support the accuracy of the derivations and of the computational methods.

Vortex breakdown simulation - A circumspect study of the steady, laminar, axisymmetric model

NASA Technical Reports Server (NTRS)

Salas, M. D.; Kuruvila, G.

1989-01-01

The incompressible axisymmetric steady Navier-Stokes equations are written using the streamfunction-vorticity formulation. The resulting equations are discretized using a second-order central-difference scheme. The discretized equations are linearized and then solved using an exact LU decomposition, Gaussian elimination, and Newton iteration. Solutions are presented for Reynolds numbers (based on vortex core radius) 100-1800 and swirl parameter 0.9-1.1. The effects of inflow boundary conditions, the location of farfield and outflow boundaries, and mesh refinement are examined. Finally, the stability of the steady solutions is investigated by solving the time-dependent equations.

Improving multilevel Monte Carlo for stochastic differential equations with application to the Langevin equation

PubMed Central

Müller, Eike H.; Scheichl, Rob; Shardlow, Tony

2015-01-01

This paper applies several well-known tricks from the numerical treatment of deterministic differential equations to improve the efficiency of the multilevel Monte Carlo (MLMC) method for stochastic differential equations (SDEs) and especially the Langevin equation. We use modified equations analysis as an alternative to strong-approximation theory for the integrator, and we apply this to introduce MLMC for Langevin-type equations with integrators based on operator splitting. We combine this with extrapolation and investigate the use of discrete random variables in place of the Gaussian increments, which is a well-known technique for the weak approximation of SDEs. We show that, for small-noise problems, discrete random variables can lead to an increase in efficiency of almost two orders of magnitude for practical levels of accuracy. PMID:27547075

Improving multilevel Monte Carlo for stochastic differential equations with application to the Langevin equation.

PubMed

Müller, Eike H; Scheichl, Rob; Shardlow, Tony

2015-04-08

This paper applies several well-known tricks from the numerical treatment of deterministic differential equations to improve the efficiency of the multilevel Monte Carlo (MLMC) method for stochastic differential equations (SDEs) and especially the Langevin equation. We use modified equations analysis as an alternative to strong-approximation theory for the integrator, and we apply this to introduce MLMC for Langevin-type equations with integrators based on operator splitting. We combine this with extrapolation and investigate the use of discrete random variables in place of the Gaussian increments, which is a well-known technique for the weak approximation of SDEs. We show that, for small-noise problems, discrete random variables can lead to an increase in efficiency of almost two orders of magnitude for practical levels of accuracy.

Discrete exterior calculus approach for discretizing Maxwell's equations on face-centered cubic grids for FDTD

NASA Astrophysics Data System (ADS)

Salmasi, Mahbod; Potter, Michael

2018-07-01

Maxwell's equations are discretized on a Face-Centered Cubic (FCC) lattice instead of a simple cubic as an alternative to the standard Yee method for improvements in numerical dispersion characteristics and grid isotropy of the method. Explicit update equations and numerical dispersion expressions, and the stability criteria are derived. Also, several tools available to the standard Yee method such as PEC/PMC boundary conditions, absorbing boundary conditions, and scattered field formulation are extended to this method as well. A comparison between the FCC and the Yee formulations is made, showing that the FCC method exhibits better dispersion compared to its Yee counterpart. Simulations are provided to demonstrate both the accuracy and grid isotropy improvement of the method.

Numerical simulations of three-dimensional laminar flow over a backward facing step; flow near side walls

NASA Technical Reports Server (NTRS)

Steinthorsson, Erlendur; Liou, Meng-Sing; Povinelli, Louis A.; Arnone, Andrea

1993-01-01

This paper reports the results of numerical simulations of steady, laminar flow over a backward-facing step. The governing equations used in the simulations are the full 'compressible' Navier-Stokes equations, solutions to which were computed by using a cell-centered, finite volume discretization. The convection terms of the governing equations were discretized by using the Advection Upwind Splitting Method (AUSM), whereas the diffusion terms were discretized using central differencing formulas. The validity and accuracy of the numerical solutions were verified by comparing the results to existing experimental data for flow at identical Reynolds numbers in the same back step geometry. The paper focuses attention on the details of the flow field near the side wall of the geometry.

Studying relaxation phenomena via effective master equations

NASA Astrophysics Data System (ADS)

Chan, David; Wan, Jones T. K.; Chu, L. L.; Yu, K. W.

2000-04-01

The real-time dynamics of various relaxation phenomena can be conveniently formulated by a master equation with the enumeration of transition rates between given classes of conformations. To study the relaxation time towards equilibrium, it suffices to solve for the second largest eigenvalue of the resulting eigenvalue equation. Generally speaking, there is no analytic solution for the dynamic equation. Mean-field approaches generally yield misleading results while the presumably exact Monte-Carlo methods require prohibitive time steps in most real systems. In this work, we propose an exact decimation procedure for reducing the number of conformations significantly, while there is no loss of information, i.e., the reduced (or effective) equation is an exact transformed version of the original one. However, we have to pay the price: the initial Markovianity of the evolution equation is lost and the reduced equation contains memory terms in the transition rates. Since the transformed equation has significantly reduced number of degrees of freedom, the systems can readily be diagonalized by iterative means, to obtain the exact second largest eigenvalue and hence the relaxation time. The decimation method has been applied to various relaxation equations with generally desirable results. The advantages and limitations of the method will be discussed.

State transformations and Hamiltonian structures for optimal control in discrete systems

NASA Astrophysics Data System (ADS)

Sieniutycz, S.

2006-04-01

Preserving usual definition of Hamiltonian H as the scalar product of rates and generalized momenta we investigate two basic classes of discrete optimal control processes governed by the difference rather than differential equations for the state transformation. The first class, linear in the time interval θ, secures the constancy of optimal H and satisfies a discrete Hamilton-Jacobi equation. The second class, nonlinear in θ, does not assure the constancy of optimal H and satisfies only a relationship that may be regarded as an equation of Hamilton-Jacobi type. The basic question asked is if and when Hamilton's canonical structures emerge in optimal discrete systems. For a constrained discrete control, general optimization algorithms are derived that constitute powerful theoretical and computational tools when evaluating extremum properties of constrained physical systems. The mathematical basis is Bellman's method of dynamic programming (DP) and its extension in the form of the so-called Carathéodory-Boltyanski (CB) stage optimality criterion which allows a variation of the terminal state that is otherwise fixed in Bellman's method. For systems with unconstrained intervals of the holdup time θ two powerful optimization algorithms are obtained: an unconventional discrete algorithm with a constant H and its counterpart for models nonlinear in θ. We also present the time-interval-constrained extension of the second algorithm. The results are general; namely, one arrives at: discrete canonical equations of Hamilton, maximum principles, and (at the continuous limit of processes with free intervals of time) the classical Hamilton-Jacobi theory, along with basic results of variational calculus. A vast spectrum of applications and an example are briefly discussed with particular attention paid to models nonlinear in the time interval θ.

Numerical solution of the two-dimensional time-dependent incompressible Euler equations

NASA Technical Reports Server (NTRS)

Whitfield, David L.; Taylor, Lafayette K.

1994-01-01

A numerical method is presented for solving the artificial compressibility form of the 2D time-dependent incompressible Euler equations. The approach is based on using an approximate Riemann solver for the cell face numerical flux of a finite volume discretization. Characteristic variable boundary conditions are developed and presented for all boundaries and in-flow out-flow situations. The system of algebraic equations is solved using the discretized Newton-relaxation (DNR) implicit method. Numerical results are presented for both steady and unsteady flow.

Parameter estimation problems for distributed systems using a multigrid method

NASA Technical Reports Server (NTRS)

Ta'asan, Shlomo; Dutt, Pravir

1990-01-01

The problem of estimating spatially varying coefficients of partial differential equations is considered from observation of the solution and of the right hand side of the equation. It is assumed that the observations are distributed in the domain and that enough observations are given. A method of discretization and an efficient multigrid method for solving the resulting discrete systems are described. Numerical results are presented for estimation of coefficients in an elliptic and a parabolic partial differential equation.

Time-discretized steady compressible Navier-Stokes equations with inflow and outflow boundaries

NASA Astrophysics Data System (ADS)

Yoon, Gangjoon; Yang, Sung-Dae; Song, Minsu; Gunzburger, Max

2013-12-01

The time-discretized steady compressible Navier-Stokes equations in n-dimensional bounded domains with the velocity specified only at the inflow boundary are considered. The existence and uniqueness of L p solutions are proved for p > n. For time-discretized steady flows, results of Kweon and Kellogg and of Kweon and Song are extended in a manner that allows for more general domains and for density-dependent viscosity coefficients. Moreover, we only require p > n which is a critical barrier in the previous works.

Periodic measure for the stochastic equation of the barotropic viscous gas in a discretized one-dimensional domain

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

Benseghir, Rym, E-mail: benseghirrym@ymail.com, E-mail: benseghirrym@ymail.com; Benchettah, Azzedine, E-mail: abenchettah@hotmail.com; Raynaud de Fitte, Paul, E-mail: prf@univ-rouen.fr

2015-11-30

A stochastic equation system corresponding to the description of the motion of a barotropic viscous gas in a discretized one-dimensional domain with a weight regularizing the density is considered. In [2], the existence of an invariant measure was established for this discretized problem in the stationary case. In this paper, applying a slightly modified version of Khas’minskii’s theorem [5], we generalize this result in the periodic case by proving the existence of a periodic measure for this problem.

New discretization and solution techniques for incompressible viscous flow problems

NASA Technical Reports Server (NTRS)

Gunzburger, M. D.; Nicolaides, R. A.; Liu, C. H.

1983-01-01

Several topics arising in the finite element solution of the incompressible Navier-Stokes equations are considered. Specifically, the question of choosing finite element velocity/pressure spaces is addressed, particularly from the viewpoint of achieving stable discretizations leading to convergent pressure approximations. The role of artificial viscosity in viscous flow calculations is studied, emphasizing work by several researchers for the anisotropic case. The last section treats the problem of solving the nonlinear systems of equations which arise from the discretization. Time marching methods and classical iterative techniques, as well as some modifications are mentioned.

A consistent hierarchy of generalized kinetic equation approximations to the master equation applied to surface catalysis.

PubMed

Herschlag, Gregory J; Mitran, Sorin; Lin, Guang

2015-06-21

We develop a hierarchy of approximations to the master equation for systems that exhibit translational invariance and finite-range spatial correlation. Each approximation within the hierarchy is a set of ordinary differential equations that considers spatial correlations of varying lattice distance; the assumption is that the full system will have finite spatial correlations and thus the behavior of the models within the hierarchy will approach that of the full system. We provide evidence of this convergence in the context of one- and two-dimensional numerical examples. Lower levels within the hierarchy that consider shorter spatial correlations are shown to be up to three orders of magnitude faster than traditional kinetic Monte Carlo methods (KMC) for one-dimensional systems, while predicting similar system dynamics and steady states as KMC methods. We then test the hierarchy on a two-dimensional model for the oxidation of CO on RuO2(110), showing that low-order truncations of the hierarchy efficiently capture the essential system dynamics. By considering sequences of models in the hierarchy that account for longer spatial correlations, successive model predictions may be used to establish empirical approximation of error estimates. The hierarchy may be thought of as a class of generalized phenomenological kinetic models since each element of the hierarchy approximates the master equation and the lowest level in the hierarchy is identical to a simple existing phenomenological kinetic models.

One parameter family of master equations for logistic growth and BCM theory

NASA Astrophysics Data System (ADS)

De Oliveira, L. R.; Castellani, C.; Turchetti, G.

2015-02-01

We propose a one parameter family of master equations, for the evolution of a population, having the logistic equation as mean field limit. The parameter α determines the relative weight of linear versus nonlinear terms in the population number n ⩽ N entering the loss term. By varying α from 0 to 1 the equilibrium distribution changes from maximum growth to almost extinction. The former is a Gaussian centered at n = N, the latter is a power law peaked at n = 1. A bimodal distribution is observed in the transition region. When N grows and tends to ∞, keeping the value of α fixed, the distribution tends to a Gaussian centered at n = N whose limit is a delta function corresponding to the stable equilibrium of the mean field equation. The choice of the master equation in this family depends on the equilibrium distribution for finite values of N. The presence of an absorbing state for n = 0 does not change this picture since the extinction mean time grows exponentially fast with N. As a consequence for α close to zero extinction is not observed, whereas when α approaches 1 the relaxation to a power law is observed before extinction occurs. We extend this approach to a well known model of synaptic plasticity, the so called BCM theory in the case of a single neuron with one or two synapses.

Stochastic switching in biology: from genotype to phenotype

NASA Astrophysics Data System (ADS)

Bressloff, Paul C.

2017-03-01

There has been a resurgence of interest in non-equilibrium stochastic processes in recent years, driven in part by the observation that the number of molecules (genes, mRNA, proteins) involved in gene expression are often of order 1-1000. This means that deterministic mass-action kinetics tends to break down, and one needs to take into account the discrete, stochastic nature of biochemical reactions. One of the major consequences of molecular noise is the occurrence of stochastic biological switching at both the genotypic and phenotypic levels. For example, individual gene regulatory networks can switch between graded and binary responses, exhibit translational/transcriptional bursting, and support metastability (noise-induced switching between states that are stable in the deterministic limit). If random switching persists at the phenotypic level then this can confer certain advantages to cell populations growing in a changing environment, as exemplified by bacterial persistence in response to antibiotics. Gene expression at the single-cell level can also be regulated by changes in cell density at the population level, a process known as quorum sensing. In contrast to noise-driven phenotypic switching, the switching mechanism in quorum sensing is stimulus-driven and thus noise tends to have a detrimental effect. A common approach to modeling stochastic gene expression is to assume a large but finite system and to approximate the discrete processes by continuous processes using a system-size expansion. However, there is a growing need to have some familiarity with the theory of stochastic processes that goes beyond the standard topics of chemical master equations, the system-size expansion, Langevin equations and the Fokker-Planck equation. Examples include stochastic hybrid systems (piecewise deterministic Markov processes), large deviations and the Wentzel-Kramers-Brillouin (WKB) method, adiabatic reductions, and queuing/renewal theory. The major aim of this review is to provide a self-contained survey of these mathematical methods, mainly within the context of biological switching processes at both the genotypic and phenotypic levels. However, applications to other examples of biological switching are also discussed, including stochastic ion channels, diffusion in randomly switching environments, bacterial chemotaxis, and stochastic neural networks.

Navier-Stokes Dynamics by a Discrete Boltzmann Model

NASA Technical Reports Server (NTRS)

Rubinstein, Robet

2010-01-01

This work investigates the possibility of particle-based algorithms for the Navier-Stokes equations and higher order continuum approximations of the Boltzmann equation; such algorithms would generalize the well-known Pullin scheme for the Euler equations. One such method is proposed in the context of a discrete velocity model of the Boltzmann equation. Preliminary results on shock structure are consistent with the expectation that the shock should be much broader than the near discontinuity predicted by the Pullin scheme, yet narrower than the prediction of the Boltzmann equation. We discuss the extension of this essentially deterministic method to a stochastic particle method that, like DSMC, samples the distribution function rather than resolving it completely.

Generalized Onsager's reciprocal relations for the master and Fokker-Planck equations

NASA Astrophysics Data System (ADS)

Peng, Liangrong; Zhu, Yi; Hong, Liu

2018-06-01

The Onsager's reciprocal relation plays a fundamental role in the nonequilibrium thermodynamics. However, unfortunately, its classical version is valid only within a narrow region near equilibrium due to the linear regression hypothesis, which largely restricts its usage. In this paper, based on the conservation-dissipation formalism, a generalized version of Onsager's relations for the master equations and Fokker-Planck equations was derived. Nonlinear constitutive relations with nonsymmetric and positively stable operators, which become symmetric under the detailed balance condition, constitute key features of this new generalization. Similar conclusions also hold for many other classical models in physics and chemistry, which in turn make the current study as a benchmark for the application of generalized Onsager's relations in nonequilibrium thermodynamics.

Memory Effects and Nonequilibrium Correlations in the Dynamics of Open Quantum Systems

NASA Astrophysics Data System (ADS)

Morozov, V. G.

2018-01-01

We propose a systematic approach to the dynamics of open quantum systems in the framework of Zubarev's nonequilibrium statistical operator method. The approach is based on the relation between ensemble means of the Hubbard operators and the matrix elements of the reduced statistical operator of an open quantum system. This key relation allows deriving master equations for open systems following a scheme conceptually identical to the scheme used to derive kinetic equations for distribution functions. The advantage of the proposed formalism is that some relevant dynamical correlations between an open system and its environment can be taken into account. To illustrate the method, we derive a non-Markovian master equation containing the contribution of nonequilibrium correlations associated with energy conservation.

Solving differential equations for Feynman integrals by expansions near singular points

NASA Astrophysics Data System (ADS)

Lee, Roman N.; Smirnov, Alexander V.; Smirnov, Vladimir A.

2018-03-01

We describe a strategy to solve differential equations for Feynman integrals by powers series expansions near singular points and to obtain high precision results for the corresponding master integrals. We consider Feynman integrals with two scales, i.e. non-trivially depending on one variable. The corresponding algorithm is oriented at situations where canonical form of the differential equations is impossible. We provide a computer code constructed with the help of our algorithm for a simple example of four-loop generalized sunset integrals with three equal non-zero masses and two zero masses. Our code gives values of the master integrals at any given point on the real axis with a required accuracy and a given order of expansion in the regularization parameter ɛ.

Graph theory and the Virasoro master equation

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

Obers, N.A.J.

1991-01-01

A brief history of affine Lie algebra, the Virasoro algebra and its culmination in the Virasoro master equation is given. By studying ansaetze of the master equation, the author obtains exact solutions and gains insight in the structure of large slices of affine-Virasoro space. He finds an isomorphism between the constructions in the ansatz SO(n){sub diag}, which is a set of unitary, generically irrational affine-Virasoro constructions on SO(n), and the unlabeled graphs of order n. On the one hand, the conformal constructions, are classified by the graphs, while, conversely, a group-theoretic and conformal field-theoretic identification is obtained for every graphmore » of graph theory. He also defines a class of magic Lie group bases in which the Virasoro master equation admits a simple metric ansatz {l brace}g{sub metric}{r brace}, whose structure is visible in the high-level expansion. When a magic basis is real on compact g, the corresponding g{sub metric} is a large system of unitary, generically irrational conformal field theories. Examples in this class include the graph-theory ansatz SO(n){sub diag} in the Cartesian basis of SO(n), and the ansatz SU(n){sub metric} in the Pauli-like basis of SU(n). Finally, he defines the sine-area graphs' of SU(n), which label the conformal field theories of SU(n){sub metric}, and he notes that, in similar fashion, each magic basis of g defines a generalized graph theory on g which labels the conformal field theories of g{sub metric}.« less

Conservative DEC Discretization of Incompressible Navier-Stokes Equations on Arbitrary Surface Simplicial Meshes

NASA Astrophysics Data System (ADS)

Mohamed, Mamdouh; Hirani, Anil; Samtaney, Ravi

2017-11-01

A conservative discretization of incompressible Navier-Stokes equations over surfaces is developed using discrete exterior calculus (DEC). The mimetic character of many of the DEC operators provides exact conservation of both mass and vorticity, in addition to superior kinetic energy conservation. The employment of signed diagonal Hodge star operators, while using the circumcentric dual defined on arbitrary meshes, is shown to produce correct solutions even when many non-Delaunay triangles pairs exist. This allows the DEC discretization to admit arbitrary surface simplicial meshes, in contrast to the previously held notion that DEC was limited only to Delaunay meshes. The discretization scheme is presented along with several numerical test cases demonstrating its numerical convergence and conservation properties. Recent developments regarding the extension to conservative higher order methods are also presented. KAUST Baseline Research Funds of R. Samtaney.

Prediction of Undsteady Flows in Turbomachinery Using the Linearized Euler Equations on Deforming Grids

NASA Technical Reports Server (NTRS)

Clark, William S.; Hall, Kenneth C.

1994-01-01

A linearized Euler solver for calculating unsteady flows in turbomachinery blade rows due to both incident gusts and blade motion is presented. The model accounts for blade loading, blade geometry, shock motion, and wake motion. Assuming that the unsteadiness in the flow is small relative to the nonlinear mean solution, the unsteady Euler equations can be linearized about the mean flow. This yields a set of linear variable coefficient equations that describe the small amplitude harmonic motion of the fluid. These linear equations are then discretized on a computational grid and solved using standard numerical techniques. For transonic flows, however, one must use a linear discretization which is a conservative linearization of the non-linear discretized Euler equations to ensure that shock impulse loads are accurately captured. Other important features of this analysis include a continuously deforming grid which eliminates extrapolation errors and hence, increases accuracy, and a new numerically exact, nonreflecting far-field boundary condition treatment based on an eigenanalysis of the discretized equations. Computational results are presented which demonstrate the computational accuracy and efficiency of the method and demonstrate the effectiveness of the deforming grid, far-field nonreflecting boundary conditions, and shock capturing techniques. A comparison of the present unsteady flow predictions to other numerical, semi-analytical, and experimental methods shows excellent agreement. In addition, the linearized Euler method presented requires one or two orders-of-magnitude less computational time than traditional time marching techniques making the present method a viable design tool for aeroelastic analyses.

A new iterative scheme for solving the discrete Smoluchowski equation

NASA Astrophysics Data System (ADS)

Smith, Alastair J.; Wells, Clive G.; Kraft, Markus

2018-01-01

This paper introduces a new iterative scheme for solving the discrete Smoluchowski equation and explores the numerical convergence properties of the method for a range of kernels admitting analytical solutions, in addition to some more physically realistic kernels typically used in kinetics applications. The solver is extended to spatially dependent problems with non-uniform velocities and its performance investigated in detail.

Cross Coursing in Mathematics: Physical Modelling in Differential Equations Crossing to Discrete Dynamical Systems

ERIC Educational Resources Information Center

Winkel, Brian

2012-01-01

We give an example of cross coursing in which a subject or approach in one course in undergraduate mathematics is used in a completely different course. This situation crosses falling body modelling in an upper level differential equations course into a modest discrete dynamical systems unit of a first-year mathematics course. (Contains 1 figure.)

The large discretization step method for time-dependent partial differential equations

NASA Technical Reports Server (NTRS)

Haras, Zigo; Taasan, Shlomo

1995-01-01

A new method for the acceleration of linear and nonlinear time dependent calculations is presented. It is based on the Large Discretization Step (LDS) approximation, defined in this work, which employs an extended system of low accuracy schemes to approximate a high accuracy discrete approximation to a time dependent differential operator. Error bounds on such approximations are derived. These approximations are efficiently implemented in the LDS methods for linear and nonlinear hyperbolic equations, presented here. In these algorithms the high and low accuracy schemes are interpreted as the same discretization of a time dependent operator on fine and coarse grids, respectively. Thus, a system of correction terms and corresponding equations are derived and solved on the coarse grid to yield the fine grid accuracy. These terms are initialized by visiting the fine grid once in many coarse grid time steps. The resulting methods are very general, simple to implement and may be used to accelerate many existing time marching schemes.

Deterministic analysis of extrinsic and intrinsic noise in an epidemiological model.

PubMed

Bayati, Basil S

2016-05-01

We couple a stochastic collocation method with an analytical expansion of the canonical epidemiological master equation to analyze the effects of both extrinsic and intrinsic noise. It is shown that depending on the distribution of the extrinsic noise, the master equation yields quantitatively different results compared to using the expectation of the distribution for the stochastic parameter. This difference is incident to the nonlinear terms in the master equation, and we show that the deviation away from the expectation of the extrinsic noise scales nonlinearly with the variance of the distribution. The method presented here converges linearly with respect to the number of particles in the system and exponentially with respect to the order of the polynomials used in the stochastic collocation calculation. This makes the method presented here more accurate than standard Monte Carlo methods, which suffer from slow, nonmonotonic convergence. In epidemiological terms, the results show that extrinsic fluctuations should be taken into account since they effect the speed of disease breakouts and that the gamma distribution should be used to model the basic reproductive number.

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

Field, Scott E.; Hesthaven, Jan S.; Lau, Stephen R.

In the context of metric perturbation theory for nonspinning black holes, extreme mass ratio binary systems are described by distributionally forced master wave equations. Numerical solution of a master wave equation as an initial boundary value problem requires initial data. However, because the correct initial data for generic-orbit systems is unknown, specification of trivial initial data is a common choice, despite being inconsistent and resulting in a solution which is initially discontinuous in time. As is well known, this choice leads to a burst of junk radiation which eventually propagates off the computational domain. We observe another potential consequence ofmore » trivial initial data: development of a persistent spurious solution, here referred to as the Jost junk solution, which contaminates the physical solution for long times. This work studies the influence of both types of junk on metric perturbations, waveforms, and self-force measurements, and it demonstrates that smooth modified source terms mollify the Jost solution and reduce junk radiation. Our concluding section discusses the applicability of these observations to other numerical schemes and techniques used to solve distributionally forced master wave equations.« less

Theoretical analysis of the overtone-induced isomerization of methyl isocyanide

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

Miller, J.A.; Chandler, D.W.

1986-10-15

A master-equation formalism is applied to the problem of overtone-induced isomerization of CH/sub 3/NC to CH/sub 3/CN. The results are compared to the experiments of Reddy and Berry, who measured the yield of isomerization as a function of pressure after excitation to the fourth and fifth overtones of the CH stretching mode. The master-equation model predicts the yield and the curvature in the yield/sup -1/ vs pressure plots observed in the experiments. For the lower overtone (50) the results are consistent with a simple strong-collider model. However, even under strong-collider conditions the yield is very sensitive to the parameters inmore » the master equation. For the upper overtone (60) the data do not fit a strong collider model and multistep deactivation dominates. We are able to determine from the data the average energy transferred in a collision by assuming a particular form for the energy-transfer function. In addition, the effect of changing the shape of the energy-transfer function is investigated.« less

Selected Aspects of Markovian and Non-Markovian Quantum Master Equations

NASA Astrophysics Data System (ADS)

Lendi, K.

A few particular marked properties of quantum dynamical equations accounting for general relaxation and dissipation are selected and summarized in brief. Most results derive from the universal concept of complete positivity. The considerations mainly regard genuinely irreversible processes as characterized by a unique asymptotically stationary final state for arbitrary initial conditions. From ordinary Markovian master equations and associated quantum dynamical semigroup time-evolution, derivations of higher order Onsager coefficients and related entropy production are discussed. For general processes including non-faithful states a regularized version of quantum relative entropy is introduced. Further considerations extend to time-dependent infinitesimal generators of time-evolution and to a possible description of propagation of initial states entangled between open system and environment. In the coherence-vector representation of the full non-Markovian equations including entangled initial states, first results are outlined towards identifying mathematical properties of a restricted class of trial integral-kernel functions suited to phenomenological applications.

The effect of memory in the stochastic master equation analyzed using the stochastic Liouville equation of motion. Electronic energy migration transfer between reorienting donor-donor, donor-acceptor chromophores

NASA Astrophysics Data System (ADS)

Håkansson, Pär; Westlund, Per-Olof

2005-01-01

This paper discusses the process of energy migration transfer within reorientating chromophores using the stochastic master equation (SME) and the stochastic Liouville equation (SLE) of motion. We have found that the SME over-estimates the rate of the energy migration compared to the SLE solution for a case of weakly interacting chromophores. This discrepancy between SME and SLE is caused by a memory effect occurring when fluctuations in the dipole-dipole Hamiltonian ( H( t)) are on the same timescale as the intrinsic fast transverse relaxation rate characterized by (1/ T2). Thus the timescale critical for energy-transfer experiments is T2≈10 -13 s. An extended SME is constructed, accounting for the memory effect of the dipole-dipole Hamiltonian dynamics. The influence of memory on the interpretation of experiments is discussed.

Higher-Order Compact Schemes for Numerical Simulation of Incompressible Flows

NASA Technical Reports Server (NTRS)

Wilson, Robert V.; Demuren, Ayodeji O.; Carpenter, Mark

1998-01-01

A higher order accurate numerical procedure has been developed for solving incompressible Navier-Stokes equations for 2D or 3D fluid flow problems. It is based on low-storage Runge-Kutta schemes for temporal discretization and fourth and sixth order compact finite-difference schemes for spatial discretization. The particular difficulty of satisfying the divergence-free velocity field required in incompressible fluid flow is resolved by solving a Poisson equation for pressure. It is demonstrated that for consistent global accuracy, it is necessary to employ the same order of accuracy in the discretization of the Poisson equation. Special care is also required to achieve the formal temporal accuracy of the Runge-Kutta schemes. The accuracy of the present procedure is demonstrated by application to several pertinent benchmark problems.

Efficient determination of the Markovian time-evolution towards a steady-state of a complex open quantum system

NASA Astrophysics Data System (ADS)

Jonsson, Thorsteinn H.; Manolescu, Andrei; Goan, Hsi-Sheng; Abdullah, Nzar Rauf; Sitek, Anna; Tang, Chi-Shung; Gudmundsson, Vidar

2017-11-01

Master equations are commonly used to describe time evolution of open systems. We introduce a general computationally efficient method for calculating a Markovian solution of the Nakajima-Zwanzig generalized master equation. We do so for a time-dependent transport of interacting electrons through a complex nano scale system in a photon cavity. The central system, described by 120 many-body states in a Fock space, is weakly coupled to the external leads. The efficiency of the approach allows us to place the bias window defined by the external leads high into the many-body spectrum of the cavity photon-dressed states of the central system revealing a cascade of intermediate transitions as the system relaxes to a steady state. The very diverse relaxation times present in the open system, reflecting radiative or non-radiative transitions, require information about the time evolution through many orders of magnitude. In our approach, the generalized master equation is mapped from a many-body Fock space of states to a Liouville space of transitions. We show that this results in a linear equation which is solved exactly through an eigenvalue analysis, which supplies information on the steady state and the time evolution of the system.

Compatible Spatial Discretizations for Partial Differential Equations

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

Arnold, Douglas, N, ed.

From May 11--15, 2004, the Institute for Mathematics and its Applications held a hot topics workshop on Compatible Spatial Discretizations for Partial Differential Equations. The numerical solution of partial differential equations (PDE) is a fundamental task in science and engineering. The goal of the workshop was to bring together a spectrum of scientists at the forefront of the research in the numerical solution of PDEs to discuss compatible spatial discretizations. We define compatible spatial discretizations as those that inherit or mimic fundamental properties of the PDE such as topology, conservation, symmetries, and positivity structures and maximum principles. A wide varietymore » of discretization methods applied across a wide range of scientific and engineering applications have been designed to or found to inherit or mimic intrinsic spatial structure and reproduce fundamental properties of the solution of the continuous PDE model at the finite dimensional level. A profusion of such methods and concepts relevant to understanding them have been developed and explored: mixed finite element methods, mimetic finite differences, support operator methods, control volume methods, discrete differential forms, Whitney forms, conservative differencing, discrete Hodge operators, discrete Helmholtz decomposition, finite integration techniques, staggered grid and dual grid methods, etc. This workshop seeks to foster communication among the diverse groups of researchers designing, applying, and studying such methods as well as researchers involved in practical solution of large scale problems that may benefit from advancements in such discretizations; to help elucidate the relations between the different methods and concepts; and to generally advance our understanding in the area of compatible spatial discretization methods for PDE. Particular points of emphasis included: + Identification of intrinsic properties of PDE models that are critical for the fidelity of numerical simulations. + Identification and design of compatible spatial discretizations of PDEs, their classification, analysis, and relations. + Relationships between different compatible spatial discretization methods and concepts which have been developed; + Impact of compatible spatial discretizations upon physical fidelity, verification and validation of simulations, especially in large-scale, multiphysics settings. + How solvers address the demands placed upon them by compatible spatial discretizations. This report provides information about the program and abstracts of all the presentations.« less

Principles of the radiosity method versus radiative transfer for canopy reflectance modeling

NASA Technical Reports Server (NTRS)

Gerstl, Siegfried A. W.; Borel, Christoph C.

1992-01-01

The radiosity method is introduced to plant canopy reflectance modeling. We review the physics principles of the radiosity method which originates in thermal radiative transfer analyses when hot and cold surfaces are considered within a given enclosure. The radiosity equation, which is an energy balance equation for discrete surfaces, is described and contrasted with the radiative transfer equation, which is a volumetric energy balance equation. Comparing the strengths and weaknesses of the radiosity method and the radiative transfer method, we conclude that both methods are complementary to each other. Results of sample calculations are given for canopy models with up to 20,000 discrete leaves.

Application of the Discrete Regularization Method to the Inverse of the Chord Vibration Equation

NASA Astrophysics Data System (ADS)

Wang, Linjun; Han, Xu; Wei, Zhouchao

The inverse problem of the initial condition about the boundary value of the chord vibration equation is ill-posed. First, we transform it into a Fredholm integral equation. Second, we discretize it by the trapezoidal formula method, and then obtain a severely ill-conditioned linear equation, which is sensitive to the disturbance of the data. In addition, the tiny error of right data causes the huge concussion of the solution. We cannot obtain good results by the traditional method. In this paper, we solve this problem by the Tikhonov regularization method, and the numerical simulations demonstrate that this method is feasible and effective.

Classical integrable defects as quasi Bäcklund transformations

NASA Astrophysics Data System (ADS)

Doikou, Anastasia

2016-10-01

We consider the algebraic setting of classical defects in discrete and continuous integrable theories. We derive the ;equations of motion; on the defect point via the space-like and time-like description. We then exploit the structural similarity of these equations with the discrete and continuous Bäcklund transformations. And although these equations are similar they are not exactly the same to the Bäcklund transformations. We also consider specific examples of integrable models to demonstrate our construction, i.e. the Toda chain and the sine-Gordon model. The equations of the time (space) evolution of the defect (discontinuity) degrees of freedom for these models are explicitly derived.

Some integrable maps and their Hirota bilinear forms

NASA Astrophysics Data System (ADS)

Hone, A. N. W.; Kouloukas, T. E.; Quispel, G. R. W.

2018-01-01

We introduce a two-parameter family of birational maps, which reduces to a family previously found by Demskoi, Tran, van der Kamp and Quispel (DTKQ) when one of the parameters is set to zero. The study of the singularity confinement pattern for these maps leads to the introduction of a tau function satisfying a homogeneous recurrence which has the Laurent property, and the tropical (or ultradiscrete) analogue of this homogeneous recurrence confirms the quadratic degree growth found empirically by Demskoi et al. We prove that the tau function also satisfies two different bilinear equations, each of which is a reduction of the Hirota-Miwa equation (also known as the discrete KP equation, or the octahedron recurrence). Furthermore, these bilinear equations are related to reductions of particular two-dimensional integrable lattice equations, of discrete KdV or discrete Toda type. These connections, as well as the cluster algebra structure of the bilinear equations, allow a direct construction of Poisson brackets, Lax pairs and first integrals for the birational maps. As a consequence of the latter results, we show how each member of the family can be lifted to a system that is integrable in the Liouville sense, clarifying observations made previously in the original DTKQ case.

A fast solver for the Helmholtz equation based on the generalized multiscale finite-element method

NASA Astrophysics Data System (ADS)

Fu, Shubin; Gao, Kai

2017-11-01

Conventional finite-element methods for solving the acoustic-wave Helmholtz equation in highly heterogeneous media usually require finely discretized mesh to represent the medium property variations with sufficient accuracy. Computational costs for solving the Helmholtz equation can therefore be considerably expensive for complicated and large geological models. Based on the generalized multiscale finite-element theory, we develop a novel continuous Galerkin method to solve the Helmholtz equation in acoustic media with spatially variable velocity and mass density. Instead of using conventional polynomial basis functions, we use multiscale basis functions to form the approximation space on the coarse mesh. The multiscale basis functions are obtained from multiplying the eigenfunctions of a carefully designed local spectral problem with an appropriate multiscale partition of unity. These multiscale basis functions can effectively incorporate the characteristics of heterogeneous media's fine-scale variations, thus enable us to obtain accurate solution to the Helmholtz equation without directly solving the large discrete system formed on the fine mesh. Numerical results show that our new solver can significantly reduce the dimension of the discrete Helmholtz equation system, and can also obviously reduce the computational time.

Solitary wave for a nonintegrable discrete nonlinear Schrödinger equation in nonlinear optical waveguide arrays

NASA Astrophysics Data System (ADS)

Ma, Li-Yuan; Ji, Jia-Liang; Xu, Zong-Wei; Zhu, Zuo-Nong

2018-03-01

We study a nonintegrable discrete nonlinear Schrödinger (dNLS) equation with the term of nonlinear nearest-neighbor interaction occurred in nonlinear optical waveguide arrays. By using discrete Fourier transformation, we obtain numerical approximations of stationary and travelling solitary wave solutions of the nonintegrable dNLS equation. The analysis of stability of stationary solitary waves is performed. It is shown that the nonlinear nearest-neighbor interaction term has great influence on the form of solitary wave. The shape of solitary wave is important in the electric field propagating. If we neglect the nonlinear nearest-neighbor interaction term, much important information in the electric field propagating may be missed. Our numerical simulation also demonstrates the difference of chaos phenomenon between the nonintegrable dNLS equation with nonlinear nearest-neighbor interaction and another nonintegrable dNLS equation without the term. Project supported by the National Natural Science Foundation of China (Grant Nos. 11671255 and 11701510), the Ministry of Economy and Competitiveness of Spain (Grant No. MTM2016-80276-P (AEI/FEDER, EU)), and the China Postdoctoral Science Foundation (Grant No. 2017M621964).

Uncertainty relation for the discrete Fourier transform.

PubMed

Massar, Serge; Spindel, Philippe

2008-05-16

We derive an uncertainty relation for two unitary operators which obey a commutation relation of the form UV=e(i phi) VU. Its most important application is to constrain how much a quantum state can be localized simultaneously in two mutually unbiased bases related by a discrete fourier transform. It provides an uncertainty relation which smoothly interpolates between the well-known cases of the Pauli operators in two dimensions and the continuous variables position and momentum. This work also provides an uncertainty relation for modular variables, and could find applications in signal processing. In the finite dimensional case the minimum uncertainty states, discrete analogues of coherent and squeezed states, are minimum energy solutions of Harper's equation, a discrete version of the harmonic oscillator equation.

Stability analysis for acoustic wave propagation in tilted TI media by finite differences

NASA Astrophysics Data System (ADS)

Bakker, Peter M.; Duveneck, Eric

2011-05-01

Several papers in recent years have reported instabilities in P-wave modelling, based on an acoustic approximation, for inhomogeneous transversely isotropic media with tilted symmetry axis (TTI media). In particular, instabilities tend to occur if the axis of symmetry varies rapidly in combination with strong contrasts of medium parameters, which is typically the case at the foot of a steeply dipping salt flank. In a recent paper, we have proposed and demonstrated a P-wave modelling approach for TTI media, based on rotated stress and strain tensors, in which the wave equations reduce to a coupled set of two second-order partial differential equations for two scalar stress components: a normal component along the variable axis of symmetry and a lateral component of stress in the plane perpendicular to that axis. Spatially constant density is assumed in this approach. A numerical discretization scheme was proposed which uses discrete second-derivative operators for the non-mixed second-order derivatives in the wave equations, and combined first-derivative operators for the mixed second-order derivatives. This paper provides a complete and rigorous stability analysis, assuming a uniformly sampled grid. Although the spatial discretization operator for the TTI acoustic wave equation is not self-adjoint, this operator still defines a complete basis of eigenfunctions of the solution space, provided that the solution space is somewhat restricted at locations where the medium is elliptically anisotropic. First, a stability analysis is given for a discretization scheme, which is purely based on first-derivative operators. It is shown that the coefficients of the central difference operators should satisfy certain conditions. In view of numerical artefacts, such a discretization scheme is not attractive, and the non-mixed second-order derivatives of the wave equation are discretized directly by second-derivative operators. It is shown that this modification preserves stability, provided that the central difference operators of the second-order derivatives dominate over the twice applied operators of the first-order derivatives. In practice, it turns out that this is almost the case. Stability of the desired discretization scheme is enforced by slightly weighting down the mixed second-order derivatives in the wave equation. This has a minor, practically negligible, effect on the kinematics of wave propagation. Finally, it is shown that non-reflecting boundary conditions, enforced by applying a taper at the boundaries of the grid, do not harm the stability of the discretization scheme.

Non-Markovian stochastic Schrödinger equations: Generalization to real-valued noise using quantum-measurement theory

NASA Astrophysics Data System (ADS)

Gambetta, Jay; Wiseman, H. M.

2002-07-01

Do stochastic Schrödinger equations, also known as unravelings, have a physical interpretation? In the Markovian limit, where the system on average obeys a master equation, the answer is yes. Markovian stochastic Schrödinger equations generate quantum trajectories for the system state conditioned on continuously monitoring the bath. For a given master equation, there are many different unravelings, corresponding to different sorts of measurement on the bath. In this paper we address the non-Markovian case, and in particular the sort of stochastic Schrödinger equation introduced by Strunz, Diósi, and Gisin [Phys. Rev. Lett. 82, 1801 (1999)]. Using a quantum-measurement theory approach, we rederive their unraveling that involves complex-valued Gaussian noise. We also derive an unraveling involving real-valued Gaussian noise. We show that in the Markovian limit, these two unravelings correspond to heterodyne and homodyne detection, respectively. Although we use quantum-measurement theory to define these unravelings, we conclude that the stochastic evolution of the system state is not a true quantum trajectory, as the identity of the state through time is a fiction.

Recent progress in irrational conformal field theory

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

Halpern, M.B.

1993-09-01

In this talk, I will review the foundations of irrational conformal field theory (ICFT), which includes rational conformal field theory as a small subspace. Highlights of the review include the Virasoro master equation, the Ward identities for the correlators of ICFT and solutions of the Ward identities. In particular, I will discuss the solutions for the correlators of the g/h coset construction and the correlators of the affine-Sugawara nests on g {contains} h{sub 1} {contains} {hor_ellipsis} {contains} h{sub n}. Finally, I will discuss the recent global solution for the correlators of all the ICFT`s in the master equation.

On the existence of mosaic-skeleton approximations for discrete analogues of integral operators

NASA Astrophysics Data System (ADS)

Kashirin, A. A.; Taltykina, M. Yu.

2017-09-01

Exterior three-dimensional Dirichlet problems for the Laplace and Helmholtz equations are considered. By applying methods of potential theory, they are reduced to equivalent Fredholm boundary integral equations of the first kind, for which discrete analogues, i.e., systems of linear algebraic equations (SLAEs) are constructed. The existence of mosaic-skeleton approximations for the matrices of the indicated systems is proved. These approximations make it possible to reduce the computational complexity of an iterative solution of the SLAEs. Numerical experiments estimating the capabilities of the proposed approach are described.

The Investigation of Optimal Discrete Approximations for Real Time Flight Simulations

NASA Technical Reports Server (NTRS)

Parrish, E. A.; Mcvey, E. S.; Cook, G.; Henderson, K. C.

1976-01-01

The results are presented of an investigation of discrete approximations for real time flight simulation. Major topics discussed include: (1) consideration of the particular problem of approximation of continuous autopilots by digital autopilots; (2) use of Bode plots and synthesis of transfer functions by asymptotic fits in a warped frequency domain; (3) an investigation of the various substitution formulas, including the effects of nonlinearities; (4) use of pade approximation to the solution of the matrix exponential arising from the discrete state equations; and (5) an analytical integration of the state equation using interpolated input.

Higher-order vector discrete rogue-wave states in the coupled Ablowitz-Ladik equations: Exact solutions and stability.

PubMed

Wen, Xiao-Yong; Yan, Zhenya; Malomed, Boris A

2016-12-01

An integrable system of two-component nonlinear Ablowitz-Ladik equations is used to construct complex rogue-wave (RW) solutions in an explicit form. First, the modulational instability of continuous waves is studied in the system. Then, new higher-order discrete two-component RW solutions of the system are found by means of a newly derived discrete version of a generalized Darboux transformation. Finally, the perturbed evolution of these RW states is explored in terms of systematic simulations, which demonstrates that tightly and loosely bound RWs are, respectively, nearly stable and strongly unstable solutions.

New discretization and solution techniques for incompressible viscous flow problems

NASA Technical Reports Server (NTRS)

Gunzburger, M. D.; Nicolaides, R. A.; Liu, C. H.

1983-01-01

This paper considers several topics arising in the finite element solution of the incompressible Navier-Stokes equations. Specifically, the question of choosing finite element velocity/pressure spaces is addressed, particularly from the viewpoint of achieving stable discretizations leading to convergent pressure approximations. Following this, the role of artificial viscosity in viscous flow calculations is studied, emphasizing recent work by several researchers for the anisotropic case. The last section treats the problem of solving the nonlinear systems of equations which arise from the discretization. Time marching methods and classical iterative techniques, as well as some recent modifications are mentioned.

Comparison of two Galerkin quadrature methods

DOE PAGES

Morel, Jim E.; Warsa, James; Franke, Brian C.; ...

2017-02-21

Here, we compare two methods for generating Galerkin quadratures. In method 1, the standard S N method is used to generate the moment-to-discrete matrix and the discrete-to-moment matrix is generated by inverting the moment-to-discrete matrix. This is a particular form of the original Galerkin quadrature method. In method 2, which we introduce here, the standard S N method is used to generate the discrete-to-moment matrix and the moment-to-discrete matrix is generated by inverting the discrete-to-moment matrix. With an N-point quadrature, method 1 has the advantage that it preserves N eigenvalues and N eigenvectors of the scattering operator in a pointwisemore » sense. With an N-point quadrature, method 2 has the advantage that it generates consistent angular moment equations from the corresponding S N equations while preserving N eigenvalues of the scattering operator. Our computational results indicate that these two methods are quite comparable for the test problem considered.« less

A discrete geometric approach for simulating the dynamics of thin viscous threads

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

Audoly, B., E-mail: audoly@lmm.jussieu.fr; Clauvelin, N.; Brun, P.-T.

We present a numerical model for the dynamics of thin viscous threads based on a discrete, Lagrangian formulation of the smooth equations. The model makes use of a condensed set of coordinates, called the centerline/spin representation: the kinematic constraints linking the centerline's tangent to the orientation of the material frame is used to eliminate two out of three degrees of freedom associated with rotations. Based on a description of twist inspired from discrete differential geometry and from variational principles, we build a full-fledged discrete viscous thread model, which includes in particular a discrete representation of the internal viscous stress. Consistencymore » of the discrete model with the classical, smooth equations for thin threads is established formally. Our numerical method is validated against reference solutions for steady coiling. The method makes it possible to simulate the unsteady behavior of thin viscous threads in a robust and efficient way, including the combined effects of inertia, stretching, bending, twisting, large rotations and surface tension.« less

Comparison of two Galerkin quadrature methods

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

Morel, Jim E.; Warsa, James; Franke, Brian C.

Here, we compare two methods for generating Galerkin quadratures. In method 1, the standard S N method is used to generate the moment-to-discrete matrix and the discrete-to-moment matrix is generated by inverting the moment-to-discrete matrix. This is a particular form of the original Galerkin quadrature method. In method 2, which we introduce here, the standard S N method is used to generate the discrete-to-moment matrix and the moment-to-discrete matrix is generated by inverting the discrete-to-moment matrix. With an N-point quadrature, method 1 has the advantage that it preserves N eigenvalues and N eigenvectors of the scattering operator in a pointwisemore » sense. With an N-point quadrature, method 2 has the advantage that it generates consistent angular moment equations from the corresponding S N equations while preserving N eigenvalues of the scattering operator. Our computational results indicate that these two methods are quite comparable for the test problem considered.« less

Parametric instability of spinning elastic rings excited by fluctuating space-fixed stiffnesses

NASA Astrophysics Data System (ADS)

Liu, Chunguang; Cooley, Christopher G.; Parker, Robert G.

2017-07-01

This study investigates the vibration of rotating elastic rings that are dynamically excited by an arbitrary number of space-fixed discrete stiffnesses with periodically fluctuating stiffnesses. The rotating, elastic ring is modeled using thin-ring theory with radial and tangential deformations. Primary and combination instability regions are determined in closed-form using the method of multiple scales. The ratio of peak-to-peak fluctuation to average discrete stiffness is used as the perturbation parameter, so the resulting perturbation analysis is not limited to small mean values of discrete stiffnesses. The natural frequencies and vibration modes are determined by discretizing the governing equations using Galerkin's method. Results are demonstrated for compliant gear applications. The perturbation results are validated by direct numerical integration of the equations of motion and Floquet theory. The bandwidths of the instability regions correlate with the fractional strain energy stored in the discrete stiffnesses. For rings with multiple discrete stiffnesses, the phase differences between them can eliminate large amplitude response under certain conditions.

Fortran programs for the time-dependent Gross-Pitaevskii equation in a fully anisotropic trap

NASA Astrophysics Data System (ADS)

Muruganandam, P.; Adhikari, S. K.

2009-10-01

Here we develop simple numerical algorithms for both stationary and non-stationary solutions of the time-dependent Gross-Pitaevskii (GP) equation describing the properties of Bose-Einstein condensates at ultra low temperatures. In particular, we consider algorithms involving real- and imaginary-time propagation based on a split-step Crank-Nicolson method. In a one-space-variable form of the GP equation we consider the one-dimensional, two-dimensional circularly-symmetric, and the three-dimensional spherically-symmetric harmonic-oscillator traps. In the two-space-variable form we consider the GP equation in two-dimensional anisotropic and three-dimensional axially-symmetric traps. The fully-anisotropic three-dimensional GP equation is also considered. Numerical results for the chemical potential and root-mean-square size of stationary states are reported using imaginary-time propagation programs for all the cases and compared with previously obtained results. Also presented are numerical results of non-stationary oscillation for different trap symmetries using real-time propagation programs. A set of convenient working codes developed in Fortran 77 are also provided for all these cases (twelve programs in all). In the case of two or three space variables, Fortran 90/95 versions provide some simplification over the Fortran 77 programs, and these programs are also included (six programs in all). Program summaryProgram title: (i) imagetime1d, (ii) imagetime2d, (iii) imagetime3d, (iv) imagetimecir, (v) imagetimesph, (vi) imagetimeaxial, (vii) realtime1d, (viii) realtime2d, (ix) realtime3d, (x) realtimecir, (xi) realtimesph, (xii) realtimeaxial Catalogue identifier: AEDU_v1_0 Program summary URL:http://cpc.cs.qub.ac.uk/summaries/AEDU_v1_0.html Program obtainable from: CPC Program Library, Queen's University, Belfast, N. Ireland Licensing provisions: Standard CPC licence, http://cpc.cs.qub.ac.uk/licence/licence.html No. of lines in distributed program, including test data, etc.: 122 907 No. of bytes in distributed program, including test data, etc.: 609 662 Distribution format: tar.gz Programming language: FORTRAN 77 and Fortran 90/95 Computer: PC Operating system: Linux, Unix RAM: 1 GByte (i, iv, v), 2 GByte (ii, vi, vii, x, xi), 4 GByte (iii, viii, xii), 8 GByte (ix) Classification: 2.9, 4.3, 4.12 Nature of problem: These programs are designed to solve the time-dependent Gross-Pitaevskii nonlinear partial differential equation in one-, two- or three-space dimensions with a harmonic, circularly-symmetric, spherically-symmetric, axially-symmetric or anisotropic trap. The Gross-Pitaevskii equation describes the properties of a dilute trapped Bose-Einstein condensate. Solution method: The time-dependent Gross-Pitaevskii equation is solved by the split-step Crank-Nicolson method by discretizing in space and time. The discretized equation is then solved by propagation, in either imaginary or real time, over small time steps. The method yields the solution of stationary and/or non-stationary problems. Additional comments: This package consists of 12 programs, see "Program title", above. FORTRAN77 versions are provided for each of the 12 and, in addition, Fortran 90/95 versions are included for ii, iii, vi, viii, ix, xii. For the particular purpose of each program please see the below. Running time: Minutes on a medium PC (i, iv, v, vii, x, xi), a few hours on a medium PC (ii, vi, viii, xii), days on a medium PC (iii, ix). Program summary (1)Title of program: imagtime1d.F Title of electronic file: imagtime1d.tar.gz Catalogue identifier: Program summary URL: Program obtainable from: CPC Program Library, Queen's University of Belfast, N. Ireland Distribution format: tar.gz Computers: PC/Linux, workstation/UNIX Maximum RAM memory: 1 GByte Programming language used: Fortran 77 Typical running time: Minutes on a medium PC Unusual features: None Nature of physical problem: This program is designed to solve the time-dependent Gross-Pitaevskii nonlinear partial differential equation in one-space dimension with a harmonic trap. The Gross-Pitaevskii equation describes the properties of a dilute trapped Bose-Einstein condensate. Method of solution: The time-dependent Gross-Pitaevskii equation is solved by the split-step Crank-Nicolson method by discretizing in space and time. The discretized equation is then solved by propagation in imaginary time over small time steps. The method yields the solution of stationary problems. Program summary (2)Title of program: imagtimecir.F Title of electronic file: imagtimecir.tar.gz Catalogue identifier: Program summary URL: Program obtainable from: CPC Program Library, Queen's University of Belfast, N. Ireland Distribution format: tar.gz Computers: PC/Linux, workstation/UNIX Maximum RAM memory: 1 GByte Programming language used: Fortran 77 Typical running time: Minutes on a medium PC Unusual features: None Nature of physical problem: This program is designed to solve the time-dependent Gross-Pitaevskii nonlinear partial differential equation in two-space dimensions with a circularly-symmetric trap. The Gross-Pitaevskii equation describes the properties of a dilute trapped Bose-Einstein condensate. Method of solution: The time-dependent Gross-Pitaevskii equation is solved by the split-step Crank-Nicolson method by discretizing in space and time. The discretized equation is then solved by propagation in imaginary time over small time steps. The method yields the solution of stationary problems. Program summary (3)Title of program: imagtimesph.F Title of electronic file: imagtimesph.tar.gz Catalogue identifier: Program summary URL: Program obtainable from: CPC Program Library, Queen's University of Belfast, N. Ireland Distribution format: tar.gz Computers: PC/Linux, workstation/UNIX Maximum RAM memory: 1 GByte Programming language used: Fortran 77 Typical running time: Minutes on a medium PC Unusual features: None Nature of physical problem: This program is designed to solve the time-dependent Gross-Pitaevskii nonlinear partial differential equation in three-space dimensions with a spherically-symmetric trap. The Gross-Pitaevskii equation describes the properties of a dilute trapped Bose-Einstein condensate. Method of solution: The time-dependent Gross-Pitaevskii equation is solved by the split-step Crank-Nicolson method by discretizing in space and time. The discretized equation is then solved by propagation in imaginary time over small time steps. The method yields the solution of stationary problems. Program summary (4)Title of program: realtime1d.F Title of electronic file: realtime1d.tar.gz Catalogue identifier: Program summary URL: Program obtainable from: CPC Program Library, Queen's University of Belfast, N. Ireland Distribution format: tar.gz Computers: PC/Linux, workstation/UNIX Maximum RAM memory: 2 GByte Programming language used: Fortran 77 Typical running time: Minutes on a medium PC Unusual features: None Nature of physical problem: This program is designed to solve the time-dependent Gross-Pitaevskii nonlinear partial differential equation in one-space dimension with a harmonic trap. The Gross-Pitaevskii equation describes the properties of a dilute trapped Bose-Einstein condensate. Method of solution: The time-dependent Gross-Pitaevskii equation is solved by the split-step Crank-Nicolson method by discretizing in space and time. The discretized equation is then solved by propagation in real time over small time steps. The method yields the solution of stationary and non-stationary problems. Program summary (5)Title of program: realtimecir.F Title of electronic file: realtimecir.tar.gz Catalogue identifier: Program summary URL: Program obtainable from: CPC Program Library, Queen's University of Belfast, N. Ireland Distribution format: tar.gz Computers: PC/Linux, workstation/UNIX Maximum RAM memory: 2 GByte Programming language used: Fortran 77 Typical running time: Minutes on a medium PC Unusual features: None Nature of physical problem: This program is designed to solve the time-dependent Gross-Pitaevskii nonlinear partial differential equation in two-space dimensions with a circularly-symmetric trap. The Gross-Pitaevskii equation describes the properties of a dilute trapped Bose-Einstein condensate. Method of solution: The time-dependent Gross-Pitaevskii equation is solved by the split-step Crank-Nicolson method by discretizing in space and time. The discretized equation is then solved by propagation in real time over small time steps. The method yields the solution of stationary and non-stationary problems. Program summary (6)Title of program: realtimesph.F Title of electronic file: realtimesph.tar.gz Catalogue identifier: Program summary URL: Program obtainable from: CPC Program Library, Queen's University of Belfast, N. Ireland Distribution format: tar.gz Computers: PC/Linux, workstation/UNIX Maximum RAM memory: 2 GByte Programming language used: Fortran 77 Typical running time: Minutes on a medium PC Unusual features: None Nature of physical problem: This program is designed to solve the time-dependent Gross-Pitaevskii nonlinear partial differential equation in three-space dimensions with a spherically-symmetric trap. The Gross-Pitaevskii equation describes the properties of a dilute trapped Bose-Einstein condensate. Method of solution: The time-dependent Gross-Pitaevskii equation is solved by the split-step Crank-Nicolson method by discretizing in space and time. The discretized equation is then solved by propagation in real time over small time steps. The method yields the solution of stationary and non-stationary problems. Program summary (7)Title of programs: imagtimeaxial.F and imagtimeaxial.f90 Title of electronic file: imagtimeaxial.tar.gz Catalogue identifier: Program summary URL: Program obtainable from: CPC Program Library, Queen's University of Belfast, N. Ireland Distribution format: tar.gz Computers: PC/Linux, workstation/UNIX Maximum RAM memory: 2 GByte Programming language used: Fortran 77 and Fortran 90 Typical running time: Few hours on a medium PC Unusual features: None Nature of physical problem: This program is designed to solve the time-dependent Gross-Pitaevskii nonlinear partial differential equation in three-space dimensions with an axially-symmetric trap. The Gross-Pitaevskii equation describes the properties of a dilute trapped Bose-Einstein condensate. Method of solution: The time-dependent Gross-Pitaevskii equation is solved by the split-step Crank-Nicolson method by discretizing in space and time. The discretized equation is then solved by propagation in imaginary time over small time steps. The method yields the solution of stationary problems. Program summary (8)Title of program: imagtime2d.F and imagtime2d.f90 Title of electronic file: imagtime2d.tar.gz Catalogue identifier: Program summary URL: Program obtainable from: CPC Program Library, Queen's University of Belfast, N. Ireland Distribution format: tar.gz Computers: PC/Linux, workstation/UNIX Maximum RAM memory: 2 GByte Programming language used: Fortran 77 and Fortran 90 Typical running time: Few hours on a medium PC Unusual features: None Nature of physical problem: This program is designed to solve the time-dependent Gross-Pitaevskii nonlinear partial differential equation in two-space dimensions with an anisotropic trap. The Gross-Pitaevskii equation describes the properties of a dilute trapped Bose-Einstein condensate. Method of solution: The time-dependent Gross-Pitaevskii equation is solved by the split-step Crank-Nicolson method by discretizing in space and time. The discretized equation is then solved by propagation in imaginary time over small time steps. The method yields the solution of stationary problems. Program summary (9)Title of program: realtimeaxial.F and realtimeaxial.f90 Title of electronic file: realtimeaxial.tar.gz Catalogue identifier: Program summary URL: Program obtainable from: CPC Program Library, Queen's University of Belfast, N. Ireland Distribution format: tar.gz Computers: PC/Linux, workstation/UNIX Maximum RAM memory: 4 GByte Programming language used: Fortran 77 and Fortran 90 Typical running time Hours on a medium PC Unusual features: None Nature of physical problem: This program is designed to solve the time-dependent Gross-Pitaevskii nonlinear partial differential equation in three-space dimensions with an axially-symmetric trap. The Gross-Pitaevskii equation describes the properties of a dilute trapped Bose-Einstein condensate. Method of solution: The time-dependent Gross-Pitaevskii equation is solved by the split-step Crank-Nicolson method by discretizing in space and time. The discretized equation is then solved by propagation in real time over small time steps. The method yields the solution of stationary and non-stationary problems. Program summary (10)Title of program: realtime2d.F and realtime2d.f90 Title of electronic file: realtime2d.tar.gz Catalogue identifier: Program summary URL: Program obtainable from: CPC Program Library, Queen's University of Belfast, N. Ireland Distribution format: tar.gz Computers: PC/Linux, workstation/UNIX Maximum RAM memory: 4 GByte Programming language used: Fortran 77 and Fortran 90 Typical running time: Hours on a medium PC Unusual features: None Nature of physical problem: This program is designed to solve the time-dependent Gross-Pitaevskii nonlinear partial differential equation in two-space dimensions with an anisotropic trap. The Gross-Pitaevskii equation describes the properties of a dilute trapped Bose-Einstein condensate. Method of solution: The time-dependent Gross-Pitaevskii equation is solved by the split-step Crank-Nicolson method by discretizing in space and time. The discretized equation is then solved by propagation in real time over small time steps. The method yields the solution of stationary and non-stationary problems. Program summary (11)Title of program: imagtime3d.F and imagtime3d.f90 Title of electronic file: imagtime3d.tar.gz Catalogue identifier: Program summary URL: Program obtainable from: CPC Program Library, Queen's University of Belfast, N. Ireland Distribution format: tar.gz Computers: PC/Linux, workstation/UNIX Maximum RAM memory: 4 GByte Programming language used: Fortran 77 and Fortran 90 Typical running time: Few days on a medium PC Unusual features: None Nature of physical problem: This program is designed to solve the time-dependent Gross-Pitaevskii nonlinear partial differential equation in three-space dimensions with an anisotropic trap. The Gross-Pitaevskii equation describes the properties of a dilute trapped Bose-Einstein condensate. Method of solution: The time-dependent Gross-Pitaevskii equation is solved by the split-step Crank-Nicolson method by discretizing in space and time. The discretized equation is then solved by propagation in imaginary time over small time steps. The method yields the solution of stationary problems. Program summary (12)Title of program: realtime3d.F and realtime3d.f90 Title of electronic file: realtime3d.tar.gz Catalogue identifier: Program summary URL: Program obtainable from: CPC Program Library, Queen's University of Belfast, N. Ireland Distribution format: tar.gz Computers: PC/Linux, workstation/UNIX Maximum Ram Memory: 8 GByte Programming language used: Fortran 77 and Fortran 90 Typical running time: Days on a medium PC Unusual features: None Nature of physical problem: This program is designed to solve the time-dependent Gross-Pitaevskii nonlinear partial differential equation in three-space dimensions with an anisotropic trap. The Gross-Pitaevskii equation describes the properties of a dilute trapped Bose-Einstein condensate. Method of solution: The time-dependent Gross-Pitaevskii equation is solved by the split-step Crank-Nicolson method by discretizing in space and time. The discretized equation is then solved by propagation in real time over small time steps. The method yields the solution of stationary and non-stationary problems.

Incompressible Navier-Stokes and parabolized Navier-Stokes solution procedures and computational techniques

NASA Technical Reports Server (NTRS)

Rubin, S. G.

1982-01-01

Recent developments with finite-difference techniques are emphasized. The quotation marks reflect the fact that any finite discretization procedure can be included in this category. Many so-called finite element collocation and galerkin methods can be reproduced by appropriate forms of the differential equations and discretization formulas. Many of the difficulties encountered in early Navier-Stokes calculations were inherent not only in the choice of the different equations (accuracy), but also in the method of solution or choice of algorithm (convergence and stability, in the manner in which the dependent variables or discretized equations are related (coupling), in the manner that boundary conditions are applied, in the manner that the coordinate mesh is specified (grid generation), and finally, in recognizing that for many high Reynolds number flows not all contributions to the Navier-Stokes equations are necessarily of equal importance (parabolization, preferred direction, pressure interaction, asymptotic and mathematical character). It is these elements that are reviewed. Several Navier-Stokes and parabolized Navier-Stokes formulations are also presented.

A global multilevel atmospheric model using a vector semi-Lagrangian finite-difference scheme. I - Adiabatic formulation

NASA Technical Reports Server (NTRS)

Bates, J. R.; Moorthi, S.; Higgins, R. W.

1993-01-01

An adiabatic global multilevel primitive equation model using a two time-level, semi-Lagrangian semi-implicit finite-difference integration scheme is presented. A Lorenz grid is used for vertical discretization and a C grid for the horizontal discretization. The momentum equation is discretized in vector form, thus avoiding problems near the poles. The 3D model equations are reduced by a linear transformation to a set of 2D elliptic equations, whose solution is found by means of an efficient direct solver. The model (with minimal physics) is integrated for 10 days starting from an initialized state derived from real data. A resolution of 16 levels in the vertical is used, with various horizontal resolutions. The model is found to be stable and efficient, and to give realistic output fields. Integrations with time steps of 10 min, 30 min, and 1 h are compared, and the differences are found to be acceptable.

Accurate analytic solution of chemical master equations for gene regulation networks in a single cell

NASA Astrophysics Data System (ADS)

Huang, Guan-Rong; Saakian, David B.; Hu, Chin-Kun

2018-01-01

Studying gene regulation networks in a single cell is an important, interesting, and hot research topic of molecular biology. Such process can be described by chemical master equations (CMEs). We propose a Hamilton-Jacobi equation method with finite-size corrections to solve such CMEs accurately at the intermediate region of switching, where switching rate is comparable to fast protein production rate. We applied this approach to a model of self-regulating proteins [H. Ge et al., Phys. Rev. Lett. 114, 078101 (2015), 10.1103/PhysRevLett.114.078101] and found that as a parameter related to inducer concentration increases the probability of protein production changes from unimodal to bimodal, then to unimodal, consistent with phenotype switching observed in a single cell.

Master-equation approach to the study of phase-change processes in data storage media

NASA Astrophysics Data System (ADS)

Blyuss, K. B.; Ashwin, P.; Bassom, A. P.; Wright, C. D.

2005-07-01

We study the dynamics of crystallization in phase-change materials using a master-equation approach in which the state of the crystallizing material is described by a cluster size distribution function. A model is developed using the thermodynamics of the processes involved and representing the clusters of size two and greater as a continuum but clusters of size one (monomers) as a separate equation. We present some partial analytical results for the isothermal case and for large cluster sizes, but principally we use numerical simulations to investigate the model. We obtain results that are in good agreement with experimental data and the model appears to be useful for the fast simulation of reading and writing processes in phase-change optical and electrical memories.

S{sub 2}SA preconditioning for the S{sub n} equations with strictly non negative spatial discretization

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

Bruss, D. E.; Morel, J. E.; Ragusa, J. C.

2013-07-01

Preconditioners based upon sweeps and diffusion-synthetic acceleration have been constructed and applied to the zeroth and first spatial moments of the 1-D S{sub n} transport equation using a strictly non negative nonlinear spatial closure. Linear and nonlinear preconditioners have been analyzed. The effectiveness of various combinations of these preconditioners are compared. In one dimension, nonlinear sweep preconditioning is shown to be superior to linear sweep preconditioning, and DSA preconditioning using nonlinear sweeps in conjunction with a linear diffusion equation is found to be essentially equivalent to nonlinear sweeps in conjunction with a nonlinear diffusion equation. The ability to use amore » linear diffusion equation has important implications for preconditioning the S{sub n} equations with a strictly non negative spatial discretization in multiple dimensions. (authors)« less

Forcing scheme analysis for the axisymmetric lattice Boltzmann method under incompressible limit.

PubMed

Zhang, Liangqi; Yang, Shiliang; Zeng, Zhong; Chen, Jie; Yin, Linmao; Chew, Jia Wei

2017-04-01

Because the standard lattice Boltzmann (LB) method is proposed for Cartesian Navier-Stokes (NS) equations, additional source terms are necessary in the axisymmetric LB method for representing the axisymmetric effects. Therefore, the accuracy and applicability of the axisymmetric LB models depend on the forcing schemes adopted for discretization of the source terms. In this study, three forcing schemes, namely, the trapezium rule based scheme, the direct forcing scheme, and the semi-implicit centered scheme, are analyzed theoretically by investigating their derived macroscopic equations in the diffusive scale. Particularly, the finite difference interpretation of the standard LB method is extended to the LB equations with source terms, and then the accuracy of different forcing schemes is evaluated for the axisymmetric LB method. Theoretical analysis indicates that the discrete lattice effects arising from the direct forcing scheme are part of the truncation error terms and thus would not affect the overall accuracy of the standard LB method with general force term (i.e., only the source terms in the momentum equation are considered), but lead to incorrect macroscopic equations for the axisymmetric LB models. On the other hand, the trapezium rule based scheme and the semi-implicit centered scheme both have the advantage of avoiding the discrete lattice effects and recovering the correct macroscopic equations. Numerical tests applied for validating the theoretical analysis show that both the numerical stability and the accuracy of the axisymmetric LB simulations are affected by the direct forcing scheme, which indicate that forcing schemes free of the discrete lattice effects are necessary for the axisymmetric LB method.

Lattice Wigner equation.

PubMed

Solórzano, S; Mendoza, M; Succi, S; Herrmann, H J

2018-01-01

We present a numerical scheme to solve the Wigner equation, based on a lattice discretization of momentum space. The moments of the Wigner function are recovered exactly, up to the desired order given by the number of discrete momenta retained in the discretization, which also determines the accuracy of the method. The Wigner equation is equipped with an additional collision operator, designed in such a way as to ensure numerical stability without affecting the evolution of the relevant moments of the Wigner function. The lattice Wigner scheme is validated for the case of quantum harmonic and anharmonic potentials, showing good agreement with theoretical results. It is further applied to the study of the transport properties of one- and two-dimensional open quantum systems with potential barriers. Finally, the computational viability of the scheme for the case of three-dimensional open systems is also illustrated.

Lattice Wigner equation

NASA Astrophysics Data System (ADS)

Solórzano, S.; Mendoza, M.; Succi, S.; Herrmann, H. J.

2018-01-01

We present a numerical scheme to solve the Wigner equation, based on a lattice discretization of momentum space. The moments of the Wigner function are recovered exactly, up to the desired order given by the number of discrete momenta retained in the discretization, which also determines the accuracy of the method. The Wigner equation is equipped with an additional collision operator, designed in such a way as to ensure numerical stability without affecting the evolution of the relevant moments of the Wigner function. The lattice Wigner scheme is validated for the case of quantum harmonic and anharmonic potentials, showing good agreement with theoretical results. It is further applied to the study of the transport properties of one- and two-dimensional open quantum systems with potential barriers. Finally, the computational viability of the scheme for the case of three-dimensional open systems is also illustrated.

High-Order Semi-Discrete Central-Upwind Schemes for Multi-Dimensional Hamilton-Jacobi Equations

NASA Technical Reports Server (NTRS)

Bryson, Steve; Levy, Doron; Biegel, Bryan (Technical Monitor)

2002-01-01

We present the first fifth order, semi-discrete central upwind method for approximating solutions of multi-dimensional Hamilton-Jacobi equations. Unlike most of the commonly used high order upwind schemes, our scheme is formulated as a Godunov-type scheme. The scheme is based on the fluxes of Kurganov-Tadmor and Kurganov-Tadmor-Petrova, and is derived for an arbitrary number of space dimensions. A theorem establishing the monotonicity of these fluxes is provided. The spacial discretization is based on a weighted essentially non-oscillatory reconstruction of the derivative. The accuracy and stability properties of our scheme are demonstrated in a variety of examples. A comparison between our method and other fifth-order schemes for Hamilton-Jacobi equations shows that our method exhibits smaller errors without any increase in the complexity of the computations.

Binding Energies of Proton-Bound Dimers of Imidazole and n-Acetylalanine Methyl Ester Obtained by Blackbody Infrared Radiative Dissociation

PubMed Central

Jockusch, Rebecca A.; Williams*, Evan R.

2005-01-01

The dissociation kinetics of protonated n-acetyl-L-alanine methyl ester dimer (AcAlaMEd), imidazole dimer, and their cross dimer were measured using blackbody infrared radiative dissociation (BIRD). Master equation modeling of these data was used to extract threshold dissociation energies (Eo) for the dimers. Values of 1.18 ± 0.06, 1.11 ± 0.04, and 1.12 ± 0.08 eV were obtained for AcAlaMEd, imidazole dimer, and the cross dimer, respectively. Assuming that the reverse activation barrier for dissociation of the ion–molecule complex is negligible, the value of Eo can be compared to the dissociation enthalpy (ΔHd°) from HPMS data. The Eo values obtained for the imidazole dimer and the cross dimer are in agreement with HPMS values; the value for AcAlaMEd is somewhat lower. Radiative rate constants used in the master equation modeling were determined using transition dipole moments calculated at the semiempirical (AM1) level for all dimers and compared to ab initio (RHF/3-21G*) calculations where possible. To reproduce the experimentally measured dissociation rates using master equation modeling, it was necessary to multiply semiempirical transition dipole moments by a factor between 2 and 3. Values for transition dipole moments from the ab initio calculations could be used for two of the dimers but appear to be too low for AcAlaMEd. These results demonstrate that BIRD, in combination with master equation modeling, can be used to determine threshold dissociation energies for intermediate size ions that are in neither the truncated Boltzmann nor the rapid energy exchange limit. PMID:16604163

Proton-pumping mechanism of cytochrome c oxidase: A kinetic master-equation approach

PubMed Central

Kim, Young C.; Hummer, Gerhard

2011-01-01

Cytochrome c oxidase (CcO) is an efficient energy transducer that reduces oxygen to water and converts the released chemical energy into an electrochemical membrane potential. As a true proton pump, CcO translocates protons across the membrane against this potential. Based on a wealth of experiments and calculations, an increasingly detailed picture of the reaction intermediates in the redox cycle has emerged. However, the fundamental mechanism of proton pumping coupled to redox chemistry remains largely unresolved. Here we examine and extend a kinetic master-equation approach to gain insight into redox-coupled proton pumping in CcO. Basic principles of the CcO proton pump emerge from an analysis of the simplest kinetic models that retain essential elements of the experimentally determined structure, energetics, and kinetics, and that satisfy fundamental physical principles. The master-equation models allow us to address the question of how pumping can be achieved in a system in which all reaction steps are reversible. Whereas proton pumping does not require the direct modulation of microscopic reaction barriers, such kinetic gating greatly increases the pumping efficiency. Further efficiency gains can be achieved by partially decoupling the proton uptake pathway from the ative-site region. Such a mechanism is consistent with the proposed Glu valve, in which the side chain of a key glutamic acid shuttles between the D channel and the active-site region. We also show that the models predict only small proton leaks even in the absence of turnover. The design principles identified here for CcO provide a blueprint for novel biology-inspired fuel cells, and the master-equation formulation should prove useful also for other molecular machines. PMID:21946020

A flexible nonlinear diffusion acceleration method for the S N transport equations discretized with discontinuous finite elements

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

Schunert, Sebastian; Wang, Yaqi; Gleicher, Frederick

This paper presents a flexible nonlinear diffusion acceleration (NDA) method that discretizes both the S N transport equation and the diffusion equation using the discontinuous finite element method (DFEM). The method is flexible in that the diffusion equation can be discretized on a coarser mesh with the only restriction that it is nested within the transport mesh and the FEM shape function orders of the two equations can be different. The consistency of the transport and diffusion solutions at convergence is defined by using a projection operator mapping the transport into the diffusion FEM space. The diffusion weak form ismore » based on the modified incomplete interior penalty (MIP) diffusion DFEM discretization that is extended by volumetric drift, interior face, and boundary closure terms. In contrast to commonly used coarse mesh finite difference (CMFD) methods, the presented NDA method uses a full FEM discretized diffusion equation for acceleration. Suitable projection and prolongation operators arise naturally from the FEM framework. Via Fourier analysis and numerical experiments for a one-group, fixed source problem the following properties of the NDA method are established for structured quadrilateral meshes: (1) the presented method is unconditionally stable and effective in the presence of mild material heterogeneities if the same mesh and identical shape functions either of the bilinear or biquadratic type are used, (2) the NDA method remains unconditionally stable in the presence of strong heterogeneities, (3) the NDA method with bilinear elements extends the range of effectiveness and stability by a factor of two when compared to CMFD if a coarser diffusion mesh is selected. In addition, the method is tested for solving the C5G7 multigroup, eigenvalue problem using coarse and fine mesh acceleration. Finally, while NDA does not offer an advantage over CMFD for fine mesh acceleration, it reduces the iteration count required for convergence by almost a factor of two in the case of coarse mesh acceleration.« less

A flexible nonlinear diffusion acceleration method for the S N transport equations discretized with discontinuous finite elements

DOE PAGES

Schunert, Sebastian; Wang, Yaqi; Gleicher, Frederick; ...

2017-02-21

This paper presents a flexible nonlinear diffusion acceleration (NDA) method that discretizes both the S N transport equation and the diffusion equation using the discontinuous finite element method (DFEM). The method is flexible in that the diffusion equation can be discretized on a coarser mesh with the only restriction that it is nested within the transport mesh and the FEM shape function orders of the two equations can be different. The consistency of the transport and diffusion solutions at convergence is defined by using a projection operator mapping the transport into the diffusion FEM space. The diffusion weak form ismore » based on the modified incomplete interior penalty (MIP) diffusion DFEM discretization that is extended by volumetric drift, interior face, and boundary closure terms. In contrast to commonly used coarse mesh finite difference (CMFD) methods, the presented NDA method uses a full FEM discretized diffusion equation for acceleration. Suitable projection and prolongation operators arise naturally from the FEM framework. Via Fourier analysis and numerical experiments for a one-group, fixed source problem the following properties of the NDA method are established for structured quadrilateral meshes: (1) the presented method is unconditionally stable and effective in the presence of mild material heterogeneities if the same mesh and identical shape functions either of the bilinear or biquadratic type are used, (2) the NDA method remains unconditionally stable in the presence of strong heterogeneities, (3) the NDA method with bilinear elements extends the range of effectiveness and stability by a factor of two when compared to CMFD if a coarser diffusion mesh is selected. In addition, the method is tested for solving the C5G7 multigroup, eigenvalue problem using coarse and fine mesh acceleration. Finally, while NDA does not offer an advantage over CMFD for fine mesh acceleration, it reduces the iteration count required for convergence by almost a factor of two in the case of coarse mesh acceleration.« less

On the Inclusion of Difference Equation Problems and Z Transform Methods in Sophomore Differential Equation Classes

ERIC Educational Resources Information Center

Savoye, Philippe

2009-01-01

In recent years, I started covering difference equations and z transform methods in my introductory differential equations course. This allowed my students to extend the "classical" methods for (ordinary differential equation) ODE's to discrete time problems arising in many applications.

A Hybrid Method of Moment Equations and Rate Equations to Modeling Gas-Grain Chemistry

NASA Astrophysics Data System (ADS)

Pei, Y.; Herbst, E.

2011-05-01

Grain surfaces play a crucial role in catalyzing many important chemical reactions in the interstellar medium (ISM). The deterministic rate equation (RE) method has often been used to simulate the surface chemistry. But this method becomes inaccurate when the number of reacting particles per grain is typically less than one, which can occur in the ISM. In this condition, stochastic approaches such as the master equations are adopted. However, these methods have mostly been constrained to small chemical networks due to the large amounts of processor time and computer power required. In this study, we present a hybrid method consisting of the moment equation approximation to the stochastic master equation approach and deterministic rate equations to treat a gas-grain model of homogeneous cold cloud cores with time-independent physical conditions. In this model, we use the standard OSU gas phase network (version OSU2006V3) which involves 458 gas phase species and more than 4000 reactions, and treat it by deterministic rate equations. A medium-sized surface reaction network which consists of 21 species and 19 reactions accounts for the productions of stable molecules such as H_2O, CO, CO_2, H_2CO, CH_3OH, NH_3 and CH_4. These surface reactions are treated by a hybrid method of moment equations (Barzel & Biham 2007) and rate equations: when the abundance of a surface species is lower than a specific threshold, say one per grain, we use the ``stochastic" moment equations to simulate the evolution; when its abundance goes above this threshold, we use the rate equations. A continuity technique is utilized to secure a smooth transition between these two methods. We have run chemical simulations for a time up to 10^8 yr at three temperatures: 10 K, 15 K, and 20 K. The results will be compared with those generated from (1) a completely deterministic model that uses rate equations for both gas phase and grain surface chemistry, (2) the method of modified rate equations (Garrod 2008), which partially takes into account the stochastic effect for surface reactions, and (3) the master equation approach solved using a Monte Carlo technique. At 10 K and standard grain sizes, our model results agree well with the above three methods, while discrepancies appear at higher temperatures and smaller grain sizes.

The Discrete Hanging Cable

ERIC Educational Resources Information Center

Peters, James V.

2004-01-01

Using the methods of finite difference equations the discrete analogue of the parabolic and catenary cable are analysed. The fibonacci numbers and the golden ratio arise in the treatment of the catenary.

Discrete Kalman filtering equations of second-order form for control-structure interaction simulations

NASA Technical Reports Server (NTRS)

Park, K. C.; Alvin, K. F.; Belvin, W. Keith

1991-01-01

A second-order form of discrete Kalman filtering equations is proposed as a candidate state estimator for efficient simulations of control-structure interactions in coupled physical coordinate configurations as opposed to decoupled modal coordinates. The resulting matrix equation of the present state estimator consists of the same symmetric, sparse N x N coupled matrices of the governing structural dynamics equations as opposed to unsymmetric 2N x 2N state space-based estimators. Thus, in addition to substantial computational efficiency improvement, the present estimator can be applied to control-structure design optimization for which the physical coordinates associated with the mass, damping and stiffness matrices of the structure are needed instead of modal coordinates.

Current Density and Continuity in Discretized Models

ERIC Educational Resources Information Center

Boykin, Timothy B.; Luisier, Mathieu; Klimeck, Gerhard

2010-01-01

Discrete approaches have long been used in numerical modelling of physical systems in both research and teaching. Discrete versions of the Schrodinger equation employing either one or several basis functions per mesh point are often used by senior undergraduates and beginning graduate students in computational physics projects. In studying…

Traveling waves in discretized Balitsky Kovchegov evolution

NASA Astrophysics Data System (ADS)

Marquet, C.; Peschanski, R.; Soyez, G.; Bialas, A.

2006-02-01

We study the asymptotic solutions of a version of the Balitsky-Kovchegov evolution with discrete steps in rapidity. We derive a closed iterative equation in momentum space. We show that it possesses traveling-wave solutions and extract their properties. We find no evidence for chaotic behaviour due to discretization.

Compressed Semi-Discrete Central-Upwind Schemes for Hamilton-Jacobi Equations

NASA Technical Reports Server (NTRS)

Bryson, Steve; Kurganov, Alexander; Levy, Doron; Petrova, Guergana

2003-01-01

We introduce a new family of Godunov-type semi-discrete central schemes for multidimensional Hamilton-Jacobi equations. These schemes are a less dissipative generalization of the central-upwind schemes that have been recently proposed in series of works. We provide the details of the new family of methods in one, two, and three space dimensions, and then verify their expected low-dissipative property in a variety of examples.

Hamiltonian approaches to spatial and temporal discretization of fully compressible equations

NASA Astrophysics Data System (ADS)

Dubos, Thomas; Dubey, Sarvesh

2017-04-01

The fully compressible Euler (FCE) equations are the most accurate for representing atmospheric motion, compared to approximate systems like the hydrostatic, anelastic or pseudo-incompressible systems. The price to pay for this accuracy is the presence of additional degrees of freedom and high-frequency acoustic waves that must be treated implicitly. In this work we explore a Hamiltonian approach to the issue of stable spatial and temporal discretization of the FCE using a non-Eulerian vertical coordinate. For scalability, a horizontally-explicit, vertically-implicit (HEVI) time discretization is adopted. The Hamiltonian structure of the equations is used to obtain the spatial finite-difference discretization and also in order to identify those terms of the equations of motion that need to be treated implicitly. A novel treatment of the lower boundary condition in the presence of orography is introduced: rather than enforcing a no-normal-flow boundary condition, which couples the horizontal and vertical velocity components and interferes with the HEVI structure, the ground is treated as a flexible surface with arbitrarily large stiffness, resulting in a decoupling of the horizontal and vertical dynamics and yielding a simple implicit problem which can be solved efficiently. Standard test cases performed in a vertical slice configuration suggest that an effective horizontal acoustic Courant number close to 1 can be achieved.

Numerical Method for Darcy Flow Derived Using Discrete Exterior Calculus

NASA Astrophysics Data System (ADS)

Hirani, A. N.; Nakshatrala, K. B.; Chaudhry, J. H.

2015-05-01

We derive a numerical method for Darcy flow, and also for Poisson's equation in mixed (first order) form, based on discrete exterior calculus (DEC). Exterior calculus is a generalization of vector calculus to smooth manifolds and DEC is one of its discretizations on simplicial complexes such as triangle and tetrahedral meshes. DEC is a coordinate invariant discretization, in that it does not depend on the embedding of the simplices or the whole mesh. We start by rewriting the governing equations of Darcy flow using the language of exterior calculus. This yields a formulation in terms of flux differential form and pressure. The numerical method is then derived by using the framework provided by DEC for discretizing differential forms and operators that act on forms. We also develop a discretization for a spatially dependent Hodge star that varies with the permeability of the medium. This also allows us to address discontinuous permeability. The matrix representation for our discrete non-homogeneous Hodge star is diagonal, with positive diagonal entries. The resulting linear system of equations for flux and pressure are saddle type, with a diagonal matrix as the top left block. The performance of the proposed numerical method is illustrated on many standard test problems. These include patch tests in two and three dimensions, comparison with analytically known solutions in two dimensions, layered medium with alternating permeability values, and a test with a change in permeability along the flow direction. We also show numerical evidence of convergence of the flux and the pressure. A convergence experiment is included for Darcy flow on a surface. A short introduction to the relevant parts of smooth and discrete exterior calculus is included in this article. We also include a discussion of the boundary condition in terms of exterior calculus.

Path-integral methods for analyzing the effects of fluctuations in stochastic hybrid neural networks.

PubMed

Bressloff, Paul C

2015-01-01

We consider applications of path-integral methods to the analysis of a stochastic hybrid model representing a network of synaptically coupled spiking neuronal populations. The state of each local population is described in terms of two stochastic variables, a continuous synaptic variable and a discrete activity variable. The synaptic variables evolve according to piecewise-deterministic dynamics describing, at the population level, synapses driven by spiking activity. The dynamical equations for the synaptic currents are only valid between jumps in spiking activity, and the latter are described by a jump Markov process whose transition rates depend on the synaptic variables. We assume a separation of time scales between fast spiking dynamics with time constant [Formula: see text] and slower synaptic dynamics with time constant τ. This naturally introduces a small positive parameter [Formula: see text], which can be used to develop various asymptotic expansions of the corresponding path-integral representation of the stochastic dynamics. First, we derive a variational principle for maximum-likelihood paths of escape from a metastable state (large deviations in the small noise limit [Formula: see text]). We then show how the path integral provides an efficient method for obtaining a diffusion approximation of the hybrid system for small ϵ. The resulting Langevin equation can be used to analyze the effects of fluctuations within the basin of attraction of a metastable state, that is, ignoring the effects of large deviations. We illustrate this by using the Langevin approximation to analyze the effects of intrinsic noise on pattern formation in a spatially structured hybrid network. In particular, we show how noise enlarges the parameter regime over which patterns occur, in an analogous fashion to PDEs. Finally, we carry out a [Formula: see text]-loop expansion of the path integral, and use this to derive corrections to voltage-based mean-field equations, analogous to the modified activity-based equations generated from a neural master equation.

A Kronecker product splitting preconditioner for two-dimensional space-fractional diffusion equations

NASA Astrophysics Data System (ADS)

Chen, Hao; Lv, Wen; Zhang, Tongtong

2018-05-01

We study preconditioned iterative methods for the linear system arising in the numerical discretization of a two-dimensional space-fractional diffusion equation. Our approach is based on a formulation of the discrete problem that is shown to be the sum of two Kronecker products. By making use of an alternating Kronecker product splitting iteration technique we establish a class of fixed-point iteration methods. Theoretical analysis shows that the new method converges to the unique solution of the linear system. Moreover, the optimal choice of the involved iteration parameters and the corresponding asymptotic convergence rate are computed exactly when the eigenvalues of the system matrix are all real. The basic iteration is accelerated by a Krylov subspace method like GMRES. The corresponding preconditioner is in a form of a Kronecker product structure and requires at each iteration the solution of a set of discrete one-dimensional fractional diffusion equations. We use structure preserving approximations to the discrete one-dimensional fractional diffusion operators in the action of the preconditioning matrix. Numerical examples are presented to illustrate the effectiveness of this approach.

Numerical solution of boundary-integral equations for molecular electrostatics.

PubMed

Bardhan, Jaydeep P

2009-03-07

Numerous molecular processes, such as ion permeation through channel proteins, are governed by relatively small changes in energetics. As a result, theoretical investigations of these processes require accurate numerical methods. In the present paper, we evaluate the accuracy of two approaches to simulating boundary-integral equations for continuum models of the electrostatics of solvation. The analysis emphasizes boundary-element method simulations of the integral-equation formulation known as the apparent-surface-charge (ASC) method or polarizable-continuum model (PCM). In many numerical implementations of the ASC/PCM model, one forces the integral equation to be satisfied exactly at a set of discrete points on the boundary. We demonstrate in this paper that this approach to discretization, known as point collocation, is significantly less accurate than an alternative approach known as qualocation. Furthermore, the qualocation method offers this improvement in accuracy without increasing simulation time. Numerical examples demonstrate that electrostatic part of the solvation free energy, when calculated using the collocation and qualocation methods, can differ significantly; for a polypeptide, the answers can differ by as much as 10 kcal/mol (approximately 4% of the total electrostatic contribution to solvation). The applicability of the qualocation discretization to other integral-equation formulations is also discussed, and two equivalences between integral-equation methods are derived.

Unmitigated numerical solution to the diffraction term in the parabolic nonlinear ultrasound wave equation.

PubMed

Hasani, Mojtaba H; Gharibzadeh, Shahriar; Farjami, Yaghoub; Tavakkoli, Jahan

2013-09-01

Various numerical algorithms have been developed to solve the Khokhlov-Kuznetsov-Zabolotskaya (KZK) parabolic nonlinear wave equation. In this work, a generalized time-domain numerical algorithm is proposed to solve the diffraction term of the KZK equation. This algorithm solves the transverse Laplacian operator of the KZK equation in three-dimensional (3D) Cartesian coordinates using a finite-difference method based on the five-point implicit backward finite difference and the five-point Crank-Nicolson finite difference discretization techniques. This leads to a more uniform discretization of the Laplacian operator which in turn results in fewer calculation gridding nodes without compromising accuracy in the diffraction term. In addition, a new empirical algorithm based on the LU decomposition technique is proposed to solve the system of linear equations obtained from this discretization. The proposed empirical algorithm improves the calculation speed and memory usage, while the order of computational complexity remains linear in calculation of the diffraction term in the KZK equation. For evaluating the accuracy of the proposed algorithm, two previously published algorithms are used as comparison references: the conventional 2D Texas code and its generalization for 3D geometries. The results show that the accuracy/efficiency performance of the proposed algorithm is comparable with the established time-domain methods.

Applications of a Property of the Schrödinger Equation to the Modeling of Conservative Discrete Systems

NASA Astrophysics Data System (ADS)

Popa, Alexandru

1998-08-01

Recently we have demonstrated in a mathematical paper the following property: The energy which results from the Schrödinger equation can be rigorously calculated by line integrals of analytical functions, if the Hamilton-Jacobi equation, written for the same system, is satisfied in the space of coordinates by a periodical trajectory. We present now an accurate analysis model of the conservative discrete systems, that is based on this property. The theory is checked for a lot of atomic systems. The experimental data, which are ionization energies, are taken from well known books.

Second-order discrete Kalman filtering equations for control-structure interaction simulations

NASA Technical Reports Server (NTRS)

Park, K. C.; Belvin, W. Keith; Alvin, Kenneth F.

1991-01-01

A general form for the first-order representation of the continuous, second-order linear structural dynamics equations is introduced in order to derive a corresponding form of first-order Kalman filtering equations (KFE). Time integration of the resulting first-order KFE is carried out via a set of linear multistep integration formulas. It is shown that a judicious combined selection of computational paths and the undetermined matrices introduced in the general form of the first-order linear structural systems leads to a class of second-order discrete KFE involving only symmetric, N x N solution matrix.

On multigrid solution of the implicit equations of hydrodynamics. Experiments for the compressible Euler equations in general coordinates

NASA Astrophysics Data System (ADS)

Kifonidis, K.; Müller, E.

2012-08-01

Aims: We describe and study a family of new multigrid iterative solvers for the multidimensional, implicitly discretized equations of hydrodynamics. Schemes of this class are free of the Courant-Friedrichs-Lewy condition. They are intended for simulations in which widely differing wave propagation timescales are present. A preferred solver in this class is identified. Applications to some simple stiff test problems that are governed by the compressible Euler equations, are presented to evaluate the convergence behavior, and the stability properties of this solver. Algorithmic areas are determined where further work is required to make the method sufficiently efficient and robust for future application to difficult astrophysical flow problems. Methods: The basic equations are formulated and discretized on non-orthogonal, structured curvilinear meshes. Roe's approximate Riemann solver and a second-order accurate reconstruction scheme are used for spatial discretization. Implicit Runge-Kutta (ESDIRK) schemes are employed for temporal discretization. The resulting discrete equations are solved with a full-coarsening, non-linear multigrid method. Smoothing is performed with multistage-implicit smoothers. These are applied here to the time-dependent equations by means of dual time stepping. Results: For steady-state problems, our results show that the efficiency of the present approach is comparable to the best implicit solvers for conservative discretizations of the compressible Euler equations that can be found in the literature. The use of red-black as opposed to symmetric Gauss-Seidel iteration in the multistage-smoother is found to have only a minor impact on multigrid convergence. This should enable scalable parallelization without having to seriously compromise the method's algorithmic efficiency. For time-dependent test problems, our results reveal that the multigrid convergence rate degrades with increasing Courant numbers (i.e. time step sizes). Beyond a Courant number of nine thousand, even complete multigrid breakdown is observed. Local Fourier analysis indicates that the degradation of the convergence rate is associated with the coarse-grid correction algorithm. An implicit scheme for the Euler equations that makes use of the present method was, nevertheless, able to outperform a standard explicit scheme on a time-dependent problem with a Courant number of order 1000. Conclusions: For steady-state problems, the described approach enables the construction of parallelizable, efficient, and robust implicit hydrodynamics solvers. The applicability of the method to time-dependent problems is presently restricted to cases with moderately high Courant numbers. This is due to an insufficient coarse-grid correction of the employed multigrid algorithm for large time steps. Further research will be required to help us to understand and overcome the observed multigrid convergence difficulties for time-dependent problems.

Application of the Sumudu Transform to Discrete Dynamic Systems

ERIC Educational Resources Information Center

Asiru, Muniru Aderemi

2003-01-01

The Sumudu transform is an integral transform introduced to solve differential equations and control engineering problems. The transform possesses many interesting properties that make visualization easier and application has been demonstrated in the solution of partial differential equations, integral equations, integro-differential equations and…

Comparison between results of solution of Burgers' equation and Laplace's equation by Galerkin and least-square finite element methods

NASA Astrophysics Data System (ADS)

Adib, Arash; Poorveis, Davood; Mehraban, Farid

2018-03-01

In this research, two equations are considered as examples of hyperbolic and elliptic equations. In addition, two finite element methods are applied for solving of these equations. The purpose of this research is the selection of suitable method for solving each of two equations. Burgers' equation is a hyperbolic equation. This equation is a pure advection (without diffusion) equation. This equation is one-dimensional and unsteady. A sudden shock wave is introduced to the model. This wave moves without deformation. In addition, Laplace's equation is an elliptical equation. This equation is steady and two-dimensional. The solution of Laplace's equation in an earth dam is considered. By solution of Laplace's equation, head pressure and the value of seepage in the directions X and Y are calculated in different points of earth dam. At the end, water table is shown in the earth dam. For Burgers' equation, least-square method can show movement of wave with oscillation but Galerkin method can not show it correctly (the best method for solving of the Burgers' equation is discrete space by least-square finite element method and discrete time by forward difference.). For Laplace's equation, Galerkin and least square methods can show water table correctly in earth dam.

Splitting nodes and linking channels: A method for assembling biocircuits from stochastic elementary units

NASA Astrophysics Data System (ADS)

Ferwerda, Cameron; Lipan, Ovidiu

2016-11-01

Akin to electric circuits, we construct biocircuits that are manipulated by cutting and assembling channels through which stochastic information flows. This diagrammatic manipulation allows us to create a method which constructs networks by joining building blocks selected so that (a) they cover only basic processes; (b) it is scalable to large networks; (c) the mean and variance-covariance from the Pauli master equation form a closed system; and (d) given the initial probability distribution, no special boundary conditions are necessary to solve the master equation. The method aims to help with both designing new synthetic signaling pathways and quantifying naturally existing regulatory networks.

Finite Volume Element (FVE) discretization and multilevel solution of the axisymmetric heat equation

NASA Astrophysics Data System (ADS)

Litaker, Eric T.

1994-12-01

The axisymmetric heat equation, resulting from a point-source of heat applied to a metal block, is solved numerically; both iterative and multilevel solutions are computed in order to compare the two processes. The continuum problem is discretized in two stages: finite differences are used to discretize the time derivatives, resulting is a fully implicit backward time-stepping scheme, and the Finite Volume Element (FVE) method is used to discretize the spatial derivatives. The application of the FVE method to a problem in cylindrical coordinates is new, and results in stencils which are analyzed extensively. Several iteration schemes are considered, including both Jacobi and Gauss-Seidel; a thorough analysis of these schemes is done, using both the spectral radii of the iteration matrices and local mode analysis. Using this discretization, a Gauss-Seidel relaxation scheme is used to solve the heat equation iteratively. A multilevel solution process is then constructed, including the development of intergrid transfer and coarse grid operators. Local mode analysis is performed on the components of the amplification matrix, resulting in the two-level convergence factors for various combinations of the operators. A multilevel solution process is implemented by using multigrid V-cycles; the iterative and multilevel results are compared and discussed in detail. The computational savings resulting from the multilevel process are then discussed.

Open Group Transformations Within the Sp(2)-Formalism

NASA Astrophysics Data System (ADS)

Batalin, Igor; Marnelius, Robert

Previously we have shown that open groups whose generators are in arbitrary involutions may be quantized within a ghost extended framework in terms of the nilpotent BFV-BRST charge operator. Here we show that they may also be quantized within an Sp(2)-frame in which there are two odd anticommuting operators called Sp(2)-charges. Previous results for finite open group transformations are generalized to the Sp(2)-formalism. We show that in order to define open group transformations on the whole ghost extended space we need Sp(2)-charges in the nonminimal sector which contains dynamical Lagrange multipliers. We give an Sp(2)-version of the quantum master equation with extended Sp(2)-charges and a master charge of a more involved form, which is proposed to represent the integrability conditions of defining operators of connection operators and which therefore should encode the generalized quantum Maurer-Cartan equations for arbitrary open groups. General solutions of this master equation are given in explicit form. A further extended Sp(2)-formalism is proposed in which the group parameters are quadrupled to a supersymmetric set and from which all results may be derived.

Master equation and runaway speed of the Francis turbine

NASA Astrophysics Data System (ADS)

Zhang, Zh.

2018-04-01

The master equation of the Francis turbine is derived based on the combination of the angular momentum (Euler) and the energy laws. It relates the geometrical design of the impeller and the regulation settings (guide vane angle and rotational speed) to the discharge and the power output. The master equation, thus, enables the complete characteristics of a given Francis turbine to be easily computed. While applying the energy law, both the shock loss at the impeller inlet and the swirling loss at the impeller exit are taken into account. These are main losses which occur at both the partial load and the overloads and, thus, dominantly influence the characteristics of the Francis turbine. They also totally govern the discharge of the water through the impeller when the impeller is found in the standstill. The computations have been performed for the discharge, the hydraulic torque and the hydraulic efficiency. They were also compared with the available measurements on a model turbine. Excellent agreement has been achieved. The computations also enable the runaway speed of the Francis turbine and the related discharge to be determined as a function of the setting angle of the guide vanes.

First-Order System Least Squares for the Stokes Equations, with Application to Linear Elasticity

NASA Technical Reports Server (NTRS)

Cai, Z.; Manteuffel, T. A.; McCormick, S. F.

1996-01-01

Following our earlier work on general second-order scalar equations, here we develop a least-squares functional for the two- and three-dimensional Stokes equations, generalized slightly by allowing a pressure term in the continuity equation. By introducing a velocity flux variable and associated curl and trace equations, we are able to establish ellipticity in an H(exp 1) product norm appropriately weighted by the Reynolds number. This immediately yields optimal discretization error estimates for finite element spaces in this norm and optimal algebraic convergence estimates for multiplicative and additive multigrid methods applied to the resulting discrete systems. Both estimates are uniform in the Reynolds number. Moreover, our pressure-perturbed form of the generalized Stokes equations allows us to develop an analogous result for the Dirichlet problem for linear elasticity with estimates that are uniform in the Lame constants.

Dynamic characteristics of a hydrostatic gas bearing driven by oscillating exhaust pressure

NASA Technical Reports Server (NTRS)

Watkins, C. B.; Eronini, I. E.; Branch, H. D.

1984-01-01

Vibration of a statically loaded, inherently compensated hydrostatic journal bearing due to oscillating exhaust pressure is investigated. Both angular and radial vibration modes are analyzed. The time-dependent Reynolds equation governing the pressure distribution between the oscillating journal and sleeve is solved together with the journal equation of motion to obtain the response characteristics of the bearing. The Reynolds equation and the equation of motion are simplified by applying regular perturbation theory for small displacements. The numerical solutions of the perturbation equations are obtained by discretizing the pressure field using finite-difference aproximations with a discrete, nonuniform line-source model which excludes effects due to feeding hole volume. An iterative scheme is used to simultaneously satisfy the equations of motion for the journal. The results presented include Bode plots of bearing-oscillation gain and phase for a particular bearing configuration for various combinations of parameters over a range of frequencies, including the resonant frequency.

Polynomial elimination theory and non-linear stability analysis for the Euler equations

NASA Technical Reports Server (NTRS)

Kennon, S. R.; Dulikravich, G. S.; Jespersen, D. C.

1986-01-01

Numerical methods are presented that exploit the polynomial properties of discretizations of the Euler equations. It is noted that most finite difference or finite volume discretizations of the steady-state Euler equations produce a polynomial system of equations to be solved. These equations are solved using classical polynomial elimination theory, with some innovative modifications. This paper also presents some preliminary results of a new non-linear stability analysis technique. This technique is applicable to determining the stability of polynomial iterative schemes. Results are presented for applying the elimination technique to a one-dimensional test case. For this test case, the exact solution is computed in three iterations. The non-linear stability analysis is applied to determine the optimal time step for solving Burgers' equation using the MacCormack scheme. The estimated optimal time step is very close to the time step that arises from a linear stability analysis.

Molecular salt effects in the gas phase: tuning the kinetic basicity of [HCCLiCl]⁻ and [HCCMgCl₂]⁻ by LiCl and MgCl₂.

PubMed

Khairallah, George N; da Silva, Gabriel; O'Hair, Richard A J

2014-10-06

A combination of gas-phase ion-molecule reaction experiments and theoretical kinetic modeling is used to examine how a salt can influence the kinetic basicity of organometallates reacting with water. [HC≡CLiCl](-) reacts with water more rapidly than [HC≡CMgCl2](-), consistent with the higher reactivity of organolithium versus organomagnesium reagents. Addition of LiCl to [HC≡CLiCl](-) or [HC≡CMgCl2](-) enhances their reactivity towards water by a factor of about 2, while addition of MgCl2 to [HC≡CMgCl2](-) enhances its reactivity by a factor of about 4. Ab initio calculations coupled with master equation/RRKM theory kinetic modeling show that these reactions proceed via a mechanism involving formation of a water adduct followed by rearrangement, proton transfer, and acetylene elimination as either discrete or concerted steps. Both the energy and entropy requirements for these elementary steps need to be considered in order to explain the observed kinetics. © 2014 WILEY-VCH Verlag GmbH & Co. KGaA, Weinheim.

Sacrificial bonds and hidden length in biomaterials -- a kinetic description of strength and toughness in bone

NASA Astrophysics Data System (ADS)

Lieou, Charles K. C.; Elbanna, Ahmed E.; Carlson, Jean M.

2013-03-01

Sacrificial bonds and hidden length in structural molecules account for the greatly increased fracture toughness of biological materials compared to synthetic materials without such structural features, by providing a molecular-scale mechanism of energy dissipation. One example of occurrence of sacrificial bonds and hidden length is in the polymeric glue connection between collagen fibrils in animal bone. In this talk, we propose a simple kinetic model that describes the breakage of sacrificial bonds and the revelation of hidden length, based on Bell's theory. We postulate a master equation governing the rates of bond breakage and formation, at the mean-field level, allowing for the number of bonds and hidden lengths to take up non-integer values between successive, discrete bond-breakage events. This enables us to predict the mechanical behavior of a quasi-one-dimensional ensemble of polymers at different stretching rates. We find that both the rupture peak heights and maximum stretching distance increase with the stretching rate. In addition, our theory naturally permits the possibility of self-healing in such biological structures.

Decoherence and dissipation for a quantum system coupled to a local environment

NASA Technical Reports Server (NTRS)

Gallis, Michael R.

1994-01-01

Decoherence and dissipation in quantum systems has been studied extensively in the context of Quantum Brownian Motion. Effective decoherence in coarse grained quantum systems has been a central issue in recent efforts by Zurek and by Hartle and Gell-Mann to address the Quantum Measurement Problem. Although these models can yield very general classical phenomenology, they are incapable of reproducing relevant characteristics expected of a local environment on a quantum system, such as the characteristic dependence of decoherence on environment spatial correlations. I discuss the characteristics of Quantum Brownian Motion in a local environment by examining aspects of first principle calculations and by the construction of phenomenological models. Effective quantum Langevin equations and master equations are presented in a variety of representations. Comparisons are made with standard results such as the Caldeira-Leggett master equation.

A qualitative study of the complete set of solutions of the differential equation of motion of a test particle in the equatorial plane of the Kerr gravitational field

NASA Technical Reports Server (NTRS)

Montgomery, H. E.; Chan, F. K.

1973-01-01

A study is made of the mathematical solution of the differential equation of motion of a test particle in the equatorial plane of the Kerr gravitational field, using S (Schwarzschild-like) coordinates. A qualitative solution of this equation leads to the conclusion that there can only be 25 different types of orbits. For each value of a, the results are presented in a master diagram for which h and e are the parameters. A master diagram divides the h, e parameter space into regions such that at each point within one of these regions the types of admissible orbits are qualitatively the same. A pictorial representation of the physical orbits in the r, phi plane is also given.

Impacts of the horizontal and vertical grids on the numerical solutions of the dynamical equations – Part 2: Quasi-geostrophic Rossby modes

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

Konor, Celal S.; Randall, David A.

We use a normal-mode analysis to investigate the impacts of the horizontal and vertical discretizations on the numerical solutions of the quasi-geostrophic anelastic baroclinic and barotropic Rossby modes on a midlatitude β plane. The dispersion equations are derived for the linearized anelastic system, discretized on the Z, C, D, CD, (DC), A, E and B horizontal grids, and on the L and CP vertical grids. The effects of various horizontal grid spacings and vertical wavenumbers are discussed. A companion paper, Part 1, discusses the impacts of the discretization on the inertia–gravity modes on a midlatitude f plane.The results of our normal-modemore » analyses for the Rossby waves overall support the conclusions of the previous studies obtained with the shallow-water equations. We identify an area of disagreement with the E-grid solution.« less

Discrete conservation laws and the convergence of long time simulations of the mkdv equation

NASA Astrophysics Data System (ADS)

Gorria, C.; Alejo, M. A.; Vega, L.

2013-02-01

Pseudospectral collocation methods and finite difference methods have been used for approximating an important family of soliton like solutions of the mKdV equation. These solutions present a structural instability which make difficult to approximate their evolution in long time intervals with enough accuracy. The standard numerical methods do not guarantee the convergence to the proper solution of the initial value problem and often fail by approaching solutions associated to different initial conditions. In this frame the numerical schemes that preserve the discrete invariants related to some conservation laws of this equation produce better results than the methods which only take care of a high consistency order. Pseudospectral spatial discretization appear as the most robust of the numerical methods, but finite difference schemes are useful in order to analyze the rule played by the conservation of the invariants in the convergence.

Pseudo spectral collocation with Maxwell polynomials for kinetic equations with energy diffusion

NASA Astrophysics Data System (ADS)

Sánchez-Vizuet, Tonatiuh; Cerfon, Antoine J.

2018-02-01

We study the approximation and stability properties of a recently popularized discretization strategy for the speed variable in kinetic equations, based on pseudo-spectral collocation on a grid defined by the zeros of a non-standard family of orthogonal polynomials called Maxwell polynomials. Taking a one-dimensional equation describing energy diffusion due to Fokker-Planck collisions with a Maxwell-Boltzmann background distribution as the test bench for the performance of the scheme, we find that Maxwell based discretizations outperform other commonly used schemes in most situations, often by orders of magnitude. This provides a strong motivation for their use in high-dimensional gyrokinetic simulations. However, we also show that Maxwell based schemes are subject to a non-modal time stepping instability in their most straightforward implementation, so that special care must be given to the discrete representation of the linear operators in order to benefit from the advantages provided by Maxwell polynomials.

The SMM Model as a Boundary Value Problem Using the Discrete Diffusion Equation

NASA Technical Reports Server (NTRS)

Campbell, Joel

2007-01-01

A generalized single step stepwise mutation model (SMM) is developed that takes into account an arbitrary initial state to a certain partial difference equation. This is solved in both the approximate continuum limit and the more exact discrete form. A time evolution model is developed for Y DNA or mtDNA that takes into account the reflective boundary modeling minimum microsatellite length and the original difference equation. A comparison is made between the more widely known continuum Gaussian model and a discrete model, which is based on modified Bessel functions of the first kind. A correction is made to the SMM model for the probability that two individuals are related that takes into account a reflecting boundary modeling minimum microsatellite length. This method is generalized to take into account the general n-step model and exact solutions are found. A new model is proposed for the step distribution.

Modeling of Electromagnetic Scattering by Discrete and Discretely Heterogeneous Random Media by Using Numerically Exact Solutions of the Maxwell Equations

NASA Technical Reports Server (NTRS)

Dlugach, Janna M.; Mishchenko, Michael I.

2017-01-01

In this paper, we discuss some aspects of numerical modeling of electromagnetic scattering by discrete random medium by using numerically exact solutions of the macroscopic Maxwell equations. Typical examples of such media are clouds of interstellar dust, clouds of interplanetary dust in the Solar system, dusty atmospheres of comets, particulate planetary rings, clouds in planetary atmospheres, aerosol particles with numerous inclusions and so on. Our study is based on the results of extensive computations of different characteristics of electromagnetic scattering obtained by using the superposition T-matrix method which represents a direct computer solver of the macroscopic Maxwell equations for an arbitrary multisphere configuration. As a result, in particular, we clarify the range of applicability of the low-density theories of radiative transfer and coherent backscattering as well as of widely used effective-medium approximations.

A spectral multi-domain technique applied to high-speed chemically reacting flows

NASA Technical Reports Server (NTRS)

Macaraeg, Michele G.; Streett, Craig L.; Hussaini, M. Yousuff

1989-01-01

The first applications of a spectral multidomain method for viscous compressible flow is presented. The method imposes a global flux balance condition at the interface so that high-order continuity of the solution is preserved. The global flux balance is imposed in terms of a spectral integral of the discrete equations across adjoining domains. Since the discretized equations interior to each domain solved are uncoupled from each other, and since the interface relation has a block structure, the solution scheme can be adapted to the particular requirements of each subdomain. The spectral multidomain technique presented is well-suited for the multiple scales associated with the chemically reacting and transition flows in hypersonic research. A nonstaggered multidomain discretization is used for the chemically reacting flow calculation, and the first implementation of a staggered multidomain mesh is presented for accurately solving the stability equation for a viscous compressible fluid.

Impacts of the horizontal and vertical grids on the numerical solutions of the dynamical equations – Part 2: Quasi-geostrophic Rossby modes

DOE PAGES

Konor, Celal S.; Randall, David A.

2018-05-08

We use a normal-mode analysis to investigate the impacts of the horizontal and vertical discretizations on the numerical solutions of the quasi-geostrophic anelastic baroclinic and barotropic Rossby modes on a midlatitude β plane. The dispersion equations are derived for the linearized anelastic system, discretized on the Z, C, D, CD, (DC), A, E and B horizontal grids, and on the L and CP vertical grids. The effects of various horizontal grid spacings and vertical wavenumbers are discussed. A companion paper, Part 1, discusses the impacts of the discretization on the inertia–gravity modes on a midlatitude f plane.The results of our normal-modemore » analyses for the Rossby waves overall support the conclusions of the previous studies obtained with the shallow-water equations. We identify an area of disagreement with the E-grid solution.« less

Impacts of the horizontal and vertical grids on the numerical solutions of the dynamical equations - Part 2: Quasi-geostrophic Rossby modes

NASA Astrophysics Data System (ADS)

Konor, Celal S.; Randall, David A.

2018-05-01

We use a normal-mode analysis to investigate the impacts of the horizontal and vertical discretizations on the numerical solutions of the quasi-geostrophic anelastic baroclinic and barotropic Rossby modes on a midlatitude β plane. The dispersion equations are derived for the linearized anelastic system, discretized on the Z, C, D, CD, (DC), A, E and B horizontal grids, and on the L and CP vertical grids. The effects of various horizontal grid spacings and vertical wavenumbers are discussed. A companion paper, Part 1, discusses the impacts of the discretization on the inertia-gravity modes on a midlatitude f plane.The results of our normal-mode analyses for the Rossby waves overall support the conclusions of the previous studies obtained with the shallow-water equations. We identify an area of disagreement with the E-grid solution.

The lowest-order weak Galerkin finite element method for the Darcy equation on quadrilateral and hybrid meshes

NASA Astrophysics Data System (ADS)

Liu, Jiangguo; Tavener, Simon; Wang, Zhuoran

2018-04-01

This paper investigates the lowest-order weak Galerkin finite element method for solving the Darcy equation on quadrilateral and hybrid meshes consisting of quadrilaterals and triangles. In this approach, the pressure is approximated by constants in element interiors and on edges. The discrete weak gradients of these constant basis functions are specified in local Raviart-Thomas spaces, specifically RT0 for triangles and unmapped RT[0] for quadrilaterals. These discrete weak gradients are used to approximate the classical gradient when solving the Darcy equation. The method produces continuous normal fluxes and is locally mass-conservative, regardless of mesh quality, and has optimal order convergence in pressure, velocity, and normal flux, when the quadrilaterals are asymptotically parallelograms. Implementation is straightforward and results in symmetric positive-definite discrete linear systems. We present numerical experiments and comparisons with other existing methods.

The SMM model as a boundary value problem using the discrete diffusion equation.

PubMed

Campbell, Joel

2007-12-01

A generalized single-step stepwise mutation model (SMM) is developed that takes into account an arbitrary initial state to a certain partial difference equation. This is solved in both the approximate continuum limit and the more exact discrete form. A time evolution model is developed for Y DNA or mtDNA that takes into account the reflective boundary modeling minimum microsatellite length and the original difference equation. A comparison is made between the more widely known continuum Gaussian model and a discrete model, which is based on modified Bessel functions of the first kind. A correction is made to the SMM model for the probability that two individuals are related that takes into account a reflecting boundary modeling minimum microsatellite length. This method is generalized to take into account the general n-step model and exact solutions are found. A new model is proposed for the step distribution.

The Integration of Continuous and Discrete Latent Variable Models: Potential Problems and Promising Opportunities

ERIC Educational Resources Information Center

Bauer, Daniel J.; Curran, Patrick J.

2004-01-01

Structural equation mixture modeling (SEMM) integrates continuous and discrete latent variable models. Drawing on prior research on the relationships between continuous and discrete latent variable models, the authors identify 3 conditions that may lead to the estimation of spurious latent classes in SEMM: misspecification of the structural model,…

Discretization-dependent model for weakly connected excitable media

NASA Astrophysics Data System (ADS)

Arroyo, Pedro André; Alonso, Sergio; Weber dos Santos, Rodrigo

2018-03-01

Pattern formation has been widely observed in extended chemical and biological processes. Although the biochemical systems are highly heterogeneous, homogenized continuum approaches formed by partial differential equations have been employed frequently. Such approaches are usually justified by the difference of scales between the heterogeneities and the characteristic spatial size of the patterns. Under different conditions, for example, under weak coupling, discrete models are more adequate. However, discrete models may be less manageable, for instance, in terms of numerical implementation and mesh generation, than the associated continuum models. Here we study a model to approach discreteness which permits the computer implementation on general unstructured meshes. The model is cast as a partial differential equation but with a parameter that depends not only on heterogeneities sizes, as in the case of quasicontinuum models, but also on the discretization mesh. Therefore, we refer to it as a discretization-dependent model. We validate the approach in a generic excitable media that simulates three different phenomena: the propagation of action membrane potential in cardiac tissue, in myelinated axons of neurons, and concentration waves in chemical microemulsions.

Distributed Relaxation for Conservative Discretizations

NASA Technical Reports Server (NTRS)

Diskin, Boris; Thomas, James L.

2001-01-01

A multigrid method is defined as having textbook multigrid efficiency (TME) if the solutions to the governing system of equations are attained in a computational work that is a small (less than 10) multiple of the operation count in one target-grid residual evaluation. The way to achieve this efficiency is the distributed relaxation approach. TME solvers employing distributed relaxation have already been demonstrated for nonconservative formulations of high-Reynolds-number viscous incompressible and subsonic compressible flow regimes. The purpose of this paper is to provide foundations for applications of distributed relaxation to conservative discretizations. A direct correspondence between the primitive variable interpolations for calculating fluxes in conservative finite-volume discretizations and stencils of the discretized derivatives in the nonconservative formulation has been established. Based on this correspondence, one can arrive at a conservative discretization which is very efficiently solved with a nonconservative relaxation scheme and this is demonstrated for conservative discretization of the quasi one-dimensional Euler equations. Formulations for both staggered and collocated grid arrangements are considered and extensions of the general procedure to multiple dimensions are discussed.

Generalized master equations for non-Poisson dynamics on networks.

PubMed

Hoffmann, Till; Porter, Mason A; Lambiotte, Renaud

2012-10-01

The traditional way of studying temporal networks is to aggregate the dynamics of the edges to create a static weighted network. This implicitly assumes that the edges are governed by Poisson processes, which is not typically the case in empirical temporal networks. Accordingly, we examine the effects of non-Poisson inter-event statistics on the dynamics of edges, and we apply the concept of a generalized master equation to the study of continuous-time random walks on networks. We show that this equation reduces to the standard rate equations when the underlying process is Poissonian and that its stationary solution is determined by an effective transition matrix whose leading eigenvector is easy to calculate. We conduct numerical simulations and also derive analytical results for the stationary solution under the assumption that all edges have the same waiting-time distribution. We discuss the implications of our work for dynamical processes on temporal networks and for the construction of network diagnostics that take into account their nontrivial stochastic nature.

Generalized master equations for non-Poisson dynamics on networks

NASA Astrophysics Data System (ADS)

Hoffmann, Till; Porter, Mason A.; Lambiotte, Renaud

2012-10-01

The traditional way of studying temporal networks is to aggregate the dynamics of the edges to create a static weighted network. This implicitly assumes that the edges are governed by Poisson processes, which is not typically the case in empirical temporal networks. Accordingly, we examine the effects of non-Poisson inter-event statistics on the dynamics of edges, and we apply the concept of a generalized master equation to the study of continuous-time random walks on networks. We show that this equation reduces to the standard rate equations when the underlying process is Poissonian and that its stationary solution is determined by an effective transition matrix whose leading eigenvector is easy to calculate. We conduct numerical simulations and also derive analytical results for the stationary solution under the assumption that all edges have the same waiting-time distribution. We discuss the implications of our work for dynamical processes on temporal networks and for the construction of network diagnostics that take into account their nontrivial stochastic nature.

Evolutionary prisoner's dilemma games coevolving on adaptive networks.

PubMed

Lee, Hsuan-Wei; Malik, Nishant; Mucha, Peter J

2018-02-01

We study a model for switching strategies in the Prisoner's Dilemma game on adaptive networks of player pairings that coevolve as players attempt to maximize their return. We use a node-based strategy model wherein each player follows one strategy at a time (cooperate or defect) across all of its neighbors, changing that strategy and possibly changing partners in response to local changes in the network of player pairing and in the strategies used by connected partners. We compare and contrast numerical simulations with existing pair approximation differential equations for describing this system, as well as more accurate equations developed here using the framework of approximate master equations. We explore the parameter space of the model, demonstrating the relatively high accuracy of the approximate master equations for describing the system observations made from simulations. We study two variations of this partner-switching model to investigate the system evolution, predict stationary states, and compare the total utilities and other qualitative differences between these two model variants.

Semi-classical statistical description of Fröhlich condensation.

PubMed

Preto, Jordane

2017-06-01

Fröhlich's model equations describing phonon condensation in open systems of biological relevance are reinvestigated within a semi-classical statistical framework. The main assumptions needed to deduce Fröhlich's rate equations are identified and it is shown how they lead us to write an appropriate form for the corresponding master equation. It is shown how solutions of the master equation can be numerically computed and can highlight typical features of the condensation effect. Our approach provides much more information compared to the existing ones as it allows to investigate the time evolution of the probability density function instead of following single averaged quantities. The current work is also motivated, on the one hand, by recent experimental evidences of long-lived excited modes in the protein structure of hen-egg white lysozyme, which were reported as a consequence of the condensation effect, and, on the other hand, by a growing interest in investigating long-range effects of electromagnetic origin and their influence on the dynamics of biochemical reactions.

A systematic and efficient method to compute multi-loop master integrals

NASA Astrophysics Data System (ADS)

Liu, Xiao; Ma, Yan-Qing; Wang, Chen-Yu

2018-04-01

We propose a novel method to compute multi-loop master integrals by constructing and numerically solving a system of ordinary differential equations, with almost trivial boundary conditions. Thus it can be systematically applied to problems with arbitrary kinematic configurations. Numerical tests show that our method can not only achieve results with high precision, but also be much faster than the only existing systematic method sector decomposition. As a by product, we find a new strategy to compute scalar one-loop integrals without reducing them to master integrals.

Convergence of Spectral Discretizations of the Vlasov--Poisson System

DOE PAGES

Manzini, G.; Funaro, D.; Delzanno, G. L.

2017-09-26

Here we prove the convergence of a spectral discretization of the Vlasov-Poisson system. The velocity term of the Vlasov equation is discretized using either Hermite functions on the infinite domain or Legendre polynomials on a bounded domain. The spatial term of the Vlasov and Poisson equations is discretized using periodic Fourier expansions. Boundary conditions are treated in weak form through a penalty type term that can be applied also in the Hermite case. As a matter of fact, stability properties of the approximated scheme descend from this added term. The convergence analysis is carried out in detail for the 1D-1Vmore » case, but results can be generalized to multidimensional domains, obtained as Cartesian product, in both space and velocity. The error estimates show the spectral convergence under suitable regularity assumptions on the exact solution.« less

Neuronal models in infinite-dimensional spaces and their finite-dimensional projections: Part II.

PubMed

Brzychczy, S; Leszczyński, H; Poznanski, R R

2012-09-01

Application of comparison theorem is used to examine the validitiy of the "lumped parameter assumption" in describing the behavior of solutions of the continuous cable equation U(t) = DU(xx)+f(U) with the discrete cable equation dV(n)/dt = d*(V(n+1) - 2V(n) + V(n-1)) + f(V(n)), where f is a nonlinear functional describing the internal diffusion of electrical potential in single neurons. While the discrete cable equation looks like a finite difference approximation of the continuous cable equation, solutions of the two reveal significantly different behavior which imply that the compartmental models (spiking neurons) are poor quantifiers of neurons, contrary to what is commonly accepted in computational neuroscience.

The dual algebraic Riccati equations and the set of all solutions of the discrete-time Riccati equation

NASA Astrophysics Data System (ADS)

Zhang, Liangyin; Chen, Michael Z. Q.; Li, Chanying

2017-07-01

In this paper, two new pairs of dual continuous-time algebraic Riccati equations (CAREs) and dual discrete-time algebraic Riccati equations (DAREs) are proposed. The dual DAREs are first studied with some nonsingularity assumptions on the system matrix and the parameter matrix. Then, in the case of singular matrices, a generalised inverse is introduced to deal with the dual DARE problem. These dual AREs can easily lead us to an iterative procedure for finding the anti-stabilising solutions, especially to DARE, by means of that for the stabilising solutions. Furthermore, we provide the counterpart results on the set of all solutions to DARE inspired by the results for CARE. Two examples are presented to illustrate the theoretical results.

Transformation of nonlinear discrete-time system into the extended observer form

NASA Astrophysics Data System (ADS)

Kaparin, V.; Kotta, Ü.

2018-04-01

The paper addresses the problem of transforming discrete-time single-input single-output nonlinear state equations into the extended observer form, which, besides the input and output, also depends on a finite number of their past values. Necessary and sufficient conditions for the existence of both the extended coordinate and output transformations, solving the problem, are formulated in terms of differential one-forms, associated with the input-output equation, corresponding to the state equations. An algorithm for transformation of state equations into the extended observer form is proposed and illustrated by an example. Moreover, the considered approach is compared with the method of dynamic observer error linearisation, which likewise is intended to enlarge the class of systems transformable into an observer form.

A prefiltering version of the Kalman filter with new numerical integration formulas for Riccati equations

NASA Technical Reports Server (NTRS)

Womble, M. E.; Potter, J. E.

1975-01-01

A prefiltering version of the Kalman filter is derived for both discrete and continuous measurements. The derivation consists of determining a single discrete measurement that is equivalent to either a time segment of continuous measurements or a set of discrete measurements. This prefiltering version of the Kalman filter easily handles numerical problems associated with rapid transients and ill-conditioned Riccati matrices. Therefore, the derived technique for extrapolating the Riccati matrix from one time to the next constitutes a new set of integration formulas which alleviate ill-conditioning problems associated with continuous Riccati equations. Furthermore, since a time segment of continuous measurements is converted into a single discrete measurement, Potter's square root formulas can be used to update the state estimate and its error covariance matrix. Therefore, if having the state estimate and its error covariance matrix at discrete times is acceptable, the prefilter extends square root filtering with all its advantages, to continuous measurement problems.

Hamiltonian dynamics of a quantum of space: hidden symmetries and spectrum of the volume operator, and discrete orthogonal polynomials

NASA Astrophysics Data System (ADS)

Aquilanti, Vincenzo; Marinelli, Dimitri; Marzuoli, Annalisa

2013-05-01

The action of the quantum mechanical volume operator, introduced in connection with a symmetric representation of the three-body problem and recently recognized to play a fundamental role in discretized quantum gravity models, can be given as a second-order difference equation which, by a complex phase change, we turn into a discrete Schrödinger-like equation. The introduction of discrete potential-like functions reveals the surprising crucial role here of hidden symmetries, first discovered by Regge for the quantum mechanical 6j symbols; insight is provided into the underlying geometric features. The spectrum and wavefunctions of the volume operator are discussed from the viewpoint of the Hamiltonian evolution of an elementary ‘quantum of space’, and a transparent asymptotic picture of the semiclassical and classical regimes emerges. The definition of coordinates adapted to the Regge symmetry is exploited for the construction of a novel set of discrete orthogonal polynomials, characterizing the oscillatory components of torsion-like modes.

Dynamic characteristics of a two-stage variable-mass flexible missile with internal flow

NASA Technical Reports Server (NTRS)

Meirovitch, L.; Bankovskis, J.

1972-01-01

A general formulation of the dynamical problems associated with powered flight of a two stage flexible, variable-mass missile with internal flow, discrete masses, and aerodynamic forces is presented. The formulation comprises six ordinary differential equations for the rigid body motion, 3n ordinary differential equations for the n discrete masses and three partial differential equations with the appropriate boundary conditions for the elastic motion. This set of equations is modified to represent a single stage flexible, variable-mass missile with internal flow and aerodynamic forces. The rigid-body motion consists then of three translations and three rotations, whereas the elastic motion is defined by one longitudinal and two flexural displacements, the latter about two orthogonal transverse axes. The differential equations are nonlinear and, in addition, they possess time-dependent coefficients due to the mass variation.

Numerical analysis of field-modulated electroosmotic flows in microchannels with arbitrary numbers and configurations of discrete electrodes.

PubMed

Chao, Kan; Chen, Bo; Wu, Jiankang

2010-12-01

The formation of an electric double layer and electroosmosis are important theoretic foundations associated with microfluidic systems. Field-modulated electroosmotic flows in microchannels can be obtained by applying modulating electric fields in a direction perpendicular to a channel wall. This paper presents a systematic numerical analysis of modulated electroosmotic flows in a microchannel with discrete electrodes on the basis of the Poisson equation of electric fields in a liquid-solid coupled domain, the Navier-Stokes equation of liquid flow, and the Nernst-Planck equation of ion transport. These equations are nonlinearly coupled and are simultaneously solved numerically for the electroosmotic flow velocity, electric potential, and ion concentrations in the microchannel. A number of numerical examples of modulated electroosmotic flows in microchannels with discrete electrodes are presented, including single electrodes, symmetric/asymmetric double electrodes, and triple electrodes. Numerical results indicate that chaotic circulation flows, micro-vortices, and effective fluid mixing can be realized in microchannels by applying modulating electric fields with various electrode configurations. The interaction of a modulating field with an applied field along the channel is also discussed.

Mixed finite-difference scheme for analysis of simply supported thick plates.

NASA Technical Reports Server (NTRS)

Noor, A. K.

1973-01-01

A mixed finite-difference scheme is presented for the stress and free vibration analysis of simply supported nonhomogeneous and layered orthotropic thick plates. The analytical formulation is based on the linear, three-dimensional theory of orthotropic elasticity and a Fourier approach is used to reduce the governing equations to six first-order ordinary differential equations in the thickness coordinate. The governing equations possess a symmetric coefficient matrix and are free of derivatives of the elastic characteristics of the plate. In the finite difference discretization two interlacing grids are used for the different fundamental unknowns in such a way as to reduce both the local discretization error and the bandwidth of the resulting finite-difference field equations. Numerical studies are presented for the effects of reducing the interior and boundary discretization errors and of mesh refinement on the accuracy and convergence of solutions. It is shown that the proposed scheme, in addition to a number of other advantages, leads to highly accurate results, even when a small number of finite difference intervals is used.

An entropy stable nodal discontinuous Galerkin method for the two dimensional shallow water equations on unstructured curvilinear meshes with discontinuous bathymetry

NASA Astrophysics Data System (ADS)

Wintermeyer, Niklas; Winters, Andrew R.; Gassner, Gregor J.; Kopriva, David A.

2017-07-01

We design an arbitrary high-order accurate nodal discontinuous Galerkin spectral element approximation for the non-linear two dimensional shallow water equations with non-constant, possibly discontinuous, bathymetry on unstructured, possibly curved, quadrilateral meshes. The scheme is derived from an equivalent flux differencing formulation of the split form of the equations. We prove that this discretization exactly preserves the local mass and momentum. Furthermore, combined with a special numerical interface flux function, the method exactly preserves the mathematical entropy, which is the total energy for the shallow water equations. By adding a specific form of interface dissipation to the baseline entropy conserving scheme we create a provably entropy stable scheme. That is, the numerical scheme discretely satisfies the second law of thermodynamics. Finally, with a particular discretization of the bathymetry source term we prove that the numerical approximation is well-balanced. We provide numerical examples that verify the theoretical findings and furthermore provide an application of the scheme for a partial break of a curved dam test problem.

Nonlinear initial-boundary value solutions by the finite element method. [for Navier-Stokes equations of two dimensional flow

NASA Technical Reports Server (NTRS)

Baker, A. J.

1974-01-01

The finite-element method is used to establish a numerical solution algorithm for the Navier-Stokes equations for two-dimensional flows of a viscous compressible fluid. Numerical experiments confirm the advection property for the finite-element equivalent of the nonlinear convection term for both unidirectional and recirculating flowfields. For linear functionals, the algorithm demonstrates good accuracy using coarse discretizations and h squared convergence with discretization refinement.

Three-dimensional poor man's Navier-Stokes equation: a discrete dynamical system exhibiting k(-5/3) inertial subrange energy scaling.

PubMed

McDonough, J M

2009-06-01

Outline of the derivation and mathematical and physical interpretations are presented for a discrete dynamical system known as the "poor man's Navier-Stokes equation." Numerical studies demonstrate that velocity fields produced by this dynamical system are similar to those seen in laboratory experiments and in detailed simulations, and they lead to scaling for the turbulence kinetic energy spectrum in accord with Kolmogorov K41 theory.

Symplectic discretization for spectral element solution of Maxwell's equations

NASA Astrophysics Data System (ADS)

Zhao, Yanmin; Dai, Guidong; Tang, Yifa; Liu, Qinghuo

2009-08-01

Applying the spectral element method (SEM) based on the Gauss-Lobatto-Legendre (GLL) polynomial to discretize Maxwell's equations, we obtain a Poisson system or a Poisson system with at most a perturbation. For the system, we prove that any symplectic partitioned Runge-Kutta (PRK) method preserves the Poisson structure and its implied symplectic structure. Numerical examples show the high accuracy of SEM and the benefit of conserving energy due to the use of symplectic methods.

A multi-layer discrete-ordinate method for vector radiative transfer in a vertically-inhomogeneous, emitting and scattering atmosphere. I - Theory. II - Application

NASA Technical Reports Server (NTRS)

Weng, Fuzhong

1992-01-01

A theory is developed for discretizing the vector integro-differential radiative transfer equation including both solar and thermal radiation. A complete solution and boundary equations are obtained using the discrete-ordinate method. An efficient numerical procedure is presented for calculating the phase matrix and achieving computational stability. With natural light used as a beam source, the Stokes parameters from the model proposed here are compared with the analytical solutions of Chandrasekhar (1960) for a Rayleigh scattering atmosphere. The model is then applied to microwave frequencies with a thermal source, and the brightness temperatures are compared with those from Stamnes'(1988) radiative transfer model.

Tail shortening by discrete hydrodynamics

NASA Astrophysics Data System (ADS)

Kiefer, J.; Visscher, P. B.

1982-02-01

A discrete formulation of hydrodynamics was recently introduced, whose most important feature is that it is exactly renormalizable. Previous numerical work has found that it provides a more efficient and rapidly convergent method for calculating transport coefficients than the usual Green-Kubo method. The latter's convergence difficulties are due to the well-known "long-time tail" of the time correlation function which must be integrated over time. The purpose of the present paper is to present additional evidence that these difficulties are really absent in the discrete equation of motion approach. The "memory" terms in the equation of motion are calculated accurately, and shown to decay much more rapidly with time than the equilibrium time correlations do.

Integrable discrete PT symmetric model.

PubMed

Ablowitz, Mark J; Musslimani, Ziad H

2014-09-01

An exactly solvable discrete PT invariant nonlinear Schrödinger-like model is introduced. It is an integrable Hamiltonian system that exhibits a nontrivial nonlinear PT symmetry. A discrete one-soliton solution is constructed using a left-right Riemann-Hilbert formulation. It is shown that this pure soliton exhibits unique features such as power oscillations and singularity formation. The proposed model can be viewed as a discretization of a recently obtained integrable nonlocal nonlinear Schrödinger equation.

Exact Analytical Solutions for Elastodynamic Impact

DTIC Science & Technology

2015-11-30

corroborated by derivation of exact discrete solutions from recursive equations for the impact problems. 15. SUBJECT TERMS One-dimensional impact; Elastic...wave propagation; Laplace transform; Floor function; Discrete solutions 16. SECURITY CLASSIFICATION OF: 17. LIMITATION OF ABSTRACT UU 18...impact Elastic wave propagation Laplace transform Floor function Discrete solutionsWe consider the one-dimensional impact problem in which a semi

Isogeometric Divergence-conforming B-splines for the Steady Navier-Stokes Equations

DTIC Science & Technology

2012-04-01

discretizations produce pointwise divergence-free velocity elds and hence exactly satisfy mass conservation. Consequently, discrete variational formulations...cretizations produce pointwise divergence-free velocity fields and hence exactly satisfy mass conservation. Consequently, discrete variational ... variational formulation. Using a combination of an advective for- mulation, SUPG, PSPG, and grad-div stabilization, provably convergent numerical methods

Development and Application of Agglomerated Multigrid Methods for Complex Geometries

NASA Technical Reports Server (NTRS)

Nishikawa, Hiroaki; Diskin, Boris; Thomas, James L.

2010-01-01

We report progress in the development of agglomerated multigrid techniques for fully un- structured grids in three dimensions, building upon two previous studies focused on efficiently solving a model diffusion equation. We demonstrate a robust fully-coarsened agglomerated multigrid technique for 3D complex geometries, incorporating the following key developments: consistent and stable coarse-grid discretizations, a hierarchical agglomeration scheme, and line-agglomeration/relaxation using prismatic-cell discretizations in the highly-stretched grid regions. A signi cant speed-up in computer time is demonstrated for a model diffusion problem, the Euler equations, and the Reynolds-averaged Navier-Stokes equations for 3D realistic complex geometries.

An adaptive multiblock high-order finite-volume method for solving the shallow-water equations on the sphere

DOE PAGES

McCorquodale, Peter; Ullrich, Paul; Johansen, Hans; ...

2015-09-04

We present a high-order finite-volume approach for solving the shallow-water equations on the sphere, using multiblock grids on the cubed-sphere. This approach combines a Runge--Kutta time discretization with a fourth-order accurate spatial discretization, and includes adaptive mesh refinement and refinement in time. Results of tests show fourth-order convergence for the shallow-water equations as well as for advection in a highly deformational flow. Hierarchical adaptive mesh refinement allows solution error to be achieved that is comparable to that obtained with uniform resolution of the most refined level of the hierarchy, but with many fewer operations.

Real-Time Exponential Curve Fits Using Discrete Calculus

NASA Technical Reports Server (NTRS)

Rowe, Geoffrey

2010-01-01

An improved solution for curve fitting data to an exponential equation (y = Ae(exp Bt) + C) has been developed. This improvement is in four areas -- speed, stability, determinant processing time, and the removal of limits. The solution presented avoids iterative techniques and their stability errors by using three mathematical ideas: discrete calculus, a special relationship (be tween exponential curves and the Mean Value Theorem for Derivatives), and a simple linear curve fit algorithm. This method can also be applied to fitting data to the general power law equation y = Ax(exp B) + C and the general geometric growth equation y = Ak(exp Bt) + C.

Solving the incompressible surface Navier-Stokes equation by surface finite elements

NASA Astrophysics Data System (ADS)

Reuther, Sebastian; Voigt, Axel

2018-01-01

We consider a numerical approach for the incompressible surface Navier-Stokes equation on surfaces with arbitrary genus g (S ) . The approach is based on a reformulation of the equation in Cartesian coordinates of the embedding R3, penalization of the normal component, a Chorin projection method, and discretization in space by surface finite elements for each component. The approach thus requires only standard ingredients which most finite element implementations can offer. We compare computational results with discrete exterior calculus simulations on a torus and demonstrate the interplay of the flow field with the topology by showing realizations of the Poincaré-Hopf theorem on n-tori.

Integrable discretisations for a class of nonlinear Schrödinger equations on Grassmann algebras

NASA Astrophysics Data System (ADS)

Grahovski, Georgi G.; Mikhailov, Alexander V.

2013-12-01

Integrable discretisations for a class of coupled (super) nonlinear Schrödinger (NLS) type of equations are presented. The class corresponds to a Lax operator with entries in a Grassmann algebra. Elementary Darboux transformations are constructed. As a result, Grassmann generalisations of the Toda lattice and the NLS dressing chain are obtained. The compatibility (Bianchi commutativity) of these Darboux transformations leads to integrable Grassmann generalisations of the difference Toda and NLS equations. The resulting systems will have discrete Lax representations provided by the set of two consistent elementary Darboux transformations. For the two discrete systems obtained, initial value and initial-boundary problems are formulated.

A boundary value approach for solving three-dimensional elliptic and hyperbolic partial differential equations.

PubMed

Biala, T A; Jator, S N

2015-01-01

In this article, the boundary value method is applied to solve three dimensional elliptic and hyperbolic partial differential equations. The partial derivatives with respect to two of the spatial variables (y, z) are discretized using finite difference approximations to obtain a large system of ordinary differential equations (ODEs) in the third spatial variable (x). Using interpolation and collocation techniques, a continuous scheme is developed and used to obtain discrete methods which are applied via the Block unification approach to obtain approximations to the resulting large system of ODEs. Several test problems are investigated to elucidate the solution process.

An adaptive discretization of incompressible flow using a multitude of moving Cartesian grids

NASA Astrophysics Data System (ADS)

English, R. Elliot; Qiu, Linhai; Yu, Yue; Fedkiw, Ronald

2013-12-01

We present a novel method for discretizing the incompressible Navier-Stokes equations on a multitude of moving and overlapping Cartesian grids each with an independently chosen cell size to address adaptivity. Advection is handled with first and second order accurate semi-Lagrangian schemes in order to alleviate any time step restriction associated with small grid cell sizes. Likewise, an implicit temporal discretization is used for the parabolic terms including Navier-Stokes viscosity which we address separately through the development of a method for solving the heat diffusion equations. The most intricate aspect of any such discretization is the method used in order to solve the elliptic equation for the Navier-Stokes pressure or that resulting from the temporal discretization of parabolic terms. We address this by first removing any degrees of freedom which duplicately cover spatial regions due to overlapping grids, and then providing a discretization for the remaining degrees of freedom adjacent to these regions. We observe that a robust second order accurate symmetric positive definite readily preconditioned discretization can be obtained by constructing a local Voronoi region on the fly for each degree of freedom in question in order to obtain both its stencil (logically connected neighbors) and stencil weights. Internal curved boundaries such as at solid interfaces are handled using a simple immersed boundary approach which is directly applied to the Voronoi mesh in both the viscosity and pressure solves. We independently demonstrate each aspect of our approach on test problems in order to show efficacy and convergence before finally addressing a number of common test cases for incompressible flow with stationary and moving solid bodies.

A second order radiative transfer equation and its solution by meshless method with application to strongly inhomogeneous media

NASA Astrophysics Data System (ADS)

Zhao, J. M.; Tan, J. Y.; Liu, L. H.

2013-01-01

A new second order form of radiative transfer equation (named MSORTE) is proposed, which overcomes the singularity problem of a previously proposed second order radiative transfer equation [J.E. Morel, B.T. Adams, T. Noh, J.M. McGhee, T.M. Evans, T.J. Urbatsch, Spatial discretizations for self-adjoint forms of the radiative transfer equations, J. Comput. Phys. 214 (1) (2006) 12-40 (where it was termed SAAI), J.M. Zhao, L.H. Liu, Second order radiative transfer equation and its properties of numerical solution using finite element method, Numer. Heat Transfer B 51 (2007) 391-409] in dealing with inhomogeneous media where some locations have very small/zero extinction coefficient. The MSORTE contains a naturally introduced diffusion (or second order) term which provides better numerical property than the classic first order radiative transfer equation (RTE). The stability and convergence characteristics of the MSORTE discretized by central difference scheme is analyzed theoretically, and the better numerical stability of the second order form radiative transfer equations than the RTE when discretized by the central difference type method is proved. A collocation meshless method is developed based on the MSORTE to solve radiative transfer in inhomogeneous media. Several critical test cases are taken to verify the performance of the presented method. The collocation meshless method based on the MSORTE is demonstrated to be capable of stably and accurately solve radiative transfer in strongly inhomogeneous media, media with void region and even with discontinuous extinction coefficient.

A linear stability analysis for nonlinear, grey, thermal radiative transfer problems

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

Wollaber, Allan B., E-mail: wollaber@lanl.go; Larsen, Edward W., E-mail: edlarsen@umich.ed

2011-02-20

We present a new linear stability analysis of three time discretizations and Monte Carlo interpretations of the nonlinear, grey thermal radiative transfer (TRT) equations: the widely used 'Implicit Monte Carlo' (IMC) equations, the Carter Forest (CF) equations, and the Ahrens-Larsen or 'Semi-Analog Monte Carlo' (SMC) equations. Using a spatial Fourier analysis of the 1-D Implicit Monte Carlo (IMC) equations that are linearized about an equilibrium solution, we show that the IMC equations are unconditionally stable (undamped perturbations do not exist) if {alpha}, the IMC time-discretization parameter, satisfies 0.5 < {alpha} {<=} 1. This is consistent with conventional wisdom. However, wemore » also show that for sufficiently large time steps, unphysical damped oscillations can exist that correspond to the lowest-frequency Fourier modes. After numerically confirming this result, we develop a method to assess the stability of any time discretization of the 0-D, nonlinear, grey, thermal radiative transfer problem. Subsequent analyses of the CF and SMC methods then demonstrate that the CF method is unconditionally stable and monotonic, but the SMC method is conditionally stable and permits unphysical oscillatory solutions that can prevent it from reaching equilibrium. This stability theory provides new conditions on the time step to guarantee monotonicity of the IMC solution, although they are likely too conservative to be used in practice. Theoretical predictions are tested and confirmed with numerical experiments.« less

A linear stability analysis for nonlinear, grey, thermal radiative transfer problems

NASA Astrophysics Data System (ADS)

Wollaber, Allan B.; Larsen, Edward W.

2011-02-01

We present a new linear stability analysis of three time discretizations and Monte Carlo interpretations of the nonlinear, grey thermal radiative transfer (TRT) equations: the widely used “Implicit Monte Carlo” (IMC) equations, the Carter Forest (CF) equations, and the Ahrens-Larsen or “Semi-Analog Monte Carlo” (SMC) equations. Using a spatial Fourier analysis of the 1-D Implicit Monte Carlo (IMC) equations that are linearized about an equilibrium solution, we show that the IMC equations are unconditionally stable (undamped perturbations do not exist) if α, the IMC time-discretization parameter, satisfies 0.5 < α ⩽ 1. This is consistent with conventional wisdom. However, we also show that for sufficiently large time steps, unphysical damped oscillations can exist that correspond to the lowest-frequency Fourier modes. After numerically confirming this result, we develop a method to assess the stability of any time discretization of the 0-D, nonlinear, grey, thermal radiative transfer problem. Subsequent analyses of the CF and SMC methods then demonstrate that the CF method is unconditionally stable and monotonic, but the SMC method is conditionally stable and permits unphysical oscillatory solutions that can prevent it from reaching equilibrium. This stability theory provides new conditions on the time step to guarantee monotonicity of the IMC solution, although they are likely too conservative to be used in practice. Theoretical predictions are tested and confirmed with numerical experiments.

Computing anticipatory systems with incursion and hyperincursion

NASA Astrophysics Data System (ADS)

Dubois, Daniel M.

1998-07-01

An anticipatory system is a system which contains a model of itself and/or of its environment in view of computing its present state as a function of the prediction of the model. With the concepts of incursion and hyperincursion, anticipatory discrete systems can be modelled, simulated and controlled. By definition an incursion, an inclusive or implicit recursion, can be written as: x(t+1)=F[…,x(t-1),x(t),x(t+1),…] where the value of a variable x(t+1) at time t+1 is a function of this variable at past, present and future times. This is an extension of recursion. Hyperincursion is an incursion with multiple solutions. For example, chaos in the Pearl-Verhulst map model: x(t+1)=a.x(t).[1-x(t)] is controlled by the following anticipatory incursive model: x(t+1)=a.x(t).[1-x(t+1)] which corresponds to the differential anticipatory equation: dx(t)/dt=a.x(t).[1-x(t+1)]-x(t). The main part of this paper deals with the discretisation of differential equation systems of linear and non-linear oscillators. The non-linear oscillator is based on the Lotka-Volterra equations model. The discretisation is made by incursion. The incursive discrete equation system gives the same stability condition than the original differential equations without numerical instabilities. The linearisation of the incursive discrete non-linear Lotka-Volterra equation system gives rise to the classical harmonic oscillator. The incursive discretisation of the linear oscillator is similar to define backward and forward discrete derivatives. A generalized complex derivative is then considered and applied to the harmonic oscillator. Non-locality seems to be a property of anticipatory systems. With some mathematical assumption, the Schrödinger quantum equation is derived for a particle in a uniform potential. Finally an hyperincursive system is given in the case of a neural stack memory.

Anomalous transport in fluid field with random waiting time depending on the preceding jump length

NASA Astrophysics Data System (ADS)

Zhang, Hong; Li, Guo-Hua

2016-11-01

Anomalous (or non-Fickian) transport behaviors of particles have been widely observed in complex porous media. To capture the energy-dependent characteristics of non-Fickian transport of a particle in flow fields, in the present paper a generalized continuous time random walk model whose waiting time probability distribution depends on the preceding jump length is introduced, and the corresponding master equation in Fourier-Laplace space for the distribution of particles is derived. As examples, two generalized advection-dispersion equations for Gaussian distribution and lévy flight with the probability density function of waiting time being quadratic dependent on the preceding jump length are obtained by applying the derived master equation. Project supported by the Foundation for Young Key Teachers of Chengdu University of Technology, China (Grant No. KYGG201414) and the Opening Foundation of Geomathematics Key Laboratory of Sichuan Province, China (Grant No. scsxdz2013009).

Master equation with quantized atomic motion including dipole-dipole interactions

NASA Astrophysics Data System (ADS)

Damanet, François; Braun, Daniel; Martin, John

2016-05-01

We derive a markovian master equation for the internal dynamics of an ensemble of two-level atoms including all effects related to the quantization of their motion. Our equation provides a unifying picture of the consequences of recoil and indistinguishability of atoms beyond the Lamb-Dicke regime on both their dissipative and conservative dynamics, and is relevant for experiments with ultracold trapped atoms. We give general expressions for the decay rates and the dipole-dipole shifts for any motional states, and we find analytical formulas for a number of relevant states (Gaussian states, Fock states and thermal states). In particular, we show that the dipole-dipole interactions and cooperative photon emission can be modulated through the external state of motion. The effects predicted should be experimentally observable with Rydberg atoms. FD would like to thank the F.R.S.-FNRS for financial support. FD is a FRIA Grant holder of the Fonds de la Recherche Scientifique-FNRS.

Dissipation in a rotating frame: Master equation, effective temperature, and Lamb shift

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

Verso, Alvise; Ankerhold, Joachim

Motivated by recent realizations of microwave-driven nonlinear resonators in superconducting circuits, the impact of environmental degrees of freedom is analyzed as seen from a rotating frame. A system plus reservoir model is applied to consistently derive in the weak coupling limit the master equation for the reduced density in the moving frame and near the first bifurcation threshold. The concept of an effective temperature is introduced to analyze to what extent a detailed balance relation exists. Explicit expressions are also found for the Lamb-shift. Results for ohmic baths are in agreement with experimental findings, while for structured environments population inversionmore » is predicted that may qualitatively explain recent observations.« less

An explicit dissipation-preserving method for Riesz space-fractional nonlinear wave equations in multiple dimensions

NASA Astrophysics Data System (ADS)

Macías-Díaz, J. E.

2018-06-01

In this work, we investigate numerically a model governed by a multidimensional nonlinear wave equation with damping and fractional diffusion. The governing partial differential equation considers the presence of Riesz space-fractional derivatives of orders in (1, 2], and homogeneous Dirichlet boundary data are imposed on a closed and bounded spatial domain. The model under investigation possesses an energy function which is preserved in the undamped regime. In the damped case, we establish the property of energy dissipation of the model using arguments from functional analysis. Motivated by these results, we propose an explicit finite-difference discretization of our fractional model based on the use of fractional centered differences. Associated to our discrete model, we also propose discretizations of the energy quantities. We establish that the discrete energy is conserved in the undamped regime, and that it dissipates in the damped scenario. Among the most important numerical features of our scheme, we show that the method has a consistency of second order, that it is stable and that it has a quadratic order of convergence. Some one- and two-dimensional simulations are shown in this work to illustrate the fact that the technique is capable of preserving the discrete energy in the undamped regime. For the sake of convenience, we provide a Matlab implementation of our method for the one-dimensional scenario.

Schroedinger's Wave Structure of Matter (WSM)

NASA Astrophysics Data System (ADS)

Wolff, Milo; Haselhurst, Geoff

2009-10-01

The puzzling electron is due to the belief that it is a discrete particle. Einstein deduced this structure was impossible since Nature does not allow the discrete particle. Clifford (1876) rejected discrete matter and suggested structures in `space'. Schroedinger, (1937) also eliminated discrete particles writing: What we observe as material bodies and forces are nothing but shapes and variations in the structure of space. Particles are just schaumkommen (appearances). He rejected wave-particle duality. Schroedinger's concept was developed by Milo Wolff and Geoff Haselhurst (SpaceAndMotion.com) using the Scalar Wave Equation to find spherical wave solutions in a 3D quantum space. This WSM, the origin of all the Natural Laws, contains all the electron's properties including the Schroedinger Equation. The origin of Newton's Law F=ma is no longer a puzzle; It originates from Mach's principle of inertia (1883) that depends on the space medium and the WSM. Carver Mead (1999) at CalTech used the WSM to design Intel micro-chips correcting errors of Maxwell's magnetic Equations. Applications of the WSM also describe matter at molecular dimensions: alloys, catalysts, biology and medicine, molecular computers and memories. See ``Schroedinger's Universe'' - at Amazon.com

Schroedinger's Wave Structure of Matter (WSM)

NASA Astrophysics Data System (ADS)

Wolff, Milo

2009-05-01

The puzzling electron is due to the belief that it is a discrete particle. Einstein deduced this structure impossible since Nature does not match the discrete particle. Clifford (1876) rejected discrete matter and suggested structures in `space'. Schroedinger, (1937) also eliminated discrete particles writing: What we observe as material bodies and forces are nothing but shapes and variations in the structure of space. Particles are just schaumkommen (appearances). He rejected wave-particle duality. Schroedinger's concept was developed by Milo Wolff and Geoff Haselhurst (http://www.SpaceAndMotion.com) using the Scalar Wave Equation to find spherical wave solutions in a 3D quantum space. This WSM is the origin of all the Natural Laws; thus it contains all the electron's properties including the Schroedinger Equation. The origin of Newton's Law F=ma is no longer a puzzle; it is shown to originate from Mach's principle of inertia (1883) that depends on the space medium. Carver Mead (1999) applied the WSM to design Intel micro-chips correcting errors of Maxwell's magnetic Equations. Applications of the WSM describe matter at molecular dimensions: alloys, catalysts, the mechanisms of biology and medicine, molecular computers and memories. See http://www.amazon.com/Schro at Amazon.com.

A structure-preserving method for a class of nonlinear dissipative wave equations with Riesz space-fractional derivatives

NASA Astrophysics Data System (ADS)

Macías-Díaz, J. E.

2017-12-01

In this manuscript, we consider an initial-boundary-value problem governed by a (1 + 1)-dimensional hyperbolic partial differential equation with constant damping that generalizes many nonlinear wave equations from mathematical physics. The model considers the presence of a spatial Laplacian of fractional order which is defined in terms of Riesz fractional derivatives, as well as the inclusion of a generic continuously differentiable potential. It is known that the undamped regime has an associated positive energy functional, and we show here that it is preserved throughout time under suitable boundary conditions. To approximate the solutions of this model, we propose a finite-difference discretization based on fractional centered differences. Some discrete quantities are proposed in this work to estimate the energy functional, and we show that the numerical method is capable of conserving the discrete energy under the same boundary conditions for which the continuous model is conservative. Moreover, we establish suitable computational constraints under which the discrete energy of the system is positive. The method is consistent of second order, and is both stable and convergent. The numerical simulations shown here illustrate the most important features of our numerical methodology.

Benchmarking surface selective vacuum ultraviolet and thermal postprocessing of thermoplastics for ultrasmooth 3-D-printed micro-optics

NASA Astrophysics Data System (ADS)

Kirchner, Robert; Chidambaram, Nachiappan; Schift, Helmut

2018-04-01

State-of-the-art, polymeric, refractive micro-optics simultaneously require an ultrasmooth three-dimensional (3-D) surface and a precise geometry for excellent optical performance with minimal stray light. In earlier work, we have established a surface finishing process for thermoplastic polymer master structures that is only effective on the surface and does not affect the designed optical geometry, thus enabling polishing without touching. Therewith, the high curvature corners of a 50-μm-tall optical diffuser device were maintained while the surface roughness was reduced to about 10-nm root mean square. For this, 3-D master structures were first fabricated by direct write laser-lithography with two-photon polymerization. The master structures were replicated into poly(methyl methacrylate) through a poly(dimethyl siloxane) intermediate replication stamp. Finally, all structures were surface-polished by selective high-energy photon exposure and thermal postprocessing. In this work, we focus on the comparison of the surface smoothening using either postprocessing or dedicated direct writing strategies. For this comparison, strategies for modifying the exposed voxel size and the writing discretization being the primary source of roughness were tested by sweeping the laser exposure dose for two different resist materials and objectives. In conclusion, the postprocessing smoothening resulted in a lower roughness compared to a direct writing strategy-even when 50-nm vertical discretization steps were used-and still enabled 10 times shorter writing times.

Computing the Feasible Spaces of Optimal Power Flow Problems

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

Molzahn, Daniel K.

The solution to an optimal power flow (OPF) problem provides a minimum cost operating point for an electric power system. The performance of OPF solution techniques strongly depends on the problem’s feasible space. This paper presents an algorithm that is guaranteed to compute the entire feasible spaces of small OPF problems to within a specified discretization tolerance. Specifically, the feasible space is computed by discretizing certain of the OPF problem’s inequality constraints to obtain a set of power flow equations. All solutions to the power flow equations at each discretization point are obtained using the Numerical Polynomial Homotopy Continuation (NPHC)more » algorithm. To improve computational tractability, “bound tightening” and “grid pruning” algorithms use convex relaxations to preclude consideration of many discretization points that are infeasible for the OPF problem. Here, the proposed algorithm is used to generate the feasible spaces of two small test cases.« less

Theory of the Lattice Boltzmann Equation: Symmetry properties of Discrete Velocity Sets

NASA Technical Reports Server (NTRS)

Rubinstein, Robert; Luo, Li-Shi

2007-01-01

In the lattice Boltzmann equation, continuous particle velocity space is replaced by a finite dimensional discrete set. The number of linearly independent velocity moments in a lattice Boltzmann model cannot exceed the number of discrete velocities. Thus, finite dimensionality introduces linear dependencies among the moments that do not exist in the exact continuous theory. Given a discrete velocity set, it is important to know to exactly what order moments are free of these dependencies. Elementary group theory is applied to the solution of this problem. It is found that by decomposing the velocity set into subsets that transform among themselves under an appropriate symmetry group, it becomes relatively straightforward to assess the behavior of moments in the theory. The construction of some standard two- and three-dimensional models is reviewed from this viewpoint, and procedures for constructing some new higher dimensional models are suggested.

Relating coupled map lattices to integro-difference equations: dispersal-driven instabilities in coupled map lattices.

PubMed

White, Steven M; White, K A Jane

2005-08-21

Recently there has been a great deal of interest within the ecological community about the interactions of local populations that are coupled only by dispersal. Models have been developed to consider such scenarios but the theory needed to validate model outcomes has been somewhat lacking. In this paper, we present theory which can be used to understand these types of interaction when population exhibit discrete time dynamics. In particular, we consider a spatial extension to discrete-time models, known as coupled map lattices (CMLs) which are discrete in space. We introduce a general form of the CML and link this to integro-difference equations via a special redistribution kernel. General conditions are then derived for dispersal-driven instabilities. We then apply this theory to two discrete-time models; a predator-prey model and a host-pathogen model.

The Semigeostrophic Equations Discretized in Reference and Dual Variables

NASA Astrophysics Data System (ADS)

Cullen, Mike; Gangbo, Wilfrid; Pisante, Giovanni

2007-08-01

We study the evolution of a system of n particles {\\{(x_i, v_i)\\}_{i=1}n} in {mathbb{R}^{2d}} . That system is a conservative system with a Hamiltonian of the form {H[μ]=W22(μ, νn)} , where W 2 is the Wasserstein distance and μ is a discrete measure concentrated on the set {\\{(x_i, v_i)\\}_{i=1}n} . Typically, μ(0) is a discrete measure approximating an initial L ∞ density and can be chosen randomly. When d = 1, our results prove convergence of the discrete system to a variant of the semigeostrophic equations. We obtain that the limiting densities are absolutely continuous with respect to the Lebesgue measure. When {\\{ν^n\\}_{n=1}^infty} converges to a measure concentrated on a special d-dimensional set, we obtain the Vlasov-Monge-Ampère (VMA) system. When, d = 1 the VMA system coincides with the standard Vlasov-Poisson system.

Discreteness-induced concentration inversion in mesoscopic chemical systems.

PubMed

Ramaswamy, Rajesh; González-Segredo, Nélido; Sbalzarini, Ivo F; Grima, Ramon

2012-04-10

Molecular discreteness is apparent in small-volume chemical systems, such as biological cells, leading to stochastic kinetics. Here we present a theoretical framework to understand the effects of discreteness on the steady state of a monostable chemical reaction network. We consider independent realizations of the same chemical system in compartments of different volumes. Rate equations ignore molecular discreteness and predict the same average steady-state concentrations in all compartments. However, our theory predicts that the average steady state of the system varies with volume: if a species is more abundant than another for large volumes, then the reverse occurs for volumes below a critical value, leading to a concentration inversion effect. The addition of extrinsic noise increases the size of the critical volume. We theoretically predict the critical volumes and verify, by exact stochastic simulations, that rate equations are qualitatively incorrect in sub-critical volumes.

Computing the Feasible Spaces of Optimal Power Flow Problems

DOE PAGES

Molzahn, Daniel K.

2017-03-15

The solution to an optimal power flow (OPF) problem provides a minimum cost operating point for an electric power system. The performance of OPF solution techniques strongly depends on the problem’s feasible space. This paper presents an algorithm that is guaranteed to compute the entire feasible spaces of small OPF problems to within a specified discretization tolerance. Specifically, the feasible space is computed by discretizing certain of the OPF problem’s inequality constraints to obtain a set of power flow equations. All solutions to the power flow equations at each discretization point are obtained using the Numerical Polynomial Homotopy Continuation (NPHC)more » algorithm. To improve computational tractability, “bound tightening” and “grid pruning” algorithms use convex relaxations to preclude consideration of many discretization points that are infeasible for the OPF problem. Here, the proposed algorithm is used to generate the feasible spaces of two small test cases.« less

Theory of relativistic Brownian motion: the (1+3) -dimensional case.

PubMed

Dunkel, Jörn; Hänggi, Peter

2005-09-01

A theory for (1+3) -dimensional relativistic Brownian motion under the influence of external force fields is put forward. Starting out from a set of relativistically covariant, but multiplicative Langevin equations we describe the relativistic stochastic dynamics of a forced Brownian particle. The corresponding Fokker-Planck equations are studied in the laboratory frame coordinates. In particular, the stochastic integration prescription--i.e., the discretization rule dilemma--is elucidated (prepoint discretization rule versus midpoint discretization rule versus postpoint discretization rule). Remarkably, within our relativistic scheme we find that the postpoint rule (or the transport form) yields the only Fokker-Planck dynamics from which the relativistic Maxwell-Boltzmann statistics is recovered as the stationary solution. The relativistic velocity effects become distinctly more pronounced by going from one to three spatial dimensions. Moreover, we present numerical results for the asymptotic mean-square displacement of a free relativistic Brownian particle moving in 1+3 dimensions.

Bayesian Analysis of Structural Equation Models with Nonlinear Covariates and Latent Variables

ERIC Educational Resources Information Center

Song, Xin-Yuan; Lee, Sik-Yum

2006-01-01

In this article, we formulate a nonlinear structural equation model (SEM) that can accommodate covariates in the measurement equation and nonlinear terms of covariates and exogenous latent variables in the structural equation. The covariates can come from continuous or discrete distributions. A Bayesian approach is developed to analyze the…

Fermi’s golden rule, the origin and breakdown of Markovian master equations, and the relationship between oscillator baths and the random matrix model

NASA Astrophysics Data System (ADS)

Santra, Siddhartha; Cruikshank, Benjamin; Balu, Radhakrishnan; Jacobs, Kurt

2017-10-01

Fermi’s golden rule applies to a situation in which a single quantum state \\vert \\psi> is coupled to a near-continuum. This ‘quasi-continuum coupling’ structure results in a rate equation for the population of \\vert \\psi> . Here we show that the coupling of a quantum system to the standard model of a thermal environment, a bath of harmonic oscillators, can be decomposed into a ‘cascade’ made up of the quasi-continuum coupling structures of Fermi’s golden rule. This clarifies the connection between the physics of the golden rule and that of a thermal bath, and provides a non-rigorous but physically intuitive derivation of the Markovian master equation directly from the former. The exact solution to the Hamiltonian of the golden rule, known as the Bixon-Jortner model, generalized for an asymmetric spectrum, provides a window on how the evolution induced by the bath deviates from the master equation as one moves outside the Markovian regime. Our analysis also reveals the relationship between the oscillator bath and the ‘random matrix model’ (RMT) of a thermal bath. We show that the cascade structure is the one essential difference between the two models, and the lack of it prevents the RMT from generating transition rates that are independent of the initial state of the system. We suggest that the cascade structure is one of the generic elements of thermalizing many-body systems.

Superposition of elliptic functions as solutions for a large number of nonlinear equations

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

Khare, Avinash; Saxena, Avadh

2014-03-15

For a large number of nonlinear equations, both discrete and continuum, we demonstrate a kind of linear superposition. We show that whenever a nonlinear equation admits solutions in terms of both Jacobi elliptic functions cn(x, m) and dn(x, m) with modulus m, then it also admits solutions in terms of their sum as well as difference. We have checked this in the case of several nonlinear equations such as the nonlinear Schrödinger equation, MKdV, a mixed KdV-MKdV system, a mixed quadratic-cubic nonlinear Schrödinger equation, the Ablowitz-Ladik equation, the saturable nonlinear Schrödinger equation, λϕ{sup 4}, the discrete MKdV as well asmore » for several coupled field equations. Further, for a large number of nonlinear equations, we show that whenever a nonlinear equation admits a periodic solution in terms of dn{sup 2}(x, m), it also admits solutions in terms of dn {sup 2}(x,m)±√(m) cn (x,m) dn (x,m), even though cn(x, m)dn(x, m) is not a solution of these nonlinear equations. Finally, we also obtain superposed solutions of various forms for several coupled nonlinear equations.« less

Continuum mechanics and thermodynamics in the Hamilton and the Godunov-type formulations

NASA Astrophysics Data System (ADS)

Peshkov, Ilya; Pavelka, Michal; Romenski, Evgeniy; Grmela, Miroslav

2018-01-01

Continuum mechanics with dislocations, with the Cattaneo-type heat conduction, with mass transfer, and with electromagnetic fields is put into the Hamiltonian form and into the form of the Godunov-type system of the first-order, symmetric hyperbolic partial differential equations (SHTC equations). The compatibility with thermodynamics of the time reversible part of the governing equations is mathematically expressed in the former formulation as degeneracy of the Hamiltonian structure and in the latter formulation as the existence of a companion conservation law. In both formulations the time irreversible part represents gradient dynamics. The Godunov-type formulation brings the mathematical rigor (the local well posedness of the Cauchy initial value problem) and the possibility to discretize while keeping the physical content of the governing equations (the Godunov finite volume discretization).

Generalized Legendre transformations and symmetries of the WDVV equations

NASA Astrophysics Data System (ADS)

Strachan, Ian A. B.; Stedman, Richard

2017-03-01

The Witten-Dijkgraaf-Verlinde-Verlinde (or WDVV) equations, as one would expect from an integrable system, has many symmetries, both continuous and discrete. One class—the so-called Legendre transformations—were introduced by Dubrovin. They are a discrete set of symmetries between the stronger concept of a Frobenius manifold, and are generated by certain flat vector fields. In this paper this construction is generalized to the case where the vector field (called here the Legendre field) is non-flat but satisfies a certain set of defining equations. One application of this more general theory is to generate the induced symmetry between almost-dual Frobenius manifolds whose underlying Frobenius manifolds are related by a Legendre transformation. This also provides a map between rational and trigonometric solutions of the WDVV equations.

Sensitivity Equation Derivation for Transient Heat Transfer Problems

NASA Technical Reports Server (NTRS)

Hou, Gene; Chien, Ta-Cheng; Sheen, Jeenson

2004-01-01

The focus of the paper is on the derivation of sensitivity equations for transient heat transfer problems modeled by different discretization processes. Two examples will be used in this study to facilitate the discussion. The first example is a coupled, transient heat transfer problem that simulates the press molding process in fabrication of composite laminates. These state equations are discretized into standard h-version finite elements and solved by a multiple step, predictor-corrector scheme. The sensitivity analysis results based upon the direct and adjoint variable approaches will be presented. The second example is a nonlinear transient heat transfer problem solved by a p-version time-discontinuous Galerkin's Method. The resulting matrix equation of the state equation is simply in the form of Ax = b, representing a single step, time marching scheme. A direct differentiation approach will be used to compute the thermal sensitivities of a sample 2D problem.

Peripheries of epicycles in the Grahalāghava

NASA Astrophysics Data System (ADS)

Rao, S. Balachandra; Vanaja, V.; Shailaja, M.

2017-12-01

For finding the true positions of the Sun, the Moon and the five planets the Indian classical astronomical texts use the concept of the manda epicycle which accounts for the equation of the centre. In addition, in the case of the five planets (Mercury, Venus, Mars, Jupiter and Saturn) another equation called śīghraphala and the corresponding śīghra epicycle are adopted. This correction corresponds to the transformation of the true heliocentric longitude to the true geocentric longitude in modern astronomy. In some of the popularly used handbooks (karaṇa) instead of giving the mathematical expressions for the above said equations, their discrete numerical values, at intervals of 15 degrees, are given. In the present paper using the data of discrete numerical values we build up continuous functions of periodic terms for the manda and śīghra equations. Further, we obtain the critical points and the maximum values for these two equations.

Feynman-Kac formula for stochastic hybrid systems.

PubMed

Bressloff, Paul C

2017-01-01

We derive a Feynman-Kac formula for functionals of a stochastic hybrid system evolving according to a piecewise deterministic Markov process. We first derive a stochastic Liouville equation for the moment generator of the stochastic functional, given a particular realization of the underlying discrete Markov process; the latter generates transitions between different dynamical equations for the continuous process. We then analyze the stochastic Liouville equation using methods recently developed for diffusion processes in randomly switching environments. In particular, we obtain dynamical equations for the moment generating function, averaged with respect to realizations of the discrete Markov process. The resulting Feynman-Kac formula takes the form of a differential Chapman-Kolmogorov equation. We illustrate the theory by calculating the occupation time for a one-dimensional velocity jump process on the infinite or semi-infinite real line. Finally, we present an alternative derivation of the Feynman-Kac formula based on a recent path-integral formulation of stochastic hybrid systems.

Fourth-order numerical solutions of diffusion equation by using SOR method with Crank-Nicolson approach

NASA Astrophysics Data System (ADS)

Muhiddin, F. A.; Sulaiman, J.

2017-09-01

The aim of this paper is to investigate the effectiveness of the Successive Over-Relaxation (SOR) iterative method by using the fourth-order Crank-Nicolson (CN) discretization scheme to derive a five-point Crank-Nicolson approximation equation in order to solve diffusion equation. From this approximation equation, clearly, it can be shown that corresponding system of five-point approximation equations can be generated and then solved iteratively. In order to access the performance results of the proposed iterative method with the fourth-order CN scheme, another point iterative method which is Gauss-Seidel (GS), also presented as a reference method. Finally the numerical results obtained from the use of the fourth-order CN discretization scheme, it can be pointed out that the SOR iterative method is superior in terms of number of iterations, execution time, and maximum absolute error.

Simultaneous Heat and Mass Transfer Model for Convective Drying of Building Material

NASA Astrophysics Data System (ADS)

Upadhyay, Ashwani; Chandramohan, V. P.

2018-04-01

A mathematical model of simultaneous heat and moisture transfer is developed for convective drying of building material. A rectangular brick is considered for sample object. Finite-difference method with semi-implicit scheme is used for solving the transient governing heat and mass transfer equation. Convective boundary condition is used, as the product is exposed in hot air. The heat and mass transfer equations are coupled through diffusion coefficient which is assumed as the function of temperature of the product. Set of algebraic equations are generated through space and time discretization. The discretized algebraic equations are solved by Gauss-Siedel method via iteration. Grid and time independent studies are performed for finding the optimum number of nodal points and time steps respectively. A MATLAB computer code is developed to solve the heat and mass transfer equations simultaneously. Transient heat and mass transfer simulations are performed to find the temperature and moisture distribution inside the brick.

Self-dual form of Ruijsenaars-Schneider models and ILW equation with discrete Laplacian

NASA Astrophysics Data System (ADS)

Zabrodin, A.; Zotov, A.

2018-02-01

We discuss a self-dual form or the Bäcklund transformations for the continuous (in time variable) glN Ruijsenaars-Schneider model. It is based on the first order equations in N + M complex variables which include N positions of particles and M dual variables. The latter satisfy equations of motion of the glM Ruijsenaars-Schneider model. In the elliptic case it holds M = N while for the rational and trigonometric models M is not necessarily equal to N. Our consideration is similar to the previously obtained results for the Calogero-Moser models which are recovered in the non-relativistic limit. We also show that the self-dual description of the Ruijsenaars-Schneider models can be derived from complexified intermediate long wave equation with discrete Laplacian by means of the simple pole ansatz likewise the Calogero-Moser models arise from ordinary intermediate long wave and Benjamin-Ono equations.

A pressure-based semi-implicit space-time discontinuous Galerkin method on staggered unstructured meshes for the solution of the compressible Navier-Stokes equations at all Mach numbers

NASA Astrophysics Data System (ADS)

Tavelli, Maurizio; Dumbser, Michael

2017-07-01

We propose a new arbitrary high order accurate semi-implicit space-time discontinuous Galerkin (DG) method for the solution of the two and three dimensional compressible Euler and Navier-Stokes equations on staggered unstructured curved meshes. The method is pressure-based and semi-implicit and is able to deal with all Mach number flows. The new DG scheme extends the seminal ideas outlined in [1], where a second order semi-implicit finite volume method for the solution of the compressible Navier-Stokes equations with a general equation of state was introduced on staggered Cartesian grids. Regarding the high order extension we follow [2], where a staggered space-time DG scheme for the incompressible Navier-Stokes equations was presented. In our scheme, the discrete pressure is defined on the primal grid, while the discrete velocity field and the density are defined on a face-based staggered dual grid. Then, the mass conservation equation, as well as the nonlinear convective terms in the momentum equation and the transport of kinetic energy in the energy equation are discretized explicitly, while the pressure terms appearing in the momentum and energy equation are discretized implicitly. Formal substitution of the discrete momentum equation into the total energy conservation equation yields a linear system for only one unknown, namely the scalar pressure. Here the equation of state is assumed linear with respect to the pressure. The enthalpy and the kinetic energy are taken explicitly and are then updated using a simple Picard procedure. Thanks to the use of a staggered grid, the final pressure system is a very sparse block five-point system for three dimensional problems and it is a block four-point system in the two dimensional case. Furthermore, for high order in space and piecewise constant polynomials in time, the system is observed to be symmetric and positive definite. This allows to use fast linear solvers such as the conjugate gradient (CG) method. In addition, all the volume and surface integrals needed by the scheme depend only on the geometry and the polynomial degree of the basis and test functions and can therefore be precomputed and stored in a preprocessing stage. This leads to significant savings in terms of computational effort for the time evolution part. In this way also the extension to a fully curved isoparametric approach becomes natural and affects only the preprocessing step. The viscous terms and the heat flux are also discretized making use of the staggered grid by defining the viscous stress tensor and the heat flux vector on the dual grid, which corresponds to the use of a lifting operator, but on the dual grid. The time step of our new numerical method is limited by a CFL condition based only on the fluid velocity and not on the sound speed. This makes the method particularly interesting for low Mach number flows. Finally, a very simple combination of artificial viscosity and the a posteriori MOOD technique allows to deal with shock waves and thus permits also to simulate high Mach number flows. We show computational results for a large set of two and three-dimensional benchmark problems, including both low and high Mach number flows and using polynomial approximation degrees up to p = 4.

Polynomial compensation, inversion, and approximation of discrete time linear systems

NASA Technical Reports Server (NTRS)

Baram, Yoram

1987-01-01

The least-squares transformation of a discrete-time multivariable linear system into a desired one by convolving the first with a polynomial system yields optimal polynomial solutions to the problems of system compensation, inversion, and approximation. The polynomial coefficients are obtained from the solution to a so-called normal linear matrix equation, whose coefficients are shown to be the weighting patterns of certain linear systems. These, in turn, can be used in the recursive solution of the normal equation.

Nonlinear Maps for Design of Discrete Time Models of Neuronal Network Dynamics

DTIC Science & Technology

2016-02-29

Performance/Technic~ 02-01-2016- 02-29-2016 4. TITLE AND SUBTITLE Sa. CONTRACT NUMBER Nonlinear Maps for Design of Discrete -Time Models of Neuronal...neuronal model in the form of difference equations that generates neuronal states in discrete moments of time. In this approach, time step can be made...propose to use modern DSP ideas to develop new efficient approaches to the design of such discrete -time models for studies of large-scale neuronal

Nonlinear Maps for Design of Discrete-Time Models of Neuronal Network Dynamics

DTIC Science & Technology

2016-03-31

2016 Performance/Technic~ 03-01-2016- 03-31-2016 4. TITLE AND SUBTITLE Sa. CONTRACT NUMBER Nonlinear Maps for Design of Discrete -Time Models of...simulations is to design a neuronal model in the form of difference equations that generates neuronal states in discrete moments of time. In this...responsive tiring patterns. We propose to use modern DSP ideas to develop new efficient approaches to the design of such discrete -time models for

Hybrid simulation combining two space-time discretization of the discrete-velocity Boltzmann equation

NASA Astrophysics Data System (ADS)

Horstmann, Jan Tobias; Le Garrec, Thomas; Mincu, Daniel-Ciprian; Lévêque, Emmanuel

2017-11-01

Despite the efficiency and low dissipation of the stream-collide scheme of the discrete-velocity Boltzmann equation, which is nowadays implemented in many lattice Boltzmann solvers, a major drawback exists over alternative discretization schemes, i.e. finite-volume or finite-difference, that is the limitation to Cartesian uniform grids. In this paper, an algorithm is presented that combines the positive features of each scheme in a hybrid lattice Boltzmann method. In particular, the node-based streaming of the distribution functions is coupled with a second-order finite-volume discretization of the advection term of the Boltzmann equation under the Bhatnagar-Gross-Krook approximation. The algorithm is established on a multi-domain configuration, with the individual schemes being solved on separate sub-domains and connected by an overlapping interface of at least 2 grid cells. A critical parameter in the coupling is the CFL number equal to unity, which is imposed by the stream-collide algorithm. Nevertheless, a semi-implicit treatment of the collision term in the finite-volume formulation allows us to obtain a stable solution for this condition. The algorithm is validated in the scope of three different test cases on a 2D periodic mesh. It is shown that the accuracy of the combined discretization schemes agrees with the order of each separate scheme involved. The overall numerical error of the hybrid algorithm in the macroscopic quantities is contained between the error of the two individual algorithms. Finally, we demonstrate how such a coupling can be used to adapt to anisotropic flows with some gradual mesh refinement in the FV domain.

The multiscale expansions of difference equations in the small lattice spacing regime, and a vicinity and integrability test: I

NASA Astrophysics Data System (ADS)

Santini, Paolo Maria

2010-01-01

We propose an algorithmic procedure (i) to study the 'distance' between an integrable PDE and any discretization of it, in the small lattice spacing epsilon regime, and, at the same time, (ii) to test the (asymptotic) integrability properties of such discretization. This method should provide, in particular, useful and concrete information on how good is any numerical scheme used to integrate a given integrable PDE. The procedure, illustrated on a fairly general ten-parameter family of discretizations of the nonlinear Schrödinger equation, consists of the following three steps: (i) the construction of the continuous multiscale expansion of a generic solution of the discrete system at all orders in epsilon, following Degasperis et al (1997 Physica D 100 187-211) (ii) the application, to such an expansion, of the Degasperis-Procesi (DP) integrability test (Degasperis A and Procesi M 1999 Asymptotic integrability Symmetry and Perturbation Theory, SPT98, ed A Degasperis and G Gaeta (Singapore: World Scientific) pp 23-37 Degasperis A 2001 Multiscale expansion and integrability of dispersive wave equations Lectures given at the Euro Summer School: 'What is integrability?' (Isaac Newton Institute, Cambridge, UK, 13-24 August); Integrability (Lecture Notes in Physics vol 767) ed A Mikhailov (Berlin: Springer)), to test the asymptotic integrability properties of the discrete system and its 'distance' from its continuous limit; (iii) the use of the main output of the DP test to construct infinitely many approximate symmetries and constants of motion of the discrete system, through novel and simple formulas.

Linear and nonlinear spectroscopy from quantum master equations.

PubMed

Fetherolf, Jonathan H; Berkelbach, Timothy C

2017-12-28

We investigate the accuracy of the second-order time-convolutionless (TCL2) quantum master equation for the calculation of linear and nonlinear spectroscopies of multichromophore systems. We show that even for systems with non-adiabatic coupling, the TCL2 master equation predicts linear absorption spectra that are accurate over an extremely broad range of parameters and well beyond what would be expected based on the perturbative nature of the approach; non-equilibrium population dynamics calculated with TCL2 for identical parameters are significantly less accurate. For third-order (two-dimensional) spectroscopy, the importance of population dynamics and the violation of the so-called quantum regression theorem degrade the accuracy of TCL2 dynamics. To correct these failures, we combine the TCL2 approach with a classical ensemble sampling of slow microscopic bath degrees of freedom, leading to an efficient hybrid quantum-classical scheme that displays excellent accuracy over a wide range of parameters. In the spectroscopic setting, the success of such a hybrid scheme can be understood through its separate treatment of homogeneous and inhomogeneous broadening. Importantly, the presented approach has the computational scaling of TCL2, with the modest addition of an embarrassingly parallel prefactor associated with ensemble sampling. The presented approach can be understood as a generalized inhomogeneous cumulant expansion technique, capable of treating multilevel systems with non-adiabatic dynamics.

Linear and nonlinear spectroscopy from quantum master equations

NASA Astrophysics Data System (ADS)

Fetherolf, Jonathan H.; Berkelbach, Timothy C.

2017-12-01

We investigate the accuracy of the second-order time-convolutionless (TCL2) quantum master equation for the calculation of linear and nonlinear spectroscopies of multichromophore systems. We show that even for systems with non-adiabatic coupling, the TCL2 master equation predicts linear absorption spectra that are accurate over an extremely broad range of parameters and well beyond what would be expected based on the perturbative nature of the approach; non-equilibrium population dynamics calculated with TCL2 for identical parameters are significantly less accurate. For third-order (two-dimensional) spectroscopy, the importance of population dynamics and the violation of the so-called quantum regression theorem degrade the accuracy of TCL2 dynamics. To correct these failures, we combine the TCL2 approach with a classical ensemble sampling of slow microscopic bath degrees of freedom, leading to an efficient hybrid quantum-classical scheme that displays excellent accuracy over a wide range of parameters. In the spectroscopic setting, the success of such a hybrid scheme can be understood through its separate treatment of homogeneous and inhomogeneous broadening. Importantly, the presented approach has the computational scaling of TCL2, with the modest addition of an embarrassingly parallel prefactor associated with ensemble sampling. The presented approach can be understood as a generalized inhomogeneous cumulant expansion technique, capable of treating multilevel systems with non-adiabatic dynamics.

Markovian master equations for quantum thermal machines: local versus global approach

NASA Astrophysics Data System (ADS)

Hofer, Patrick P.; Perarnau-Llobet, Martí; Miranda, L. David M.; Haack, Géraldine; Silva, Ralph; Bohr Brask, Jonatan; Brunner, Nicolas

2017-12-01

The study of quantum thermal machines, and more generally of open quantum systems, often relies on master equations. Two approaches are mainly followed. On the one hand, there is the widely used, but often criticized, local approach, where machine sub-systems locally couple to thermal baths. On the other hand, in the more established global approach, thermal baths couple to global degrees of freedom of the machine. There has been debate as to which of these two conceptually different approaches should be used in situations out of thermal equilibrium. Here we compare the local and global approaches against an exact solution for a particular class of thermal machines. We consider thermodynamically relevant observables, such as heat currents, as well as the quantum state of the machine. Our results show that the use of a local master equation is generally well justified. In particular, for weak inter-system coupling, the local approach agrees with the exact solution, whereas the global approach fails for non-equilibrium situations. For intermediate coupling, the local and the global approach both agree with the exact solution and for strong coupling, the global approach is preferable. These results are backed by detailed derivations of the regimes of validity for the respective approaches.

Inserting Mastered Targets during Error Correction When Teaching Skills to Children with Autism

ERIC Educational Resources Information Center

Plaisance, Lauren; Lerman, Dorothea C.; Laudont, Courtney; Wu, Wai-Ling

2016-01-01

Research has identified a variety of effective approaches for responding to errors during discrete-trial training. In one commonly used method, the therapist delivers a prompt contingent on the occurrence of an incorrect response and then re-presents the trial so that the learner has an opportunity to perform the correct response independently.…

Virasoro symmetry of the constrained multicomponent Kadomtsev-Petviashvili hierarchy and its integrable discretization

NASA Astrophysics Data System (ADS)

Li, Chuanzhong; He, Jingsong

2016-06-01

We construct Virasoro-type additional symmetries of a kind of constrained multicomponent Kadomtsev-Petviashvili (KP) hierarchy and obtain the Virasoro flow equation for the eigenfunctions and adjoint eigenfunctions. We show that the algebraic structure of the Virasoro symmetry is retained under discretization from the constrained multicomponent KP hierarchy to the discrete constrained multicomponent KP hierarchy.

Local bounds preserving stabilization for continuous Galerkin discretization of hyperbolic systems

NASA Astrophysics Data System (ADS)

Mabuza, Sibusiso; Shadid, John N.; Kuzmin, Dmitri

2018-05-01

The objective of this paper is to present a local bounds preserving stabilized finite element scheme for hyperbolic systems on unstructured meshes based on continuous Galerkin (CG) discretization in space. A CG semi-discrete scheme with low order artificial dissipation that satisfies the local extremum diminishing (LED) condition for systems is used to discretize a system of conservation equations in space. The low order artificial diffusion is based on approximate Riemann solvers for hyperbolic conservation laws. In this case we consider both Rusanov and Roe artificial diffusion operators. In the Rusanov case, two designs are considered, a nodal based diffusion operator and a local projection stabilization operator. The result is a discretization that is LED and has first order convergence behavior. To achieve high resolution, limited antidiffusion is added back to the semi-discrete form where the limiter is constructed from a linearity preserving local projection stabilization operator. The procedure follows the algebraic flux correction procedure usually used in flux corrected transport algorithms. To further deal with phase errors (or terracing) common in FCT type methods, high order background dissipation is added to the antidiffusive correction. The resulting stabilized semi-discrete scheme can be discretized in time using a wide variety of time integrators. Numerical examples involving nonlinear scalar Burgers equation, and several shock hydrodynamics simulations for the Euler system are considered to demonstrate the performance of the method. For time discretization, Crank-Nicolson scheme and backward Euler scheme are utilized.

Non-Markovian dynamics of open quantum systems

NASA Astrophysics Data System (ADS)

Fleming, Chris H.

An open quantum system is a quantum system that interacts with some environment whose degrees of freedom have been coarse grained away. This model describes non-equilibrium processes more general than scattering-matrix formulations. Furthermore, the microscopically-derived environment provides a model of noise, dissipation and decoherence far more general than Markovian (white noise) models. The latter are fully characterized by Lindblad equations and can be motivated phenomenologically. Non-Markovian processes consistently account for backreaction with the environment and can incorporate effects such as finite temperature and spatial correlations. We consider linear systems with bilinear coupling to the environment, or quantum Brownian motion, and nonlinear systems with weak coupling to the environment. For linear systems we provide exact solutions with analytical results for a variety of spectral densities. Furthermore, we point out an important mathematical subtlety which led to incorrect master-equation coefficients in earlier derivations, given nonlocal dissipation. For nonlinear systems we provide perturbative solutions by translating the formalism of canonical perturbation theory into the context of master equations. It is shown that unavoidable degeneracy causes an unfortunate reduction in accuracy between perturbative master equations and their solutions. We also extend the famous theorem of Lindblad, Gorini, Kossakowski and Sudarshan on completely positivity to non-Markovian master equations. Our application is primarily to model atoms interacting via a common electromagnetic field. The electromagnetic field contains correlations in both space and time, which are related to its relativistic (photon-mediated) nature. As such, atoms residing in the same field experience different environmental effects depending upon their relative position and orientation. Our more accurate solutions were necessary to assess sudden death of entanglement at zero temperature. In contrast to previous claims, we found that all initial states of two-level atoms undergo finite-time disentanglement. We were also able to access regimes which cannot be described by Lindblad equations and other simpler methods, such as near resonance. Finally we revisit the infamous Abraham-Lorentz force, wherein a single particle in motion experiences backreaction from the electromagnetic field. This leads to a number of well-known problems including pre-acceleration and runaway solutions. We found a more a more-suitable open-system treatment of the nonrelativistic particle to be perfectly causal and dissipative without any extraneous requirements for finite size of the particle, weak coupling to the field, etc..

Dynamics of open quantum systems by interpolation of von Neumann and classical master equations, and its application to quantum annealing

NASA Astrophysics Data System (ADS)

Kadowaki, Tadashi

2018-02-01

We propose a method to interpolate dynamics of von Neumann and classical master equations with an arbitrary mixing parameter to investigate the thermal effects in quantum dynamics. The two dynamics are mixed by intervening to continuously modify their solutions, thus coupling them indirectly instead of directly introducing a coupling term. This maintains the quantum system in a pure state even after the introduction of thermal effects and obtains not only a density matrix but also a state vector representation. Further, we demonstrate that the dynamics of a two-level system can be rewritten as a set of standard differential equations, resulting in quantum dynamics that includes thermal relaxation. These equations are equivalent to the optical Bloch equations at the weak coupling and asymptotic limits, implying that the dynamics cause thermal effects naturally. Numerical simulations of ferromagnetic and frustrated systems support this idea. Finally, we use this method to study thermal effects in quantum annealing, revealing nontrivial performance improvements for a spin glass model over a certain range of annealing time. This result may enable us to optimize the annealing time of real annealing machines.

Generalized master equation via aging continuous-time random walks.

PubMed

Allegrini, Paolo; Aquino, Gerardo; Grigolini, Paolo; Palatella, Luigi; Rosa, Angelo

2003-11-01

We discuss the problem of the equivalence between continuous-time random walk (CTRW) and generalized master equation (GME). The walker, making instantaneous jumps from one site of the lattice to another, resides in each site for extended times. The sojourn times have a distribution density psi(t) that is assumed to be an inverse power law with the power index micro. We assume that the Onsager principle is fulfilled, and we use this assumption to establish a complete equivalence between GME and the Montroll-Weiss CTRW. We prove that this equivalence is confined to the case where psi(t) is an exponential. We argue that is so because the Montroll-Weiss CTRW, as recently proved by Barkai [E. Barkai, Phys. Rev. Lett. 90, 104101 (2003)], is nonstationary, thereby implying aging, while the Onsager principle is valid only in the case of fully aged systems. The case of a Poisson distribution of sojourn times is the only one with no aging associated to it, and consequently with no need to establish special initial conditions to fulfill the Onsager principle. We consider the case of a dichotomous fluctuation, and we prove that the Onsager principle is fulfilled for any form of regression to equilibrium provided that the stationary condition holds true. We set the stationary condition on both the CTRW and the GME, thereby creating a condition of total equivalence, regardless of the nature of the waiting-time distribution. As a consequence of this procedure we create a GME that is a bona fide master equation, in spite of being non-Markov. We note that the memory kernel of the GME affords information on the interaction between system of interest and its bath. The Poisson case yields a bath with infinitely fast fluctuations. We argue that departing from the Poisson form has the effect of creating a condition of infinite memory and that these results might be useful to shed light on the problem of how to unravel non-Markov quantum master equations.

Verification of a neutronic code for transient analysis in reactors with Hex-z geometry

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

Gonzalez-Pintor, S.; Verdu, G.; Ginestar, D.

Due to the geometry of the fuel bundles, to simulate reactors such as VVER reactors it is necessary to develop methods that can deal with hexagonal prisms as basic elements of the spatial discretization. The main features of a code based on a high order finite element method for the spatial discretization of the neutron diffusion equation and an implicit difference method for the time discretization of this equation are presented and the performance of the code is tested solving the first exercise of the AER transient benchmark. The obtained results are compared with the reference results of the benchmarkmore » and with the results provided by PARCS code. (authors)« less

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

Wintermeyer, Niklas; Winters, Andrew R., E-mail: awinters@math.uni-koeln.de; Gassner, Gregor J.

We design an arbitrary high-order accurate nodal discontinuous Galerkin spectral element approximation for the non-linear two dimensional shallow water equations with non-constant, possibly discontinuous, bathymetry on unstructured, possibly curved, quadrilateral meshes. The scheme is derived from an equivalent flux differencing formulation of the split form of the equations. We prove that this discretization exactly preserves the local mass and momentum. Furthermore, combined with a special numerical interface flux function, the method exactly preserves the mathematical entropy, which is the total energy for the shallow water equations. By adding a specific form of interface dissipation to the baseline entropy conserving schememore » we create a provably entropy stable scheme. That is, the numerical scheme discretely satisfies the second law of thermodynamics. Finally, with a particular discretization of the bathymetry source term we prove that the numerical approximation is well-balanced. We provide numerical examples that verify the theoretical findings and furthermore provide an application of the scheme for a partial break of a curved dam test problem.« less

Computational physical oceanography -- A comprehensive approach based on generalized CFD/grid techniques for planetary scale simulations of oceanic flows. Final report, September 1, 1995--August 31, 1996

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

Beddhu, M.; Jiang, M.Y.; Whitfield, D.L.

The original intention for this work was to impart the technology that was developed in the field of computational aeronautics to the field of computational physical oceanography. This technology transfer involved grid generation techniques and solution procedures to solve the governing equations over the grids thus generated. Specifically, boundary fitting non-orthogonal grids would be generated over a sphere taking into account the topography of the ocean floor and the topography of the continents. The solution methodology to be employed involved the application of an upwind, finite volume discretization procedure that uses higher order numerical fluxes at the cell faces tomore » discretize the governing equations and an implicit Newton relaxation technique to solve the discretized equations. This report summarizes the efforts put forth during the past three years to achieve these goals and indicates the future direction of this work as it is still an ongoing effort.« less

Collective coordinates theory for discrete soliton ratchets in the sine-Gordon model

NASA Astrophysics Data System (ADS)

Sánchez-Rey, Bernardo; Quintero, Niurka R.; Cuevas-Maraver, Jesús; Alejo, Miguel A.

2014-10-01

A collective coordinate theory is developed for soliton ratchets in the damped discrete sine-Gordon model driven by a biharmonic force. An ansatz with two collective coordinates, namely the center and the width of the soliton, is assumed as an approximated solution of the discrete nonlinear equation. The dynamical equations of these two collective coordinates, obtained by means of the generalized travelling wave method, explain the mechanism underlying the soliton ratchet and capture qualitatively all the main features of this phenomenon. The numerical simulation of these equations accounts for the existence of a nonzero depinning threshold, the nonsinusoidal behavior of the average velocity as a function of the relative phase between the harmonics of the driver, the nonmonotonic dependence of the average velocity on the damping, and the existence of nontransporting regimes beyond the depinning threshold. In particular, it provides a good description of the intriguing and complex pattern of subspaces corresponding to different dynamical regimes in parameter space.

Collective coordinates theory for discrete soliton ratchets in the sine-Gordon model.

PubMed

Sánchez-Rey, Bernardo; Quintero, Niurka R; Cuevas-Maraver, Jesús; Alejo, Miguel A

2014-10-01

A collective coordinate theory is developed for soliton ratchets in the damped discrete sine-Gordon model driven by a biharmonic force. An ansatz with two collective coordinates, namely the center and the width of the soliton, is assumed as an approximated solution of the discrete nonlinear equation. The dynamical equations of these two collective coordinates, obtained by means of the generalized travelling wave method, explain the mechanism underlying the soliton ratchet and capture qualitatively all the main features of this phenomenon. The numerical simulation of these equations accounts for the existence of a nonzero depinning threshold, the nonsinusoidal behavior of the average velocity as a function of the relative phase between the harmonics of the driver, the nonmonotonic dependence of the average velocity on the damping, and the existence of nontransporting regimes beyond the depinning threshold. In particular, it provides a good description of the intriguing and complex pattern of subspaces corresponding to different dynamical regimes in parameter space.

Ideal GLM-MHD: About the entropy consistent nine-wave magnetic field divergence diminishing ideal magnetohydrodynamics equations

NASA Astrophysics Data System (ADS)

Derigs, Dominik; Winters, Andrew R.; Gassner, Gregor J.; Walch, Stefanie; Bohm, Marvin

2018-07-01

The paper presents two contributions in the context of the numerical simulation of magnetized fluid dynamics. First, we show how to extend the ideal magnetohydrodynamics (MHD) equations with an inbuilt magnetic field divergence cleaning mechanism in such a way that the resulting model is consistent with the second law of thermodynamics. As a byproduct of these derivations, we show that not all of the commonly used divergence cleaning extensions of the ideal MHD equations are thermodynamically consistent. Secondly, we present a numerical scheme obtained by constructing a specific finite volume discretization that is consistent with the discrete thermodynamic entropy. It includes a mechanism to control the discrete divergence error of the magnetic field by construction and is Galilean invariant. We implement the new high-order MHD solver in the adaptive mesh refinement code FLASH where we compare the divergence cleaning efficiency to the constrained transport solver available in FLASH (unsplit staggered mesh scheme).

An efficient numerical method for the solution of the problem of elasticity for 3D-homogeneous elastic medium with cracks and inclusions

NASA Astrophysics Data System (ADS)

Kanaun, S.; Markov, A.

2017-06-01

An efficient numerical method for solution of static problems of elasticity for an infinite homogeneous medium containing inhomogeneities (cracks and inclusions) is developed. Finite number of heterogeneous inclusions and planar parallel cracks of arbitrary shapes is considered. The problem is reduced to a system of surface integral equations for crack opening vectors and volume integral equations for stress tensors inside the inclusions. For the numerical solution of these equations, a class of Gaussian approximating functions is used. The method based on these functions is mesh free. For such functions, the elements of the matrix of the discretized system are combinations of explicit analytical functions and five standard 1D-integrals that can be tabulated. Thus, the numerical integration is excluded from the construction of the matrix of the discretized problem. For regular node grids, the matrix of the discretized system has Toeplitz's properties, and Fast Fourier Transform technique can be used for calculation matrix-vector products of such matrices.

A discontinuous Galerkin method for nonlinear parabolic equations and gradient flow problems with interaction potentials

NASA Astrophysics Data System (ADS)

Sun, Zheng; Carrillo, José A.; Shu, Chi-Wang

2018-01-01

We consider a class of time-dependent second order partial differential equations governed by a decaying entropy. The solution usually corresponds to a density distribution, hence positivity (non-negativity) is expected. This class of problems covers important cases such as Fokker-Planck type equations and aggregation models, which have been studied intensively in the past decades. In this paper, we design a high order discontinuous Galerkin method for such problems. If the interaction potential is not involved, or the interaction is defined by a smooth kernel, our semi-discrete scheme admits an entropy inequality on the discrete level. Furthermore, by applying the positivity-preserving limiter, our fully discretized scheme produces non-negative solutions for all cases under a time step constraint. Our method also applies to two dimensional problems on Cartesian meshes. Numerical examples are given to confirm the high order accuracy for smooth test cases and to demonstrate the effectiveness for preserving long time asymptotics.

Preconditioned conjugate gradient methods for the compressible Navier-Stokes equations

NASA Technical Reports Server (NTRS)

Venkatakrishnan, V.

1990-01-01

The compressible Navier-Stokes equations are solved for a variety of two-dimensional inviscid and viscous problems by preconditioned conjugate gradient-like algorithms. Roe's flux difference splitting technique is used to discretize the inviscid fluxes. The viscous terms are discretized by using central differences. An algebraic turbulence model is also incorporated. The system of linear equations which arises out of the linearization of a fully implicit scheme is solved iteratively by the well known methods of GMRES (Generalized Minimum Residual technique) and Chebyschev iteration. Incomplete LU factorization and block diagonal factorization are used as preconditioners. The resulting algorithm is competitive with the best current schemes, but has wide applications in parallel computing and unstructured mesh computations.

Fourth order exponential time differencing method with local discontinuous Galerkin approximation for coupled nonlinear Schrodinger equations

DOE PAGES

Liang, Xiao; Khaliq, Abdul Q. M.; Xing, Yulong

2015-01-23

In this paper, we study a local discontinuous Galerkin method combined with fourth order exponential time differencing Runge-Kutta time discretization and a fourth order conservative method for solving the nonlinear Schrödinger equations. Based on different choices of numerical fluxes, we propose both energy-conserving and energy-dissipative local discontinuous Galerkin methods, and have proven the error estimates for the semi-discrete methods applied to linear Schrödinger equation. The numerical methods are proven to be highly efficient and stable for long-range soliton computations. Finally, extensive numerical examples are provided to illustrate the accuracy, efficiency and reliability of the proposed methods.

Finite volume solution of the compressible boundary-layer equations

NASA Technical Reports Server (NTRS)

Loyd, B.; Murman, E. M.

1986-01-01

A box-type finite volume discretization is applied to the integral form of the compressible boundary layer equations. Boundary layer scaling is introduced through the grid construction: streamwise grid lines follow eta = y/h = const., where y is the normal coordinate and h(x) is a scale factor proportional to the boundary layer thickness. With this grid, similarity can be applied explicity to calculate initial conditions. The finite volume method preserves the physical transparency of the integral equations in the discrete approximation. The resulting scheme is accurate, efficient, and conceptually simple. Computations for similar and non-similar flows show excellent agreement with tabulated results, solutions computed with Keller's Box scheme, and experimental data.

Maximal regularity in lp spaces for discrete time fractional shifted equations

NASA Astrophysics Data System (ADS)

Lizama, Carlos; Murillo-Arcila, Marina

2017-09-01

In this paper, we are presenting a new method based on operator-valued Fourier multipliers to characterize the existence and uniqueness of ℓp-solutions for discrete time fractional models in the form where A is a closed linear operator defined on a Banach space X and Δα denotes the Grünwald-Letnikov fractional derivative of order α > 0. If X is a UMD space, we provide this characterization only in terms of the R-boundedness of the operator-valued symbol associated to the abstract model. To illustrate our results, we derive new qualitative properties of nonlinear difference equations with shiftings, including fractional versions of the logistic and Nagumo equations.

Dynamics of non-stationary processes that follow the maximum of the Rényi entropy principle.

PubMed

Shalymov, Dmitry S; Fradkov, Alexander L

2016-01-01

We propose dynamics equations which describe the behaviour of non-stationary processes that follow the maximum Rényi entropy principle. The equations are derived on the basis of the speed-gradient principle originated in the control theory. The maximum of the Rényi entropy principle is analysed for discrete and continuous cases, and both a discrete random variable and probability density function (PDF) are used. We consider mass conservation and energy conservation constraints and demonstrate the uniqueness of the limit distribution and asymptotic convergence of the PDF for both cases. The coincidence of the limit distribution of the proposed equations with the Rényi distribution is examined.

Dynamics of non-stationary processes that follow the maximum of the Rényi entropy principle

PubMed Central

2016-01-01

We propose dynamics equations which describe the behaviour of non-stationary processes that follow the maximum Rényi entropy principle. The equations are derived on the basis of the speed-gradient principle originated in the control theory. The maximum of the Rényi entropy principle is analysed for discrete and continuous cases, and both a discrete random variable and probability density function (PDF) are used. We consider mass conservation and energy conservation constraints and demonstrate the uniqueness of the limit distribution and asymptotic convergence of the PDF for both cases. The coincidence of the limit distribution of the proposed equations with the Rényi distribution is examined. PMID:26997886

Numerical solution of the Black-Scholes equation using cubic spline wavelets

NASA Astrophysics Data System (ADS)

Černá, Dana

2016-12-01

The Black-Scholes equation is used in financial mathematics for computation of market values of options at a given time. We use the θ-scheme for time discretization and an adaptive scheme based on wavelets for discretization on the given time level. Advantages of the proposed method are small number of degrees of freedom, high-order accuracy with respect to variables representing prices and relatively small number of iterations needed to resolve the problem with a desired accuracy. We use several cubic spline wavelet and multi-wavelet bases and discuss their advantages and disadvantages. We also compare an isotropic and anisotropic approach. Numerical experiments are presented for the two-dimensional Black-Scholes equation.

Difference equation state approximations for nonlinear hereditary control problems

NASA Technical Reports Server (NTRS)

Rosen, I. G.

1982-01-01

Discrete approximation schemes for the solution of nonlinear hereditary control problems are constructed. The methods involve approximation by a sequence of optimal control problems in which the original infinite dimensional state equation has been approximated by a finite dimensional discrete difference equation. Convergence of the state approximations is argued using linear semigroup theory and is then used to demonstrate that solutions to the approximating optimal control problems in some sense approximate solutions to the original control problem. Two schemes, one based upon piecewise constant approximation, and the other involving spline functions are discussed. Numerical results are presented, analyzed and used to compare the schemes to other available approximation methods for the solution of hereditary control problems.

Modified symplectic schemes with nearly-analytic discrete operators for acoustic wave simulations

NASA Astrophysics Data System (ADS)

Liu, Shaolin; Yang, Dinghui; Lang, Chao; Wang, Wenshuai; Pan, Zhide

2017-04-01

Using a structure-preserving algorithm significantly increases the computational efficiency of solving wave equations. However, only a few explicit symplectic schemes are available in the literature, and the capabilities of these symplectic schemes have not been sufficiently exploited. Here, we propose a modified strategy to construct explicit symplectic schemes for time advance. The acoustic wave equation is transformed into a Hamiltonian system. The classical symplectic partitioned Runge-Kutta (PRK) method is used for the temporal discretization. Additional spatial differential terms are added to the PRK schemes to form the modified symplectic methods and then two modified time-advancing symplectic methods with all of positive symplectic coefficients are then constructed. The spatial differential operators are approximated by nearly-analytic discrete (NAD) operators, and we call the fully discretized scheme modified symplectic nearly analytic discrete (MSNAD) method. Theoretical analyses show that the MSNAD methods exhibit less numerical dispersion and higher stability limits than conventional methods. Three numerical experiments are conducted to verify the advantages of the MSNAD methods, such as their numerical accuracy, computational cost, stability, and long-term calculation capability.

Going from microscopic to macroscopic on nonuniform growing domains.

PubMed

Yates, Christian A; Baker, Ruth E; Erban, Radek; Maini, Philip K

2012-08-01

Throughout development, chemical cues are employed to guide the functional specification of underlying tissues while the spatiotemporal distributions of such chemicals can be influenced by the growth of the tissue itself. These chemicals, termed morphogens, are often modeled using partial differential equations (PDEs). The connection between discrete stochastic and deterministic continuum models of particle migration on growing domains was elucidated by Baker, Yates, and Erban [Bull. Math. Biol. 72, 719 (2010)] in which the migration of individual particles was modeled as an on-lattice position-jump process. We build on this work by incorporating a more physically reasonable description of domain growth. Instead of allowing underlying lattice elements to instantaneously double in size and divide, we allow incremental element growth and splitting upon reaching a predefined threshold size. Such a description of domain growth necessitates a nonuniform partition of the domain. We first demonstrate that an individual-based stochastic model for particle diffusion on such a nonuniform domain partition is equivalent to a PDE model of the same phenomenon on a nongrowing domain, providing the transition rates (which we derive) are chosen correctly and we partition the domain in the correct manner. We extend this analysis to the case where the domain is allowed to change in size, altering the transition rates as necessary. Through application of the master equation formalism we derive a PDE for particle density on this growing domain and corroborate our findings with numerical simulations.

Stabilized linear semi-implicit schemes for the nonlocal Cahn-Hilliard equation

NASA Astrophysics Data System (ADS)

Du, Qiang; Ju, Lili; Li, Xiao; Qiao, Zhonghua

2018-06-01

Comparing with the well-known classic Cahn-Hilliard equation, the nonlocal Cahn-Hilliard equation is equipped with a nonlocal diffusion operator and can describe more practical phenomena for modeling phase transitions of microstructures in materials. On the other hand, it evidently brings more computational costs in numerical simulations, thus efficient and accurate time integration schemes are highly desired. In this paper, we propose two energy-stable linear semi-implicit methods with first and second order temporal accuracies respectively for solving the nonlocal Cahn-Hilliard equation. The temporal discretization is done by using the stabilization technique with the nonlocal diffusion term treated implicitly, while the spatial discretization is carried out by the Fourier collocation method with FFT-based fast implementations. The energy stabilities are rigorously established for both methods in the fully discrete sense. Numerical experiments are conducted for a typical case involving Gaussian kernels. We test the temporal convergence rates of the proposed schemes and make a comparison of the nonlocal phase transition process with the corresponding local one. In addition, long-time simulations of the coarsening dynamics are also performed to predict the power law of the energy decay.

Discretization analysis of bifurcation based nonlinear amplifiers

NASA Astrophysics Data System (ADS)

Feldkord, Sven; Reit, Marco; Mathis, Wolfgang

2017-09-01

Recently, for modeling biological amplification processes, nonlinear amplifiers based on the supercritical Andronov-Hopf bifurcation have been widely analyzed analytically. For technical realizations, digital systems have become the most relevant systems in signal processing applications. The underlying continuous-time systems are transferred to the discrete-time domain using numerical integration methods. Within this contribution, effects on the qualitative behavior of the Andronov-Hopf bifurcation based systems concerning numerical integration methods are analyzed. It is shown exemplarily that explicit Runge-Kutta methods transform the truncated normalform equation of the Andronov-Hopf bifurcation into the normalform equation of the Neimark-Sacker bifurcation. Dependent on the order of the integration method, higher order terms are added during this transformation.A rescaled normalform equation of the Neimark-Sacker bifurcation is introduced that allows a parametric design of a discrete-time system which corresponds to the rescaled Andronov-Hopf system. This system approximates the characteristics of the rescaled Hopf-type amplifier for a large range of parameters. The natural frequency and the peak amplitude are preserved for every set of parameters. The Neimark-Sacker bifurcation based systems avoid large computational effort that would be caused by applying higher order integration methods to the continuous-time normalform equations.

Loop equations and bootstrap methods in the lattice

DOE PAGES

Anderson, Peter D.; Kruczenski, Martin

2017-06-17

Pure gauge theories can be formulated in terms of Wilson Loops by means of the loop equation. In the large-N limit this equation closes in the expectation value of single loops. In particular, using the lattice as a regulator, it becomes a well defined equation for a discrete set of loops. In this paper we study different numerical approaches to solving this equation.

Non-Markovian electron dynamics in nanostructures coupled to dissipative contacts

NASA Astrophysics Data System (ADS)

Novakovic, B.; Knezevic, I.

2013-02-01

In quasiballistic semiconductor nanostructures, carrier exchange between the active region and dissipative contacts is the mechanism that governs relaxation. In this paper, we present a theoretical treatment of transient quantum transport in quasiballistic semiconductor nanostructures, which is based on the open system theory and valid on timescales much longer than the characteristic relaxation time in the contacts. The approach relies on a model interaction between the current-limiting active region and the contacts, given in the scattering-state basis. We derive a non-Markovian master equation for the irreversible evolution of the active region's many-body statistical operator by coarse-graining the exact dynamical map over the contact relaxation time. In order to obtain the response quantities of a nanostructure under bias, such as the potential and the charge and current densities, the non-Markovian master equation must be solved numerically together with the Schr\\"{o}dinger, Poisson, and continuity equations. We discuss how to numerically solve this coupled system of equations and illustrate the approach on the example of a silicon nin diode.

Derivation of Hodgkin-Huxley equations for a Na+ channel from a master equation for coupled activation and inactivation

NASA Astrophysics Data System (ADS)

Vaccaro, S. R.

2016-11-01

The Na+ current in nerve and muscle membranes may be described in terms of the activation variable m (t ) and the inactivation variable h (t ) , which are dependent on the transitions of S4 sensors of each of the Na+ channel domains DI to DIV. The time-dependence of the Na+ current and the rate equations satisfied by m (t ) and h (t ) may be derived from the solution to a master equation that describes the coupling between two or three activation sensors regulating the Na+ channel conductance and a two-stage inactivation process. If the inactivation rate from the closed or open states increases as the S4 sensors activate, a more general form of the Hodgkin-Huxley expression for the open-state probability may be derived where m (t ) is dependent on both activation and inactivation processes. The voltage dependence of the rate functions for inactivation and recovery from inactivation are consistent with the empirically determined expressions and exhibit saturation for both depolarized and hyperpolarized clamp potentials.

Prediction of discretization error using the error transport equation

NASA Astrophysics Data System (ADS)

Celik, Ismail B.; Parsons, Don Roscoe

2017-06-01

This study focuses on an approach to quantify the discretization error associated with numerical solutions of partial differential equations by solving an error transport equation (ETE). The goal is to develop a method that can be used to adequately predict the discretization error using the numerical solution on only one grid/mesh. The primary problem associated with solving the ETE is the formulation of the error source term which is required for accurately predicting the transport of the error. In this study, a novel approach is considered which involves fitting the numerical solution with a series of locally smooth curves and then blending them together with a weighted spline approach. The result is a continuously differentiable analytic expression that can be used to determine the error source term. Once the source term has been developed, the ETE can easily be solved using the same solver that is used to obtain the original numerical solution. The new methodology is applied to the two-dimensional Navier-Stokes equations in the laminar flow regime. A simple unsteady flow case is also considered. The discretization error predictions based on the methodology presented in this study are in good agreement with the 'true error'. While in most cases the error predictions are not quite as accurate as those from Richardson extrapolation, the results are reasonable and only require one numerical grid. The current results indicate that there is much promise going forward with the newly developed error source term evaluation technique and the ETE.

Comparison of approximate solutions to the phonon Boltzmann transport equation with the relaxation time approximation: Spherical harmonics expansions and the discrete ordinates method

NASA Astrophysics Data System (ADS)

Christenson, J. G.; Austin, R. A.; Phillips, R. J.

2018-05-01

The phonon Boltzmann transport equation is used to analyze model problems in one and two spatial dimensions, under transient and steady-state conditions. New, explicit solutions are obtained by using the P1 and P3 approximations, based on expansions in spherical harmonics, and are compared with solutions from the discrete ordinates method. For steady-state energy transfer, it is shown that analytic expressions derived using the P1 and P3 approximations agree quantitatively with the discrete ordinates method, in some cases for large Knudsen numbers, and always for Knudsen numbers less than unity. However, for time-dependent energy transfer, the PN solutions differ qualitatively from converged solutions obtained by the discrete ordinates method. Although they correctly capture the wave-like behavior of energy transfer at short times, the P1 and P3 approximations rely on one or two wave velocities, respectively, yielding abrupt, step-changes in temperature profiles that are absent when the angular dependence of the phonon velocities is captured more completely. It is shown that, with the gray approximation, the P1 approximation is formally equivalent to the so-called "hyperbolic heat equation." Overall, these results support the use of the PN approximation to find solutions to the phonon Boltzmann transport equation for steady-state conditions. Such solutions can be useful in the design and analysis of devices that involve heat transfer at nanometer length scales, where continuum-scale approaches become inaccurate.

Enhancement of the Logistics Battle Command Model: Architecture Upgrades and Attrition Module Development

DTIC Science & Technology

2017-01-05

module. 15. SUBJECT TERMS Logistics, attrition, discrete event simulation, Simkit, LBC 16. SECURITY CLASSIFICATION OF: Unclassified 17. LIMITATION...stochastics, and discrete event model programmed in Java building largely on the Simkit library. The primary purpose of the LBC model is to support...equations makes them incompatible with the discrete event construct of LBC. Bullard further advances this methodology by developing a stochastic

What is integrability of discrete variational systems?

PubMed

Boll, Raphael; Petrera, Matteo; Suris, Yuri B

2014-02-08

We propose a notion of a pluri-Lagrangian problem, which should be understood as an analogue of multi-dimensional consistency for variational systems. This is a development along the line of research of discrete integrable Lagrangian systems initiated in 2009 by Lobb and Nijhoff, however, having its more remote roots in the theory of pluriharmonic functions, in the Z -invariant models of statistical mechanics and their quasiclassical limit, as well as in the theory of variational symmetries going back to Noether. A d -dimensional pluri-Lagrangian problem can be described as follows: given a d -form [Formula: see text] on an m -dimensional space (called multi-time, m > d ), whose coefficients depend on a sought-after function x of m independent variables (called field), find those fields x which deliver critical points to the action functionals [Formula: see text] for any d -dimensional manifold Σ in the multi-time. We derive the main building blocks of the multi-time Euler-Lagrange equations for a discrete pluri-Lagrangian problem with d =2, the so-called corner equations, and discuss the notion of consistency of the system of corner equations. We analyse the system of corner equations for a special class of three-point two-forms, corresponding to integrable quad-equations of the ABS list. This allows us to close a conceptual gap of the work by Lobb and Nijhoff by showing that the corresponding two-forms are closed not only on solutions of (non-variational) quad-equations, but also on general solutions of the corresponding corner equations. We also find an example of a pluri-Lagrangian system not coming from a multi-dimensionally consistent system of quad-equations.

What is integrability of discrete variational systems?

PubMed Central

Boll, Raphael; Petrera, Matteo; Suris, Yuri B.

2014-01-01

We propose a notion of a pluri-Lagrangian problem, which should be understood as an analogue of multi-dimensional consistency for variational systems. This is a development along the line of research of discrete integrable Lagrangian systems initiated in 2009 by Lobb and Nijhoff, however, having its more remote roots in the theory of pluriharmonic functions, in the Z-invariant models of statistical mechanics and their quasiclassical limit, as well as in the theory of variational symmetries going back to Noether. A d-dimensional pluri-Lagrangian problem can be described as follows: given a d-form on an m-dimensional space (called multi-time, m>d), whose coefficients depend on a sought-after function x of m independent variables (called field), find those fields x which deliver critical points to the action functionals for any d-dimensional manifold Σ in the multi-time. We derive the main building blocks of the multi-time Euler–Lagrange equations for a discrete pluri-Lagrangian problem with d=2, the so-called corner equations, and discuss the notion of consistency of the system of corner equations. We analyse the system of corner equations for a special class of three-point two-forms, corresponding to integrable quad-equations of the ABS list. This allows us to close a conceptual gap of the work by Lobb and Nijhoff by showing that the corresponding two-forms are closed not only on solutions of (non-variational) quad-equations, but also on general solutions of the corresponding corner equations. We also find an example of a pluri-Lagrangian system not coming from a multi-dimensionally consistent system of quad-equations. PMID:24511254